WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,593 COMMITMENTS 126,772 236,974 158,370 206,245 106,882 491,388 502,227 56,205 45,367 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 20,975) 4,995 12,998 10,819 4,348 -2,143 20,161 21,674 814 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 43.3 28.9 37.7 19.5 89.7 91.7 10.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492) 174 150 138 139 119 375 351 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,682 COMMITMENTS 76,840 92,511 34,687 108,940 91,954 220,467 219,152 22,215 23,530 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 4,896) 401 1,127 663 3,564 3,277 4,627 5,066 269 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 38.1 14.3 44.9 37.9 90.8 90.3 9.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 75 60 58 89 77 186 178 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,717,881 COMMITMENTS 335,036 418,539 445,711 747,276 621,698 1528024 1485948 189,858 231,933 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 9,510) -13,802 17,077 1,678 15,114 5,844 2,990 24,599 6,520 -15,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 24.4 25.9 43.5 36.2 88.9 86.5 11.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 823) 200 194 232 332 338 659 660 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,129 COMMITMENTS 2,782 4,738 1,098 4,902 4,029 8,783 9,865 3,346 2,264 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -184) -143 266 4 -246 -522 -385 -252 201 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 39.1 9.1 40.4 33.2 72.4 81.3 27.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 17 8 15 11 29 34 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 850,942 COMMITMENTS 167,471 64,449 250,282 379,296 426,591 797,049 741,321 53,893 109,621 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -3,036) -14,356 4,056 7,962 1,312 -15,092 -5,081 -3,073 2,045 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 7.6 29.4 44.6 50.1 93.7 87.1 6.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654) 196 177 231 192 241 507 541 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 31,879 COMMITMENTS 8,749 3,327 200 15 10,987 8,964 14,514 22,915 17,365 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -188) 36 139 37 0 39 73 215 -261 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.4 0.6 0.0 34.5 28.1 45.5 71.9 54.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 10 4 3 29 7 42 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 439,954 COMMITMENTS 140,323 34,475 104,827 152,347 274,148 397,497 413,450 42,457 26,504 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,678) -969 -2,607 -719 -775 2,687 -2,463 -639 4,141 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 7.8 23.8 34.6 62.3 90.3 94.0 9.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 112 59 112 81 79 257 210 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,512 COMMITMENTS 118,289 84,426 48,897 302,080 345,287 469,266 478,611 163,245 153,901 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -11,567) -1,720 1,832 5,664 -15,165 -23,656 -11,222 -16,160 -346 4,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 13.3 7.7 47.8 54.6 74.2 75.7 25.8 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 35 27 34 62 62 114 106 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,949 COMMITMENTS 44,259 166,787 14,121 432,944 342,202 491,324 523,110 125,625 93,839 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -27,761) -5,864 1,994 -4,074 -17,536 -33,085 -27,473 -35,166 -287 7,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 27.0 2.3 70.2 55.5 79.6 84.8 20.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 14 12 57 51 79 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,664 COMMITMENTS 1,776 778 1,130 1,564 2,539 4,470 4,447 194 217 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 273) 251 77 14 -10 203 255 294 18 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 16.7 24.2 33.5 54.4 95.8 95.3 4.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 7 3 8 10 19 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 413,149 COMMITMENTS 89,003 38,360 80,779 198,785 261,942 368,567 381,082 44,582 32,067 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 9,704) -5,807 6,389 4,265 8,464 -1,380 6,921 9,273 2,783 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 9.3 19.6 48.1 63.4 89.2 92.2 10.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 76 69 84 101 95 234 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,603 COMMITMENTS 2,326 5,133 793 6,395 3,738 9,515 9,664 2,088 1,940 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 617) 99 521 182 327 10 608 713 9 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 44.2 6.8 55.1 32.2 82.0 83.3 18.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 23 25 10 24 15 51 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,070,604 COMMITMENTS 259,089 229,992 53,247 642,017 640,556 954,353 923,796 116,251 146,808 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -60,721) -28,359 7,076 -12,069 -19,887 -50,872 -60,316 -55,865 -405 -4,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 21.5 5.0 60.0 59.8 89.1 86.3 10.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 50 53 44 90 113 162 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,235,805 COMMITMENTS 654,567 525,613 258,355 1950324 2001118 2863246 2785086 372,559 450,719 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 31,396) 37,306 29,268 -16,690 2,481 33,744 23,098 46,322 8,298 -14,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 16.2 8.0 60.3 61.8 88.5 86.1 11.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 92 75 98 148 166 286 293 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 208,779 COMMITMENTS 51,198 18,461 1,031 95,589 101,029 147,819 120,521 60,960 88,257 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 660) 18,467 4,399 -1,273 -21,507 -2,952 -4,312 174 4,972 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 8.8 0.5 45.8 48.4 70.8 57.7 29.2 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 1 20 21 24 25 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,970,442 COMMITMENTS 380,724 547,587 166,658 2157254 1895899 2704636 2610144 265,806 360,298 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -110,425) -18,968 19,795 -34,256 -66,093 -90,560 -119,318 -105,021 8,893 -5,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 18.4 5.6 72.6 63.8 91.1 87.9 8.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 52 68 57 112 147 203 233 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 994,875 COMMITMENTS 63,452 125,057 217,891 691,294 595,481 972,637 938,429 22,239 56,446 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -28,404) -302 16,587 38,141 -68,381 -53,832 -30,542 896 2,138 -29,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 12.6 21.9 69.5 59.9 97.8 94.3 2.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 21 40 39 51 68 92 129 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 74,936 COMMITMENTS 47,495 8,160 1,239 17,303 55,273 66,037 64,672 8,899 10,264 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,128) 1,072 653 -134 -442 751 496 1,270 632 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 10.9 1.7 23.1 73.8 88.1 86.3 11.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 47 27 11 30 30 82 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 149,872 COMMITMENTS 94,990 16,320 2,478 34,605 110,547 132,073 129,344 17,799 20,528 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,256) 2,144 1,306 -268 -884 1,502 992 2,540 1,265 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.4 10.9 1.7 23.1 73.8 88.1 86.3 11.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 47 27 11 30 30 82 64 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,501 COMMITMENTS 15,618 18,869 622 3,142 0 19,382 19,491 119 10 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -3,878) -4,132 -3,641 -238 542 0 -3,828 -3,879 -50 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 96.8 3.2 16.1 0.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 21 11 4 1 0 24 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,502 COMMITMENTS 15,826 8,971 251 12,184 19,166 28,261 28,388 241 114 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 252) 249 225 32 -177 44 104 301 148 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 31.5 0.9 42.7 67.2 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 12 2 6 19 16 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,956 COMMITMENTS 29,839 5,623 0 9,008 33,210 38,847 38,833 109 123 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,859) 3,379 141 0 -1,564 1,726 1,815 1,867 44 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.6 14.4 0.0 23.1 85.3 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 9 0 4 11 15 20
Updated September 9, 2016