WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 18, 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 : 437,388: 164,819 142,637 72,288 156,941 182,012 394,048 396,937: 43,340 40,451
Old : 398,971: 159,412 139,841 59,610 139,853 166,117 358,875 365,568: 40,096 33,403
Other: 38,417: 12,316 9,705 5,769 17,088 15,895 35,173 31,369: 3,244 7,048
: : :
: : Changes in Commitments from: July 11, 2017 :
: 538: -7,317 -2,061 4,128 289 -1,481 -2,900 586: 3,438 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 32.6 16.5 35.9 41.6 90.1 90.8: 9.9 9.2
Old : 100.0: 40.0 35.1 14.9 35.1 41.6 90.0 91.6: 10.0 8.4
Other: 100.0: 32.1 25.3 15.0 44.5 41.4 91.6 81.7: 8.4 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 129 137 129 92 110 305 305:
Old : 411: 131 135 121 83 105 287 297:
Other: 151: 30 34 16 35 68 75 112:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 9.7 23.7 17.5 11.9 8.9 19.8 15.6
Old : 14.9 10.0 24.8 17.7 12.4 8.9 20.7 16.1
Other: 37.6 31.2 51.7 41.8 32.8 25.9 44.4 33.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 18, 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 : 266,453: 115,125 25,015 36,057 91,482 182,010 242,664 243,082: 23,789 23,371
Old : 247,448: 115,391 25,856 28,880 80,492 173,899 224,763 228,635: 22,685 18,813
Other: 19,005: 5,269 4,694 1,642 10,990 8,111 17,901 14,447: 1,104 4,558
: : :
: : Changes in Commitments from: July 11, 2017 :
: -3,206: -1,331 2,401 -1,890 -1,199 -3,491 -4,420 -2,980: 1,214 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 9.4 13.5 34.3 68.3 91.1 91.2: 8.9 8.8
Old : 100.0: 46.6 10.4 11.7 32.5 70.3 90.8 92.4: 9.2 7.6
Other: 100.0: 27.7 24.7 8.6 57.8 42.7 94.2 76.0: 5.8 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 91 42 64 73 96 189 187:
Old : 260: 96 40 59 69 92 183 179:
Other: 105: 9 23 11 22 62 42 87:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 30.2 27.3 39.7 13.8 23.4 22.0 31.8
Old : 18.1 32.5 28.8 42.4 15.4 28.1 23.8 36.6
Other: 51.3 26.9 68.0 38.0 50.9 24.6 67.5 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 18, 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 : 1,400,131: 402,431 225,284 186,716 645,444 805,150 1,234,591 1,217,150: 165,540 182,981
Old : 566,930: 300,632 160,631 6,672 200,912 353,287 508,216 520,590: 58,714 46,340
Other: 833,201: 224,429 187,283 57,414 444,532 451,863 726,375 696,560: 106,826 136,641
: : :
: : Changes in Commitments from: July 11, 2017 :
: 26,265: -11,185 -12,587 19,790 19,424 16,772 28,029 23,975: -1,764 2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.1 13.3 46.1 57.5 88.2 86.9: 11.8 13.1
Old : 100.0: 53.0 28.3 1.2 35.4 62.3 89.6 91.8: 10.4 8.2
Other: 100.0: 26.9 22.5 6.9 53.4 54.2 87.2 83.6: 12.8 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 193 132 175 263 331 547 568:
Old : 618: 153 106 30 191 214 356 338:
Other: 673: 157 135 95 185 312 395 493:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 14.9 18.5 20.9 9.6 11.4 16.1 15.8
Old : 14.8 26.9 23.4 38.4 14.5 26.6 23.2 38.0
Other: 16.7 11.0 25.5 17.3 15.3 6.9 22.2 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 18, 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 : 6,701: 2,901 1,015 441 595 4,282 3,937 5,738: 2,764 963
Old : 6,701: 2,901 1,015 441 595 4,282 3,937 5,738: 2,764 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 137: 73 182 81 9 -241 163 22: -26 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 15.1 6.6 8.9 63.9 58.8 85.6: 41.2 14.4
Old : 100.0: 43.3 15.1 6.6 8.9 63.9 58.8 85.6: 41.2 14.4
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 : 39: 19 6 5 7 10 30 17:
Old : 39: 19 6 5 7 10 30 17:
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 : 18.3 49.2 30.2 68.2 16.8 44.6 27.8 62.9
