WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,740 COMMITMENTS 90,446 167,496 156,008 210,945 139,596 457,399 463,101 46,341 40,640 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -15,232) -644 -4,440 -8,563 -6,205 -1,455 -15,412 -14,457 180 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 33.3 31.0 41.9 27.7 90.8 91.9 9.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 137 136 145 117 104 332 316 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,934 COMMITMENTS 67,556 85,616 41,795 108,177 86,273 217,528 213,683 20,406 24,251 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 9,919) 6,512 7,403 2,204 1,333 869 10,048 10,477 -129 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 36.0 17.6 45.5 36.3 91.4 89.8 8.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 78 67 65 85 69 187 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,828,693 COMMITMENTS 368,157 220,640 478,456 792,714 894,022 1639327 1593117 189,366 235,576 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 41,431) 8,949 -4,178 7,634 15,274 36,744 31,857 40,200 9,574 1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 12.1 26.2 43.3 48.9 89.6 87.1 10.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786) 217 154 241 310 348 656 634 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,555 COMMITMENTS 2,477 3,751 1,303 4,256 4,284 8,036 9,338 3,519 2,217 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 341) 7 165 74 20 193 101 432 241 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 32.5 11.3 36.8 37.1 69.5 80.8 30.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 16 7 13 12 26 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,231,919 COMMITMENTS 306,443 59,126 433,290 421,368 607,947 1161101 1100362 70,818 131,557 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 30,450) -13,870 -15,037 5,714 35,107 42,789 26,951 33,465 3,499 -3,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 4.8 35.2 34.2 49.3 94.3 89.3 5.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755) 259 183 267 203 265 593 609 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 31,040 COMMITMENTS 8,774 2,857 6 93 7,653 8,873 10,516 22,167 20,524 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,521) -8,419 341 -15 -24 1,123 -8,458 1,449 9,979 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 9.2 0.0 0.3 24.7 28.6 33.9 71.4 66.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 8 2 4 21 7 31 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 456,108 COMMITMENTS 128,422 38,898 121,910 164,667 271,422 414,999 432,230 41,110 23,878 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 690) -6,697 -3,492 -3,175 11,599 6,615 1,727 -52 -1,037 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 8.5 26.7 36.1 59.5 91.0 94.8 9.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 88 79 113 85 84 253 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 627,252 COMMITMENTS 121,465 59,594 57,559 290,560 368,427 469,584 485,580 157,668 141,672 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 11,617) 7,931 2,556 -573 12,076 14,922 19,434 16,905 -7,817 -5,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 9.5 9.2 46.3 58.7 74.9 77.4 25.1 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 35 31 39 73 80 128 130 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,442 COMMITMENTS 52,030 154,487 10,863 432,112 394,112 495,006 559,463 139,437 74,980 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,128) 2,847 -1,243 -1,274 -3,644 3,645 -2,072 1,128 4,199 1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 24.4 1.7 68.1 62.1 78.0 88.2 22.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 12 16 10 58 50 77 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,273 COMMITMENTS 1,686 1,415 458 2,757 3,211 4,901 5,084 372 189 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 25) 73 95 7 -52 -92 28 10 -3 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 26.8 8.7 52.3 60.9 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 5 2 14 16 25 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 467,361 COMMITMENTS 109,144 27,262 117,188 184,206 293,167 410,539 437,617 56,822 29,744 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 17,688) 4,689 -5,068 10,395 2,246 13,984 17,330 19,311 358 -1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.8 25.1 39.4 62.7 87.8 93.6 12.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 116 55 96 95 92 260 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,116 COMMITMENTS 1,855 1,333 1,038 5,237 7,284 8,129 9,655 2,987 1,461 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 842) 133 -455 365 -241 1,029 258 939 585 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 12.0 9.3 47.1 65.5 73.1 86.9 26.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 12 9 23 17 44 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,166,010 COMMITMENTS 140,804 262,248 73,079 832,929 674,094 1046813 1009422 119,197 156,588 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 22,979) -7,278 26,114 12,281 18,996 -27,381 23,999 11,013 -1,020 11,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 22.5 6.3 71.4 57.8 89.8 86.6 10.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 48 61 47 98 111 174 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,258,521 COMMITMENTS 435,366 566,931 340,759 2110947 1914054 2887072 2821744 371,449 436,777 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 32,376) 25,119 69,485 4,514 -16,275 -44,291 13,358 29,708 19,018 2,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 17.4 10.5 64.8 58.7 88.6 86.6 11.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 86 86 105 161 177 306 309 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 139,397 COMMITMENTS 24,206 11,987 328 71,006 61,269 95,540 73,584 43,857 65,813 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 14,807) 8,994 -153 128 5,553 11,801 14,675 11,776 132 3,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 8.6 0.2 50.9 44.0 68.5 52.8 31.5 47.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 2 15 15 20 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,792,119 COMMITMENTS 311,503 454,672 153,422 2012367 1828766 2477291 2436860 314,829 355,259 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 79,757) 48,494 -32,214 20,272 10,250 88,503 79,016 76,561 740 3,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 16.3 5.5 72.1 65.5 88.7 87.3 11.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 49 69 56 116 155 195 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 941,927 COMMITMENTS 32,735 144,316 199,051 683,090 535,494 914,877 878,861 27,050 63,066 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 7,923) 2,618 3,426 986 3,641 991 7,245 5,403 677 2,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 15.3 21.1 72.5 56.9 97.1 93.3 2.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 16 43 33 49 68 85 125 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 57,888 COMMITMENTS 24,120 14,776 1,457 24,487 32,513 50,064 48,746 7,825 9,143 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -8,875) -4,689 -1,643 93 -3,205 -7,219 -7,801 -8,769 -1,074 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 25.5 2.5 42.3 56.2 86.5 84.2 13.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 32 24 9 32 28 70 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 115,776 COMMITMENTS 48,240 29,552 2,913 48,974 65,025 100,127 97,491 15,649 18,285 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -17,749) -9,378 -3,287 186 -6,410 -14,437 -15,602 -17,538 -2,148 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 25.5 2.5 42.3 56.2 86.5 84.2 13.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 32 24 9 32 28 70 56 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 23,021 COMMITMENTS 20,312 21,330 1,038 1,235 645 22,585 23,013 436 8 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -161) -427 -117 4 -45 0 -468 -113 307 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.2 92.7 4.5 5.4 2.8 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 23 11 3 1 1 25 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,520 COMMITMENTS 19,169 9,924 295 6,888 16,209 26,352 26,428 168 92 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,404) 1,373 -286 0 47 1,689 1,420 1,403 -16 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.3 37.4 1.1 26.0 61.1 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 14 1 6 20 15 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,053 COMMITMENTS 22,985 11,638 0 6,975 18,232 29,960 29,870 93 183 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 380) 1,915 -1,787 0 -1,548 2,151 367 364 13 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.5 38.7 0.0 23.2 60.7 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 11 0 4 12 14 23
Updated May 20, 2016