WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,850 COMMITMENTS 117,471 228,395 178,356 231,608 131,716 527,435 538,467 58,415 47,383 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 24,441) 5,927 2,623 12,404 3,630 8,315 21,962 23,343 2,479 1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 39.0 30.4 39.5 22.5 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490) 172 146 148 140 117 390 346 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,519 COMMITMENTS 69,515 90,108 48,149 115,004 92,489 232,669 230,746 23,849 25,772 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,458) -2,550 -1,595 459 222 -1,624 -1,869 -2,760 411 1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 35.1 18.8 44.8 36.1 90.7 90.0 9.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 63 69 71 92 81 195 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,812,322 COMMITMENTS 325,461 304,173 533,615 768,838 715,611 1627914 1553399 184,408 258,923 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 52,538) 329 39,442 33,098 15,990 -19,798 49,417 52,742 3,121 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 16.8 29.4 42.4 39.5 89.8 85.7 10.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807) 219 164 238 342 341 679 641 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,898 COMMITMENTS 2,574 3,413 982 4,549 4,715 8,105 9,109 2,794 1,789 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 46) -270 283 -428 680 209 -17 64 63 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 31.3 9.0 41.7 43.3 74.4 83.6 25.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 19 9 17 12 37 35 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 957,855 COMMITMENTS 200,607 62,116 302,345 396,793 485,977 899,745 850,438 58,111 107,417 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -11,984) -13,339 4,545 3,669 386 -18,212 -9,284 -9,998 -2,700 -1,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 6.5 31.6 41.4 50.7 93.9 88.8 6.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675) 225 155 232 205 258 532 553 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 33,379 COMMITMENTS 9,839 4,224 38 11 10,979 9,888 15,241 23,491 18,138 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -325) 494 -213 33 -4 185 523 5 -848 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 12.7 0.1 0.0 32.9 29.6 45.7 70.4 54.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 14 2 4 30 8 46 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 401,307 COMMITMENTS 84,139 78,375 87,559 196,763 203,210 368,462 369,144 32,845 32,163 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,671) 864 -2,592 3,439 -8,055 -5,699 -3,752 -4,853 -919 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 19.5 21.8 49.0 50.6 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 85 93 97 88 79 236 217 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 674,323 COMMITMENTS 138,965 71,360 65,287 315,480 381,135 519,732 517,783 154,591 156,541 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 5,228) -31,075 -431 9,394 30,710 -15,318 9,028 -6,355 -3,800 11,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 10.6 9.7 46.8 56.5 77.1 76.8 22.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 37 30 38 67 74 124 122 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,381 COMMITMENTS 45,569 144,390 9,045 409,498 368,088 464,112 521,523 138,269 80,858 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,641) -20,886 -246 872 10,378 -1,351 -9,635 -725 7,995 -916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 24.0 1.5 68.0 61.1 77.0 86.6 23.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 16 10 51 54 72 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,241 COMMITMENTS 1,968 471 928 1,146 2,705 4,042 4,104 199 137 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -195) 72 199 -135 -134 -291 -197 -227 2 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 11.1 21.9 27.0 63.8 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 7 4 8 11 20 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 428,672 COMMITMENTS 96,697 26,150 87,179 200,079 285,404 383,955 398,733 44,717 29,939 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -3,402) -1,229 2,987 -2,609 3,350 -5,520 -489 -5,143 -2,914 1,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 6.1 20.3 46.7 66.6 89.6 93.0 10.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 80 51 85 99 91 234 192 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,115 COMMITMENTS 2,129 4,483 1,275 6,255 4,157 9,658 9,915 2,457 2,200 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,679) 247 1,417 391 858 -415 1,496 1,394 183 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 37.0 10.5 51.6 34.3 79.7 81.8 20.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 29 10 22 14 45 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,112,840 COMMITMENTS 297,552 247,705 46,326 651,617 680,366 995,495 974,397 117,345 138,443 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 29,466) 40,094 -17,335 2,883 -5,600 49,658 37,377 35,206 -7,911 -5,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 22.3 4.2 58.6 61.1 89.5 87.6 10.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 49 57 41 93 110 168 182 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,255,244 COMMITMENTS 554,297 458,290 310,261 1996445 2047936 2861002 2816487 394,242 438,758 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 87,666) -10,828 34,303 31,446 75,404 32,955 96,022 98,704 -8,356 -11,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 14.1 9.5 61.3 62.9 87.9 86.5 12.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 87 76 94 157 172 291 295 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 174,049 COMMITMENTS 23,341 14,075 176 94,463 85,794 117,980 100,045 56,069 74,005 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -1,243) -7,627 115 -19 4,209 -3,021 -3,437 -2,925 2,194 1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 8.1 0.1 54.3 49.3 67.8 57.5 32.2 42.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 20 14 23 17 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,900,467 COMMITMENTS 402,459 593,034 107,742 2114036 1861907 2624237 2562683 276,231 337,784 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 82,418) 37,255 24,820 1,236 44,462 48,030 82,953 74,085 -535 8,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 20.4 3.7 72.9 64.2 90.5 88.4 9.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 43 80 52 113 155 195 248 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 768,335 COMMITMENTS 31,161 127,873 164,823 551,704 427,520 747,688 720,216 20,647 48,119 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -99,889) -21,350 33,580 -33,530 -45,513 -97,425 -100,392 -97,374 504 -2,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 16.6 21.5 71.8 55.6 97.3 93.7 2.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 16 37 35 53 64 91 119 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 70,724 COMMITMENTS 44,099 5,717 602 16,999 54,693 61,699 61,012 9,024 9,711 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,324) 2,436 -2,323 236 69 4,987 2,740 2,899 -416 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.4 8.1 0.9 24.0 77.3 87.2 86.3 12.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 47 23 7 28 29 79 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 141,447 COMMITMENTS 88,197 11,433 1,204 33,997 109,387 123,399 122,025 18,048 19,423 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 4,648) 4,871 -4,646 471 137 9,973 5,480 5,799 -832 -1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.4 8.1 0.9 24.0 77.3 87.2 86.3 12.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 47 23 7 28 29 79 55 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,953 COMMITMENTS 14,356 15,611 734 1,683 600 16,773 16,945 180 8 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,783) 2,055 1,149 40 -294 600 1,801 1,789 -18 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.7 92.1 4.3 9.9 3.5 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 21 10 2 1 1 23 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,941 COMMITMENTS 13,007 7,782 272 11,530 16,763 24,809 24,817 132 124 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -143) -362 -1,544 31 195 1,354 -136 -159 -7 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 31.2 1.1 46.2 67.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 12 1 6 16 14 28 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,363 COMMITMENTS 25,291 7,768 49 9,948 27,477 35,288 35,294 75 69 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,546) 2,541 -736 0 -974 2,279 1,567 1,543 -21 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.5 22.0 0.1 28.1 77.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 11 1 5 11 15 23
Updated August 5, 2016