WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,609 COMMITMENTS 97,547 154,206 157,316 231,422 178,647 486,285 490,169 47,324 43,440 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,808) -3,850 9,591 1,481 6,322 -6,716 3,953 4,357 855 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 28.9 29.5 43.4 33.5 91.1 91.9 8.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 129 139 145 123 113 345 314 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,968 COMMITMENTS 73,299 78,762 42,596 106,263 94,502 222,158 215,860 20,810 27,108 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 3,157) -551 5,982 1,827 1,129 -5,115 2,405 2,694 752 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 32.4 17.5 43.7 38.9 91.4 88.8 8.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 63 62 57 91 82 177 182 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,045,819 COMMITMENTS 498,681 153,972 569,759 798,363 1040850 1866803 1764581 179,016 281,238 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -42,406) -5,826 22,909 -43,412 32,285 -24,101 -16,953 -44,604 -25,453 2,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 7.5 27.8 39.0 50.9 91.2 86.3 8.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 865) 256 144 271 351 401 734 708 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,449 COMMITMENTS 2,162 2,613 1,756 3,879 4,819 7,797 9,188 3,653 2,261 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 200) -19 -575 105 320 380 405 -89 -206 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 22.8 15.3 33.9 42.1 68.1 80.3 31.9 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 11 7 14 11 30 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,282,136 COMMITMENTS 289,002 53,353 458,121 463,356 649,413 1210479 1160888 71,657 121,249 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -20,807) -13,928 1,379 -7,325 3,700 -12,917 -17,553 -18,863 -3,253 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 4.2 35.7 36.1 50.7 94.4 90.5 5.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746) 261 174 262 232 277 609 606 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 34,742 COMMITMENTS 9,469 4,788 23 12 9,789 9,504 14,600 25,238 20,142 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -337) -3,845 -46 -21 -48 83 -3,914 16 3,577 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 13.8 0.1 0.0 28.2 27.4 42.0 72.6 58.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 16 1 5 26 8 43 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 447,890 COMMITMENTS 96,272 53,083 117,076 198,752 248,409 412,099 418,567 35,790 29,323 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -12,922) -16,612 6,834 -6,311 12,521 -13,650 -10,402 -13,127 -2,520 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 11.9 26.1 44.4 55.5 92.0 93.5 8.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 88 76 108 92 86 251 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,820 COMMITMENTS 164,483 64,255 88,825 311,411 431,198 564,718 584,278 173,102 153,542 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 4,112) 12,872 -16,176 4,383 -3,631 16,970 13,623 5,177 -9,511 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 8.7 12.0 42.2 58.4 76.5 79.2 23.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 43 30 43 67 79 128 134 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,878 COMMITMENTS 52,025 137,615 8,894 388,574 376,108 449,493 522,617 144,384 71,260 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -24,839) -4,725 -5,666 -8,815 -16,650 -9,467 -30,191 -23,949 5,351 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 23.2 1.5 65.4 63.3 75.7 88.0 24.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 13 15 7 54 51 72 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,155 COMMITMENTS 2,499 575 870 1,452 3,531 4,821 4,976 334 179 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 27) -66 -51 130 29 -82 93 -3 -66 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 11.2 16.9 28.2 68.5 93.5 96.5 6.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 4 3 9 13 25 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 506,374 COMMITMENTS 107,469 23,200 136,424 204,588 314,414 448,482 474,038 57,892 32,336 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 3,862) -3,670 -685 3,000 5,867 2,703 5,197 5,018 -1,335 -1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 4.6 26.9 40.4 62.1 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 101 53 100 108 110 269 225 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,036 COMMITMENTS 2,087 1,409 1,061 5,254 6,843 8,402 9,313 2,634 1,722 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 60) -93 -59 -11 226 -40 122 -111 -62 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 12.8 9.6 47.6 62.0 76.1 84.4 23.9 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 16 8 23 16 45 35 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,054,722 COMMITMENTS 271,112 231,048 51,665 604,853 629,193 927,629 911,905 127,093 142,817 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 9,739) 21,836 -35,253 1,408 -27,853 41,361 -4,608 7,517 14,347 2,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 21.9 4.9 57.3 59.7 88.0 86.5 12.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 57 54 46 83 97 162 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,536,005 COMMITMENTS 681,671 568,526 413,815 2045977 2099762 3141463 3082103 394,542 453,902 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 90,859) 107,406 25,733 -12,054 -19,201 76,407 76,151 90,085 14,709 774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 16.1 11.7 57.9 59.4 88.8 87.2 11.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 98 69 103 162 179 304 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 149,281 COMMITMENTS 21,994 11,216 152 70,845 69,504 92,991 80,872 56,290 68,409 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 13,849) 7,079 -2,631 11 8,005 14,752 15,094 12,132 -1,245 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 7.5 0.1 47.5 46.6 62.3 54.2 37.7 45.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 1 17 18 21 21 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,989,359 COMMITMENTS 483,191 523,684 199,810 2022473 1932948 2705474 2656442 283,885 332,916 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 145,530) 109,892 16,347 4,865 36,752 132,837 151,510 154,049 -5,980 -8,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 17.5 6.7 67.7 64.7 90.5 88.9 9.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 58 68 64 121 167 217 261 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,023,327 COMMITMENTS 82,385 146,745 194,446 723,912 626,138 1000743 967,329 22,584 55,999 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 35,808) 21,294 -2,347 6,180 8,239 36,251 35,712 40,083 96 -4,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 14.3 19.0 70.7 61.2 97.8 94.5 2.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 17 47 36 52 74 92 136 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 57,290 COMMITMENTS 32,386 10,654 817 15,783 38,062 48,986 49,534 8,303 7,756 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -18,550) -683 -1,469 -730 -16,695 -14,347 -18,109 -16,546 -441 -2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.5 18.6 1.4 27.5 66.4 85.5 86.5 14.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 39 22 6 23 29 65 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,579 COMMITMENTS 64,772 21,309 1,635 31,566 76,124 97,972 99,067 16,607 15,512 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -37,100) -1,366 -2,938 -1,461 -33,391 -28,695 -36,218 -33,093 -882 -4,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.5 18.6 1.4 27.5 66.4 85.5 86.5 14.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 39 22 6 23 29 65 54 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,806 COMMITMENTS 17,131 18,965 825 1,642 0 19,598 19,790 208 16 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -4,935) -2,832 -2,735 -2,044 0 0 -4,876 -4,779 -59 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.5 95.8 4.2 8.3 0.0 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 21 10 2 2 0 24 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,752 COMMITMENTS 15,516 10,863 248 10,883 15,546 26,647 26,657 105 95 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -311) -100 -119 -13 -65 -34 -178 -166 -133 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 40.6 0.9 40.7 58.1 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 13 1 5 20 15 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,156 COMMITMENTS 14,929 10,613 55 11,072 15,413 26,056 26,081 100 75 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -163) 229 92 -2 -426 -238 -199 -148 36 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.1 40.6 0.2 42.3 58.9 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 9 1 4 10 11 20
Updated June 24, 2016