WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,642 COMMITMENTS 95,866 148,741 155,411 222,183 177,300 473,460 481,452 51,182 43,189 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 18,133) 12,260 -23,480 1,548 -1,238 37,620 12,570 15,688 5,563 2,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 28.4 29.6 42.3 33.8 90.2 91.8 9.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 132 134 142 116 116 339 313 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,720 COMMITMENTS 69,335 80,293 40,914 108,728 94,224 218,976 215,431 21,744 25,289 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,374) 3,289 -8,370 -3,788 -2,474 9,284 -2,973 -2,874 599 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 33.4 17.0 45.2 39.1 91.0 89.5 9.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 72 59 59 92 80 187 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,006,083 COMMITMENTS 473,748 147,105 559,005 769,013 1027940 1801766 1734049 204,317 272,034 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 139,222) 58,140 -21,406 56,756 10,276 86,426 125,172 121,776 14,050 17,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 7.3 27.9 38.3 51.2 89.8 86.4 10.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 837) 249 150 273 314 369 699 676 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,415 COMMITMENTS 2,238 3,815 2,088 3,680 4,011 8,007 9,914 4,408 2,501 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 453) -68 74 384 -267 74 49 533 404 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 30.7 16.8 29.6 32.3 64.5 79.9 35.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 14 10 15 13 32 36 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,253,890 COMMITMENTS 315,147 59,197 411,786 452,161 656,951 1179094 1127935 74,796 125,955 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 37,206) 2,210 -5,065 29,096 -835 15,187 30,471 39,218 6,736 -2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 4.7 32.8 36.1 52.4 94.0 90.0 6.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741) 264 179 267 216 265 596 605 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 34,075 COMMITMENTS 12,735 3,642 58 66 9,203 12,859 12,903 21,216 21,172 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 2,224) 2,019 589 35 -10 1,151 2,044 1,775 180 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 10.7 0.2 0.2 27.0 37.7 37.9 62.3 62.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 11 5 6 24 12 40 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,423 COMMITMENTS 107,712 63,423 123,694 198,604 251,522 430,010 438,640 37,413 28,784 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 45) -251 -2,274 2,815 -472 -2,295 2,092 -1,755 -2,047 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.6 26.5 42.5 53.8 92.0 93.8 8.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 92 92 114 92 82 260 239 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 668,223 COMMITMENTS 147,592 61,555 57,795 285,338 397,070 490,725 516,420 177,498 151,803 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 30,491) 11,969 -11,596 6,596 4,057 31,121 22,622 26,122 7,869 4,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 9.2 8.6 42.7 59.4 73.4 77.3 26.6 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 37 26 34 62 73 114 118 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 607,865 COMMITMENTS 52,565 143,106 16,521 400,381 372,678 469,467 532,305 138,399 75,560 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -8,343) -1,018 -1,672 1,042 -7,159 -8,608 -7,135 -9,238 -1,208 894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 23.5 2.7 65.9 61.3 77.2 87.6 22.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 14 15 9 55 50 76 67 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,430 COMMITMENTS 2,622 1,134 475 1,914 3,646 5,011 5,255 419 175 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 97) 490 118 -56 -430 9 4 71 93 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 20.9 8.7 35.2 67.1 92.3 96.8 7.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 4 4 10 14 29 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 486,991 COMMITMENTS 113,008 24,667 123,807 192,002 306,874 428,816 455,348 58,174 31,642 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 8,500) -2,945 -4,085 11,807 -495 897 8,368 8,619 132 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 5.1 25.4 39.4 63.0 88.1 93.5 11.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 116 49 95 95 101 255 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,942 COMMITMENTS 2,110 1,456 955 5,195 6,941 8,259 9,352 2,683 1,591 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 62) 241 73 -112 -134 96 -5 58 67 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 13.3 8.7 47.5 63.4 75.5 85.5 24.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 16 9 22 16 45 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 996,112 COMMITMENTS 99,044 304,278 47,982 730,099 498,548 877,125 850,808 118,987 145,304 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -32,465) -8,802 2,910 -5,651 -11,067 -31,985 -25,520 -34,726 -6,946 2,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 30.5 4.8 73.3 50.0 88.1 85.4 11.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 43 64 40 81 102 144 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,197,131 COMMITMENTS 484,729 486,023 321,299 2025217 1938850 2831245 2746171 365,885 450,959 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 188,949) 103,588 -55,048 26,848 46,014 195,289 176,450 167,088 12,499 21,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.2 10.0 63.3 60.6 88.6 85.9 11.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 73 85 97 154 172 282 299 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 142,943 COMMITMENTS 8,071 14,291 434 73,465 63,760 81,970 78,485 60,972 64,458 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -16,288) -6,312 200 176 -19,933 -9,756 -26,069 -9,380 9,781 -6,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 10.0 0.3 51.4 44.6 57.3 54.9 42.7 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 14 16 16 21 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,747,615 COMMITMENTS 287,131 502,486 167,355 2031274 1725516 2485760 2395357 261,855 352,258 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 7,553) 8,050 51,739 -45,752 47,225 11,978 9,523 17,965 -1,971 -10,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 18.3 6.1 73.9 62.8 90.5 87.2 9.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 50 65 59 117 155 199 247 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 909,688 COMMITMENTS 42,585 136,919 178,267 670,559 541,681 891,411 856,866 18,277 52,822 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -103,403) 2,418 -27,174 -48,731 -53,472 -27,880 -99,785 -103,784 -3,618 381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 15.1 19.6 73.7 59.5 98.0 94.2 2.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 13 45 36 52 69 89 128 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,606 COMMITMENTS 28,461 15,304 920 28,617 40,595 57,998 56,819 8,609 9,787 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 3,851) 948 1,363 -218 2,328 2,615 3,058 3,760 792 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 23.0 1.4 43.0 60.9 87.1 85.3 12.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 34 28 3 37 25 73 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 133,213 COMMITMENTS 56,921 30,608 1,840 57,234 81,190 115,995 113,638 17,217 19,575 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 7,701) 1,897 2,725 -436 4,656 5,230 6,117 7,520 1,584 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 23.0 1.4 43.0 60.9 87.1 85.3 12.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 34 28 3 37 25 73 54 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,245 COMMITMENTS 19,370 20,377 1,313 1,391 555 22,074 22,245 171 0 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 990) 443 694 395 148 -90 986 999 4 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 91.6 5.9 6.3 2.5 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 21 10 4 2 1 25 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,408 COMMITMENTS 20,815 9,928 212 11,257 22,161 32,284 32,301 124 107 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 4,158) -205 -564 140 4,287 4,570 4,222 4,146 -64 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 30.6 0.7 34.7 68.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 10 1 6 20 15 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,686 COMMITMENTS 26,614 11,018 252 8,771 24,312 35,637 35,582 49 104 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 4,856) 1,555 -656 -297 3,632 5,857 4,890 4,904 -34 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.6 30.9 0.7 24.6 68.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 8 1 4 13 13 22
Updated June 10, 2016