WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 557,093 COMMITMENTS 130,112 234,331 167,434 210,702 113,407 508,248 515,172 48,845 41,921 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -37,377) 1,124 -37,948 2,641 -36,268 528 -32,504 -34,779 -4,873 -2,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 42.1 30.1 37.8 20.4 91.2 92.5 8.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 146 148 164 113 109 360 330 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 267,715 COMMITMENTS 98,128 89,085 43,665 101,950 112,021 243,743 244,772 23,972 22,943 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -23,412) -6,814 -23,248 -3,659 -11,803 2,437 -22,277 -24,470 -1,135 1,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 33.3 16.3 38.1 41.8 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 72 57 64 89 88 188 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,756,829 COMMITMENTS 313,586 426,661 451,291 766,130 683,255 1531006 1561207 225,822 195,622 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -82,251) -6,529 -16,502 -17,309 -48,207 -38,813 -72,045 -72,624 -10,206 -9,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 24.3 25.7 43.6 38.9 87.1 88.9 12.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790) 222 159 243 335 327 673 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,403 COMMITMENTS 1,549 962 602 2,228 4,123 4,379 5,687 2,024 716 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -286) -13 -139 75 -27 54 35 -10 -321 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 15.0 9.4 34.8 64.4 68.4 88.8 31.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 7 7 12 12 29 24 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 796,675 COMMITMENTS 139,236 172,443 198,821 403,493 308,824 741,549 680,087 55,126 116,588 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -25,197) 2,643 -2,521 -919 -21,896 -15,134 -20,172 -18,574 -5,025 -6,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 21.6 25.0 50.6 38.8 93.1 85.4 6.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664) 176 191 243 197 241 505 565 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,480 COMMITMENTS 3,368 1,897 2,567 6,066 7,565 12,001 12,030 480 451 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -250) -6 16 -5 -247 -220 -257 -208 7 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 15.2 20.6 48.6 60.6 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 9 11 10 12 22 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,786 COMMITMENTS 103,593 121,984 105,553 214,397 201,649 423,543 429,186 37,243 31,600 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 8,778) 4,531 -6,259 13,162 -8,643 6,315 9,050 13,218 -272 -4,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 26.5 22.9 46.5 43.8 91.9 93.1 8.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 91 104 120 92 79 257 249 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 764,438 COMMITMENTS 112,436 92,930 84,029 408,377 404,200 604,842 581,160 159,597 183,279 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,050) -3,485 6,592 -1,237 7,895 -10,285 3,173 -4,929 -2,122 5,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 12.2 11.0 53.4 52.9 79.1 76.0 20.9 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 34 35 42 75 77 129 134 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 736,157 COMMITMENTS 30,870 119,611 9,836 582,981 509,604 623,687 639,051 112,470 97,106 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,014) -9,441 5,220 6,015 10,488 -8,884 7,062 2,351 -6,048 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 16.2 1.3 79.2 69.2 84.7 86.8 15.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 7 12 8 60 58 72 73 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,484 COMMITMENTS 2,255 52 579 1,211 3,718 4,045 4,349 439 135 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -375) -451 -208 63 23 -289 -365 -434 -10 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 1.2 12.9 27.0 82.9 90.2 97.0 9.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 1 3 8 11 20 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 401,680 COMMITMENTS 88,631 74,210 71,853 194,789 216,308 355,274 362,372 46,406 39,307 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 7,153) -4,732 4,667 6,146 7,461 -2,747 8,875 8,066 -1,722 -913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 18.5 17.9 48.5 53.9 88.4 90.2 11.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 78 76 93 101 90 230 220 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,746 COMMITMENTS 2,076 5,141 941 5,870 4,023 8,887 10,105 2,859 1,641 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,578) 87 1,409 362 855 -168 1,303 1,603 275 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 43.8 8.0 50.0 34.2 75.7 86.0 24.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 27 15 26 14 54 51 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,410,169 COMMITMENTS 254,342 247,023 66,558 965,849 950,056 1286748 1263637 123,420 146,532 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -8,011) -14,562 -2,870 -3,462 15,470 -2,336 -2,554 -8,668 -5,457 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 17.5 4.7 68.5 67.4 91.2 89.6 8.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 65 44 39 112 115 190 185 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,877,509 COMMITMENTS 813,790 633,796 387,578 2258317 2289775 3459685 3311149 417,824 566,360 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 87,672) 4,740 46,588 14,147 40,308 14,116 59,195 74,850 28,477 12,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 16.3 10.0 58.2 59.1 89.2 85.4 10.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 66 114 98 181 196 313 342 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 346,816 COMMITMENTS 51,973 44,950 3,357 213,888 190,707 269,218 239,014 77,598 107,802 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -4,873) -3,221 1,300 740 507 -6,441 -1,974 -4,401 -2,899 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 13.0 1.0 61.7 55.0 77.6 68.9 22.4 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 8 5 4 33 34 44 40 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,424,624 COMMITMENTS 563,123 629,313 195,904 2366190 2235173 3125218 3060390 299,407 364,234 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 59,169) -21,797 8,692 1,127 77,002 45,950 56,332 55,769 2,837 3,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 18.4 5.7 69.1 65.3 91.3 89.4 8.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 47 76 65 129 162 216 263 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,275,012 COMMITMENTS 162,034 199,420 243,594 836,785 776,443 1242413 1219457 32,599 55,555 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -427,327) 23,470 -153,400 -84,676 -362,951 -188,907 -424,157 -426,983 -3,170 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 15.6 19.1 65.6 60.9 97.4 95.6 2.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 21 50 44 50 69 102 136 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,926 COMMITMENTS 34,355 5,120 3,262 16,321 47,821 53,937 56,204 9,989 7,722 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -3,491) -3,811 -584 -147 209 -1,814 -3,749 -2,546 258 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 8.0 5.1 25.5 74.8 84.4 87.9 15.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 47 16 14 31 30 84 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 127,852 COMMITMENTS 68,709 10,241 6,524 32,641 95,642 107,874 112,407 19,977 15,444 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -6,982) -7,623 -1,169 -294 418 -3,628 -7,499 -5,091 517 -1,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 8.0 5.1 25.5 74.8 84.4 87.9 15.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 47 16 14 31 30 84 55 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 39,214 COMMITMENTS 36,606 38,468 369 2,181 295 39,156 39,132 58 82 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 7,977) 8,010 8,173 0 -57 -200 7,953 7,973 24 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 93.3 98.1 0.9 5.6 0.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 25 14 1 2 1 28 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,636 COMMITMENTS 5,789 6,504 92 23,713 22,918 29,594 29,514 42 122 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,721) -2,168 -113 0 453 -1,619 -1,715 -1,732 -6 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 21.9 0.3 80.0 77.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 13 1 8 19 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,965 COMMITMENTS 12,975 4,243 0 12,883 21,650 25,858 25,893 107 72 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -737) -3,192 163 0 2,462 -898 -730 -735 -7 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 16.3 0.0 49.6 83.4 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 8 0 6 12 16 20
Updated May 5, 2017