WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,762 COMMITMENTS 81,472 162,452 117,534 189,783 103,858 388,789 383,843 36,973 41,919 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -16,838) -4,667 -3,036 -5,085 -5,773 -7,743 -15,525 -15,864 -1,313 -974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 38.2 27.6 44.6 24.4 91.3 90.2 8.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 129 120 134 114 103 310 298 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 198,595 COMMITMENTS 52,503 86,813 25,945 99,152 60,443 177,601 173,201 20,994 25,394 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,506) -1,948 -3,900 783 -1,282 516 -2,447 -2,600 -59 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 43.7 13.1 49.9 30.4 89.4 87.2 10.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 50 68 56 78 61 166 163 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,555,113 COMMITMENTS 317,782 305,313 356,571 709,878 688,845 1384232 1350729 170,881 204,384 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9,243) -5,192 -24,340 3,160 -6,661 13,999 -8,693 -7,180 -550 -2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 19.6 22.9 45.6 44.3 89.0 86.9 11.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713) 153 165 182 301 321 551 585 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,225 COMMITMENTS 2,347 1,392 1,323 3,415 5,218 7,084 7,933 2,141 1,292 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -541) 6 -857 -2 -648 342 -644 -517 103 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 15.1 14.3 37.0 56.6 76.8 86.0 23.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 11 6 13 11 28 26 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 875,282 COMMITMENTS 134,519 142,585 248,049 424,157 405,236 806,725 795,871 68,557 79,411 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 17,620) 4,255 -14,793 8,056 3,975 20,308 16,287 13,571 1,333 4,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 16.3 28.3 48.5 46.3 92.2 90.9 7.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583) 164 173 248 179 191 482 506 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 474,295 COMMITMENTS 123,074 35,474 122,499 187,031 286,284 432,604 444,257 41,691 30,038 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,689) 4,214 -25,949 1,441 -12,945 22,188 -7,290 -2,320 1,602 -3,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 7.5 25.8 39.4 60.4 91.2 93.7 8.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 109 65 108 84 82 252 213 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,919 COMMITMENTS 63,330 77,233 54,803 363,612 341,064 481,745 473,100 142,174 150,819 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 12,818) 9,137 2,671 4,988 14,287 7,255 28,412 14,914 -15,594 -2,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 12.4 8.8 58.3 54.7 77.2 75.8 22.8 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 28 30 33 66 70 108 119 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,072 COMMITMENTS 58,505 140,689 17,583 448,447 388,497 524,535 546,769 111,536 89,303 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -17,136) -3,262 4,630 -279 -11,554 -20,399 -15,095 -16,048 -2,041 -1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 22.1 2.8 70.5 61.1 82.5 86.0 17.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 15 11 59 51 77 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,553 COMMITMENTS 1,707 869 152 2,500 3,379 4,359 4,400 194 153 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9) 9 -1 35 -59 -48 -15 -14 6 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 19.1 3.3 54.9 74.2 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 3 4 10 14 25 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 477,281 COMMITMENTS 82,938 102,898 102,076 238,745 229,141 423,759 434,115 53,522 43,167 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 9,725) -4,445 -694 8,456 8,371 -908 12,382 6,854 -2,658 2,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 21.6 21.4 50.0 48.0 88.8 91.0 11.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 71 99 109 106 86 250 238 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,828 COMMITMENTS 1,189 3,332 3,632 8,734 7,058 13,554 14,022 2,274 1,806 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,982) 237 704 526 1,251 463 2,015 1,693 -33 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 21.1 22.9 55.2 44.6 85.6 88.6 14.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 27 27 23 13 59 57 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 992,768 COMMITMENTS 145,774 259,404 37,005 705,791 549,264 888,569 845,672 104,198 147,096 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9,780) -28,404 15,906 3,803 31,030 -24,154 6,428 -4,445 -16,208 -5,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 26.1 3.7 71.1 55.3 89.5 85.2 10.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 48 57 33 95 115 153 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,083,916 COMMITMENTS 414,854 447,332 274,310 2095014 1895884 2784177 2617526 299,738 466,390 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -88,347) -25,943 5,503 2,109 -46,037 -90,532 -69,871 -82,920 -18,477 -5,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 14.5 8.9 67.9 61.5 90.3 84.9 9.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 66 92 90 158 166 282 290 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,585,807 COMMITMENTS 214,068 514,145 132,184 1988655 1569165 2334907 2215493 250,900 370,314 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -86,034) -35,268 -1,773 10,651 -26,616 -100,960 -51,232 -92,082 -34,802 6,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 19.9 5.1 76.9 60.7 90.3 85.7 9.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 33 85 55 116 146 188 247 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 712,038 COMMITMENTS 43,481 69,191 151,460 492,725 443,674 687,667 664,325 24,371 47,713 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 19,098) -15,996 4,431 14,542 17,911 -2,140 16,457 16,833 2,641 2,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 9.7 21.3 69.2 62.3 96.6 93.3 3.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 13 24 28 44 56 73 96 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 53,264 COMMITMENTS 18,949 10,601 1,572 26,127 34,023 46,648 46,197 6,616 7,067 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,995) -2,283 -1,588 527 335 94 -1,422 -968 -573 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 19.9 3.0 49.1 63.9 87.6 86.7 12.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 38 16 8 39 30 79 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 106,528 COMMITMENTS 37,897 21,203 3,145 52,255 68,046 93,296 92,393 13,231 14,134 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,990) -4,566 -3,176 1,053 670 187 -2,843 -1,936 -1,146 -2,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 19.9 3.0 49.1 63.9 87.6 86.7 12.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 38 16 8 39 30 79 53 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,936 COMMITMENTS 17,646 18,142 2,068 1,029 680 20,743 20,890 193 46 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6) -369 -569 545 0 0 176 -24 -182 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.3 86.7 9.9 4.9 3.2 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 16 13 6 1 1 19 18 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,985 COMMITMENTS 24,765 14,634 11,505 5,618 15,762 41,888 41,901 97 84 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 7,400) -2,195 -1,503 11,177 -1,563 -2,266 7,419 7,408 -19 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 34.9 27.4 13.4 37.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 15 3 5 15 16 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,245 COMMITMENTS 19,319 12,680 13,707 12,102 18,758 45,128 45,145 117 100 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 11,955) -1,907 211 13,707 190 -1,965 11,990 11,953 -35 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 28.0 30.3 26.7 41.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 13 2 4 12 11 27
Updated December 11, 2015