WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 28, 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 : 518,578: 167,175 249,464 99,645 206,405 123,393 473,225 472,502: 45,353 46,076
Old : 396,809: 145,276 235,461 54,279 160,532 73,029 360,087 362,769: 36,722 34,040
Other: 121,769: 52,578 44,682 14,687 45,873 50,364 113,138 109,733: 8,631 12,036
: : :
: : Changes in Commitments from: November 21, 2017 :
: -28,057: -5,281 10,183 -16,302 -7,635 -21,351 -29,218 -27,470: 1,161 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 48.1 19.2 39.8 23.8 91.3 91.1: 8.7 8.9
Old : 100.0: 36.6 59.3 13.7 40.5 18.4 90.7 91.4: 9.3 8.6
Other: 100.0: 43.2 36.7 12.1 37.7 41.4 92.9 90.1: 7.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 139 153 130 97 99 313 324:
Old : 431: 142 145 99 94 82 288 286:
Other: 221: 57 66 40 50 74 131 159:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 9.0 23.6 16.9 13.1 8.5 19.3 15.7
Old : 18.8 11.2 27.7 21.1 17.6 10.8 24.9 20.2
Other: 23.2 20.3 36.8 33.3 22.1 17.1 32.0 29.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 28, 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 : 314,879: 101,750 111,866 45,742 142,817 133,997 290,309 291,605: 24,570 23,274
Old : 253,729: 98,799 111,520 27,196 107,959 98,692 233,954 237,408: 19,775 16,321
Other: 61,150: 15,079 12,474 6,418 34,858 35,305 56,355 54,197: 4,795 6,953
: : :
: : Changes in Commitments from: November 21, 2017 :
: -3,614: -270 5,236 -2,751 313 -5,286 -2,708 -2,801: -906 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 35.5 14.5 45.4 42.6 92.2 92.6: 7.8 7.4
Old : 100.0: 38.9 44.0 10.7 42.5 38.9 92.2 93.6: 7.8 6.4
Other: 100.0: 24.7 20.4 10.5 57.0 57.7 92.2 88.6: 7.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 86 73 68 87 75 200 195:
Old : 272: 82 73 46 79 64 184 164:
Other: 154: 36 36 31 45 56 99 107:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 20.1 30.3 31.3 15.7 16.3 23.1 26.2
Old : 23.8 24.9 33.8 37.6 23.8 24.2 32.5 36.2
Other: 29.8 33.9 41.1 47.7 29.8 33.3 41.0 46.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 28, 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 : 1,573,236: 388,960 480,812 246,197 742,064 658,760 1,377,221 1,385,769: 196,015 187,467
Old : 1,417,269: 374,064 476,541 204,453 653,663 575,212 1,232,180 1,256,206: 185,089 161,063
Other: 155,967: 50,659 40,034 5,981 88,401 83,548 145,041 129,563: 10,926 26,404
: : :
: : Changes in Commitments from: November 21, 2017 :
: -108,217: -34,925 -35,710 -22,878 -45,946 -43,012 -103,749 -101,600: -4,468 -6,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 30.6 15.6 47.2 41.9 87.5 88.1: 12.5 11.9
Old : 100.0: 26.4 33.6 14.4 46.1 40.6 86.9 88.6: 13.1 11.4
Other: 100.0: 32.5 25.7 3.8 56.7 53.6 93.0 83.1: 7.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 177 154 155 301 319 559 570:
Old : 748: 182 158 125 295 305 540 538:
Other: 407: 59 66 30 66 241 145 321:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 11.0 18.7 18.3 8.6 10.6 14.2 15.9
Old : 11.9 12.0 19.3 20.2 10.1 11.7 15.6 17.4
Other: 34.1 25.7 46.5 35.5 34.1 25.7 46.3 35.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 28, 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 : 7,013: 3,157 280 205 1,484 5,685 4,846 6,170: 2,167 843
Old : 6,939: 3,150 280 205 1,442 5,666 4,797 6,151: 2,142 788
Other: 74: 7 0 0 42 19 49 19: 25 55
: : :
: : Changes in Commitments from: November 21, 2017 :
: -818: -142 -381 -125 -400 -25 -667 -531: -151 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 4.0 2.9 21.2 81.1 69.1 88.0: 30.9 12.0
Old : 100.0: 45.4 4.0 3.0 20.8 81.7 69.1 88.6: 30.9 11.4
Other: 100.0: 9.5 0.0 0.0 56.8 25.7 66.2 25.7: 33.8 74.3
