WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,337 COMMITMENTS 113,850 216,473 165,190 211,736 122,183 490,776 503,846 60,561 47,491 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -34,513) -3,621 -11,922 -13,165 -19,873 -9,533 -36,659 -34,621 2,146 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 39.3 30.0 38.4 22.2 89.0 91.4 11.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 169 144 149 136 119 380 346 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 258,228 COMMITMENTS 68,343 89,001 44,634 120,184 99,368 233,161 233,003 25,068 25,226 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,710) -1,172 -1,107 -3,516 5,180 6,879 491 2,256 1,218 -547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 34.5 17.3 46.5 38.5 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 73 61 70 94 81 198 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,846,059 COMMITMENTS 323,003 341,793 539,842 789,964 705,741 1652809 1587376 193,249 258,683 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 33,737) -2,458 37,620 6,227 21,126 -9,870 24,895 33,977 8,842 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 18.5 29.2 42.8 38.2 89.5 86.0 10.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 825) 211 179 246 347 344 690 662 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,459 COMMITMENTS 2,391 3,930 946 4,702 4,454 8,040 9,331 3,419 2,128 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 561) -183 517 -35 153 -260 -65 222 626 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 34.3 8.3 41.0 38.9 70.2 81.4 29.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 15 6 17 12 32 33 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 948,122 COMMITMENTS 202,065 57,344 303,958 385,682 481,701 891,705 843,003 56,416 105,119 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,734) 1,459 -4,772 1,613 -11,111 -4,276 -8,039 -7,435 -1,695 -2,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 6.0 32.1 40.7 50.8 94.0 88.9 6.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684) 227 159 231 204 261 543 550 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 33,002 COMMITMENTS 10,085 3,701 57 12 11,100 10,154 14,858 22,848 18,144 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -377) 246 -523 19 1 121 266 -383 -643 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 11.2 0.2 0.0 33.6 30.8 45.0 69.2 55.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 11 3 3 30 8 43 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 403,604 COMMITMENTS 89,965 63,310 93,002 186,415 218,090 369,382 374,402 34,222 29,202 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 2,297) 5,826 -15,065 5,443 -10,349 14,880 920 5,258 1,377 -2,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 15.7 23.0 46.2 54.0 91.5 92.8 8.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 94 77 110 89 80 252 218 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,715 COMMITMENTS 147,193 87,891 61,233 315,254 383,798 523,681 532,922 169,034 159,793 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 18,391) 8,229 16,530 -4,054 -226 2,663 3,949 15,139 14,442 3,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 12.7 8.8 45.5 55.4 75.6 76.9 24.4 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 37 33 41 67 69 127 120 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,994 COMMITMENTS 44,232 149,179 9,631 416,757 370,868 470,620 529,678 139,374 80,316 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 7,613) -1,337 4,790 587 7,259 2,779 6,508 8,155 1,105 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 24.5 1.6 68.3 60.8 77.2 86.8 22.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 13 15 12 52 54 74 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,520 COMMITMENTS 1,996 740 1,007 1,314 2,559 4,317 4,306 203 214 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 279) 28 269 79 168 -146 275 202 4 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 16.4 22.3 29.1 56.6 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 5 3 8 10 20 17 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 426,012 COMMITMENTS 91,975 23,860 87,427 200,059 285,817 379,461 397,104 46,551 28,909 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,660) -4,722 -2,290 248 -19 413 -4,494 -1,629 1,834 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 5.6 20.5 47.0 67.1 89.1 93.2 10.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 83 47 83 99 97 231 193 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,732 COMMITMENTS 2,228 4,992 1,194 6,888 4,439 10,310 10,625 2,422 2,107 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 616) 99 509 -81 634 282 652 710 -35 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 39.2 9.4 54.1 34.9 81.0 83.5 19.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 21 29 12 23 16 49 56 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,137,244 COMMITMENTS 309,591 218,312 75,701 635,590 699,494 1020881 993,507 116,363 143,737 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 24,404) 12,039 -29,392 29,375 -16,028 19,128 25,387 19,110 -982 5,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 19.2 6.7 55.9 61.5 89.8 87.4 10.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 54 56 44 89 114 170 187 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,354,322 COMMITMENTS 595,088 486,333 330,540 2037475 2091756 2963102 2908630 391,220 445,693 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 99,078) 40,791 28,043 20,279 41,030 43,820 102,100 92,143 -3,022 6,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 14.5 9.9 60.7 62.4 88.3 86.7 11.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 90 81 102 152 170 293 302 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 177,237 COMMITMENTS 21,988 13,699 1,031 99,354 87,000 122,373 101,730 54,865 75,508 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 3,188) -1,353 -376 855 4,891 1,206 4,393 1,685 -1,205 1,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 7.7 0.6 56.1 49.1 69.0 57.4 31.0 42.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 20 15 24 19 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,947,095 COMMITMENTS 415,613 599,570 121,458 2143792 1877795 2680863 2598824 266,232 348,271 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 46,628) 13,154 6,536 13,716 29,756 15,889 56,626 36,140 -9,999 10,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 20.3 4.1 72.7 63.7 91.0 88.2 9.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 52 74 54 120 151 208 243 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 815,733 COMMITMENTS 37,129 122,485 158,112 595,400 476,940 790,641 757,538 25,091 58,195 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 47,397) 5,968 -5,388 -6,711 43,695 49,420 42,953 37,321 4,444 10,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 15.0 19.4 73.0 58.5 96.9 92.9 3.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 13 43 35 56 72 95 128 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 71,943 COMMITMENTS 44,947 7,416 920 17,338 53,789 63,205 62,124 8,738 9,819 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,220) 848 1,699 318 339 -905 1,506 1,112 -286 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 10.3 1.3 24.1 74.8 87.9 86.4 12.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 47 27 6 26 30 77 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 143,886 COMMITMENTS 89,893 14,831 1,841 34,676 107,577 126,410 124,249 17,476 19,638 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 2,439) 1,696 3,398 636 679 -1,810 3,011 2,224 -572 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.5 10.3 1.3 24.1 74.8 87.9 86.4 12.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 47 27 6 26 30 77 59 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 18,128 COMMITMENTS 15,117 17,488 633 2,205 0 17,955 18,121 173 7 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,175) 761 1,877 -101 522 -600 1,182 1,176 -7 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.4 96.5 3.5 12.2 0.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 23 7 2 1 0 25 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,977 COMMITMENTS 12,873 7,633 249 11,712 16,958 24,834 24,840 143 137 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 36) -134 -149 -23 182 195 25 23 11 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 30.6 1.0 46.9 67.9 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 12 1 5 17 13 29 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,904 COMMITMENTS 24,874 7,305 54 9,868 27,467 34,796 34,826 108 78 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -459) -417 -463 5 -80 -10 -492 -468 33 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.3 20.9 0.2 28.3 78.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 12 1 5 11 13 24
Updated August 12, 2016