Old : 18.3 49.2 30.2 68.2 16.8 44.6 27.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 18, 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 : 652,228: 169,327 128,496 79,642 352,902 358,421 601,871 566,559: 50,357 85,669
Old : 88,365: 23,681 22,816 362 57,807 55,047 81,850 78,225: 6,515 10,140
Other: 563,863: 162,942 122,976 61,984 295,095 303,374 520,021 488,334: 43,842 75,529
: : :
: : Changes in Commitments from: July 11, 2017 :
: -23,126: 1,415 -21,416 -6,850 -18,619 5,053 -24,054 -23,213: 928 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.7 12.2 54.1 55.0 92.3 86.9: 7.7 13.1
Old : 100.0: 26.8 25.8 0.4 65.4 62.3 92.6 88.5: 7.4 11.5
Other: 100.0: 28.9 21.8 11.0 52.3 53.8 92.2 86.6: 7.8 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 139 151 156 169 224 399 457:
Old : 325: 59 65 7 86 129 150 197:
Other: 557: 142 148 123 135 214 339 435:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 12.8 26.0 20.5 15.9 11.1 23.4 16.9
Old : 29.3 30.8 43.4 42.3 29.0 30.8 43.1 42.0
Other: 16.6 12.7 26.2 19.8 16.3 10.6 24.7 16.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 18, 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 : 22,168: 5,461 2,096 174 151 4,835 5,786 7,105: 16,382 15,063
Old : 1,478: 1,043 117 0 0 79 1,043 196: 435 1,282
Other: 20,690: 4,428 1,989 164 151 4,756 4,743 6,909: 15,947 13,781
: : :
: : Changes in Commitments from: July 11, 2017 :
: -54: 687 42 144 -6 -162 825 24: -879 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.5 0.8 0.7 21.8 26.1 32.1: 73.9 67.9
Old : 100.0: 70.6 7.9 0.0 0.0 5.3 70.6 13.3: 29.4 86.7
Other: 100.0: 21.4 9.6 0.8 0.7 23.0 22.9 33.4: 77.1 66.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 1 14 7 23:
Old : 20: 3 6 0 0 11 3 17:
Other: 26: 5 6 4 1 14 7 23:
:----------------------------------------------------------------------------------------------------
: 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 14.5 26.1 20.4 23.5 14.5 25.3 20.4
Old : 70.6 9.7 70.6 11.8 70.6 9.7 70.6 11.8
Other: 20.6 15.1 22.9 21.4 20.1 15.1 22.1 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 18, 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 : 403,703: 113,794 54,627 82,803 170,119 238,339 366,716 375,769: 36,987 27,934
Old : 113,617: 35,156 11,064 23,210 45,785 71,423 104,151 105,697: 9,466 7,920
Other: 290,086: 98,289 63,214 39,942 124,334 166,916 262,565 270,072: 27,521 20,014
: : :
: : Changes in Commitments from: July 11, 2017 :
: 2,912: 2,941 -2,832 6,069 -4,788 -779 4,222 2,458: -1,310 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 13.5 20.5 42.1 59.0 90.8 93.1: 9.2 6.9
Old : 100.0: 30.9 9.7 20.4 40.3 62.9 91.7 93.0: 8.3 7.0
Other: 100.0: 33.9 21.8 13.8 42.9 57.5 90.5 93.1: 9.5 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 99 64 105 85 77 245 215:
Old : 198: 54 42 45 54 55 135 126:
Other: 265: 91 68 72 64 64 197 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 32.7 18.7 39.0 11.1 31.1 17.6 36.9
Old : 19.7 31.8 33.6 42.8 18.1 28.4 29.6 36.5
Other: 15.7 33.8 25.4 41.7 15.2 32.1 24.3 39.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 18, 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 : 726,348: 189,600 138,150 12,735 374,116 402,435 576,451 553,320: 149,897 173,028
Old : 726,348: 189,600 138,150 12,735 374,116 402,435 576,451 553,320: 149,897 173,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -4,486: -523 -1,541 -1,913 -7,565 -13,599 -10,001 -17,053: 5,515 12,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 19.0 1.8 51.5 55.4 79.4 76.2: 20.6 23.8
Old : 100.0: 26.1 19.0 1.8 51.5 55.4 79.4 76.2: 20.6 23.8
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 : 164: 48 23 22 58 70 112 109:
Old : 164: 48 23 22 58 70 112 109:
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 : 21.8 23.2 33.5 35.9 17.3 18.0 25.8 28.4
