WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 561,410 COMMITMENTS 111,544 225,772 165,951 227,979 123,401 505,474 515,124 55,936 46,285 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -5,890) 305 10,747 -7,415 230 -9,659 -6,879 -6,326 989 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 40.2 29.6 40.6 22.0 90.0 91.8 10.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482) 163 149 140 140 115 381 337 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 257,976 COMMITMENTS 72,066 91,703 47,691 114,782 94,113 234,538 233,507 23,438 24,470 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 10,356) -1,169 212 4,774 5,729 5,393 9,334 10,379 1,022 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 35.5 18.5 44.5 36.5 90.9 90.5 9.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 71 72 70 97 82 203 197 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,759,784 COMMITMENTS 325,132 264,730 500,517 752,848 735,409 1578497 1500656 181,287 259,128 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -66,517) -13,949 29,300 -44,909 -13,320 -54,444 -72,177 -70,053 5,661 3,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 15.0 28.4 42.8 41.8 89.7 85.3 10.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794) 214 160 231 337 338 664 628 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,853 COMMITMENTS 2,844 3,130 1,409 3,869 4,506 8,122 9,045 2,731 1,808 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 211) 243 -34 81 137 175 461 222 -250 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 28.8 13.0 35.6 41.5 74.8 83.3 25.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 15 8 17 13 38 34 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 969,840 COMMITMENTS 213,946 57,571 298,677 396,406 504,189 909,029 860,437 60,811 109,403 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -149,101) -17,721 -5,383 -80,551 -49,964 -63,414 -148,235 -149,348 -866 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 5.9 30.8 40.9 52.0 93.7 88.7 6.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682) 226 151 228 221 265 554 548 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 33,704 COMMITMENTS 9,345 4,437 5 15 10,794 9,365 15,236 24,339 18,468 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -656) -746 -466 -4 2 350 -748 -120 92 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 13.2 0.0 0.0 32.0 27.8 45.2 72.2 54.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 15 2 4 29 7 45 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 405,977 COMMITMENTS 83,275 80,967 84,121 204,818 208,909 372,214 373,997 33,764 31,981 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -39) -349 5,109 245 -1,995 -6,929 -2,099 -1,575 2,061 1,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 19.9 20.7 50.5 51.5 91.7 92.1 8.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 77 101 99 90 82 236 229 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 669,095 COMMITMENTS 170,040 71,792 55,893 284,771 396,453 510,704 524,138 158,391 144,957 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -62,402) 1,154 -3,298 -29,980 -26,879 -23,675 -55,705 -56,953 -6,697 -5,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 10.7 8.4 42.6 59.3 76.3 78.3 23.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 40 30 39 61 70 121 119 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 604,021 COMMITMENTS 66,455 144,635 8,172 399,120 369,440 473,747 522,247 130,274 81,774 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 13,464) -2,520 5,454 343 23,056 12,075 20,878 17,871 -7,414 -4,406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 23.9 1.4 66.1 61.2 78.4 86.5 21.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 17 14 11 50 51 74 69 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,436 COMMITMENTS 1,896 272 1,063 1,280 2,996 4,239 4,331 197 105 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -590) -656 -252 135 -37 -450 -558 -567 -32 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 6.1 24.0 28.9 67.5 95.6 97.6 4.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 5 4 10 14 23 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 432,075 COMMITMENTS 97,926 23,163 89,788 196,729 290,924 384,444 403,876 47,631 28,199 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -23,017) -1,935 537 -17,281 -4,522 -4,732 -23,738 -21,476 721 -1,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 5.4 20.8 45.5 67.3 89.0 93.5 11.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 81 47 82 96 90 227 183 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,436 COMMITMENTS 1,882 3,066 884 5,396 4,572 8,162 8,521 2,275 1,915 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -283) -225 663 -271 102 -831 -394 -439 110 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 29.4 8.5 51.7 43.8 78.2 81.7 21.8 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 27 9 20 15 42 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,083,374 COMMITMENTS 257,457 265,039 43,443 657,217 630,709 958,117 939,191 125,256 144,183 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 18,100) 10,979 28,607 -2,021 8,179 -11,817 17,137 14,769 963 3,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 24.5 4.0 60.7 58.2 88.4 86.7 11.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 56 56 40 96 109 171 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,167,579 COMMITMENTS 565,124 423,986 278,815 1921041 2014981 2764981 2717783 402,598 449,796 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -275,339) 5,878 -51,016 -84,249 -209,112 -135,587 -287,483 -270,852 12,144 -4,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 13.4 8.8 60.6 63.6 87.3 85.8 12.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 87 75 97 141 162 272 290 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 175,292 COMMITMENTS 30,968 13,960 195 90,254 88,815 121,417 102,970 53,875 72,322 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 6,391) 6,134 672 -283 1,295 9,686 7,146 10,074 -754 -3,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 8.0 0.1 51.5 50.7 69.3 58.7 30.7 41.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 1 20 16 25 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,818,049 COMMITMENTS 365,204 568,215 106,506 2069573 1813877 2541283 2488598 276,766 329,451 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -43,821) -19,961 9,042 -27,251 3,142 -24,118 -44,071 -42,327 249 -1,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 20.2 3.8 73.4 64.4 90.2 88.3 9.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 43 78 57 112 153 193 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 868,224 COMMITMENTS 52,511 94,293 198,353 597,217 524,945 848,081 817,590 20,144 50,634 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 33,943) 8,038 -3,268 6,098 21,264 28,215 35,400 31,044 -1,457 2,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 10.9 22.8 68.8 60.5 97.7 94.2 2.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 16 40 36 52 63 91 119 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 68,400 COMMITMENTS 41,663 8,039 366 16,930 49,707 58,959 58,113 9,440 10,287 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,394) 2,975 903 91 -354 4,724 2,713 5,717 1,681 -1,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 11.8 0.5 24.8 72.7 86.2 85.0 13.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 45 28 4 24 30 73 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 136,799 COMMITMENTS 83,326 16,079 733 33,860 99,414 117,919 116,226 18,881 20,574 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 8,787) 5,951 1,805 182 -707 9,447 5,425 11,435 3,362 -2,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 11.8 0.5 24.8 72.7 86.2 85.0 13.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 45 28 4 24 30 73 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,170 COMMITMENTS 12,301 14,462 694 1,977 0 14,972 15,156 198 14 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,265) -1,141 -1,109 -141 0 0 -1,282 -1,250 17 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.1 95.3 4.6 13.0 0.0 98.7 99.9 1.3 0.1 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,084 COMMITMENTS 13,369 9,326 241 11,335 15,409 24,945 24,976 139 108 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -318) -952 -987 -37 690 739 -299 -285 -19 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 37.2 1.0 45.2 61.4 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 11 1 5 16 13 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,817 COMMITMENTS 22,750 8,504 49 10,922 25,198 33,721 33,751 96 66 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 4,005) 1,160 -365 0 2,828 4,397 3,988 4,032 17 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 25.1 0.1 32.3 74.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 10 1 5 10 16 21
Updated July 29, 2016