WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,192 COMMITMENTS 128,410 232,533 158,668 212,739 119,192 499,817 510,393 55,375 44,799 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,245) 963 2,699 -4,941 2,105 -318 -1,872 -2,560 627 1,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 41.9 28.6 38.3 21.5 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487) 172 150 145 142 120 381 353 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,909 COMMITMENTS 81,498 88,743 33,265 107,152 97,577 221,915 219,585 21,994 24,325 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,702) 4,825 -576 167 -3,352 1,902 1,640 1,493 63 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 36.4 13.6 43.9 40.0 91.0 90.0 9.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 74 62 62 89 80 191 182 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,706,158 COMMITMENTS 343,339 394,528 445,389 728,511 634,636 1517239 1474554 188,919 231,604 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 8,037) 4,332 13,207 -1,234 -2,302 10,203 796 22,176 7,241 -14,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 23.1 26.1 42.7 37.2 88.9 86.4 11.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809) 209 177 242 317 340 652 655 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,106 COMMITMENTS 2,539 4,781 1,100 4,947 4,076 8,586 9,957 3,520 2,149 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -188) -160 -34 -2 -136 -84 -299 -121 110 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 39.5 9.1 40.9 33.7 70.9 82.3 29.1 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 17 7 15 11 28 34 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 876,710 COMMITMENTS 169,463 68,189 265,595 384,692 437,265 819,749 771,049 56,961 105,661 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 18,036) 7,386 1,679 4,021 4,131 19,774 15,539 25,475 2,498 -7,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 7.8 30.3 43.9 49.9 93.5 87.9 6.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669) 202 182 241 194 240 525 547 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 29,347 COMMITMENTS 9,367 2,979 149 13 9,375 9,529 12,503 19,818 16,844 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -2,003) 423 -344 50 -2 -1,441 471 -1,735 -2,474 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 10.2 0.5 0.0 31.9 32.5 42.6 67.5 57.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 10 4 2 21 7 34 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 436,602 COMMITMENTS 141,990 27,187 103,199 150,053 278,716 395,242 409,101 41,360 27,501 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,412) 4,969 -10,905 -2,433 -6,635 13,132 -4,099 -205 2,687 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 6.2 23.6 34.4 63.8 90.5 93.7 9.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 110 66 113 80 81 258 211 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 693,140 COMMITMENTS 105,888 100,475 80,986 333,321 361,421 520,194 542,881 172,945 150,259 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -6,087) -1,730 11,220 -10,908 -184 -2,240 -12,822 -1,928 6,735 -4,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 14.5 11.7 48.1 52.1 75.0 78.3 25.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 43 30 46 70 70 131 128 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 599,221 COMMITMENTS 43,646 155,898 12,164 418,129 344,489 473,939 512,551 125,282 86,670 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -8,432) -3,251 -5,665 -2 -5,020 1,083 -8,273 -4,584 -159 -3,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 26.0 2.0 69.8 57.5 79.1 85.5 20.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 11 16 10 55 48 75 65 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,199 COMMITMENTS 1,712 447 859 1,345 2,652 3,916 3,958 283 241 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -324) 63 -139 -239 -151 94 -327 -284 3 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.8 10.6 20.5 32.0 63.2 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 5 4 8 10 20 17 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 418,845 COMMITMENTS 83,576 36,788 88,111 198,832 263,201 370,520 388,100 48,325 30,745 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,767) -3,035 367 3,222 -4,176 -2,722 -3,989 867 2,222 -2,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 8.8 21.0 47.5 62.8 88.5 92.7 11.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 72 69 89 107 98 238 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,296 COMMITMENTS 2,427 5,320 1,143 6,557 3,795 10,126 10,258 2,170 2,039 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 110) 66 -36 126 123 92 314 182 -204 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 43.3 9.3 53.3 30.9 82.4 83.4 17.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 25 15 27 16 60 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 999,159 COMMITMENTS 222,137 188,967 68,793 590,695 599,876 881,625 857,636 117,534 141,523 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 134) -16,362 -12,389 12,280 3,735 13,167 -347 13,057 481 -12,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 18.9 6.9 59.1 60.0 88.2 85.8 11.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 58 45 48 92 117 168 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,237,619 COMMITMENTS 670,480 552,284 284,158 1918994 1948420 2873632 2784862 363,988 452,757 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -81,681) 33,192 -12,589 -16,290 -85,896 -11,248 -68,994 -40,127 -12,688 -41,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 17.1 8.8 59.3 60.2 88.8 86.0 11.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 88 85 100 156 174 296 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 211,974 COMMITMENTS 53,054 18,794 1,465 100,554 102,331 155,072 122,590 56,902 89,385 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,133) 5,413 -4,564 212 209 9,861 5,834 5,509 -3,701 -3,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 8.9 0.7 47.4 48.3 73.2 57.8 26.8 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 4 3 21 18 27 23 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,948,665 COMMITMENTS 415,499 576,036 153,392 2143145 1882903 2712036 2612331 236,629 336,334 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -14,670) 54,016 -8,217 -11,400 -35,240 32,841 7,377 13,224 -22,047 -27,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 19.5 5.2 72.7 63.9 92.0 88.6 8.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 57 69 57 118 152 209 244 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,140,203 COMMITMENTS 89,632 154,927 243,626 785,683 681,471 1118941 1080024 21,262 60,179 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 91,790) 14,739 24,720 10,514 66,202 56,796 91,456 92,030 334 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 13.6 21.4 68.9 59.8 98.1 94.7 1.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 24 53 41 59 82 106 157 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 58,958 COMMITMENTS 35,585 8,316 543 14,957 42,348 51,085 51,207 7,873 7,750 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -20,807) -3,082 -929 -1,266 -15,621 -16,933 -19,969 -19,128 -838 -1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 14.1 0.9 25.4 71.8 86.6 86.9 13.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 44 25 4 28 31 74 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 117,915 COMMITMENTS 71,169 16,632 1,086 29,915 84,697 102,170 102,415 15,746 15,501 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -41,614) -6,163 -1,859 -2,531 -31,243 -33,865 -39,937 -38,255 -1,677 -3,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 14.1 0.9 25.4 71.8 86.6 86.9 13.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 44 25 4 28 31 74 59 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,937 COMMITMENTS 14,646 17,667 4,217 2,911 0 21,774 21,884 163 53 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 990) -1,343 -1,311 3,637 0 0 2,294 2,326 -1,304 -1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.8 80.5 19.2 13.3 0.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 20 10 2 1 0 23 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,182 COMMITMENTS 14,637 8,689 131 10,193 16,228 24,961 25,048 221 134 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -1,804) 854 321 -276 -2,234 -1,763 -1,656 -1,718 -148 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.1 34.5 0.5 40.5 64.4 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 12 1 6 18 18 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,059 COMMITMENTS 17,294 5,345 136 4,568 16,495 21,998 21,976 61 83 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -16,939) -13,073 190 84 -3,948 -17,200 -16,937 -16,926 -2 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.4 24.2 0.6 20.7 74.8 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 6 1 3 8 15 15
Updated September 23, 2016