WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 702,662 COMMITMENTS 147,106 231,305 237,975 264,330 183,957 649,411 653,236 53,251 49,426 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 55,453) 1,198 31,432 14,354 32,876 11,135 48,429 56,922 7,024 -1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 32.9 33.9 37.6 26.2 92.4 93.0 7.6 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 140 159 166 121 115 358 358 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,417 COMMITMENTS 95,853 104,763 65,020 149,928 140,273 310,801 310,057 25,615 26,360 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 18,858) -644 9,004 8,682 11,176 -237 19,214 17,449 -356 1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 31.1 19.3 44.6 41.7 92.4 92.2 7.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 88 67 84 101 82 224 208 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,970,091 COMMITMENTS 329,890 459,567 521,452 866,429 748,223 1717771 1729242 252,320 240,849 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 37,153) -8,763 11,848 -300 46,535 23,015 37,472 34,563 -320 2,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 23.3 26.5 44.0 38.0 87.2 87.8 12.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 820) 206 189 238 352 335 681 661 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,910 COMMITMENTS 2,677 256 1,838 1,950 6,003 6,465 8,097 2,445 812 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 448) 186 0 16 213 474 415 490 33 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 2.9 20.6 21.9 67.4 72.6 90.9 27.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 4 9 11 14 33 23 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 758,371 COMMITMENTS 154,472 97,229 176,886 372,308 393,077 703,665 667,191 54,706 91,180 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -171,973) 3,316 -4,258 -88,804 -78,798 -67,248 -164,286 -160,310 -7,687 -11,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 12.8 23.3 49.1 51.8 92.8 88.0 7.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 167 147 236 183 214 481 507 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 481,860 COMMITMENTS 116,425 49,017 130,107 200,386 276,058 446,918 455,182 34,943 26,679 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 4,076) -4,126 -7,784 2,268 7,391 12,670 5,533 7,153 -1,456 -3,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 10.2 27.0 41.6 57.3 92.7 94.5 7.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 96 68 129 85 81 257 242 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 834,138 COMMITMENTS 144,927 128,871 77,328 454,887 449,599 677,142 655,798 156,996 178,340 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -68,012) -24,781 9,211 -50,250 9,845 -22,152 -65,186 -63,192 -2,826 -4,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 15.4 9.3 54.5 53.9 81.2 78.6 18.8 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 38 34 48 82 82 141 143 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 884,761 COMMITMENTS 48,698 152,805 19,461 704,818 605,642 772,977 777,908 111,784 106,853 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 34,994) 580 4,076 -309 36,849 24,421 37,120 28,188 -2,126 6,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 17.3 2.2 79.7 68.5 87.4 87.9 12.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 14 10 13 71 67 92 84 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,817 COMMITMENTS 1,116 1,101 184 211 257 1,511 1,542 306 275 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 189) 126 193 91 29 -125 246 159 -57 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.4 60.6 10.1 11.6 14.1 83.2 84.9 16.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 6 5 5 6 21 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 426,242 COMMITMENTS 80,006 48,565 89,812 211,905 253,326 381,723 391,704 44,518 34,538 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 682) -4,834 2,872 -2,168 8,511 248 1,508 952 -827 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.4 21.1 49.7 59.4 89.6 91.9 10.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 69 69 88 98 93 216 211 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,658 COMMITMENTS 1,376 2,057 630 6,843 6,539 8,850 9,226 1,809 1,432 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -892) -536 -133 -555 439 -401 -652 -1,088 -240 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 19.3 5.9 64.2 61.4 83.0 86.6 17.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 17 14 21 18 44 41 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,836,655 COMMITMENTS 245,359 492,817 160,796 1314787 1021524 1720942 1675137 115,713 161,518 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -46,317) 4,946 -46,852 -856 -45,611 4,157 -41,521 -43,551 -4,796 -2,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 26.8 8.8 71.6 55.6 93.7 91.2 6.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 48 69 43 128 127 206 209 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,907,522 COMMITMENTS 726,400 691,422 489,248 2370286 2129904 3585935 3310574 321,587 596,948 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -262,487) -91,870 -16,036 -175,646 25,939 -71,658 -241,577 -263,340 -20,910 853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 17.7 12.5 60.7 54.5 91.8 84.7 8.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 73 108 109 180 205 316 359 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 435,279 COMMITMENTS 59,569 64,821 6,591 289,150 218,282 355,310 289,694 79,969 145,585 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 5,123) -257 5,396 5 12,624 -6,423 12,372 -1,022 -7,249 6,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 14.9 1.5 66.4 50.1 81.6 66.6 18.4 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 7 6 40 42 54 52 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,335,543 COMMITMENTS 366,673 837,383 265,043 2450861 1800498 3082577 2902924 252,966 432,620 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -41,327) -50,569 20,186 -39,890 58,972 -56,668 -31,487 -76,372 -9,840 35,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 25.1 7.9 73.5 54.0 92.4 87.0 7.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 50 74 66 137 151 228 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,585,294 COMMITMENTS 136,443 166,264 321,232 1089600 1021452 1547275 1508948 38,019 76,346 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 21,429) 10,464 6,139 3,736 7,766 11,773 21,965 21,647 -537 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 10.5 20.3 68.7 64.4 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 22 48 44 66 73 116 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 81,062 COMMITMENTS 48,431 7,617 3,066 17,726 60,886 69,223 71,569 11,839 9,493 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,008) 127 -86 -89 -1,591 828 -1,553 653 545 -1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 9.4 3.8 21.9 75.1 85.4 88.3 14.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 53 25 10 28 34 87 63 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 162,124 COMMITMENTS 96,862 15,233 6,132 35,452 121,772 138,446 143,137 23,678 18,987 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -2,016) 253 -172 -178 -3,182 1,656 -3,107 1,306 1,091 -3,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 9.4 3.8 21.9 75.1 85.4 88.3 14.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 53 25 10 28 34 87 63 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 74,392 COMMITMENTS 59,561 74,289 85 14,648 0 74,294 74,374 98 18 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 17,941) 17,951 17,941 0 -16 0 17,935 17,941 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 99.9 0.1 19.7 0.0 99.9 100.0 0.1 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,950 COMMITMENTS 14,490 5,439 5 14,424 23,357 28,919 28,801 31 149 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -206) -337 137 0 124 -380 -213 -243 7 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 18.8 0.0 49.8 80.7 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 12 1 7 18 16 31 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,894 COMMITMENTS 20,358 5,033 360 2,145 17,369 22,863 22,762 31 132 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,467) 2,091 18 18 342 2,389 2,451 2,425 16 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.9 22.0 1.6 9.4 75.9 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 10 1 4 12 11 23
Updated November 3, 2017