WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,472 COMMITMENTS 139,486 216,228 180,997 209,121 142,443 529,604 539,668 55,867 45,803 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,257) 9,043 -21,784 5,997 -7,324 18,959 7,716 3,171 -2,458 2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 36.9 30.9 35.7 24.3 90.5 92.2 9.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478) 167 148 157 139 126 385 360 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,975 COMMITMENTS 94,655 90,998 46,009 100,061 103,282 240,725 240,290 22,251 22,685 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,739) 675 -6,117 5,765 -2,473 5,985 3,967 5,633 772 -894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 34.6 17.5 38.0 39.3 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 72 66 74 97 85 205 202 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,730,859 COMMITMENTS 362,193 316,393 467,845 699,857 704,699 1529895 1488937 200,964 241,922 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 25,261) 25,395 -39,590 9,022 -13,073 48,711 21,344 18,143 3,917 7,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 18.3 27.0 40.4 40.7 88.4 86.0 11.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818) 208 170 249 338 364 678 672 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,257 COMMITMENTS 2,192 2,283 1,030 3,805 5,114 7,027 8,426 3,230 1,831 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -617) -227 -842 133 -388 415 -481 -294 -136 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 22.3 10.0 37.1 49.9 68.5 82.1 31.5 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 10 7 14 10 29 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 899,743 COMMITMENTS 176,422 65,725 254,675 406,254 468,677 837,351 789,077 62,392 110,666 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 20,507) 16,886 -811 -5,177 6,478 29,794 18,187 23,806 2,321 -3,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 7.3 28.3 45.2 52.1 93.1 87.7 6.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673) 194 186 258 196 231 544 555 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 19,218 COMMITMENTS 10,687 1,175 1,439 890 3,518 13,016 6,132 6,202 13,086 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,314) 1,336 -188 549 381 -1,197 2,266 -836 -3,580 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 6.1 7.5 4.6 18.3 67.7 31.9 32.3 68.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 4 3 11 9 19 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 492,761 COMMITMENTS 162,014 33,983 128,385 154,705 302,561 445,104 464,929 47,657 27,832 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 20,328) 13,150 -649 4,497 -3,079 15,336 14,567 19,183 5,760 1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 6.9 26.1 31.4 61.4 90.3 94.4 9.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 126 68 126 83 82 289 228 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 678,242 COMMITMENTS 102,648 95,134 82,811 331,362 339,734 516,821 517,679 161,420 160,563 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -22,287) -4,789 -8,143 -2,104 -4,621 -18,256 -11,514 -28,503 -10,773 6,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 14.0 12.2 48.9 50.1 76.2 76.3 23.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 43 34 48 74 72 139 132 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,188 COMMITMENTS 44,536 151,738 11,044 444,998 369,294 500,579 532,076 116,609 85,112 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 6,260) -1,808 -5,720 1,199 9,388 14,130 8,780 9,610 -2,520 -3,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 24.6 1.8 72.1 59.8 81.1 86.2 18.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 14 15 12 57 52 79 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,099 COMMITMENTS 2,581 448 1,014 1,206 3,363 4,801 4,825 298 274 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 247) 430 191 -42 -54 56 334 205 -87 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 8.8 19.9 23.7 66.0 94.2 94.6 5.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 15 4 5 7 10 25 16 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 432,765 COMMITMENTS 74,652 56,702 101,525 205,483 237,257 381,660 395,484 51,105 37,281 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 8,979) 2,023 3,267 96 5,052 3,778 7,171 7,140 1,807 1,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 13.1 23.5 47.5 54.8 88.2 91.4 11.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 83 76 100 101 92 243 219 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,693 COMMITMENTS 1,873 4,652 1,543 6,369 3,397 9,784 9,592 1,908 2,101 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -314) -346 -717 110 70 101 -166 -506 -148 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 39.8 13.2 54.5 29.1 83.7 82.0 16.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 24 12 23 15 49 47 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,327,427 COMMITMENTS 199,093 219,808 106,268 911,897 845,270 1217258 1171347 110,169 156,080 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 27,832) -10,943 -14,535 7,798 38,902 31,191 35,757 24,454 -7,925 3,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 16.6 8.0 68.7 63.7 91.7 88.2 8.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 58 43 40 101 119 175 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,316,190 COMMITMENTS 636,524 546,592 309,175 2022974 1958417 2968672 2814184 347,518 502,006 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 4,267) 16,913 -55,702 -2,142 9,484 45,870 24,254 -11,974 -19,987 16,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 16.5 9.3 61.0 59.1 89.5 84.9 10.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 90 85 103 164 188 310 320 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 233,773 COMMITMENTS 37,298 20,453 804 129,770 129,311 167,872 150,568 65,901 83,205 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 8,746) -635 304 241 5,985 15,506 5,591 16,051 3,154 -7,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 8.7 0.3 55.5 55.3 71.8 64.4 28.2 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 3 23 23 30 27 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,899,085 COMMITMENTS 367,694 559,002 134,404 2148205 1850071 2650303 2543476 248,782 355,609 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -28,338) 18,739 -53,860 -582 -44,709 35,285 -26,551 -19,157 -1,787 -9,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 19.3 4.6 74.1 63.8 91.4 87.7 8.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 56 63 65 118 155 209 248 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,135,860 COMMITMENTS 121,311 160,761 250,635 745,720 675,431 1117665 1086827 18,195 49,033 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 12,169) -10,857 1,856 4,079 20,599 7,845 13,821 13,780 -1,651 -1,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 14.2 22.1 65.7 59.5 98.4 95.7 1.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 33 45 47 60 80 115 151 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 59,810 COMMITMENTS 38,129 10,003 840 12,922 40,781 51,892 51,624 7,918 8,186 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,930) 298 -1,332 -67 -1,007 -773 -776 -2,172 -1,154 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 16.7 1.4 21.6 68.2 86.8 86.3 13.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 47 22 9 26 32 76 61 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 119,619 COMMITMENTS 76,258 20,005 1,681 25,844 81,562 103,783 103,248 15,836 16,372 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -3,860) 596 -2,664 -134 -2,014 -1,546 -1,551 -4,344 -2,309 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.8 16.7 1.4 21.6 68.2 86.8 86.3 13.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 47 22 9 26 32 76 61 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 18,522 COMMITMENTS 15,323 17,926 559 2,481 0 18,363 18,485 159 37 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -3,330) -3,121 -3,138 -219 0 0 -3,340 -3,357 10 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.7 96.8 3.0 13.4 0.0 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 24 10 2 1 0 26 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,043 COMMITMENTS 16,224 10,265 97 11,544 17,518 27,865 27,880 178 163 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,459) 1,249 923 -57 227 574 1,419 1,440 40 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 36.6 0.3 41.2 62.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 11 1 7 19 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,640 COMMITMENTS 23,443 6,161 136 4,032 21,276 27,611 27,573 29 67 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -648) 758 -27 0 -1,373 -563 -615 -590 -33 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.8 22.3 0.5 14.6 77.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 8 1 4 11 17 20
Updated October 21, 2016