WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 520,417 COMMITMENTS 98,832 192,489 140,343 231,351 141,271 470,526 474,103 49,891 46,315 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 50,932) -1,374 18,047 29,669 22,564 1,485 50,860 49,202 72 1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 37.0 27.0 44.5 27.1 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 156 138 141 127 106 354 325 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 238,479 COMMITMENTS 75,397 92,031 39,136 102,571 82,425 217,103 213,591 21,376 24,887 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 9,887) 3,563 3,544 3,290 2,042 3,185 8,895 10,019 992 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 38.6 16.4 43.0 34.6 91.0 89.6 9.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 64 71 61 86 77 179 186 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,788,889 COMMITMENTS 377,259 164,578 496,282 749,548 865,313 1623089 1526173 165,800 262,716 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 18,775) -50,812 26,824 53,702 22,622 -67,054 25,512 13,472 -6,737 5,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 9.2 27.7 41.9 48.4 90.7 85.3 9.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795) 211 146 235 329 355 655 638 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,894 COMMITMENTS 2,177 3,140 1,286 3,946 4,038 7,409 8,465 3,485 2,430 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 74) -5 26 -173 157 -191 -21 -338 95 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 28.8 11.8 36.2 37.1 68.0 77.7 32.0 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 15 5 17 12 32 29 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,072,802 COMMITMENTS 262,081 57,691 340,914 411,272 557,716 1014267 956,321 58,534 116,481 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -27,244) -18,544 9,494 -7,149 5,711 -29,159 -19,982 -26,814 -7,262 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.4 31.8 38.3 52.0 94.5 89.1 5.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710) 249 160 230 217 266 563 565 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 34,209 COMMITMENTS 9,825 4,650 21 8 10,278 9,854 14,949 24,355 19,260 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 180) 746 -35 -33 -4 297 709 229 -529 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 13.6 0.1 0.0 30.0 28.8 43.7 71.2 56.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 16 4 3 27 8 45 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 401,688 COMMITMENTS 83,650 72,349 87,216 197,714 208,872 368,580 368,437 33,108 33,251 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -2,915) -1,878 13,705 -5,589 6,615 -14,859 -852 -6,743 -2,063 3,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 18.0 21.7 49.2 52.0 91.8 91.7 8.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 79 86 105 87 78 233 221 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,024 COMMITMENTS 166,482 74,527 79,025 287,130 390,233 532,637 543,785 163,387 152,239 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 29,476) 31,344 5,210 11,775 -9,741 9,334 33,378 26,318 -3,902 3,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 10.7 11.4 41.3 56.1 76.5 78.1 23.5 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 45 28 43 65 69 127 123 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,316 COMMITMENTS 54,772 133,777 6,290 377,192 355,173 438,254 495,240 144,062 87,076 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -1,574) 4,131 -9,967 -1,594 -7,459 -4,812 -4,922 -16,373 3,348 14,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 23.0 1.1 64.8 61.0 75.3 85.0 24.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 14 10 8 50 52 68 66 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| 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 2,601 683 968 1,314 3,335 4,883 4,986 272 169 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 214) 272 -27 92 -83 151 281 216 -67 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 13.2 18.8 25.5 64.7 94.7 96.7 5.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 5 4 10 13 28 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 455,064 COMMITMENTS 102,225 22,489 107,726 195,651 293,682 405,602 423,898 49,462 31,166 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -4,380) -1,705 1,773 -2,319 1,682 -3,618 -2,342 -4,163 -2,038 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 4.9 23.7 43.0 64.5 89.1 93.2 10.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 97 49 86 95 96 241 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,302 COMMITMENTS 2,218 2,158 989 5,083 5,498 8,291 8,645 2,011 1,657 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 79) 162 322 149 2 -344 313 126 -234 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 20.9 9.6 49.3 53.4 80.5 83.9 19.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 19 21 10 22 15 47 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,120,584 COMMITMENTS 340,309 236,282 41,304 604,748 701,587 986,361 979,174 134,223 141,411 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 114,850) 99,840 11,875 35 -598 92,169 99,277 104,079 15,573 10,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 21.1 3.7 54.0 62.6 88.0 87.4 12.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 47 63 40 91 108 164 185 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,475,741 COMMITMENTS 627,173 540,312 380,913 2090877 2124121 3098964 3045346 376,778 430,395 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 21,376) 3,185 -34,015 4,738 28,581 59,670 36,504 30,394 -15,128 -9,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 15.5 11.0 60.2 61.1 89.2 87.6 10.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 83 86 104 166 176 308 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 139,287 COMMITMENTS 19,542 13,472 343 63,739 54,802 83,624 68,617 55,663 70,670 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -4,231) -4,856 2,361 226 -6,994 -11,639 -11,623 -9,052 7,392 4,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 9.7 0.2 45.8 39.3 60.0 49.3 40.0 50.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 17 14 20 17 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,805,426 COMMITMENTS 372,261 567,956 119,092 2035999 1777976 2527352 2465023 278,074 340,403 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -32,005) -43,941 61,189 -21,556 47,916 -89,332 -17,581 -49,699 -14,423 17,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 20.2 4.2 72.6 63.4 90.1 87.9 9.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 48 63 52 110 149 188 234 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 837,890 COMMITMENTS 75,055 120,056 178,607 564,575 489,972 818,237 788,636 19,652 49,254 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: -119,050) -19,666 -6,265 -13,175 -82,165 -97,194 -115,006 -116,634 -4,044 -2,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 14.3 21.3 67.4 58.5 97.7 94.1 2.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 14 46 37 47 64 87 124 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,850 COMMITMENTS 27,693 4,873 764 15,228 36,434 43,686 42,071 7,164 8,779 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 2,471) 2,798 232 14 -375 -377 2,437 -131 34 2,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 9.6 1.5 29.9 71.6 85.9 82.7 14.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 19 5 23 29 63 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,700 COMMITMENTS 55,386 9,747 1,529 30,456 72,867 87,371 84,143 14,329 17,557 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 4,942) 5,595 465 28 -749 -754 4,874 -261 67 5,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 9.6 1.5 29.9 71.6 85.9 82.7 14.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 19 5 23 29 63 49 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,466 COMMITMENTS 13,739 15,515 909 1,697 0 16,345 16,424 121 42 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 233) 287 220 13 0 0 300 233 -67 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.4 94.2 5.5 10.3 0.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 24 8 2 2 0 27 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,914 COMMITMENTS 14,324 10,664 278 11,223 14,861 25,825 25,803 89 111 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 205) 52 649 0 140 -457 192 192 13 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.3 41.2 1.1 43.3 57.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 16 1 5 18 12 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,769 COMMITMENTS 18,163 9,597 49 8,511 17,061 26,723 26,707 46 62 CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST: 1,901) 2,984 -156 0 -1,080 2,087 1,904 1,931 -3 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.9 35.9 0.2 31.8 63.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 10 1 4 10 14 21
Updated July 8, 2016