WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,549 COMMITMENTS 146,175 184,979 126,921 186,784 149,143 459,879 461,043 43,670 42,506 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 28,488) 1,166 7,560 10,096 19,486 10,116 30,748 27,772 -2,259 716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 36.7 25.2 37.1 29.6 91.3 91.6 8.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 137 158 153 104 114 341 334 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 224,417 COMMITMENTS 84,584 40,815 36,296 81,256 124,936 202,136 202,047 22,280 22,370 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 6,219) -2,681 307 6,101 2,153 1,206 5,573 7,613 647 -1,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 18.2 16.2 36.2 55.7 90.1 90.0 9.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 74 47 66 80 88 190 175 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,707,744 COMMITMENTS 434,664 238,847 392,978 688,883 849,808 1516525 1481634 191,219 226,111 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 22,033) 5,175 9,193 7,264 8,364 4,050 20,803 20,507 1,230 1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 14.0 23.0 40.3 49.8 88.8 86.8 11.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786) 202 155 225 319 353 646 633 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,593 COMMITMENTS 1,904 1,208 1,032 2,012 4,373 4,948 6,613 2,646 980 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -126) -144 -366 330 -317 -204 -131 -241 5 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 15.9 13.6 26.5 57.6 65.2 87.1 34.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 6 7 11 13 29 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 832,019 COMMITMENTS 234,161 73,216 192,058 351,750 432,222 777,969 697,496 54,050 134,523 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,042) -2,672 626 2,540 5,477 -634 5,345 2,531 -2,303 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 8.8 23.1 42.3 51.9 93.5 83.8 6.5 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647) 186 163 223 183 247 483 542 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,538 COMMITMENTS 2,708 1,305 1,059 3,307 4,589 7,075 6,952 463 585 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 617) -457 146 49 1,002 360 593 555 24 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 17.3 14.0 43.9 60.9 93.9 92.2 6.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 8 8 10 16 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,102 COMMITMENTS 96,706 57,699 87,819 181,764 228,008 366,289 373,526 33,813 26,576 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,495) 955 5,136 5,530 -2,082 -4,368 4,404 6,298 91 -1,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 14.4 21.9 45.4 57.0 91.5 93.4 8.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 87 79 107 93 84 245 228 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,736 COMMITMENTS 90,300 127,659 87,560 480,777 412,709 658,638 627,928 141,098 171,808 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 40,869) 2,991 18,367 11,722 29,320 9,792 44,033 39,881 -3,164 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 16.0 10.9 60.1 51.6 82.4 78.5 17.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 33 34 45 73 80 128 137 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,007 COMMITMENTS 53,041 117,791 7,577 551,905 479,022 612,523 604,390 117,484 125,617 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -18,686) -3,839 -6,492 -2,209 -13,187 -16,899 -19,235 -25,600 549 6,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 16.1 1.0 75.6 65.6 83.9 82.8 16.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 9 13 6 63 54 75 70 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,571 COMMITMENTS 2,805 0 586 793 3,845 4,184 4,431 387 140 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -180) 95 -49 -193 -62 101 -160 -141 -20 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.4 0.0 12.8 17.3 84.1 91.5 96.9 8.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 14 0 4 6 14 20 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 399,907 COMMITMENTS 118,606 31,767 64,384 169,553 270,731 352,544 366,882 47,364 33,025 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,461) -5,488 1,637 202 -1,212 -8,512 -6,499 -6,674 1,037 1,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 7.9 16.1 42.4 67.7 88.2 91.7 11.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 83 59 74 87 92 213 188 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,205 COMMITMENTS 1,936 5,339 614 6,305 4,266 8,855 10,218 3,350 1,986 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -44) -40 -232 47 -237 121 -229 -64 186 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 43.7 5.0 51.7 35.0 72.6 83.7 27.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 22 7 23 13 42 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,435,566 COMMITMENTS 215,952 354,074 69,310 1036671 849,509 1321932 1272893 113,634 162,673 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,080) -47,472 62,805 26,487 11,449 -100,129 -9,537 -10,837 8,457 9,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 24.7 4.8 72.2 59.2 92.1 88.7 7.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 53 57 40 109 114 181 192 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,794,587 COMMITMENTS 525,644 813,609 380,536 2535970 2019629 3442150 3213774 352,438 580,814 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 30,511) 41,477 -36,177 -3,595 11,460 45,891 49,341 6,118 -18,830 24,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 21.4 10.0 66.8 53.2 90.7 84.7 9.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 77 98 106 166 187 296 338 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 339,191 COMMITMENTS 62,512 53,181 441 210,303 175,891 273,256 229,513 65,935 109,678 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -67) 8,710 -2,206 -790 -7,716 -5,191 204 -8,187 -271 8,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 15.7 0.1 62.0 51.9 80.6 67.7 19.4 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 7 5 36 36 47 46 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,357,117 COMMITMENTS 316,764 705,818 277,251 2519501 1966303 3113516 2949372 243,601 407,744 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -8,746) -58,449 67,413 18,303 41,871 -132,887 1,724 -47,171 -10,470 38,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 21.0 8.3 75.0 58.6 92.7 87.9 7.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 52 78 72 138 158 231 267 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,401,764 COMMITMENTS 120,998 367,257 256,630 987,219 725,672 1364847 1349560 36,917 52,204 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -182,576) -76,689 14,628 -45,979 -62,239 -150,923 -184,907 -182,274 2,331 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 26.2 18.3 70.4 51.8 97.4 96.3 2.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 29 33 49 62 69 118 130 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 74,841 COMMITMENTS 41,337 8,490 4,273 18,286 52,600 63,897 65,363 10,945 9,478 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,195) 3,051 130 893 -290 4,509 3,653 5,532 542 -1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 11.3 5.7 24.4 70.3 85.4 87.3 14.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 54 23 15 31 33 92 64 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 149,682 COMMITMENTS 82,674 16,980 8,547 36,572 105,200 127,793 130,726 21,889 18,956 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 8,390) 6,101 259 1,785 -580 9,019 7,306 11,063 1,084 -2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 11.3 5.7 24.4 70.3 85.4 87.3 14.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 54 23 15 31 33 92 64 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 38,256 COMMITMENTS 30,635 37,854 376 7,123 0 38,134 38,230 122 26 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 372) -329 352 7 679 0 357 359 15 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 98.9 1.0 18.6 0.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 25 11 2 4 0 30 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,468 COMMITMENTS 20,166 6,690 87 12,142 25,522 32,395 32,299 73 169 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 81) 1,770 237 -1,868 145 1,692 47 61 34 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 20.6 0.3 37.4 78.6 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 16 2 6 22 12 40 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,785 COMMITMENTS 38,290 3,441 181 9,313 44,041 47,784 47,663 1 122 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,209) 3,535 114 -2,774 2,500 5,864 3,261 3,204 -52 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 7.2 0.4 19.5 92.2 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 8 2 5 14 16 24
Updated March 10, 2017