WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 435,529: 166,639 197,781 73,787 153,572 119,577 393,998 391,145: 41,531 44,384
Old : 375,338: 151,967 193,887 51,700 134,336 93,696 338,003 339,283: 37,335 36,055
Other: 60,191: 27,232 16,454 9,527 19,236 25,881 55,995 51,862: 4,196 8,329
: : :
: : Changes in Commitments from: September 5, 2017 :
: -3,123: 1,517 -3,372 1,515 -5,817 -201 -2,785 -2,058: -338 -1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 45.4 16.9 35.3 27.5 90.5 89.8: 9.5 10.2
Old : 100.0: 40.5 51.7 13.8 35.8 25.0 90.1 90.4: 9.9 9.6
Other: 100.0: 45.2 27.3 15.8 32.0 43.0 93.0 86.2: 7.0 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 126 135 114 99 109 294 298:
Old : 408: 125 129 97 98 100 279 278:
Other: 180: 41 48 26 43 71 101 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 9.6 18.8 18.0 9.4 9.6 17.5 17.5
Old : 11.1 10.8 20.1 19.6 10.1 10.8 18.8 19.5
Other: 38.0 27.6 51.6 38.2 35.7 23.1 45.5 31.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 273,444: 108,029 77,988 30,886 110,455 140,648 249,370 249,522: 24,074 23,922
Old : 239,011: 107,870 77,377 18,737 90,844 124,548 217,451 220,662: 21,560 18,349
Other: 34,433: 9,369 9,821 2,939 19,611 16,100 31,919 28,860: 2,514 5,573
: : :
: : Changes in Commitments from: September 5, 2017 :
: 644: -875 1,490 -584 1,555 -667 96 239: 548 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 28.5 11.3 40.4 51.4 91.2 91.3: 8.8 8.7
Old : 100.0: 45.1 32.4 7.8 38.0 52.1 91.0 92.3: 9.0 7.7
Other: 100.0: 27.2 28.5 8.5 57.0 46.8 92.7 83.8: 7.3 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 84 49 54 82 79 187 168:
Old : 255: 83 51 43 76 75 174 157:
Other: 113: 20 24 14 29 54 57 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 20.7 25.0 31.5 12.7 16.9 20.6 26.3
Old : 15.4 23.5 26.3 35.0 15.4 22.5 24.9 33.1
Other: 42.7 24.9 61.3 41.5 41.7 24.9 57.9 39.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,368,725: 373,793 398,407 187,056 617,402 612,571 1,178,251 1,198,034: 190,474 170,691
Old : 1,280,450: 376,008 404,525 156,242 562,432 568,242 1,094,682 1,129,009: 185,768 151,441
Other: 88,275: 27,442 23,539 1,157 54,970 44,329 83,569 69,025: 4,706 19,250
: : :
: : Changes in Commitments from: September 5, 2017 :
: 31,093: 3,874 14,488 9,711 12,323 2,060 25,908 26,259: 5,185 4,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 29.1 13.7 45.1 44.8 86.1 87.5: 13.9 12.5
Old : 100.0: 29.4 31.6 12.2 43.9 44.4 85.5 88.2: 14.5 11.8
Other: 100.0: 31.1 26.7 1.3 62.3 50.2 94.7 78.2: 5.3 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 727: 186 157 150 265 283 535 526:
Old : 722: 196 156 131 258 270 518 501:
Other: 315: 39 55 11 58 183 103 243:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 15.0 18.3 21.7 10.4 12.8 17.0 18.7
Old : 11.4 15.8 18.7 22.9 11.4 14.2 18.3 20.7
Other: 28.7 19.5 41.9 30.0 28.6 19.5 41.8 29.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,862: 1,821 1,068 722 827 3,407 3,370 5,197: 2,492 665
Old : 5,834: 1,821 1,068 722 821 3,407 3,364 5,197: 2,470 637
Other: 28: 0 0 0 6 0 6 0: 22 28
: : :
: : Changes in Commitments from: September 5, 2017 :
: 226: -172 106 35 348 174 211 315: 15 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.2 12.3 14.1 58.1 57.5 88.7: 42.5 11.3
Old : 100.0: 31.2 18.3 12.4 14.1 58.4 57.7 89.1: 42.3 10.9
Other: 100.0: 0.0 0.0 0.0 21.4 0.0 21.4 0.0: 78.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 6 5 8 11 23 19:
