WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,295 COMMITMENTS 144,284 120,480 166,500 188,885 209,352 499,669 496,332 41,626 44,963 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -40,251) -9,685 -1,789 -27,260 2,460 -10,676 -34,486 -39,725 -5,766 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 22.3 30.8 34.9 38.7 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 129 139 178 117 122 355 346 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 279,670 COMMITMENTS 107,693 27,052 49,189 97,229 180,005 254,110 256,246 25,559 23,423 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -7,001) -4,982 2,770 -1,803 -185 -6,733 -6,970 -5,766 -31 -1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 9.7 17.6 34.8 64.4 90.9 91.6 9.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 90 44 78 82 102 203 202 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,758,611 COMMITMENTS 371,462 204,827 441,825 728,231 874,062 1541518 1520714 217,093 237,897 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -48,999) -8,078 -8,614 -10,670 -22,011 -36,367 -40,758 -55,651 -8,241 6,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 11.6 25.1 41.4 49.7 87.7 86.5 12.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798) 218 148 241 347 349 686 641 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,915 COMMITMENTS 2,963 395 1,435 662 5,173 5,060 7,003 2,855 912 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 50) 163 -151 20 10 253 193 122 -143 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 5.0 18.1 8.4 65.4 63.9 88.5 36.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 6 7 11 11 36 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,968 COMMITMENTS 156,519 106,871 196,816 382,817 390,111 736,152 693,798 57,816 100,170 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -66,683) 3,897 -11,885 -46,450 -20,202 -8,095 -62,755 -66,430 -3,928 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 13.5 24.8 48.2 49.1 92.7 87.4 7.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637) 185 173 231 197 242 498 546 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,233 COMMITMENTS 6,196 2,116 113 0 4,920 6,309 7,149 15,924 15,084 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 65) 735 20 -61 -151 85 523 44 -458 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 9.5 0.5 0.0 22.1 28.4 32.2 71.6 67.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 3 0 15 6 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 426,819 COMMITMENTS 118,442 50,124 91,703 179,800 257,857 389,944 399,683 36,875 27,136 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -5,518) 9,386 -3,900 -10,613 -2,836 10,827 -4,063 -3,686 -1,454 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 11.7 21.5 42.1 60.4 91.4 93.6 8.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 98 66 118 83 92 251 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 858,397 COMMITMENTS 180,773 129,615 98,818 413,792 450,511 693,383 678,944 165,014 179,453 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -45,292) 18,745 7,180 -48,464 -18,881 9,760 -48,599 -31,524 3,308 -13,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 15.1 11.5 48.2 52.5 80.8 79.1 19.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 39 32 47 76 81 135 140 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 808,470 COMMITMENTS 77,531 135,768 11,415 611,597 564,822 700,543 712,006 107,927 96,465 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 13,742) 6,107 585 -1,736 10,867 6,456 15,237 5,304 -1,495 8,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 16.8 1.4 75.6 69.9 86.7 88.1 13.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 13 16 9 62 69 79 90 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,811 COMMITMENTS 866 228 195 434 1,300 1,495 1,723 316 88 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -194) 60 -81 -195 -126 124 -261 -152 67 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 12.6 10.8 24.0 71.8 82.6 95.1 17.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 3 2 3 10 11 14 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 382,672 COMMITMENTS 78,806 63,819 74,011 189,774 213,736 342,590 351,565 40,082 31,107 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -16,306) -62 402 -12,976 -920 -1,715 -13,958 -14,289 -2,348 -2,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 16.7 19.3 49.6 55.9 89.5 91.9 10.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 63 60 81 103 96 215 204 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,833 COMMITMENTS 3,239 2,388 1,035 4,360 6,244 8,633 9,667 2,200 1,166 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 341) 92 -73 72 62 353 226 352 115 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 22.0 9.6 40.2 57.6 79.7 89.2 20.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 30 15 12 21 16 53 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,375,422 COMMITMENTS 192,262 434,042 40,660 1015400 744,197 1248322 1218900 127,100 156,522 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 7,864) 15,476 -11,670 3,205 -3,967 27,790 14,714 19,325 -6,850 -11,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 31.6 3.0 73.8 54.1 90.8 88.6 9.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 44 61 41 111 109 178 188 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,675,246 COMMITMENTS 853,739 584,993 373,624 2056003 2133151 3283365 3091768 391,880 583,478 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -132,184) 65,726 14,523 -67,090 -137,092 -121,244 -138,456 -173,812 6,272 41,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 15.9 10.2 55.9 58.0 89.3 84.1 10.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392) 76 95 103 164 186 299 325 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,935 COMMITMENTS 69,148 54,746 4,870 246,146 223,609 320,164 283,225 81,770 118,710 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 11,225) 4,346 2,132 -2,139 10,400 12,823 12,607 12,816 -1,382 -1,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 13.6 1.2 61.2 55.6 79.7 70.5 20.3 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 7 6 37 39 49 49 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,111,027 COMMITMENTS 339,658 632,879 187,734 2303059 1905833 2830450 2726445 280,576 384,582 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -63,812) -4,679 24,225 -18,939 -36,575 -66,720 -60,192 -61,434 -3,620 -2,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 20.3 6.0 74.0 61.3 91.0 87.6 9.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 44 69 65 127 154 212 247 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,649,526 COMMITMENTS 183,101 383,612 321,213 1105882 872,564 1610196 1577389 39,330 72,137 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 12,483) 555 4,714 1,088 10,178 1,337 11,821 7,139 662 5,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 23.3 19.5 67.0 52.9 97.6 95.6 2.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 14 58 48 58 68 111 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,766 COMMITMENTS 39,932 4,863 3,897 13,647 46,830 57,475 55,589 8,291 10,177 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 573) 457 -494 -26 -269 -130 161 -650 412 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 7.4 5.9 20.8 71.2 87.4 84.5 12.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 46 18 13 25 34 78 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,532 COMMITMENTS 79,863 9,725 7,794 27,294 93,660 114,951 111,178 16,582 20,354 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,147) 913 -988 -53 -538 -261 323 -1,301 824 2,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 7.4 5.9 20.8 71.2 87.4 84.5 12.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 46 18 13 25 34 78 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 47,471 COMMITMENTS 30,402 47,090 256 16,763 0 47,421 47,346 50 125 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 800) 746 812 0 52 0 798 812 2 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.0 99.2 0.5 35.3 0.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 23 14 1 3 0 27 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,396 COMMITMENTS 20,218 5,915 39 11,088 25,345 31,345 31,299 51 97 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 596) 535 327 0 56 263 591 590 5 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.4 18.8 0.1 35.3 80.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 14 1 6 20 18 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,943 COMMITMENTS 12,063 5,439 1 10,839 17,424 22,903 22,864 40 79 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: -170) 193 -36 -8 -360 -121 -175 -165 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 23.7 0.0 47.2 75.9 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 11 1 5 10 16 21
Updated July 28, 2017