WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,973 COMMITMENTS 91,091 171,936 164,571 217,150 141,051 472,811 477,558 46,161 41,415 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 17,350) -1,446 7,975 12,789 1,097 -1,347 12,440 19,417 4,911 -2,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 33.1 31.7 41.8 27.2 91.1 92.0 8.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 129 144 139 115 100 325 311 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,015 COMMITMENTS 61,045 78,212 39,591 106,845 85,403 207,480 203,206 20,535 24,809 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 13,619) 1,749 7,148 6,241 5,940 662 13,930 14,052 -311 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 34.3 17.4 46.9 37.5 91.0 89.1 9.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 70 72 68 88 75 191 191 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,787,262 COMMITMENTS 359,208 224,817 470,822 777,440 857,277 1607470 1552917 179,792 234,345 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -24,244) -28,992 13,275 -1,750 3,991 -30,860 -26,752 -19,335 2,508 -4,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 12.6 26.3 43.5 48.0 89.9 86.9 10.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779) 219 152 240 305 341 652 627 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,213 COMMITMENTS 2,470 3,586 1,229 4,236 4,092 7,935 8,906 3,278 2,307 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 818) -32 799 12 307 -150 287 662 531 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 32.0 11.0 37.8 36.5 70.8 79.4 29.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 14 7 12 11 25 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,201,469 COMMITMENTS 320,313 74,163 427,576 386,261 565,158 1134150 1066897 67,318 134,572 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 101,540) 32,923 -5,464 57,977 6,063 41,974 96,963 94,487 4,577 7,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 6.2 35.6 32.1 47.0 94.4 88.8 5.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748) 244 200 253 193 263 576 596 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 29,519 COMMITMENTS 17,193 2,516 21 117 6,530 17,331 9,067 12,188 20,452 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 4,593) 4,611 1,152 -3 93 1,888 4,701 3,037 -108 1,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.2 8.5 0.1 0.4 22.1 58.7 30.7 41.3 69.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 7 2 3 18 8 27 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 455,419 COMMITMENTS 135,119 42,390 125,085 153,068 264,807 413,271 432,282 42,147 23,137 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -5,630) -5,535 -7,663 3,948 -4,999 1,231 -6,586 -2,485 956 -3,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 9.3 27.5 33.6 58.1 90.7 94.9 9.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 106 77 118 82 83 267 226 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,635 COMMITMENTS 113,534 57,038 58,132 278,484 353,505 450,150 468,674 165,486 146,961 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 22,888) -1,446 -7,861 10,281 2,466 15,604 11,302 18,025 11,587 4,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 9.3 9.4 45.2 57.4 73.1 76.1 26.9 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 39 29 39 69 76 125 127 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,315 COMMITMENTS 49,184 155,730 12,138 435,756 390,467 497,077 558,334 135,237 73,980 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 10,034) 667 -4,035 3,081 1,258 11,043 5,006 10,089 5,028 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 24.6 1.9 68.9 61.8 78.6 88.3 21.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 11 17 11 56 51 75 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,248 COMMITMENTS 1,613 1,320 451 2,809 3,303 4,873 5,074 375 174 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 264) 201 -99 8 39 323 248 232 16 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 25.2 8.6 53.5 62.9 92.9 96.7 7.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 6 2 11 16 21 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 449,673 COMMITMENTS 104,455 32,330 106,793 181,960 279,183 393,209 418,306 56,464 31,366 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 25,503) 11,109 -6,583 12,321 -1,120 19,748 22,310 25,486 3,193 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 7.2 23.7 40.5 62.1 87.4 93.0 12.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 105 64 93 92 86 253 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,274 COMMITMENTS 1,722 1,789 673 5,477 6,255 7,872 8,716 2,402 1,558 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -296) 76 -319 1 -503 211 -426 -108 130 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 17.4 6.5 53.3 60.9 76.6 84.8 23.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 13 8 21 17 42 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,143,031 COMMITMENTS 148,082 236,134 60,798 813,933 701,476 1022814 998,408 120,217 144,623 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 57,177) 11,453 -1,458 11,826 35,506 51,041 58,784 61,409 -1,608 -4,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 20.7 5.3 71.2 61.4 89.5 87.3 10.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 49 60 44 91 118 167 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,226,145 COMMITMENTS 410,247 497,446 336,245 2127222 1958344 2873714 2792036 352,431 434,109 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 124,166) 8,029 -8,684 52,775 51,731 71,887 112,536 115,978 11,629 8,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 15.4 10.4 65.9 60.7 89.1 86.5 10.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 81 87 107 164 173 305 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 124,590 COMMITMENTS 15,212 12,140 200 65,453 49,468 80,865 61,808 43,725 62,782 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 10,910) -327 530 13 8,737 2,430 8,423 2,973 2,487 7,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 9.7 0.2 52.5 39.7 64.9 49.6 35.1 50.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 1 14 11 17 15 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,712,362 COMMITMENTS 263,008 486,886 133,149 2002117 1740264 2398274 2360299 314,088 352,063 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 109,974) -16,886 28,790 13,457 88,703 47,832 85,274 90,079 24,700 19,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 18.0 4.9 73.8 64.2 88.4 87.0 11.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 39 78 56 115 146 189 245 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 934,004 COMMITMENTS 30,117 140,890 198,065 679,449 534,503 907,631 873,458 26,373 60,546 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 94,662) 12,479 -11,394 49,512 32,814 50,575 94,805 88,693 -143 5,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 15.1 21.2 72.7 57.2 97.2 93.5 2.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 13 44 32 48 65 82 121 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,763 COMMITMENTS 28,809 16,420 1,364 27,692 39,731 57,864 57,515 8,898 9,248 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 2,761) 2,079 -628 255 -843 2,797 1,491 2,423 1,270 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 24.6 2.0 41.5 59.5 86.7 86.1 13.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 38 27 11 33 30 75 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 133,526 COMMITMENTS 57,618 32,839 2,727 55,383 79,463 115,729 115,029 17,797 18,496 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 5,522) 4,159 -1,257 509 -1,686 5,594 2,982 4,846 2,540 675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 24.6 2.0 41.5 59.5 86.7 86.1 13.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 38 27 11 33 30 75 64 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 23,182 COMMITMENTS 20,739 21,447 1,034 1,280 645 23,053 23,126 129 56 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 1,163) 1,512 946 183 -524 0 1,171 1,129 -8 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.5 92.5 4.5 5.5 2.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 21 12 3 1 1 23 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,116 COMMITMENTS 17,796 10,210 295 6,841 14,520 24,932 25,025 184 91 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 651) 104 195 -16 587 477 675 656 -24 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.9 40.7 1.2 27.2 57.8 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 14 1 6 19 14 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,673 COMMITMENTS 21,070 13,425 0 8,523 16,081 29,593 29,506 80 167 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -894) -223 -103 -1 -674 -837 -898 -941 4 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 45.2 0.0 28.7 54.2 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 16 0 4 11 12 27
Updated May 13, 2016