Old : 31: 12 6 5 8 11 23 19:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 56.8 42.2 74.4 18.7 43.3 29.0 57.2
Old : 29.5 57.1 42.3 74.8 18.8 43.5 29.2 57.4
Other: 21.4 0.0 21.4 0.0 21.4 0.0 21.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 667,033: 149,875 146,283 105,454 364,336 332,044 619,665 583,781: 47,368 83,252
Old : 635,702: 147,191 145,680 97,220 346,868 313,172 591,279 556,072: 44,423 79,630
Other: 31,331: 10,312 8,231 606 17,468 18,872 28,386 27,709: 2,945 3,622
: : :
: : Changes in Commitments from: September 5, 2017 :
: 3,854: 4,237 -1,399 -4,398 4,797 4,805 4,636 -992: -782 4,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.9 15.8 54.6 49.8 92.9 87.5: 7.1 12.5
Old : 100.0: 23.2 22.9 15.3 54.6 49.3 93.0 87.5: 7.0 12.5
Other: 100.0: 32.9 26.3 1.9 55.8 60.2 90.6 88.4: 9.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 136 170 168 146 189 389 453:
Old : 567: 137 172 159 142 186 378 445:
Other: 191: 33 41 15 35 93 77 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 12.0 26.3 19.8 16.8 10.3 23.3 16.1
Old : 18.5 12.0 26.8 19.9 17.3 10.8 24.1 16.8
Other: 33.8 51.3 50.0 63.1 33.8 51.0 49.1 62.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,387: 5,904 2,361 87 0 3,934 5,991 6,382: 12,396 12,005
Old : 17,900: 5,703 2,308 21 0 3,837 5,724 6,166: 12,176 11,734
Other: 487: 265 117 2 0 97 267 216: 220 271
: : :
: : Changes in Commitments from: September 5, 2017 :
: -595: 202 170 0 0 -271 202 -101: -797 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.8 0.5 0.0 21.4 32.6 34.7: 67.4 65.3
Old : 100.0: 31.9 12.9 0.1 0.0 21.4 32.0 34.4: 68.0 65.6
Other: 100.0: 54.4 24.0 0.4 0.0 19.9 54.8 44.4: 45.2 55.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 8 6 0 11 7 23:
Old : 24: 5 8 4 0 11 7 21:
Other: 13: 1 6 1 0 6 1 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 16.3 32.6 22.7 30.4 16.3 32.1 22.7
Old : 31.6 16.3 32.0 22.6 31.5 16.3 31.9 22.6
Other: 54.8 27.5 54.8 41.7 54.4 27.5 54.4 41.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 444,834: 145,837 36,305 86,579 174,276 295,594 406,692 418,478: 38,142 26,356
Old : 427,896: 141,794 37,422 81,757 168,032 283,488 391,583 402,667: 36,313 25,229
Other: 16,938: 7,721 2,561 1,144 6,244 12,106 15,109 15,811: 1,829 1,127
: : :
: : Changes in Commitments from: September 5, 2017 :
: 14,493: 9,863 -1,155 5,426 2,349 11,131 17,638 15,402: -3,145 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 8.2 19.5 39.2 66.5 91.4 94.1: 8.6 5.9
Old : 100.0: 33.1 8.7 19.1 39.3 66.3 91.5 94.1: 8.5 5.9
Other: 100.0: 45.6 15.1 6.8 36.9 71.5 89.2 93.3: 10.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 62 122 77 79 264 223:
Old : 319: 110 64 119 76 78 262 220:
Other: 54: 10 13 10 18 18 34 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 35.9 20.1 42.7 11.0 35.1 17.8 41.9
Old : 13.5 35.9 20.9 43.0 11.4 35.5 18.4 42.4
Other: 42.3 50.4 66.0 65.7 41.1 49.6 60.3 62.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 742,862: 195,887 145,391 19,525 365,277 426,522 580,689 591,438: 162,173 151,424
Old : 742,862: 195,887 145,391 19,525 365,277 426,522 580,689 591,438: 162,173 151,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -10,318: 1,862 3,647 4,140 -10,379 4,536 -4,377 12,323: -5,941 -22,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.6 2.6 49.2 57.4 78.2 79.6: 21.8 20.4
