WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,852 COMMITMENTS 145,631 187,733 188,840 205,345 156,930 539,815 533,502 44,037 50,350 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 31,800) 1,863 5,644 22,219 4,807 2,411 28,889 30,274 2,911 1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 32.2 32.3 35.2 26.9 92.5 91.4 7.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431) 137 145 157 114 110 338 334 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,387 COMMITMENTS 92,214 81,209 48,436 131,004 141,562 271,654 271,208 25,733 26,180 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 11,073) -628 8,287 5,040 6,020 -3,025 10,432 10,302 641 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 27.3 16.3 44.1 47.6 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 78 55 71 92 83 200 186 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,833,377 COMMITMENTS 347,846 430,590 462,472 773,197 708,998 1583514 1602059 249,863 231,318 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 28,680) -2,162 15,161 10,337 11,974 -2,647 20,149 22,851 8,531 5,828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 23.5 25.2 42.2 38.7 86.4 87.4 13.6 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803) 211 191 234 340 316 663 641 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,978 COMMITMENTS 1,878 480 1,521 1,372 4,301 4,771 6,302 2,207 676 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 147) -15 0 -21 216 229 180 208 -33 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.9 21.8 19.7 61.6 68.4 90.3 31.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 5 8 11 12 30 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,789 COMMITMENTS 139,061 98,447 240,125 433,885 437,444 813,071 776,015 64,718 101,774 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 29,097) -7,340 -12,964 11,410 20,828 29,066 24,899 27,513 4,198 1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 11.2 27.4 49.4 49.8 92.6 88.4 7.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633) 168 194 267 190 207 518 544 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,218 COMMITMENTS 112,454 61,192 125,146 188,519 243,861 426,119 430,198 35,099 31,020 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 10,887) -1,590 3,395 5,729 5,785 764 9,924 9,888 963 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 13.3 27.1 40.9 52.9 92.4 93.3 7.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 92 80 138 81 78 261 246 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,922 COMMITMENTS 160,747 125,317 117,632 444,163 465,266 722,543 708,215 167,379 181,706 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 14,690) 8,631 -3,990 2,677 -995 9,900 10,313 8,587 4,377 6,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 14.1 13.2 49.9 52.3 81.2 79.6 18.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 44 33 51 79 81 143 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,176 COMMITMENTS 61,252 153,620 16,573 639,949 557,528 717,774 727,721 110,403 100,455 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,789) -3,257 5,273 2,760 6,860 -3,880 6,362 4,153 2,426 4,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 18.5 2.0 77.3 67.3 86.7 87.9 13.3 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 15 11 14 61 60 82 79 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630 COMMITMENTS 973 384 196 87 857 1,256 1,437 374 193 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -74) -48 62 -9 -39 -194 -96 -141 22 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 23.6 12.0 5.3 52.6 77.1 88.2 22.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 4 4 2 6 13 12 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 396,958 COMMITMENTS 80,585 49,241 84,389 185,742 231,295 350,716 364,925 46,242 32,033 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -993) 2,473 -7,669 5,791 -11,527 -157 -3,263 -2,035 2,270 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 12.4 21.3 46.8 58.3 88.4 91.9 11.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 73 72 88 96 88 220 208 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,239 COMMITMENTS 2,044 2,088 1,205 5,899 6,710 9,148 10,003 2,091 1,236 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -172) -145 -6 -130 65 -215 -211 -352 38 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 18.6 10.7 52.5 59.7 81.4 89.0 18.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 23 16 14 17 16 43 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,821,149 COMMITMENTS 236,401 479,117 139,921 1323668 1037546 1699990 1656585 121,159 164,564 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 92,597) 14,022 43,125 -127 84,550 54,836 98,444 97,834 -5,848 -5,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 26.3 7.7 72.7 57.0 93.3 91.0 6.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 51 55 40 118 132 192 204 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,895,918 COMMITMENTS 815,340 631,899 527,280 2177871 2142111 3520490 3301289 375,427 594,628 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 77,084) -8,981 15,397 4,786 84,124 35,168 79,930 55,352 -2,846 21,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 16.2 13.5 55.9 55.0 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 76 102 108 181 208 318 357 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,431 COMMITMENTS 69,384 53,803 9,519 267,317 226,265 346,220 289,587 80,211 136,844 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,602) -9,158 -2,769 2,418 2,559 -11,467 -4,181 -11,818 -1,421 6,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 12.6 2.2 62.7 53.1 81.2 67.9 18.8 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 11 8 8 39 41 55 52 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,242,050 COMMITMENTS 387,007 675,781 230,589 2364448 1946500 2982043 2852869 260,008 389,181 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 26,076) -11,766 2,506 19,650 31,363 -4,120 39,248 18,037 -13,172 8,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 20.8 7.1 72.9 60.0 92.0 88.0 8.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 54 69 66 140 155 230 254 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,547,851 COMMITMENTS 79,145 203,937 321,689 1111620 951,452 1512453 1477077 35,397 70,773 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 45,726) 26,652 5,924 10,398 4,671 25,181 41,720 41,502 4,006 4,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 13.2 20.8 71.8 61.5 97.7 95.4 2.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 18 56 45 64 74 115 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 78,493 COMMITMENTS 49,300 8,269 1,706 16,284 58,701 67,289 68,675 11,204 9,818 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 776) -604 1,479 49 1,121 13 566 1,541 210 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 49 23 11 28 32 82 61 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 156,986 COMMITMENTS 98,600 16,538 3,411 32,567 117,401 134,578 137,351 22,408 19,635 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,551) -1,207 2,957 98 2,241 27 1,132 3,082 420 -1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 49 23 11 28 32 82 61 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 53,470 COMMITMENTS 38,567 53,336 85 14,748 0 53,400 53,421 70 49 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 636) 1,361 636 0 -744 0 617 636 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 99.7 0.2 27.6 0.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 21 12 1 2 0 24 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493 COMMITMENTS 13,737 5,224 5 15,695 24,197 29,437 29,426 56 67 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,153) 584 113 0 593 1,034 1,177 1,147 -24 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 17.7 0.0 53.2 82.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 16 1 7 19 16 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,528 COMMITMENTS 16,697 5,440 64 3,718 14,973 20,479 20,477 49 51 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 143) 878 -95 0 -722 236 156 141 -13 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.3 26.5 0.3 18.1 72.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 10 1 3 11 12 21
Updated October 13, 2017