WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,534 COMMITMENTS 144,233 129,745 178,162 197,562 207,621 519,957 515,528 43,577 48,006 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 22,238) -51 9,265 11,661 8,677 -1,731 20,288 19,196 1,950 3,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 23.0 31.6 35.1 36.8 92.3 91.5 7.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 152 125 181 118 118 365 343 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,675 COMMITMENTS 107,252 39,843 49,175 109,609 175,484 266,036 264,502 24,639 26,173 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 11,005) -441 12,791 -15 12,381 -4,521 11,925 8,255 -921 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.9 13.7 16.9 37.7 60.4 91.5 91.0 8.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 89 53 89 87 95 219 203 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,800,411 COMMITMENTS 368,980 235,401 450,689 765,041 880,622 1584711 1566713 215,700 233,698 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 41,801) -2,481 30,574 8,864 36,810 6,561 43,193 45,999 -1,392 -4,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 13.1 25.0 42.5 48.9 88.0 87.0 12.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 824) 216 171 247 355 354 699 666 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,099 COMMITMENTS 3,186 449 1,524 534 5,241 5,244 7,214 2,855 885 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 184) 223 54 89 -128 68 184 211 0 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 5.5 18.8 6.6 64.7 64.8 89.1 35.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 22 6 8 11 11 39 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,582 COMMITMENTS 149,956 107,255 209,836 379,400 378,593 739,192 695,685 54,390 97,897 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -387) -6,563 384 13,020 -3,418 -11,518 3,039 1,887 -3,426 -2,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 13.5 26.4 47.8 47.7 93.1 87.7 6.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647) 176 184 239 184 243 489 559 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 21,241 COMMITMENTS 5,356 2,094 94 1 4,953 5,451 7,141 15,790 14,100 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -992) -840 -22 -19 1 33 -858 -8 -134 -984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 9.9 0.4 0.0 23.3 25.7 33.6 74.3 66.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 4 1 15 8 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 438,149 COMMITMENTS 123,345 48,404 94,522 180,184 267,746 398,052 410,672 40,097 27,477 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 11,329) 4,903 -1,720 2,819 385 9,889 8,107 10,988 3,222 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 11.0 21.6 41.1 61.1 90.8 93.7 9.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 102 58 106 81 89 241 219 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 877,185 COMMITMENTS 175,025 140,693 108,245 430,314 446,151 713,583 695,089 163,602 182,096 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 18,788) -5,749 11,078 9,427 16,522 -4,360 20,200 16,145 -1,412 2,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 16.0 12.3 49.1 50.9 81.3 79.2 18.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 35 39 50 81 89 145 149 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 821,884 COMMITMENTS 81,695 136,227 11,346 615,858 580,559 708,899 728,131 112,986 93,753 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 13,414) 4,164 458 -69 4,260 15,736 8,355 16,126 5,059 -2,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 16.6 1.4 74.9 70.6 86.3 88.6 13.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 11 15 9 61 69 77 88 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,851 COMMITMENTS 928 126 244 404 1,314 1,576 1,684 275 167 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 40) 62 -102 49 -30 14 81 -39 -41 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 6.8 13.2 21.8 71.0 85.1 91.0 14.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 2 3 2 7 13 12 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 379,853 COMMITMENTS 74,503 61,977 77,172 191,365 208,498 343,039 347,646 36,813 32,207 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -2,819) -4,303 -1,842 3,161 1,591 -5,238 449 -3,919 -3,269 1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 16.3 20.3 50.4 54.9 90.3 91.5 9.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 66 60 86 98 88 214 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,163 COMMITMENTS 3,140 2,196 1,107 4,476 6,670 8,723 9,973 2,440 1,190 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 330) -99 -192 72 117 426 90 306 240 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 19.7 9.9 40.1 59.7 78.1 89.3 21.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 30 18 12 20 16 54 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,393,348 COMMITMENTS 185,246 376,588 48,027 1034558 808,396 1267831 1233012 125,517 160,336 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 17,926) -7,015 -57,454 7,367 19,158 64,199 19,510 14,112 -1,584 3,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 27.0 3.4 74.2 58.0 91.0 88.5 9.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 47 51 39 120 115 186 186 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,775,654 COMMITMENTS 833,759 618,601 404,169 2133536 2173283 3371464 3196053 404,190 579,601 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 100,409) -19,979 33,609 30,545 77,533 40,132 88,099 104,285 12,310 -3,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 16.4 10.7 56.5 57.6 89.3 84.6 10.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 77 98 106 169 192 305 337 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 403,278 COMMITMENTS 71,137 62,299 3,998 244,647 215,406 319,782 281,703 83,496 121,575 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,344) 1,989 7,553 -872 -1,499 -8,203 -382 -1,522 1,726 2,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 15.4 1.0 60.7 53.4 79.3 69.9 20.7 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 10 6 7 39 38 52 48 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,130,644 COMMITMENTS 365,838 594,400 189,234 2289480 1982294 2844552 2765928 286,092 364,717 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 19,618) 26,180 -38,479 1,501 -13,579 76,462 14,102 39,483 5,516 -19,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 19.0 6.0 73.1 63.3 90.9 88.4 9.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 51 65 63 132 157 219 249 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,451,989 COMMITMENTS 21,759 306,904 349,255 1051267 733,337 1422281 1389496 29,707 62,492 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -197,537) -161,342 -76,708 28,042 -54,615 -139,227 -187,914 -187,893 -9,623 -9,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 21.1 24.1 72.4 50.5 98.0 95.7 2.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 12 58 46 59 66 111 137 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 69,289 COMMITMENTS 41,744 8,552 3,018 16,010 47,487 60,773 59,058 8,516 10,231 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,523) 1,813 3,689 -878 2,363 658 3,298 3,469 225 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 12.3 4.4 23.1 68.5 87.7 85.2 12.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 44 25 10 29 37 78 67 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 138,578 COMMITMENTS 83,489 17,104 6,037 32,021 94,975 121,546 118,116 17,031 20,462 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 7,045) 3,626 7,379 -1,757 4,727 1,315 6,596 6,937 450 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 12.3 4.4 23.1 68.5 87.7 85.2 12.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 44 25 10 29 37 78 67 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 51,786 COMMITMENTS 34,545 49,696 1,988 15,202 0 51,735 51,684 51 102 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 4,315) 4,143 2,606 1,732 -1,561 0 4,314 4,338 1 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.7 96.0 3.8 29.4 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 21 12 2 3 0 25 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,858 COMMITMENTS 19,948 4,943 64 10,788 25,768 30,800 30,775 58 83 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -538) -270 -972 25 -300 423 -545 -524 7 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.6 16.0 0.2 35.0 83.5 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 13 1 6 20 17 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,602 COMMITMENTS 12,786 5,325 7 9,727 17,194 22,520 22,526 82 76 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -341) 723 -114 6 -1,112 -230 -383 -338 42 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 23.6 0.0 43.0 76.1 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 8 2 5 10 16 19
Updated August 4, 2017