WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,801 COMMITMENTS 101,398 144,614 155,835 225,100 185,363 482,332 485,812 46,469 42,989 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 4,160) 5,532 -4,127 424 2,916 8,063 8,872 4,360 -4,712 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 27.3 29.5 42.6 35.1 91.2 91.9 8.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 128 143 156 118 119 350 326 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 239,811 COMMITMENTS 73,850 72,780 40,769 105,134 99,617 219,753 213,166 20,059 26,645 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -908) 4,515 -7,513 -145 -3,594 5,393 777 -2,265 -1,685 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 30.3 17.0 43.8 41.5 91.6 88.9 8.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 73 62 61 91 86 188 190 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,088,225 COMMITMENTS 504,506 131,063 613,171 766,079 1064951 1883756 1809184 204,469 279,041 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 82,142) 30,758 -16,042 54,166 -2,935 37,011 81,990 75,135 152 7,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 6.3 29.4 36.7 51.0 90.2 86.6 9.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 873) 274 139 268 328 394 724 696 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,250 COMMITMENTS 2,181 3,187 1,652 3,559 4,439 7,391 9,278 3,858 1,972 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -1,165) -57 -628 -437 -122 428 -616 -637 -550 -529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 28.3 14.7 31.6 39.5 65.7 82.5 34.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 16 9 16 12 33 35 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,302,943 COMMITMENTS 302,930 51,974 465,446 459,657 662,330 1228032 1179750 74,911 123,193 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 49,053) -12,217 -7,223 53,660 7,496 5,378 48,939 51,815 115 -2,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 4.0 35.7 35.3 50.8 94.3 90.5 5.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743) 274 166 261 219 268 598 599 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 35,079 COMMITMENTS 13,314 4,834 44 60 9,706 13,418 14,584 21,661 20,495 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 1,004) 579 1,192 -14 -6 503 559 1,681 445 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 13.8 0.1 0.2 27.7 38.3 41.6 61.7 58.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 16 3 4 25 8 44 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,812 COMMITMENTS 112,884 46,249 123,386 186,231 262,058 422,501 431,694 38,310 29,118 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -6,612) 5,171 -17,174 -308 -12,373 10,536 -7,509 -6,946 898 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 10.0 26.8 40.4 56.9 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 109 64 117 90 82 263 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,707 COMMITMENTS 151,611 80,431 84,442 315,042 414,227 551,095 579,101 182,612 154,607 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 65,485) 4,019 18,877 26,647 29,705 17,157 60,370 62,681 5,114 2,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 11.0 11.5 42.9 56.5 75.1 78.9 24.9 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 39 32 42 64 76 123 130 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 618,717 COMMITMENTS 56,750 143,281 17,710 405,224 385,575 479,684 546,566 139,033 72,151 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 10,851) 4,185 175 1,189 4,843 12,897 10,217 14,261 635 -3,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 23.2 2.9 65.5 62.3 77.5 88.3 22.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 14 17 8 58 53 78 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,128 COMMITMENTS 2,565 626 740 1,423 3,613 4,728 4,979 400 149 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -302) -57 -508 265 -491 -33 -283 -276 -19 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 12.2 14.4 27.7 70.5 92.2 97.1 7.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 5 4 9 15 27 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 502,512 COMMITMENTS 111,139 23,886 133,424 198,722 311,711 443,285 469,021 59,227 33,492 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 15,522) -1,869 -781 9,617 6,720 4,837 14,469 13,672 1,053 1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 4.8 26.6 39.5 62.0 88.2 93.3 11.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 108 56 102 103 106 269 225 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,976 COMMITMENTS 2,181 1,468 1,072 5,028 6,884 8,280 9,424 2,696 1,552 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 34) 71 12 117 -167 -57 21 72 13 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 13.4 9.8 45.8 62.7 75.4 85.9 24.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 18 10 23 16 47 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,044,983 COMMITMENTS 249,276 266,300 50,257 632,705 587,832 932,237 904,388 112,746 140,595 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 48,871) 150,231 -37,978 2,275 -97,393 89,283 55,113 53,580 -6,241 -4,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 25.5 4.8 60.5 56.3 89.2 86.5 10.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 47 60 47 85 108 156 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,445,145 COMMITMENTS 574,265 542,793 425,869 2065178 2023356 3065312 2992018 379,833 453,128 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 248,015) 89,536 56,771 104,570 39,961 84,506 234,067 245,846 13,948 2,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 15.8 12.4 59.9 58.7 89.0 86.8 11.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 81 83 101 160 177 295 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 135,431 COMMITMENTS 14,915 13,847 141 62,840 54,752 77,897 68,740 57,535 66,691 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -7,511) 6,844 -444 -293 -10,625 -9,008 -4,074 -9,745 -3,438 2,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 10.2 0.1 46.4 40.4 57.5 50.8 42.5 49.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 1 15 15 18 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,843,829 COMMITMENTS 373,299 507,337 194,945 1985721 1800111 2553964 2502394 289,865 341,435 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 96,214) 86,168 4,851 27,590 -45,553 74,596 68,204 107,037 28,010 -10,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 17.8 6.9 69.8 63.3 89.8 88.0 10.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 48 71 60 116 156 201 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 987,519 COMMITMENTS 61,092 149,092 188,267 715,673 589,887 965,031 927,246 22,488 60,274 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 77,831) 18,507 12,174 10,000 45,113 48,206 73,620 70,379 4,211 7,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 15.1 19.1 72.5 59.7 97.7 93.9 2.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 12 50 36 56 74 96 135 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 75,839 COMMITMENTS 33,069 12,123 1,548 32,478 52,409 67,095 66,080 8,744 9,759 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 9,233) 4,609 -3,181 628 3,861 11,814 9,097 9,261 136 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 16.0 2.0 42.8 69.1 88.5 87.1 11.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 40 24 9 42 33 87 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 151,679 COMMITMENTS 66,138 24,246 3,095 64,956 104,819 134,190 132,160 17,489 19,518 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 18,466) 9,217 -6,361 1,255 7,722 23,629 18,195 18,522 271 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 16.0 2.0 42.8 69.1 88.5 87.1 11.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 40 24 9 42 33 87 62 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 24,741 COMMITMENTS 19,963 21,700 2,869 1,642 0 24,474 24,569 267 172 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: 2,496) 593 1,323 1,556 251 -555 2,400 2,324 96 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.7 87.7 11.6 6.6 0.0 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 20 11 5 2 0 25 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,063 COMMITMENTS 15,616 10,982 261 10,948 15,580 26,825 26,823 238 240 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -5,345) -5,199 1,054 49 -309 -6,581 -5,459 -5,478 114 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.7 40.6 1.0 40.5 57.6 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 12 1 6 19 16 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,319 COMMITMENTS 14,700 10,521 57 11,498 15,651 26,255 26,229 64 90 CHANGES FROM 06/07/16 (CHANGE IN OPEN INTEREST: -9,367) -11,914 -497 -195 2,727 -8,661 -9,382 -9,353 15 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 40.0 0.2 43.7 59.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 7 1 4 10 14 18
Updated June 17, 2016