WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,255 COMMITMENTS 163,168 266,050 83,178 217,280 120,398 463,626 469,626 48,629 42,629 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,967) -1,260 16,337 -9,800 14,861 556 3,801 7,093 1,166 -2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 51.9 16.2 42.4 23.5 90.5 91.7 9.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450) 145 149 135 109 98 335 323 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,698 COMMITMENTS 110,439 103,972 30,308 111,303 119,118 252,050 253,398 23,648 22,300 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,166) 1,738 3,763 4,444 -1,921 -2,903 4,261 5,304 -95 -1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 37.7 11.0 40.4 43.2 91.4 91.9 8.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 84 55 63 86 82 195 184 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,475,977 COMMITMENTS 375,778 412,520 235,960 696,480 648,723 1308218 1297203 167,759 178,774 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 18,445) -4,702 6,276 17,302 8,131 -2,484 20,731 21,094 -2,286 -2,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 27.9 16.0 47.2 44.0 88.6 87.9 11.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729) 177 152 192 269 298 565 559 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,975 COMMITMENTS 1,680 906 325 2,637 4,696 4,642 5,927 2,333 1,048 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 206) 53 51 -83 197 133 167 101 39 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 13.0 4.7 37.8 67.3 66.6 85.0 33.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 3 6 11 12 26 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 771,596 COMMITMENTS 162,272 174,945 133,633 424,722 350,863 720,627 659,441 50,969 112,155 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 2,779) -661 12,066 -2,210 7,758 -1,928 4,887 7,928 -2,108 -5,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 22.7 17.3 55.0 45.5 93.4 85.5 6.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644) 152 193 201 180 225 457 528 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,047 COMMITMENTS 101,774 127,962 79,598 215,188 191,296 396,560 398,856 35,487 33,191 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,400) 1,982 1,201 5,359 -1,000 -894 6,341 5,666 59 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 29.6 18.4 49.8 44.3 91.8 92.3 8.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 83 97 111 96 73 247 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,227 COMMITMENTS 116,482 118,848 14,384 359,053 340,759 489,919 473,991 154,308 170,236 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,186) 9,577 -956 1,240 -24,171 4,713 -13,354 4,997 14,540 -3,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 18.4 2.2 55.7 52.9 76.0 73.6 24.0 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 35 32 21 59 62 102 107 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,207 COMMITMENTS 39,387 118,441 4,088 565,755 502,513 609,230 625,042 120,977 105,165 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,440) -2,506 -7,921 -147 7,866 14,005 5,213 5,937 1,227 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 16.2 0.6 77.5 68.8 83.4 85.6 16.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 8 13 8 57 55 69 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,793 COMMITMENTS 2,767 177 584 1,015 3,943 4,366 4,704 427 89 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 209) -558 82 254 505 -109 201 227 8 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.7 3.7 12.2 21.2 82.3 91.1 98.1 8.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 2 5 7 10 23 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 378,460 COMMITMENTS 108,124 69,259 46,294 180,422 222,829 334,840 338,382 43,620 40,078 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -10,699) -5,831 1,862 -2,679 -2,199 -7,989 -10,709 -8,806 10 -1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 18.3 12.2 47.7 58.9 88.5 89.4 11.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 88 64 97 103 97 241 226 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,770 COMMITMENTS 2,192 2,166 509 4,606 5,535 7,307 8,210 2,463 1,560 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -552) -79 -498 -296 -37 192 -412 -602 -140 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 22.2 5.2 47.1 56.7 74.8 84.0 25.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 13 9 16 14 36 35 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,379,038 COMMITMENTS 306,261 276,558 31,550 916,698 931,310 1254509 1239418 124,529 139,620 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,618) 3,828 777 335 -4,858 -98 -695 1,014 2,313 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 20.1 2.3 66.5 67.5 91.0 89.9 9.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 56 52 36 110 118 183 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,161,306 COMMITMENTS 706,591 747,891 98,111 1987930 1790927 2792632 2636929 368,674 524,377 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 63,631) 24,296 1,067 2,326 23,950 79,005 50,572 82,398 13,059 -18,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 23.7 3.1 62.9 56.7 88.3 83.4 11.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 61 109 64 157 162 263 290 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,455 COMMITMENTS 54,758 46,734 627 215,036 200,748 270,421 248,109 81,034 103,346 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -7,270) -8,645 -5,480 252 3,581 -6,031 -4,812 -11,259 -2,458 3,989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 13.3 0.2 61.2 57.1 76.9 70.6 23.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 6 5 34 36 47 43 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,161,488 COMMITMENTS 573,329 665,445 59,137 2257043 2089620 2889509 2814202 271,979 347,286 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 137,333) 125,573 9,908 -11,967 23,707 133,748 137,313 131,689 20 5,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 21.0 1.9 71.4 66.1 91.4 89.0 8.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 47 72 41 109 155 178 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,670,475 COMMITMENTS 159,692 391,415 301,522 1179166 917,057 1640380 1609994 30,095 60,481 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 17,394) 1,274 20,254 -15,001 33,337 14,985 19,610 20,238 -2,216 -2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 23.4 18.1 70.6 54.9 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 27 47 52 62 75 121 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,530 COMMITMENTS 38,555 5,202 3,595 13,997 49,490 56,146 58,287 9,384 7,243 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 962) 964 860 201 -34 194 1,131 1,254 -170 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 7.9 5.5 21.4 75.5 85.7 88.9 14.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 49 19 8 29 28 79 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,060 COMMITMENTS 77,109 10,404 7,190 27,993 98,980 112,292 116,574 18,768 14,486 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,923) 1,928 1,719 401 -67 387 2,262 2,507 -339 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 7.9 5.5 21.4 75.5 85.7 88.9 14.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 49 19 8 29 28 79 54 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 41,082 COMMITMENTS 38,428 40,162 369 2,238 495 41,035 41,026 47 56 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,253) 5,099 4,382 0 -857 -100 4,242 4,282 11 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 93.5 97.8 0.9 5.4 1.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 25 12 1 2 1 28 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,612 COMMITMENTS 9,184 6,843 92 22,326 24,513 31,602 31,448 10 164 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -97) -1,681 -129 0 1,584 3 -97 -126 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 21.6 0.3 70.6 77.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 14 1 8 20 17 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,767 COMMITMENTS 15,898 4,663 34 11,781 22,980 27,713 27,677 54 90 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,969) -189 33 -1 2,148 1,931 1,958 1,963 11 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 16.8 0.1 42.4 82.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 1 5 11 16 20
Updated April 21, 2017