WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 681,306 COMMITMENTS 151,649 216,763 235,250 248,024 180,345 634,923 632,358 46,383 48,948 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -1,624) 7,826 -42,220 17,752 -26,872 20,245 -1,294 -4,223 -331 2,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 31.8 34.5 36.4 26.5 93.2 92.8 6.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 129 166 180 101 107 352 353 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 352,211 COMMITMENTS 106,991 94,669 82,034 135,784 152,046 324,808 328,748 27,402 23,463 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -6,306) -117 -17,477 641 -5,709 10,740 -5,185 -6,096 -1,121 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 26.9 23.3 38.6 43.2 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 105 74 94 86 80 235 215 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,093,775 COMMITMENTS 397,961 440,113 575,266 868,569 849,505 1841796 1864884 251,980 228,891 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 55,695) 43,371 -54,602 29,838 -19,952 70,296 53,256 45,532 2,439 10,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 21.0 27.5 41.5 40.6 88.0 89.1 12.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 871) 229 166 239 374 376 723 685 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,804 COMMITMENTS 2,079 197 1,074 1,116 4,326 4,268 5,596 2,535 1,208 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 70) -423 -282 416 -221 126 -227 261 297 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 2.9 15.8 16.4 63.6 62.7 82.2 37.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 4 7 10 12 22 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,890 COMMITMENTS 148,935 161,780 237,392 484,257 422,124 870,584 821,296 59,305 108,594 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 15,242) 13,319 -48,608 7,287 -4,722 47,424 15,884 6,103 -642 9,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 17.4 25.5 52.1 45.4 93.6 88.3 6.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628) 163 183 225 202 229 490 531 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 536,440 COMMITMENTS 128,897 110,533 132,485 237,129 261,369 498,511 504,387 37,929 32,053 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -3,728) 2,915 -8,970 -963 -6,612 5,556 -4,660 -4,377 931 648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 20.6 24.7 44.2 48.7 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 113 96 122 101 91 280 268 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 982,758 COMMITMENTS 188,164 114,106 111,065 508,853 575,819 808,082 800,989 174,676 181,769 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -55,177) -15,518 13,884 -42,742 -8,558 -17,705 -66,819 -46,563 11,641 -8,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 11.6 11.3 51.8 58.6 82.2 81.5 17.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 44 31 43 81 82 139 142 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 897,404 COMMITMENTS 48,928 187,261 10,728 713,695 592,325 773,351 790,314 124,053 107,090 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -649) 1,965 793 -3,135 -1,732 -14,315 -2,902 -16,657 2,253 16,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 20.9 1.2 79.5 66.0 86.2 88.1 13.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 16 14 15 61 67 88 85 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,831 COMMITMENTS 1,028 1,356 210 1,219 849 2,457 2,415 374 416 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -148) 40 -11 -181 63 72 -78 -120 -70 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 47.9 7.4 43.1 30.0 86.8 85.3 13.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 8 3 8 8 18 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 469,396 COMMITMENTS 116,056 34,965 93,085 211,283 308,349 420,424 436,399 48,973 32,997 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 11,934) 5,437 -12,411 6,314 -3,000 17,231 8,752 11,134 3,183 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 7.4 19.8 45.0 65.7 89.6 93.0 10.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 93 59 97 96 90 240 206 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,251 COMMITMENTS 1,281 2,481 580 6,205 5,749 8,066 8,810 2,184 1,440 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 210) 76 -43 -66 3 399 13 290 197 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 24.2 5.7 60.5 56.1 78.7 86.0 21.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 17 14 21 14 42 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,079,432 COMMITMENTS 410,552 686,793 154,816 1387520 1041743 1952888 1883352 126,544 196,080 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,425) 5,153 -21,405 4,150 -8,640 5,675 663 -11,580 762 13,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 33.0 7.4 66.7 50.1 93.9 90.6 6.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 54 81 47 143 139 227 237 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,447,669 COMMITMENTS 664,980 825,742 656,091 2780395 2322604 4101466 3804438 346,203 643,231 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 11,644) 36,454 52,107 -7,404 -17,494 -37,244 11,557 7,459 88 4,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 18.6 14.8 62.5 52.2 92.2 85.5 7.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 84 108 111 200 211 339 375 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 553,868 COMMITMENTS 107,038 56,721 11,835 346,870 326,111 465,743 394,667 88,125 159,201 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 17,713) -313 4,066 4,882 25,842 -1,146 30,411 7,802 -12,698 9,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 10.2 2.1 62.6 58.9 84.1 71.3 15.9 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 11 13 12 51 50 70 67 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,683,553 COMMITMENTS 540,153 965,640 425,872 2442981 1830918 3409006 3222431 274,547 461,123 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 301) 12,287 -31,442 -3,049 -15,229 39,391 -5,992 4,899 6,293 -4,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 26.2 11.6 66.3 49.7 92.5 87.5 7.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 51 90 66 143 174 237 287 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,738,063 COMMITMENTS 202,361 182,566 351,307 1150662 1148508 1704330 1682382 33,733 55,681 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 126,291) 20,953 -6,369 27,378 82,014 111,460 130,344 132,469 -4,053 -6,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 10.5 20.2 66.2 66.1 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 36 47 59 63 70 129 151 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 79,224 COMMITMENTS 40,536 7,680 3,634 21,296 61,711 65,465 73,025 13,758 6,199 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -482) 625 -1,315 -443 -805 1,250 -623 -508 141 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 9.7 4.6 26.9 77.9 82.6 92.2 17.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 55 14 11 33 28 92 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 158,447 COMMITMENTS 81,071 15,359 7,268 42,591 123,422 130,930 146,049 27,517 12,398 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -965) 1,249 -2,629 -885 -1,610 2,499 -1,246 -1,015 282 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 9.7 4.6 26.9 77.9 82.6 92.2 17.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 55 14 11 33 28 92 49 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 17,184 COMMITMENTS 500 319 0 15,140 16,546 15,640 16,865 1,544 319 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.9 0.0 88.1 96.3 91.0 98.1 9.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 9 12 10 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 78,595 COMMITMENTS 61,868 78,341 251 16,199 0 78,318 78,592 277 3 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 10,738) 8,138 10,757 0 2,604 0 10,742 10,757 -4 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.7 99.7 0.3 20.6 0.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 37 8 2 3 0 41 9 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,593 COMMITMENTS 9,876 6,919 0 17,684 20,529 27,560 27,448 33 145 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -588) 1,632 -89 0 -2,216 -488 -584 -577 -4 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 25.1 0.0 64.1 74.4 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 14 0 8 20 16 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,829 COMMITMENTS 19,810 5,841 18 3,966 17,880 23,794 23,739 35 90 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 452) 304 -18 0 157 450 461 432 -9 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.1 24.5 0.1 16.6 75.0 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 13 1 5 13 12 26
Updated February 2, 2018