WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 22, 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 : 473,499: 166,688 194,288 93,983 171,399 139,241 432,070 427,512: 41,429 45,987
Old : 420,060: 153,986 193,102 74,522 153,885 114,175 382,393 381,799: 37,667 38,261
Other: 53,439: 24,922 13,406 7,241 17,514 25,066 49,677 45,713: 3,762 7,726
: : :
: : Changes in Commitments from: August 15, 2017 :
: 23,541: 10,626 25,398 4,716 7,224 -6,100 22,566 24,014: 975 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 41.0 19.8 36.2 29.4 91.3 90.3: 8.7 9.7
Old : 100.0: 36.7 46.0 17.7 36.6 27.2 91.0 90.9: 9.0 9.1
Other: 100.0: 46.6 25.1 13.6 32.8 46.9 93.0 85.5: 7.0 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 126 149 133 111 112 316 328:
Old : 433: 129 147 122 109 106 305 315:
Other: 177: 41 45 21 40 70 94 126:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 8.6 19.1 15.8 10.3 7.7 18.2 13.9
Old : 11.3 8.8 20.4 16.1 10.9 8.2 19.8 14.7
Other: 35.2 30.2 51.0 38.7 30.5 24.6 43.7 31.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 22, 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 : 288,214: 111,981 63,810 45,699 105,654 151,680 263,334 261,189: 24,880 27,025
Old : 258,421: 112,662 63,676 33,097 89,657 139,766 235,416 236,539: 23,005 21,882
Other: 29,793: 8,349 9,164 3,572 15,997 11,914 27,918 24,650: 1,875 5,143
: : :
: : Changes in Commitments from: August 15, 2017 :
: 23,208: 2,351 15,655 8,399 11,479 -1,010 22,229 23,044: 979 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 22.1 15.9 36.7 52.6 91.4 90.6: 8.6 9.4
Old : 100.0: 43.6 24.6 12.8 34.7 54.1 91.1 91.5: 8.9 8.5
Other: 100.0: 28.0 30.8 12.0 53.7 40.0 93.7 82.7: 6.3 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 85 57 71 87 83 201 195:
Old : 271: 89 58 59 83 81 190 185:
Other: 110: 13 26 17 26 54 51 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 22.0 22.6 32.0 10.9 16.9 17.9 25.7
Old : 14.3 24.2 23.9 34.5 13.7 21.1 21.4 30.2
Other: 41.2 26.8 57.1 39.4 41.2 26.8 55.2 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 22, 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 : 1,447,921: 406,467 335,959 203,308 653,722 722,331 1,263,497 1,261,598: 184,424 186,323
Old : 248,121: 104,608 91,989 772 95,960 136,838 201,340 229,599: 46,781 18,522
Other: 1,199,800: 362,489 304,600 141,906 557,762 585,493 1,062,157 1,031,999: 137,643 167,801
: : :
: : Changes in Commitments from: August 15, 2017 :
: 42,053: 7,533 40,284 5,625 21,598 -3,174 34,756 42,735: 7,297 -682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 23.2 14.0 45.1 49.9 87.3 87.1: 12.7 12.9
Old : 100.0: 42.2 37.1 0.3 38.7 55.1 81.1 92.5: 18.9 7.5
Other: 100.0: 30.2 25.4 11.8 46.5 48.8 88.5 86.0: 11.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 184 149 167 304 309 581 555:
Old : 465: 97 65 8 210 136 312 204:
Other: 713: 184 155 139 226 300 476 534:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 15.6 18.5 21.6 9.5 11.6 15.7 16.6
Old : 14.8 32.5 25.0 47.6 14.8 32.4 25.0 47.4
Other: 13.4 13.1 22.0 19.2 11.5 10.4 19.1 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 22, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,922: 2,572 999 586 491 3,647 3,649 5,232: 2,273 690
Old : 5,922: 2,572 999 586 491 3,647 3,649 5,232: 2,273 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -617: -224 87 85 -165 -652 -304 -480: -313 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 16.9 9.9 8.3 61.6 61.6 88.3: 38.4 11.7
Old : 100.0: 43.4 16.9 9.9 8.3 61.6 61.6 88.3: 38.4 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 : 35: 17 6 5 7 10 28 17:
Old : 35: 17 6 5 7 10 28 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 : 25.7 58.1 38.0 73.3 21.1 48.7 32.3 63.8
Old : 25.7 58.1 38.0 73.3 21.1 48.7 32.3 63.8
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 22, 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 : 673,527: 172,725 154,687 95,341 359,202 341,635 627,268 591,663: 46,259 81,864
