WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 580,214 COMMITMENTS 130,442 238,012 175,001 216,446 123,484 521,889 536,497 58,325 43,717 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 7,158) 805 -17,196 16,153 -8,933 9,337 8,025 8,294 -867 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 41.0 30.2 37.3 21.3 89.9 92.5 10.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491) 171 156 154 138 122 391 358 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 258,236 COMMITMENTS 93,980 97,115 40,245 102,533 97,297 236,758 234,657 21,478 23,579 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 6,800) 1,648 4,863 2,187 2,545 482 6,379 7,532 421 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 37.6 15.6 39.7 37.7 91.7 90.9 8.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 74 70 67 91 79 196 192 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,705,598 COMMITMENTS 336,798 355,982 458,823 712,929 655,988 1508551 1470794 197,048 234,805 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,871) -8,205 -36,910 20,641 -10,348 13,482 2,087 -2,788 -3,958 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 20.9 26.9 41.8 38.5 88.4 86.2 11.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813) 195 180 239 338 357 666 662 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,874 COMMITMENTS 2,419 3,125 896 4,193 4,699 7,508 8,720 3,366 2,155 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -899) 75 -1,323 -182 -430 501 -537 -1,004 -362 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 28.7 8.2 38.6 43.2 69.0 80.2 31.0 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 14 7 17 12 33 30 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 879,235 COMMITMENTS 159,536 66,536 259,852 399,776 438,883 819,164 765,271 60,071 113,964 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,602) -1,294 -12,078 -5,673 5,805 12,726 -1,163 -5,025 3,765 7,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 7.6 29.6 45.5 49.9 93.2 87.0 6.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649) 200 176 257 193 218 542 530 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,532 COMMITMENTS 9,351 1,363 890 509 4,715 10,750 6,968 9,782 13,564 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,228) -227 -54 745 342 -166 860 525 -2,088 -1,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 6.6 4.3 2.5 23.0 52.4 33.9 47.6 66.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 4 3 14 8 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 472,433 COMMITMENTS 148,864 34,632 123,889 157,784 287,225 430,537 445,746 41,897 26,688 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 18,762) -2,237 6,821 11,105 10,913 916 19,781 18,843 -1,019 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 7.3 26.2 33.4 60.8 91.1 94.4 8.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 113 59 124 82 76 271 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 700,529 COMMITMENTS 107,437 103,277 84,915 335,984 357,990 528,335 546,182 172,194 154,347 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 22,212) -1,677 13,312 13,950 5,570 -10,030 17,843 17,232 4,369 4,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 14.7 12.1 48.0 51.1 75.4 78.0 24.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 45 31 46 74 74 137 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,927 COMMITMENTS 46,344 157,457 9,844 435,610 355,164 491,799 522,466 119,129 88,461 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 768) 2,400 -2,666 -2,589 -771 -471 -960 -5,726 1,728 6,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 25.8 1.6 71.3 58.1 80.5 85.5 19.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 15 16 12 53 52 76 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,852 COMMITMENTS 2,151 257 1,056 1,260 3,307 4,467 4,620 385 232 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 76) 127 -129 8 -145 129 -10 8 86 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 5.3 21.8 26.0 68.2 92.1 95.2 7.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 3 6 6 10 22 17 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 423,786 COMMITMENTS 72,629 53,435 101,429 200,431 233,479 374,488 388,343 49,298 35,443 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 8,099) -6,429 4,387 10,843 4,458 -6,715 8,872 8,515 -773 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 12.6 23.9 47.3 55.1 88.4 91.6 11.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 69 88 100 102 97 239 228 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,007 COMMITMENTS 2,219 5,369 1,432 6,299 3,296 9,951 10,098 2,056 1,909 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 138) -74 -221 221 109 335 257 336 -119 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 44.7 11.9 52.5 27.5 82.9 84.1 17.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 22 26 13 24 15 52 52 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,299,595 COMMITMENTS 210,036 234,344 98,470 872,996 814,079 1181501 1146893 118,094 152,702 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 168,636) -17,539 29,653 46,483 144,379 87,855 173,323 163,990 -4,687 4,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 18.0 7.6 67.2 62.6 90.9 88.3 9.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 60 44 41 99 109 175 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,311,923 COMMITMENTS 619,611 602,294 311,317 2013490 1912547 2944418 2826158 367,505 485,765 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 33,278) -67,447 60,194 23,209 69,131 -77,126 24,892 6,277 8,385 27,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 18.2 9.4 60.8 57.7 88.9 85.3 11.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 86 87 107 161 183 307 317 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 225,027 COMMITMENTS 37,933 20,149 563 123,785 113,805 162,281 134,517 62,746 90,510 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,806) 4,243 -429 190 -8,442 -10,686 -4,009 -10,924 2,203 9,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 9.0 0.3 55.0 50.6 72.1 59.8 27.9 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 3 2 23 21 28 25 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,927,423 COMMITMENTS 348,955 612,861 134,986 2192914 1814786 2676854 2562633 250,569 364,790 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 16,934) -45,035 17,071 32,275 40,399 -53,832 27,639 -4,486 -10,705 21,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 20.9 4.6 74.9 62.0 91.4 87.5 8.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 43 78 63 115 147 200 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,123,691 COMMITMENTS 132,168 158,905 246,556 725,121 667,586 1103844 1073047 19,846 50,644 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 56,060) 47,069 26,074 -879 9,625 37,404 55,815 62,598 245 -6,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 14.1 21.9 64.5 59.4 98.2 95.5 1.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 29 41 42 55 76 103 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,740 COMMITMENTS 37,831 11,335 907 13,929 41,554 52,667 53,796 9,072 7,944 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -201) -1,118 1,849 77 -351 -1,917 -1,392 10 1,191 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.3 18.4 1.5 22.6 67.3 85.3 87.1 14.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 42 30 8 27 29 76 60 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,479 COMMITMENTS 75,662 22,670 1,815 27,858 83,107 105,335 107,592 18,144 15,887 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -402) -2,235 3,699 153 -702 -3,833 -2,784 19 2,382 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.3 18.4 1.5 22.6 67.3 85.3 87.1 14.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 42 30 8 27 29 76 60 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,852 COMMITMENTS 18,444 21,064 778 2,481 0 21,703 21,842 149 10 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,528) 2,257 2,517 11 283 0 2,551 2,528 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.4 96.4 3.6 11.4 0.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 24 11 2 1 0 26 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,584 COMMITMENTS 14,975 9,342 154 11,317 16,944 26,446 26,440 138 144 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -26) -94 -287 -154 293 428 45 -13 -71 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.3 35.1 0.6 42.6 63.7 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 13 1 7 19 16 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,288 COMMITMENTS 22,685 6,188 136 5,405 21,839 28,226 28,163 62 125 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: 2,575) 2,905 538 -5 -310 2,007 2,590 2,540 -15 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.2 21.9 0.5 19.1 77.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 1 5 11 16 21
Updated October 14, 2016