WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 555,160 COMMITMENTS 131,915 236,850 151,447 215,415 121,192 498,777 509,489 56,382 45,671 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -32) 3,505 4,317 -7,222 2,677 2,001 -1,040 -904 1,008 872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 42.7 27.3 38.8 21.8 89.8 91.8 10.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 171 155 143 142 120 385 355 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,616 COMMITMENTS 84,352 87,666 33,258 104,471 99,455 222,080 220,379 22,535 24,237 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 707) 2,854 -1,077 -7 -2,681 1,878 166 795 541 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 35.8 13.6 42.7 40.7 90.8 90.1 9.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 76 57 62 87 79 189 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,707,593 COMMITMENTS 331,663 404,722 440,569 744,074 618,420 1516306 1463712 191,287 243,881 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,435) -11,676 10,194 -4,820 15,563 -16,216 -933 -10,842 2,368 12,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 23.7 25.8 43.6 36.2 88.8 85.7 11.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 791) 185 187 236 318 333 631 652 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,150 COMMITMENTS 2,491 4,618 1,117 5,001 4,210 8,609 9,945 3,541 2,205 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 44) -47 -163 17 53 134 23 -12 21 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 38.0 9.2 41.2 34.7 70.9 81.9 29.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 16 7 15 10 29 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 867,089 COMMITMENTS 154,014 81,231 262,314 395,478 411,014 811,805 754,558 55,284 112,531 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -9,621) -15,449 13,041 -3,281 10,786 -26,251 -7,944 -16,491 -1,677 6,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 9.4 30.3 45.6 47.4 93.6 87.0 6.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 182 200 246 189 225 518 543 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,828 COMMITMENTS 9,437 2,244 131 47 8,354 9,615 10,729 17,213 16,099 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -2,519) 70 -735 -18 34 -1,021 86 -1,774 -2,605 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 8.4 0.5 0.2 31.1 35.8 40.0 64.2 60.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 8 3 3 19 7 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 453,404 COMMITMENTS 154,838 27,695 107,244 148,678 291,354 410,760 426,294 42,644 27,110 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 16,802) 12,848 509 4,046 -1,376 12,638 15,518 17,193 1,283 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 6.1 23.7 32.8 64.3 90.6 94.0 9.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 125 59 115 83 81 270 217 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,949 COMMITMENTS 101,272 108,851 63,429 320,866 335,718 485,567 507,998 174,382 151,951 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -33,191) -4,616 8,376 -17,557 -12,455 -25,703 -34,628 -34,883 1,437 1,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 16.5 9.6 48.6 50.9 73.6 77.0 26.4 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 34 35 41 68 69 125 122 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 607,726 COMMITMENTS 42,667 158,918 15,326 427,653 346,395 485,645 520,639 122,081 87,088 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 8,506) -979 3,020 3,162 9,524 1,906 11,706 8,088 -3,201 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 26.1 2.5 70.4 57.0 79.9 85.7 20.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 12 17 12 58 51 80 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,362 COMMITMENTS 1,764 546 915 1,404 2,713 4,083 4,174 279 188 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 163) 52 99 56 59 61 167 216 -4 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 12.5 21.0 32.2 62.2 93.6 95.7 6.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 5 6 8 11 25 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 420,246 COMMITMENTS 77,904 50,978 91,244 205,202 242,554 374,350 384,777 45,896 35,469 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,401) -5,672 14,190 3,133 6,370 -20,646 3,830 -3,323 -2,429 4,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 12.1 21.7 48.8 57.7 89.1 91.6 10.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 65 83 93 113 100 245 222 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,523 COMMITMENTS 2,279 5,679 881 6,254 2,847 9,414 9,407 2,109 2,116 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -773) -148 359 -262 -302 -947 -712 -850 -61 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 49.3 7.6 54.3 24.7 81.7 81.6 18.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 22 27 11 24 15 51 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,035,452 COMMITMENTS 233,964 176,925 54,851 627,915 655,884 916,731 887,660 118,722 147,792 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 36,294) 11,827 -12,042 -13,941 37,220 56,007 35,106 30,024 1,188 6,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 17.1 5.3 60.6 63.3 88.5 85.7 11.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 54 47 37 85 108 156 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,242,077 COMMITMENTS 709,784 550,339 294,331 1857465 1951202 2861581 2795872 380,497 446,206 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 4,458) 39,304 -1,946 10,173 -61,528 2,782 -12,051 11,010 16,509 -6,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 17.0 9.1 57.3 60.2 88.3 86.2 11.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 90 78 101 146 173 287 301 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 225,981 COMMITMENTS 35,184 20,660 400 130,852 121,477 166,437 142,537 59,544 83,444 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 14,007) -17,870 1,866 -1,064 30,299 19,146 11,364 19,948 2,643 -5,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 9.1 0.2 57.9 53.8 73.7 63.1 26.3 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 3 21 20 26 25 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,932,925 COMMITMENTS 432,524 568,298 120,583 2123709 1907783 2676815 2596664 256,110 336,261 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -15,740) 17,025 -7,738 -32,809 -19,436 24,880 -35,220 -15,667 19,481 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 19.4 4.1 72.4 65.0 91.3 88.5 8.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 54 65 53 121 150 207 236 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,141,787 COMMITMENTS 106,942 133,590 248,474 763,176 693,559 1118591 1075623 23,195 66,164 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,583) 17,310 -21,337 4,847 -22,507 12,088 -350 -4,401 1,933 5,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 11.7 21.8 66.8 60.7 98.0 94.2 2.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 26 50 44 55 78 106 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,568 COMMITMENTS 38,772 8,190 605 14,197 44,671 53,575 53,466 7,993 8,101 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,610) 3,188 -126 62 -760 2,323 2,490 2,259 120 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 13.3 1.0 23.1 72.6 87.0 86.8 13.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 47 25 5 27 31 77 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,136 COMMITMENTS 77,545 16,380 1,210 28,394 89,343 107,149 106,933 15,986 16,203 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 5,220) 6,376 -252 124 -1,520 4,646 4,980 4,518 241 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.0 13.3 1.0 23.1 72.6 87.0 86.8 13.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 47 25 5 27 31 77 59 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,543 COMMITMENTS 18,151 19,944 716 2,528 863 21,395 21,523 148 20 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: -394) 3,505 2,277 -3,501 -383 863 -379 -361 -15 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.3 92.6 3.3 11.7 4.0 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 25 9 2 1 1 27 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,696 COMMITMENTS 15,577 9,426 255 10,676 16,882 26,508 26,563 188 133 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,514) 940 737 124 483 654 1,547 1,515 -33 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.3 35.3 1.0 40.0 63.2 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 13 1 6 20 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,398 COMMITMENTS 18,682 5,667 136 5,524 18,469 24,342 24,272 56 126 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 2,339) 1,388 322 0 956 1,974 2,344 2,296 -5 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.6 23.2 0.6 22.6 75.7 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 13 6 1 5 9 18 16
Updated September 30, 2016