WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,848 COMMITMENTS 146,282 199,159 185,646 222,506 174,098 554,434 558,903 49,414 44,944 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -9,385) -6,879 -4,534 996 -2,119 -5,841 -8,002 -9,380 -1,383 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 33.0 30.7 36.8 28.8 91.8 92.6 8.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480) 153 165 172 108 112 377 356 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,812 COMMITMENTS 84,606 50,602 44,885 89,320 122,690 218,811 218,176 23,001 23,636 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -3,641) -346 -2,170 -653 -2,641 -1,168 -3,639 -3,991 -2 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 20.9 18.6 36.9 50.7 90.5 90.2 9.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 80 51 73 79 85 197 184 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,682,765 COMMITMENTS 402,690 268,304 412,062 681,138 768,332 1495890 1448698 186,875 234,067 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 33,494) 27,518 -27,603 13,475 -5,181 35,295 35,813 21,168 -2,318 12,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 15.9 24.5 40.5 45.7 88.9 86.1 11.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770) 199 158 225 306 335 635 620 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,643 COMMITMENTS 1,899 1,670 1,391 3,473 5,212 6,763 8,273 2,880 1,370 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 307) 333 -220 78 -256 230 156 88 150 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 17.3 14.4 36.0 54.0 70.1 85.8 29.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 9 9 13 11 33 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,526 COMMITMENTS 268,821 67,963 205,945 358,065 483,217 832,831 757,126 55,695 131,400 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 56,178) 32,610 -809 17,957 2,509 34,975 53,076 52,122 3,102 4,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 7.6 23.2 40.3 54.4 93.7 85.2 6.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690) 218 159 223 191 268 518 561 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 441,762 COMMITMENTS 144,110 26,151 101,603 159,066 293,513 404,778 421,267 36,983 20,494 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 15,022) 2,719 -3,024 11,442 1,795 7,610 15,956 16,029 -934 -1,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 5.9 23.0 36.0 66.4 91.6 95.4 8.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 120 60 109 86 91 265 222 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,347 COMMITMENTS 85,210 108,993 97,549 448,862 387,340 631,621 593,882 139,726 177,465 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,965) -509 1,648 8,691 -2,405 6,310 5,777 16,648 -812 -11,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 14.1 12.6 58.2 50.2 81.9 77.0 18.1 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 33 35 43 74 76 128 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,732 COMMITMENTS 56,508 132,292 2,510 523,567 456,013 582,586 590,815 114,146 105,917 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,325) -4,390 -2,308 793 11,273 10,097 7,677 8,582 -3,352 -4,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 19.0 0.4 75.1 65.5 83.6 84.8 16.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 14 9 55 52 73 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,044 COMMITMENTS 2,646 536 1,119 1,845 4,191 5,610 5,846 434 198 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 205) -119 48 -53 448 276 276 271 -71 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 8.9 18.5 30.5 69.3 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 3 6 10 18 27 25 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 419,352 COMMITMENTS 118,915 25,886 78,386 171,420 287,466 368,722 391,739 50,630 27,613 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 26,307) 14,714 -6,145 10,101 1,212 21,192 26,027 25,147 280 1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 6.2 18.7 40.9 68.6 87.9 93.4 12.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 100 52 92 98 97 248 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,664 COMMITMENTS 2,026 5,569 476 6,531 3,672 9,033 9,717 2,632 1,948 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -242) 58 -74 -22 -507 -224 -471 -321 229 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 47.7 4.1 56.0 31.5 77.4 83.3 22.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 21 8 21 10 42 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,264,363 COMMITMENTS 257,461 258,451 69,923 829,000 778,872 1156384 1107246 107,978 157,117 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 81,342) 16,615 23,964 1,780 59,868 59,535 78,263 85,279 3,078 -3,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 20.4 5.5 65.6 61.6 91.5 87.6 8.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 56 47 39 105 106 178 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,827,971 COMMITMENTS 531,694 814,793 495,868 2458958 1982882 3486519 3293543 341,452 534,428 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 72,081) 78,826 15,742 45,236 -69,385 24,805 54,676 85,782 17,404 -13,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 21.3 13.0 64.2 51.8 91.1 86.0 8.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 62 115 112 173 184 309 337 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 309,511 COMMITMENTS 35,302 43,472 377 202,452 173,208 238,131 217,057 71,380 92,454 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 11,116) -1,582 7,299 -2,285 9,397 18,615 5,530 23,629 5,587 -12,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 14.0 0.1 65.4 56.0 76.9 70.1 23.1 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 2 39 34 45 39 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,319,765 COMMITMENTS 303,310 588,196 281,685 2497563 2070806 3082558 2940688 237,207 379,077 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 114,340) 39,540 -26,145 67,062 19,661 68,345 126,264 109,263 -11,924 5,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 17.7 8.5 75.2 62.4 92.9 88.6 7.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 47 73 67 139 161 229 258 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,119,295 COMMITMENTS 148,224 232,990 207,789 733,291 632,087 1089305 1072867 29,990 46,429 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 149,473) 52,929 11,716 78,101 15,927 60,884 146,957 150,701 2,516 -1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 20.8 18.6 65.5 56.5 97.3 95.9 2.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 25 39 38 55 66 101 123 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 68,269 COMMITMENTS 41,077 9,173 1,331 15,484 48,476 57,892 58,980 10,376 9,289 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,713) 3,705 4,329 -706 -1,831 -1,400 1,167 2,223 546 -510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 13.4 1.9 22.7 71.0 84.8 86.4 15.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 48 22 12 29 35 82 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 136,537 COMMITMENTS 82,155 18,346 2,661 30,969 96,952 115,785 117,959 20,752 18,578 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,426) 7,410 8,659 -1,413 -3,662 -2,800 2,335 4,447 1,091 -1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 13.4 1.9 22.7 71.0 84.8 86.4 15.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 48 22 12 29 35 82 64 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 34,711 COMMITMENTS 26,177 34,338 369 8,043 0 34,589 34,707 122 4 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,168) 1,175 1,168 0 0 0 1,175 1,168 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.4 98.9 1.1 23.2 0.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 28 8 1 3 0 32 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,285 COMMITMENTS 21,725 7,515 329 10,194 24,238 32,248 32,082 37 203 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 310) -715 874 160 902 -708 347 326 -37 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.3 23.3 1.0 31.6 75.1 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 15 1 5 22 11 38 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,708 COMMITMENTS 30,870 2,795 175 6,648 34,594 37,693 37,564 15 144 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 151) 163 -308 0 0 481 163 173 -12 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.9 7.4 0.5 17.6 91.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 7 1 3 15 15 23
Updated January 27, 2017