WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,622 COMMITMENTS 92,536 163,961 151,783 216,053 142,398 460,372 458,141 41,251 43,481 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -5,325) 332 -3,263 43 -6,101 -2,741 -5,726 -5,961 401 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 32.7 30.3 43.1 28.4 91.8 91.3 8.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 120 143 137 104 104 309 307 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,396 COMMITMENTS 59,295 71,064 33,350 100,905 84,741 193,550 189,155 20,846 25,242 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,938) -1,012 4,030 2,484 -273 -5,462 1,199 1,052 739 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 33.1 15.6 47.1 39.5 90.3 88.2 9.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 65 65 62 85 76 184 176 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,811,506 COMMITMENTS 388,200 211,542 472,573 773,450 888,137 1634222 1572252 177,284 239,254 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -38,708) -5,455 851 -11,860 -11,336 -20,472 -28,651 -31,480 -10,057 -7,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 11.7 26.1 42.7 49.0 90.2 86.8 9.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785) 216 160 241 305 343 650 635 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,395 COMMITMENTS 2,502 2,787 1,216 3,929 4,241 7,648 8,245 2,747 2,150 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 74) -68 -281 76 133 194 141 -10 -68 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 26.8 11.7 37.8 40.8 73.6 79.3 26.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 13 8 14 11 29 27 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,099,929 COMMITMENTS 287,390 79,627 369,599 380,198 523,184 1037187 972,410 62,742 127,519 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 21,561) 14,666 2,955 18,230 -9,211 1,454 23,685 22,639 -2,124 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 7.2 33.6 34.6 47.6 94.3 88.4 5.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724) 238 191 259 179 248 556 584 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,926 COMMITMENTS 12,582 1,364 24 24 4,642 12,630 6,030 12,296 18,896 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,407) 1,915 121 -64 -358 628 1,493 685 -86 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 5.5 0.1 0.1 18.6 50.7 24.2 49.3 75.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 2 13 7 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,048 COMMITMENTS 140,653 50,053 121,137 158,067 263,577 419,857 434,767 41,191 26,282 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -22,422) -21,967 11,565 -1,352 7,519 -34,579 -15,799 -24,366 -6,623 1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 10.9 26.3 34.3 57.2 91.1 94.3 8.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 105 79 117 83 86 260 232 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 592,747 COMMITMENTS 114,979 64,898 47,850 276,018 337,900 438,848 450,649 153,899 142,098 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -8,390) 2,513 7,206 2,086 -5,582 -11,841 -984 -2,549 -7,407 -5,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 10.9 8.1 46.6 57.0 74.0 76.0 26.0 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 37 30 36 65 69 119 118 LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,281 COMMITMENTS 48,517 159,764 9,057 434,498 379,424 492,072 548,245 130,209 74,036 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -557) -957 1,433 1,338 -1,123 -6,549 -742 -3,778 184 3,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 25.7 1.5 69.8 61.0 79.1 88.1 20.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 11 17 10 52 50 70 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,984 COMMITMENTS 1,412 1,419 443 2,770 2,980 4,625 4,842 359 142 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 522) 410 261 34 91 275 535 570 -13 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 28.5 8.9 55.6 59.8 92.8 97.2 7.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 7 3 13 16 25 23 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 424,169 COMMITMENTS 93,346 38,913 94,472 183,080 259,435 370,898 392,821 53,271 31,349 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -2,269) 6,661 -6,171 -3,792 -4,190 8,930 -1,321 -1,034 -948 -1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 9.2 22.3 43.2 61.2 87.4 92.6 12.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 100 62 92 94 85 250 197 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,570 COMMITMENTS 1,646 2,108 672 5,980 6,044 8,298 8,824 2,272 1,746 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -907) 62 -875 -430 -477 523 -844 -782 -62 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 19.9 6.4 56.6 57.2 78.5 83.5 21.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 12 7 25 21 45 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,085,854 COMMITMENTS 136,629 237,592 48,973 778,427 650,435 964,030 937,000 121,825 148,855 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -2,558) -4,899 1,710 3,250 -438 -4,629 -2,088 331 -470 -2,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 21.9 4.5 71.7 59.9 88.8 86.3 11.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 46 61 45 88 114 162 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,101,979 COMMITMENTS 402,217 506,131 283,470 2075490 1886457 2761178 2676057 340,802 425,922 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 58,773) 11,184 17,221 31,379 30,173 24,290 72,735 72,890 -13,962 -14,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 16.3 9.1 66.9 60.8 89.0 86.3 11.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 86 78 104 166 171 302 304 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 113,680 COMMITMENTS 15,539 11,610 187 56,716 47,038 72,442 58,835 41,238 54,845 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 915) -2,891 1,100 -155 3,506 -3,753 460 -2,808 455 3,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 10.2 0.2 49.9 41.4 63.7 51.8 36.3 48.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 1 14 12 18 16 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,602,389 COMMITMENTS 279,895 458,097 119,692 1913414 1692431 2313001 2270220 289,388 332,169 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -64,148) -79,988 -18,344 -11,566 26,147 -26,025 -65,407 -55,935 1,259 -8,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 17.6 4.6 73.5 65.0 88.9 87.2 11.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 44 72 56 112 144 190 238 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 839,342 COMMITMENTS 17,638 152,284 148,553 646,635 483,928 812,826 784,765 26,516 54,577 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -142,665) -24,780 7,245 -4,217 -117,575 -96,888 -146,572 -93,861 3,907 -48,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 18.1 17.7 77.0 57.7 96.8 93.5 3.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 9 47 33 48 64 84 118 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,002 COMMITMENTS 26,730 17,048 1,109 28,535 36,934 56,373 55,092 7,628 8,910 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 1,641) 1,034 -2,394 242 995 4,302 2,271 2,150 -630 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 26.6 1.7 44.6 57.7 88.1 86.1 11.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 34 25 6 34 30 72 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 128,004 COMMITMENTS 53,459 34,096 2,218 57,070 73,869 112,747 110,183 15,257 17,821 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 3,283) 2,067 -4,788 484 1,991 8,604 4,542 4,301 -1,259 -1,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 26.6 1.7 44.6 57.7 88.1 86.1 11.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 34 25 6 34 30 72 57 DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,019 COMMITMENTS 19,227 20,501 851 1,804 645 21,882 21,997 137 22 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,731) 2,585 2,635 103 18 0 2,706 2,738 25 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.3 93.1 3.9 8.2 2.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 21 11 3 2 1 24 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,465 COMMITMENTS 17,692 10,015 311 6,254 14,043 24,257 24,369 208 96 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -1,009) -1,178 -1,568 -20 141 612 -1,057 -976 48 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.3 40.9 1.3 25.6 57.4 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 14 1 4 18 11 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,567 COMMITMENTS 21,293 13,528 1 9,197 16,918 30,491 30,447 76 120 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -146) -557 384 1 431 -539 -125 -154 -21 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.7 44.3 0.0 30.1 55.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 16 1 4 11 14 28
Updated May 6, 2016