Old : 21.8 23.2 33.5 35.9 17.3 18.0 25.8 28.4
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, July 18, 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 : 794,371: 71,506 135,182 13,010 600,686 558,365 685,202 706,557: 109,169 87,814
Old : 794,371: 71,506 135,182 13,010 600,686 558,365 685,202 706,557: 109,169 87,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 9,224: -3,080 4,656 386 12,617 12,614 9,923 17,656: -699 -8,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.0 1.6 75.6 70.3 86.3 88.9: 13.7 11.1
Old : 100.0: 9.0 17.0 1.6 75.6 70.3 86.3 88.9: 13.7 11.1
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 : 120: 13 16 10 60 70 78 91:
Old : 120: 13 16 10 60 70 78 91:
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 : 22.9 32.8 37.5 45.9 18.5 32.8 29.1 43.6
Old : 22.9 32.8 37.5 45.9 18.5 32.8 29.1 43.6
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, July 18, 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 : 2,005: 806 309 390 560 1,176 1,756 1,875: 249 130
Old : 2,005: 806 309 390 560 1,176 1,756 1,875: 249 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -227: 50 -57 -66 -208 -121 -224 -244: -3 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 15.4 19.5 27.9 58.7 87.6 93.5: 12.4 6.5
Old : 100.0: 40.2 15.4 19.5 27.9 58.7 87.6 93.5: 12.4 6.5
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 : 23: 8 4 3 7 9 16 15:
Old : 23: 8 4 3 7 9 16 15:
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 : 58.0 57.5 73.4 79.6 33.7 38.1 42.5 49.8
Old : 58.0 57.5 73.4 79.6 33.7 38.1 42.5 49.8
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, July 18, 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 : 355,774: 83,929 68,663 54,630 179,531 201,327 318,090 324,620: 37,684 31,154
Old : 82,029: 17,225 19,434 6,699 45,786 43,576 69,710 69,709: 12,319 12,320
Other: 273,745: 83,350 65,875 31,285 133,745 157,751 248,380 254,911: 25,365 18,834
: : :
: : Changes in Commitments from: July 11, 2017 :
: 3,438: 45 -7,476 3,213 1,741 6,925 4,999 2,662: -1,561 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.3 15.4 50.5 56.6 89.4 91.2: 10.6 8.8
Old : 100.0: 21.0 23.7 8.2 55.8 53.1 85.0 85.0: 15.0 15.0
Other: 100.0: 30.4 24.1 11.4 48.9 57.6 90.7 93.1: 9.3 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 70 56 82 96 88 221 194:
Old : 190: 49 30 28 80 62 147 107:
Other: 233: 65 60 60 79 71 184 158:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 25.4 21.3 32.6 13.3 21.1 19.0 26.9
Old : 19.5 21.2 29.1 32.0 19.2 19.6 27.0 30.3
Other: 15.0 29.1 22.9 37.6 13.7 24.8 20.6 32.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 18, 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 : 9,498: 3,305 2,438 221 3,990 5,721 7,516 8,380: 1,982 1,118
Old : 9,498: 3,305 2,438 221 3,990 5,721 7,516 8,380: 1,982 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 91: -169 -157 -132 372 661 71 372: 20 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 25.7 2.3 42.0 60.2 79.1 88.2: 20.9 11.8
Old : 100.0: 34.8 25.7 2.3 42.0 60.2 79.1 88.2: 20.9 11.8
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 : 67: 24 15 10 18 13 47 34:
Old : 67: 24 15 10 18 13 47 34:
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 : 41.3 46.4 51.9 61.3 41.3 46.2 51.9 61.0
Old : 41.3 46.4 51.9 61.3 41.3 46.2 51.9 61.0
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, July 18, 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 : 1,356,695: 176,485 450,698 29,009 1,018,340 711,569 1,223,834 1,191,276: 132,861 165,419
Old : 1,356,695: 176,485 450,698 29,009 1,018,340 711,569 1,223,834 1,191,276: 132,861 165,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 23,536: -5,516 11,884 -1,876 15,905 11,629 8,513 21,637: 15,023 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 33.2 2.1 75.1 52.4 90.2 87.8: 9.8 12.2