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 5 4 6 12 22 18:
Old : 33: 13 5 4 6 12 22 18:
Other: 7: 1 0 0 2 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 44.5 62.5 56.4 76.8 43.2 62.5 55.2 76.2
Old : 44.3 63.0 56.3 77.4 43.1 63.0 55.1 76.8
Other: 66.2 25.7 66.2 25.7 66.2 25.7 66.2 25.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 28, 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 : 733,424: 163,453 100,580 129,217 389,464 414,982 682,134 644,779: 51,290 88,645
Old : 671,995: 156,186 93,947 116,419 352,407 382,316 625,012 592,682: 46,983 79,313
Other: 61,429: 17,137 16,503 2,928 37,057 32,666 57,122 52,097: 4,307 9,332
: : :
: : Changes in Commitments from: November 21, 2017 :
: 13,489: 2,009 -8,621 3,107 8,008 14,074 13,124 8,560: 365 4,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 13.7 17.6 53.1 56.6 93.0 87.9: 7.0 12.1
Old : 100.0: 23.2 14.0 17.3 52.4 56.9 93.0 88.2: 7.0 11.8
Other: 100.0: 27.9 26.9 4.8 60.3 53.2 93.0 84.8: 7.0 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 153 133 175 161 211 407 462:
Old : 567: 152 136 161 157 205 395 446:
Other: 264: 46 55 27 47 135 110 205:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 14.4 24.8 22.0 14.9 12.3 20.4 18.5
Old : 17.6 14.5 25.1 21.8 16.3 13.4 21.9 20.0
Other: 41.5 39.6 53.0 49.6 41.5 39.0 52.6 48.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 28, 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 : 459,803: 122,218 69,981 100,400 205,500 260,555 428,118 430,936: 31,685 28,867
Old : 413,382: 112,385 75,635 83,892 188,285 227,000 384,562 386,527: 28,820 26,855
Other: 46,421: 21,545 6,058 4,796 17,215 33,555 43,556 44,409: 2,865 2,012
: : :
: : Changes in Commitments from: November 21, 2017 :
: -21,348: -6,719 12,755 -10,484 -1,862 -24,868 -19,065 -22,597: -2,283 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.2 21.8 44.7 56.7 93.1 93.7: 6.9 6.3
Old : 100.0: 27.2 18.3 20.3 45.5 54.9 93.0 93.5: 7.0 6.5
Other: 100.0: 46.4 13.1 10.3 37.1 72.3 93.8 95.7: 6.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 102 75 104 87 73 248 215:
Old : 308: 103 78 98 86 72 243 211:
Other: 92: 30 18 14 29 22 67 46:
:----------------------------------------------------------------------------------------------------
: 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 30.0 21.1 36.7 10.1 27.4 16.0 33.1
Old : 14.3 28.3 22.0 35.3 11.9 27.4 18.5 33.6
Other: 32.8 61.5 51.7 74.0 32.0 60.7 49.2 71.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 28, 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 : 832,485: 181,453 117,485 30,199 431,154 502,356 642,806 650,040: 189,679 182,445
Old : 832,485: 181,453 117,485 30,199 431,154 502,356 642,806 650,040: 189,679 182,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -12,577: -1,439 -5,702 -6,369 -15,844 -11,216 -23,652 -23,287: 11,075 10,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.1 3.6 51.8 60.3 77.2 78.1: 22.8 21.9
Old : 100.0: 21.8 14.1 3.6 51.8 60.3 77.2 78.1: 22.8 21.9
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 : 157: 34 32 25 62 73 108 119:
Old : 157: 34 32 25 62 73 108 119:
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 : 21.7 21.8 32.0 35.4 16.6 17.2 23.5 25.6
Old : 21.7 21.8 32.0 35.4 16.6 17.2 23.5 25.6
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, November 28, 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 : 954,762: 50,807 147,760 43,393 700,353 649,300 794,553 840,453: 160,209 114,309
Old : 954,762: 50,807 147,760 43,393 700,353 649,300 794,553 840,453: 160,209 114,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -12,744: 160 -4,567 11,643 -55,899 -31,679 -44,096 -24,603: 31,352 11,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.5 4.5 73.4 68.0 83.2 88.0: 16.8 12.0
