WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,437 COMMITMENTS 127,447 229,834 163,609 210,633 119,510 501,690 512,953 54,747 43,484 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 8,844) 675 -7,140 5,239 4,388 12,627 10,302 10,726 -1,458 -1,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 41.3 29.4 37.9 21.5 90.2 92.2 9.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494) 172 154 143 140 120 378 358 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,207 COMMITMENTS 76,673 89,319 33,098 110,504 95,674 220,275 218,091 21,932 24,115 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -475) -167 -3,192 -1,589 1,564 3,720 -192 -1,061 -283 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 36.9 13.7 45.6 39.5 90.9 90.0 9.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 71 59 59 88 79 186 178 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,698,121 COMMITMENTS 339,007 381,321 446,624 730,813 624,433 1516443 1452378 181,677 245,743 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -19,760) 3,970 -37,218 912 -16,463 2,735 -11,580 -33,570 -8,180 13,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 22.5 26.3 43.0 36.8 89.3 85.5 10.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805) 200 188 237 319 333 645 652 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,294 COMMITMENTS 2,699 4,815 1,102 5,083 4,161 8,885 10,078 3,409 2,216 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 165) -83 77 4 181 132 102 213 63 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 39.2 9.0 41.3 33.8 72.3 82.0 27.7 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 17 7 15 12 29 35 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,674 COMMITMENTS 162,077 66,510 261,573 380,561 417,491 804,211 745,574 54,463 113,099 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 7,732) -5,394 2,061 11,292 1,264 -9,100 7,162 4,253 570 3,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 7.7 30.5 44.3 48.6 93.7 86.8 6.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 185 188 241 191 242 510 557 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 31,350 COMMITMENTS 8,944 3,323 99 15 10,816 9,058 14,238 22,292 17,112 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -529) 195 -4 -101 0 -171 94 -276 -623 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 10.6 0.3 0.0 34.5 28.9 45.4 71.1 54.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 10 4 3 28 7 41 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 438,014 COMMITMENTS 137,021 38,091 105,631 156,689 265,583 399,340 409,306 38,674 28,709 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,939) -3,302 3,616 804 4,342 -8,564 1,843 -4,144 -3,783 2,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 8.7 24.1 35.8 60.6 91.2 93.4 8.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 106 64 119 81 76 257 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 699,227 COMMITMENTS 107,618 89,254 91,894 333,505 363,661 533,016 544,809 166,211 154,418 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 66,715) -10,671 4,828 42,997 31,424 18,374 63,750 66,198 2,965 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 12.8 13.1 47.7 52.0 76.2 77.9 23.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 43 32 45 67 69 128 128 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 607,653 COMMITMENTS 46,897 161,563 12,166 423,149 343,406 482,212 517,135 125,441 90,518 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -9,296) 2,638 -5,224 -1,955 -9,795 1,204 -9,113 -5,975 -184 -3,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 26.6 2.0 69.6 56.5 79.4 85.1 20.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 13 16 8 54 51 74 68 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,523 COMMITMENTS 1,649 586 1,098 1,496 2,558 4,243 4,242 280 281 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -141) -127 -192 -32 -68 19 -227 -205 86 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 13.0 24.3 33.1 56.6 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 5 3 8 9 19 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 420,612 COMMITMENTS 86,611 36,421 84,889 203,008 265,922 374,509 387,233 46,103 33,379 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 7,463) -2,391 -1,939 4,110 4,223 3,980 5,942 6,151 1,521 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 8.7 20.2 48.3 63.2 89.0 92.1 11.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 71 72 89 100 94 230 207 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,186 COMMITMENTS 2,361 5,356 1,017 6,434 3,702 9,812 10,075 2,374 2,111 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 583) 35 223 224 38 -35 297 412 285 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 44.0 8.3 52.8 30.4 80.5 82.7 19.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 25 13 25 16 55 50 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 999,025 COMMITMENTS 238,499 201,357 56,513 586,960 586,709 881,972 844,579 117,053 154,446 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -71,579) -20,589 -28,635 3,266 -55,057 -53,847 -72,381 -79,217 802 7,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 20.2 5.7 58.8 58.7 88.3 84.5 11.7 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 55 46 45 88 108 162 180 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,319,301 COMMITMENTS 637,288 564,873 300,448 2004890 1959668 2942626 2824989 376,675 494,312 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 83,496) -17,279 39,260 42,093 54,566 -41,449 79,380 39,903 4,116 43,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 17.0 9.1 60.4 59.0 88.7 85.1 11.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 91 78 100 152 164 288 297 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 209,841 COMMITMENTS 47,641 23,358 1,252 100,345 92,470 149,238 117,080 60,603 92,761 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,062) -3,557 4,897 221 4,756 -8,559 1,419 -3,441 -357 4,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 11.1 0.6 47.8 44.1 71.1 55.8 28.9 44.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 5 1 21 17 24 23 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,963,335 COMMITMENTS 361,482 584,253 164,792 2178384 1850062 2704658 2599107 258,676 364,228 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -7,107) -19,242 36,666 -1,866 21,131 -45,837 22 -11,037 -7,130 3,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 19.7 5.6 73.5 62.4 91.3 87.7 8.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 53 68 57 115 148 201 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,048,414 COMMITMENTS 74,893 130,207 233,112 719,481 624,675 1027485 987,994 20,928 60,419 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 53,538) 11,441 5,150 15,221 28,187 29,194 54,849 49,565 -1,311 3,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 12.4 22.2 68.6 59.6 98.0 94.2 2.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 21 50 40 57 77 101 146 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 79,765 COMMITMENTS 38,666 9,245 1,809 30,579 59,281 71,053 70,335 8,711 9,430 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 4,828) -8,829 1,086 570 13,276 4,008 5,017 5,663 -188 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 11.6 2.3 38.3 74.3 89.1 88.2 10.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 45 24 10 39 34 90 65 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 159,529 COMMITMENTS 77,332 18,491 3,617 61,157 118,562 142,107 140,670 17,422 18,859 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 9,657) -17,658 2,171 1,139 26,552 8,015 10,034 11,326 -377 -1,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 11.6 2.3 38.3 74.3 89.1 88.2 10.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 45 24 10 39 34 90 65 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,947 COMMITMENTS 15,989 18,978 580 2,911 0 19,480 19,558 1,467 1,389 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,446) 371 109 -42 -231 0 98 67 1,348 1,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 90.6 2.8 13.9 0.0 93.0 93.4 7.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 23 11 2 1 0 25 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,986 COMMITMENTS 13,783 8,368 407 12,427 17,991 26,617 26,766 369 220 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,516) -2,043 -603 156 243 -1,175 -1,644 -1,622 128 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 31.0 1.5 46.0 66.7 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 10 3 6 18 18 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,998 COMMITMENTS 30,367 5,155 52 8,516 33,695 38,935 38,902 63 96 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 42) 528 -468 52 -492 485 88 69 -46 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.9 13.2 0.1 21.8 86.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 7 2 4 10 17 19
Updated September 16, 2016