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Grains & Oilseeds Market Update: Futures Market Overview
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Trade Date Futures Open Interest
01/27/2016 4,216,986
01/28/2016 4,229,630
01/29/2016 4,247,577
02/01/2016 4,246,420
02/02/2016 4,260,494
Trade Date Futures Volume
01/27/2016 935,969
01/28/2016 983,825
01/29/2016 1,003,432
02/01/2016 741,150
02/02/2016 1,068,259
Product Description Month Volume OI
CORN FUT MAR16 203,481 585,763
CORN FUT MAY16 65,313 261,111
CORN FUT JUL16 60,253 226,439
Total Corn Futures 361,731 1,369,014
Top Expirations Traded On: 02/02/2016Grains & Oilseeds
Futures Volume & Open Interest: Last 5 Trade Days
Product Description Month Volume OI
SOYBEAN FUT MAR16 142,056 299,206
SOYBEAN FUT MAY16 65,197 156,804
SOYBEAN FUT JUL16 29,472 121,854
Total Soybean Futures 254,971 715,709
Product Description Month Volume OI
W FUT MAR16 81,869 204,107
W FUT MAY16 30,150 78,293
W FUT JUL16 20,501 78,207
Total Chicago SRW Wheat Futures 141,042 406,594
Product Description Month Volume OI
SOY MEAL FUT MAR16 57,866 159,085
SOY MEAL FUT MAY16 22,925 87,084
SOY MEAL FUT JUL16 7,123 70,658
Total Soybean Meal Futures 95,261 409,290
Product Description Month Volume OI
SOY OIL FUT MAR16 53,648 152,399
SOY OIL FUT MAY16 29,134 102,283
SOY OIL FUT JUL16 13,369 76,562
Total Soybean Oil Futures 105,634 416,983
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Grains & Oilseeds Market Update: Futures Market Overview
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Grains & Oilseeds Futures Curves: Latest Settlement
Prices
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Grains & Oilseeds Market Update: Option Market Overview
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CallOption
PutOption
Total% Elec
Vol% Put
Volume
01/27/2016 89,058 108,346 197,404 71.15% 54.89%
01/28/2016 98,463 99,949 198,412 70.48% 50.37%
01/29/2016 109,141 98,028 207,169 66.56% 47.32%
02/01/2016 62,307 62,534 124,841 69.18% 50.09%
02/02/2016 105,624 127,726 233,350 59.94% 54.74%
All Grains & Oilseeds Options Open InterestAll Grains &
Oilseeds Options Volume: Last 5 Trade Days
Call Option Put Option Total
01/27/2016 1,597,463 1,521,661 3,119,124
01/28/2016 1,623,003 1,542,802 3,165,805
01/29/2016 1,644,213 1,549,717 3,193,930
02/01/2016 1,657,549 1,560,636 3,218,185
02/02/2016 1,669,774 1,581,976 3,251,750
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Grains & Oilseeds Market Update: Option Market Overview
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02/02/2016
VOLUME: Put Call Breakdown for Grains & Oilseeds Options on
Trade Date:
Product Group
CallOptionVolume
PutOptionVolume
Total% Elec
Vol% Put
Volume
SOYBEAN OPTIONS 38,455 67,726 106,181 61.28% 63.78%
CORN OPTIONS 25,903 26,406 52,309 64.96% 50.48%
