WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,080 COMMITMENTS 143,503 194,701 206,806 212,137 156,429 562,445 557,936 45,635 50,145 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 24,228) -2,128 6,968 17,966 6,792 -501 22,630 24,434 1,598 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 32.0 34.0 34.9 25.7 92.5 91.8 7.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 141 147 160 113 107 346 334 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 307,178 COMMITMENTS 94,991 89,148 53,783 133,798 138,436 282,572 281,367 24,606 25,811 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 9,791) 2,777 7,939 5,347 2,794 -3,126 10,917 10,160 -1,126 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 29.0 17.5 43.6 45.1 92.0 91.6 8.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 81 59 75 96 84 210 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,869,045 COMMITMENTS 341,186 437,504 489,817 786,229 706,104 1617232 1633425 251,813 235,619 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 35,668) -6,659 6,914 27,345 13,032 -2,893 33,718 31,367 1,950 4,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 23.4 26.2 42.1 37.8 86.5 87.4 13.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812) 208 198 230 345 327 667 655 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,799 COMMITMENTS 2,225 191 1,700 1,549 5,093 5,473 6,984 2,326 815 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 822) 346 -289 179 176 792 702 682 119 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 2.4 21.8 19.9 65.3 70.2 89.5 29.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 5 8 10 12 31 20 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 907,268 COMMITMENTS 162,656 81,441 249,550 434,055 470,956 846,261 801,946 61,007 105,322 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 29,479) 23,595 -17,006 9,425 170 33,512 33,190 25,931 -3,711 3,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 9.0 27.5 47.8 51.9 93.3 88.4 6.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643) 192 177 260 189 216 528 535 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 472,962 COMMITMENTS 118,261 61,088 130,710 190,993 251,097 439,964 442,896 32,998 30,066 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,744) 5,807 -104 5,564 2,474 7,237 13,845 12,697 -2,101 -953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 12.9 27.6 40.4 53.1 93.0 93.6 7.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 102 71 133 84 80 265 243 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 880,798 COMMITMENTS 168,214 118,570 104,790 445,229 479,794 718,233 703,153 162,564 177,645 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -9,124) 7,467 -6,747 -12,843 1,066 14,528 -4,310 -5,063 -4,814 -4,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 13.5 11.9 50.5 54.5 81.5 79.8 18.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 43 33 49 79 83 142 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,311 COMMITMENTS 61,277 153,454 14,652 657,783 585,221 733,712 753,327 113,599 93,984 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 19,135) 25 -166 -1,921 17,834 27,693 15,939 25,606 3,196 -6,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 18.1 1.7 77.6 69.1 86.6 88.9 13.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 15 12 13 64 65 86 83 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,671 COMMITMENTS 996 713 174 144 594 1,314 1,481 357 190 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 41) 23 329 -22 57 -263 58 44 -17 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 42.7 10.4 8.6 35.5 78.6 88.6 21.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 5 5 3 6 15 13 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 416,353 COMMITMENTS 83,395 42,168 90,881 192,862 250,303 367,138 383,352 49,215 33,001 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 19,395) 2,809 -7,074 6,492 7,120 19,008 16,422 18,426 2,973 968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 10.1 21.8 46.3 60.1 88.2 92.1 11.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 78 70 101 93 88 227 215 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,065 COMMITMENTS 1,874 2,018 1,176 5,754 6,787 8,803 9,981 2,262 1,085 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -174) -170 -70 -29 -146 77 -345 -22 171 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 18.2 10.6 52.0 61.3 79.6 90.2 20.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 20 18 14 16 18 42 44 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,918,591 COMMITMENTS 269,399 579,948 155,100 1370178 1019447 1794678 1754496 123,913 164,095 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 97,442) 32,999 100,831 15,179 46,510 -18,099 94,688 97,911 2,754 -469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 30.2 8.1 71.4 53.1 93.5 91.4 6.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 48 67 41 121 124 196 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,751,320 COMMITMENTS 717,578 640,121 532,269 2155004 2014693 3404851 3187084 346,469 564,236 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -144,598) -97,761 8,221 4,990 -22,867 -127,417 -115,639 -114,206 -28,959 -30,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 17.1 14.2 57.4 53.7 90.8 85.0 9.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 73 111 112 187 209 324 368 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| 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 50,516 61,769 10,210 283,598 219,196 344,324 291,175 82,107 135,256 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0) -18,869 7,966 691 16,281 -7,069 -1,897 1,588 1,897 -1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 14.5 2.4 66.5 51.4 80.7 68.3 19.3 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 10 10 9 42 42 58 55 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,235,042 COMMITMENTS 358,000 800,407 232,682 2396694 1800378 2987376 2833467 247,665 401,575 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -7,009) -29,006 124,626 2,093 32,247 -146,122 5,334 -19,403 -12,342 12,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 24.7 7.2 74.1 55.7 92.3 87.6 7.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 52 78 68 143 158 238 261 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,519,168 COMMITMENTS 105,199 166,795 310,383 1067029 974,303 1482611 1451480 36,557 67,688 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -28,683) 26,055 -37,142 -11,307 -44,590 22,851 -29,842 -25,597 1,160 -3,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 11.0 20.4 70.2 64.1 97.6 95.5 2.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 20 49 42 65 73 114 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 79,713 COMMITMENTS 47,968 7,777 2,864 17,320 58,416 68,152 69,057 11,562 10,657 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,220) -1,333 -492 1,158 1,037 -284 863 381 358 839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 9.8 3.6 21.7 73.3 85.5 86.6 14.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 47 26 9 28 33 81 62 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 159,427 COMMITMENTS 95,935 15,553 5,727 34,641 116,833 136,303 138,113 23,123 21,313 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,440) -2,665 -985 2,316 2,074 -569 1,725 763 715 1,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 9.8 3.6 21.7 73.3 85.5 86.6 14.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 47 26 9 28 33 81 62 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 51,324 COMMITMENTS 36,502 51,226 85 14,652 0 51,239 51,311 85 13 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,146) -2,065 -2,110 0 -96 0 -2,161 -2,110 15 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.1 99.8 0.2 28.5 0.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 24 12 1 2 0 27 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,391 COMMITMENTS 15,084 5,107 5 14,244 24,181 29,333 29,293 58 98 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -102) 1,347 -117 0 -1,451 -16 -104 -133 2 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 17.4 0.0 48.5 82.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 14 1 6 19 14 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,966 COMMITMENTS 17,538 5,826 70 3,309 14,992 20,917 20,888 49 78 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 438) 841 386 6 -409 19 438 411 0 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.6 27.8 0.3 15.8 71.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 10 1 3 12 12 22
Updated October 20, 2017