WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 627,850 COMMITMENTS 133,385 227,980 196,863 240,065 156,252 570,313 581,094 57,536 46,755 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -7,459) 8,733 -10,184 1,423 -15,692 1,938 -5,535 -6,822 -1,924 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 36.3 31.4 38.2 24.9 90.8 92.6 9.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498) 177 159 174 134 111 399 369 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,708 COMMITMENTS 95,501 90,541 49,771 106,686 112,404 251,957 252,716 24,751 23,992 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,329) 627 -6,427 4,332 -577 7,583 4,381 5,488 948 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 32.7 18.0 38.6 40.6 91.1 91.3 8.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 72 69 63 87 85 193 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,757,622 COMMITMENTS 354,711 291,624 459,908 749,909 766,155 1564529 1517688 193,093 239,934 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -53,985) 688 -26,230 -9,058 -42,676 -9,165 -51,046 -44,452 -2,939 -9,533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 16.6 26.2 42.7 43.6 89.0 86.3 11.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807) 190 170 233 364 367 682 664 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,636 COMMITMENTS 1,512 1,302 1,387 5,051 6,524 7,950 9,213 2,687 1,423 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 305) -241 72 -45 527 180 240 206 65 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 12.2 13.0 47.5 61.3 74.7 86.6 25.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 7 8 14 10 28 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,175 COMMITMENTS 223,039 63,897 183,742 332,506 434,671 739,287 682,309 57,888 114,865 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 61,890) 25,574 3,056 20,142 11,431 28,559 57,148 51,757 4,743 10,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 8.0 23.0 41.7 54.5 92.7 85.6 7.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642) 203 170 216 182 227 512 503 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 472,333 COMMITMENTS 150,507 25,937 121,162 157,222 303,295 428,891 450,394 43,442 21,939 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -3,502) -3,059 -1,881 8,292 -10,541 -7,515 -5,309 -1,104 1,807 -2,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 5.5 25.7 33.3 64.2 90.8 95.4 9.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 111 70 142 90 90 297 250 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 848,191 COMMITMENTS 83,132 91,191 162,041 431,303 386,007 676,476 639,239 171,715 208,952 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 33,881) -9,702 -20,242 23,511 22,092 19,468 35,902 22,738 -2,021 11,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 10.8 19.1 50.8 45.5 79.8 75.4 20.2 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 38 39 49 77 74 141 136 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 687,220 COMMITMENTS 45,048 135,257 19,413 483,054 424,235 547,515 578,904 139,705 108,316 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 33,225) 2,519 -17,411 11 20,210 39,440 22,741 22,040 10,484 11,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 19.7 2.8 70.3 61.7 79.7 84.2 20.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 13 14 13 56 54 78 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,707 COMMITMENTS 2,910 642 988 1,435 3,890 5,333 5,520 374 187 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 415) 70 -110 68 274 453 412 411 3 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 11.2 17.3 25.1 68.2 93.4 96.7 6.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 4 4 6 12 26 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 433,800 COMMITMENTS 83,758 56,244 90,914 207,220 253,808 381,892 400,966 51,908 32,834 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 823) 6,270 -1,047 -3,034 -4,587 7,201 -1,351 3,120 2,174 -2,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 13.0 21.0 47.8 58.5 88.0 92.4 12.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 83 66 103 103 97 251 217 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,613 COMMITMENTS 1,781 6,044 784 7,398 3,735 9,963 10,564 2,650 2,049 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 263) -18 25 77 118 188 177 290 86 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 47.9 6.2 58.7 29.6 79.0 83.8 21.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 24 9 26 15 48 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,239,714 COMMITMENTS 172,570 205,584 148,950 799,740 720,845 1121260 1075380 118,454 164,334 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 23,347) -70,752 -23,426 63,643 20,603 -19,714 13,494 20,504 9,853 2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 16.6 12.0 64.5 58.1 90.4 86.7 9.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 56 40 40 108 114 180 179 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,245,060 COMMITMENTS 508,777 540,726 942,327 2405153 2187465 3856257 3670517 388,803 574,542 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 153,419) -37,539 -21,428 139,847 51,549 21,988 153,857 140,408 -438 13,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 12.7 22.2 56.7 51.5 90.8 86.5 9.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 87 80 116 174 187 316 328 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 305,342 COMMITMENTS 49,835 61,783 1,890 174,107 140,501 225,832 204,175 79,510 101,167 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 24,961) -10,323 3,885 224 31,116 16,049 21,017 20,158 3,944 4,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 20.2 0.6 57.0 46.0 74.0 66.9 26.0 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 6 1 28 23 33 29 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,528,728 COMMITMENTS 349,033 627,373 374,615 2505455 2102391 3229103 3104378 299,625 424,350 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 276,939) -20,354 3,335 113,798 158,127 129,842 251,571 246,975 25,368 29,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 17.8 10.6 71.0 59.6 91.5 88.0 8.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 49 73 68 128 156 218 256 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 958,770 COMMITMENTS 56,802 121,143 148,484 724,797 636,328 930,083 905,955 28,687 52,816 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 54,793) -943 8,081 10,421 44,009 31,733 53,487 50,235 1,306 4,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 12.6 15.5 75.6 66.4 97.0 94.5 3.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 25 34 37 57 71 102 123 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 68,402 COMMITMENTS 40,207 8,562 2,099 16,625 45,049 58,931 55,711 9,471 12,691 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,294) 2,271 826 151 1,835 4,596 4,257 5,574 1,037 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 12.5 3.1 24.3 65.9 86.2 81.4 13.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 42 28 7 30 33 76 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 136,804 COMMITMENTS 80,414 17,125 4,198 33,250 90,099 117,862 111,422 18,942 25,382 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 10,588) 4,542 1,652 302 3,669 9,192 8,514 11,147 2,074 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 12.5 3.1 24.3 65.9 86.2 81.4 13.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 42 28 7 30 33 76 64 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 17,719 COMMITMENTS 14,978 17,328 369 2,237 4 17,584 17,701 135 18 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,039) 142 1,079 -20 886 0 1,008 1,059 31 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.5 97.8 2.1 12.6 0.0 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 22 13 1 2 1 25 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,685 COMMITMENTS 15,315 4,921 242 15,089 25,266 30,646 30,429 39 256 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,816) -1,511 -222 197 -513 -1,775 -1,827 -1,800 11 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 16.0 0.8 49.2 82.3 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 13 1 4 21 11 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,284 COMMITMENTS 35,195 1,410 136 3,950 37,663 39,281 39,209 3 75 CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -346) -325 -1,756 0 1 1,463 -324 -293 -22 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.6 3.6 0.3 10.1 95.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 6 1 3 14 16 21
Updated November 25, 2016