WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 505,986 COMMITMENTS 81,528 169,667 155,925 222,552 139,555 460,004 465,147 45,982 40,840 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,246) -8,919 2,170 -83 11,607 -41 2,605 2,046 -359 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 33.5 30.8 44.0 27.6 90.9 91.9 9.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 123 136 136 121 109 327 308 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,135 COMMITMENTS 63,969 87,491 43,836 111,366 83,357 219,171 214,684 20,965 25,451 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,201) -3,587 1,876 2,041 3,189 -2,915 1,643 1,001 558 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 36.4 18.3 46.4 34.7 91.3 89.4 8.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 70 67 64 92 71 189 182 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,840,059 COMMITMENTS 382,292 205,347 468,156 799,699 925,760 1650147 1599262 189,912 240,797 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 11,365) 14,135 -15,293 -10,300 6,985 31,738 10,819 6,145 546 5,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 11.2 25.4 43.5 50.3 89.7 86.9 10.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798) 226 151 246 311 350 669 636 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,638 COMMITMENTS 2,352 3,729 1,465 3,914 3,912 7,731 9,106 3,908 2,532 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 84) -126 -22 163 -342 -372 -305 -232 389 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 32.0 12.6 33.6 33.6 66.4 78.2 33.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 15 7 13 12 27 31 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,185,742 COMMITMENTS 304,732 63,904 366,770 442,978 624,014 1114480 1054688 71,262 131,054 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -46,177) -1,711 4,778 -66,520 21,610 16,068 -46,622 -45,675 444 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 5.4 30.9 37.4 52.6 94.0 88.9 6.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721) 246 169 247 209 263 571 580 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 31,449 COMMITMENTS 9,734 3,176 23 92 7,812 9,849 11,011 21,600 20,438 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 409) 960 319 17 -1 159 976 495 -567 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 10.1 0.1 0.3 24.8 31.3 35.0 68.7 65.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 10 3 5 21 9 34 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,478 COMMITMENTS 107,647 56,205 117,225 195,009 257,254 419,881 430,684 37,597 26,794 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,370) -20,774 17,307 -4,685 30,342 -14,168 4,883 -1,545 -3,513 2,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 12.3 25.6 42.6 56.2 91.8 94.1 8.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 84 92 107 90 79 249 225 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,582 COMMITMENTS 125,778 55,977 43,497 261,718 345,768 430,994 445,242 177,588 163,340 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -18,670) 4,314 -3,617 -14,062 -28,842 -22,658 -38,590 -40,338 19,920 21,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 9.2 7.1 43.0 56.8 70.8 73.2 29.2 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 35 22 32 59 65 108 106 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 633,371 COMMITMENTS 50,011 140,837 8,261 427,155 402,146 485,427 551,244 147,945 82,128 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -1,071) -2,019 -13,650 -2,603 -4,957 8,034 -9,579 -8,219 8,508 7,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 22.2 1.3 67.4 63.5 76.6 87.0 23.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 12 12 8 52 48 69 63 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,226 COMMITMENTS 1,936 991 596 2,225 3,461 4,757 5,048 469 178 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -47) 250 -424 138 -532 250 -144 -36 97 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 19.0 11.4 42.6 66.2 91.0 96.6 9.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 5 3 10 14 24 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 463,115 COMMITMENTS 110,316 26,780 108,701 188,860 296,616 407,878 432,096 55,237 31,018 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -4,246) 1,172 -482 -8,487 4,654 3,449 -2,661 -5,521 -1,585 1,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 5.8 23.5 40.8 64.0 88.1 93.3 11.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 116 53 86 99 98 259 203 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,890 COMMITMENTS 1,860 1,142 957 5,129 7,313 7,946 9,412 2,943 1,477 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -227) 5 -191 -80 -108 29 -183 -242 -43 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 10.5 8.8 47.1 67.2 73.0 86.4 27.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 16 12 7 21 15 41 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,198,701 COMMITMENTS 134,926 283,723 76,793 859,705 664,924 1071424 1025441 127,276 173,260 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 32,691) -5,878 21,475 3,714 26,775 -9,170 24,611 16,019 8,080 16,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 23.7 6.4 71.7 55.5 89.4 85.5 10.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 46 65 44 97 114 168 199 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,173,949 COMMITMENTS 446,048 539,523 288,525 2038391 1836340 2772964 2664388 400,985 509,561 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -84,572) 10,682 -27,408 -52,233 -72,556 -77,714 -114,107 -157,356 29,536 72,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 17.0 9.1 64.2 57.9 87.4 83.9 12.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 70 85 97 142 165 270 290 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 150,894 COMMITMENTS 17,294 18,837 278 81,660 60,311 99,232 79,426 51,662 71,468 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 11,496) -6,912 6,850 -50 10,654 -958 3,692 5,842 7,805 5,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 12.5 0.2 54.1 40.0 65.8 52.6 34.2 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 3 15 14 20 22 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,913,732 COMMITMENTS 291,349 402,215 211,742 2023101 1803529 2526193 2417487 387,540 496,246 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 121,613) -20,153 -52,457 58,320 10,735 -25,237 48,902 -19,373 72,711 140,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 13.8 7.3 69.4 61.9 86.7 83.0 13.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 52 62 60 113 152 196 244 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 960,923 COMMITMENTS 20,109 149,281 226,089 687,976 533,826 934,174 909,196 26,749 51,727 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 18,997) -12,626 4,965 27,037 4,886 -1,668 19,297 30,335 -301 -11,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 15.5 23.5 71.6 55.6 97.2 94.6 2.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 14 48 40 54 67 95 129 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,337 COMMITMENTS 27,293 13,426 1,383 23,856 35,573 52,532 50,382 7,805 9,955 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 2,449) 3,173 -1,350 -74 -631 3,061 2,469 1,637 -20 812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 22.3 2.3 39.5 59.0 87.1 83.5 12.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 41 24 11 32 27 76 60 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,674 COMMITMENTS 54,586 26,852 2,766 47,713 71,147 105,065 100,765 15,609 19,909 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 4,898) 6,347 -2,700 -148 -1,261 6,121 4,938 3,274 -40 1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 22.3 2.3 39.5 59.0 87.1 83.5 12.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 41 24 11 32 27 76 60 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,512 COMMITMENTS 16,849 17,933 925 1,243 645 19,017 19,503 495 9 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -3,509) -3,463 -3,397 -113 8 0 -3,568 -3,510 59 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.4 91.9 4.7 6.4 3.3 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 19 10 3 2 1 22 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,321 COMMITMENTS 20,914 11,072 185 7,032 16,993 28,131 28,250 190 71 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,801) 1,745 1,148 -110 144 784 1,779 1,822 22 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 39.1 0.7 24.8 60.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 13 1 6 20 15 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,517 COMMITMENTS 23,923 12,376 4 7,540 18,988 31,467 31,368 50 149 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,464) 938 738 4 565 756 1,507 1,498 -43 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.9 39.3 0.0 23.9 60.2 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 14 1 4 12 12 26
Updated May 27, 2016