WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 594,469 COMMITMENTS 128,988 272,280 164,793 246,971 112,879 540,752 549,951 53,718 44,518 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -25,612) -4,673 17,617 -14,941 -6,242 -27,178 -25,855 -24,502 243 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 45.8 27.7 41.5 19.0 91.0 92.5 9.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471) 148 166 171 123 105 369 361 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,127 COMMITMENTS 104,941 112,333 47,325 113,753 109,584 266,019 269,242 25,108 21,885 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 908) 1,612 8,461 4,589 -3,435 -10,853 2,766 2,198 -1,858 -1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 38.6 16.3 39.1 37.6 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 78 65 69 91 86 204 198 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,839,080 COMMITMENTS 320,115 443,163 468,600 814,337 722,068 1603051 1633831 236,028 205,249 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -63,624) -9,260 40,630 -33,875 -25,092 -55,900 -68,227 -49,145 4,602 -14,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 24.1 25.5 44.3 39.3 87.2 88.8 12.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795) 216 164 256 342 317 694 632 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,690 COMMITMENTS 1,562 1,101 527 2,255 4,069 4,344 5,697 2,346 992 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -1,200) 114 214 -401 -861 -914 -1,149 -1,101 -52 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 16.5 7.9 33.7 60.8 64.9 85.2 35.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 6 7 10 11 25 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 821,873 COMMITMENTS 136,592 174,963 199,740 425,389 323,958 761,721 698,661 60,151 123,212 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -185,112) -3,472 3,394 -103,085 -77,203 -76,422 -183,760 -176,113 -1,352 -8,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 21.3 24.3 51.8 39.4 92.7 85.0 7.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665) 170 203 243 218 238 527 567 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,731 COMMITMENTS 3,373 1,881 2,572 6,312 7,785 12,258 12,238 473 493 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -875) -639 249 -553 266 -476 -926 -780 51 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 14.8 20.2 49.6 61.2 96.3 96.1 3.7 3.9 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 452,008 COMMITMENTS 99,062 128,244 92,391 223,040 195,333 414,493 415,968 37,515 36,040 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -30,536) 11,461 -473 -24,155 -16,892 -6,955 -29,586 -31,584 -950 1,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 28.4 20.4 49.3 43.2 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 81 108 115 98 79 250 249 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,388 COMMITMENTS 115,922 86,338 85,266 400,482 414,485 601,669 586,089 161,719 177,299 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -90,895) 23,368 -31,077 -46,689 -60,262 1,140 -83,583 -76,625 -7,312 -14,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 11.3 11.2 52.5 54.3 78.8 76.8 21.2 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 43 26 46 69 76 127 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,143 COMMITMENTS 40,311 114,391 3,821 572,493 518,488 616,625 636,699 118,518 98,444 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 3,563) 924 -4,032 -325 6,738 15,975 7,338 11,618 -3,775 -8,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 15.6 0.5 77.9 70.5 83.9 86.6 16.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 9 13 8 62 60 76 76 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,859 COMMITMENTS 2,706 260 516 1,188 4,007 4,410 4,783 449 76 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 66) -61 83 -68 173 64 44 79 22 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 5.4 10.6 24.4 82.5 90.8 98.4 9.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 2 4 8 10 23 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 394,527 COMMITMENTS 93,363 69,544 65,708 187,328 219,055 346,399 354,307 48,128 40,220 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -25,318) -5,728 -1,585 -9,682 -10,353 -12,438 -25,763 -23,704 445 -1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 17.6 16.7 47.5 55.5 87.8 89.8 12.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 79 73 93 105 97 241 219 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,168 COMMITMENTS 1,990 3,732 579 5,015 4,190 7,584 8,502 2,584 1,666 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 38) -194 1,565 -105 272 -1,500 -27 -40 65 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 36.7 5.7 49.3 41.2 74.6 83.6 25.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 24 11 17 15 41 46 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,418,180 COMMITMENTS 268,903 249,892 70,020 950,379 952,393 1289303 1272305 128,878 145,875 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 15,190) -36,215 -20,842 15,883 32,734 15,195 12,402 10,236 2,789 4,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 17.6 4.9 67.0 67.2 90.9 89.7 9.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 66 42 42 108 115 187 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,789,836 COMMITMENTS 809,050 587,208 373,431 2218009 2275659 3400489 3236298 389,347 553,538 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -420,360) 98,257 -92,027 -230,169 -270,202 -85,599 -402,114 -407,795 -18,245 -12,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 15.5 9.9 58.5 60.0 89.7 85.4 10.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 80 94 100 176 195 309 336 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,689 COMMITMENTS 55,193 43,650 2,618 213,381 197,148 271,192 243,416 80,497 108,274 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 202) 420 -3,084 1,989 -1,655 -3,600 754 -4,695 -552 4,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 12.4 0.7 60.7 56.1 77.1 69.2 22.9 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 6 5 33 34 46 41 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,365,455 COMMITMENTS 584,920 620,621 194,777 2289189 2189223 3068886 3004621 296,569 360,834 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -157,528) 35,992 25,780 -135,691 -71,278 -47,811 -170,977 -157,722 13,449 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 18.4 5.8 68.0 65.0 91.2 89.3 8.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 56 65 65 131 160 222 255 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,702,339 COMMITMENTS 138,564 352,820 328,270 1199736 965,350 1666570 1646440 35,769 55,899 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 30,270) -21,128 -38,626 25,382 20,570 48,293 24,824 35,049 5,446 -4,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 20.7 19.3 70.5 56.7 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 30 49 51 62 77 122 152 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 67,417 COMMITMENTS 38,166 5,705 3,409 16,111 49,635 57,686 58,749 9,730 8,668 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 990) -403 733 -658 1,849 -286 788 -211 202 1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 8.5 5.1 23.9 73.6 85.6 87.1 14.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 47 19 13 33 31 85 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 134,833 COMMITMENTS 76,332 11,410 6,818 32,223 99,271 115,373 117,498 19,460 17,335 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,981) -807 1,467 -1,316 3,699 -572 1,576 -421 404 2,402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 8.5 5.1 23.9 73.6 85.6 87.1 14.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 47 19 13 33 31 85 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 31,237 COMMITMENTS 28,596 30,295 369 2,238 495 31,203 31,159 34 78 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -9,845) -9,832 -9,867 0 0 0 -9,832 -9,867 -13 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 91.5 97.0 1.2 7.2 1.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 23 14 1 2 1 26 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,357 COMMITMENTS 7,957 6,617 92 23,260 24,537 31,309 31,246 48 111 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -255) -1,227 -226 0 934 24 -293 -202 38 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 21.1 0.3 74.2 78.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 15 1 8 20 18 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,702 COMMITMENTS 16,167 4,080 0 10,421 22,548 26,588 26,628 114 74 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -1,065) 269 -583 -34 -1,360 -432 -1,125 -1,049 60 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.5 15.3 0.0 39.0 84.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 7 0 6 11 18 18
Updated April 28, 2017