WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 607,685 COMMITMENTS 156,371 170,736 183,050 219,027 206,649 558,447 560,435 49,238 47,250 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 18,378) 10,716 -24,165 12,858 -5,113 26,536 18,461 15,229 -83 3,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 28.1 30.1 36.0 34.0 91.9 92.2 8.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471) 153 158 172 106 119 359 368 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,112 COMMITMENTS 84,266 46,488 43,689 93,306 131,073 221,260 221,250 25,852 25,862 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -2,273) -804 -11,575 -987 -1,760 9,305 -3,550 -3,257 1,278 984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 18.8 17.7 37.8 53.0 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 74 55 70 85 90 198 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,856,434 COMMITMENTS 443,898 238,089 474,366 739,166 892,481 1657429 1604937 199,005 251,498 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 126,625) 38,690 -23,109 50,241 32,394 86,669 121,325 113,802 5,299 12,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 12.8 25.6 39.8 48.1 89.3 86.5 10.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763) 215 148 226 315 328 649 606 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,945 COMMITMENTS 2,151 1,912 1,379 3,546 5,565 7,077 8,856 2,868 1,088 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 299) 150 54 -36 330 400 444 417 -145 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 19.2 13.9 35.7 56.0 71.2 89.1 28.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 5 9 11 12 31 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 939,543 COMMITMENTS 258,788 62,867 243,812 378,456 496,069 881,056 802,748 58,486 136,795 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 44,832) 18,260 -1,258 25,522 900 20,307 44,683 44,570 150 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 6.7 26.0 40.3 52.8 93.8 85.4 6.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692) 220 155 263 201 259 553 581 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,249 COMMITMENTS 2,603 829 774 1,469 3,158 4,846 4,761 404 489 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 15.8 14.7 28.0 60.2 92.3 90.7 7.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 7 6 11 13 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 416,903 COMMITMENTS 107,777 25,978 102,783 173,974 260,811 384,534 389,573 32,368 27,330 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -19,518) 1,263 -2,918 -13,641 -3,207 -1,375 -15,586 -17,934 -3,932 -1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 6.2 24.7 41.7 62.6 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 94 72 107 92 91 250 230 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 776,146 COMMITMENTS 94,310 112,798 91,454 457,330 380,359 643,094 584,610 133,052 191,536 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 23,067) 17,738 -5,654 11,345 5,442 13,790 34,525 19,481 -11,458 3,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 14.5 11.8 58.9 49.0 82.9 75.3 17.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 32 35 44 74 77 128 134 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 767,243 COMMITMENTS 52,045 121,393 25,085 572,965 503,348 650,095 649,826 117,148 117,416 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 24,944) -3,586 -3,122 5,693 16,799 15,626 18,905 18,197 6,038 6,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 15.8 3.3 74.7 65.6 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 10 14 11 64 55 81 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,787 COMMITMENTS 2,721 69 618 1,066 3,943 4,405 4,630 382 157 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -154) 169 69 -59 -241 -84 -131 -74 -23 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.8 1.4 12.9 22.3 82.4 92.0 96.7 8.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 16 1 5 10 15 26 21 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 429,046 COMMITMENTS 124,369 32,751 78,302 174,842 286,138 377,513 397,191 51,533 31,854 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 9,957) 4,214 -1,175 3,515 2,338 6,224 10,067 8,563 -110 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 7.6 18.3 40.8 66.7 88.0 92.6 12.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 99 56 101 101 98 260 213 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,640 COMMITMENTS 2,016 5,908 837 6,568 3,922 9,421 10,667 3,219 1,973 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 33) -39 -2 57 -26 31 -8 86 40 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 46.7 6.6 52.0 31.0 74.5 84.4 25.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 24 10 21 13 45 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,476,287 COMMITMENTS 305,562 277,366 77,673 984,444 949,035 1367680 1304075 108,608 172,212 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 115,092) 25,490 10,268 10,900 81,974 79,737 118,364 100,905 -3,272 14,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 18.8 5.3 66.7 64.3 92.6 88.3 7.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 51 59 40 105 114 176 193 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,919,180 COMMITMENTS 521,404 869,537 460,364 2590494 2021001 3572262 3350902 346,918 568,278 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 134,808) 55,884 112,320 37,581 49,218 -10,841 142,683 139,060 -7,875 -4,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 22.2 11.7 66.1 51.6 91.1 85.5 8.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 70 107 112 165 175 301 328 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 318,185 COMMITMENTS 34,334 43,769 377 214,412 180,486 249,123 224,632 69,062 93,553 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 299) 4,300 604 -2 6,423 -3,535 10,720 -2,933 -10,421 3,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 13.8 0.1 67.4 56.7 78.3 70.6 21.7 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 4 3 37 35 43 41 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,630,157 COMMITMENTS 331,120 670,410 254,076 2791721 2319700 3376916 3244186 253,241 385,970 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 164,321) -36,820 92,924 3,036 198,231 71,227 164,447 167,187 -126 -2,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 18.5 7.0 76.9 63.9 93.0 89.4 7.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 43 84 67 142 163 231 268 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,319,198 COMMITMENTS 136,199 276,396 274,870 883,499 726,059 1294568 1277325 24,631 41,873 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 124,013) 26,204 34,152 19,767 76,500 72,447 122,471 126,366 1,542 -2,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 21.0 20.8 67.0 55.0 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 24 50 42 64 77 115 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,644 COMMITMENTS 35,232 7,701 2,246 17,529 44,893 55,007 54,840 9,637 9,804 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -480) -1,838 -213 594 576 -891 -669 -510 189 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 11.9 3.5 27.1 69.4 85.1 84.8 14.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 42 24 12 31 35 80 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 129,288 COMMITMENTS 70,465 15,402 4,491 35,058 89,786 110,014 109,679 19,274 19,609 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -960) -3,676 -425 1,187 1,152 -1,782 -1,338 -1,021 378 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.5 11.9 3.5 27.1 69.4 85.1 84.8 14.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 42 24 12 31 35 80 64 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 35,113 COMMITMENTS 27,725 34,727 369 6,883 0 34,977 35,096 136 17 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,978) -686 -1,982 0 -1,315 0 -2,001 -1,982 23 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.0 98.9 1.1 19.6 0.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 26 7 1 3 0 30 7 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,523 COMMITMENTS 20,008 7,714 89 11,399 23,544 31,496 31,347 27 176 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -344) -1,105 -522 0 760 212 -345 -310 1 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 24.5 0.3 36.2 74.7 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 16 1 5 22 11 39 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,491 COMMITMENTS 35,411 3,497 175 6,856 38,698 42,442 42,370 49 121 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -638) -345 183 0 -280 -826 -625 -643 -13 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.3 8.2 0.4 16.1 91.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 12 1 4 13 14 26
Updated February 17, 2017