WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 01, 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 : 442,403: 154,638 139,125 81,424 167,472 176,997 403,534 397,546: 38,869 44,857
Old : 401,543: 147,811 137,872 66,584 151,986 159,716 366,381 364,172: 35,162 37,371
Other: 40,860: 15,709 10,135 5,958 15,486 17,281 37,153 33,374: 3,707 7,486
: : :
: : Changes in Commitments from: July 25, 2017 :
: 15,891: 3,808 9,061 5,148 5,766 -1,228 14,722 12,981: 1,169 2,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 31.4 18.4 37.9 40.0 91.2 89.9: 8.8 10.1
Old : 100.0: 36.8 34.3 16.6 37.9 39.8 91.2 90.7: 8.8 9.3
Other: 100.0: 38.4 24.8 14.6 37.9 42.3 90.9 81.7: 9.1 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 127 127 133 100 110 307 304:
Old : 402: 129 125 128 98 107 300 297:
Other: 157: 38 32 11 34 69 79 109:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 8.9 24.1 16.7 11.0 7.8 19.0 13.9
Old : 15.8 9.2 25.5 16.4 11.5 7.6 20.1 13.8
Other: 36.8 31.3 52.6 43.5 30.5 25.6 44.2 35.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 01, 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 : 273,389: 110,346 40,791 36,212 103,687 171,368 250,245 248,371: 23,144 25,018
Old : 250,540: 112,656 40,986 26,719 89,198 162,546 228,573 230,251: 21,967 20,289
Other: 22,849: 5,489 7,604 1,694 14,489 8,822 21,672 18,120: 1,177 4,729
: : :
: : Changes in Commitments from: July 25, 2017 :
: 10,699: -241 13,199 -337 12,264 -4,849 11,686 8,013: -987 2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 14.9 13.2 37.9 62.7 91.5 90.8: 8.5 9.2
Old : 100.0: 45.0 16.4 10.7 35.6 64.9 91.2 91.9: 8.8 8.1
Other: 100.0: 24.0 33.3 7.4 63.4 38.6 94.8 79.3: 5.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 89 51 77 82 91 207 193:
Old : 270: 96 46 69 79 88 202 183:
Other: 108: 9 27 12 24 57 45 86:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 27.1 26.1 37.1 11.9 22.6 19.4 30.9
Old : 16.7 29.5 27.4 40.0 14.5 28.2 22.4 36.9
Other: 52.1 29.5 69.8 44.6 51.8 29.3 69.5 41.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 01, 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 : 1,434,247: 401,287 253,092 202,708 659,377 792,919 1,263,372 1,248,719: 170,875 185,528
Old : 519,549: 275,592 166,302 7,476 177,584 307,482 460,652 481,260: 58,897 38,289
Other: 914,698: 252,642 213,737 68,285 481,793 485,437 802,720 767,459: 111,978 147,239
: : :
: : Changes in Commitments from: July 25, 2017 :
: 34,172: 7,040 30,910 -1,220 27,357 8,333 33,177 38,023: 995 -3,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 17.6 14.1 46.0 55.3 88.1 87.1: 11.9 12.9
Old : 100.0: 53.0 32.0 1.4 34.2 59.2 88.7 92.6: 11.3 7.4
Other: 100.0: 27.6 23.4 7.5 52.7 53.1 87.8 83.9: 12.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 179 148 174 279 326 556 577:
Old : 587: 131 105 23 205 192 344 312:
Other: 701: 174 150 107 192 312 425 514:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.0 19.4 19.7 9.2 11.1 15.5 15.1
Old : 15.3 24.6 23.8 37.0 15.1 24.4 23.5 36.8
Other: 18.2 11.9 27.3 17.8 17.5 8.5 25.2 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 01, 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 : 7,002: 3,296 1,001 544 471 4,592 4,311 6,137: 2,691 865
Old : 7,002: 3,296 1,001 544 471 4,592 4,311 6,137: 2,691 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 182: 220 73 82 -127 54 175 209: 7 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.3 7.8 6.7 65.6 61.6 87.6: 38.4 12.4
Old : 100.0: 47.1 14.3 7.8 6.7 65.6 61.6 87.6: 38.4 12.4
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 : 42: 21 6 6 7 10 33 18:
Old : 42: 21 6 6 7 10 33 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 : 19.1 51.6 30.0 70.1 17.0 46.7 27.2 64.2
Old : 19.1 51.6 30.0 70.1 17.0 46.7 27.2 64.2
