WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,061 COMMITMENTS 145,009 177,419 116,825 167,298 139,027 429,132 433,270 45,929 41,791 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -110,972) -15,150 19,369 -56,913 -36,063 -68,472 -108,126 -106,017 -2,846 -4,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 37.3 24.6 35.2 29.3 90.3 91.2 9.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 133 143 145 97 108 323 319 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,198 COMMITMENTS 87,264 40,508 30,196 79,104 123,730 196,564 194,434 21,634 23,764 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -28,103) 715 -3,581 -12,697 -13,764 -11,163 -25,747 -27,441 -2,356 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 18.6 13.8 36.3 56.7 90.1 89.1 9.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 71 52 59 79 85 184 169 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,685,712 COMMITMENTS 429,490 229,654 385,714 680,518 845,758 1495722 1461126 189,989 224,585 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -223,839) -11,020 -14 -115,939 -93,007 -84,763 -219,966 -200,716 -3,873 -23,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 13.6 22.9 40.4 50.2 88.7 86.7 11.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790) 204 145 222 321 352 652 624 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,719 COMMITMENTS 2,047 1,574 703 2,329 4,577 5,079 6,854 2,641 865 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -2,043) -41 -235 -730 -1,227 -1,137 -1,997 -2,102 -47 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 20.4 9.1 30.2 59.3 65.8 88.8 34.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 17 4 6 11 13 29 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 828,977 COMMITMENTS 236,833 72,590 189,519 346,273 432,856 772,625 694,965 56,352 134,012 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -108,760) -11,932 5,825 -52,274 -43,735 -58,681 -107,941 -105,130 -819 -3,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 8.8 22.9 41.8 52.2 93.2 83.8 6.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657) 183 169 227 183 247 491 546 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,921 COMMITMENTS 3,165 1,158 1,010 2,306 4,229 6,481 6,397 439 524 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 709) 325 145 48 321 585 694 779 16 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.7 16.7 14.6 33.3 61.1 93.7 92.4 6.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 8 8 11 16 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 395,607 COMMITMENTS 95,751 52,563 82,289 183,845 232,376 361,885 367,228 33,722 28,379 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -39,687) -3,682 6,558 -27,039 -7,495 -19,586 -38,216 -40,067 -1,472 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 13.3 20.8 46.5 58.7 91.5 92.8 8.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 88 79 105 89 82 241 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 758,866 COMMITMENTS 87,309 109,291 75,838 451,457 402,917 614,604 588,046 144,262 170,820 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -30,525) -2,342 189 -22,780 215 4,319 -24,907 -18,272 -5,618 -12,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 14.4 10.0 59.5 53.1 81.0 77.5 19.0 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 31 31 42 71 80 123 132 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 748,693 COMMITMENTS 56,880 124,283 9,786 565,092 495,921 631,758 629,990 116,935 118,703 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -34,357) 2,007 437 -14,334 -8,604 -15,479 -20,931 -29,376 -13,427 -4,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 16.6 1.3 75.5 66.2 84.4 84.1 15.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 9 14 7 63 56 76 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,751 COMMITMENTS 2,710 49 779 855 3,744 4,344 4,572 407 179 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -206) 65 49 -101 -140 -121 -176 -173 -30 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 1.0 16.4 18.0 78.8 91.4 96.2 8.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 15 1 4 9 15 25 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 405,369 COMMITMENTS 124,094 30,131 64,183 170,765 279,243 359,042 373,556 46,327 31,813 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -26,263) -2,086 2,744 -15,307 -5,257 -12,900 -22,650 -25,463 -3,613 -800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 7.4 15.8 42.1 68.9 88.6 92.2 11.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 91 50 77 89 92 225 183 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,248 COMMITMENTS 1,976 5,570 567 6,542 4,145 9,084 10,282 3,164 1,966 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -614) 36 -401 -475 79 213 -360 -663 -253 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 45.5 4.6 53.4 33.8 74.2 83.9 25.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 23 8 24 12 45 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,436,646 COMMITMENTS 263,425 291,269 42,823 1025222 949,638 1331469 1283730 105,177 152,916 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -183,133) -53,487 22,234 -62,355 -60,374 -121,975 -176,216 -162,096 -6,916 -21,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 20.3 3.0 71.4 66.1 92.7 89.4 7.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 54 58 42 110 115 185 194 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,764,076 COMMITMENTS 484,167 849,786 384,131 2524510 1973738 3392809 3207655 371,268 556,421 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -400,441) -41,447 39,567 -92,898 -254,151 -305,464 -388,496 -358,795 -11,945 -41,646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 22.6 10.2 67.1 52.4 90.1 85.2 9.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 56 100 103 159 184 282 320 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 339,258 COMMITMENTS 53,802 55,387 1,231 218,019 181,082 273,052 237,700 66,206 101,558 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,659) 19,071 4,869 -4,631 1,727 6,077 16,166 6,315 -12,508 -2,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 16.3 0.4 64.3 53.4 80.5 70.1 19.5 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 7 5 38 39 49 49 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,365,862 COMMITMENTS 375,213 638,404 258,949 2477630 2099190 3111792 2996543 254,071 369,319 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -452,422) -2,905 -10,337 -68,448 -356,042 -348,167 -427,395 -426,952 -25,027 -25,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 19.0 7.7 73.6 62.4 92.5 89.0 7.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 54 74 69 130 153 227 253 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,584,340 COMMITMENTS 197,687 352,629 302,609 1049458 876,595 1549754 1531833 34,586 52,507 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 128,156) 69,610 65,476 -27,537 81,124 92,047 123,196 129,985 4,960 -1,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 22.3 19.1 66.2 55.3 97.8 96.7 2.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 28 41 43 66 75 118 137 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 70,646 COMMITMENTS 38,287 8,360 3,381 18,576 48,090 60,243 59,832 10,403 10,815 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 6,235) 4,540 498 853 495 3,351 5,888 4,702 346 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 11.8 4.8 26.3 68.1 85.3 84.7 14.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 46 24 15 33 37 86 69 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 141,292 COMMITMENTS 76,573 16,721 6,762 37,152 96,181 120,487 119,663 20,805 21,629 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 12,469) 9,081 996 1,706 990 6,703 11,777 9,405 692 3,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 11.8 4.8 26.3 68.1 85.3 84.7 14.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 46 24 15 33 37 86 69 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 37,884 COMMITMENTS 30,964 37,502 369 6,444 0 37,777 37,871 107 13 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,812) 3,279 2,800 0 -464 0 2,815 2,800 -3 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.7 99.0 1.0 17.0 0.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 29 8 1 3 0 33 8 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,387 COMMITMENTS 18,396 6,453 1,955 11,997 23,830 32,348 32,238 39 149 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 161) -2,068 -1,279 1,816 449 -361 197 176 -36 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.8 19.9 6.0 37.0 73.6 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 16 3 5 22 13 40 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,576 COMMITMENTS 34,755 3,327 2,955 6,813 38,177 44,523 44,459 53 117 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,475) -1,036 969 2,780 -277 -2,218 1,467 1,531 8 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.0 7.5 6.6 15.3 85.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 7 4 5 14 16 24
Updated March 3, 2017