Old : 100.0: 13.0 33.2 2.1 75.1 52.4 90.2 87.8: 9.8 12.2
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 : 252: 41 55 32 110 102 167 173:
Old : 252: 41 55 32 110 102 167 173:
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 : 21.5 24.5 34.3 36.0 20.4 24.5 33.0 33.5
Old : 21.5 24.5 34.3 36.0 20.4 24.5 33.0 33.5
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, July 18, 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 : 3,160,904: 852,455 570,126 126,185 1,824,865 1,956,909 2,803,505 2,653,220: 357,399 507,684
Old : 3,160,904: 852,455 570,126 126,185 1,824,865 1,956,909 2,803,505 2,653,220: 357,399 507,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 24,463: 29,721 4,419 2,734 -30,604 37,604 1,851 44,757: 22,612 -20,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.0 4.0 57.7 61.9 88.7 83.9: 11.3 16.1
Old : 100.0: 27.0 18.0 4.0 57.7 61.9 88.7 83.9: 11.3 16.1
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 : 400: 87 84 60 141 183 258 297:
Old : 400: 87 84 60 141 183 258 297:
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 14.9 38.4 23.5 27.2 12.0 34.5 18.1
Old : 29.8 14.9 38.4 23.5 27.2 12.0 34.5 18.1
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, July 18, 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 : 390,687: 64,780 52,614 7,009 235,746 210,786 307,535 270,409: 83,152 120,278
Old : 390,687: 64,780 52,614 7,009 235,746 210,786 307,535 270,409: 83,152 120,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -2,119: -10,418 1,681 3,608 8,906 -3,264 2,096 2,025: -4,215 -4,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.5 1.8 60.3 54.0 78.7 69.2: 21.3 30.8
Old : 100.0: 16.6 13.5 1.8 60.3 54.0 78.7 69.2: 21.3 30.8
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 : 64: 9 8 8 37 37 51 48:
Old : 64: 9 8 8 37 37 51 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 : 35.1 31.4 47.4 41.8 34.8 30.5 47.0 39.4
Old : 35.1 31.4 47.4 41.8 34.8 30.5 47.0 39.4
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, July 18, 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 : 3,001,676: 345,465 627,790 97,097 2,278,528 1,897,286 2,721,090 2,622,173: 280,586 379,503
Old : 3,001,676: 345,465 627,790 97,097 2,278,528 1,897,286 2,721,090 2,622,173: 280,586 379,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 14,765: -7,845 -1,114 5,160 -9,934 13,580 -12,619 17,626: 27,384 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 20.9 3.2 75.9 63.2 90.7 87.4: 9.3 12.6
Old : 100.0: 11.5 20.9 3.2 75.9 63.2 90.7 87.4: 9.3 12.6
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 : 296: 42 72 41 109 154 175 243:
Old : 296: 42 72 41 109 154 175 243:
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 : 40.4 17.8 51.6 27.5 36.6 17.5 46.2 25.3
Old : 40.4 17.8 51.6 27.5 36.6 17.5 46.2 25.3
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, July 18, 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 : 1,637,014: 182,546 378,923 320,098 1,095,704 871,227 1,598,348 1,570,248: 38,666 66,766
Old : 1,637,014: 182,546 378,923 320,098 1,095,704 871,227 1,598,348 1,570,248: 38,666 66,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 54,781: -1,410 16,002 -4,661 58,638 34,453 52,567 45,794: 2,214 8,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 23.1 19.6 66.9 53.2 97.6 95.9: 2.4 4.1
Old : 100.0: 11.2 23.1 19.6 66.9 53.2 97.6 95.9: 2.4 4.1
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 : 153: 13 57 51 58 70 113 145:
Old : 153: 13 57 51 58 70 113 145:
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 : 33.2 19.8 50.5 30.9 26.1 11.5 31.7 16.7
Old : 33.2 19.8 50.5 30.9 26.1 11.5 31.7 16.7
