WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,578 COMMITMENTS 167,175 249,464 99,645 206,405 123,393 473,225 472,502 45,353 46,076 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -28,057) -5,281 10,183 -16,302 -7,635 -21,351 -29,218 -27,470 1,161 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 48.1 19.2 39.8 23.8 91.3 91.1 8.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446) 139 153 130 97 99 313 324 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,879 COMMITMENTS 101,750 111,866 45,742 142,817 133,997 290,309 291,605 24,570 23,274 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,614) -270 5,236 -2,751 313 -5,286 -2,708 -2,801 -906 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 35.5 14.5 45.4 42.6 92.2 92.6 7.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 86 73 68 87 75 200 195 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,573,236 COMMITMENTS 388,960 480,812 246,197 742,064 658,760 1377221 1385769 196,015 187,467 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -108,217) -34,925 -35,710 -22,878 -45,946 -43,012 -103,749 -101,600 -4,468 -6,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 30.6 15.6 47.2 41.9 87.5 88.1 12.5 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750) 177 154 155 301 319 559 570 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,013 COMMITMENTS 3,157 280 205 1,484 5,685 4,846 6,170 2,167 843 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -818) -142 -381 -125 -400 -25 -667 -531 -151 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 4.0 2.9 21.2 81.1 69.1 88.0 30.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 5 4 6 12 22 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,424 COMMITMENTS 163,453 100,580 129,217 389,464 414,982 682,134 644,779 51,290 88,645 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 13,489) 2,009 -8,621 3,107 8,008 14,074 13,124 8,560 365 4,929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 13.7 17.6 53.1 56.6 93.0 87.9 7.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573) 153 133 175 161 211 407 462 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 459,803 COMMITMENTS 122,218 69,981 100,400 205,500 260,555 428,118 430,936 31,685 28,867 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -21,348) -6,719 12,755 -10,484 -1,862 -24,868 -19,065 -22,597 -2,283 1,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 15.2 21.8 44.7 56.7 93.1 93.7 6.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 102 75 104 87 73 248 215 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 832,485 COMMITMENTS 181,453 117,485 30,199 431,154 502,356 642,806 650,040 189,679 182,445 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -12,577) -1,439 -5,702 -6,369 -15,844 -11,216 -23,652 -23,287 11,075 10,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 14.1 3.6 51.8 60.3 77.2 78.1 22.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 34 32 25 62 73 108 119 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 954,762 COMMITMENTS 50,807 147,760 43,393 700,353 649,300 794,553 840,453 160,209 114,309 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -12,744) 160 -4,567 11,643 -55,899 -31,679 -44,096 -24,603 31,352 11,859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 15.5 4.5 73.4 68.0 83.2 88.0 16.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 16 11 20 68 72 97 93 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,820 COMMITMENTS 787 622 166 493 782 1,446 1,570 374 250 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -178) -106 87 -206 100 -51 -212 -170 34 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 34.2 9.1 27.1 43.0 79.5 86.3 20.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 6 7 8 7 24 18 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 413,121 COMMITMENTS 110,625 39,370 61,778 199,199 282,790 371,602 383,938 41,519 29,183 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 7,392) 16,249 -6,063 1,919 -10,288 12,866 7,880 8,722 -488 -1,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 9.5 15.0 48.2 68.5 89.9 92.9 10.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 78 58 83 95 93 223 202 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,054 COMMITMENTS 1,620 2,356 235 6,569 6,137 8,424 8,728 1,630 1,326 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -338) -49 -125 39 -402 -212 -412 -298 74 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 23.4 2.3 65.3 61.0 83.8 86.8 16.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 16 6 18 14 36 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,847,248 COMMITMENTS 341,427 587,860 82,306 1279779 1005491 1703512 1675657 143,736 171,591 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -145,085) -30,123 -10,984 -13,662 -109,896 -106,624 -153,681 -131,270 8,596 -13,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 31.8 4.5 69.3 54.4 92.2 90.7 7.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 57 70 50 127 119 210 213 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,692,041 COMMITMENTS 844,279 720,343 177,606 2178069 2091433 3199954 2989382 492,087 702,659 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 89,640) -18,889 -31,745 -24,430 -38,481 -7,664 -81,800 -63,839 171,440 153,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 19.5 4.8 59.0 56.6 86.7 81.0 13.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 70 103 71 153 186 268 316 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 485,745 COMMITMENTS 58,922 80,775 10,646 318,036 225,938 387,604 317,359 98,141 168,386 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 30,297) -2,793 13,986 -948 27,525 15,770 23,784 28,808 6,513 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 16.6 2.2 65.5 46.5 79.8 65.3 20.2 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 10 12 10 47 46 63 62 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,389,401 COMMITMENTS 623,468 885,221 214,618 2206840 1780370 3044926 2880209 344,475 509,192 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -118,710) 2,732 -46,783 -17,779 -167,766 -109,727 -182,813 -174,289 64,103 55,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 26.1 6.3 65.1 52.5 89.8 85.0 10.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 55 78 53 131 148 220 245 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,520,162 COMMITMENTS 69,732 159,620 350,678 1064584 949,423 1484994 1459721 35,168 60,441 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 66,964) 8,127 -2,883 1,615 55,862 67,280 65,604 66,012 1,360 952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 10.5 23.1 70.0 62.5 97.7 96.0 2.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 25 50 53 63 73 122 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 76,112 COMMITMENTS 39,853 7,381 4,517 20,062 55,314 64,432 67,212 11,681 8,901 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,685) -2,357 1,046 471 527 -3,102 -1,359 -1,585 -326 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 9.7 5.9 26.4 72.7 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 48 23 10 32 28 85 56 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 152,224 COMMITMENTS 79,706 14,762 9,033 40,124 110,628 128,863 134,423 23,361 17,801 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,369) -4,713 2,092 941 1,054 -6,203 -2,718 -3,170 -651 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 9.7 5.9 26.4 72.7 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 48 23 10 32 28 85 56 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 82,276 COMMITMENTS 67,596 82,024 251 14,305 0 82,152 82,275 124 1 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,320) -5,334 -5,318 0 1 0 -5,333 -5,318 13 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.2 99.7 0.3 17.4 0.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 29 9 2 2 0 32 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,643 COMMITMENTS 13,001 5,942 5 14,615 21,609 27,621 27,556 22 87 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -469) -579 -63 0 110 -356 -469 -419 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 21.5 0.0 52.9 78.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 15 1 7 19 17 35 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,322 COMMITMENTS 21,244 5,865 386 2,654 17,900 24,284 24,151 38 171 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 258) 126 149 29 117 14 272 192 -14 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.3 24.1 1.6 10.9 73.6 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 12 2 3 12 9 24
Updated December 1, 2017