WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 520,547 COMMITMENTS 129,805 231,247 139,377 201,572 103,692 470,754 474,316 49,794 46,232 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -107,302) -3,581 3,268 -57,486 -38,492 -52,560 -99,560 -106,779 -7,743 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 44.4 26.8 38.7 19.9 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475) 149 171 146 125 97 366 337 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,946 COMMITMENTS 96,808 83,628 40,733 90,855 101,901 228,395 226,262 22,551 24,684 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -25,762) 1,308 -6,913 -9,038 -15,831 -10,503 -23,562 -26,454 -2,200 692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 33.3 16.2 36.2 40.6 91.0 90.2 9.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 81 67 58 81 76 186 183 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,479,941 COMMITMENTS 358,851 296,982 292,055 656,235 671,508 1307140 1260544 172,801 219,397 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -277,681) 4,139 5,357 -167,853 -93,675 -94,648 -257,389 -257,144 -20,292 -20,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 20.1 19.7 44.3 45.4 88.3 85.2 11.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764) 174 160 198 323 341 602 617 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,067 COMMITMENTS 1,691 1,570 1,179 3,929 5,105 6,799 7,854 2,269 1,214 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -1,569) 179 269 -208 -1,122 -1,419 -1,151 -1,359 -418 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 17.3 13.0 43.3 56.3 75.0 86.6 25.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 9 8 14 9 28 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 841,404 COMMITMENTS 256,101 70,239 174,556 351,088 472,547 781,745 717,341 59,660 124,063 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 44,229) 33,062 6,342 -9,186 18,581 37,876 42,458 35,032 1,771 9,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 8.3 20.7 41.7 56.2 92.9 85.3 7.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642) 215 151 200 185 241 506 499 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,956 COMMITMENTS 9,552 1,091 748 2,250 2,826 12,550 4,665 6,406 14,291 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 5.8 3.9 11.9 14.9 66.2 24.6 33.8 75.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 5 3 7 11 16 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 452,674 COMMITMENTS 155,486 17,169 98,761 150,957 312,382 405,204 428,312 47,470 24,362 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -19,659) 4,979 -8,768 -22,402 -6,266 9,087 -23,688 -22,082 4,028 2,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 3.8 21.8 33.3 69.0 89.5 94.6 10.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 134 58 119 83 87 287 227 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 683,642 COMMITMENTS 83,062 100,954 71,236 373,274 326,233 527,573 498,423 156,068 185,219 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -164,549) -69 9,763 -90,805 -58,029 -59,774 -148,903 -140,816 -15,647 -23,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 14.8 10.4 54.6 47.7 77.2 72.9 22.8 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 33 34 39 67 68 119 122 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 654,501 COMMITMENTS 50,166 127,731 6,475 473,367 413,705 530,008 547,911 124,493 106,591 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -32,719) 5,118 -7,526 -12,937 -9,687 -10,530 -17,506 -30,994 -15,212 -1,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 19.5 1.0 72.3 63.2 81.0 83.7 19.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 12 12 9 61 59 79 74 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,462 COMMITMENTS 2,840 589 897 1,347 3,783 5,084 5,269 378 193 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -245) -70 -53 -91 -88 -107 -249 -251 4 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 10.8 16.4 24.7 69.3 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 16 5 3 7 13 25 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 398,503 COMMITMENTS 89,304 54,861 67,354 191,612 245,599 348,270 367,814 50,233 30,689 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -35,297) 5,546 -1,383 -23,560 -15,608 -8,209 -33,622 -33,152 -1,675 -2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 13.8 16.9 48.1 61.6 87.4 92.3 12.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 79 54 89 92 92 224 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,595 COMMITMENTS 1,729 5,993 611 7,378 3,807 9,718 10,411 2,876 2,184 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -19) -51 -51 -174 -20 71 -245 -153 226 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 47.6 4.8 58.6 30.2 77.2 82.7 22.8 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 26 7 26 14 46 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,183,677 COMMITMENTS 182,180 195,297 135,128 762,764 695,408 1080072 1025832 103,606 157,845 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -56,036) 9,610 -10,287 -13,822 -36,976 -25,438 -41,188 -49,547 -14,848 -6,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 16.5 11.4 64.4 58.7 91.2 86.7 8.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 51 41 34 102 107 170 165 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,534,429 COMMITMENTS 516,787 629,169 368,371 2309402 1997518 3194560 2995058 339,869 539,371 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -710,630) 8,011 88,444 -573,956 -95,751 -189,947 -661,697 -675,459 -48,934 -35,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 17.8 10.4 65.3 56.5 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 80 84 103 172 179 303 315 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 315,599 COMMITMENTS 52,540 61,153 9,956 171,012 142,545 233,507 213,654 82,092 101,945 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 10,257) 2,705 -630 8,065 -3,095 2,044 7,675 9,479 2,582 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 19.4 3.2 54.2 45.2 74.0 67.7 26.0 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 5 3 31 26 37 34 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,212,240 COMMITMENTS 326,282 640,359 253,392 2360543 1919573 2940218 2813325 272,022 398,915 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: -316,488) -22,751 12,987 -121,223 -144,911 -182,817 -288,885 -291,053 -27,603 -25,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 19.9 7.9 73.5 59.8 91.5 87.6 8.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 47 72 67 120 147 208 245 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,016,296 COMMITMENTS 76,007 131,592 158,814 757,414 680,296 992,235 970,703 24,061 45,594 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 57,526) 19,205 10,449 10,331 32,617 43,969 62,152 64,748 -4,627 -7,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 12.9 15.6 74.5 66.9 97.6 95.5 2.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 32 28 41 60 73 109 126 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 74,055 COMMITMENTS 44,693 9,035 1,984 18,196 50,660 64,873 61,679 9,182 12,376 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 5,653) 4,486 473 -115 1,571 5,610 5,942 5,968 -289 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 12.2 2.7 24.6 68.4 87.6 83.3 12.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 47 28 7 31 35 82 66 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 148,110 COMMITMENTS 89,386 18,071 3,968 36,392 101,319 129,746 123,358 18,363 24,752 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 11,306) 8,973 946 -231 3,143 11,220 11,885 11,936 -579 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 12.2 2.7 24.6 68.4 87.6 83.3 12.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 47 28 7 31 35 82 66 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,694 COMMITMENTS 17,845 21,306 369 3,395 4 21,609 21,679 85 15 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 3,975) 2,867 3,978 0 1,158 0 4,025 3,978 -50 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.3 98.2 1.7 15.6 0.0 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 20 13 1 3 1 24 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,491 COMMITMENTS 15,772 5,183 270 15,412 25,773 31,454 31,226 37 265 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 806) 457 262 28 323 507 808 797 -2 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 16.5 0.9 48.9 81.8 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 14 1 4 21 11 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,590 COMMITMENTS 38,454 1,792 136 4,957 41,578 43,547 43,506 43 84 CHANGES FROM 11/22/16 (CHANGE IN OPEN INTEREST: 4,306) 3,259 382 0 1,007 3,915 4,266 4,297 40 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.2 4.1 0.3 11.4 95.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 7 1 4 13 16 21
Updated December 2, 2016