WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 576,156 COMMITMENTS 134,740 226,556 184,952 207,296 124,116 526,988 535,623 49,168 40,533 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 9,967) 1,203 -4,557 7,413 1,875 10,365 10,491 13,221 -524 -3,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 39.3 32.1 36.0 21.5 91.5 93.0 8.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464) 150 156 181 123 104 381 352 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,463 COMMITMENTS 99,036 85,243 62,056 116,792 133,009 277,884 280,309 27,579 25,155 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 11,425) 8,174 5,945 1,684 1,603 3,671 11,461 11,299 -35 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 27.9 20.3 38.2 43.5 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 84 55 71 95 91 214 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,863,218 COMMITMENTS 361,626 444,697 482,082 766,804 726,974 1610512 1653753 252,706 209,465 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 66,086) 34,160 -20,807 26,044 -5,146 58,719 55,058 63,956 11,028 2,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 23.9 25.9 41.2 39.0 86.4 88.8 13.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805) 226 168 247 341 328 700 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,776 COMMITMENTS 1,960 318 947 2,127 5,595 5,034 6,861 2,742 916 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 619) 274 -223 273 -178 638 369 687 249 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 4.1 12.2 27.4 72.0 64.7 88.2 35.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 16 6 8 11 12 32 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 904,932 COMMITMENTS 130,085 219,874 249,940 460,533 319,877 840,558 789,691 64,375 115,241 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 23,205) 3,384 16,898 7,448 8,208 6,151 19,040 30,496 4,164 -7,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 24.3 27.6 50.9 35.3 92.9 87.3 7.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656) 172 207 257 196 218 514 560 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,629 COMMITMENTS 3,040 2,813 3,074 8,073 8,278 14,186 14,164 442 464 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -722) -580 310 -166 139 -897 -608 -753 -115 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 19.2 21.0 55.2 56.6 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 12 11 12 24 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 501,335 COMMITMENTS 111,446 130,806 129,466 226,557 204,117 467,469 464,389 33,867 36,946 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 26,973) 1,378 12,596 13,481 12,731 898 27,589 26,975 -617 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 26.1 25.8 45.2 40.7 93.2 92.6 6.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 104 106 147 100 84 290 292 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 852,709 COMMITMENTS 131,143 119,895 132,144 413,876 423,839 677,164 675,878 175,545 176,831 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -12,434) -3,417 583 6,769 -7,371 -17,724 -4,019 -10,372 -8,415 -2,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 14.1 15.5 48.5 49.7 79.4 79.3 20.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 32 38 50 72 80 130 142 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 778,786 COMMITMENTS 39,345 138,393 18,009 600,512 532,646 657,866 689,048 120,920 89,737 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 3,200) 8,154 -5,239 1,942 -3,617 12,929 6,479 9,632 -3,279 -6,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 17.8 2.3 77.1 68.4 84.5 88.5 15.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 14 13 10 66 63 85 81 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,954 COMMITMENTS 1,131 142 615 954 2,071 2,700 2,828 254 126 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -443) -19 -245 -219 -215 54 -453 -410 10 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 4.8 20.8 32.3 70.1 91.4 95.7 8.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 3 5 7 9 20 16 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 456,565 COMMITMENTS 82,605 107,007 102,958 223,052 204,353 408,615 414,317 47,950 42,247 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 7,253) -1,194 90 10,754 -3,219 -512 6,341 10,332 912 -3,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 23.4 22.6 48.9 44.8 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 71 80 101 111 99 247 239 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,262 COMMITMENTS 2,698 1,927 1,208 4,207 5,388 8,113 8,524 2,149 1,738 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -160) 278 -2 -124 -506 -62 -352 -187 192 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 18.8 11.8 41.0 52.5 79.1 83.1 20.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 18 16 22 15 53 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,377,672 COMMITMENTS 249,048 286,968 65,054 935,387 874,772 1249489 1226794 128,183 150,878 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 49,667) 19,470 46,638 -5,338 37,881 39,190 52,013 80,490 -2,346 -30,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 20.8 4.7 67.9 63.5 90.7 89.0 9.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 58 56 41 119 106 192 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,830,585 COMMITMENTS 860,188 661,896 401,302 2174265 2217836 3435755 3281034 394,830 549,551 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 78,966) -10,258 39,480 50,361 72,741 39,081 112,844 128,923 -33,878 -49,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 17.3 10.5 56.8 57.9 89.7 85.7 10.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 86 97 110 170 194 310 347 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 364,722 COMMITMENTS 74,870 41,763 2,943 198,781 209,616 276,594 254,322 88,128 110,400 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,268) -3,841 2,916 -324 -5,167 -1,658 -9,332 934 -936 -11,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 11.5 0.8 54.5 57.5 75.8 69.7 24.2 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 7 7 34 36 49 45 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,346,895 COMMITMENTS 524,623 610,007 192,537 2323818 2172819 3040977 2975362 305,918 371,533 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -69,666) 25,001 32,421 -21,353 -35,375 -27,780 -31,728 -16,712 -37,938 -52,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 18.2 5.8 69.4 64.9 90.9 88.9 9.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 54 64 65 127 154 218 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,608,438 COMMITMENTS 321,166 322,134 305,686 934,924 923,774 1561777 1551593 46,661 56,845 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -112,006) 20,627 19,655 -52,846 -79,510 -68,884 -111,729 -102,076 -277 -9,930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 20.0 19.0 58.1 57.4 97.1 96.5 2.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 30 38 52 61 66 116 138 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,100 COMMITMENTS 31,672 6,795 3,448 18,578 43,591 53,698 53,834 9,402 9,266 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 2,452) 1,310 -438 389 83 2,510 1,782 2,461 670 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 10.8 5.5 29.4 69.1 85.1 85.3 14.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 47 13 13 32 30 84 53 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 126,199 COMMITMENTS 63,344 13,591 6,895 37,157 87,182 107,396 107,668 18,803 18,531 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,904) 2,619 -876 778 167 5,021 3,564 4,922 1,340 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 10.8 5.5 29.4 69.1 85.1 85.3 14.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 47 13 13 32 30 84 53 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 47,054 COMMITMENTS 45,296 46,544 404 1,294 0 46,994 46,948 60 106 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 6,203) 6,010 6,603 147 45 -544 6,202 6,206 1 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 96.3 98.9 0.9 2.8 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 26 12 3 1 0 28 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,084 COMMITMENTS 4,330 5,422 589 25,105 23,977 30,024 29,988 60 96 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 450) -79 -68 479 17 49 417 460 33 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 18.0 2.0 83.4 79.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 15 4 9 19 22 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,230 COMMITMENTS 9,109 5,583 27 17,062 20,553 26,198 26,163 32 67 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,616) -157 -201 -103 1,892 1,963 1,632 1,659 -16 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 21.3 0.1 65.0 78.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 9 3 6 11 15 22
Updated June 9, 2017