WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 566,325 COMMITMENTS 136,808 227,786 186,917 191,104 109,922 514,829 524,625 51,497 41,701 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7,681) 2,100 -9,873 14,890 -11,281 1,941 5,710 6,958 1,971 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 40.2 33.0 33.7 19.4 90.9 92.6 9.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449) 153 147 173 122 105 374 337 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,419 COMMITMENTS 91,784 80,320 53,066 113,926 127,791 258,777 261,177 26,642 24,242 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 21,164) -1,217 654 14,045 6,812 6,012 19,640 20,711 1,524 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 28.1 18.6 39.9 44.8 90.7 91.5 9.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 77 56 70 95 88 202 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,834,218 COMMITMENTS 332,543 443,697 490,823 774,182 695,489 1597548 1630009 236,670 204,208 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 24,268) 3,246 -17,426 8,384 5,031 31,505 16,660 22,463 7,608 1,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 24.2 26.8 42.2 37.9 87.1 88.9 12.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 796) 221 167 246 338 324 687 629 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,116 COMMITMENTS 1,640 538 729 2,344 5,010 4,713 6,278 2,403 839 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 98) -32 -108 65 -16 212 17 169 82 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 7.6 10.2 32.9 70.4 66.2 88.2 33.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 7 6 13 13 30 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,018 COMMITMENTS 132,585 183,096 226,107 427,862 314,692 786,554 723,895 56,463 119,123 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 38,913) -13,193 15,477 19,639 29,648 4,373 36,094 39,488 2,819 -575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 21.7 26.8 50.8 37.3 93.3 85.9 6.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672) 178 206 255 202 236 524 573 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,274 COMMITMENTS 3,448 2,493 3,183 7,114 8,265 13,744 13,941 530 333 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,174) 476 323 748 1,061 1,228 2,285 2,298 -111 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 17.5 22.3 49.8 57.9 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 10 11 10 11 22 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 458,168 COMMITMENTS 109,573 106,416 108,533 205,366 210,401 423,472 425,349 34,695 32,818 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 9,056) -758 524 6,248 7,229 2,202 12,718 8,974 -3,662 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 23.2 23.7 44.8 45.9 92.4 92.8 7.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 98 98 125 92 82 262 255 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 980,430 COMMITMENTS 146,347 107,737 168,385 484,404 507,845 799,136 783,968 181,294 196,462 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 169,966) 26,630 -17,603 80,717 53,398 95,386 160,746 158,500 9,220 11,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 11.0 17.2 49.4 51.8 81.5 80.0 18.5 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 41 29 46 75 81 135 138 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 774,577 COMMITMENTS 32,295 140,992 13,062 584,881 511,438 630,238 665,492 144,339 109,084 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 16,774) -1,902 445 -3,405 -325 17,487 -5,632 14,527 22,407 2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 18.2 1.7 75.5 66.0 81.4 85.9 18.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 12 14 10 64 62 83 79 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,343 COMMITMENTS 1,221 248 643 1,204 2,262 3,068 3,153 275 190 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 35) -377 -161 242 193 -29 58 52 -23 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 7.4 19.2 36.0 67.7 91.8 94.3 8.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 2 4 9 13 18 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 435,533 COMMITMENTS 85,593 97,235 92,998 210,942 203,261 389,533 393,493 46,000 42,040 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 28,073) -5,105 16,207 16,432 18,009 -8,335 29,336 24,304 -1,263 3,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.3 21.4 48.4 46.7 89.4 90.3 10.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 72 84 97 107 96 239 236 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,492 COMMITMENTS 2,319 2,151 1,190 4,990 5,433 8,499 8,774 1,994 1,718 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 455) 251 -829 290 -11 820 530 281 -75 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 20.5 11.3 47.6 51.8 81.0 83.6 19.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 22 17 15 19 12 48 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,459,108 COMMITMENTS 228,629 248,257 109,800 960,822 898,546 1299251 1256603 159,857 202,505 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 502) -28,790 13,798 45,712 -56,000 -85,453 -39,078 -25,942 39,580 26,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 17.0 7.5 65.8 61.6 89.0 86.1 11.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 68 56 56 114 120 206 208 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,237,132 COMMITMENTS 920,019 555,008 573,891 2344148 2526914 3838058 3655813 399,074 581,319 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 251,382) 60,327 -88,052 145,841 27,912 201,385 234,081 259,174 17,302 -7,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 13.1 13.5 55.3 59.6 90.6 86.3 9.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 90 93 98 183 202 321 345 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,752 COMMITMENTS 67,701 33,486 4,344 209,968 208,192 282,013 246,022 88,739 124,730 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 18,461) 9,681 -12,576 324 315 24,867 10,320 12,615 8,141 5,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 9.0 1.2 56.6 56.2 76.1 66.4 23.9 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 10 4 7 33 34 47 41 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,551,826 COMMITMENTS 493,217 590,387 320,499 2421718 2256055 3235433 3166941 316,392 384,884 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 177,706) 44,714 456 72,220 19,667 92,998 136,601 165,674 41,105 12,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 16.6 9.0 68.2 63.5 91.1 89.2 8.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 55 74 76 131 155 230 262 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,657,402 COMMITMENTS 296,606 301,564 348,828 972,367 941,118 1617801 1591510 39,601 65,892 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 128,063) 63,239 41,006 22,564 38,702 56,215 124,505 119,785 3,558 8,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 18.2 21.0 58.7 56.8 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 20 54 51 58 73 116 146 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,890 COMMITMENTS 28,786 6,670 2,986 19,793 42,410 51,564 52,065 9,327 8,825 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -575) 11 916 -463 534 -1,216 81 -763 -657 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 11.0 4.9 32.5 69.6 84.7 85.5 15.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 43 16 10 30 30 76 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 121,781 COMMITMENTS 57,571 13,339 5,971 39,585 84,820 103,128 104,131 18,653 17,650 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,150) 22 1,832 -927 1,068 -2,432 163 -1,527 -1,313 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 11.0 4.9 32.5 69.6 84.7 85.5 15.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 43 16 10 30 30 76 53 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 48,865 COMMITMENTS 47,308 47,987 256 1,249 544 48,813 48,787 52 78 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,739) 9,417 8,371 -1,629 -1,026 0 6,762 6,742 -23 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 96.8 98.2 0.5 2.6 1.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 22 14 1 1 1 24 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,820 COMMITMENTS 4,654 5,283 92 25,035 24,316 29,781 29,691 39 129 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,251) -2,047 -1,298 0 846 41 -1,201 -1,257 -50 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 17.7 0.3 84.0 81.5 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 14 1 9 20 19 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,906 COMMITMENTS 10,447 5,800 0 15,401 20,027 25,848 25,827 58 79 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -259) -651 797 0 375 -990 -276 -193 17 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 22.4 0.0 59.4 77.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 12 0 6 11 14 23
Updated May 26, 2017