Old : 100.0: 26.4 19.6 2.6 49.2 57.4 78.2 79.6: 21.8 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 45 28 20 59 76 111 117:
Old : 166: 45 28 20 59 76 111 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 25.5 31.5 38.8 16.0 19.5 23.4 28.6
Old : 22.4 25.5 31.5 38.8 16.0 19.5 23.4 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 842,177: 61,444 149,504 16,874 644,890 583,981 723,208 750,359: 118,969 91,818
Old : 842,177: 61,444 149,504 16,874 644,890 583,981 723,208 750,359: 118,969 91,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -43,327: -10,796 -21,182 -68 -33,648 -27,313 -44,512 -48,563: 1,185 5,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.8 2.0 76.6 69.3 85.9 89.1: 14.1 10.9
Old : 100.0: 7.3 17.8 2.0 76.6 69.3 85.9 89.1: 14.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 13 12 14 66 67 89 83:
Old : 113: 13 12 14 66 67 89 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 40.5 36.9 52.5 18.0 39.8 28.3 49.6
Old : 23.3 40.5 36.9 52.5 18.0 39.8 28.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 1,532: 729 239 156 433 957 1,318 1,352: 214 180
Old : 1,532: 729 239 156 433 957 1,318 1,352: 214 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -94: -110 -139 21 2 64 -87 -54: -7 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 15.6 10.2 28.3 62.5 86.0 88.3: 14.0 11.7
Old : 100.0: 47.6 15.6 10.2 28.3 62.5 86.0 88.3: 14.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 2 3 5 6 16 11:
Old : 22: 11 2 3 5 6 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 71.5 63.3 82.9 37.3 70.1 54.7 75.3
Old : 42.1 71.5 63.3 82.9 37.3 70.1 54.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 390,515: 77,556 82,855 62,492 207,616 212,591 347,664 357,938: 42,851 32,577
Old : 374,129: 78,255 83,054 56,824 197,644 203,198 332,723 343,076: 41,406 31,053
Other: 16,386: 1,669 2,169 3,300 9,972 9,393 14,941 14,862: 1,445 1,524
: : :
: : Changes in Commitments from: September 5, 2017 :
: -225: 1,403 -2,167 -3,699 1,899 5,140 -397 -726: 172 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.2 16.0 53.2 54.4 89.0 91.7: 11.0 8.3
Old : 100.0: 20.9 22.2 15.2 52.8 54.3 88.9 91.7: 11.1 8.3
Other: 100.0: 10.2 13.2 20.1 60.9 57.3 91.2 90.7: 8.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 63 64 84 99 86 215 202:
Old : 270: 68 67 80 98 83 213 196:
Other: 76: 11 18 15 30 20 54 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 23.0 20.6 29.8 14.1 19.4 19.5 25.1
Old : 14.9 22.7 21.1 29.8 14.7 19.6 20.2 25.6
Other: 31.9 36.8 50.3 55.1 26.5 27.7 38.3 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,496: 3,925 2,048 173 4,115 7,183 8,213 9,404: 2,283 1,092
Old : 10,496: 3,925 2,048 173 4,115 7,183 8,213 9,404: 2,283 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 429: 2 319 24 397 113 423 456: 6 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.5 1.6 39.2 68.4 78.2 89.6: 21.8 10.4
Old : 100.0: 37.4 19.5 1.6 39.2 68.4 78.2 89.6: 21.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 29 16 8 14 16 48 36:
Old : 72: 29 16 8 14 16 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 53.7 46.8 69.1 36.3 53.7 46.6 68.9
Old : 36.3 53.7 46.8 69.1 36.3 53.7 46.6 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,509,790: 285,846 388,652 50,185 1,034,377 911,344 1,370,408 1,350,181: 139,382 159,609
