WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,308 COMMITMENTS 124,652 238,164 195,440 255,757 154,313 575,848 587,916 59,460 47,392 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 24,501) -8,817 9,464 16,067 14,822 -2,622 22,071 22,909 2,430 1,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 37.5 30.8 40.3 24.3 90.6 92.5 9.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508) 167 168 178 143 120 408 384 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 271,379 COMMITMENTS 94,874 96,968 45,439 107,263 104,821 247,576 247,228 23,803 24,151 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -6,524) -3,517 719 -7,485 4,855 50 -6,148 -6,716 -377 191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 35.7 16.7 39.5 38.6 91.2 91.1 8.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 73 72 67 100 88 208 201 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,811,606 COMMITMENTS 354,024 317,854 468,966 792,585 775,320 1615575 1562140 196,032 249,467 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 60,175) -40,846 29,142 25,317 77,388 2,820 61,858 57,279 -1,683 2,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 17.5 25.9 43.8 42.8 89.2 86.2 10.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 816) 183 184 234 361 374 677 678 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,331 COMMITMENTS 1,753 1,230 1,432 4,524 6,344 7,709 9,006 2,622 1,325 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 108) -263 132 -30 380 35 86 137 22 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 11.9 13.9 43.8 61.4 74.6 87.2 25.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 14 6 11 14 9 32 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,285 COMMITMENTS 197,465 60,841 163,599 321,075 406,112 682,139 630,552 53,146 104,732 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,480) -18,805 12,306 7,872 20,339 -12,967 9,406 7,211 -3,926 -1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 8.3 22.2 43.7 55.2 92.8 85.8 7.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 171 170 203 188 234 481 501 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,835 COMMITMENTS 153,566 27,818 112,870 167,763 310,810 434,200 451,498 41,635 24,337 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -39,299) -26,176 -2,473 -10,849 2,941 -24,949 -34,085 -38,272 -5,215 -1,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 5.8 23.7 35.3 65.3 91.3 94.9 8.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 118 58 113 92 91 271 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,310 COMMITMENTS 92,833 111,432 138,530 409,211 366,538 640,574 616,500 173,736 197,809 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 142,464) 15,549 33,540 56,922 60,712 36,306 133,183 126,768 9,281 15,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 13.7 17.0 50.3 45.0 78.7 75.7 21.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 35 41 42 76 73 136 131 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,995 COMMITMENTS 42,529 152,668 19,401 462,844 384,795 524,774 556,864 129,221 97,131 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 19,949) -529 4,006 5,149 9,857 9,264 14,477 18,419 5,472 1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 23.3 3.0 70.8 58.8 80.2 85.1 19.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 15 15 59 52 83 71 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,292 COMMITMENTS 2,840 752 920 1,161 3,437 4,921 5,109 371 183 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -394) -165 -89 -135 -96 -158 -396 -382 2 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 14.2 17.4 21.9 64.9 93.0 96.5 7.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 16 4 4 5 11 23 17 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 432,977 COMMITMENTS 77,488 57,291 93,948 211,807 246,608 383,243 397,846 49,734 35,131 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 9,551) 395 3,485 5,003 7,982 -650 13,381 7,838 -3,831 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 13.2 21.7 48.9 57.0 88.5 91.9 11.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 78 72 100 106 99 247 223 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,351 COMMITMENTS 1,799 6,019 707 7,280 3,547 9,787 10,274 2,564 2,077 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 883) 110 656 202 376 -48 688 810 195 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 48.7 5.7 58.9 28.7 79.2 83.2 20.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 26 9 25 14 46 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,216,366 COMMITMENTS 243,322 229,010 85,307 779,137 740,559 1107765 1054876 108,601 161,490 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -24,193) -51,411 21,158 15,540 20,563 -66,341 -15,309 -29,643 -8,884 5,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 18.8 7.0 64.1 60.9 91.1 86.7 8.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 54 41 37 109 121 177 185 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,091,641 COMMITMENTS 546,315 562,153 802,480 2353605 2165477 3702400 3530110 389,241 561,531 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 626,131) 2,885 -50,336 406,858 192,177 222,777 601,920 579,299 24,211 46,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 13.7 19.6 57.5 52.9 90.5 86.3 9.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 77 94 113 176 190 319 331 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 280,381 COMMITMENTS 60,158 57,898 1,666 142,991 124,452 204,815 184,016 75,566 96,365 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 23,119) 13,575 9,096 894 2,806 1,205 17,275 11,195 5,844 11,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 20.6 0.6 51.0 44.4 73.0 65.6 27.0 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 5 2 27 24 34 30 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,251,789 COMMITMENTS 369,387 624,038 260,817 2347327 1972549 2977531 2857403 274,257 394,385 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 168,405) -38,602 71,808 113,642 76,025 -37,465 151,065 147,985 17,340 20,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 19.2 8.0 72.2 60.7 91.6 87.9 8.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 46 65 60 127 151 209 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 903,977 COMMITMENTS 57,744 113,062 138,063 680,788 604,595 876,596 855,720 27,381 48,257 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -264) -25,263 -3,283 467 26,586 3,918 1,790 1,102 -2,054 -1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 12.5 15.3 75.3 66.9 97.0 94.7 3.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 23 37 36 52 77 95 131 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,108 COMMITMENTS 37,936 7,736 1,948 14,790 40,453 54,674 50,137 8,434 12,970 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,820) 714 -7,597 1,131 1,136 6,877 2,981 411 840 3,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.1 12.3 3.1 23.4 64.1 86.6 79.4 13.4 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 42 24 7 29 32 77 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 126,216 COMMITMENTS 75,871 15,472 3,896 29,581 80,907 109,348 100,275 16,868 25,941 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 7,641) 1,427 -15,195 2,261 2,273 13,755 5,961 821 1,680 6,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.1 12.3 3.1 23.4 64.1 86.6 79.4 13.4 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 42 24 7 29 32 77 57 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 16,680 COMMITMENTS 14,836 16,249 389 1,351 4 16,576 16,642 104 38 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -183) 518 -183 -16 -697 4 -195 -195 12 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.9 97.4 2.3 8.1 0.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 15 2 1 1 21 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,501 COMMITMENTS 16,826 5,143 45 15,602 27,041 32,473 32,229 28 272 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,183) -111 -5,686 0 1,312 6,845 1,201 1,159 -18 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 15.8 0.1 48.0 83.2 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 13 1 6 20 14 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,630 COMMITMENTS 35,520 3,166 136 3,949 36,200 39,605 39,502 25 128 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,608) -2,144 -1,270 0 -1,470 -2,357 -3,614 -3,627 6 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.6 8.0 0.3 10.0 91.3 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 8 1 3 13 12 22
Updated November 18, 2016