WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,547 COMMITMENTS 153,969 122,269 193,760 186,425 220,028 534,155 536,057 47,392 45,490 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -9,351) -5,556 -776 -2,828 -3,699 -4,036 -12,083 -7,640 2,732 -1,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 21.0 33.3 32.1 37.8 91.9 92.2 8.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457) 147 154 185 112 126 374 361 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,671 COMMITMENTS 112,674 24,282 50,993 97,413 186,738 261,080 262,013 25,591 24,658 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -5,645) -1,441 2,676 -3,290 -1,469 -4,384 -6,200 -4,998 556 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 8.5 17.8 34.0 65.1 91.1 91.4 8.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 92 43 73 80 100 202 196 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,807,610 COMMITMENTS 379,539 213,441 452,495 750,242 910,429 1582276 1576365 225,334 231,245 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -33,207) -8,520 -16,963 -2,331 1,514 -15,211 -9,337 -34,506 -23,870 1,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 11.8 25.0 41.5 50.4 87.5 87.2 12.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 822) 221 164 249 344 359 695 660 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,865 COMMITMENTS 2,800 547 1,415 653 4,920 4,867 6,881 2,998 984 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 60) 24 273 55 37 -361 116 -33 -56 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 7.0 18.0 8.3 62.6 61.9 87.5 38.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 21 5 7 11 11 36 19 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 860,651 COMMITMENTS 152,622 118,756 243,266 403,019 398,206 798,907 760,228 61,744 100,423 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -48,210) -2,727 -19,860 -26,369 -18,135 -1,778 -47,231 -48,007 -979 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 13.8 28.3 46.8 46.3 92.8 88.3 7.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621) 175 170 237 194 239 495 535 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 22,168 COMMITMENTS 5,461 2,096 174 151 4,835 5,786 7,105 16,382 15,063 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -54) 687 42 144 -6 -162 825 24 -879 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 9.5 0.8 0.7 21.8 26.1 32.1 73.9 67.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 4 1 14 7 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,337 COMMITMENTS 109,056 54,023 102,316 182,636 247,030 394,007 403,369 38,329 28,968 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 215) 3,194 -2,493 3,892 -5,613 -1,344 1,473 55 -1,257 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 12.5 23.7 42.2 57.1 91.1 93.3 8.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 101 63 116 88 89 255 232 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,689 COMMITMENTS 162,028 122,435 147,282 432,673 440,751 741,983 710,468 161,706 193,221 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -19,544) -6,926 7,347 -17,306 270 -24,073 -23,962 -34,032 4,418 14,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 13.5 16.3 47.9 48.8 82.1 78.6 17.9 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 41 32 50 73 80 136 140 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 794,728 COMMITMENTS 71,424 135,183 13,151 600,731 558,367 685,306 706,701 109,421 88,027 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 9,023) -3,145 4,654 395 12,614 12,586 9,864 17,634 -841 -8,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 17.0 1.7 75.6 70.3 86.2 88.9 13.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 12 17 12 60 70 78 93 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,005 COMMITMENTS 806 309 390 560 1,176 1,756 1,875 249 130 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -227) 50 -57 -66 -208 -121 -224 -244 -3 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 15.4 19.5 27.9 58.7 87.6 93.5 12.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 4 3 7 9 16 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 398,978 COMMITMENTS 78,868 63,417 86,987 190,693 215,450 356,548 365,854 42,430 33,125 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,087) -706 -9,396 1,519 -251 6,425 563 -1,452 -1,650 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 15.9 21.8 47.8 54.0 89.4 91.7 10.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 69 64 90 104 93 231 206 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,492 COMMITMENTS 3,147 2,461 963 4,297 5,891 8,408 9,315 2,085 1,178 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 57) -224 -172 -121 367 653 22 360 35 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 23.5 9.2 41.0 56.1 80.1 88.8 19.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 19 16 22 16 55 42 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,367,558 COMMITMENTS 176,786 445,712 37,456 1019367 716,407 1233608 1199575 133,950 167,983 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 24,259) -5,698 8,193 -841 15,777 13,396 9,238 20,748 15,021 3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 32.6 2.7 74.5 52.4 90.2 87.7 9.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 42 55 38 113 103 175 176 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,807,430 COMMITMENTS 788,013 570,470 440,714 2193095 2254396 3421822 3265580 385,609 541,850 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 18,761) 29,833 35,844 -46,161 16,311 59,780 -17 49,463 18,778 -30,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 15.0 11.6 57.6 59.2 89.9 85.8 10.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 79 98 105 175 198 313 342 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 390,710 COMMITMENTS 64,803 52,614 7,009 235,746 210,786 307,558 270,409 83,152 120,301 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -2,142) -10,441 1,681 3,608 8,906 -3,264 2,073 2,025 -4,215 -4,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 13.5 1.8 60.3 53.9 78.7 69.2 21.3 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 8 8 37 37 51 48 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,174,839 COMMITMENTS 344,337 608,654 206,672 2339633 1972553 2890642 2787879 284,197 386,960 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -4,832) -2,872 -17,906 -9,515 -19,415 27,170 -31,802 -250 26,970 -4,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 19.2 6.5 73.7 62.1 91.0 87.8 9.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 49 66 65 126 160 210 256 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,637,043 COMMITMENTS 182,546 378,898 320,124 1095704 871,227 1598374 1570250 38,668 66,793 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 54,748) -1,410 16,014 -4,683 58,638 34,453 52,545 45,784 2,203 8,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 23.1 19.6 66.9 53.2 97.6 95.9 2.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 13 57 51 58 70 113 145 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 65,193 COMMITMENTS 39,475 5,357 3,923 13,916 46,960 57,314 56,240 7,879 8,953 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -133) 401 1,236 126 0 -1,163 527 198 -660 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 8.2 6.0 21.3 72.0 87.9 86.3 12.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 43 23 15 26 35 77 65 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 130,386 COMMITMENTS 78,950 10,713 7,846 27,832 93,920 114,628 112,479 15,758 17,906 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -266) 803 2,472 251 -1 -2,327 1,054 397 -1,320 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 8.2 6.0 21.3 72.0 87.9 86.3 12.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 43 23 15 26 35 77 65 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 46,671 COMMITMENTS 29,656 46,278 256 16,711 0 46,623 46,534 48 137 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,749) 389 1,938 0 1,353 -210 1,742 1,728 7 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.5 99.2 0.5 35.8 0.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 22 15 1 3 0 26 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,800 COMMITMENTS 19,683 5,588 39 11,032 25,082 30,754 30,709 46 91 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,185) 148 166 0 1,062 1,035 1,210 1,201 -25 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.9 18.1 0.1 35.8 81.4 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 13 1 6 20 18 34 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,113 COMMITMENTS 11,870 5,475 9 11,199 17,545 23,078 23,029 35 84 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 240) -824 332 -4 1,072 -93 244 235 -4 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.4 23.7 0.0 48.5 75.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 10 1 5 10 15 20
Updated July 21, 2017