Old : 1,509,790: 285,846 388,652 50,185 1,034,377 911,344 1,370,408 1,350,181: 139,382 159,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 19,208: 40,972 -27,824 -2,641 -16,504 36,602 21,827 6,137: -2,619 13,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 25.7 3.3 68.5 60.4 90.8 89.4: 9.2 10.6
Old : 100.0: 18.9 25.7 3.3 68.5 60.4 90.8 89.4: 9.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 49 60 30 114 118 175 196:
Old : 275: 49 60 30 114 118 175 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 27.8 32.7 40.7 20.9 26.3 31.5 35.3
Old : 21.3 27.8 32.7 40.7 20.9 26.3 31.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,304,468: 883,680 632,001 154,979 1,887,614 1,995,961 2,926,273 2,782,941: 378,195 521,527
Old : 3,304,468: 883,680 632,001 154,979 1,887,614 1,995,961 2,926,273 2,782,941: 378,195 521,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -99,489: -7,101 -36,974 3,761 -104,050 -58,337 -107,390 -91,550: 7,901 -7,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.1 4.7 57.1 60.4 88.6 84.2: 11.4 15.8
Old : 100.0: 26.7 19.1 4.7 57.1 60.4 88.6 84.2: 11.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 83 91 63 154 180 272 299:
Old : 405: 83 91 63 154 180 272 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 14.8 37.3 24.2 27.0 11.4 33.2 18.0
Old : 29.8 14.8 37.3 24.2 27.0 11.4 33.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 421,713: 88,873 51,351 4,290 245,929 230,519 339,092 286,160: 82,621 135,553
Old : 421,713: 88,873 51,351 4,290 245,929 230,519 339,092 286,160: 82,621 135,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -5,442: 1,032 -8,956 -568 -4,496 -5,173 -4,032 -14,697: -1,410 9,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.2 1.0 58.3 54.7 80.4 67.9: 19.6 32.1
Old : 100.0: 21.1 12.2 1.0 58.3 54.7 80.4 67.9: 19.6 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 11 6 5 37 39 50 48:
Old : 65: 11 6 5 37 39 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.4 49.0 38.3 36.1 27.4 48.6 35.7
Old : 36.4 28.4 49.0 38.3 36.1 27.4 48.6 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,146,416: 580,981 701,141 61,466 2,198,160 2,027,329 2,840,607 2,789,936: 305,809 356,480
Old : 3,146,416: 580,981 701,141 61,466 2,198,160 2,027,329 2,840,607 2,789,936: 305,809 356,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -79,247: -18,906 24,714 -305 -71,783 -116,152 -90,994 -91,743: 11,747 12,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.3 2.0 69.9 64.4 90.3 88.7: 9.7 11.3
Old : 100.0: 18.5 22.3 2.0 69.9 64.4 90.3 88.7: 9.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 53 65 32 119 152 190 231:
Old : 304: 53 65 32 119 152 190 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.4 44.7 33.9 29.4 23.2 39.5 32.7
Old : 33.0 23.4 44.7 33.9 29.4 23.2 39.5 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,736,795: 50,837 248,344 413,278 1,233,325 1,005,066 1,697,440 1,666,688: 39,355 70,107
Old : 1,736,795: 50,837 248,344 413,278 1,233,325 1,005,066 1,697,440 1,666,688: 39,355 70,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 43,732: 10,701 -35,830 20,575 8,277 56,038 39,553 40,783: 4,179 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 14.3 23.8 71.0 57.9 97.7 96.0: 2.3 4.0
Old : 100.0: 2.9 14.3 23.8 71.0 57.9 97.7 96.0: 2.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 22 56 48 64 81 117 162:
Old : 172: 22 56 48 64 81 117 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 23.0 48.6 34.7 22.2 10.6 29.3 15.2
