WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,032 COMMITMENTS 146,595 175,913 249,950 223,771 187,235 620,316 613,099 44,716 51,934 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -8,565) -2,453 -34,233 12,052 -16,556 7,672 -6,957 -14,509 -1,608 5,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 26.5 37.6 33.6 28.2 93.3 92.2 6.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 137 163 180 101 113 356 355 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,700 COMMITMENTS 88,511 57,642 87,271 135,557 168,500 311,338 313,412 28,362 26,288 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 3,529) -9,555 -8,205 9,750 844 638 1,039 2,183 2,491 1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 17.0 25.7 39.9 49.6 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 100 59 97 80 85 228 207 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,104,949 COMMITMENTS 424,087 330,543 582,444 853,428 940,624 1859959 1853610 244,990 251,339 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -27,269) 22,437 -72,459 -5,733 -34,663 39,726 -17,959 -38,465 -9,311 11,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 15.7 27.7 40.5 44.7 88.4 88.1 11.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840) 213 158 234 374 374 703 672 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,677 COMMITMENTS 2,316 70 690 1,250 4,719 4,256 5,480 2,421 1,198 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 39) 269 -120 -238 92 248 123 -110 -84 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 1.1 10.3 18.7 70.7 63.7 82.1 36.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 3 7 9 11 22 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,483 COMMITMENTS 160,607 107,366 246,704 463,105 460,968 870,416 815,038 59,068 114,445 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 2,269) 19,336 -37,155 7,915 -21,623 26,206 5,628 -3,034 -3,359 5,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 11.6 26.5 49.8 49.6 93.6 87.7 6.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625) 158 173 234 207 238 498 533 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 539,982 COMMITMENTS 130,852 103,538 126,759 240,950 274,106 498,561 504,403 41,421 35,579 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 14,705) 3,050 5,692 -2,643 11,175 4,994 11,583 8,044 3,123 6,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 19.2 23.5 44.6 50.8 92.3 93.4 7.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 107 97 120 96 86 275 257 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,101,701 COMMITMENTS 162,304 128,785 182,267 612,892 581,746 957,462 892,798 144,239 208,903 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 79,664) -9,592 -4,737 33,496 62,775 34,294 86,678 63,053 -7,014 16,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 11.7 16.5 55.6 52.8 86.9 81.0 13.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 40 48 52 89 87 156 160 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 939,369 COMMITMENTS 44,810 210,001 36,373 740,764 580,790 821,947 827,164 117,422 112,205 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 25,220) -12,692 6,430 19,774 20,938 -3,403 28,019 22,801 -2,800 2,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 22.4 3.9 78.9 61.8 87.5 88.1 12.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 13 19 21 68 72 95 100 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,140 COMMITMENTS 693 647 278 813 934 1,784 1,859 356 281 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 10) 62 10 37 -32 6 67 53 -57 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 30.2 13.0 38.0 43.6 83.4 86.9 16.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 5 4 6 6 15 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 539,075 COMMITMENTS 137,044 25,845 119,930 233,353 363,285 490,327 509,061 48,748 30,014 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 46,760) 19,774 -6,644 15,825 10,099 40,254 45,697 49,434 1,062 -2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 4.8 22.2 43.3 67.4 91.0 94.4 9.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 117 55 114 98 101 271 229 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,194 COMMITMENTS 1,361 1,902 720 5,925 5,848 8,007 8,470 2,188 1,724 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -179) -107 -281 41 -62 -34 -128 -274 -52 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 18.7 7.1 58.1 57.4 78.5 83.1 21.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 16 15 19 13 42 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,161,195 COMMITMENTS 410,331 519,527 230,284 1390843 1222639 2031458 1972450 129,737 188,745 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 66,483) -12,786 -102,311 63,682 7,668 83,489 58,564 44,860 7,919 21,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 24.0 10.7 64.4 56.6 94.0 91.3 6.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 54 78 47 145 141 229 236 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,930,278 COMMITMENTS 560,505 890,711 951,833 3044483 2455099 4556820 4297643 373,458 632,635 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 202,809) -32,525 13,216 185,472 48,083 20,068 201,030 218,755 1,779 -15,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 18.1 19.3 61.8 49.8 92.4 87.2 7.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 87 120 121 200 214 355 387 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 562,786 COMMITMENTS 81,612 68,318 11,278 381,257 321,584 474,147 401,180 88,639 161,606 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -9,786) -14,095 16,877 6 6,111 -25,163 -7,978 -8,280 -1,808 -1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 12.1 2.0 67.7 57.1 84.2 71.3 15.8 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 12 12 12 53 53 72 70 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,880,734 COMMITMENTS 528,256 903,342 535,221 2530819 2016596 3594295 3455159 286,439 425,575 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 3,488) -9,293 -95,539 83,704 -45,681 48,606 28,730 36,771 -25,242 -33,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 23.3 13.8 65.2 52.0 92.6 89.0 7.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 57 85 70 149 170 248 283 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,877,641 COMMITMENTS 263,239 342,999 389,353 1191950 1083338 1844542 1815690 33,099 61,951 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 246,304) 130,473 91,598 15,146 96,706 147,202 242,325 253,946 3,979 -7,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 18.3 20.7 63.5 57.7 98.2 96.7 1.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 31 52 51 63 75 123 153 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 64,810 COMMITMENTS 25,446 15,135 1,976 28,254 40,692 55,675 57,803 9,135 7,007 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -3,044) -7,010 4,498 -333 5,574 -8,252 -1,769 -4,087 -1,275 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 23.4 3.0 43.6 62.8 85.9 89.2 14.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 41 14 12 31 26 77 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 129,621 COMMITMENTS 50,891 30,271 3,952 56,507 81,383 111,350 115,606 18,271 14,015 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -6,087) -14,020 8,996 -666 11,148 -16,504 -3,538 -8,173 -2,549 2,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 23.4 3.0 43.6 62.8 85.9 89.2 14.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 41 14 12 31 26 77 47 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 24,631 COMMITMENTS 500 663 0 22,189 23,533 22,689 24,196 1,942 435 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.7 0.0 90.1 95.5 92.1 98.2 7.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 8 12 9 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 47,042 COMMITMENTS 30,203 46,771 251 16,353 0 46,807 47,022 235 20 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -18,263) -18,395 -18,260 0 175 0 -18,220 -18,260 -43 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 99.4 0.5 34.8 0.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 33 10 2 3 0 37 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,391 COMMITMENTS 10,370 6,755 98 19,875 23,431 30,343 30,284 48 107 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 979) -428 -221 98 1,285 1,146 955 1,023 24 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 22.2 0.3 65.4 77.1 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 16 1 8 20 13 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,647 COMMITMENTS 22,752 5,730 6 2,839 19,874 25,597 25,610 50 37 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 1,653) 2,293 445 -7 -634 1,293 1,652 1,731 1 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.7 22.3 0.0 11.1 77.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 12 1 4 14 9 26
Updated February 16, 2018