WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,083 COMMITMENTS 105,571 208,015 159,304 227,979 133,917 492,854 501,237 52,229 43,846 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 24,666) 6,739 15,527 18,961 -3,372 -7,354 22,328 27,134 2,337 -2,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 38.2 29.2 41.8 24.6 90.4 92.0 9.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 161 153 140 134 115 373 341 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,613 COMMITMENTS 75,114 92,331 40,860 104,989 84,307 220,963 217,497 20,650 24,116 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 3,134) -283 300 1,724 2,418 1,882 3,860 3,906 -726 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 38.2 16.9 43.5 34.9 91.5 90.0 8.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 72 70 67 88 78 190 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,805,645 COMMITMENTS 343,600 217,225 514,465 771,482 816,737 1629548 1548427 176,097 257,217 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 16,756) -33,658 52,647 18,183 21,934 -48,576 6,459 22,254 10,297 -5,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 12.0 28.5 42.7 45.2 90.2 85.8 9.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785) 206 149 228 328 352 646 631 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,684 COMMITMENTS 2,481 3,138 1,279 3,723 4,279 7,483 8,697 3,201 1,988 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -210) 303 -2 -7 -222 241 74 232 -284 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 29.4 12.0 34.9 40.1 70.0 81.4 30.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 14 5 17 13 32 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,119,086 COMMITMENTS 251,522 62,713 375,923 430,001 569,016 1057445 1007651 61,641 111,436 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 46,285) -10,560 5,022 35,009 18,728 11,300 43,178 51,330 3,107 -5,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 5.6 33.6 38.4 50.8 94.5 90.0 5.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729) 232 186 240 226 273 579 586 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 34,201 COMMITMENTS 10,043 4,676 17 11 10,356 10,071 15,049 24,130 19,152 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -8) 218 26 -4 3 78 217 100 -225 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 13.7 0.0 0.0 30.3 29.4 44.0 70.6 56.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 16 4 5 27 10 45 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 397,428 COMMITMENTS 80,773 72,428 80,870 203,730 213,736 365,373 367,034 32,055 30,393 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,261) -2,877 79 -6,346 6,016 4,865 -3,207 -1,403 -1,053 -2,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 18.2 20.3 51.3 53.8 91.9 92.4 8.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 79 86 96 91 77 230 216 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,214 COMMITMENTS 178,867 72,669 81,100 306,752 408,325 566,719 562,094 157,495 162,120 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 28,191) 12,386 -1,858 2,075 19,622 18,092 34,082 18,309 -5,892 9,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 10.0 11.2 42.4 56.4 78.3 77.6 21.7 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 44 35 48 63 74 131 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 584,724 COMMITMENTS 59,028 136,707 7,342 375,991 359,004 442,361 503,053 142,363 81,671 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 2,409) 4,256 2,930 1,052 -1,201 3,831 4,107 7,813 -1,699 -5,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 23.4 1.3 64.3 61.4 75.7 86.0 24.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 17 11 9 50 52 70 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,953 COMMITMENTS 2,520 646 872 1,231 3,342 4,623 4,860 330 93 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -202) -81 -37 -96 -83 7 -260 -126 58 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 13.0 17.6 24.9 67.5 93.3 98.1 6.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 4 11 15 27 22 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 457,297 COMMITMENTS 101,445 19,148 108,977 197,126 298,331 407,548 426,457 49,749 30,840 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 2,233) -780 -3,341 1,251 1,475 4,649 1,946 2,559 287 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.2 23.8 43.1 65.2 89.1 93.3 10.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 98 42 85 93 91 237 187 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| 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 2,175 2,132 990 5,102 5,478 8,268 8,600 2,034 1,701 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 0) -43 -26 1 19 -20 -23 -45 23 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 20.7 9.6 49.5 53.2 80.3 83.5 19.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 19 20 10 21 15 46 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,055,058 COMMITMENTS 267,648 229,067 51,200 614,940 636,772 933,788 917,039 121,269 138,018 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -65,527) -72,661 -7,215 9,897 10,191 -64,815 -52,573 -62,134 -12,954 -3,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 21.7 4.9 58.3 60.4 88.5 86.9 11.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 50 66 42 94 104 172 184 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,559,653 COMMITMENTS 619,553 504,851 374,727 2169494 2249569 3163774 3129147 395,878 430,506 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 83,911) -7,620 -35,461 -6,186 78,617 125,447 64,811 83,801 19,101 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 14.2 10.5 60.9 63.2 88.9 87.9 11.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 94 77 102 159 177 301 308 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 153,788 COMMITMENTS 24,714 13,368 275 73,634 69,631 98,623 83,274 55,165 70,514 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 14,501) 5,172 -104 -68 9,895 14,829 14,999 14,657 -498 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 8.7 0.2 47.9 45.3 64.1 54.1 35.9 45.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 17 15 21 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,898,766 COMMITMENTS 433,734 571,165 126,598 2055291 1858933 2615623 2556696 283,143 342,070 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 93,340) 61,473 3,210 7,506 19,293 80,957 88,271 91,673 5,069 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 19.7 4.4 70.9 64.1 90.2 88.2 9.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 56 66 58 116 158 203 251 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 815,533 COMMITMENTS 59,876 80,961 181,769 553,940 504,486 795,585 767,215 19,948 48,318 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -22,356) -15,179 -39,096 3,162 -10,635 14,513 -22,652 -21,420 296 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 9.9 22.3 67.9 61.9 97.6 94.1 2.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 13 44 34 50 66 86 122 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 57,397 COMMITMENTS 31,241 6,361 607 17,198 39,641 49,046 46,609 8,352 10,788 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,547) 3,548 1,488 -157 1,970 3,208 5,360 4,538 1,187 2,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 11.1 1.1 30.0 69.1 85.4 81.2 14.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 18 4 26 29 65 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 114,794 COMMITMENTS 62,482 12,722 1,214 34,395 79,283 98,091 93,218 16,703 21,576 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 13,094) 7,096 2,975 -315 3,939 6,415 10,720 9,076 2,374 4,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 11.1 1.1 30.0 69.1 85.4 81.2 14.6 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 36 18 4 26 29 65 48 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,624 COMMITMENTS 13,913 15,720 872 1,697 0 16,482 16,592 142 32 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 158) 174 205 -37 0 0 137 168 21 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.7 94.6 5.2 10.2 0.0 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 22 8 2 2 0 25 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,886 COMMITMENTS 13,188 10,337 278 11,316 14,180 24,782 24,795 104 91 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,028) -1,136 -327 0 93 -681 -1,043 -1,008 15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 41.5 1.1 45.5 57.0 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 17 1 5 19 12 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,563 COMMITMENTS 19,511 8,915 49 7,926 18,528 27,486 27,492 77 71 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 794) 1,348 -682 0 -585 1,467 763 785 31 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.8 32.3 0.2 28.8 67.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 8 1 3 11 14 20
Updated July 15, 2016