CHICAGO SRW WHEAT
OPTIONS13,514 9,101 22,615 67.40% 40.24%
SOYBEAN OIL OPTIONS 7,201 5,083 12,284 34.84% 41.38%
SOYBEAN MEALOPTIONS
4,636 6,158 10,794 39.29% 57.05%
KC HRW WHEAT
OPTIONS1,107 282 1,389 52.77% 20.30%
Total 90,816 114,756 205,572 60.10% 55.82%
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Grains & Oilseeds Market Update: Option Market Overview
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Top Traded Strikes for Select Products Traded On: 2/2/16
Corn Options Month Strike Volume
CORN PUT MAR16 360 3,797
CORN PUT MAR16 370 2,894
CORN CALL DEC16 400 2,355
CORN CALL DEC16 390 2,178
CORN CALL MAR16 375 2,036
CORN CALL MAR16 370 1,985
CORN PUT MAR16 375 1,604
CORN CALL DEC16 420 1,220
CORN PUT MAY16 365 1,161
CORN CALL JUL16 400 1,128
Chicago SRW wheat Option Month Strike Volume
W PUT MAR16 460 2,776
W CALL MAR16 490 2,359
W CALL MAR16 500 2,332
W PUT MAR16 480 1,812
W CALL MAR16 480 1,587
W CALL MAR16 510 1,222
W CALL MAR16 520 1,006
W PUT MAR16 465 855
W CALL MAY16 530 679
W PUT MAR16 470 515
Soybean Meal Options Month Strike Volume
SOY MEAL PUT JUL16 240 1,501
SOY MEAL PUT DEC16 240 991
SOY MEAL CALL MAY16 300 707
SOY MEAL PUT MAR16 270 659
SOY MEAL PUT JUL16 270 536
SOY MEAL CALL SEP16 310 530
SOY MEAL PUT OCT16 240 510
SOY MEAL CALL JUL16 300 451
SOY MEAL CALL MAR16 270 426
Soybean Options Month Strike Volume
SOYBEAN PUT MAR16 870 10,630
SOYBEAN PUT MAR16 850 10,232
SOYBEAN PUT MAR16 860 7,330
SOYBEAN CALL MAY16 940 4,787
SOYBEAN CALL MAR16 900 4,300
SOYBEAN PUT MAY16 720 4,011
SOYBEAN PUT MAR16 880 3,348
SOYBEAN PUT MAY16 880 3,218
SOYBEAN CALL MAY16 900 2,651
SOYBEAN PUT MAR16 830 2,589
VOLUME: Top Grains & Oilseeds Options Traded On:
02/02/2016
Soybean Oil Options Month Strike Volume
SOY BEAN OIL C MAY16 320 3,145
SOY BEAN OIL P MAY16 290 3,141
SOY BEAN OIL C MAY16 340 2,835
SOY BEAN OIL P MAR16 305 527
SOY BEAN OIL C MAR16 310 513
SOY BEAN OIL P JUL16 300 355
SOY BEAN OIL P JUL16 290 210
SOY BEAN OIL P MAR16 300 163
SOY BEAN OIL C MAY16 355 150
SOY BEAN OIL C MAY16 345 105
KC HRW Wheat Options Month Strike Volume
OKE CALL KW O C MAR16 490 291
OKE CALL KW O C MAR16 480 215
OKE CALL KW O C MAR16 470 177
OKE CALL KW O C MAR16 500 148
OKE PUT KW O P MAR16 460 128
OKE CALL KW O C MAR16 510 100
OKE PUT KW O P MAR16 470 57
OKE CALL KW O C MAR16 520 53
OKE CALL KW O C MAY16 510 40
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Grains & Oilseeds Market Update: Option Market Overview
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OPEN INTEREST: Put Call Breakdown for Grains & Oilseeds
Options on Trade Date 02/02/2016
Option Group Call Option OI Put Option OI Total
CHICAGO SRW WHEAT OPTIONS 191,261 134,013 325,274
CORN OPTIONS 547,782 460,576 1,008,358
KC HRW WHEAT OPTIONS 22,316 12,774 35,090
SOYBEAN MEAL OPTIONS 82,826 99,086 181,912
