WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,232 COMMITMENTS 126,156 130,002 210,094 198,423 185,321 534,673 525,416 42,558 51,815 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -6,115) -5,791 1,192 -1,698 545 -7,626 -6,944 -8,132 829 2,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 22.5 36.4 34.4 32.1 92.6 91.0 7.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 152 118 174 115 112 355 327 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 12,816 COMMITMENTS 1,480 362 850 9,972 11,298 12,302 12,510 514 306 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 220) 287 62 0 88 127 375 189 -155 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 2.8 6.6 77.8 88.2 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 3 14 9 20 13 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,093 COMMITMENTS 79,349 94,248 66,371 134,397 131,052 280,116 291,671 34,977 23,422 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -10,507) -3,984 5,701 -2,700 -6,486 -15,070 -13,169 -12,068 2,662 1,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 29.9 21.1 42.7 41.6 88.9 92.6 11.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 84 62 81 100 94 221 206 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,104,872 COMMITMENTS 331,853 289,768 638,029 892,839 933,878 1862721 1861675 242,151 243,197 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 34,086) -11,434 29,358 -10,213 50,260 10,975 28,613 30,120 5,472 3,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 13.8 30.3 42.4 44.4 88.5 88.4 11.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 817) 216 143 240 376 365 703 652 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,984 COMMITMENTS 2,567 323 313 815 4,279 3,695 4,916 2,289 1,068 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -233) 55 52 -290 13 -108 -222 -346 -12 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 5.4 5.2 13.6 71.5 61.8 82.1 38.2 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 14 4 5 10 9 27 15 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 861,492 COMMITMENTS 126,864 120,878 232,426 439,216 397,286 798,507 750,591 62,985 110,901 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -1,262) -8,001 3,941 -4,376 14,112 -3,289 1,736 -3,724 -2,998 2,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 14.0 27.0 51.0 46.1 92.7 87.1 7.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 139 180 239 223 249 515 548 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 554,377 COMMITMENTS 127,258 62,726 169,261 220,654 294,615 517,173 526,601 37,205 27,776 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 19,085) -2,540 -833 18,829 3,305 1,041 19,593 19,037 -508 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 11.3 30.5 39.8 53.1 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 108 83 138 95 91 290 261 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,157,076 COMMITMENTS 102,243 141,344 147,999 734,069 692,072 984,311 981,415 172,765 175,661 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 16,083) 4,935 -4,961 13,203 -10,370 5,540 7,767 13,781 8,316 2,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 12.2 12.8 63.4 59.8 85.1 84.8 14.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 36 35 51 91 96 155 155 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,225,966 COMMITMENTS 110,166 425,489 33,040 918,020 672,607 1061226 1131136 164,741 94,831 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 44,138) -1,364 22,175 10,411 22,835 11,413 31,882 43,999 12,256 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 34.7 2.7 74.9 54.9 86.6 92.3 13.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 22 18 26 79 67 113 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 498,296 COMMITMENTS 84,557 82,995 125,548 229,470 248,352 439,575 456,895 58,721 41,401 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -975) -5,075 11,789 -309 2,100 -16,408 -3,285 -4,929 2,310 3,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 16.7 25.2 46.1 49.8 88.2 91.7 11.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 77 80 107 112 101 259 239 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,456 COMMITMENTS 678 3,655 673 5,695 2,751 7,046 7,079 1,411 1,377 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 818) -43 454 303 505 -164 766 594 52 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 43.2 8.0 67.3 32.5 83.3 83.7 16.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 19 11 15 10 30 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,278,696 COMMITMENTS 587,712 940,434 305,804 2195152 1914957 3088668 3161195 190,028 117,501 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 211,353) 84,608 51,636 15,874 95,412 152,745 195,894 220,255 15,460 -8,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 28.7 9.3 67.0 58.4 94.2 96.4 5.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 64 59 48 167 147 258 227 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,758,925 COMMITMENTS 675,363 807,786 686,239 2927625 2836639 4289228 4330665 469,697 428,261 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 122,748) 52,099 59,457 7,732 67,691 58,306 127,522 125,495 -4,774 -2,747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 17.0 14.4 61.5 59.6 90.1 91.0 9.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 93 77 103 218 211 358 344 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 683,695 COMMITMENTS 60,105 152,666 11,556 497,990 362,673 569,651 526,895 114,044 156,800 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -9,347) -17,575 -2,713 3,138 -5,808 -15,665 -20,245 -15,240 10,898 5,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 22.3 1.7 72.8 53.0 83.3 77.1 16.7 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 11 16 11 62 58 81 77 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,799,962 COMMITMENTS 769,154 960,563 354,873 3301986 3102036 4426013 4417473 373,950 382,490 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 6,967) 4,310 24,367 6,002 25,775 -20,588 36,088 9,781 -29,120 -2,814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 20.0 7.4 68.8 64.6 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 56 69 66 170 180 265 276 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,825,942 COMMITMENTS 222,557 418,879 450,038 1114861 896,005 1787456 1764922 38,486 61,020 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 74,509) 30,382 82,994 9,429 38,594 -15,056 78,405 77,367 -3,895 -2,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 22.9 24.6 61.1 49.1 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 34 44 55 59 70 121 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 43,110 COMMITMENTS 16,408 10,464 1,713 18,000 22,044 36,121 34,220 6,989 8,890 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -987) 454 -2,187 173 -1,909 816 -1,283 -1,198 296 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 24.3 4.0 41.8 51.1 83.8 79.4 16.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 26 26 6 29 29 58 58 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 86,220 COMMITMENTS 32,817 20,927 3,425 36,000 44,088 72,242 68,441 13,978 17,780 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -1,974) 907 -4,374 346 -3,818 1,633 -2,566 -2,395 592 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 24.3 4.0 41.8 51.1 83.8 79.4 16.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 26 26 6 29 29 58 58 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 29,987 COMMITMENTS 2,253 749 0 26,320 28,465 28,573 29,214 1,414 773 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: -248) 67 -17 0 -218 -162 -151 -179 -97 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.5 0.0 87.8 94.9 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 13 7 16 9 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 29,130 COMMITMENTS 20,900 26,870 289 7,739 1,925 28,928 29,084 202 46 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 1,775) 1,821 1,215 0 480 722 2,301 1,937 -526 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.7 92.2 1.0 26.6 6.6 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 27 15 2 3 3 32 18 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,654 COMMITMENTS 15,551 12,343 126 13,943 13,936 29,620 26,405 34 3,249 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 411) -629 244 -24 1,094 -2 441 218 -30 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.4 41.6 0.4 47.0 47.0 99.9 89.0 0.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 11 2 4 12 12 23 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,899 COMMITMENTS 11,783 7,376 55 3,049 5,570 14,887 13,001 12 1,898 CHANGES FROM 02/05/19 (CHANGE IN OPEN INTEREST: 93) 526 195 8 -425 -112 109 91 -16 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.1 49.5 0.4 20.5 37.4 99.9 87.3 0.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 12 2 2 8 9 20
Updated February 26, 2019