WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 471,652 COMMITMENTS 156,884 154,973 104,579 178,930 168,971 440,393 428,523 31,259 43,129 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 3,814) -952 2,496 -2,865 8,514 3,886 4,697 3,517 -883 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 32.9 22.2 37.9 35.8 93.4 90.9 6.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 129 128 131 98 112 305 313 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,351 COMMITMENTS 87,230 38,343 56,825 103,896 149,873 247,951 245,041 21,400 24,310 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -2,825) 5,556 4,422 -1,946 -4,406 -4,347 -796 -1,871 -2,029 -954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 14.2 21.1 38.6 55.6 92.1 91.0 7.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 93 48 78 74 86 200 188 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,854,949 COMMITMENTS 584,507 244,447 334,332 780,966 1042186 1699805 1620965 155,144 233,984 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -27,064) -28,540 13,704 -7,913 9,331 -31,043 -27,122 -25,252 58 -1,812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 13.2 18.0 42.1 56.2 91.6 87.4 8.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 873) 230 138 211 319 379 663 654 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,411 COMMITMENTS 1,651 1,315 96 1,087 2,996 2,834 4,407 3,577 2,004 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -324) 10 106 -88 -115 -123 -193 -105 -131 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 20.5 1.5 17.0 46.7 44.2 68.7 55.8 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 11 4 11 6 19 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 970,469 COMMITMENTS 289,630 65,273 149,700 478,667 636,347 917,997 851,320 52,472 119,149 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 34,022) 7,488 -6,604 7,978 17,204 29,048 32,670 30,422 1,352 3,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 6.7 15.4 49.3 65.6 94.6 87.7 5.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661) 196 123 180 192 264 479 508 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 36,458 COMMITMENTS 21,285 3,972 789 671 9,291 22,745 14,052 13,713 22,406 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 991) -6,914 160 -36 -69 333 -7,019 457 8,010 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 10.9 2.2 1.8 25.5 62.4 38.5 37.6 61.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 9 4 1 17 7 30 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 526,302 COMMITMENTS 142,156 127,948 125,624 218,351 239,291 486,131 492,863 40,171 33,439 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -15,874) -5,840 5,621 -7,740 -5,793 -16,597 -19,373 -18,716 3,499 2,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 24.3 23.9 41.5 45.5 92.4 93.6 7.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 111 110 126 91 70 278 269 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 812,933 COMMITMENTS 160,146 114,849 15,813 490,089 501,301 666,048 631,963 146,885 180,970 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 43,568) 17,740 7,293 3,488 11,951 36,697 33,179 47,478 10,389 -3,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 14.1 1.9 60.3 61.7 81.9 77.7 18.1 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 43 24 21 80 83 130 121 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 966,385 COMMITMENTS 57,025 213,706 14,445 768,848 637,524 840,318 865,675 126,067 100,710 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 13,640) 2,365 5,380 -1,262 8,388 18,228 9,491 22,346 4,149 -8,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 22.1 1.5 79.6 66.0 87.0 89.6 13.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 16 15 15 67 71 89 95 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 523,756 COMMITMENTS 168,371 24,964 106,414 198,481 359,861 473,266 491,239 50,490 32,517 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 19,598) -5,409 -2,539 13,976 10,134 6,362 18,701 17,799 897 1,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 4.8 20.3 37.9 68.7 90.4 93.8 9.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 121 45 119 91 97 278 235 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,170 COMMITMENTS 1,736 1,180 403 4,716 6,593 6,855 8,176 2,315 994 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 572) 630 -54 -185 -36 1,019 409 780 163 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 12.9 4.4 51.4 71.9 74.8 89.2 25.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 10 7 17 15 35 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,995,472 COMMITMENTS 417,217 503,965 101,375 1346936 1209665 1865528 1815005 129,944 180,467 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 62,018) -3,673 1,270 7,751 57,994 50,933 62,072 59,954 -54 2,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 25.3 5.1 67.5 60.6 93.5 91.0 6.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 57 80 27 145 138 217 230 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,579,519 COMMITMENTS 647,754 1019443 132,869 2446325 1902503 3226948 3054815 352,571 524,704 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 114,038) 12,270 53,324 5,939 86,403 78,559 104,612 137,822 9,426 -23,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 28.5 3.7 68.3 53.1 90.2 85.3 9.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 69 118 78 172 195 288 344 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 546,288 COMMITMENTS 69,509 71,501 7,923 360,419 296,472 437,851 375,896 108,437 170,392 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -6,165) 4,191 -18,637 5,478 -17,213 458 -7,544 -12,701 1,379 6,536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 13.1 1.5 66.0 54.3 80.2 68.8 19.8 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 15 10 7 53 52 71 66 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,527,238 COMMITMENTS 569,784 1143283 118,874 2584746 1825759 3273404 3087916 253,834 439,322 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 96,522) -15,795 37,221 12,267 103,065 47,671 99,537 97,159 -3,015 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 32.4 3.4 73.3 51.8 92.8 87.5 7.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 47 87 39 134 159 206 260 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,397,577 COMMITMENTS 380,866 188,314 673,523 1308798 1475004 2363187 2336841 34,390 60,736 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 26,948) 42,455 3,758 -7,015 -10,397 32,382 25,043 29,125 1,905 -2,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 7.9 28.1 54.6 61.5 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 35 49 59 57 74 126 155 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 50,772 COMMITMENTS 17,349 8,721 1,020 24,586 33,640 42,955 43,381 7,817 7,391 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,329) 482 571 -391 1,667 1,492 1,759 1,672 571 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 17.2 2.0 48.4 66.3 84.6 85.4 15.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 31 24 5 27 29 61 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 101,543 COMMITMENTS 34,698 17,441 2,040 49,171 67,280 85,909 86,761 15,634 14,782 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 4,658) 964 1,142 -781 3,334 2,983 3,517 3,344 1,141 1,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 17.2 2.0 48.4 66.3 84.6 85.4 15.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 31 24 5 27 29 61 55 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 47,891 COMMITMENTS 37,461 46,007 251 9,907 1,633 47,619 47,891 272 0 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 3,758) 3,786 2,128 0 -53 1,633 3,733 3,761 25 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.2 96.1 0.5 20.7 3.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 33 8 2 3 1 37 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,755 COMMITMENTS 2,757 8,914 264 26,711 20,487 29,732 29,665 23 90 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 328) 0 5 0 322 311 322 316 6 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 30.0 0.9 89.8 68.9 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 17 1 7 20 12 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 04/17/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,219 COMMITMENTS 16,328 6,761 0 1,874 11,406 18,202 18,167 17 52 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -458) -427 -112 0 -15 -351 -442 -463 -16 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 89.6 37.1 0.0 10.3 62.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 13 0 5 12 13 25
Updated April 20, 2018