WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,455 COMMITMENTS 140,243 151,973 134,402 163,705 151,532 438,351 437,907 42,104 42,548 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -107,810) -5,502 -18,157 -79,567 -20,258 -6,503 -105,327 -104,228 -2,483 -3,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 31.6 28.0 34.1 31.5 91.2 91.1 8.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 128 136 154 102 119 323 327 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,764 COMMITMENTS 103,870 40,657 50,052 100,249 160,873 254,171 251,582 22,593 25,182 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -26,281) 1,903 -4,353 -16,742 -8,360 -720 -23,199 -21,814 -3,082 -4,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 14.7 18.1 36.2 58.1 91.8 90.9 8.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 78 53 76 84 90 203 190 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,729,295 COMMITMENTS 328,566 389,877 418,179 740,340 704,065 1487085 1512121 242,210 217,174 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -136,933) -28,187 31,118 -96,939 -5,018 -64,962 -130,144 -130,783 -6,789 -6,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 22.5 24.2 42.8 40.7 86.0 87.4 14.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774) 197 166 227 345 321 659 625 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,900 COMMITMENTS 2,533 16 829 615 5,154 3,978 5,999 2,922 901 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,160) -107 -10 -120 -958 -849 -1,184 -978 25 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 0.2 12.0 8.9 74.7 57.6 86.9 42.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 22 1 7 11 12 34 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,666 COMMITMENTS 117,229 230,373 219,358 441,626 282,131 778,213 731,862 61,453 107,804 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -76,871) -8,960 22,000 -44,149 -24,456 -52,293 -77,565 -74,442 694 -2,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 27.4 26.1 52.6 33.6 92.7 87.2 7.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614) 156 186 233 194 216 483 532 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,615 COMMITMENTS 101,644 81,455 91,936 181,047 203,696 374,627 377,087 32,987 30,528 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -43,082) -5,686 -12,750 -24,790 -10,113 -3,419 -40,589 -40,959 -2,493 -2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 20.0 22.6 44.4 50.0 91.9 92.5 8.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 88 76 121 94 83 259 237 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,190 COMMITMENTS 170,134 106,159 136,628 407,463 489,083 714,224 731,870 188,966 171,320 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -39,033) 30,107 6,118 -24,257 -35,098 -16,742 -29,248 -34,881 -9,785 -4,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.8 15.1 45.1 54.2 79.1 81.0 20.9 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 48 26 47 75 89 137 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,159 COMMITMENTS 65,893 140,799 11,543 585,764 542,532 663,200 694,874 120,959 89,285 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 17,690) 27,748 -887 -790 -5,952 17,609 21,006 15,932 -3,316 1,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 18.0 1.5 74.7 69.2 84.6 88.6 15.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 16 14 12 60 64 81 85 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,269 COMMITMENTS 682 312 458 864 1,351 2,004 2,121 265 148 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -202) -104 121 -147 85 -115 -166 -141 -36 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 13.8 20.2 38.1 59.5 88.3 93.5 11.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 4 6 9 16 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 417,171 COMMITMENTS 75,018 114,985 90,594 207,600 172,506 373,212 378,085 43,959 39,086 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -28,102) -7,983 11,284 -6,847 -8,588 -31,715 -23,418 -27,279 -4,684 -823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 27.6 21.7 49.8 41.4 89.5 90.6 10.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 68 86 83 107 91 225 224 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,117 COMMITMENTS 3,075 1,992 826 4,044 5,627 7,945 8,445 2,172 1,672 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,094) -243 -28 -520 -314 -654 -1,077 -1,201 -16 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 19.7 8.2 40.0 55.6 78.5 83.5 21.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 22 13 10 24 15 50 35 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,305,003 COMMITMENTS 212,844 354,927 43,204 924,519 745,051 1180568 1143182 124,436 161,821 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -45,308) 2,279 30,393 -6,345 -53,714 -75,427 -57,780 -51,379 12,472 6,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 27.2 3.3 70.8 57.1 90.5 87.6 9.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 54 55 35 106 113 175 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,586,321 COMMITMENTS 827,918 524,530 352,829 2013472 2146366 3194218 3023725 392,103 562,596 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -259,840) -65,613 3,991 -80,202 -115,308 -208,962 -261,123 -285,173 1,284 25,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 14.6 9.8 56.1 59.8 89.1 84.3 10.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 76 98 105 167 183 301 328 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 386,901 COMMITMENTS 87,056 56,197 1,289 215,648 217,611 303,993 275,097 82,908 111,804 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 8,008) 23,371 10,970 -3,247 -7,420 -7,122 12,704 601 -4,695 7,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 14.5 0.3 55.7 56.2 78.6 71.1 21.4 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 8 7 32 35 45 46 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,264,743 COMMITMENTS 468,795 639,800 158,895 2363279 2087071 2990969 2885766 273,774 378,977 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,448) -8,724 30,147 -21,479 58,074 1,757 27,871 10,425 -15,423 2,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 19.6 4.9 72.4 63.9 91.6 88.4 8.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 51 66 63 129 151 217 243 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,698,624 COMMITMENTS 212,081 377,971 337,997 1103482 916,263 1653560 1632230 45,064 66,393 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -39,139) -67,142 42,559 -330 28,111 -84,554 -39,361 -42,325 222 3,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 22.3 19.9 65.0 53.9 97.3 96.1 2.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 16 48 55 62 73 120 143 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 66,278 COMMITMENTS 38,948 4,905 3,953 14,728 48,849 57,629 57,707 8,648 8,571 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,654) 4,410 1,121 -104 195 4,998 4,502 6,015 152 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 7.4 6.0 22.2 73.7 87.0 87.1 13.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 46 19 11 27 29 78 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 132,555 COMMITMENTS 77,896 9,809 7,906 29,457 97,698 115,259 115,414 17,297 17,142 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 9,307) 8,821 2,241 -208 391 9,996 9,004 12,029 304 -2,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 7.4 6.0 22.2 73.7 87.0 87.1 13.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 46 19 11 27 29 78 54 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 34,522 COMMITMENTS 29,704 33,929 256 4,398 210 34,358 34,395 164 127 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -14,482) -8,183 -8,114 -6,360 -20 -20 -14,563 -14,494 81 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 86.0 98.3 0.7 12.7 0.6 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 21 16 1 2 1 24 17 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,906 COMMITMENTS 17,338 4,989 39 12,460 24,757 29,837 29,785 69 121 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,864) 2,734 -146 -53 -785 2,031 1,896 1,832 -32 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 16.7 0.1 41.7 82.8 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 13 1 6 19 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,885 COMMITMENTS 12,742 4,618 0 10,103 18,206 22,845 22,824 40 61 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -3,142) -3,284 17 0 156 -3,168 -3,128 -3,151 -14 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 20.2 0.0 44.1 79.6 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 9 0 5 11 16 20
Updated June 30, 2017