WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 567,300 COMMITMENTS 111,239 215,025 173,366 227,748 133,060 512,353 521,451 54,947 45,849 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 22,217) 5,668 7,009 14,062 -231 -857 19,499 20,214 2,718 2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 37.9 30.6 40.1 23.5 90.3 91.9 9.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 164 156 141 136 116 380 345 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,621 COMMITMENTS 73,235 91,491 42,917 109,053 88,720 225,205 223,128 22,416 24,493 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 6,007) -1,879 -840 2,057 4,064 4,414 4,241 5,631 1,766 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 36.9 17.3 44.0 35.8 90.9 90.1 9.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 70 71 64 92 83 191 195 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,826,301 COMMITMENTS 339,081 235,431 545,426 766,168 789,853 1650674 1570710 175,626 255,591 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 20,656) -4,520 18,206 30,961 -5,314 -26,884 21,127 22,282 -471 -1,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 12.9 29.9 42.0 43.2 90.4 86.0 9.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 796) 214 151 225 337 358 657 639 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,642 COMMITMENTS 2,601 3,164 1,329 3,731 4,330 7,661 8,823 2,981 1,819 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -42) 121 26 49 8 51 178 126 -220 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 29.7 12.5 35.1 40.7 72.0 82.9 28.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 16 7 16 13 34 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,118,941 COMMITMENTS 231,667 62,954 379,228 446,370 567,603 1057264 1009785 61,677 109,156 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -146) -19,855 241 3,305 16,369 -1,412 -181 2,134 35 -2,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 5.6 33.9 39.9 50.7 94.5 90.2 5.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727) 229 178 242 232 274 582 587 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 34,360 COMMITMENTS 10,091 4,903 9 13 10,444 10,113 15,356 24,247 19,004 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 159) 48 227 -8 2 88 42 307 117 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 14.3 0.0 0.0 30.4 29.4 44.7 70.6 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 17 4 5 27 10 46 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,016 COMMITMENTS 83,624 75,858 83,875 206,813 215,838 374,313 375,572 31,703 30,445 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 8,588) 2,851 3,430 3,005 3,083 2,102 8,940 8,537 -352 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 18.7 20.7 50.9 53.2 92.2 92.5 7.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 73 98 96 92 84 232 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 731,497 COMMITMENTS 168,886 75,090 85,873 311,649 420,128 566,409 581,091 165,089 150,407 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 7,283) -9,981 2,420 4,773 4,898 11,803 -310 18,997 7,593 -11,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 10.3 11.7 42.6 57.4 77.4 79.4 22.6 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 48 32 49 64 74 134 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 590,557 COMMITMENTS 68,975 139,182 7,830 376,064 357,365 452,869 504,376 137,688 86,181 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 5,833) 9,948 2,474 488 73 -1,639 10,508 1,323 -4,675 4,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 23.6 1.3 63.7 60.5 76.7 85.4 23.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 19 12 11 48 51 73 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,026 COMMITMENTS 2,552 524 928 1,317 3,446 4,797 4,898 229 128 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 73) 32 -122 56 86 104 174 38 -101 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.8 10.4 18.5 26.2 68.6 95.4 97.5 4.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 17 4 4 10 13 29 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 455,091 COMMITMENTS 99,861 22,626 107,070 201,251 295,656 408,181 425,352 46,910 29,740 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,206) -1,584 3,477 -1,908 4,125 -2,675 633 -1,105 -2,839 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 5.0 23.5 44.2 65.0 89.7 93.5 10.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 91 45 91 97 94 241 197 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,720 COMMITMENTS 2,107 2,403 1,155 5,294 5,403 8,556 8,961 2,164 1,759 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 418) -69 271 164 192 -75 288 360 130 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.4 10.8 49.4 50.4 79.8 83.6 20.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 19 11 21 15 47 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,065,274 COMMITMENTS 246,478 236,432 45,464 649,038 642,526 940,981 924,422 124,293 140,852 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10,216) -21,170 7,365 -5,736 34,098 5,754 7,192 7,383 3,024 2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 22.2 4.3 60.9 60.3 88.3 86.8 11.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 47 64 42 94 107 167 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,442,918 COMMITMENTS 559,246 475,003 363,065 2130153 2150568 3052464 2988635 390,454 454,283 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -116,735) -60,307 -29,848 -11,662 -39,341 -99,001 -111,310 -140,512 -5,424 23,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 13.8 10.5 61.9 62.5 88.7 86.8 11.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 89 75 107 161 180 299 313 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 168,901 COMMITMENTS 24,834 13,288 478 88,959 79,129 114,271 92,895 54,629 76,005 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 15,113) 120 -80 203 15,325 9,498 15,648 9,621 -536 5,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 7.9 0.3 52.7 46.8 67.7 55.0 32.3 45.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 1 20 16 24 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,861,870 COMMITMENTS 385,165 559,173 133,757 2066432 1837995 2585354 2530925 276,517 330,945 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -36,896) -48,569 -11,992 7,160 11,140 -20,938 -30,269 -25,771 -6,626 -11,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 19.5 4.7 72.2 64.2 90.3 88.4 9.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 51 72 59 117 154 203 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 834,282 COMMITMENTS 44,473 97,561 192,255 575,953 496,730 812,681 786,546 21,601 47,735 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 18,748) -15,403 16,601 10,486 22,013 -7,756 17,096 19,331 1,653 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 11.7 23.0 69.0 59.5 97.4 94.3 2.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 14 45 36 49 61 88 120 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,006 COMMITMENTS 38,688 7,137 275 17,284 44,983 56,247 52,395 7,759 11,611 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 6,609) 7,446 776 -332 86 5,342 7,201 5,786 -592 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 11.2 0.4 27.0 70.3 87.9 81.9 12.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 41 22 2 27 28 70 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,012 COMMITMENTS 77,375 14,274 551 34,568 89,966 112,493 104,791 15,519 23,221 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 13,218) 14,893 1,552 -663 172 10,684 14,402 11,572 -1,184 1,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 11.2 0.4 27.0 70.3 87.9 81.9 12.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 41 22 2 27 28 70 50 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,435 COMMITMENTS 13,442 15,571 835 1,977 0 16,254 16,406 181 29 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -189) -471 -149 -37 280 0 -228 -186 39 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.8 94.7 5.1 12.0 0.0 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 23 10 2 2 0 26 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,402 COMMITMENTS 14,321 10,313 278 10,645 14,670 25,244 25,261 158 141 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 516) 1,133 -24 0 -671 490 462 466 54 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.4 40.6 1.1 41.9 57.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 15 1 5 17 13 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,812 COMMITMENTS 21,590 8,869 49 8,094 20,801 29,733 29,719 79 93 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,249) 2,079 -46 0 168 2,273 2,247 2,227 2 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.4 29.7 0.2 27.2 69.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 11 1 4 11 14 23
Updated July 22, 2016