WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 559,662 COMMITMENTS 141,139 173,982 178,653 202,668 161,251 522,460 513,885 37,202 45,777 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -79,897) -6,478 -12,402 -50,722 -17,135 -11,187 -74,335 -74,311 -5,561 -5,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 31.1 31.9 36.2 28.8 93.4 91.8 6.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424) 117 159 154 96 111 321 332 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 326,472 COMMITMENTS 90,419 62,091 81,937 129,364 157,128 301,720 301,156 24,752 25,316 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -10,440) 1,560 2,788 -4,239 -6,119 -7,925 -8,798 -9,376 -1,642 -1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 19.0 25.1 39.6 48.1 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 92 60 91 76 89 217 205 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,986,305 COMMITMENTS 467,291 292,060 492,369 810,259 956,061 1769919 1740490 216,386 245,815 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -142,409) 27,444 -20,761 -118,603 -32,225 9,369 -123,385 -129,995 -19,025 -12,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 14.7 24.8 40.8 48.1 89.1 87.6 10.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 861) 227 159 235 350 376 702 676 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,875 COMMITMENTS 2,388 60 77 1,001 4,631 3,467 4,769 2,408 1,106 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -393) 105 41 -279 -159 64 -333 -174 -60 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 1.0 1.3 17.0 78.8 59.0 81.2 41.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 1 2 5 9 16 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 931,437 COMMITMENTS 232,229 75,320 222,679 416,911 511,530 871,819 809,529 59,618 121,908 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -72,857) 34,312 -9,788 -52,986 -53,126 -9,033 -71,800 -71,807 -1,057 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 8.1 23.9 44.8 54.9 93.6 86.9 6.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672) 184 156 233 191 268 506 561 SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,733 COMMITMENTS 2,222 1,248 626 590 1,596 3,438 3,470 295 263 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.5 33.4 16.8 15.8 42.7 92.1 92.9 7.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 9 7 2 7 9 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 491,114 COMMITMENTS 133,975 94,561 94,983 222,085 270,745 451,043 460,289 40,071 30,825 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -48,016) 1,683 -20,817 -23,993 -23,849 424 -46,160 -44,387 -1,856 -3,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 19.3 19.3 45.2 55.1 91.8 93.7 8.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 100 89 112 86 81 255 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 987,488 COMMITMENTS 162,122 138,498 108,273 555,757 527,221 826,152 773,992 161,336 213,496 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -150,153) -9,464 8,253 -78,777 -73,116 -79,658 -161,358 -150,183 11,205 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 14.0 11.0 56.3 53.4 83.7 78.4 16.3 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 38 42 48 81 83 144 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,937 COMMITMENTS 52,518 211,058 21,109 775,708 649,351 849,335 881,519 155,602 123,419 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -4,561) 5,457 2,281 -46,339 8,325 40,360 -32,557 -3,698 27,996 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 21.0 2.1 77.2 64.6 84.5 87.7 15.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 14 16 19 67 75 92 99 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,899 COMMITMENTS 826 398 275 459 1,061 1,560 1,734 339 165 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -153) 110 28 -16 -245 -127 -151 -115 -2 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 21.0 14.5 24.2 55.9 82.1 91.3 17.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 4 4 5 7 17 14 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 508,077 COMMITMENTS 175,096 25,538 90,148 193,407 360,392 458,651 476,077 49,425 31,999 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -49,505) 23,713 3,853 -31,026 -37,717 -20,186 -45,030 -47,359 -4,475 -2,146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 5.0 17.7 38.1 70.9 90.3 93.7 9.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 124 56 102 91 109 268 231 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,928 COMMITMENTS 985 2,670 427 6,313 5,154 7,726 8,250 2,203 1,678 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -370) -207 436 -531 259 -190 -479 -286 109 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 26.9 4.3 63.6 51.9 77.8 83.1 22.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 17 6 20 12 32 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,974,003 COMMITMENTS 313,971 417,315 185,220 1313804 1147291 1812995 1749826 161,008 224,177 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -207,110) -72,782 -107,733 -58,629 -98,705 -84,254 -230,116 -250,617 23,006 43,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 21.1 9.4 66.6 58.1 91.8 88.6 8.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 56 75 52 153 148 241 245 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,520,297 COMMITMENTS 531,561 826,920 705,201 2877635 2285294 4114398 3817415 405,899 702,882 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -620,135) -13,292 -7,550 -413,472 -231,486 -247,784 -658,250 -668,806 38,115 48,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 18.3 15.6 63.7 50.6 91.0 84.5 9.0 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439) 84 108 113 193 211 334 375 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,845 COMMITMENTS 89,594 93,075 13,008 365,278 287,241 467,880 393,324 110,965 185,521 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,233) 10,653 17,052 -110 -10,755 -31,450 -212 -14,508 7,445 21,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 16.1 2.2 63.1 49.6 80.8 67.9 19.2 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 14 12 50 56 69 76 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,773,956 COMMITMENTS 477,485 905,700 358,100 2555216 1975918 3390800 3239718 383,156 534,238 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -344,000) -33,550 -58,897 -242,040 -150,263 -133,010 -425,853 -433,946 81,852 89,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 24.0 9.5 67.7 52.4 89.8 85.8 10.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 53 83 68 153 171 249 279 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,254,771 COMMITMENTS 316,431 302,022 543,155 1352081 1344168 2211667 2189344 43,104 65,427 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 234,025) 17,146 -16,509 105,716 106,699 138,433 229,562 227,641 4,463 6,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 13.4 24.1 60.0 59.6 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 40 52 61 68 73 139 161 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 60,763 COMMITMENTS 21,827 10,926 2,138 26,848 40,488 50,812 53,552 9,950 7,211 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 224) -1,402 -3,004 493 622 3,237 -288 726 512 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 18.0 3.5 44.2 66.6 83.6 88.1 16.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 38 15 9 30 32 70 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 121,525 COMMITMENTS 43,653 21,851 4,275 53,697 80,977 101,625 107,103 19,901 14,422 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 449) -2,805 -6,007 986 1,243 6,474 -575 1,453 1,024 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 18.0 3.5 44.2 66.6 83.6 88.1 16.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 38 15 9 30 32 70 54 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 51,299 COMMITMENTS 33,913 51,047 251 16,851 0 51,015 51,298 284 1 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,192) 1,933 2,204 0 258 0 2,191 2,204 1 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.1 99.5 0.5 32.8 0.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 35 10 2 3 0 39 11 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,106 COMMITMENTS 9,490 7,436 6,073 23,521 25,428 39,084 38,937 22 169 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,465) -921 106 5,972 2,412 1,350 7,463 7,428 2 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 19.0 15.5 60.1 65.0 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 16 2 7 20 12 38 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,920 COMMITMENTS 24,297 5,681 0 2,623 21,195 26,920 26,876 0 44 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 318) 667 -102 0 -320 423 347 321 -29 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 90.3 21.1 0.0 9.7 78.7 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 13 0 4 14 8 27
Updated March 2, 2018