WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 506,509 COMMITMENTS 83,606 172,221 153,863 223,421 139,680 460,890 465,764 45,619 40,744 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 522) 2,078 2,555 -2,062 870 125 886 618 -363 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 34.0 30.4 44.1 27.6 91.0 92.0 9.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 123 145 142 122 108 332 322 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,093 COMMITMENTS 66,046 88,663 44,702 111,201 84,940 221,949 218,305 21,145 24,789 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,958) 2,077 1,172 866 -165 1,583 2,778 3,620 180 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 36.5 18.4 45.7 34.9 91.3 89.8 8.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 71 69 64 95 77 191 190 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,866,861 COMMITMENTS 415,608 168,511 502,249 758,738 941,514 1676594 1612273 190,267 254,588 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 26,803) 33,316 -36,836 34,093 -40,961 15,754 26,448 13,011 355 13,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 9.0 26.9 40.6 50.4 89.8 86.4 10.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 800) 237 147 247 301 351 665 638 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,962 COMMITMENTS 2,307 3,741 1,704 3,947 3,937 7,958 9,382 4,004 2,580 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 324) -45 12 239 33 25 227 275 97 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 31.3 14.2 33.0 32.9 66.5 78.4 33.5 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 16 7 13 12 27 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,216,683 COMMITMENTS 312,937 64,262 382,690 452,996 641,765 1148623 1088717 68,060 127,966 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 30,942) 8,206 358 15,920 10,018 17,751 34,143 34,029 -3,202 -3,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 5.3 31.5 37.2 52.7 94.4 89.5 5.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730) 245 178 252 209 262 577 588 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 31,851 COMMITMENTS 10,716 3,053 23 76 8,052 10,815 11,128 21,036 20,723 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 402) 982 -123 0 -16 240 966 117 -564 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 9.6 0.1 0.2 25.3 34.0 34.9 66.0 65.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 10 3 4 21 8 34 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,378 COMMITMENTS 107,963 65,698 120,880 199,076 253,818 427,918 440,395 39,460 26,983 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 9,900) 316 9,493 3,655 4,067 -3,437 8,037 9,711 1,863 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 14.1 25.9 42.6 54.3 91.6 94.2 8.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 91 81 112 93 84 257 232 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 637,732 COMMITMENTS 135,623 73,150 51,199 281,281 365,949 468,102 490,298 169,629 147,433 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 29,150) 9,844 17,174 7,702 19,562 20,181 37,109 45,056 -7,959 -15,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 11.5 8.0 44.1 57.4 73.4 76.9 26.6 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 33 27 31 61 65 108 109 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,209 COMMITMENTS 53,583 144,778 15,478 407,540 381,286 476,602 541,543 139,607 74,666 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -17,163) 3,572 3,941 7,218 -19,615 -20,860 -8,825 -9,701 -8,338 -7,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 23.5 2.5 66.1 61.9 77.3 87.9 22.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 13 15 10 53 49 73 67 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,333 COMMITMENTS 2,132 1,016 531 2,344 3,637 5,007 5,184 326 149 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 107) 196 25 -65 119 176 250 136 -143 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 19.1 10.0 44.0 68.2 93.9 97.2 6.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 6 4 10 14 26 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 478,491 COMMITMENTS 115,952 28,752 112,000 192,496 305,977 420,449 446,729 58,042 31,762 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 15,376) 5,636 1,972 3,299 3,636 9,361 12,571 14,632 2,805 744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 6.0 23.4 40.2 63.9 87.9 93.4 12.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 112 58 89 97 103 256 210 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,880 COMMITMENTS 1,868 1,383 1,067 5,329 6,844 8,264 9,294 2,616 1,586 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -9) 8 241 109 201 -468 318 -118 -327 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 12.7 9.8 49.0 62.9 76.0 85.4 24.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 13 9 22 17 45 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,028,577 COMMITMENTS 107,846 301,368 53,633 741,165 530,533 902,644 885,534 125,933 143,043 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -170,123) -27,080 17,645 -23,161 -118,540 -134,391 -168,780 -139,907 -1,343 -30,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 29.3 5.2 72.1 51.6 87.8 86.1 12.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 38 69 40 84 105 145 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,008,182 COMMITMENTS 381,141 541,071 294,451 1979203 1743561 2654796 2579083 353,386 429,099 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -165,767) -64,907 1,548 5,926 -59,188 -92,779 -118,168 -85,305 -47,599 -80,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 18.0 9.8 65.8 58.0 88.3 85.7 11.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 67 87 93 157 167 281 290 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 159,231 COMMITMENTS 14,383 14,091 258 93,398 73,516 108,039 87,865 51,191 71,365 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 8,337) -2,911 -4,746 -20 11,738 13,205 8,808 8,439 -471 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 8.8 0.2 58.7 46.2 67.9 55.2 32.1 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 1 16 16 18 21 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,740,063 COMMITMENTS 279,081 450,747 213,108 1984049 1713538 2476237 2377392 263,825 362,671 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -173,670) -12,268 48,531 1,365 -39,052 -89,991 -49,955 -40,095 -123,714 -133,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 16.5 7.8 72.4 62.5 90.4 86.8 9.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 52 61 58 112 144 194 233 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,013,091 COMMITMENTS 40,167 164,093 226,997 724,032 569,561 991,196 960,651 21,895 52,441 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 52,168) 20,058 14,811 909 36,055 35,735 57,022 51,455 -4,854 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 16.2 22.4 71.5 56.2 97.8 94.8 2.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 15 48 41 53 66 96 129 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 62,756 COMMITMENTS 27,512 13,941 1,138 26,289 37,980 54,939 53,059 7,817 9,697 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,419) 219 515 -245 2,433 2,406 2,407 2,676 12 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 22.2 1.8 41.9 60.5 87.5 84.5 12.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 35 28 6 35 26 72 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 125,511 COMMITMENTS 55,024 27,882 2,276 52,578 75,959 109,878 106,118 15,633 19,394 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 4,837) 438 1,030 -490 4,866 4,813 4,813 5,353 24 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 22.2 1.8 41.9 60.5 87.5 84.5 12.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 35 28 6 35 26 72 58 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,255 COMMITMENTS 18,927 19,683 918 1,243 645 21,088 21,246 167 9 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,743) 2,078 1,750 -7 0 0 2,071 1,743 -328 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.0 92.6 4.3 5.8 3.0 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 20 10 3 2 1 23 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,250 COMMITMENTS 21,020 10,492 72 6,970 17,591 28,062 28,155 188 95 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -71) 106 -580 -113 -62 598 -69 -95 -2 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.4 37.1 0.3 24.7 62.3 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 12 1 6 21 15 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,830 COMMITMENTS 25,059 11,674 549 5,139 18,455 30,747 30,678 83 152 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -687) 1,136 -702 545 -2,401 -533 -720 -690 33 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.3 37.9 1.8 16.7 59.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 12 2 4 12 12 25
Updated June 3, 2016