WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 697,047 COMMITMENTS 150,568 231,602 240,173 257,535 176,138 648,276 647,913 48,771 49,134 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -6,991) 2,760 2,588 -4,978 -4,665 -4,459 -6,883 -6,849 -108 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 33.2 34.5 36.9 25.3 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 130 168 173 110 113 354 357 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,484 COMMITMENTS 97,813 106,738 59,877 147,872 140,902 305,562 307,518 26,922 24,966 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,082) -2,803 6,806 -1,969 4,176 -3,822 -596 1,015 1,678 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 32.1 18.0 44.5 42.4 91.9 92.5 8.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 97 71 85 100 83 232 211 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,082,562 COMMITMENTS 346,461 494,749 563,156 921,127 785,967 1830744 1843872 251,818 238,690 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -45,273) 5,070 -13,477 -11,286 -32,198 -2,461 -38,414 -27,224 -6,858 -18,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 23.8 27.0 44.2 37.7 87.9 88.5 12.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 831) 215 185 224 366 352 693 665 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| 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 3,310 284 1,241 1,961 6,200 6,512 7,726 2,398 1,184 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -524) 12 131 -354 -221 -334 -562 -556 39 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 3.2 13.9 22.0 69.6 73.1 86.7 26.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 18 7 10 11 11 35 22 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,552 COMMITMENTS 142,719 108,692 211,802 418,897 421,297 773,418 741,792 60,134 91,760 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 8,801) -11,553 -9,098 3,800 13,237 16,778 5,485 11,480 3,317 -2,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 13.0 25.4 50.3 50.5 92.8 89.0 7.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622) 153 180 241 197 225 496 529 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,462 COMMITMENTS 121,223 55,430 136,407 223,170 295,218 480,799 487,054 34,662 28,407 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 7,223) -2,796 1,677 648 10,466 3,331 8,318 5,656 -1,095 1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 10.8 26.5 43.3 57.3 93.3 94.5 6.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 97 76 120 86 85 256 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 964,498 COMMITMENTS 174,660 112,091 106,628 495,207 558,805 776,495 777,524 188,002 186,973 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 54,621) 10,074 -7,325 18,418 2,884 37,560 31,376 48,653 23,244 5,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 11.6 11.1 51.3 57.9 80.5 80.6 19.5 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 34 40 44 77 81 137 139 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 968,142 COMMITMENTS 50,647 152,319 31,758 756,714 681,095 839,120 865,172 129,023 102,971 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 35,065) -1,252 -1,896 -4,262 29,923 35,109 24,409 28,951 10,656 6,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 15.7 3.3 78.2 70.4 86.7 89.4 13.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 14 11 16 68 72 93 90 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,998 COMMITMENTS 893 535 372 393 833 1,658 1,740 340 258 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -166) -139 -195 5 46 -80 -88 -270 -78 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 26.8 18.6 19.7 41.7 83.0 87.1 17.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 5 9 7 7 24 19 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 442,489 COMMITMENTS 87,358 44,155 86,532 223,298 279,500 397,188 410,187 45,301 32,302 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 4,996) 2,844 -6,510 2,490 86 13,862 5,419 9,842 -423 -4,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 10.0 19.6 50.5 63.2 89.8 92.7 10.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 79 63 96 108 101 238 221 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,887 COMMITMENTS 1,184 2,698 1,161 7,936 6,646 10,281 10,505 1,607 1,383 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -47) 128 -574 -65 26 621 89 -19 -136 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 22.7 9.8 66.8 55.9 86.5 88.4 13.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 17 13 21 16 40 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,206,843 COMMITMENTS 355,019 596,841 223,800 1491924 1198619 2070742 2019259 136,100 187,583 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 162,002) 35,767 68,781 56,637 56,077 27,474 148,481 152,892 13,521 9,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 27.0 10.1 67.6 54.3 93.8 91.5 6.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 60 67 53 132 127 220 220 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,260,432 COMMITMENTS 845,006 700,654 554,866 2516277 2423058 3916150 3678578 344,283 581,854 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 194,427) 68,852 9,253 40,006 80,646 123,253 189,504 172,512 4,924 21,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 16.4 13.0 59.1 56.9 91.9 86.3 8.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 84 106 112 187 214 334 370 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 455,450 COMMITMENTS 61,716 66,789 11,594 290,511 210,168 363,821 288,551 91,628 166,899 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 18,114) 8,834 -2,883 3,978 4,706 -2,298 17,518 -1,203 596 19,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 14.7 2.5 63.8 46.1 79.9 63.4 20.1 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 10 11 44 45 60 60 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,783,612 COMMITMENTS 621,456 925,081 393,488 2478447 1999830 3493391 3318399 290,221 465,213 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 300,635) -50,985 21,480 111,650 216,263 129,741 276,927 262,871 23,708 37,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 24.4 10.4 65.5 52.9 92.3 87.7 7.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 60 78 73 139 158 239 269 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,453,379 COMMITMENTS 61,603 162,479 349,095 1008871 882,312 1419569 1393886 33,810 59,493 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 46,228) -14,234 -18,401 37,026 22,262 32,965 45,055 51,591 1,173 -5,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 11.2 24.0 69.4 60.7 97.7 95.9 2.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 19 56 51 63 72 118 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 79,025 COMMITMENTS 42,408 6,138 4,599 19,905 59,066 66,912 69,803 12,113 9,222 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,346) -2,932 1,308 1,496 711 -3,771 -725 -968 -621 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 7.8 5.8 25.2 74.7 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 55 18 10 30 33 88 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 158,049 COMMITMENTS 84,815 12,276 9,198 39,810 118,131 133,823 139,605 24,226 18,444 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -2,693) -5,865 2,615 2,992 1,422 -7,543 -1,451 -1,935 -1,242 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 7.8 5.8 25.2 74.7 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 55 18 10 30 33 88 58 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 87,596 COMMITMENTS 72,930 87,342 251 14,304 0 87,485 87,593 111 3 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -7,409) -7,583 -7,399 166 37 0 -7,380 -7,233 -29 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.3 99.7 0.3 16.3 0.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 27 9 2 2 0 30 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,112 COMMITMENTS 13,580 6,005 5 14,505 21,965 28,090 27,975 22 137 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -745) -524 801 0 -200 -1,575 -724 -774 -21 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 21.4 0.0 51.6 78.1 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 14 1 7 19 18 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,064 COMMITMENTS 21,118 5,716 357 2,537 17,886 24,012 23,959 52 105 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 478) 81 476 -24 428 34 485 486 -7 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.8 23.8 1.5 10.5 74.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 15 1 3 12 8 27
Updated November 24, 2017