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, August 01, 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 : 623,648: 172,123 117,418 72,784 332,689 350,389 577,596 540,591: 46,052 83,057
Old : 605,809: 169,873 116,833 67,297 324,410 340,987 561,580 525,117: 44,229 80,692
Other: 17,839: 7,596 5,931 141 8,279 9,402 16,016 15,474: 1,823 2,365
: : :
: : Changes in Commitments from: July 25, 2017 :
: -4,467: 1,890 5,970 4,229 -7,620 -11,301 -1,501 -1,102: -2,966 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 18.8 11.7 53.3 56.2 92.6 86.7: 7.4 13.3
Old : 100.0: 28.0 19.3 11.1 53.5 56.3 92.7 86.7: 7.3 13.3
Other: 100.0: 42.6 33.2 0.8 46.4 52.7 89.8 86.7: 10.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 149 152 165 153 225 400 472:
Old : 587: 145 157 158 152 221 392 466:
Other: 184: 34 29 8 24 106 62 139:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 13.5 27.3 20.8 17.9 12.5 25.4 19.3
Old : 18.5 13.9 27.9 21.1 18.2 12.8 26.0 19.5
Other: 41.6 45.0 58.7 59.9 41.6 45.0 58.7 59.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 01, 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 : 21,241: 5,356 2,094 94 1 4,953 5,451 7,141: 15,790 14,100
Old : 20,753: 5,102 2,043 72 1 4,856 5,175 6,971: 15,578 13,782
Other: 488: 274 71 2 0 97 276 170: 212 318
: : :
: : Changes in Commitments from: July 25, 2017 :
: -992: -840 -22 -19 1 33 -858 -8: -134 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.9 0.4 0.0 23.3 25.7 33.6: 74.3 66.4
Old : 100.0: 24.6 9.8 0.3 0.0 23.4 24.9 33.6: 75.1 66.4
Other: 100.0: 56.1 14.5 0.4 0.0 19.9 56.6 34.8: 43.4 65.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 1 15 8 23:
Old : 26: 5 6 4 1 15 8 23:
Other: 14: 2 4 1 0 8 2 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 : 24.1 15.6 25.7 21.2 23.8 15.6 25.2 21.2
Old : 24.7 15.6 24.9 21.2 24.4 15.6 24.6 21.1
Other: 56.6 22.3 56.6 32.4 56.1 22.3 56.1 32.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 01, 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 : 408,440: 125,632 49,436 76,351 167,343 255,990 369,326 381,777: 39,114 26,663
Old : 71,584: 35,204 8,435 2,015 27,125 55,914 64,344 66,364: 7,240 5,220
Other: 336,856: 117,564 68,137 47,200 140,218 200,076 304,982 315,413: 31,874 21,443
: : :
: : Changes in Commitments from: July 25, 2017 :
: 5,179: 2,974 -1,187 -78 -945 5,934 1,951 4,669: 3,228 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 12.1 18.7 41.0 62.7 90.4 93.5: 9.6 6.5
Old : 100.0: 49.2 11.8 2.8 37.9 78.1 89.9 92.7: 10.1 7.3
Other: 100.0: 34.9 20.2 14.0 41.6 59.4 90.5 93.6: 9.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 104 55 98 78 81 232 208:
Old : 177: 51 36 10 43 52 99 94:
Other: 275: 94 73 80 66 71 207 183:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 33.8 19.3 40.6 11.3 31.4 18.1 37.3
Old : 27.8 36.2 41.7 49.8 27.8 36.2 41.7 48.9
Other: 14.2 34.2 22.9 41.3 13.7 31.4 21.9 38.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 01, 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 : 737,473: 196,109 147,299 15,825 375,711 408,028 587,645 571,152: 149,828 166,321
Old : 737,473: 196,109 147,299 15,825 375,711 408,028 587,645 571,152: 149,828 166,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,781: 4,847 12,405 131 4,682 -6,475 9,660 6,061: -2,879 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 20.0 2.1 50.9 55.3 79.7 77.4: 20.3 22.6
Old : 100.0: 26.6 20.0 2.1 50.9 55.3 79.7 77.4: 20.3 22.6
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 : 168: 44 26 27 61 79 112 125:
Old : 168: 44 26 27 61 79 112 125:
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 : 22.2 24.5 33.6 37.1 17.8 19.6 26.8 28.4
