WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 572,828 COMMITMENTS 138,218 146,304 190,708 200,655 189,615 529,581 526,628 43,246 46,200 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 9,294) -6,015 16,559 12,547 3,093 -18,006 9,624 11,099 -330 -1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 25.5 33.3 35.0 33.1 92.5 91.9 7.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 147 140 190 126 121 376 366 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,537 COMMITMENTS 106,871 33,697 51,063 102,569 173,032 260,503 257,792 26,034 28,745 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,138) -381 -6,146 1,888 -7,040 -2,452 -5,533 -6,710 1,395 2,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 11.8 17.8 35.8 60.4 90.9 90.0 9.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 86 41 80 90 93 209 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,767,900 COMMITMENTS 350,678 233,754 448,598 742,783 854,013 1542058 1536365 225,842 231,535 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -32,511) -18,303 -1,647 -2,092 -22,259 -26,609 -42,653 -30,347 10,142 -2,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 13.2 25.4 42.0 48.3 87.2 86.9 12.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808) 209 170 247 355 353 690 664 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,914 COMMITMENTS 2,827 484 1,426 584 5,103 4,837 7,013 3,077 901 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -185) -359 35 -98 50 -138 -407 -201 222 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 6.1 18.0 7.4 64.5 61.1 88.6 38.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 6 7 10 11 33 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 796,479 COMMITMENTS 130,730 108,445 214,663 397,166 377,615 742,559 700,723 53,920 95,756 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,898) -19,226 1,190 4,827 17,767 -978 3,368 5,039 -470 -2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 13.6 27.0 49.9 47.4 93.2 88.0 6.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627) 176 167 234 184 239 478 541 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,588 COMMITMENTS 5,262 2,077 123 1 4,596 5,386 6,796 15,202 13,792 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -653) -94 -17 29 0 -357 -65 -345 -588 -308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 10.1 0.6 0.0 22.3 26.2 33.0 73.8 67.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 6 1 13 8 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 443,731 COMMITMENTS 125,205 55,256 95,750 183,501 266,212 404,456 417,218 39,276 26,513 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 5,582) 1,860 6,852 1,227 3,317 -1,533 6,404 6,546 -821 -964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 12.5 21.6 41.4 60.0 91.1 94.0 8.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 94 67 109 84 87 241 223 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 904,334 COMMITMENTS 194,879 131,263 120,975 422,543 461,376 738,397 713,615 165,937 190,719 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 27,149) 19,854 -9,430 12,730 -7,771 15,225 24,814 18,526 2,335 8,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 14.5 13.4 46.7 51.0 81.7 78.9 18.3 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 42 32 48 75 88 139 146 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,764 COMMITMENTS 86,334 153,159 13,490 636,433 581,478 736,257 748,127 111,507 99,638 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 25,880) 4,639 16,932 2,144 20,575 919 27,358 19,996 -1,478 5,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 18.1 1.6 75.1 68.6 86.8 88.2 13.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 13 16 10 64 69 83 89 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,780 COMMITMENTS 819 22 294 443 1,255 1,556 1,571 224 209 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -71) -109 -104 50 39 -59 -20 -113 -51 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 1.2 16.5 24.9 70.5 87.4 88.3 12.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 11 1 3 3 7 15 10 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 387,970 COMMITMENTS 68,894 62,472 73,745 208,159 219,925 350,798 356,142 37,172 31,828 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 8,117) -5,609 495 -3,426 16,794 11,427 7,759 8,496 358 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 16.1 19.0 53.7 56.7 90.4 91.8 9.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 70 54 74 100 93 204 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,045 COMMITMENTS 3,264 1,946 1,183 4,191 6,610 8,639 9,740 2,406 1,305 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -119) 124 -250 76 -285 -60 -85 -234 -34 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 17.6 10.7 37.9 59.9 78.2 88.2 21.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 20 13 19 16 54 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,432,361 COMMITMENTS 222,639 383,665 49,858 1034093 841,519 1306590 1275042 125,770 157,318 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 39,013) 37,392 7,076 1,831 -464 33,123 38,759 42,031 254 -3,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 26.8 3.5 72.2 58.8 91.2 89.0 8.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 42 57 38 124 117 187 191 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,904,834 COMMITMENTS 873,620 645,103 462,507 2180240 2216873 3516368 3324483 388,467 580,351 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 129,180) 39,861 26,502 58,339 46,704 43,590 144,904 128,430 -15,724 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 16.5 11.8 55.8 56.8 90.1 85.1 9.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 83 100 107 177 200 318 349 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 416,365 COMMITMENTS 83,618 63,191 3,295 244,350 219,506 331,263 285,992 85,102 130,373 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 13,087) 12,481 892 -703 -297 4,100 11,481 4,289 1,606 8,798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 15.2 0.8 58.7 52.7 79.6 68.7 20.4 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 6 7 38 38 53 47 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,173,332 COMMITMENTS 407,313 606,932 190,167 2298350 1999088 2895829 2796187 277,503 377,145 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 42,687) 41,474 12,533 932 8,870 16,794 51,277 30,259 -8,589 12,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 19.1 6.0 72.4 63.0 91.3 88.1 8.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 48 67 63 132 161 219 252 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,513,499 COMMITMENTS 25,747 311,772 362,175 1093657 774,166 1481580 1448113 31,919 65,386 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 61,510) 3,988 4,868 12,920 42,390 40,829 59,298 58,617 2,212 2,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 20.6 23.9 72.3 51.2 97.9 95.7 2.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 12 63 46 60 66 113 140 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 72,260 COMMITMENTS 45,267 8,953 2,793 14,779 49,596 62,840 61,343 9,420 10,917 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,971) 3,523 401 -225 -1,231 2,109 2,066 2,285 905 686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 12.4 3.9 20.5 68.6 87.0 84.9 13.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 49 25 11 26 38 82 67 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 144,520 COMMITMENTS 90,534 17,907 5,587 29,558 99,192 125,679 122,686 18,840 21,834 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 5,942) 7,046 803 -450 -2,463 4,218 4,133 4,571 1,809 1,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 12.4 3.9 20.5 68.6 87.0 84.9 13.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 49 25 11 26 38 82 67 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 48,755 COMMITMENTS 33,002 48,410 256 15,445 0 48,703 48,666 52 89 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,031) -1,543 -1,286 -1,732 243 0 -3,032 -3,018 1 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 99.3 0.5 31.7 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 21 14 1 3 0 25 14 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,626 COMMITMENTS 21,229 5,119 39 10,334 26,364 31,602 31,522 24 104 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 768) 1,281 176 -25 -454 596 802 747 -34 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.1 16.2 0.1 32.7 83.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 12 1 7 20 20 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,120 COMMITMENTS 12,245 5,280 55 9,756 16,696 22,056 22,031 64 89 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -482) -541 -45 48 29 -498 -464 -495 -18 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 23.9 0.2 44.1 75.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 8 1 5 9 16 17
Updated August 11, 2017