SOYBEAN OIL OPTIONS 81,282 69,220 150,502
SOYBEAN OPTIONS 363,092 353,375 716,467
All 1,288,559 1,129,044 2,417,603
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Grains & Oilseeds Market Update: Option Market Overview
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OPEN INTEREST: Top Grains & Oilseeds Options On 2/2/16
Corn Options Month Strike OI
CORN CALL MAR16 390 25,571
CORN CALL MAR16 380 25,274
CORN PUT MAR16 360 24,543
CORN CALL MAR16 370 23,557
CORN PUT MAR16 370 20,346
CORN CALL MAR16 400 19,816
CORN PUT MAR16 350 18,780
CORN PUT MAR16 365 17,986
CORN PUT MAR16 380 17,621
CORN PUT MAR16 390 15,110
Chicago SRW Wheat OptionMonth Strike OI
W PUT MAR16 460 12,093
W CALL MAR16 490 9,770
W CALL MAR16 480 9,439
W CALL MAR16 500 8,280
W PUT MAR16 480 8,042
W CALL MAY16 500 7,970
W CALL MAY16 540 7,910
W PUT MAR16 470 7,171
W CALL MAY16 510 5,985
W CALL MAR16 520 5,510
Soybean Oil Options Month Strike OI
SOY BEAN OIL C JUL16 330 6,768
SOY BEAN OIL C MAY16 320 6,095
SOY BEAN OIL C MAR16 340 4,191
SOY BEAN OIL P MAR16 290 3,929
SOY BEAN OIL P MAR16 270 3,759
SOY BEAN OIL C MAR16 310 3,574
SOY BEAN OIL P JUL16 290 3,489
SOY BEAN OIL P MAY16 270 3,428SOY BEAN OIL P MAR16 300 3,222
SOY BEAN OIL P MAY16 290 3,170
Soybean Options Month Strike OI
SOYBEAN CALL MAR16 900 21,580
SOYBEAN CALL MAY16 920 20,522
SOYBEAN PUT MAR16 880 19,808
SOYBEAN PUT MAR16 800 17,111
SOYBEAN PUT MAR16 860 16,578
SOYBEAN PUT MAR16 840 16,468
SOYBEAN PUT MAR16 870 15,897
SOYBEAN CALL MAY16 900 15,222
SOYBEAN CALL MAY16 940 15,129
SOYBEAN PUT MAR16 820 13,014
Soybean Meal Options Month Strike OI
SOY MEAL PUT MAR16 270 6,863
SOY MEAL PUT MAR16 280 6,247
SOY MEAL CALL MAR16 280 5,709
SOY MEAL CALL MAR16 300 5,240
SOY MEAL CALL MAY16 290 5,204
SOY MEAL CALL MAR16 330 4,647
SOY MEAL CALL JUL16 310 4,557
SOY MEAL PUT MAY16 260 4,548SOY MEAL PUT MAR16 260 4,212
SOY MEAL PUT JUL16 260 3,296
Top Open Interest by Strike On: 2/2/16
Soybean Oil Options Month Strike OI
OKE CALL KW O C JUL16 600 2,933
OKE CALL KW O C MAR16 500 1,890
OKE PUT KW O P JUL16 460 1,524
OKE CALL KW O C MAR16 470 1,148
OKE PUT KW O P MAR16 460 1,006
OKE CALL KW O C MAR16 520 992
OKE PUT KW O P MAR16 450 983
OKE PUT KW O P JUL16 450 849OKE CALL KW O C MAY16 480 777
OKE CALL KW O C JUL16 500 735
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Grains & Oilseeds Market Update: Option Market Overview
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VOLUME: Put Call Breakdown for Non-Standard Options on Trade
Date: 2/2/16
Product Group
CallOptionVolume
PutOptionVolume
Total% Elec
Vol
SHORT DATED NEW CROP SOYBEAN OPTIONS 1,270 251 1,521 16.83%
SHORT DATED NEW CROP CORN OPTIONS 641 655 1,296 41.05%
JULY-DEC CHICAGO SRW WHEAT CALENDAR
SPREAD OPTIONS550 550 0.00%
CONSECUTIVE CHICAGO SRW WHEAT CALENDAR
SPREAD OPTIONS175 1 176 0.57%
