WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,879 COMMITMENTS 144,398 198,331 163,719 193,850 138,544 501,967 500,594 46,912 48,285 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,185) 3,105 10,132 -144 -2,277 -10,322 684 -334 502 1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 36.1 29.8 35.3 25.2 91.5 91.2 8.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 135 148 151 114 112 337 329 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,654 COMMITMENTS 104,762 76,329 43,403 113,864 143,648 262,029 263,380 25,625 24,274 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -3,302) 1,960 4,250 -6,677 2,617 1,232 -2,101 -1,196 -1,202 -2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 26.5 15.1 39.6 49.9 91.1 91.6 8.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 88 48 64 86 82 194 179 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,675,001 COMMITMENTS 336,597 374,787 404,540 702,132 686,683 1443269 1466010 231,732 208,990 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -32,699) -4,247 32,372 -13,606 -18,827 -31,412 -36,679 -12,646 3,980 -20,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 22.4 24.2 41.9 41.0 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 792) 215 179 222 329 321 648 629 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,589 COMMITMENTS 1,948 664 1,406 616 3,685 3,971 5,756 2,618 833 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -144) -348 93 -39 90 -312 -296 -258 152 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 10.1 21.3 9.4 55.9 60.3 87.4 39.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 6 7 8 10 26 17 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 816,962 COMMITMENTS 131,007 135,005 233,828 396,171 357,167 761,006 725,999 55,956 90,963 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 18,413) 3,912 -12,504 18,526 -5,888 17,937 16,549 23,958 1,864 -5,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 16.5 28.6 48.5 43.7 93.2 88.9 6.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632) 163 196 241 174 215 483 532 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,982 COMMITMENTS 5,702 2,191 87 0 4,205 5,789 6,483 13,193 12,499 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 50) 306 177 -15 0 53 291 215 -241 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 11.5 0.5 0.0 22.2 30.5 34.2 69.5 65.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 7 6 0 12 7 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 458,084 COMMITMENTS 133,554 32,694 102,263 180,321 295,336 416,138 430,293 41,946 27,791 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 16,568) 20,963 -3,207 1,505 -9,064 19,137 13,404 17,434 3,165 -866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 7.1 22.3 39.4 64.5 90.8 93.9 9.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 108 64 124 88 81 275 226 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 879,354 COMMITMENTS 179,569 136,091 96,700 425,338 457,708 701,607 690,498 177,747 188,855 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -15,327) 10,151 13,427 14,703 -38,474 -51,642 -13,621 -23,512 -1,706 8,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 15.5 11.0 48.4 52.1 79.8 78.5 20.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 35 37 50 70 78 132 138 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 885,945 COMMITMENTS 72,240 170,678 16,950 678,553 611,298 767,743 798,926 118,202 87,019 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -10,681) -3,823 5,446 -1,399 -8,919 -8,267 -14,141 -4,220 3,461 -6,461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 19.3 1.9 76.6 69.0 86.7 90.2 13.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 13 17 14 67 71 90 92 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,626 COMMITMENTS 839 378 135 431 893 1,405 1,406 221 220 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -78) -201 -32 74 49 -187 -78 -145 0 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 23.2 8.3 26.5 54.9 86.4 86.5 13.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 2 3 6 8 16 13 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 422,614 COMMITMENTS 67,842 83,421 91,917 217,395 213,920 377,154 389,257 45,460 33,357 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 2,124) 1,026 -978 -166 -872 4,235 -12 3,090 2,136 -966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 19.7 21.7 51.4 50.6 89.2 92.1 10.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 67 71 88 100 89 223 211 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,685 COMMITMENTS 3,877 1,722 543 3,908 7,241 8,329 9,506 2,356 1,179 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -232) 477 -156 -133 -321 287 23 -2 -254 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 16.1 5.1 36.6 67.8 77.9 89.0 22.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 34 15 12 16 16 54 39 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,572,675 COMMITMENTS 248,432 399,803 109,423 1072050 915,413 1429905 1424639 142,769 148,036 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -54,974) -13,081 24,982 -10,027 -25,016 -56,568 -48,124 -41,614 -6,850 -13,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 25.4 7.0 68.2 58.2 90.9 90.6 9.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 61 59 42 126 135 206 217 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,189,652 COMMITMENTS 872,091 654,511 567,916 2352682 2408856 3792690 3631284 396,962 558,368 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -11,267) -39,697 30,840 -58,800 121,939 53,007 23,442 25,047 -34,709 -36,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 15.6 13.6 56.2 57.5 90.5 86.7 9.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 82 98 110 183 206 324 355 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 427,155 COMMITMENTS 87,841 60,307 4,858 250,425 235,692 343,124 300,857 84,031 126,298 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -420) -3,957 -8,886 2,336 4,962 12,547 3,341 5,997 -3,761 -6,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 14.1 1.1 58.6 55.2 80.3 70.4 19.7 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 7 8 39 41 53 53 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,399,138 COMMITMENTS 592,348 650,672 178,933 2326077 2215634 3097358 3045239 301,779 353,899 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -117,093) 16,171 40,502 17,021 -98,019 -111,614 -64,827 -54,090 -52,266 -63,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 19.1 5.3 68.4 65.2 91.1 89.6 8.9 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 64 64 61 138 157 231 253 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,693,393 COMMITMENTS 40,245 284,173 392,814 1225158 949,247 1658217 1626234 35,176 67,159 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -65,193) -8,798 -3,672 -10,596 -44,607 -48,075 -64,002 -62,344 -1,191 -2,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 16.8 23.2 72.3 56.1 97.9 96.0 2.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 17 60 46 62 76 113 156 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 75,647 COMMITMENTS 46,214 6,553 2,374 17,704 57,324 66,293 66,251 9,354 9,395 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -2,859) -4,055 110 492 1,162 -2,761 -2,400 -2,159 -459 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 8.7 3.1 23.4 75.8 87.6 87.6 12.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 48 23 12 32 34 83 66 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 151,294 COMMITMENTS 92,429 13,107 4,749 35,408 114,647 132,586 132,503 18,708 18,791 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -5,719) -8,110 221 984 2,325 -5,523 -4,801 -4,318 -918 -1,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 8.7 3.1 23.4 75.8 87.6 87.6 12.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 48 23 12 32 34 83 66 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 48,398 COMMITMENTS 32,777 48,223 85 15,462 0 48,324 48,308 74 90 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -573) -440 -390 -171 32 0 -579 -561 6 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 99.6 0.2 31.9 0.0 99.8 99.8 0.2 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,527 COMMITMENTS 22,493 5,976 316 10,663 27,148 33,472 33,440 55 87 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 1,575) 840 898 0 701 673 1,541 1,571 34 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.1 17.8 0.9 31.8 81.0 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 15 1 7 21 17 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,515 COMMITMENTS 10,193 4,648 4 10,273 15,783 20,470 20,435 45 80 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: -500) -142 -347 0 -371 -127 -513 -474 13 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.7 22.7 0.0 50.1 76.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 8 1 4 9 14 17
Updated September 8, 2017