WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 647,209 COMMITMENTS 145,908 199,873 223,620 231,453 172,821 600,982 596,314 46,227 50,895 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 39,129) 2,406 5,172 16,814 19,317 16,393 38,537 38,379 592 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 30.9 34.6 35.8 26.7 92.9 92.1 7.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 142 151 166 118 113 359 343 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,559 COMMITMENTS 96,497 95,759 56,338 138,752 140,510 291,587 292,607 25,971 24,951 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,381) 1,506 6,611 2,555 4,954 2,074 9,015 11,240 1,365 -859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 30.2 17.7 43.7 44.2 91.8 92.1 8.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 92 59 80 97 86 217 202 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,932,939 COMMITMENTS 338,653 447,719 521,752 819,894 725,208 1680299 1694679 252,640 238,260 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 63,894) -2,534 10,215 31,935 33,666 19,104 63,067 61,253 827 2,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 23.2 27.0 42.4 37.5 86.9 87.7 13.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810) 197 203 243 340 324 672 657 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,462 COMMITMENTS 2,491 257 1,822 1,737 5,528 6,050 7,607 2,412 855 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 662) 266 66 122 188 435 577 623 86 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 3.0 21.5 20.5 65.3 71.5 89.9 28.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 18 4 9 11 14 33 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 930,344 COMMITMENTS 151,156 101,486 265,690 451,106 460,325 867,951 827,501 62,392 102,842 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 23,076) -11,500 20,046 16,140 17,050 -10,631 21,690 25,555 1,385 -2,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 10.9 28.6 48.5 49.5 93.3 88.9 6.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 174 181 270 199 219 537 544 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 477,784 COMMITMENTS 120,551 56,802 127,839 192,995 263,388 441,385 448,028 36,399 29,756 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,822) 2,290 -4,287 -2,871 2,002 12,290 1,421 5,133 3,401 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 11.9 26.8 40.4 55.1 92.4 93.8 7.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 101 70 121 85 78 254 230 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,150 COMMITMENTS 169,707 119,660 127,578 445,042 471,752 742,328 718,990 159,822 183,160 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 21,352) 1,493 1,090 22,789 -187 -8,042 24,095 15,837 -2,742 5,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 13.3 14.1 49.3 52.3 82.3 79.7 17.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 49 29 53 79 84 146 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 849,768 COMMITMENTS 48,118 148,729 19,770 667,969 581,221 735,857 749,720 113,910 100,047 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,457) -13,159 -4,725 5,118 10,186 -4,000 2,145 -3,607 311 6,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 17.5 2.3 78.6 68.4 86.6 88.2 13.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 14 11 14 66 66 88 84 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,628 COMMITMENTS 990 908 93 182 382 1,265 1,383 363 245 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -43) -6 195 -81 38 -212 -49 -98 6 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 55.8 5.7 11.2 23.5 77.7 85.0 22.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 6 3 3 5 13 13 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 425,560 COMMITMENTS 84,840 45,693 91,981 203,394 253,078 380,215 390,752 45,345 34,808 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 9,207) 1,446 3,525 1,100 10,532 2,775 13,077 7,400 -3,870 1,807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 10.7 21.6 47.8 59.5 89.3 91.8 10.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 73 71 93 96 95 225 216 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,551 COMMITMENTS 1,912 2,190 1,185 6,405 6,940 9,502 10,314 2,049 1,236 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 485) 38 172 9 651 152 699 334 -213 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 19.0 10.3 55.5 60.1 82.3 89.3 17.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 18 17 12 16 18 41 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,882,972 COMMITMENTS 240,413 539,669 161,652 1360398 1017367 1762463 1718688 120,509 164,284 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -35,619) -28,986 -40,279 6,552 -9,780 -2,080 -32,215 -35,807 -3,404 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 28.7 8.6 72.2 54.0 93.6 91.3 6.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 47 65 41 123 130 197 209 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,170,009 COMMITMENTS 818,270 707,457 664,895 2344347 2201562 3827512 3573914 342,497 596,096 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 418,689) 100,692 67,337 132,625 189,343 186,868 422,661 386,830 -3,971 31,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 17.0 15.9 56.2 52.8 91.8 85.7 8.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 78 107 114 188 212 329 370 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 430,156 COMMITMENTS 59,826 59,425 6,586 276,526 224,705 342,938 290,716 87,218 139,440 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,725) 9,311 -2,344 -3,624 -7,072 5,509 -1,385 -459 5,110 4,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 13.8 1.5 64.3 52.2 79.7 67.6 20.3 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 10 8 6 40 42 55 51 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,376,871 COMMITMENTS 417,242 817,196 304,934 2391889 1857166 3114064 2979296 262,806 397,575 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 141,829) 59,241 16,790 72,252 -4,806 56,788 126,688 145,829 15,141 -4,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 24.2 9.0 70.8 55.0 92.2 88.2 7.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 50 81 72 143 165 242 269 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,563,865 COMMITMENTS 125,979 160,125 317,496 1081834 1009679 1525309 1487301 38,556 76,564 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 44,697) 20,780 -6,670 7,114 14,805 35,376 42,698 35,820 1,999 8,877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 10.2 20.3 69.2 64.6 97.5 95.1 2.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 24 47 46 63 72 116 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 82,070 COMMITMENTS 48,304 7,703 3,155 19,317 60,058 70,776 70,915 11,294 11,155 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,357) 337 -74 291 1,997 1,641 2,625 1,859 -268 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 9.4 3.8 23.5 73.2 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 52 26 13 30 35 90 66 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 164,140 COMMITMENTS 96,609 15,405 6,310 38,634 120,115 141,553 141,831 22,587 22,309 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,713) 674 -148 583 3,993 3,283 5,249 3,717 -536 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 9.4 3.8 23.5 73.2 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 52 26 13 30 35 90 66 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 56,451 COMMITMENTS 41,610 56,348 85 14,664 0 56,359 56,433 92 18 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,127) 5,108 5,122 0 12 0 5,120 5,122 7 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 99.8 0.2 26.0 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,156 COMMITMENTS 14,827 5,302 5 14,300 23,737 29,132 29,044 24 112 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -235) -257 195 0 56 -444 -201 -249 -34 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 18.2 0.0 49.0 81.4 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 10 12 1 7 18 17 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,427 COMMITMENTS 18,267 5,015 342 1,803 14,980 20,412 20,337 15 90 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -539) 729 -811 272 -1,506 -12 -505 -551 -34 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 89.4 24.6 1.7 8.8 73.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 11 1 4 11 13 22
Updated October 27, 2017