Old : 32.6 23.0 48.6 34.7 22.2 10.6 29.3 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 84,360: 47,312 5,862 2,764 24,298 65,166 74,373 73,791: 9,987 10,569
Old : 84,360: 47,312 5,862 2,764 24,298 65,166 74,373 73,791: 9,987 10,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 9,541: 1,121 -844 916 6,743 8,106 8,780 8,178: 762 1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 6.9 3.3 28.8 77.2 88.2 87.5: 11.8 12.5
Old : 100.0: 56.1 6.9 3.3 28.8 77.2 88.2 87.5: 11.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 49 16 8 32 34 83 58:
Old : 119: 49 16 8 32 34 83 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 33.9 38.7 53.6 22.0 31.5 33.8 48.7
Old : 24.9 33.9 38.7 53.6 22.0 31.5 33.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 168,719: 94,623 11,723 5,527 48,595 130,332 148,745 147,582: 19,974 21,137
Old : 168,719: 94,623 11,723 5,527 48,595 130,332 148,745 147,582: 19,974 21,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 19,082: 2,242 -1,687 1,831 13,486 16,211 17,559 16,355: 1,523 2,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 6.9 3.3 28.8 77.2 88.2 87.5: 11.8 12.5
Old : 100.0: 56.1 6.9 3.3 28.8 77.2 88.2 87.5: 11.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 49 16 8 32 34 83 58:
Old : 119: 49 16 8 32 34 83 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 33.9 38.7 53.6 22.0 31.5 33.8 48.7
Old : 24.9 33.9 38.7 53.6 22.0 31.5 33.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 65,407: 49,174 64,702 671 15,462 0 65,307 65,373: 100 34
Old : 65,407: 49,174 64,702 671 15,462 0 65,307 65,373: 100 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 17,009: 16,397 16,479 586 0 0 16,983 17,065: 26 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 98.9 1.0 23.6 0.0 99.8 99.9: 0.2 0.1
Old : 100.0: 75.2 98.9 1.0 23.6 0.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 23 12 2 3 0 28 13:
Old : 39: 23 12 2 3 0 28 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 87.7 88.9 97.1 68.3 87.7 88.9 97.0
Old : 68.3 87.7 88.9 97.1 68.3 87.7 88.9 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 37,613: 22,360 5,493 1,125 14,073 30,959 37,558 37,577: 55 36
Old : 37,613: 22,360 5,493 1,125 14,073 30,959 37,558 37,577: 55 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 4,086: -133 -483 809 3,410 3,811 4,086 4,137: 0 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 14.6 3.0 37.4 82.3 99.9 99.9: 0.1 0.1
Old : 100.0: 59.4 14.6 3.0 37.4 82.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 15 4 8 21 19 38:
Old : 49: 9 15 4 8 21 19 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 46.0 92.4 66.5 70.7 38.5 84.0 57.2
Old : 74.2 46.0 92.4 66.5 70.7 38.5 84.0 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 22,890: 10,963 4,561 1,970 9,911 16,296 22,844 22,827: 46 63
Old : 22,890: 10,963 4,561 1,970 9,911 16,296 22,844 22,827: 46 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,375: 770 -87 1,966 -362 513 2,374 2,392: 1 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 19.9 8.6 43.3 71.2 99.8 99.7: 0.2 0.3
Old : 100.0: 47.9 19.9 8.6 43.3 71.2 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 7 3 4 9 16 18:
Old : 30: 11 7 3 4 9 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 61.3 97.7 85.9 73.9 61.3 88.5 80.4
Old : 82.5 61.3 97.7 85.9 73.9 61.3 88.5 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017