WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,853 COMMITMENTS 133,507 207,553 185,796 191,475 120,610 510,778 513,959 46,075 42,894 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -19,303) -1,233 -19,003 844 -15,821 -3,506 -16,210 -21,664 -3,093 2,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 37.3 33.4 34.4 21.7 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 137 160 173 115 112 359 353 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,985 COMMITMENTS 103,415 70,182 63,459 112,668 145,689 279,542 279,331 26,443 26,655 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 522) 4,379 -15,061 1,403 -4,124 12,680 1,658 -978 -1,136 1,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 22.9 20.7 36.8 47.6 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 80 55 71 92 95 204 197 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,923,781 COMMITMENTS 367,670 337,989 553,182 740,681 806,692 1661534 1697864 262,247 225,917 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 60,563) 6,044 -106,708 71,101 -26,123 79,719 51,022 44,112 9,541 16,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 17.6 28.8 38.5 41.9 86.4 88.3 13.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 818) 239 169 261 338 330 714 649 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,090 COMMITMENTS 1,966 143 918 2,139 6,044 5,023 7,106 3,067 984 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 314) 6 -175 -29 12 449 -11 245 325 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 1.8 11.4 26.4 74.7 62.1 87.8 37.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 6 7 9 11 30 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 903,351 COMMITMENTS 131,891 204,233 257,871 451,632 329,627 841,394 791,730 61,957 111,621 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,582) 1,806 -15,641 7,931 -8,901 9,750 836 2,039 -2,418 -3,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 22.6 28.5 50.0 36.5 93.1 87.6 6.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639) 174 193 249 190 217 502 545 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,611 COMMITMENTS 2,988 2,845 3,091 8,077 8,240 14,157 14,177 454 434 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -18) -52 32 18 4 -38 -30 12 12 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 19.5 21.2 55.3 56.4 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 9 12 10 11 23 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 463,085 COMMITMENTS 108,687 114,609 113,932 206,956 200,720 429,574 429,261 33,511 33,824 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -38,250) -2,759 -16,196 -15,534 -19,601 -3,397 -37,895 -35,127 -355 -3,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 24.7 24.6 44.7 43.3 92.8 92.7 7.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 101 94 139 95 84 274 274 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 874,197 COMMITMENTS 147,014 100,330 126,548 416,784 474,829 690,346 701,707 183,851 172,490 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 21,488) 15,870 -19,565 -5,596 2,908 50,990 13,182 25,829 8,306 -4,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 11.5 14.5 47.7 54.3 79.0 80.3 21.0 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 42 28 46 75 80 134 137 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,353 COMMITMENTS 33,308 131,263 17,313 594,468 529,116 645,089 677,692 118,265 85,662 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -15,432) -6,037 -7,130 -696 -6,044 -3,530 -12,777 -11,357 -2,655 -4,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 17.2 2.3 77.9 69.3 84.5 88.8 15.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 13 14 11 64 65 84 83 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,555 COMMITMENTS 1,044 363 553 648 1,479 2,245 2,395 310 160 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -399) -87 221 -62 -306 -592 -455 -433 56 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 14.2 21.6 25.4 57.9 87.9 93.7 12.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 4 5 5 9 18 16 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 454,939 COMMITMENTS 84,557 103,544 104,878 217,732 204,428 407,166 412,849 47,773 42,090 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,626) 1,952 -3,463 1,920 -5,321 75 -1,449 -1,468 -177 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 22.8 23.1 47.9 44.9 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 80 75 101 116 103 257 241 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,831 COMMITMENTS 2,922 1,941 1,319 4,329 5,922 8,570 9,182 2,261 1,650 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 570) 224 14 111 122 533 457 658 112 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 17.9 12.2 40.0 54.7 79.1 84.8 20.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 26 16 16 23 15 56 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,398,118 COMMITMENTS 263,047 343,733 56,553 954,120 849,492 1273721 1249778 124,398 148,340 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 20,447) 13,999 56,764 -8,500 18,733 -25,280 24,232 22,984 -3,785 -2,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 24.6 4.0 68.2 60.8 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 64 56 41 109 112 187 195 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,754,501 COMMITMENTS 828,236 542,905 388,525 2141188 2266143 3357948 3197573 396,552 556,928 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -76,085) -31,952 -118,991 -12,778 -33,077 48,307 -77,807 -83,461 1,722 7,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 14.5 10.3 57.0 60.4 89.4 85.2 10.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 79 100 105 175 196 312 343 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,075 COMMITMENTS 65,644 38,443 4,112 207,700 215,468 277,456 258,023 88,619 108,052 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,353) -9,226 -3,320 1,169 8,919 5,852 862 3,701 491 -2,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.5 1.1 56.7 58.9 75.8 70.5 24.2 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 6 7 37 38 50 46 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,314,774 COMMITMENTS 549,592 593,583 182,972 2280898 2174587 3013462 2951142 301,312 363,632 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -32,121) 24,969 -16,424 -9,565 -42,920 1,769 -27,515 -24,220 -4,606 -7,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 17.9 5.5 68.8 65.6 90.9 89.0 9.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 51 62 65 123 152 211 242 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,680,065 COMMITMENTS 326,953 294,841 334,728 967,234 990,196 1628915 1619765 51,150 60,300 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 71,627) 5,787 -27,293 29,042 32,309 66,423 67,138 68,172 4,489 3,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 17.5 19.9 57.6 58.9 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 25 38 48 62 67 115 132 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 72,640 COMMITMENTS 33,735 6,896 4,589 23,391 49,405 61,714 60,890 10,926 11,750 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,541) 2,063 101 1,141 4,812 5,814 8,016 7,056 1,525 2,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 9.5 6.3 32.2 68.0 85.0 83.8 15.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 49 16 16 38 35 95 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 145,280 COMMITMENTS 67,470 13,792 9,177 46,781 98,811 123,428 121,780 21,852 23,500 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 19,081) 4,126 201 2,282 9,624 11,629 16,032 14,112 3,049 4,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 9.5 6.3 32.2 68.0 85.0 83.8 15.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 49 16 16 38 35 95 62 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 46,393 COMMITMENTS 44,267 45,537 746 1,294 0 46,307 46,283 86 110 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -661) -1,029 -1,007 342 0 0 -687 -665 26 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 95.4 98.2 1.6 2.8 0.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 24 14 3 1 0 27 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,127 COMMITMENTS 5,111 6,058 92 23,878 22,879 29,081 29,029 46 98 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -957) 781 636 -497 -1,227 -1,098 -943 -959 -14 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 20.8 0.3 82.0 78.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 13 1 9 17 21 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,027 COMMITMENTS 8,116 4,466 1,458 17,427 21,037 27,001 26,961 26 66 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 797) -993 -1,117 1,431 365 484 803 798 -6 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 16.5 5.4 64.5 77.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 9 1 5 11 15 21
Updated June 16, 2017