WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,366 COMMITMENTS 142,018 184,511 238,792 220,356 177,853 601,166 601,156 49,199 49,210 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 53,464) 4,853 26,610 29,581 16,019 -2,407 50,453 53,784 3,011 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 28.4 36.7 33.9 27.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 142 152 178 130 122 368 370 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,503 COMMITMENTS 105,478 62,659 65,466 112,958 154,020 283,902 282,144 26,601 28,359 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 26,448) 1,139 15,588 11,650 12,276 -1,100 25,065 26,138 1,383 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 20.2 21.1 36.4 49.6 91.4 90.9 8.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 87 58 82 92 87 212 207 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,874,724 COMMITMENTS 349,465 310,017 512,569 783,016 813,196 1645050 1635782 229,674 238,942 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 82,621) -2,496 43,911 37,086 39,667 1,748 74,256 82,745 8,364 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 16.5 27.3 41.8 43.4 87.7 87.3 12.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806) 218 172 245 353 334 698 644 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,895 COMMITMENTS 2,559 492 1,406 547 4,270 4,512 6,168 2,383 727 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -654) -172 147 17 -192 -692 -348 -529 -307 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 7.1 20.4 7.9 61.9 65.4 89.5 34.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 19 5 8 9 11 33 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,727 COMMITMENTS 128,899 139,777 269,179 424,477 372,039 822,555 780,995 55,172 96,732 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 19,172) 486 12,743 14,937 3,252 -6,022 18,675 21,658 497 -2,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 15.9 30.7 48.4 42.4 93.7 89.0 6.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649) 175 196 248 184 224 503 545 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 19,277 COMMITMENTS 5,438 2,033 115 1 4,048 5,554 6,196 13,723 13,081 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -419) 159 -45 -58 0 6 101 -97 -520 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 10.5 0.6 0.0 21.0 28.8 32.1 71.2 67.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 6 5 1 12 7 22 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 454,813 COMMITMENTS 111,644 54,032 116,106 189,981 253,294 417,731 423,433 37,082 31,381 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 5,217) -10,271 -7,166 11,427 570 1,321 1,726 5,582 3,491 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 11.9 25.5 41.8 55.7 91.8 93.1 8.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 81 83 119 84 79 248 228 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,593 COMMITMENTS 174,011 127,861 146,026 440,944 489,886 760,981 763,773 186,612 183,820 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 43,635) -1,579 6,282 17,750 18,624 17,199 34,795 41,231 8,840 2,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 13.5 15.4 46.5 51.7 80.3 80.6 19.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 30 42 49 76 85 138 144 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,626 COMMITMENTS 89,773 168,963 19,972 653,913 606,988 763,659 795,923 126,967 94,702 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 20,252) 2,768 12,743 2,853 4,704 10,720 10,325 26,316 9,927 -6,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 19.0 2.2 73.4 68.2 85.7 89.4 14.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 14 16 14 64 69 87 90 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,665 COMMITMENTS 926 163 132 379 1,188 1,437 1,483 228 182 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -174) 89 29 -38 -116 -38 -65 -47 -109 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 9.8 7.9 22.8 71.4 86.3 89.1 13.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 12 2 3 3 6 15 11 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 427,563 COMMITMENTS 66,393 83,777 95,046 221,858 213,577 383,296 392,399 44,267 35,164 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 20,741) -1,604 9,421 13,501 3,442 -5,566 15,339 17,356 5,401 3,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 19.6 22.2 51.9 50.0 89.6 91.8 10.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 66 67 82 102 89 215 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,781 COMMITMENTS 3,204 1,967 1,106 3,889 6,411 8,199 9,484 2,582 1,297 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -228) 31 39 2 -264 -453 -232 -412 4 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 18.2 10.3 36.1 59.5 76.1 88.0 23.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 26 20 14 19 15 54 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,602,699 COMMITMENTS 246,675 360,041 104,648 1110782 976,480 1462104 1441169 140,595 161,531 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 90,049) 19,506 6,052 16,917 46,744 59,416 83,167 82,385 6,882 7,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 22.5 6.5 69.3 60.9 91.2 89.9 8.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 48 64 45 126 131 197 217 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,161,695 COMMITMENTS 894,009 627,462 559,138 2308846 2392075 3761993 3578674 399,703 583,021 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 160,057) 32,519 -39,702 83,490 37,805 84,727 153,814 128,515 6,243 31,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 15.1 13.4 55.5 57.5 90.4 86.0 9.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 85 96 109 188 208 332 355 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 420,012 COMMITMENTS 81,427 68,877 3,491 248,012 224,412 332,930 296,780 87,082 123,232 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,027) -2,807 3,395 -1,340 5,453 5,917 1,306 7,972 721 -5,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 16.4 0.8 59.0 53.4 79.3 70.7 20.7 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 8 9 40 39 56 51 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,399,782 COMMITMENTS 500,649 621,498 236,051 2356616 2157010 3093316 3014560 306,466 385,222 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 107,166) 30,722 3,890 29,718 36,890 66,114 97,330 99,721 9,836 7,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 18.3 6.9 69.3 63.4 91.0 88.7 9.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 52 71 69 134 160 230 256 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,679,210 COMMITMENTS 39,203 298,300 384,521 1221971 929,639 1645695 1612460 33,514 66,750 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 44,935) 3,218 -22,435 20,214 22,728 45,388 46,160 43,168 -1,225 1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 17.8 22.9 72.8 55.4 98.0 96.0 2.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 19 56 47 59 67 112 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,046 COMMITMENTS 50,525 4,280 1,750 14,710 60,723 66,985 66,753 10,061 10,293 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 202) 87 -2,256 -351 193 3,140 -70 533 273 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.6 5.6 2.3 19.1 78.8 86.9 86.6 13.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 49 14 11 26 37 78 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 154,092 COMMITMENTS 101,050 8,560 3,500 29,420 121,445 133,970 133,506 20,121 20,586 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 405) 174 -4,513 -702 387 6,281 -141 1,066 546 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.6 5.6 2.3 19.1 78.8 86.9 86.6 13.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 49 14 11 26 37 78 59 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 47,905 COMMITMENTS 32,190 47,552 256 15,407 0 47,853 47,808 52 97 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -61) -62 -80 0 0 0 -62 -80 1 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.2 99.3 0.5 32.2 0.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 20 16 1 3 0 24 16 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,230 COMMITMENTS 21,247 4,774 310 9,631 26,064 31,188 31,148 42 82 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -324) 311 -323 271 -920 -189 -338 -241 14 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.0 15.3 1.0 30.8 83.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 14 1 7 20 17 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,343 COMMITMENTS 10,885 5,209 4 10,439 16,027 21,328 21,240 15 103 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -736) -493 -17 -28 -194 -679 -715 -724 -21 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 24.4 0.0 48.9 75.1 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 10 1 4 9 14 19
Updated August 25, 2017