Old : 22.2 24.5 33.6 37.1 17.8 19.6 26.8 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, August 01, 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 : 821,577: 81,695 136,224 11,346 615,833 580,553 708,874 728,123: 112,703 93,454
Old : 821,577: 81,695 136,224 11,346 615,833 580,553 708,874 728,123: 112,703 93,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 13,449: 4,164 459 -69 4,267 15,738 8,362 16,128: 5,087 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.6 1.4 75.0 70.7 86.3 88.6: 13.7 11.4
Old : 100.0: 9.9 16.6 1.4 75.0 70.7 86.3 88.6: 13.7 11.4
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 : 116: 11 15 9 61 68 77 87:
Old : 116: 11 15 9 61 68 77 87:
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 34.0 38.0 47.0 19.3 34.0 29.4 44.4
Old : 23.9 34.0 38.0 47.0 19.3 34.0 29.4 44.4
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, August 01, 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 : 1,851: 928 126 244 404 1,314 1,576 1,684: 275 167
Old : 1,851: 928 126 244 404 1,314 1,576 1,684: 275 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 40: 62 -102 49 -30 14 81 -39: -41 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 6.8 13.2 21.8 71.0 85.1 91.0: 14.9 9.0
Old : 100.0: 50.1 6.8 13.2 21.8 71.0 85.1 91.0: 14.9 9.0
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 : 20: 11 2 3 2 7 13 12:
Old : 20: 11 2 3 2 7 13 12:
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 : 54.2 66.2 74.3 85.8 32.1 51.6 44.7 57.2
Old : 54.2 66.2 74.3 85.8 32.1 51.6 44.7 57.2
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, August 01, 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 : 346,002: 80,922 65,238 50,805 180,665 199,076 312,392 315,119: 33,610 30,883
Old : 58,975: 9,800 17,251 1,133 40,666 31,189 51,599 49,573: 7,376 9,402
Other: 287,027: 82,749 59,614 38,045 139,999 167,887 260,793 265,546: 26,234 21,481
: : :
: : Changes in Commitments from: July 25, 2017 :
: -3,696: -2,586 -2,069 913 606 -3,898 -1,067 -5,054: -2,629 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.9 14.7 52.2 57.5 90.3 91.1: 9.7 8.9
Old : 100.0: 16.6 29.3 1.9 69.0 52.9 87.5 84.1: 12.5 15.9
Other: 100.0: 28.8 20.8 13.3 48.8 58.5 90.9 92.5: 9.1 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 68 54 80 90 83 206 188:
Old : 166: 43 27 8 54 48 100 82:
Other: 237: 70 60 62 81 72 185 164:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 25.9 22.6 32.5 14.5 20.5 20.5 26.5
Old : 35.0 22.6 47.8 36.8 35.0 19.4 46.4 33.4
Other: 14.6 28.9 22.8 36.7 13.4 24.5 20.6 31.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 01, 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 : 9,929: 3,228 2,184 225 4,200 6,384 7,653 8,793: 2,276 1,136
Old : 9,929: 3,228 2,184 225 4,200 6,384 7,653 8,793: 2,276 1,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 263: -89 -190 26 120 409 57 245: 206 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.0 2.3 42.3 64.3 77.1 88.6: 22.9 11.4
Old : 100.0: 32.5 22.0 2.3 42.3 64.3 77.1 88.6: 22.9 11.4
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 15 7 16 14 47 35:
Old : 72: 29 15 7 16 14 47 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 : 38.3 50.5 49.3 62.4 38.3 50.3 49.3 62.2
Old : 38.3 50.5 49.3 62.4 38.3 50.3 49.3 62.2
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, August 01, 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 : 1,382,422: 183,770 380,256 39,732 1,034,492 804,924 1,257,994 1,224,912: 124,428 157,510
Old : 1,382,422: 183,770 380,256 39,732 1,034,492 804,924 1,257,994 1,224,912: 124,428 157,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 16,010: -7,364 -56,384 5,750 19,145 63,251 17,531 12,617: -1,521 3,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.5 2.9 74.8 58.2 91.0 88.6: 9.0 11.4
