WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED 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: 612,485 COMMITMENTS 137,219 158,366 214,579 226,744 193,156 578,542 566,100 33,943 46,385 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -18,084) 163 885 -20,199 3,517 2,707 -16,519 -16,607 -1,564 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 25.9 35.0 37.0 31.5 94.5 92.4 5.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442) 124 156 167 110 128 344 359 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED 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: 293,491 COMMITMENTS 83,728 37,231 76,120 110,495 153,709 270,342 267,060 23,149 26,430 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -8,459) 6,262 4,532 -6,855 -5,133 -5,431 -5,726 -7,754 -2,732 -705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 12.7 25.9 37.6 52.4 92.1 91.0 7.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 98 48 87 83 88 220 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED 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: 2,382,243 COMMITMENTS 502,460 235,110 688,758 970,286 1167363 2161504 2091231 220,739 291,012 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -66,188) -38,340 12,126 -29,556 10,380 -44,146 -57,515 -61,577 -8,673 -4,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 9.9 28.9 40.7 49.0 90.7 87.8 9.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 944) 266 159 295 406 425 811 770 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED 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: 6,659 COMMITMENTS 1,567 1,315 252 1,112 3,040 2,932 4,607 3,727 2,052 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -312) 4 94 -72 -99 -106 -166 -84 -146 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 19.8 3.8 16.7 45.7 44.0 69.2 56.0 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 12 5 11 7 19 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED 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: 1,174,860 COMMITMENTS 275,066 64,701 285,551 553,214 685,048 1113832 1035300 61,028 139,560 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 21,224) 4,493 -5,723 -2,508 18,781 26,899 20,766 18,668 458 2,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.5 24.3 47.1 58.3 94.8 88.1 5.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716) 223 159 254 233 282 579 591 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED 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 TRADER 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 CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED 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: 4,643 COMMITMENTS 2,001 532 1,264 852 2,458 4,117 4,254 527 389 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 25) -76 -112 7 -32 55 -101 -50 126 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 11.5 27.2 18.3 52.9 88.7 91.6 11.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 6 5 11 11 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED 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: 558,796 COMMITMENTS 133,314 127,533 148,640 235,319 247,999 517,273 524,172 41,523 34,624 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: -13,211) -7,671 6,888 -6,774 -2,275 -16,074 -16,720 -15,960 3,509 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 22.8 26.6 42.1 44.4 92.6 93.8 7.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 115 109 135 97 86 289 291 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED 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: 962,555 COMMITMENTS 145,546 109,055 106,101 553,743 551,003 805,389 766,159 157,166 196,396 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 64,084) 13,708 8,036 22,562 19,311 38,692 55,580 69,289 8,504 -5,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 11.3 11.0 57.5 57.2 83.7 79.6 16.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 40 36 43 93 93 151 154 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED 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: 966,747 COMMITMENTS 57,022 213,681 14,613 768,856 637,534 840,490 865,828 126,257 100,919 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 13,643) 2,397 5,430 -1,300 8,389 18,229 9,486 22,359 4,156 -8,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 22.1 1.5 79.5 65.9 86.9 89.6 13.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 16 15 16 67 72 89 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED 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: 588,589 COMMITMENTS 165,367 22,639 151,447 217,571 379,339 534,384 553,424 54,204 35,165 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 18,521) -5,267 -2,857 12,567 10,536 7,503 17,836 17,213 685 1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 3.8 25.7 37.0 64.4 90.8 94.0 9.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 126 53 136 102 115 301 266 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED 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: 9,914 COMMITMENTS 1,776 1,005 718 4,923 7,131 7,418 8,854 2,496 1,059 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 841) 644 -151 -52 35 1,241 627 1,038 215 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.1 7.2 49.7 71.9 74.8 89.3 25.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 8 10 17 16 37 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED 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: 2,064,727 COMMITMENTS 419,904 497,782 147,293 1366413 1236800 1933611 1881876 131,116 182,851 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 74,918) -2,887 3,527 14,983 63,393 54,472 75,489 72,982 -571 1,936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 24.1 7.1 66.2 59.9 93.6 91.1 6.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 63 76 43 148 139 233 236 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED 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: 4,108,560 COMMITMENTS 643,078 988,039 416,511 2677128 2154871 3736717 3559421 371,844 549,139 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 86,929) 10,171 72,273 -12,924 81,320 51,625 78,566 110,973 8,363 -24,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 24.0 10.1 65.2 52.4 90.9 86.6 9.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463) 80 120 107 197 221 334 391 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 3,783,204 COMMITMENTS 552,491 1110202 300,060 2671787 1924794 3524338 3335055 258,867 448,149 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 101,844) -17,172 31,219 23,103 99,118 49,392 105,048 103,715 -3,204 -1,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 29.3 7.9 70.6 50.9 93.2 88.2 6.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 46 93 65 150 168 241 281 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED 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: 2,399,346 COMMITMENTS 380,019 187,531 675,163 1309401 1475770 2364582 2338464 34,764 60,882 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 27,018) 42,438 3,586 -6,816 -10,325 32,384 25,296 29,153 1,722 -2,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.8 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 60 57 74 126 156 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED 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: 52,246 COMMITMENTS 17,539 8,748 1,635 25,162 34,344 44,336 44,728 7,910 7,518 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 2,253) 415 485 -342 1,643 1,464 1,715 1,607 538 646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 16.7 3.1 48.2 65.7 84.9 85.6 15.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 35 24 9 27 30 66 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED 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: 104,491 COMMITMENTS 35,077 17,497 3,270 50,324 68,689 88,671 89,456 15,820 15,035 CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST: 4,507) 829 969 -684 3,285 2,929 3,430 3,214 1,076 1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 16.7 3.1 48.2 65.7 84.9 85.6 15.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 35 24 9 27 30 66 59 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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