WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,898 COMMITMENTS 159,525 123,045 196,589 190,124 224,063 546,238 543,697 44,660 47,201 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 43,636) 6,884 -16,766 24,083 9,924 42,798 40,891 50,116 2,745 -6,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 20.8 33.3 32.2 37.9 92.4 92.0 7.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455) 143 151 181 107 132 364 361 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,316 COMMITMENTS 114,115 21,605 54,283 98,883 191,123 267,281 267,011 25,035 25,305 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 10,039) 9,710 -8,284 1,346 -982 17,608 10,074 10,671 -34 -632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 7.4 18.6 33.8 65.4 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 90 44 76 78 109 199 206 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,840,817 COMMITMENTS 388,059 230,405 454,826 748,728 925,640 1591613 1610871 249,204 229,946 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 86,949) 44,889 -100,525 44,477 7,978 142,023 97,345 85,975 -10,395 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 12.5 24.7 40.7 50.3 86.5 87.5 13.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 841) 223 171 255 340 367 702 676 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,805 COMMITMENTS 2,775 274 1,360 616 5,281 4,751 6,914 3,054 890 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 87) -82 221 169 -14 -46 72 344 15 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 3.5 17.4 7.9 67.7 60.9 88.6 39.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 23 4 7 11 11 37 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 908,861 COMMITMENTS 155,349 138,616 269,635 421,154 399,983 846,138 808,235 62,722 100,626 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 61,671) 21,894 -65,641 39,172 3,364 87,734 64,429 61,265 -2,759 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 15.3 29.7 46.3 44.0 93.1 88.9 6.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648) 177 188 239 189 242 493 558 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,222 COMMITMENTS 4,774 2,054 30 157 4,997 4,961 7,081 17,261 15,141 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 9.2 0.1 0.7 22.5 22.3 31.9 77.7 68.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 6 3 2 15 7 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,122 COMMITMENTS 105,862 56,516 98,424 188,249 248,373 392,535 403,314 39,587 28,808 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 27,815) 5,061 -13,442 15,428 9,915 29,135 30,404 31,122 -2,589 -3,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 13.1 22.8 43.6 57.5 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 90 76 118 87 86 250 239 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,233 COMMITMENTS 168,954 115,087 164,587 432,403 464,825 765,944 744,499 157,288 178,734 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,795) -3,791 18,985 12,524 14,686 -24,497 23,419 7,012 -20,623 -4,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 12.5 17.8 46.8 50.3 83.0 80.6 17.0 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 49 29 52 80 89 149 150 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 785,705 COMMITMENTS 74,569 130,530 12,757 588,117 545,781 675,443 689,067 110,262 96,638 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -9,976) -6,367 -14,588 3,874 1,378 -344 -1,116 -11,058 -8,861 1,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 16.6 1.6 74.9 69.5 86.0 87.7 14.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 15 15 11 58 65 78 86 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,232 COMMITMENTS 756 366 456 768 1,297 1,980 2,119 252 113 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -81) 70 -72 41 -212 -17 -101 -48 20 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 16.4 20.4 34.4 58.1 88.7 94.9 11.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 3 3 7 9 15 14 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 400,066 COMMITMENTS 79,574 72,813 85,467 190,944 209,025 355,985 367,305 44,080 32,760 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,807) 9,045 -26,018 -1,957 -7,277 33,575 -189 5,600 -4,618 -10,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 18.2 21.4 47.7 52.2 89.0 91.8 11.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 75 64 84 102 87 223 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,436 COMMITMENTS 3,371 2,633 1,085 3,930 5,237 8,386 8,955 2,050 1,481 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 356) 55 390 319 -26 -133 349 576 8 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 25.2 10.4 37.7 50.2 80.4 85.8 19.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 20 16 22 12 56 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,343,299 COMMITMENTS 182,484 437,519 38,297 1003589 703,011 1224370 1178827 118,929 164,472 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -31,296) 2,465 215 -8,987 -21,153 -19,489 -27,675 -28,261 -3,621 -3,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 32.6 2.9 74.7 52.3 91.1 87.8 8.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 41 59 38 108 101 169 178 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,788,669 COMMITMENTS 758,179 534,626 486,875 2176784 2194616 3421838 3216117 366,831 572,552 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 100,067) -57,223 -15,694 65,707 113,721 39,865 122,205 89,878 -22,138 10,190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 14.1 12.9 57.5 57.9 90.3 84.9 9.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 73 108 104 177 197 310 349 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 392,852 COMMITMENTS 75,244 50,933 3,401 226,840 214,050 305,485 268,384 87,367 124,468 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,043) -6,224 -1,522 -1,052 4,275 -2,464 -3,001 -5,038 -42 1,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 13.0 0.9 57.7 54.5 77.8 68.3 22.2 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 7 7 36 36 48 46 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,179,671 COMMITMENTS 347,208 626,560 216,187 2359048 1945382 2922444 2788129 257,227 391,541 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -78,848) -55,477 432 37,034 -39,915 -119,832 -58,358 -82,367 -20,490 3,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 19.7 6.8 74.2 61.2 91.9 87.7 8.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 48 70 64 128 156 213 253 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,582,295 COMMITMENTS 183,956 362,885 324,808 1037066 836,774 1545830 1524466 36,465 57,829 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 12,284) -7,970 -7,914 12,863 11,999 11,076 16,892 16,025 -4,608 -3,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 22.9 20.5 65.5 52.9 97.7 96.3 2.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 11 59 56 59 69 119 144 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,326 COMMITMENTS 39,073 4,120 3,797 13,916 48,124 56,787 56,041 8,539 9,285 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,659) -1,730 84 41 -587 -2,257 -2,277 -2,133 -382 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 6.3 5.8 21.3 73.7 86.9 85.8 13.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 41 19 11 26 31 71 57 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 130,652 COMMITMENTS 78,147 8,241 7,595 27,832 96,247 113,574 112,083 17,078 18,569 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,318) -3,460 167 81 -1,175 -4,515 -4,554 -4,266 -764 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 6.3 5.8 21.3 73.7 86.9 85.8 13.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 41 19 11 26 31 71 57 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 44,922 COMMITMENTS 29,267 44,340 256 15,358 210 44,881 44,806 41 116 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,037) -142 -7,047 0 -6,880 0 -7,022 -7,047 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 98.7 0.6 34.2 0.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 19 17 1 2 1 22 18 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,615 COMMITMENTS 19,535 5,422 39 9,970 24,047 29,544 29,508 71 107 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 305) 701 450 0 -423 -141 278 309 27 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 18.3 0.1 33.7 81.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 13 1 6 20 17 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,873 COMMITMENTS 12,694 5,143 13 10,127 17,638 22,834 22,794 39 79 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 80) 500 601 13 -420 -565 93 49 -13 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.5 22.5 0.1 44.3 77.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 9 1 5 10 15 19
Updated July 14, 2017