WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY 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: 569,478 COMMITMENTS 164,198 243,244 128,055 232,008 150,404 524,261 521,703 45,217 47,775 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 5,352) -241 7,562 406 7,962 -3,442 8,127 4,526 -2,775 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 42.7 22.5 40.7 26.4 92.1 91.6 7.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 137 140 139 110 111 330 332 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY 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: 331,038 COMMITMENTS 103,094 108,742 58,125 142,049 134,924 303,268 301,791 27,770 29,247 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 9,520) 2,738 4,056 5,279 -2,273 -3,547 5,744 5,788 3,776 3,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 32.8 17.6 42.9 40.8 91.6 91.2 8.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 82 68 75 96 80 215 195 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY 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: 1,623,655 COMMITMENTS 392,039 479,039 284,266 745,721 670,866 1422026 1434171 201,629 189,484 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 30,238) 15,166 10,407 12,588 3,009 9,364 30,763 32,359 -525 -2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 29.5 17.5 45.9 41.3 87.6 88.3 12.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775) 183 167 187 299 316 587 597 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY 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: 7,884 COMMITMENTS 3,072 625 659 1,853 5,691 5,584 6,975 2,300 909 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 64) 344 -100 -210 -19 258 115 -52 -51 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 7.9 8.4 23.5 72.2 70.8 88.5 29.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 6 6 8 12 28 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY 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: 687,514 COMMITMENTS 169,849 99,035 115,139 350,849 388,324 635,837 602,498 51,677 85,016 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 22,057) 4,305 1,363 5,749 8,316 14,153 18,370 21,265 3,687 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 14.4 16.7 51.0 56.5 92.5 87.6 7.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565) 155 119 166 154 204 400 439 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY 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: 469,380 COMMITMENTS 125,655 51,912 120,168 188,874 270,034 434,697 442,114 34,683 27,266 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 17,416) 4,377 2,297 10,956 1,400 2,611 16,733 15,864 683 1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 11.1 25.6 40.2 57.5 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 101 71 123 77 75 253 231 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY 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: 764,307 COMMITMENTS 176,664 137,299 17,831 412,636 444,152 607,131 599,282 157,176 165,025 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 27,352) 24,543 -2,149 -1,150 -3,721 32,290 19,672 28,991 7,680 -1,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 18.0 2.3 54.0 58.1 79.4 78.4 20.6 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 43 33 27 73 71 127 120 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY 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: 896,672 COMMITMENTS 49,412 160,287 23,422 701,788 614,353 774,622 798,062 122,050 98,610 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 12,370) 714 7,482 3,961 -2,701 8,794 1,974 20,237 10,396 -7,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 72 70 96 89 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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: 390,046 COMMITMENTS 87,376 48,651 61,707 199,203 246,397 348,286 356,755 41,760 33,291 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,818) -193 -1,114 -2,692 1,005 1,654 -1,880 -2,152 62 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 12.5 15.8 51.1 63.2 89.3 91.5 10.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 74 52 81 94 87 208 196 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY 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: 10,263 COMMITMENTS 1,794 2,871 189 6,545 5,887 8,528 8,947 1,735 1,316 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 137) 52 808 22 68 -596 142 234 -5 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 28.0 1.8 63.8 57.4 83.1 87.2 16.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 18 6 15 13 35 34 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY 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: 1,803,201 COMMITMENTS 340,408 515,313 73,330 1268643 1043614 1682381 1632257 120,820 170,944 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 151,007) 86,677 21,866 16,726 41,660 101,512 145,063 140,104 5,944 10,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 28.6 4.1 70.4 57.9 93.3 90.5 6.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 53 64 38 120 122 194 205 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY 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: 3,191,098 COMMITMENTS 699,411 649,348 164,201 2023629 1827916 2887241 2641465 303,857 549,633 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -44,986) -20,162 -67,501 12,704 -44,583 14,777 -52,041 -40,020 7,055 -4,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 20.3 5.1 63.4 57.3 90.5 82.8 9.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 73 102 64 152 195 261 325 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY 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: 431,536 COMMITMENTS 54,607 59,359 5,929 285,155 222,744 345,691 288,032 85,845 143,504 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,529) -4,794 -5,462 -662 -3,995 4,462 -9,451 -1,662 5,922 -1,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY 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: 3,150,570 COMMITMENTS 540,710 870,915 139,087 2221553 1721860 2901350 2731862 249,220 418,708 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 85,954) 172,778 33,138 27,609 -119,967 30,686 80,420 91,433 5,534 -5,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 27.6 4.4 70.5 54.7 92.1 86.7 7.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 48 77 46 131 152 211 243 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY 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: 1,369,464 COMMITMENTS 74,225 168,286 302,639 954,326 821,784 1331190 1292709 38,274 76,755 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -215,635) -62,180 2,022 -18,593 -135,117 -199,487 -215,890 -216,058 255 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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+ FUTURES ONLY 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: 78,121 COMMITMENTS 45,149 7,105 2,432 18,414 59,307 65,995 68,844 12,126 9,277 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,859) -3,292 -885 59 979 -1,016 -2,255 -1,843 396 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 9.1 3.1 23.6 75.9 84.5 88.1 15.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 47 21 9 25 31 77 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY 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: 156,241 COMMITMENTS 90,298 14,210 4,864 36,828 118,614 131,990 137,688 24,251 18,553 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,717) -6,584 -1,770 117 1,958 -2,032 -4,509 -3,685 792 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 9.1 3.1 23.6 75.9 84.5 88.1 15.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 47 21 9 25 31 77 56 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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