Old : 100.0: 13.3 27.5 2.9 74.8 58.2 91.0 88.6: 9.0 11.4
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 : 268: 43 54 34 119 115 179 186:
Old : 268: 43 54 34 119 115 179 186:
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 : 21.4 27.8 33.3 35.6 20.4 26.1 31.9 33.4
Old : 21.4 27.8 33.3 35.6 20.4 26.1 31.9 33.4
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, August 01, 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 : 3,227,493: 850,606 639,726 118,802 1,880,347 1,925,403 2,849,755 2,683,931: 377,738 543,562
Old : 3,227,493: 850,606 639,726 118,802 1,880,347 1,925,403 2,849,755 2,683,931: 377,738 543,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 27,476: -23,096 46,708 -12,059 48,800 -3,957 13,645 30,692: 13,831 -3,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.8 3.7 58.3 59.7 88.3 83.2: 11.7 16.8
Old : 100.0: 26.4 19.8 3.7 58.3 59.7 88.3 83.2: 11.7 16.8
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 : 389: 73 95 69 142 178 255 302:
Old : 389: 73 95 69 142 178 255 302:
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 : 28.8 12.7 36.8 21.6 25.9 10.1 33.2 15.7
Old : 28.8 12.7 36.8 21.6 25.9 10.1 33.2 15.7
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, August 01, 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 : 403,258: 71,117 62,299 3,998 244,647 215,406 319,762 281,703: 83,496 121,555
Old : 403,258: 71,117 62,299 3,998 244,647 215,406 319,762 281,703: 83,496 121,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,351: 1,996 7,553 -872 -1,499 -8,203 -375 -1,522: 1,726 2,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.4 1.0 60.7 53.4 79.3 69.9: 20.7 30.1
Old : 100.0: 17.6 15.4 1.0 60.7 53.4 79.3 69.9: 20.7 30.1
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 : 66: 10 6 7 39 38 52 48:
Old : 66: 10 6 7 39 38 52 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 : 32.6 33.1 46.0 43.3 32.4 32.8 45.7 41.5
Old : 32.6 33.1 46.0 43.3 32.4 32.8 45.7 41.5
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, August 01, 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 : 2,979,000: 370,127 611,828 90,702 2,237,546 1,923,465 2,698,375 2,625,995: 280,625 353,005
Old : 2,979,000: 370,127 611,828 90,702 2,237,546 1,923,465 2,698,375 2,625,995: 280,625 353,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 5,889: 29,083 -23,604 -11,869 -16,765 63,224 449 27,751: 5,440 -21,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 20.5 3.0 75.1 64.6 90.6 88.2: 9.4 11.8
Old : 100.0: 12.4 20.5 3.0 75.1 64.6 90.6 88.2: 9.4 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 : 298: 45 69 43 116 152 190 235:
Old : 298: 45 69 43 116 152 190 235:
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 : 36.1 18.4 48.5 28.8 33.1 18.2 42.4 26.8
Old : 36.1 18.4 48.5 28.8 33.1 18.2 42.4 26.8
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, August 01, 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 : 1,451,972: 21,750 306,911 349,248 1,051,267 733,337 1,422,265 1,389,496: 29,707 62,476
Old : 1,451,972: 21,750 306,911 349,248 1,051,267 733,337 1,422,265 1,389,496: 29,707 62,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -197,524: -161,336 -76,712 28,048 -54,615 -139,227 -187,903 -187,891: -9,621 -9,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 21.1 24.1 72.4 50.5 98.0 95.7: 2.0 4.3
Old : 100.0: 1.5 21.1 24.1 72.4 50.5 98.0 95.7: 2.0 4.3
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 : 147: 12 58 46 59 66 111 137:
Old : 147: 12 58 46 59 66 111 137:
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 : 31.1 17.4 46.8 29.1 20.6 8.9 28.1 14.3
Old : 31.1 17.4 46.8 29.1 20.6 8.9 28.1 14.3
