WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,618 COMMITMENTS 121,778 223,976 147,551 201,897 109,026 471,226 480,553 55,391 46,065 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -30,371) 2,560 17,301 -27,230 -1,990 -20,324 -26,659 -30,253 -3,712 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 42.5 28.0 38.3 20.7 89.5 91.3 10.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 166 147 136 133 116 362 343 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,786 COMMITMENTS 76,439 91,384 34,024 105,377 88,678 215,840 214,086 21,946 23,700 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -11,539) -408 4,105 -5,190 -4,400 -9,887 -9,999 -10,972 -1,541 -567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 38.4 14.3 44.3 37.3 90.8 90.0 9.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 66 66 59 86 73 180 176 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,708,372 COMMITMENTS 348,838 401,462 444,033 732,162 615,854 1525034 1461350 183,338 247,022 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -181,012) -5,076 16,857 -109,046 -61,523 -87,729 -175,646 -179,917 -5,367 -1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 23.5 26.0 42.9 36.0 89.3 85.5 10.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 830) 214 190 243 326 334 669 663 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,313 COMMITMENTS 2,926 4,471 1,094 5,148 4,552 9,167 10,117 3,145 2,196 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 93) 181 84 4 191 109 377 197 -284 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 36.3 8.9 41.8 37.0 74.5 82.2 25.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 14 16 8 15 11 30 34 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 853,978 COMMITMENTS 181,826 60,392 242,320 377,984 441,683 802,130 744,394 51,848 109,584 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -78,744) -30,319 6,357 -50,353 5,341 -43,412 -75,331 -87,408 -3,413 8,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 7.1 28.4 44.3 51.7 93.9 87.2 6.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 188 185 224 186 247 500 543 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 32,067 COMMITMENTS 8,713 3,188 163 15 10,948 8,891 14,299 23,176 17,768 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -988) -2,272 -487 -26 1 -193 -2,297 -706 1,309 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 9.9 0.5 0.0 34.1 27.7 44.6 72.3 55.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 9 5 3 29 8 41 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 438,276 COMMITMENTS 141,292 37,081 105,547 153,122 271,461 399,960 414,089 38,316 24,187 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -23,490) 11,245 2,353 -18,218 -17,461 -8,981 -24,434 -24,845 944 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 8.5 24.1 34.9 61.9 91.3 94.5 8.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 119 62 121 79 80 266 225 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,079 COMMITMENTS 120,009 82,595 43,233 317,245 368,943 480,488 494,771 163,591 149,308 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -51,671) -26,067 -3,655 -23,442 1,465 -21,270 -48,044 -48,368 -3,627 -3,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 12.8 6.7 49.3 57.3 74.6 76.8 25.4 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 36 20 29 66 65 113 103 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,710 COMMITMENTS 50,123 164,793 18,195 450,480 375,288 518,798 558,276 125,912 86,434 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 27,836) 5,867 3,815 8,575 23,865 22,962 38,307 35,352 -10,471 -7,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 25.6 2.8 69.9 58.2 80.5 86.6 19.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 16 14 13 58 56 83 74 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,391 COMMITMENTS 1,525 701 1,116 1,574 2,336 4,215 4,153 176 238 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 189) -176 -1 57 290 40 171 96 18 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 16.0 25.4 35.8 53.2 96.0 94.6 4.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 7 4 8 8 20 17 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 403,445 COMMITMENTS 94,810 31,971 76,515 190,321 263,322 361,646 371,808 41,799 31,636 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -33,467) -1,265 3,130 -19,624 -8,738 -20,379 -29,627 -36,874 -3,839 3,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 7.9 19.0 47.2 65.3 89.6 92.2 10.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 77 59 73 101 94 226 188 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,986 COMMITMENTS 2,227 4,611 611 6,068 3,728 8,907 8,950 2,080 2,036 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -250) 102 355 -125 -192 -396 -215 -166 -35 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 42.0 5.6 55.2 33.9 81.1 81.5 18.9 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 18 25 8 21 13 44 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,131,325 COMMITMENTS 287,448 222,916 65,317 661,904 691,429 1014669 979,661 116,656 151,664 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -51,705) -7,376 -2,168 -27,915 -7,360 -19,933 -42,652 -50,016 -9,053 -1,689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 19.7 5.8 58.5 61.1 89.7 86.6 10.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 56 50 46 91 110 168 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,204,409 COMMITMENTS 617,261 496,345 275,045 1947843 1967374 2840148 2738763 364,261 465,646 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -102,495) 69,950 8,227 -89,076 -61,474 -22,410 -80,600 -103,258 -21,895 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 15.5 8.6 60.8 61.4 88.6 85.5 11.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 89 79 99 146 162 281 294 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 208,119 COMMITMENTS 32,731 14,062 2,304 117,096 103,981 152,131 120,347 55,988 87,772 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 15,096) 826 341 -190 16,259 8,208 16,895 8,359 -1,799 6,737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 6.8 1.1 56.3 50.0 73.1 57.8 26.9 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 1 21 18 24 21 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,080,867 COMMITMENTS 399,693 527,792 200,914 2223347 1986459 2823954 2715165 256,913 365,702 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -77,214) -20,885 -44,482 -57,257 35,881 18,862 -42,262 -82,878 -34,953 5,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 17.1 6.5 72.2 64.5 91.7 88.1 8.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 59 68 62 115 150 207 247 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,023,280 COMMITMENTS 63,754 108,470 179,750 759,675 649,314 1003179 937,533 20,101 85,746 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 102,372) -3,911 -16,379 16,436 90,170 66,876 102,694 66,932 -323 35,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 10.6 17.6 74.2 63.5 98.0 91.6 2.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 17 42 40 58 74 101 134 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 73,808 COMMITMENTS 46,423 7,507 1,373 17,745 54,522 65,541 63,402 8,267 10,406 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -306) -115 -755 128 -106 386 -93 -241 -214 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.9 10.2 1.9 24.0 73.9 88.8 85.9 11.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 47 27 11 28 30 82 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 147,616 COMMITMENTS 92,846 15,014 2,746 35,490 109,045 131,082 126,804 16,534 20,812 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -613) -229 -1,511 256 -212 772 -185 -482 -428 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.9 10.2 1.9 24.0 73.9 88.8 85.9 11.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 47 27 11 28 30 82 62 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 23,379 COMMITMENTS 19,750 22,510 860 2,600 0 23,210 23,370 169 9 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,503) 2,391 2,380 119 0 0 2,510 2,499 -7 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.5 96.3 3.7 11.1 0.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 23 9 2 1 0 25 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,250 COMMITMENTS 15,577 8,746 219 12,361 19,122 28,157 28,087 93 163 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,017) 976 52 -29 58 980 1,005 1,003 12 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.1 31.0 0.8 43.8 67.7 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 13 2 6 19 17 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,097 COMMITMENTS 26,460 5,482 0 10,572 31,484 37,032 36,966 65 131 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 572) 6 -3 -49 613 583 570 531 2 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.3 14.8 0.0 28.5 84.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 10 0 5 10 15 20
Updated September 2, 2016