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, July 18, 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 : 64,619: 39,472 5,453 3,633 13,752 46,741 56,856 55,827: 7,763 8,792
Old : 64,619: 39,472 5,453 3,633 13,752 46,741 56,856 55,827: 7,763 8,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -133: 374 1,161 226 -44 -1,208 556 179: -689 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 8.4 5.6 21.3 72.3 88.0 86.4: 12.0 13.6
Old : 100.0: 61.1 8.4 5.6 21.3 72.3 88.0 86.4: 12.0 13.6
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 : 117: 43 22 12 25 33 72 63:
Old : 117: 43 22 12 25 33 72 63:
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 : 27.7 33.4 40.4 51.2 24.1 31.8 36.4 49.5
Old : 27.7 33.4 40.4 51.2 24.1 31.8 36.4 49.5
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, July 18, 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 : 129,237: 78,943 10,906 7,265 27,503 93,482 113,711 111,653: 15,526 17,584
Old : 129,237: 78,943 10,906 7,265 27,503 93,482 113,711 111,653: 15,526 17,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -266: 747 2,322 451 -87 -2,415 1,111 358: -1,377 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 8.4 5.6 21.3 72.3 88.0 86.4: 12.0 13.6
Old : 100.0: 61.1 8.4 5.6 21.3 72.3 88.0 86.4: 12.0 13.6
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 : 117: 43 22 12 25 33 72 63:
Old : 117: 43 22 12 25 33 72 63:
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 : 27.7 33.4 40.4 51.2 24.1 31.8 36.4 49.5
Old : 27.7 33.4 40.4 51.2 24.1 31.8 36.4 49.5
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, July 18, 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 : 46,671: 29,656 46,278 256 16,711 0 46,623 46,534: 48 137
Old : 46,671: 29,656 46,278 256 16,711 0 46,623 46,534: 48 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,749: 389 1,938 0 1,353 -210 1,742 1,728: 7 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 99.2 0.5 35.8 0.0 99.9 99.7: 0.1 0.3
Old : 100.0: 63.5 99.2 0.5 35.8 0.0 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 : 40: 22 15 1 3 0 26 15:
Old : 40: 22 15 1 3 0 26 15:
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 : 75.3 81.1 90.7 96.5 75.3 81.1 90.7 96.0
Old : 75.3 81.1 90.7 96.5 75.3 81.1 90.7 96.0
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, July 18, 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 : 30,800: 19,683 5,588 39 11,032 25,082 30,754 30,709: 46 91
Old : 30,800: 19,683 5,588 39 11,032 25,082 30,754 30,709: 46 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,185: 148 166 0 1,062 1,035 1,210 1,201: -25 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 18.1 0.1 35.8 81.4 99.9 99.7: 0.1 0.3
Old : 100.0: 63.9 18.1 0.1 35.8 81.4 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: 12 13 1 6 20 18 34:
Old : 49: 12 13 1 6 20 18 34:
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 : 75.0 44.9 94.4 65.1 75.0 44.9 94.4 65.1
Old : 75.0 44.9 94.4 65.1 75.0 44.9 94.4 65.1
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, July 18, 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 : 23,113: 11,870 5,475 9 11,199 17,545 23,078 23,029: 35 84
Old : 23,113: 11,870 5,475 9 11,199 17,545 23,078 23,029: 35 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 240: -824 332 -4 1,072 -93 244 235: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 23.7 0.0 48.5 75.9 99.8 99.6: 0.2 0.4
Old : 100.0: 51.4 23.7 0.0 48.5 75.9 99.8 99.6: 0.2 0.4
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 : 33: 9 10 1 5 10 15 20:
Old : 33: 9 10 1 5 10 15 20:
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 : 84.5 62.5 98.0 86.2 84.5 62.5 97.5 86.2
Old : 84.5 62.5 98.0 86.2 84.5 62.5 97.5 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017