WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 547,262 COMMITMENTS 152,641 139,810 172,505 180,201 181,265 505,347 493,581 41,915 53,682 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 66,807) 12,398 -12,162 38,103 16,495 29,733 66,996 55,673 -189 11,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 25.5 31.5 32.9 33.1 92.3 90.2 7.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 129 151 162 98 130 330 349 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,276 COMMITMENTS 104,405 29,889 52,936 99,865 173,514 257,207 256,340 25,069 25,936 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 5,512) 535 -10,768 2,884 -384 12,641 3,036 4,757 2,476 754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 10.6 18.8 35.4 61.5 91.1 90.8 8.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 80 50 70 78 99 191 191 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,753,868 COMMITMENTS 343,170 330,930 410,349 740,750 783,617 1494269 1524896 259,599 228,972 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 24,573) 14,604 -58,947 -7,830 410 79,552 7,184 12,775 17,389 11,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 18.9 23.4 42.2 44.7 85.2 86.9 14.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779) 202 167 237 323 333 650 630 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,718 COMMITMENTS 2,858 53 1,191 630 5,327 4,679 6,570 3,039 1,147 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 818) 324 37 362 15 173 701 571 117 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 0.7 15.4 8.2 69.0 60.6 85.1 39.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 4 7 10 10 36 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 847,190 COMMITMENTS 133,455 204,257 230,463 417,790 312,249 781,709 746,970 65,481 100,220 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 7,523) 16,226 -26,116 11,105 -23,836 30,118 3,495 15,107 4,028 -7,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.1 27.2 49.3 36.9 92.3 88.2 7.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 158 181 224 182 218 459 519 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,306 COMMITMENTS 100,802 69,958 82,995 178,334 219,238 362,131 372,192 42,176 32,114 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -3,308) -843 -11,498 -8,940 -2,713 15,543 -12,497 -4,895 9,188 1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 17.3 20.5 44.1 54.2 89.6 92.1 10.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 97 71 120 88 83 251 239 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 920,437 COMMITMENTS 172,745 96,102 152,063 417,717 489,322 742,526 737,487 177,911 182,950 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 17,247) 2,611 -10,057 15,436 10,255 238 28,302 5,618 -11,054 11,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 10.4 16.5 45.4 53.2 80.7 80.1 19.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 40 34 49 78 90 142 149 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,681 COMMITMENTS 80,936 145,118 8,883 586,739 546,125 676,558 700,125 119,123 95,556 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 11,522) 15,043 4,318 -2,660 976 3,593 13,358 5,251 -1,836 6,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 18.2 1.1 73.7 68.6 85.0 88.0 15.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 15 13 9 59 65 78 83 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,313 COMMITMENTS 686 438 415 980 1,314 2,081 2,167 232 146 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 44) 4 126 -43 116 -37 77 46 -33 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 18.9 17.9 42.4 56.8 90.0 93.7 10.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 3 6 8 14 13 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 404,873 COMMITMENTS 70,530 98,831 87,424 198,221 175,450 356,175 361,705 48,698 43,167 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -12,298) -4,488 -16,154 -3,170 -9,379 2,944 -17,037 -16,380 4,739 4,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 24.4 21.6 49.0 43.3 88.0 89.3 12.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 71 71 85 101 85 222 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,079 COMMITMENTS 3,316 2,243 765 3,956 5,370 8,037 8,378 2,042 1,701 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -38) 240 251 -61 -87 -257 92 -67 -130 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 22.3 7.6 39.3 53.3 79.7 83.1 20.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 18 14 23 14 55 37 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,374,595 COMMITMENTS 180,019 437,304 47,284 1024743 722,500 1252045 1207088 122,550 167,508 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 69,592) -32,826 82,377 4,080 100,223 -22,551 71,477 63,905 -1,885 5,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 31.8 3.4 74.5 52.6 91.1 87.8 8.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 45 57 33 113 99 174 173 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,688,602 COMMITMENTS 815,403 550,320 421,168 2063062 2154751 3299633 3126240 388,969 562,362 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 102,281) -12,515 25,789 68,340 49,590 8,386 105,415 102,515 -3,134 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 14.9 11.4 55.9 58.4 89.5 84.8 10.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 74 111 109 173 191 315 343 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 395,895 COMMITMENTS 81,467 52,455 4,453 222,565 216,514 308,485 273,422 87,409 122,473 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 8,994) -5,588 -3,742 3,164 6,917 -1,097 4,493 -1,675 4,501 10,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 13.2 1.1 56.2 54.7 77.9 69.1 22.1 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 8 6 34 36 47 46 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,258,519 COMMITMENTS 402,685 626,128 179,153 2398964 2065215 2980802 2870496 277,717 388,023 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -6,224) -66,109 -13,672 20,258 35,685 -21,856 -10,167 -15,270 3,943 9,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 19.2 5.5 73.6 63.4 91.5 88.1 8.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 49 69 63 130 158 216 253 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,570,011 COMMITMENTS 191,926 370,799 311,944 1025067 825,698 1528937 1508441 41,073 61,570 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -128,613) -20,155 -7,172 -26,052 -78,415 -90,565 -124,622 -123,789 -3,991 -4,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 23.6 19.9 65.3 52.6 97.4 96.1 2.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 13 54 56 57 69 117 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 67,985 COMMITMENTS 40,804 4,037 3,757 14,504 50,381 59,064 58,174 8,921 9,811 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,707) 1,856 -868 -196 -225 1,532 1,435 467 272 1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 5.9 5.5 21.3 74.1 86.9 85.6 13.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 44 18 10 26 34 74 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 135,970 COMMITMENTS 81,607 8,074 7,513 29,007 100,762 118,128 116,349 17,842 19,621 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 3,414) 3,712 -1,736 -393 -450 3,063 2,869 935 545 2,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 5.9 5.5 21.3 74.1 86.9 85.6 13.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 44 18 10 26 34 74 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 51,959 COMMITMENTS 29,409 51,387 256 22,238 210 51,903 51,853 56 106 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 17,437) -295 17,458 0 17,840 0 17,545 17,458 -108 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 98.9 0.5 42.8 0.4 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 20 16 1 2 1 23 17 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,310 COMMITMENTS 18,834 4,972 39 10,393 24,188 29,266 29,199 44 111 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -596) 1,496 -17 0 -2,067 -569 -571 -586 -25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 17.0 0.1 35.5 82.5 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 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,793 COMMITMENTS 12,194 4,542 0 10,547 18,203 22,741 22,745 52 48 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -92) -548 -76 0 444 -3 -104 -79 12 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.5 19.9 0.0 46.3 79.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 8 0 5 11 15 19
Updated July 7, 2017