Old : 100.0: 5.3 15.5 4.5 73.4 68.0 83.2 88.0: 16.8 12.0
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 : 120: 16 11 20 68 72 97 93:
Old : 120: 16 11 20 68 72 97 93:
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 : 23.9 38.2 36.1 50.9 17.3 35.8 26.5 45.4
Old : 23.9 38.2 36.1 50.9 17.3 35.8 26.5 45.4
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, November 28, 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 : 1,820: 787 622 166 493 782 1,446 1,570: 374 250
Old : 1,820: 787 622 166 493 782 1,446 1,570: 374 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -178: -106 87 -206 100 -51 -212 -170: 34 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 34.2 9.1 27.1 43.0 79.5 86.3: 20.5 13.7
Old : 100.0: 43.2 34.2 9.1 27.1 43.0 79.5 86.3: 20.5 13.7
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 : 31: 12 6 7 8 7 24 18:
Old : 31: 12 6 7 8 7 24 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 : 33.8 56.5 49.8 71.2 33.3 54.3 47.5 65.3
Old : 33.8 56.5 49.8 71.2 33.3 54.3 47.5 65.3
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, November 28, 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 : 413,121: 110,625 39,370 61,778 199,199 282,790 371,602 383,938: 41,519 29,183
Old : 372,677: 106,548 41,814 51,845 175,026 251,540 333,419 345,199: 39,258 27,478
Other: 40,444: 9,101 2,580 4,909 24,173 31,250 38,183 38,739: 2,261 1,705
: : :
: : Changes in Commitments from: November 21, 2017 :
: 7,392: 16,249 -6,063 1,919 -10,288 12,866 7,880 8,722: -488 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.5 15.0 48.2 68.5 89.9 92.9: 10.1 7.1
Old : 100.0: 28.6 11.2 13.9 47.0 67.5 89.5 92.6: 10.5 7.4
Other: 100.0: 22.5 6.4 12.1 59.8 77.3 94.4 95.8: 5.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 78 58 83 95 93 223 202:
Old : 271: 79 61 79 94 89 220 195:
Other: 95: 23 12 16 36 37 65 62:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 32.6 21.3 39.9 13.1 30.4 19.0 36.3
Old : 14.8 32.2 22.5 40.1 14.1 30.3 20.4 36.7
Other: 32.0 48.0 54.2 62.4 30.7 40.1 49.8 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 28, 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 : 10,054: 1,620 2,356 235 6,569 6,137 8,424 8,728: 1,630 1,326
Old : 10,003: 1,619 2,356 235 6,533 6,114 8,387 8,705: 1,616 1,298
Other: 51: 1 0 0 36 23 37 23: 14 28
: : :
: : Changes in Commitments from: November 21, 2017 :
: -338: -49 -125 39 -402 -212 -412 -298: 74 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.4 2.3 65.3 61.0 83.8 86.8: 16.2 13.2
Old : 100.0: 16.2 23.6 2.3 65.3 61.1 83.8 87.0: 16.2 13.0
Other: 100.0: 2.0 0.0 0.0 70.6 45.1 72.5 45.1: 27.5 54.9
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 16 6 18 14 36 33:
Old : 59: 14 16 6 17 14 35 33:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: 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 : 53.1 46.6 61.5 59.6 53.1 46.2 61.4 59.2
Old : 53.4 46.6 61.8 59.6 53.4 46.6 61.8 59.6
Other: 72.5 45.1 72.5 45.1 72.5 45.1 72.5 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 28, 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 : 1,847,248: 341,427 587,860 82,306 1,279,779 1,005,491 1,703,512 1,675,657: 143,736 171,591
Old : 1,847,248: 341,427 587,860 82,306 1,279,779 1,005,491 1,703,512 1,675,657: 143,736 171,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -145,085: -30,123 -10,984 -13,662 -109,896 -106,624 -153,681 -131,270: 8,596 -13,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.8 4.5 69.3 54.4 92.2 90.7: 7.8 9.3
Old : 100.0: 18.5 31.8 4.5 69.3 54.4 92.2 90.7: 7.8 9.3
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 : 290: 57 70 50 127 119 210 213:
