WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,119 COMMITMENTS 135,082 243,288 192,348 234,806 134,102 562,236 569,738 53,882 46,381 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 10,390) -1,379 -1,198 9,431 -11 1,207 8,040 9,440 2,350 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 39.5 31.2 38.1 21.8 91.3 92.5 8.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467) 155 162 175 118 114 376 361 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 283,387 COMMITMENTS 97,920 95,848 38,984 118,581 123,096 255,486 257,928 27,901 25,459 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 24,847) 12,721 17,585 -302 9,646 6,146 22,065 23,429 2,782 1,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 33.8 13.8 41.8 43.4 90.2 91.0 9.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 77 64 63 92 90 200 198 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,854,437 COMMITMENTS 340,664 382,684 470,949 810,966 776,767 1622579 1630400 231,858 224,037 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 40,322) -6,777 -8,286 8,326 22,646 46,716 24,195 46,756 16,127 -6,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 20.6 25.4 43.7 41.9 87.5 87.9 12.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 793) 205 167 244 339 332 684 633 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,610 COMMITMENTS 1,633 867 1,014 2,457 4,782 5,104 6,662 2,506 947 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 360) -476 -18 130 836 391 490 503 -130 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 11.4 13.3 32.3 62.8 67.1 87.6 32.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 4 8 11 12 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 972,367 COMMITMENTS 150,760 135,310 282,658 478,730 417,411 912,148 835,380 60,219 136,987 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 71,518) -22,545 18,125 50,367 39,202 2,952 67,024 71,444 4,494 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 13.9 29.1 49.2 42.9 93.8 85.9 6.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686) 189 203 256 211 239 537 581 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,529 COMMITMENTS 4,142 1,761 2,698 6,287 8,558 13,126 13,017 402 512 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,671) 1,089 508 783 1,902 2,524 3,775 3,815 -104 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 13.0 19.9 46.5 63.3 97.0 96.2 3.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 9 11 11 13 23 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,552 COMMITMENTS 88,257 118,328 111,209 235,062 207,160 434,528 436,697 36,024 33,855 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 28,580) -3,528 13,869 8,132 21,050 4,753 25,654 26,754 2,925 1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 25.1 23.6 50.0 44.0 92.3 92.8 7.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 80 111 118 95 84 254 260 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 773,196 COMMITMENTS 91,732 121,721 89,001 436,519 384,907 617,251 595,628 155,944 177,567 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 35,596) -4,195 1,470 12,054 16,479 18,740 24,338 32,264 11,258 3,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 15.7 11.5 56.5 49.8 79.8 77.0 20.2 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 33 31 41 64 71 117 123 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 715,023 COMMITMENTS 36,225 116,911 10,538 549,746 483,621 596,509 611,070 118,514 103,953 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 9,950) -3,951 -8,020 7,138 7,088 15,055 10,275 14,173 -325 -4,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 16.4 1.5 76.9 67.6 83.4 85.5 16.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 7 13 7 57 56 67 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,982 COMMITMENTS 3,250 123 412 917 4,287 4,579 4,822 403 160 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -153) -89 97 47 -165 -332 -207 -188 54 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 2.5 8.3 18.4 86.0 91.9 96.8 8.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 14 1 4 7 10 21 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 420,501 COMMITMENTS 101,421 60,202 78,684 193,957 241,040 374,061 379,925 46,440 40,576 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 13,227) 262 10,311 4,282 8,014 -4,305 12,558 10,287 669 2,940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 14.3 18.7 46.1 57.3 89.0 90.4 11.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 77 73 90 104 104 230 225 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,113 COMMITMENTS 2,373 3,642 810 5,062 4,986 8,245 9,438 2,868 1,675 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -505) 182 -877 2 -583 550 -399 -325 -106 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 32.8 7.3 45.6 44.9 74.2 84.9 25.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 24 17 10 21 12 48 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,383,217 COMMITMENTS 289,055 296,210 38,462 938,398 898,054 1265914 1232726 117,303 150,492 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,321) 4,179 -14,578 354 -16,764 13,556 -12,231 -668 8,910 -2,653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 21.4 2.8 67.8 64.9 91.5 89.1 8.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 54 55 42 108 119 182 196 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,707,922 COMMITMENTS 623,912 640,310 454,246 2252859 2045049 3331017 3139605 376,904 568,316 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 144,108) -15,610 -49,849 106,197 40,201 81,033 130,788 137,382 13,320 6,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 17.3 12.3 60.8 55.2 89.8 84.7 10.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 80 94 96 174 197 303 338 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,564 COMMITMENTS 51,898 55,052 370 210,688 187,767 262,956 243,189 82,609 102,376 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 10,725) -4,883 1,072 -409 5,789 8,596 497 9,259 10,228 1,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 15.9 0.1 61.0 54.3 76.1 70.4 23.9 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 7 5 32 35 44 43 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,188,473 COMMITMENTS 380,786 643,885 215,253 2329153 1971328 2925193 2830467 263,281 358,007 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -18,158) -39,507 -5,897 9,357 2,953 -28,044 -27,196 -24,583 9,038 6,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 20.2 6.8 73.0 61.8 91.7 88.8 8.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 45 74 72 133 158 224 258 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,574,525 COMMITMENTS 157,867 365,048 291,853 1093219 858,523 1542939 1515424 31,586 59,101 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -92,434) 4,317 -8,036 -24,860 -64,215 -56,887 -84,758 -89,783 -7,676 -2,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 23.2 18.5 69.4 54.5 98.0 96.2 2.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 25 47 47 60 73 116 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,703 COMMITMENTS 36,754 3,517 3,673 15,668 50,690 56,096 57,881 9,607 7,822 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,393) -4,734 -1,072 -51 2,823 -1,675 -1,963 -2,798 -430 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 5.4 5.6 23.8 77.2 85.4 88.1 14.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 44 17 10 29 33 76 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,406 COMMITMENTS 73,509 7,035 7,347 31,337 101,381 112,192 115,762 19,214 15,644 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,786) -9,469 -2,145 -102 5,645 -3,349 -3,925 -5,596 -861 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.9 5.4 5.6 23.8 77.2 85.4 88.1 14.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 44 17 10 29 33 76 57 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 35,552 COMMITMENTS 32,026 34,577 369 3,099 536 35,494 35,482 58 70 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 603) 730 71 0 -112 536 618 607 -15 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.1 97.3 1.0 8.7 1.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 24 11 1 2 1 27 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,948 COMMITMENTS 14,587 7,166 92 18,258 25,567 32,937 32,825 11 123 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 942) -1,256 178 0 2,193 784 937 962 5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 21.7 0.3 55.4 77.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 10 16 1 10 20 20 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,514 COMMITMENTS 17,219 4,145 89 9,181 22,185 26,489 26,419 25 95 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,039) 2 -75 -91 -953 -871 -1,042 -1,037 3 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 15.6 0.3 34.6 83.7 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 1 6 11 18 20
Updated April 7, 2017