WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 506,947 COMMITMENTS 92,204 167,223 151,739 222,154 145,139 466,097 464,101 40,850 42,846 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -86,932) 5,851 -22,203 -58,120 -27,274 -7,274 -79,543 -87,596 -7,390 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 33.0 29.9 43.8 28.6 91.9 91.5 8.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 132 131 149 105 106 326 315 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,459 COMMITMENTS 60,307 67,034 30,866 101,178 90,202 192,351 188,102 20,108 24,356 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -19,095) 136 -17,657 -7,641 -9,066 6,277 -16,570 -19,021 -2,524 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 31.6 14.5 47.6 42.5 90.5 88.5 9.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 67 58 61 81 74 178 173 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,850,214 COMMITMENTS 393,655 210,691 484,432 784,786 908,609 1662873 1603732 187,341 246,482 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -87,463) 39,790 -73,412 -48,033 -60,887 28,605 -69,130 -92,840 -18,332 5,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 11.4 26.2 42.4 49.1 89.9 86.7 10.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766) 207 157 239 309 338 649 620 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,321 COMMITMENTS 2,570 3,068 1,140 3,796 4,047 7,506 8,255 2,815 2,066 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -2,819) -150 -851 -1,372 -817 -99 -2,339 -2,322 -480 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 29.7 11.0 36.8 39.2 72.7 80.0 27.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 14 8 13 11 28 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,078,368 COMMITMENTS 272,724 76,672 351,370 389,409 521,729 1013502 949,771 64,866 128,597 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -136,543) 7,779 -18,039 -60,182 -73,592 -58,880 -125,995 -137,101 -10,548 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 7.1 32.6 36.1 48.4 94.0 88.1 6.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712) 237 182 264 189 242 569 575 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 23,519 COMMITMENTS 10,667 1,243 88 382 4,014 11,137 5,345 12,382 18,174 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 5.3 0.4 1.6 17.1 47.4 22.7 52.6 77.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 2 4 12 8 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 483,471 COMMITMENTS 162,620 38,488 122,489 150,548 298,156 435,657 459,133 47,814 24,338 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -72,311) -12,552 -14,742 -40,936 -17,129 -16,716 -70,616 -72,395 -1,694 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 8.0 25.3 31.1 61.7 90.1 95.0 9.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 113 66 136 85 89 284 244 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 601,137 COMMITMENTS 112,466 57,692 45,765 281,600 349,741 439,831 453,198 161,306 147,939 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -37,538) -14,937 -10,588 -15,482 -12,344 -14,836 -42,763 -40,906 5,225 3,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 9.6 7.6 46.8 58.2 73.2 75.4 26.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 33 27 31 61 66 109 109 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,838 COMMITMENTS 49,474 158,332 7,718 435,621 385,973 492,813 552,023 130,025 70,815 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -7,038) -5,522 -5,372 37 9,943 -1,464 4,457 -6,800 -11,496 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 25.4 1.2 69.9 62.0 79.1 88.6 20.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 11 16 10 53 52 71 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,462 COMMITMENTS 1,002 1,158 409 2,679 2,705 4,090 4,272 372 190 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 24) 510 296 -93 -407 -124 10 79 14 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 26.0 9.2 60.0 60.6 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 6 3 11 15 22 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 426,439 COMMITMENTS 86,685 45,085 98,265 187,270 250,505 372,220 393,854 54,219 32,584 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -18,980) 6,926 -19,231 -8,629 -13,705 15,078 -15,408 -12,782 -3,572 -6,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 10.6 23.0 43.9 58.7 87.3 92.4 12.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 94 65 108 102 94 258 223 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,476 COMMITMENTS 1,584 2,983 1,101 6,457 5,521 9,142 9,606 2,334 1,871 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -1,629) 183 -788 -589 -974 198 -1,380 -1,178 -249 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 26.0 9.6 56.3 48.1 79.7 83.7 20.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 22 12 23 14 48 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,088,412 COMMITMENTS 141,529 235,883 45,723 778,866 655,063 966,118 936,669 122,295 151,743 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 23,782) 17,855 27,444 1,293 7,338 -813 26,486 27,924 -2,704 -4,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 21.7 4.2 71.6 60.2 88.8 86.1 11.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 46 51 42 85 109 154 179 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,043,206 COMMITMENTS 391,034 488,910 252,091 2045317 1862166 2688442 2603168 354,763 440,038 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -209,446) -73,432 28,690 -43,462 -83,734 -220,789 -200,628 -235,561 -8,818 26,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 16.1 8.3 67.2 61.2 88.3 85.5 11.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 76 91 104 165 169 303 303 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 112,765 COMMITMENTS 18,430 10,510 342 53,210 50,791 71,982 61,643 40,783 51,122 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,189) 1,296 2,156 -195 1,069 6,303 2,170 8,264 -981 -7,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 9.3 0.3 47.2 45.0 63.8 54.7 36.2 45.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 3 2 15 13 20 18 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,666,537 COMMITMENTS 359,883 476,441 131,258 1887267 1718456 2378408 2326155 288,129 340,382 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -7,557) 32,320 16,688 14,648 -61,800 -46,286 -14,832 -14,950 7,275 7,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 17.9 4.9 70.8 64.4 89.2 87.2 10.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 54 62 56 109 147 191 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 982,007 COMMITMENTS 42,418 145,039 152,770 764,210 580,816 959,398 878,626 22,609 103,381 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -22,121) 1,442 13,242 -3,095 -23,167 -75,531 -24,820 -65,383 2,698 43,262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 14.8 15.6 77.8 59.1 97.7 89.5 2.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 13 48 38 55 67 97 127 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 62,361 COMMITMENTS 25,696 19,442 867 27,540 32,632 54,102 52,941 8,258 9,419 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,268) 618 1,844 30 263 21 911 1,895 358 -627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 31.2 1.4 44.2 52.3 86.8 84.9 13.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 25 6 33 29 67 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 124,721 COMMITMENTS 51,392 38,884 1,734 55,079 65,265 108,205 105,882 16,516 18,839 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,537) 1,236 3,689 59 526 43 1,821 3,791 715 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 31.2 1.4 44.2 52.3 86.8 84.9 13.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 25 6 33 29 67 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,288 COMMITMENTS 16,642 17,866 748 1,786 645 19,176 19,259 112 29 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 572) 511 499 51 1 0 563 550 9 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.3 92.6 3.9 9.3 3.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 20 11 2 2 1 23 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,474 COMMITMENTS 18,870 11,583 331 6,113 13,431 25,314 25,345 160 129 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -854) -724 -289 32 -169 -613 -861 -870 7 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.1 45.5 1.3 24.0 52.7 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 16 1 5 18 12 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,713 COMMITMENTS 21,850 13,144 0 8,766 17,457 30,616 30,601 97 112 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -446) -751 -88 0 298 -347 -453 -435 7 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.1 42.8 0.0 28.5 56.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 15 0 4 11 12 26
Updated April 29, 2016