Old : 290: 57 70 50 127 119 210 213:
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 : 19.0 28.8 30.6 40.3 18.0 26.0 28.0 35.3
Old : 19.0 28.8 30.6 40.3 18.0 26.0 28.0 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, November 28, 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 : 3,692,041: 844,279 720,343 177,606 2,178,069 2,091,433 3,199,954 2,989,382: 492,087 702,659
Old : 3,692,041: 844,279 720,343 177,606 2,178,069 2,091,433 3,199,954 2,989,382: 492,087 702,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 89,640: -18,889 -31,745 -24,430 -38,481 -7,664 -81,800 -63,839: 171,440 153,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 19.5 4.8 59.0 56.6 86.7 81.0: 13.3 19.0
Old : 100.0: 22.9 19.5 4.8 59.0 56.6 86.7 81.0: 13.3 19.0
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 : 399: 70 103 71 153 186 268 316:
Old : 399: 70 103 71 153 186 268 316:
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 : 23.6 12.4 33.1 19.1 19.3 8.9 28.2 13.8
Old : 23.6 12.4 33.1 19.1 19.3 8.9 28.2 13.8
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, November 28, 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 : 485,745: 58,922 80,775 10,646 318,036 225,938 387,604 317,359: 98,141 168,386
Old : 485,745: 58,922 80,775 10,646 318,036 225,938 387,604 317,359: 98,141 168,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 30,297: -2,793 13,986 -948 27,525 15,770 23,784 28,808: 6,513 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.6 2.2 65.5 46.5 79.8 65.3: 20.2 34.7
Old : 100.0: 12.1 16.6 2.2 65.5 46.5 79.8 65.3: 20.2 34.7
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 : 80: 10 12 10 47 46 63 62:
Old : 80: 10 12 10 47 46 63 62:
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 : 33.3 19.9 42.7 29.1 30.9 19.5 39.5 27.6
Old : 33.3 19.9 42.7 29.1 30.9 19.5 39.5 27.6
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, November 28, 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 : 3,389,401: 623,468 885,221 214,618 2,206,840 1,780,370 3,044,926 2,880,209: 344,475 509,192
Old : 3,389,401: 623,468 885,221 214,618 2,206,840 1,780,370 3,044,926 2,880,209: 344,475 509,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -118,710: 2,732 -46,783 -17,779 -167,766 -109,727 -182,813 -174,289: 64,103 55,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 26.1 6.3 65.1 52.5 89.8 85.0: 10.2 15.0
Old : 100.0: 18.4 26.1 6.3 65.1 52.5 89.8 85.0: 10.2 15.0
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 : 313: 55 78 53 131 148 220 245:
Old : 313: 55 78 53 131 148 220 245:
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 : 29.4 15.4 39.7 24.9 24.9 12.8 34.0 19.4
Old : 29.4 15.4 39.7 24.9 24.9 12.8 34.0 19.4
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, November 28, 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 : 1,520,162: 69,732 159,620 350,678 1,064,584 949,423 1,484,994 1,459,721: 35,168 60,441
Old : 1,520,162: 69,732 159,620 350,678 1,064,584 949,423 1,484,994 1,459,721: 35,168 60,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 66,964: 8,127 -2,883 1,615 55,862 67,280 65,604 66,012: 1,360 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.5 23.1 70.0 62.5 97.7 96.0: 2.3 4.0
Old : 100.0: 4.6 10.5 23.1 70.0 62.5 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 : 157: 25 50 53 63 73 122 145:
Old : 157: 25 50 53 63 73 122 145:
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 : 33.9 23.7 48.2 34.3 22.0 9.6 27.4 15.2
Old : 33.9 23.7 48.2 34.3 22.0 9.6 27.4 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, November 28, 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 : 76,112: 39,853 7,381 4,517 20,062 55,314 64,432 67,212: 11,681 8,901
