WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,081 COMMITMENTS 133,661 254,663 179,734 253,212 140,057 566,607 574,453 53,474 45,628 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,930) -2,970 11,031 -3,553 12,471 1,834 5,948 9,312 981 -2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 41.1 29.0 40.8 22.6 91.4 92.6 8.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486) 162 162 185 122 114 387 379 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,218 COMMITMENTS 103,330 103,872 42,735 117,188 120,437 263,253 267,044 26,965 23,174 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,244) 1,192 3,637 5,190 -1,686 -3,352 4,696 5,475 -452 -1,231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 35.8 14.7 40.4 41.5 90.7 92.0 9.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 82 58 72 91 89 202 199 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,902,704 COMMITMENTS 329,374 402,533 502,475 839,429 777,969 1671278 1682976 231,426 219,728 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 17,459) -11,574 5,306 24,211 13,086 -10,277 25,722 19,240 -8,263 -1,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 21.2 26.4 44.1 40.9 87.8 88.5 12.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799) 212 173 263 340 326 697 645 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,890 COMMITMENTS 1,449 888 928 3,116 4,983 5,492 6,798 2,398 1,092 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 178) 52 51 -98 188 118 142 70 36 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 11.3 11.8 39.5 63.2 69.6 86.2 30.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 5 9 12 13 28 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,006,985 COMMITMENTS 140,065 171,569 302,825 502,592 400,380 945,481 874,774 61,504 132,210 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,457) -3,265 13,664 -2,324 9,858 -3,327 4,269 8,014 -2,812 -6,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 17.0 30.1 49.9 39.8 93.9 86.9 6.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698) 180 220 271 208 239 543 601 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,606 COMMITMENTS 4,012 1,632 3,125 6,047 8,261 13,184 13,018 422 588 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 247) 273 27 160 -181 -46 251 140 -5 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 12.0 23.0 44.4 60.7 96.9 95.7 3.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 9 11 10 13 22 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 482,545 COMMITMENTS 87,601 128,717 116,546 239,932 202,289 444,079 447,552 38,465 34,993 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 7,441) 1,625 1,296 6,099 -156 -839 7,567 6,556 -126 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 26.7 24.2 49.7 41.9 92.0 92.7 8.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 78 107 121 101 86 257 261 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 854,282 COMMITMENTS 92,554 117,415 131,955 460,743 413,345 685,252 662,714 169,031 191,568 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 46,802) 1,996 1,264 30,722 979 18,361 33,697 50,348 13,105 -3,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 13.7 15.4 53.9 48.4 80.2 77.6 19.8 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 33 38 51 71 72 132 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 731,580 COMMITMENTS 39,387 118,423 4,145 565,755 502,513 609,287 625,081 122,293 106,499 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,817) -2,506 -7,915 -128 7,866 14,005 5,232 5,962 1,584 854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 16.2 0.6 77.3 68.7 83.3 85.4 16.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 8 13 8 57 55 69 72 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,793 COMMITMENTS 2,767 177 584 1,015 3,943 4,366 4,704 427 89 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 209) -558 82 254 505 -109 201 227 8 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.7 3.7 12.2 21.2 82.3 91.1 98.1 8.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 2 5 7 10 23 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 419,844 COMMITMENTS 99,091 71,129 75,389 197,681 231,493 372,162 378,011 47,683 41,833 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -10,594) -4,732 2,072 -2,785 -3,004 -8,045 -10,521 -8,758 -73 -1,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 16.9 18.0 47.1 55.1 88.6 90.0 11.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 84 72 104 108 102 249 237 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,129 COMMITMENTS 2,184 2,167 684 4,743 5,691 7,611 8,541 2,518 1,588 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -673) -104 -498 -327 -90 108 -522 -717 -151 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 21.4 6.8 46.8 56.2 75.1 84.3 24.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 20 14 11 18 16 43 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,402,990 COMMITMENTS 305,118 270,734 54,137 917,645 937,198 1276901 1262070 126,089 140,921 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 5,146) 2,706 -2,794 5,624 -5,699 1,611 2,631 4,441 2,515 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 19.3 3.9 65.4 66.8 91.0 90.0 9.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 57 51 45 110 121 189 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,210,196 COMMITMENTS 710,793 679,235 603,600 2488211 2361258 3802604 3644093 407,593 566,103 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 309,718) 21,609 -33,705 110,387 157,305 240,427 289,302 317,109 20,417 -7,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 16.1 14.3 59.1 56.1 90.3 86.6 9.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 82 100 103 185 192 319 343 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,488 COMMITMENTS 54,774 46,734 628 215,036 200,748 270,438 248,110 81,050 103,377 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -7,278) -8,640 -5,480 248 3,581 -6,031 -4,810 -11,263 -2,467 3,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 13.3 0.2 61.2 57.1 76.9 70.6 23.1 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 6 5 34 36 47 43 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,522,983 COMMITMENTS 548,927 594,841 330,469 2360467 2237034 3239863 3162344 283,120 360,640 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 204,313) 113,404 -8,847 50,552 38,212 160,389 202,169 202,093 2,144 2,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 16.9 9.4 67.0 63.5 92.0 89.8 8.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 56 67 73 128 161 223 262 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,672,069 COMMITMENTS 159,692 391,446 302,888 1179166 917,057 1641746 1611391 30,323 60,678 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 17,403) 1,274 20,262 -15,000 33,337 14,985 19,611 20,247 -2,207 -2,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 23.4 18.1 70.5 54.8 98.2 96.4 1.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 27 47 52 62 75 121 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,426 COMMITMENTS 38,570 4,971 4,067 14,262 49,922 56,898 58,960 9,528 7,467 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 976) 945 838 233 -40 195 1,137 1,265 -161 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.1 7.5 6.1 21.5 75.2 85.7 88.8 14.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 51 18 11 31 30 85 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 132,853 COMMITMENTS 77,139 9,943 8,134 28,524 99,843 113,797 117,919 19,056 14,933 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,953) 1,889 1,675 466 -81 389 2,274 2,531 -322 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.1 7.5 6.1 21.5 75.2 85.7 88.8 14.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 51 18 11 31 30 85 56 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 41,082 COMMITMENTS 38,428 40,162 369 2,238 495 41,035 41,026 47 56 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,253) 5,099 4,382 0 -857 -100 4,242 4,282 11 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 93.5 97.8 0.9 5.4 1.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 25 12 1 2 1 28 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,612 COMMITMENTS 9,184 6,843 92 22,326 24,513 31,602 31,448 10 164 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -97) -1,681 -129 0 1,584 3 -97 -126 0 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 21.6 0.3 70.6 77.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 14 1 8 20 17 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,767 COMMITMENTS 15,898 4,663 34 11,781 22,980 27,713 27,677 54 90 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,969) -189 33 -1 2,148 1,931 1,958 1,963 11 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.3 16.8 0.1 42.4 82.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 1 5 11 16 20
Updated April 21, 2017