WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,502 COMMITMENTS 142,956 239,008 239,504 275,768 179,581 658,228 658,093 50,274 50,409 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 5,840) -4,151 7,703 1,529 11,438 -4,376 8,817 4,857 -2,977 983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 33.7 33.8 38.9 25.3 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466) 139 156 172 121 117 363 367 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 345,716 COMMITMENTS 98,586 108,717 70,248 147,369 136,764 316,203 315,729 29,513 29,988 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 9,299) 2,733 3,954 5,228 -2,560 -3,510 5,402 5,672 3,898 3,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 31.4 20.3 42.6 39.6 91.5 91.3 8.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 83 70 85 99 85 225 206 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,009,799 COMMITMENTS 334,253 466,914 549,591 874,063 755,592 1757907 1772098 251,892 237,701 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 39,708) 4,363 7,347 28,140 7,634 7,369 40,136 42,856 -428 -3,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 23.2 27.3 43.5 37.6 87.5 88.2 12.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 840) 209 191 250 358 344 695 682 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,018 COMMITMENTS 3,043 152 1,647 1,921 6,293 6,611 8,092 2,407 926 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 108) 367 -104 -192 -29 290 146 -5 -38 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 1.7 18.3 21.3 69.8 73.3 89.7 26.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 20 3 9 9 13 32 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 801,232 COMMITMENTS 156,373 98,636 198,237 385,770 411,398 740,380 708,271 60,852 92,961 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 42,861) 1,901 1,407 21,351 13,462 18,321 36,714 41,080 6,146 1,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 12.3 24.7 48.1 51.3 92.4 88.4 7.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 161 157 231 187 215 481 505 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 502,405 COMMITMENTS 119,997 51,115 143,166 203,596 279,805 466,759 474,086 35,645 28,318 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 20,544) 3,573 2,098 13,059 3,210 3,748 19,842 18,905 702 1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 10.2 28.5 40.5 55.7 92.9 94.4 7.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 93 82 130 81 81 260 243 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 880,491 COMMITMENTS 166,656 129,802 85,492 463,786 487,131 715,934 702,425 164,557 178,066 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 46,353) 21,730 931 8,164 8,898 37,532 38,792 46,627 7,561 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 14.7 9.7 52.7 55.3 81.3 79.8 18.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 46 34 52 87 82 153 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 897,307 COMMITMENTS 49,412 160,278 23,432 702,262 614,459 775,106 798,168 122,201 99,139 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 12,546) 714 7,473 3,971 -2,556 8,817 2,129 20,260 10,417 -7,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 17.9 2.6 78.3 68.5 86.4 89.0 13.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 15 13 14 73 71 97 90 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,186 COMMITMENTS 1,225 993 314 304 690 1,843 1,997 343 189 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 369) 109 -108 130 93 433 332 455 37 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.0 45.4 14.4 13.9 31.6 84.3 91.4 15.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 4 7 8 10 24 20 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 425,540 COMMITMENTS 79,850 47,509 87,530 212,866 255,380 380,246 390,419 45,293 35,120 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -702) -156 -1,055 -2,283 962 2,054 -1,477 -1,284 775 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.2 20.6 50.0 60.0 89.4 91.7 10.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 65 69 92 101 92 222 210 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,176 COMMITMENTS 1,155 2,862 971 7,236 5,995 9,362 9,829 1,814 1,348 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 518) -222 805 341 393 -544 513 603 5 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 25.6 8.7 64.7 53.6 83.8 87.9 16.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 17 13 17 15 37 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,991,505 COMMITMENTS 331,877 515,546 179,359 1358561 1121740 1869797 1816645 121,708 174,860 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 154,850) 86,518 22,728 18,564 43,773 100,216 148,855 141,508 5,995 13,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 25.9 9.0 68.2 56.3 93.9 91.2 6.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 57 63 52 125 123 208 214 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,856,053 COMMITMENTS 695,546 626,074 500,406 2330690 2141839 3526642 3268320 329,411 587,733 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -51,469) -30,854 -65,348 11,158 -39,596 11,936 -59,293 -42,254 7,823 -9,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 16.2 13.0 60.4 55.5 91.5 84.8 8.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 86 96 107 186 215 325 365 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 431,600 COMMITMENTS 54,657 59,359 5,929 285,155 222,744 345,741 288,032 85,859 143,568 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,679) -4,912 -5,462 -662 -3,995 4,462 -9,569 -1,662 5,890 -2,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 13.8 1.4 66.1 51.6 80.1 66.7 19.9 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 11 8 5 43 44 57 54 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,412,294 COMMITMENTS 539,972 848,902 289,015 2326235 1847696 3155222 2985612 257,072 426,682 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 76,751) 173,299 11,519 23,972 -124,626 47,198 72,645 82,689 4,106 -5,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.9 8.5 68.2 54.1 92.5 87.5 7.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 54 71 67 139 155 232 254 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,369,657 COMMITMENTS 74,225 168,249 302,676 954,481 821,963 1331383 1292888 38,274 76,769 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -215,637) -62,218 1,985 -18,556 -135,118 -199,489 -215,892 -216,060 255 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 12.3 22.1 69.7 60.0 97.2 94.4 2.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 18 48 44 60 71 109 134 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 79,285 COMMITMENTS 45,160 6,740 3,136 18,750 59,899 67,046 69,774 12,239 9,510 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,777) -3,271 -877 69 1,024 -987 -2,177 -1,794 400 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 8.5 4.0 23.6 75.5 84.6 88.0 15.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 49 21 10 26 33 81 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 158,570 COMMITMENTS 90,320 13,479 6,271 37,501 119,798 134,092 139,549 24,478 19,021 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,555) -6,542 -1,754 139 2,049 -1,973 -4,354 -3,589 800 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 8.5 4.0 23.6 75.5 84.6 88.0 15.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 49 21 10 26 33 81 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 94,904 COMMITMENTS 80,388 94,802 85 14,312 0 94,785 94,887 119 17 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 20,512) 20,827 20,513 0 -336 0 20,491 20,513 21 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.7 99.9 0.1 15.1 0.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 27 12 1 2 0 30 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,219 COMMITMENTS 14,350 5,152 5 14,835 23,928 29,190 29,085 29 134 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 269) -140 -287 0 411 571 271 284 -2 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 17.6 0.0 50.8 81.9 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 13 1 7 19 17 33 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,610 COMMITMENTS 21,656 6,386 360 2,554 17,752 24,570 24,498 40 112 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,716) 1,298 1,353 0 409 383 1,707 1,736 9 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.0 25.9 1.5 10.4 72.1 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 10 1 4 12 13 23
Updated November 10, 2017