WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,020 COMMITMENTS 127,538 230,285 154,111 203,106 107,524 484,755 491,920 52,265 45,100 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 16,473) -2,266 -962 14,734 1,534 3,832 14,001 17,604 2,472 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 42.9 28.7 37.8 20.0 90.3 91.6 9.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476) 146 182 146 126 99 360 348 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,423 COMMITMENTS 96,131 94,818 45,024 98,422 98,605 239,577 238,448 22,846 23,975 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 11,477) -677 11,190 4,292 7,567 -3,296 11,182 12,186 295 -709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 36.1 17.2 37.5 37.6 91.3 90.9 8.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 82 70 65 90 79 202 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,482,575 COMMITMENTS 344,422 288,195 318,780 640,175 662,632 1303377 1269606 179,198 212,968 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 2,634) -14,428 -8,787 26,725 -16,060 -8,876 -3,763 9,062 6,397 -6,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 19.4 21.5 43.2 44.7 87.9 85.6 12.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751) 181 144 204 319 347 602 611 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,730 COMMITMENTS 1,691 2,109 925 3,802 4,574 6,418 7,608 2,312 1,122 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -338) 0 539 -254 -127 -530 -381 -246 43 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 24.2 10.6 43.6 52.4 73.5 87.2 26.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 9 9 16 11 32 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 866,834 COMMITMENTS 245,111 67,919 193,561 367,339 477,042 806,011 738,521 60,823 128,313 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 25,430) -10,990 -2,320 19,005 16,251 4,495 24,266 21,180 1,164 4,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 7.8 22.3 42.4 55.0 93.0 85.2 7.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653) 214 144 225 187 243 520 520 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,339 COMMITMENTS 7,779 1,172 664 2,138 3,172 10,581 5,008 9,758 15,331 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,383) -1,773 81 -84 -112 346 -1,969 343 3,352 1,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 5.8 3.3 10.5 15.6 52.0 24.6 48.0 75.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 5 4 7 12 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,320 COMMITMENTS 164,248 21,531 101,847 150,913 317,247 417,009 440,625 50,311 26,696 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 14,646) 8,762 4,361 3,087 -43 4,864 11,805 12,313 2,841 2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 4.6 21.8 32.3 67.9 89.2 94.3 10.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 127 60 116 80 84 274 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,707 COMMITMENTS 73,693 109,352 82,381 404,426 340,647 560,501 532,380 151,206 179,327 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 28,065) -9,369 8,398 11,145 31,152 14,414 32,928 33,957 -4,862 -5,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 15.4 11.6 56.8 47.9 78.8 74.8 21.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 35 34 40 71 74 123 131 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 661,422 COMMITMENTS 57,418 124,595 2,871 490,456 427,030 550,745 554,496 110,677 106,926 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 6,921) 7,252 -3,136 -3,604 17,089 13,325 20,737 6,585 -13,816 336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 18.8 0.4 74.2 64.6 83.3 83.8 16.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 13 13 9 61 57 79 74 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,557 COMMITMENTS 2,842 665 904 1,358 3,771 5,104 5,340 453 217 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 95) 2 76 7 11 -12 20 71 75 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 12.0 16.3 24.4 67.9 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 4 3 4 13 20 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 393,308 COMMITMENTS 87,435 47,429 65,347 188,257 249,413 341,039 362,189 52,269 31,119 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -5,196) -1,869 -7,432 -2,007 -3,355 3,813 -7,231 -5,626 2,036 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 12.1 16.6 47.9 63.4 86.7 92.1 13.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 84 47 84 93 91 217 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,957 COMMITMENTS 1,821 5,638 1,066 7,320 4,069 10,207 10,773 2,750 2,183 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 362) 91 -355 456 -58 263 489 363 -127 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 43.5 8.2 56.5 31.4 78.8 83.1 21.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 18 25 11 25 15 49 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,192,203 COMMITMENTS 193,033 206,548 121,364 774,916 714,360 1089313 1042271 102,890 149,932 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 8,526) 10,852 11,250 -13,764 12,153 18,952 9,241 16,439 -715 -7,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 17.3 10.2 65.0 59.9 91.4 87.4 8.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 49 44 38 99 110 166 174 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,639,440 COMMITMENTS 469,269 718,584 457,695 2380713 1921874 3307677 3098153 331,763 541,288 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 105,011) -47,518 89,414 89,324 71,311 -75,644 113,117 103,094 -8,106 1,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 19.7 12.6 65.4 52.8 90.9 85.1 9.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 68 107 116 170 182 309 334 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,049 COMMITMENTS 54,130 60,784 3,152 179,352 147,024 236,633 210,960 75,416 101,089 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,550) 1,590 -369 -6,804 8,340 4,479 3,126 -2,694 -6,676 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 19.5 1.0 57.5 47.1 75.8 67.6 24.2 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 6 5 3 32 29 39 36 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,044,136 COMMITMENTS 304,654 604,552 200,079 2292973 1859096 2797705 2663727 246,431 380,410 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -168,104) -21,628 -35,808 -53,314 -67,571 -60,477 -142,512 -149,598 -25,592 -18,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 19.9 6.6 75.3 61.1 91.9 87.5 8.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 43 70 65 119 141 201 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 887,629 COMMITMENTS 84,297 143,538 115,728 657,420 581,056 857,446 840,322 30,183 47,307 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -128,667) 8,290 11,946 -43,086 -99,994 -99,241 -134,790 -130,381 6,122 1,714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 16.2 13.0 74.1 65.5 96.6 94.7 3.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 27 19 31 53 64 92 103 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 72,444 COMMITMENTS 43,522 8,579 1,284 18,128 50,547 62,935 60,410 9,509 12,034 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,611) -1,171 -456 -700 -68 -113 -1,939 -1,269 327 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.1 11.8 1.8 25.0 69.8 86.9 83.4 13.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 43 29 9 34 40 83 72 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 144,887 COMMITMENTS 87,045 17,158 2,568 36,256 101,094 125,869 120,820 19,018 24,067 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -3,222) -2,341 -913 -1,400 -136 -225 -3,877 -2,538 655 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.1 11.8 1.8 25.0 69.8 86.9 83.4 13.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 43 29 9 34 40 83 72 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,797 COMMITMENTS 16,914 22,377 369 5,377 4 22,660 22,750 137 47 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,103) -931 1,071 0 1,982 0 1,051 1,071 52 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.2 98.2 1.6 23.6 0.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 21 12 1 3 1 25 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,248 COMMITMENTS 16,124 4,844 292 15,770 26,847 32,186 31,983 62 265 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 757) 352 -339 22 358 1,074 732 757 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 15.0 0.9 48.9 83.3 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 13 1 4 23 11 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,738 COMMITMENTS 47,197 1,990 136 5,389 50,502 52,722 52,628 16 110 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 9,148) 8,743 198 0 432 8,924 9,175 9,122 -27 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.5 3.8 0.3 10.2 95.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 7 1 4 15 13 23
Updated December 9, 2016