WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 566,189 COMMITMENTS 133,537 231,113 177,539 205,421 113,751 516,497 522,403 49,692 43,786 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -136) -3,271 3,327 -9,378 14,317 3,829 1,669 -2,222 -1,805 2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 40.8 31.4 36.3 20.1 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 143 150 168 124 103 365 337 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,038 COMMITMENTS 90,862 79,299 60,372 115,189 129,338 266,423 269,009 27,614 25,029 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 8,619) -922 -1,021 7,306 1,263 1,547 7,646 7,832 973 787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 27.0 20.5 39.2 44.0 90.6 91.5 9.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 73 58 74 96 88 206 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,797,132 COMMITMENTS 327,466 465,504 456,037 771,950 668,255 1555454 1589797 241,678 207,335 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -37,086) -5,076 21,807 -34,785 -2,232 -27,234 -42,094 -40,212 5,009 3,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 25.9 25.4 43.0 37.2 86.6 88.5 13.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 791) 215 168 236 336 318 670 627 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,158 COMMITMENTS 1,686 542 674 2,305 4,957 4,664 6,173 2,493 984 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 41) 46 4 -55 -40 -53 -49 -104 90 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 7.6 9.4 32.2 69.3 65.2 86.2 34.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 7 5 13 13 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,728 COMMITMENTS 126,700 202,976 242,492 452,325 313,726 821,518 759,195 60,210 122,533 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 38,710) -5,885 19,881 16,385 24,463 -966 34,963 35,300 3,747 3,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 23.0 27.5 51.3 35.6 93.2 86.1 6.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662) 187 194 246 201 225 518 556 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,351 COMMITMENTS 3,620 2,503 3,239 7,934 9,174 14,794 14,917 557 434 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,077) 173 10 57 821 910 1,050 976 27 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 16.3 21.1 51.7 59.8 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 11 11 12 23 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 474,362 COMMITMENTS 110,068 118,210 115,985 213,826 203,219 439,879 437,414 34,483 36,948 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 16,194) 495 11,794 7,452 8,459 -7,182 16,407 12,065 -212 4,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 24.9 24.5 45.1 42.8 92.7 92.2 7.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 99 104 128 95 84 266 269 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 865,142 COMMITMENTS 134,560 119,312 125,376 421,247 441,563 681,182 686,250 183,960 178,892 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -115,288) -11,787 11,574 -43,010 -63,157 -66,283 -117,954 -97,718 2,666 -17,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 13.8 14.5 48.7 51.0 78.7 79.3 21.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 34 34 42 71 76 124 133 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 775,586 COMMITMENTS 31,191 143,632 16,067 604,129 519,717 651,387 679,416 124,199 96,170 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,009) -1,104 2,639 3,005 19,248 8,279 21,149 13,924 -20,140 -12,914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 18.5 2.1 77.9 67.0 84.0 87.6 16.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 12 15 12 64 65 83 85 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,397 COMMITMENTS 1,150 387 834 1,169 2,017 3,153 3,238 244 159 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 54) -71 139 191 -35 -245 85 85 -31 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 11.4 24.6 34.4 59.4 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 4 4 8 11 17 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 449,312 COMMITMENTS 83,799 106,918 92,204 226,271 204,865 402,274 403,986 47,038 45,326 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 13,779) -1,794 9,683 -794 15,328 1,604 12,741 10,493 1,038 3,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 23.8 20.5 50.4 45.6 89.5 89.9 10.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 73 85 98 108 96 241 234 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,422 COMMITMENTS 2,421 1,929 1,331 4,713 5,450 8,466 8,711 1,957 1,711 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -70) 101 -222 142 -276 17 -33 -63 -37 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 18.5 12.8 45.2 52.3 81.2 83.6 18.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 25 17 17 20 14 52 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,328,005 COMMITMENTS 229,578 240,330 70,392 897,506 835,582 1197476 1146304 130,529 181,701 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -131,103) 949 -7,927 -39,408 -63,316 -62,964 -101,775 -110,299 -29,328 -20,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 18.1 5.3 67.6 62.9 90.2 86.3 9.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 60 52 43 114 115 196 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,751,619 COMMITMENTS 870,446 622,416 350,941 2101525 2178755 3322911 3152111 428,708 599,508 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -485,513) -49,574 67,408 -222,950 -242,623 -348,160 -515,147 -503,702 29,634 18,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 16.6 9.4 56.0 58.1 88.6 84.0 11.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 85 92 101 163 178 301 320 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,990 COMMITMENTS 78,711 38,847 3,267 203,948 211,274 285,926 253,388 89,064 121,602 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 4,238) 11,010 5,361 -1,077 -6,020 3,082 3,913 7,366 325 -3,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 10.4 0.9 54.4 56.3 76.2 67.6 23.8 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 10 6 7 33 36 47 45 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,416,561 COMMITMENTS 499,622 577,586 213,890 2359193 2200599 3072705 2992074 343,856 424,487 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -135,265) 6,405 -12,801 -106,609 -62,524 -55,457 -162,728 -174,867 27,463 39,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 16.9 6.3 69.1 64.4 89.9 87.6 10.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 54 58 63 129 149 215 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,720,444 COMMITMENTS 300,539 302,479 358,533 1014434 992,658 1673506 1653669 46,938 66,775 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 63,043) 3,933 915 9,705 42,068 51,539 55,705 62,159 7,337 883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 17.6 20.8 59.0 57.7 97.3 96.1 2.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 21 56 55 63 75 124 154 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,648 COMMITMENTS 30,362 7,234 3,059 18,495 41,081 51,916 51,373 8,732 9,275 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -242) 1,577 564 73 -1,298 -1,329 352 -692 -595 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 11.9 5.0 30.5 67.7 85.6 84.7 14.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 46 19 11 31 30 80 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 121,296 COMMITMENTS 60,725 14,467 6,118 36,990 82,161 103,832 102,746 17,463 18,550 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -485) 3,154 1,128 146 -2,595 -2,659 705 -1,384 -1,190 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 11.9 5.0 30.5 67.7 85.6 84.7 14.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 46 19 11 31 30 80 57 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 40,851 COMMITMENTS 39,286 39,941 257 1,249 544 40,792 40,742 59 109 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -8,014) -8,022 -8,046 1 0 0 -8,021 -8,045 7 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 96.2 97.8 0.6 3.1 1.3 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 22 13 2 1 1 24 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,634 COMMITMENTS 4,409 5,490 110 25,088 23,928 29,607 29,528 27 106 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -186) -245 207 18 53 -388 -174 -163 -12 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 18.5 0.4 84.7 80.7 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 14 2 9 20 22 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,614 COMMITMENTS 9,266 5,784 130 15,170 18,590 24,566 24,504 48 110 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -1,292) -1,181 -16 130 -231 -1,437 -1,282 -1,323 -10 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 23.5 0.5 61.6 75.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 10 1 6 10 14 21
Updated June 2, 2017