SOYBEAN WEEKLY OPTIONS WEEK 1 143 143 100.00%
CORN WEEKLY OPTIONS WEEK 1 20 15 35 100.00%
SOYBEAN WEEKLY OPTIONS WEEK 2 12 6 18 100.00%
JULY-NOV SOYBEAN CALENDAR SPREAD
OPTIONS14 14 35.71%
CORN WEEKLY OPTIONS WEEK 2 2 10 12 100.00%
CONSECUTIVE CORN CALENDAR SPREAD
OPTIONS5 5 0.00%
Total 2,139 1,631 3,770 26.58%
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Grains & Oilseeds Market Update: Option Market Overview
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VOLUME: Top Non-Standard Options Traded On: 2/2/16
Top Ag Weekly Option Traded On: 02/02/2016
Product Long Desc Month P/C Strike Volume
CORN WEEKLY
OPTIONS WEEK 1FEB16
C380 20
CORN WEEKLY
OPTIONS WEEK 1FEB16
P370 13
CORN WEEKLY
OPTIONS WEEK 2FEB16
C375 2
CORN WEEKLY
OPTIONS WEEK 2FEB16
P370 10
SOYBEAN WEEKLY
OPTIONS WEEK 1FEB16
P830 140
SOYBEAN WEEKLYOPTIONS WEEK 1 FEB16 P 890 2
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
C880 4
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
C890 2
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
C900 3
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
C910 3
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
P860 3
SOYBEAN WEEKLY
OPTIONS WEEK 2FEB16
P870 3
Top Calendar Spread Option Traded On: 02/02/2016
Product Long Desc Month P/C Strike Volume
CONSECUTIVE CHICAGOSRW WHEAT CALENDAR
SPREAD OPTIONSMAR16 C -5 25
CONSECUTIVE CHICAGOSRW WHEAT CALENDAR
SPREAD OPTIONSMAR16 C -4 50
CONSECUTIVE CHICAGOSRW WHEAT CALENDARSPREAD OPTIONS
MAR16 C 0 100
CONSECUTIVE CHICAGOSRW WHEAT CALENDARSPREAD OPTIONS
MAR16 P -5 1
CONSECUTIVE CORNCALENDAR SPREADOPTIONS
MAR16 C 0 5
JULY-DEC CHICAGO SRWWHEAT CALENDARSPREAD OPTIONS
JUL16 P -30 550
JULY-NOV SOYBEANCALENDAR SPREADOPTIONS
JUL16 C 10 10
JULY-NOV SOYBEANCALENDAR SPREADOPTIONS
JUL16 C 20 2
JULY-NOV SOYBEANCALENDAR SPREADOPTIONS
JUL16 C 40 2
Top SDNC Option Traded On: 02/02/2016
Product Long Desc Month P/C Strike Volume
SHORT DATED NEWCROP CORN OPTIONS
MAY16 C 390 200
SHORT DATED NEWCROP CORN OPTIONS
MAY16 P 390 200
SHORT DATED NEW
CROP CORN OPTIONSJUL16 P 390 200
SHORT DATED NEWCROP CORN OPTIONS
AUG16 C 390 152
SHORT DATED NEWCROP CORN OPTIONS
AUG16 P 390 152
SHORT DATED NEW
CROP CORN OPTIONSSEP16 C 390 192
SHORT DATED NEWCROP CORN OPTIONS
SEP16 P 390 42
SHORT DATED NEWCROP SOYBEANOPTIONS
MAR16 C 930 500
SHORT DATED NEWCROP SOYBEANOPTIONS
MAR16 P 830 176
SHORT DATED NEWCROP SOYBEANOPTIONS
APR16 C 930 750
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Grains & Oilseeds Market Update: Option Market Overview
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OPEN INTEREST: Put Call Breakdown for Non-Standard Options on
Trade Date: 2/2/16
Option Group Call Option OI Put Option OI Total
SHORT DATED NEW CROP CORN OPTIONS 23,890 14,182 38,072
CONSECUTIVE CORN CALENDAR SPREAD
OPTIONS7,925 2,275 10,200