Old : 76,112: 39,853 7,381 4,517 20,062 55,314 64,432 67,212: 11,681 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,685: -2,357 1,046 471 527 -3,102 -1,359 -1,585: -326 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 9.7 5.9 26.4 72.7 84.7 88.3: 15.3 11.7
Old : 100.0: 52.4 9.7 5.9 26.4 72.7 84.7 88.3: 15.3 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 : 122: 48 23 10 32 28 85 56:
Old : 122: 48 23 10 32 28 85 56:
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 37.8 35.9 54.6 20.6 36.5 32.4 53.2
Old : 22.4 37.8 35.9 54.6 20.6 36.5 32.4 53.2
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, November 28, 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 : 152,224: 79,706 14,762 9,033 40,124 110,628 128,863 134,423: 23,361 17,801
Old : 152,224: 79,706 14,762 9,033 40,124 110,628 128,863 134,423: 23,361 17,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -3,369: -4,713 2,092 941 1,054 -6,203 -2,718 -3,170: -651 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 9.7 5.9 26.4 72.7 84.7 88.3: 15.3 11.7
Old : 100.0: 52.4 9.7 5.9 26.4 72.7 84.7 88.3: 15.3 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 : 122: 48 23 10 32 28 85 56:
Old : 122: 48 23 10 32 28 85 56:
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 37.8 35.9 54.6 20.6 36.5 32.4 53.2
Old : 22.4 37.8 35.9 54.6 20.6 36.5 32.4 53.2
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, November 28, 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 : 82,276: 67,596 82,024 251 14,305 0 82,152 82,275: 124 1
Old : 82,276: 67,596 82,024 251 14,305 0 82,152 82,275: 124 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -5,320: -5,334 -5,318 0 1 0 -5,333 -5,318: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 99.7 0.3 17.4 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 82.2 99.7 0.3 17.4 0.0 99.8 100.0: 0.2 0.0
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 : 40: 29 9 2 2 0 32 10:
Old : 40: 29 9 2 2 0 32 10:
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 : 72.5 94.0 91.2 99.6 72.3 94.0 91.0 99.5
Old : 72.5 94.0 91.2 99.6 72.3 94.0 91.0 99.5
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, November 28, 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 : 27,643: 13,001 5,942 5 14,615 21,609 27,621 27,556: 22 87
Old : 27,643: 13,001 5,942 5 14,615 21,609 27,621 27,556: 22 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -469: -579 -63 0 110 -356 -469 -419: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 21.5 0.0 52.9 78.2 99.9 99.7: 0.1 0.3
Old : 100.0: 47.0 21.5 0.0 52.9 78.2 99.9 99.7: 0.1 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 : 49: 10 15 1 7 19 17 35:
Old : 49: 10 15 1 7 19 17 35:
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 : 80.3 37.8 94.3 64.0 80.3 37.8 94.3 64.0
Old : 80.3 37.8 94.3 64.0 80.3 37.8 94.3 64.0
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, November 28, 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 : 24,322: 21,244 5,865 386 2,654 17,900 24,284 24,151: 38 171
Old : 24,322: 21,244 5,865 386 2,654 17,900 24,284 24,151: 38 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 258: 126 149 29 117 14 272 192: -14 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 24.1 1.6 10.9 73.6 99.8 99.3: 0.2 0.7
Old : 100.0: 87.3 24.1 1.6 10.9 73.6 99.8 99.3: 0.2 0.7
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 : 30: 4 12 2 3 12 9 24:
Old : 30: 4 12 2 3 12 9 24:
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 : 97.2 52.2 99.7 76.5 96.1 52.2 96.6 76.4
Old : 97.2 52.2 99.7 76.5 96.1 52.2 96.6 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017