WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 573,057 COMMITMENTS 129,637 255,208 158,848 225,379 114,147 513,864 528,204 59,193 44,853 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 17,897) -2,279 18,358 7,401 9,964 -7,045 15,086 18,715 2,811 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 44.5 27.7 39.3 19.9 89.7 92.2 10.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493) 176 155 141 140 117 381 355 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 251,436 COMMITMENTS 92,332 92,252 38,057 99,989 96,816 230,378 227,125 21,058 24,311 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 6,820) 7,981 4,586 4,799 -4,482 -2,639 8,298 6,746 -1,478 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 36.7 15.1 39.8 38.5 91.6 90.3 8.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 75 69 65 87 79 191 192 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,707,470 COMMITMENTS 345,004 392,893 438,182 723,277 642,507 1506464 1473582 201,006 233,888 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -123) 13,341 -11,830 -2,387 -20,796 24,087 -9,842 9,870 9,719 -9,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 23.0 25.7 42.4 37.6 88.2 86.3 11.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806) 208 168 238 327 350 657 657 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,773 COMMITMENTS 2,344 4,447 1,078 4,623 4,198 8,045 9,724 3,728 2,050 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -376) -147 -170 -38 -378 -12 -564 -221 187 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 37.8 9.2 39.3 35.7 68.3 82.6 31.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 15 7 16 11 32 32 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 876,633 COMMITMENTS 160,831 78,614 265,525 393,971 426,157 820,327 770,296 56,306 106,337 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 9,544) 6,817 -2,617 3,212 -1,507 15,143 8,522 15,738 1,023 -6,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 9.0 30.3 44.9 48.6 93.6 87.9 6.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 204 187 256 192 219 547 531 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,760 COMMITMENTS 9,578 1,417 145 167 4,881 9,890 6,443 11,870 15,317 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -5,068) 141 -827 14 120 -3,473 275 -4,286 -5,343 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 6.5 0.7 0.8 22.4 45.5 29.6 54.5 70.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 3 2 14 6 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 453,671 COMMITMENTS 151,102 27,811 112,783 146,871 286,309 410,756 426,903 42,916 26,768 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 267) -3,736 115 5,539 -1,807 -5,045 -4 610 272 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 6.1 24.9 32.4 63.1 90.5 94.1 9.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 108 64 116 75 76 258 214 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 678,317 COMMITMENTS 109,114 89,965 70,965 330,413 368,019 510,493 528,950 167,824 149,367 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 18,368) 7,843 -18,885 7,536 9,547 32,301 24,926 20,952 -6,558 -2,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 13.3 10.5 48.7 54.3 75.3 78.0 24.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 43 26 43 71 70 128 125 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,159 COMMITMENTS 43,944 160,123 12,433 436,381 355,635 492,759 528,192 117,400 81,967 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 2,433) 1,277 1,205 -2,893 8,729 9,240 7,113 7,553 -4,681 -5,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 26.2 2.0 71.5 58.3 80.8 86.6 19.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 15 15 12 57 55 79 75 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,776 COMMITMENTS 2,024 386 1,048 1,405 3,178 4,477 4,612 299 164 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 414) 260 -160 133 1 465 394 438 20 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 8.1 21.9 29.4 66.5 93.7 96.6 6.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 4 7 8 11 25 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 415,688 COMMITMENTS 79,058 49,048 90,586 195,972 240,194 365,616 379,829 50,071 35,859 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -4,559) 1,154 -1,930 -658 -9,230 -2,360 -8,734 -4,949 4,175 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 11.8 21.8 47.1 57.8 88.0 91.4 12.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 72 74 89 102 96 228 213 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,869 COMMITMENTS 2,293 5,590 1,211 6,190 2,961 9,694 9,762 2,175 2,107 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 345) 14 -89 330 -64 114 280 354 66 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 47.1 10.2 52.2 24.9 81.7 82.2 18.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 27 11 26 15 54 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,130,959 COMMITMENTS 227,574 204,691 51,987 728,616 726,225 1008178 982,903 122,781 148,056 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 95,506) -6,390 27,766 -2,864 100,701 70,341 91,447 95,242 4,059 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 18.1 4.6 64.4 64.2 89.1 86.9 10.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 56 48 40 96 107 171 176 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,278,645 COMMITMENTS 687,058 542,100 288,108 1944359 1989673 2919526 2819881 359,119 458,764 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 36,568) -22,726 -8,239 -6,223 86,894 38,471 57,945 24,009 -21,377 12,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 16.5 8.8 59.3 60.7 89.0 86.0 11.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 88 80 102 158 184 297 315 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 226,834 COMMITMENTS 33,690 20,578 373 132,227 124,491 166,290 145,442 60,543 81,392 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 853) -1,494 -82 -27 1,375 3,014 -147 2,905 999 -2,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 9.1 0.2 58.3 54.9 73.3 64.1 26.7 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 2 24 21 29 25 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,910,489 COMMITMENTS 393,990 595,790 102,711 2152514 1868618 2649215 2567119 261,274 343,370 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -22,436) -38,534 27,492 -17,872 28,805 -39,165 -27,600 -29,545 5,164 7,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 20.5 3.5 74.0 64.2 91.0 88.2 9.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 54 69 55 114 149 199 242 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,067,631 COMMITMENTS 85,099 132,831 247,435 715,496 630,182 1048030 1010449 19,601 57,182 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -74,156) -21,843 -758 -1,039 -47,680 -63,377 -70,562 -65,174 -3,594 -8,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 12.4 23.2 67.0 59.0 98.2 94.6 1.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 26 48 47 55 77 105 151 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,940 COMMITMENTS 38,949 9,485 831 14,280 43,470 54,059 53,787 7,881 8,154 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 373) 176 1,296 226 83 -1,201 485 320 -112 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.9 15.3 1.3 23.1 70.2 87.3 86.8 12.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 46 26 6 26 30 77 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,881 COMMITMENTS 77,897 18,971 1,662 28,560 86,941 108,119 107,573 15,762 16,308 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 745) 353 2,591 451 165 -2,402 969 640 -224 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.9 15.3 1.3 23.1 70.2 87.3 86.8 12.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 46 26 6 26 30 77 57 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,324 COMMITMENTS 16,187 18,547 767 2,198 0 19,152 19,314 172 10 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -2,219) -1,964 -1,397 51 -330 -863 -2,243 -2,209 24 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.8 96.0 4.0 11.4 0.0 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 22 10 2 1 0 24 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,610 COMMITMENTS 15,069 9,629 308 11,024 16,516 26,401 26,453 209 157 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: -86) -508 203 53 348 -366 -107 -110 21 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 36.2 1.2 41.4 62.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 9 12 1 7 19 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,713 COMMITMENTS 19,780 5,650 141 5,715 19,832 25,636 25,623 77 90 CHANGES FROM 09/27/16 (CHANGE IN OPEN INTEREST: 1,315) 1,098 -17 5 191 1,363 1,294 1,351 21 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.9 22.0 0.5 22.2 77.1 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 7 2 5 9 21 17
Updated October 7, 2016