WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,266 COMMITMENTS 151,183 200,159 163,590 187,365 137,004 502,139 500,754 46,128 47,513 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -364) 5,233 4,464 -2,748 -2,413 -2,526 73 -810 -437 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 36.5 29.8 34.2 25.0 91.6 91.3 8.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 126 162 153 118 117 338 346 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,542 COMMITMENTS 101,837 77,151 43,285 118,850 144,640 263,972 265,077 24,570 23,464 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -233) -1,864 -810 132 3,033 1,650 1,302 972 -1,535 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 26.7 15.0 41.2 50.1 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 83 55 66 92 86 199 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,785,555 COMMITMENTS 351,016 405,011 449,459 741,363 705,225 1541838 1559695 243,717 225,859 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 48,615) 7,115 18,899 17,837 17,142 4,911 42,094 41,646 6,521 6,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 22.7 25.2 41.5 39.5 86.4 87.4 13.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794) 215 181 225 336 315 658 626 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,916 COMMITMENTS 1,785 440 1,507 1,228 4,141 4,520 6,088 2,396 827 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 92) 15 -317 36 207 277 257 -4 -165 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 6.4 21.8 17.8 59.9 65.4 88.0 34.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 16 4 8 10 12 29 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 821,337 COMMITMENTS 140,112 118,901 235,575 390,183 370,367 765,869 724,842 55,468 96,495 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -5,937) 3,981 -13,333 4,167 -14,563 4,394 -6,416 -4,772 479 -1,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.5 28.7 47.5 45.1 93.2 88.3 6.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 156 226 255 183 205 506 543 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 17,683 COMMITMENTS 6,255 1,506 44 4 3,777 6,303 5,327 11,380 12,356 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -704) 351 -855 -43 4 -157 312 -1,055 -1,016 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 8.5 0.2 0.0 21.4 35.6 30.1 64.4 69.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 4 2 11 8 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 473,144 COMMITMENTS 142,702 34,500 104,486 187,070 305,151 434,257 444,137 38,887 29,007 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 280) -1,441 1,465 -1,655 3,519 -1,732 423 -1,921 -143 2,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 7.3 22.1 39.5 64.5 91.8 93.9 8.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 110 61 130 84 79 272 234 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,226 COMMITMENTS 175,015 109,662 110,323 404,415 473,401 689,752 693,386 177,474 173,840 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -20,850) -4,903 -19,402 -13,145 -9,360 2,743 -27,408 -29,805 6,557 8,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 12.6 12.7 46.6 54.6 79.5 80.0 20.5 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 48 29 51 76 84 144 144 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 824,321 COMMITMENTS 57,786 145,618 12,079 642,205 574,629 712,071 732,327 112,250 91,995 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -18,083) -3,658 -3,869 -4,812 -2,704 -9,355 -11,173 -18,036 -6,910 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 17.7 1.5 77.9 69.7 86.4 88.8 13.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 15 11 12 65 66 88 81 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 415,551 COMMITMENTS 72,018 69,227 84,769 213,604 229,464 370,390 383,460 45,162 32,092 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -9,318) 3,594 -12,463 -5,039 -7,488 9,902 -8,932 -7,599 -386 -1,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 16.7 20.4 51.4 55.2 89.1 92.3 10.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 68 70 99 103 93 230 221 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,556 COMMITMENTS 3,848 2,316 692 4,699 7,413 9,239 10,420 2,316 1,135 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 219) 3 243 -31 297 5 269 217 -51 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 20.0 6.0 40.7 64.2 80.0 90.2 20.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 35 16 12 17 17 54 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,638,814 COMMITMENTS 262,092 359,941 114,847 1130164 1006279 1507103 1481068 131,711 157,747 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 38,733) -28,783 -18,810 9,519 66,616 51,963 47,353 42,672 -8,619 -3,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 22.0 7.0 69.0 61.4 92.0 90.4 8.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 52 56 44 119 125 194 202 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,006,215 COMMITMENTS 911,317 628,534 542,990 2143305 2289981 3597612 3461505 408,603 544,711 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -29,630) 49,460 31,025 -20,930 -62,339 -30,407 -33,809 -20,312 4,178 -9,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 15.7 13.6 53.5 57.2 89.8 86.4 10.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 90 96 112 185 212 335 360 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 424,252 COMMITMENTS 92,144 52,158 6,920 244,527 236,450 343,591 295,528 80,661 128,724 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,539) 3,271 807 2,630 -1,402 5,931 4,499 9,368 -1,960 -6,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 12.3 1.6 57.6 55.7 81.0 69.7 19.0 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 7 6 37 43 51 53 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,222,911 COMMITMENTS 458,807 659,900 218,892 2246145 1963496 2923844 2842288 299,068 380,624 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -121,824) -122,999 -17,995 28,695 -12,741 -143,913 -107,046 -133,214 -14,778 11,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 20.5 6.8 69.7 60.9 90.7 88.2 9.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 53 64 63 127 152 213 246 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,652,661 COMMITMENTS 63,370 235,934 347,787 1205018 1003298 1616174 1587019 36,487 65,642 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -84,455) 12,428 -12,409 -65,600 -28,415 -1,980 -81,587 -79,989 -2,868 -4,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 14.3 21.0 72.9 60.7 97.8 96.0 2.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 21 57 49 64 82 118 161 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 77,402 COMMITMENTS 49,591 6,075 2,013 15,931 59,287 67,535 67,375 9,867 10,026 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,689) 2,285 330 -1,177 -8,573 -6,115 -7,464 -6,962 -225 -728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 7.8 2.6 20.6 76.6 87.3 87.0 12.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 46 20 9 25 35 75 60 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 154,804 COMMITMENTS 99,182 12,150 4,026 31,863 118,575 135,070 134,751 19,734 20,053 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -15,379) 4,571 660 -2,353 -17,146 -12,230 -14,929 -13,923 -450 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 7.8 2.6 20.6 76.6 87.3 87.0 12.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 46 20 9 25 35 75 60 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 102,318 COMMITMENTS 62,507 77,922 24,361 15,374 0 102,242 102,283 76 35 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 36,911) 13,333 13,220 23,690 -88 0 36,935 36,910 -24 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 76.2 23.8 15.0 0.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 23 13 3 2 0 28 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,378 COMMITMENTS 12,812 5,286 3 14,508 22,017 27,323 27,306 55 72 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -10,235) -9,548 -207 -1,122 435 -8,942 -10,235 -10,271 0 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.8 19.3 0.0 53.0 80.4 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 12 1 7 19 17 32 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,118 COMMITMENTS 16,606 4,916 49 3,376 15,109 20,031 20,074 87 44 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -2,772) 5,643 355 -1,921 -6,535 -1,187 -2,813 -2,753 41 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.5 24.4 0.2 16.8 75.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 7 1 3 10 16 17
Updated September 22, 2017