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, August 01, 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 : 68,506: 41,739 8,742 2,604 15,771 47,155 60,113 58,500: 8,393 10,006
Old : 68,506: 41,739 8,742 2,604 15,771 47,155 60,113 58,500: 8,393 10,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 3,354: 1,814 3,757 -1,001 2,299 595 3,112 3,351: 243 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 12.8 3.8 23.0 68.8 87.7 85.4: 12.3 14.6
Old : 100.0: 60.9 12.8 3.8 23.0 68.8 87.7 85.4: 12.3 14.6
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 : 125: 43 25 7 28 35 73 65:
Old : 125: 43 25 7 28 35 73 65:
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 : 27.4 31.5 40.2 49.0 23.9 29.7 36.6 47.2
Old : 27.4 31.5 40.2 49.0 23.9 29.7 36.6 47.2
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, August 01, 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 : 137,011: 83,477 17,484 5,207 31,542 94,309 120,226 117,000: 16,785 20,011
Old : 137,011: 83,477 17,484 5,207 31,542 94,309 120,226 117,000: 16,785 20,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 6,708: 3,627 7,513 -2,002 4,598 1,190 6,223 6,701: 485 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 12.8 3.8 23.0 68.8 87.7 85.4: 12.3 14.6
Old : 100.0: 60.9 12.8 3.8 23.0 68.8 87.7 85.4: 12.3 14.6
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 : 125: 43 25 7 28 35 73 65:
Old : 125: 43 25 7 28 35 73 65:
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 : 27.4 31.5 40.2 49.0 23.9 29.7 36.6 47.2
Old : 27.4 31.5 40.2 49.0 23.9 29.7 36.6 47.2
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, August 01, 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 : 51,786: 34,545 49,696 1,988 15,202 0 51,735 51,684: 51 102
Old : 51,786: 34,545 49,696 1,988 15,202 0 51,735 51,684: 51 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 4,315: 4,143 2,606 1,732 -1,561 0 4,314 4,338: 1 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 96.0 3.8 29.4 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 66.7 96.0 3.8 29.4 0.0 99.9 99.8: 0.1 0.2
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 : 36: 21 12 2 3 0 25 13:
Old : 36: 21 12 2 3 0 25 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 : 67.6 83.6 89.3 96.5 67.0 83.6 85.9 94.5
Old : 67.6 83.6 89.3 96.5 67.0 83.6 85.9 94.5
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, August 01, 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 : 30,858: 19,948 4,943 64 10,788 25,768 30,800 30,775: 58 83
Old : 30,858: 19,948 4,943 64 10,788 25,768 30,800 30,775: 58 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -538: -270 -972 25 -300 423 -545 -524: 7 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 16.0 0.2 35.0 83.5 99.8 99.7: 0.2 0.3
Old : 100.0: 64.6 16.0 0.2 35.0 83.5 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 : 48: 11 13 1 6 20 17 34:
Old : 48: 11 13 1 6 20 17 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 : 76.2 45.9 93.7 67.2 76.2 45.9 93.7 67.2
Old : 76.2 45.9 93.7 67.2 76.2 45.9 93.7 67.2
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, August 01, 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 : 22,602: 12,786 5,325 7 9,727 17,194 22,520 22,526: 82 76
Old : 22,602: 12,786 5,325 7 9,727 17,194 22,520 22,526: 82 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -341: 723 -114 6 -1,112 -230 -383 -338: 42 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 23.6 0.0 43.0 76.1 99.6 99.7: 0.4 0.3
Old : 100.0: 56.6 23.6 0.0 43.0 76.1 99.6 99.7: 0.4 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 : 32: 10 8 2 5 10 16 19:
Old : 32: 10 8 2 5 10 16 19:
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 : 83.2 65.1 96.9 86.9 83.2 65.1 96.3 86.9
Old : 83.2 65.1 96.9 86.9 83.2 65.1 96.3 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017