WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 588,265 COMMITMENTS 145,745 170,130 213,970 183,963 158,036 543,678 542,135 44,587 46,130 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 31,412) 12,238 -37,423 28,173 -7,512 37,426 32,900 28,176 -1,488 3,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 28.9 36.4 31.3 26.9 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 136 161 181 112 119 365 361 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,045 COMMITMENTS 101,967 45,010 66,794 108,609 161,592 277,370 273,397 25,675 29,649 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -2,940) -1,448 -25,172 3,335 -4,059 15,903 -2,172 -5,934 -768 2,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 14.9 22.0 35.8 53.3 91.5 90.2 8.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 83 49 73 91 93 206 190 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,866,228 COMMITMENTS 356,753 358,759 515,118 745,358 769,027 1617229 1642904 248,999 223,324 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -57,553) -10,917 20,769 -38,064 4,676 -37,666 -44,305 -54,961 -13,248 -2,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 19.2 27.6 39.9 41.2 86.7 88.0 13.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802) 231 158 251 349 329 700 640 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,059 COMMITMENTS 2,640 26 949 1,573 6,003 5,162 6,977 2,897 1,082 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -30) 674 -118 30 -566 -41 139 -128 -169 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 0.3 11.8 19.5 74.5 64.0 86.6 36.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 23 3 7 9 12 34 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 916,537 COMMITMENTS 126,189 208,373 263,507 466,082 334,424 855,779 806,305 60,759 110,233 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 13,187) -5,702 4,140 5,637 14,450 4,798 14,385 14,575 -1,198 -1,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 22.7 28.8 50.9 36.5 93.4 88.0 6.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642) 163 205 240 198 225 503 548 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 15,389 COMMITMENTS 3,088 2,978 3,345 8,557 8,578 14,990 14,901 399 488 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 778) 100 133 254 480 338 834 724 -56 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 19.4 21.7 55.6 55.7 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 8 11 8 9 20 21 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 450,697 COMMITMENTS 107,330 94,206 116,726 191,160 207,115 415,216 418,046 35,481 32,650 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -12,388) -1,356 -20,404 2,794 -15,795 6,395 -14,358 -11,215 1,970 -1,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 20.9 25.9 42.4 46.0 92.1 92.8 7.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 102 84 138 94 90 272 268 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 942,223 COMMITMENTS 140,027 100,041 160,884 442,561 505,825 743,472 766,750 198,750 175,473 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 68,026) -6,987 -289 34,336 25,777 30,997 53,127 65,043 14,900 2,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 10.6 17.1 47.0 53.7 78.9 81.4 21.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 36 38 50 75 83 135 147 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 766,469 COMMITMENTS 38,145 141,686 12,334 591,716 524,923 642,195 678,942 124,275 87,527 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 3,116) 4,837 10,423 -4,979 -2,752 -4,193 -2,894 1,251 6,010 1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 18.5 1.6 77.2 68.5 83.8 88.6 16.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 12 13 10 64 66 81 84 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,471 COMMITMENTS 786 191 605 779 1,466 2,170 2,262 301 209 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -84) -258 -172 52 131 -13 -75 -133 -9 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 7.7 24.5 31.5 59.3 87.8 91.5 12.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 4 5 8 17 14 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 445,273 COMMITMENTS 83,001 103,702 97,441 216,188 204,221 396,630 405,364 48,643 39,909 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -9,666) -1,556 158 -7,436 -1,543 -207 -10,536 -7,485 870 -2,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 23.3 21.9 48.6 45.9 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 76 78 100 114 97 250 233 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,211 COMMITMENTS 3,319 2,019 1,346 4,358 6,281 9,023 9,647 2,189 1,565 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 380) 396 78 28 28 359 452 465 -72 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 18.0 12.0 38.9 56.0 80.5 86.0 19.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 26 18 16 26 15 59 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,350,311 COMMITMENTS 210,565 324,533 49,549 978,233 820,478 1238347 1194561 111,964 155,750 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -47,807) -52,482 -19,199 -7,004 24,113 -29,014 -35,373 -55,217 -12,434 7,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 24.0 3.7 72.4 60.8 91.7 88.5 8.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 55 61 37 110 117 179 201 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,846,161 COMMITMENTS 893,531 520,540 433,031 2128780 2355328 3455342 3308898 390,819 537,262 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 91,660) 65,296 -22,366 44,506 -12,408 89,185 97,394 111,325 -5,734 -19,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 13.5 11.3 55.3 61.2 89.8 86.0 10.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 87 95 109 184 203 325 353 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,892 COMMITMENTS 63,685 45,227 4,536 223,068 224,733 291,289 274,496 87,603 104,396 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 12,817) -1,959 6,784 424 15,368 9,265 13,833 16,473 -1,016 -3,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 11.9 1.2 58.9 59.3 76.9 72.4 23.1 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 6 5 36 36 48 43 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,252,294 COMMITMENTS 477,518 609,653 180,374 2305205 2085314 2963098 2875342 289,197 376,953 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -62,480) -72,074 16,071 -2,598 24,307 -89,273 -50,365 -75,800 -12,115 13,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 18.7 5.5 70.9 64.1 91.1 88.4 8.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 49 68 65 125 151 212 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,737,763 COMMITMENTS 279,223 335,412 338,327 1075371 1000817 1692921 1674555 44,842 63,207 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 57,697) -47,730 40,571 3,599 108,137 10,621 64,006 54,790 -6,308 2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 19.3 19.5 61.9 57.6 97.4 96.4 2.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 19 42 48 63 72 114 136 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 61,624 COMMITMENTS 34,537 3,784 4,057 14,533 43,851 53,128 51,692 8,497 9,932 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -11,016) 802 -3,112 -532 -8,857 -5,554 -8,587 -9,198 -2,430 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 6.1 6.6 23.6 71.2 86.2 83.9 13.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 44 20 13 26 29 74 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 123,248 COMMITMENTS 69,075 7,568 8,114 29,066 87,702 106,255 103,384 16,993 19,864 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -22,032) 1,605 -6,224 -1,063 -17,715 -11,108 -17,173 -18,396 -4,859 -3,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 6.1 6.6 23.6 71.2 86.2 83.9 13.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 44 20 13 26 29 74 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 49,004 COMMITMENTS 37,887 42,043 6,616 4,418 230 48,921 48,889 83 115 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,611) -6,380 -3,494 5,870 3,124 230 2,614 2,606 -3 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.3 85.8 13.5 9.0 0.5 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 24 15 4 2 1 27 19 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,042 COMMITMENTS 14,604 5,135 92 13,245 22,726 27,941 27,953 101 89 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,085) 9,493 -923 0 -10,633 -153 -1,140 -1,076 55 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 18.3 0.3 47.2 81.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 13 1 8 17 19 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,027 COMMITMENTS 16,026 4,601 0 9,947 21,374 25,973 25,975 54 52 CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,000) 7,910 135 -1,458 -7,480 337 -1,028 -986 28 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.6 17.7 0.0 38.2 82.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 10 0 5 11 14 21
Updated June 23, 2017