CONSECUTIVE CHICAGO SRW WHEAT
CALENDAR SPREAD OPTIONS3,573 6,605 10,178
JULY-DEC CORN CALENDAR SPREAD
OPTIONS5,705 2,872 8,577
SHORT DATED NEW CROP SOYBEAN
OPTIONS4,574 2,330 6,904
JULY-DEC CHICAGO SRW WHEAT CALENDAR
SPREAD OPTIONS5,297 5,297
JULY-NOV SOYBEAN CALENDAR SPREADOPTIONS
3,653 969 4,622
MAR-JULY CHICAGO SRW WHEAT
CALENDAR SPREAD OPTIONS756 2,878 3,634
CORN WEEKLY OPTIONS WEEK 2 2,538 2,538
CORN WEEKLY OPTIONS WEEK 1 1,096 771 1,867
SOYBEAN WEEKLY OPTIONS WEEK 2 1,025 1,025
SOYBEAN WEEKLY OPTIONS WEEK 1 474 474
All 54,735 38,653 93,388
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Grains & Oilseeds Market Update: Option Market Overview
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Ag Weekly Option Month Strike OIC WK2 CALL PY2 O C FEB16 380
2,511
S WK2 CALL CZ2 O C FEB16 900 1,017
C WK1 CALL PY1 O C FEB16 375 450
C WK1 CALL PY1 O C FEB16 370 436
C WK1 PUT PY1 O P FEB16 365 428
C WK1 PUT PY1 O P FEB16 360 259
C WK1 CALL PY1 O C FEB16 380 210
S WK1 CALL CZ1 O C FEB16 880 207
S WK1 PUT CZ1 O P FEB16 880 206
S WK1 PUT CZ1 O P FEB16 830 140
S WK1 PUT CZ1 O P FEB16 870 124C WK1 PUT PY1 O P FEB16 370
83
SOYB ML WK2 P MZ2 O P FEB16 260 55
C WK2 PUT PY2 O P FEB16 365 40
C WK2 PUT PY2 O P FEB16 370 35
SOYB ML WK1 C MZ1 O C FEB16 285 33
C WK2 CALL PY2 O C FEB16 370 25
OPEN INTERST: Top Non-Standard Options On 2/2/16
CSO Option Month Strike OIWN-WZ CSO P JUL16 -30 5,297
CN-CZ CSO C JUL16 -10 2,925
W CONSEC CSO P MAR16 -5 2,705
CN-CZ CSO C JUL16 0 2,350
C CONSEC CSO C MAY16 -5 2,039
C CONSEC CSO C MAY16 0 1,989
C CONSEC CSO C MAR16 0 1,980
CW3 OOC CW3 O P MAR16 -10 1,773
CN-CZ CSO P JUL16 0 1,542
W CONSEC CSO P JUL16 -10 1,050
SN-SX CSO C JUL16 40 1,046SN-SX CSO C JUL16 30 920
SN-SX CSO C JUL16 20 869
W CONSEC CSO P MAR16 -6 845
W CONSEC CSO P MAY16 -8 755
CW3 OOC CW3 O P MAR16 -15 750
CN-CZ CSO P JUL16 -10 730
SN-SX CSO P JUL16 -5 650
C CONSEC CSO P MAR16 -5 580
SN-SX CSO C JUL16 10 551
Short-Dated New Crop Option Month Strike OINEW CROP CORN C CDF O
C MAR16 430 4,720
NEW CROP CORN C CDF O C MAY16 400 1,986
NEW CROP CORN C CDF O C MAR16 400 1,894
NEW CROP CORN C CDF O C MAY16 390 1,888
NEW CROP CORN C CDF O C MAR16 460 1,871
NEW CROP CORN P CDF O P MAY16 350 1,834
NEW CROP CORN P CDF O P MAR16 370 1,688
NEW CROP CORN C CDF O C MAY16 420 1,678
NEW CROP CORN C CDF O C MAR16 450 1,319
NEW CROP CORN P CDF O P MAR16 380 1,232
NEW CRP SOYBN C SDF O C MAR16 900 876NEW CROP CORN P CDF O P
MAR16 400 835
NEW CROP CORN C CDF O C MAR16 420 785
NEW CRP SOYBN C SDF O C APR16 920 775
NEW CRP SOYBN C SDF O C APR16 930 750
NEW CROP CORN P CDF O P MAR16 390 699
NEW CROP CORN C CDF O C SEP16 390 664
NEW CROP CORN C CDF O C SEP16 430 657
NEW CROP CORN C CDF O C MAR16 390 650
NEW CROP CORN P CDF O P MAY16 380 596
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