WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,631 COMMITMENTS 145,950 195,695 166,338 189,778 139,531 502,066 501,564 46,565 47,067 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -248) 1,551 -2,636 2,619 -4,072 987 98 970 -346 -1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 35.7 30.3 34.6 25.4 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440) 136 147 158 117 118 346 338 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,775 COMMITMENTS 103,700 77,961 43,154 115,817 142,990 262,671 264,105 26,104 24,669 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 1,121) -1,062 1,632 -250 1,953 -658 641 725 479 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 27.0 14.9 40.1 49.5 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 83 51 65 88 82 195 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,736,940 COMMITMENTS 343,900 386,113 431,623 724,221 700,314 1499744 1518049 237,196 218,891 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 61,940) 7,304 11,326 27,082 22,089 13,630 56,475 52,039 5,465 9,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 22.2 24.8 41.7 40.3 86.3 87.4 13.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 788) 208 184 224 326 318 646 627 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,824 COMMITMENTS 1,770 758 1,471 1,021 3,864 4,262 6,093 2,562 731 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 235) -178 93 65 405 179 292 337 -56 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 11.1 21.6 15.0 56.6 62.5 89.3 37.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 6 8 10 12 28 21 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,274 COMMITMENTS 136,131 132,233 231,408 404,746 365,973 772,285 729,614 54,989 97,660 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 10,313) 5,124 -2,771 -2,420 8,576 8,806 11,279 3,615 -966 6,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 16.0 28.0 48.9 44.2 93.4 88.2 6.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628) 169 195 247 177 203 490 528 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,387 COMMITMENTS 5,904 2,361 87 0 3,934 5,991 6,382 12,396 12,005 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -595) 202 170 0 0 -271 202 -101 -797 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 12.8 0.5 0.0 21.4 32.6 34.7 67.4 65.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 8 6 0 11 7 23 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 472,864 COMMITMENTS 144,143 33,035 106,141 183,550 306,883 433,834 446,059 39,030 26,806 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 14,780) 10,589 340 3,878 3,229 11,547 17,696 15,765 -2,916 -985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 7.0 22.4 38.8 64.9 91.7 94.3 8.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 106 63 129 87 87 279 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,076 COMMITMENTS 179,918 129,065 123,468 413,775 470,658 717,160 723,190 170,916 164,886 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 8,723) 349 -7,026 26,768 -11,564 12,950 15,553 32,692 -6,831 -23,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 14.5 13.9 46.6 53.0 80.8 81.4 19.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 41 37 54 72 84 141 147 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 842,404 COMMITMENTS 61,444 149,487 16,891 644,909 583,984 723,244 750,362 119,160 92,042 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -43,541) -10,796 -21,190 -60 -33,644 -27,314 -44,499 -48,564 958 5,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 17.7 2.0 76.6 69.3 85.9 89.1 14.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 13 12 14 66 68 89 84 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,532 COMMITMENTS 729 239 156 433 957 1,318 1,352 214 180 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -94) -110 -139 21 2 64 -87 -54 -7 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 15.6 10.2 28.3 62.5 86.0 88.3 14.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 2 3 5 6 16 11 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 424,870 COMMITMENTS 68,423 81,690 89,807 221,091 219,562 379,322 391,059 45,547 33,810 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,255) 581 -1,731 -2,109 3,696 5,642 2,168 1,802 87 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 19.2 21.1 52.0 51.7 89.3 92.0 10.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 62 72 95 108 92 229 220 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,337 COMMITMENTS 3,846 2,073 722 4,402 7,408 8,970 10,203 2,367 1,134 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 652) -32 351 179 494 167 641 697 11 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 18.3 6.4 38.8 65.3 79.1 90.0 20.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 32 18 15 17 17 56 43 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,600,081 COMMITMENTS 290,874 378,751 105,328 1063548 954,317 1459750 1438396 140,331 161,685 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 27,406) 42,442 -21,051 -4,095 -8,502 38,904 29,845 13,757 -2,439 13,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 23.7 6.6 66.5 59.6 91.2 89.9 8.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 55 56 43 121 123 196 202 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,035,846 COMMITMENTS 861,857 597,509 563,920 2205645 2320387 3631421 3481816 404,424 554,029 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -153,806) -10,235 -57,002 -3,996 -147,037 -88,469 -161,268 -149,467 7,462 -4,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 14.8 14.0 54.7 57.5 90.0 86.3 10.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 83 96 113 185 204 330 351 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 421,713 COMMITMENTS 88,873 51,351 4,290 245,929 230,519 339,092 286,160 82,621 135,553 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -5,442) 1,032 -8,956 -568 -4,496 -5,173 -4,032 -14,697 -1,410 9,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 12.2 1.0 58.3 54.7 80.4 67.9 19.6 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 6 5 37 39 50 48 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,344,735 COMMITMENTS 581,806 677,895 190,197 2258886 2107410 3030890 2975501 313,846 369,234 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -54,402) -10,542 27,223 11,264 -67,191 -108,224 -66,469 -69,737 12,066 15,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 20.3 5.7 67.5 63.0 90.6 89.0 9.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 59 61 61 129 156 222 244 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,737,117 COMMITMENTS 50,942 248,343 413,387 1233433 1005279 1697762 1667008 39,355 70,108 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 43,724) 10,697 -35,830 20,573 8,275 56,032 39,545 40,775 4,179 2,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 14.3 23.8 71.0 57.9 97.7 96.0 2.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 22 56 48 64 81 117 162 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 85,091 COMMITMENTS 47,306 5,745 3,189 24,504 65,402 74,999 74,337 10,092 10,754 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 9,444) 1,091 -808 815 6,800 8,079 8,706 8,086 738 1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 6.8 3.7 28.8 76.9 88.1 87.4 11.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 50 16 12 33 36 88 61 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 170,182 COMMITMENTS 94,611 11,490 6,379 49,009 130,805 149,998 148,674 20,184 21,508 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 18,889) 2,182 -1,617 1,630 13,600 16,158 17,413 16,171 1,476 2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 6.8 3.7 28.8 76.9 88.1 87.4 11.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 50 16 12 33 36 88 61 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 65,407 COMMITMENTS 49,174 64,702 671 15,462 0 65,307 65,373 100 34 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 17,009) 16,397 16,479 586 0 0 16,983 17,065 26 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.2 98.9 1.0 23.6 0.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 23 12 2 3 0 28 13 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,613 COMMITMENTS 22,360 5,493 1,125 14,073 30,959 37,558 37,577 55 36 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 4,086) -133 -483 809 3,410 3,811 4,086 4,137 0 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.4 14.6 3.0 37.4 82.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 9 15 4 8 21 19 38 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,890 COMMITMENTS 10,963 4,561 1,970 9,911 16,296 22,844 22,827 46 63 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: 2,375) 770 -87 1,966 -362 513 2,374 2,392 1 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 19.9 8.6 43.3 71.2 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 7 3 4 9 16 18
Updated September 15, 2017