Old : 648,348: 167,271 153,782 91,041 346,400 324,541 604,712 569,364: 43,636 78,984
Other: 25,179: 9,292 4,743 462 12,802 17,094 22,556 22,299: 2,623 2,880
: : :
: : Changes in Commitments from: August 15, 2017 :
: 26,326: 5,124 20,371 12,107 8,177 -5,934 25,408 26,544: 918 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.0 14.2 53.3 50.7 93.1 87.8: 6.9 12.2
Old : 100.0: 25.8 23.7 14.0 53.4 50.1 93.3 87.8: 6.7 12.2
Other: 100.0: 36.9 18.8 1.8 50.8 67.9 89.6 88.6: 10.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 589: 161 149 162 153 210 404 458:
Old : 588: 162 151 156 151 208 398 453:
Other: 193: 33 36 12 28 102 67 147:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 13.3 25.6 21.7 16.3 12.0 24.0 18.7
Old : 17.4 13.5 26.2 21.4 16.6 12.5 24.6 19.4
Other: 34.8 53.8 55.8 66.3 34.8 53.6 55.0 66.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 22, 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 : 19,277: 5,438 2,033 115 1 4,048 5,554 6,196: 13,723 13,081
Old : 18,809: 5,255 1,982 34 1 3,959 5,290 5,975: 13,519 12,834
Other: 468: 262 130 2 0 89 264 221: 204 247
: : :
: : Changes in Commitments from: August 15, 2017 :
: -419: 159 -45 -58 0 6 101 -97: -520 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.5 0.6 0.0 21.0 28.8 32.1: 71.2 67.9
Old : 100.0: 27.9 10.5 0.2 0.0 21.0 28.1 31.8: 71.9 68.2
Other: 100.0: 56.0 27.8 0.4 0.0 19.0 56.4 47.2: 43.6 52.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 5 1 12 7 22:
Old : 23: 5 6 3 1 12 7 20:
Other: 12: 1 6 1 0 5 1 12:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 15.8 28.8 21.9 26.6 15.8 28.2 21.9
Old : 27.8 15.8 28.1 21.8 27.7 15.8 27.9 21.8
Other: 56.4 27.8 56.4 44.0 56.0 27.8 56.0 44.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 22, 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 : 418,248: 117,444 52,995 91,989 172,614 242,615 382,047 387,599: 36,201 30,649
Old : 39,537: 20,456 5,427 164 14,540 30,925 35,160 36,516: 4,377 3,021
Other: 378,711: 114,009 64,589 74,804 158,074 211,690 346,887 351,083: 31,824 27,628
: : :
: : Changes in Commitments from: August 15, 2017 :
: 1,109: -9,514 -9,455 9,770 -2,730 1,218 -2,474 1,533: 3,583 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.7 22.0 41.3 58.0 91.3 92.7: 8.7 7.3
Old : 100.0: 51.7 13.7 0.4 36.8 78.2 88.9 92.4: 11.1 7.6
Other: 100.0: 30.1 17.1 19.8 41.7 55.9 91.6 92.7: 8.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 68 111 76 71 239 212:
Old : 145: 57 23 1 34 35 92 58:
Other: 288: 88 84 100 72 69 226 200:
:----------------------------------------------------------------------------------------------------
: 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 32.6 19.5 38.7 10.3 30.8 17.1 36.0
Old : 28.3 44.0 44.1 59.6 28.3 44.0 44.1 57.9
Other: 13.0 33.2 21.5 39.1 11.3 31.6 18.8 36.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 22, 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 : 778,565: 214,293 137,602 18,382 375,680 455,820 608,355 611,804: 170,210 166,761
Old : 778,565: 214,293 137,602 18,382 375,680 455,820 608,355 611,804: 170,210 166,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 28,478: 10,371 7,229 1,912 8,431 18,756 20,714 27,897: 7,764 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 17.7 2.4 48.3 58.5 78.1 78.6: 21.9 21.4
Old : 100.0: 27.5 17.7 2.4 48.3 58.5 78.1 78.6: 21.9 21.4
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 : 161: 44 25 27 60 77 113 120:
Old : 161: 44 25 27 60 77 113 120:
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 : 20.6 25.1 31.3 36.4 16.4 18.7 23.8 27.1
Old : 20.6 25.1 31.3 36.4 16.4 18.7 23.8 27.1
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 22, 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 : 890,246: 89,773 168,969 19,964 653,900 606,987 763,637 795,920: 126,609 94,326
Old : 890,246: 89,773 168,969 19,964 653,900 606,987 763,637 795,920: 126,609 94,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 20,285: 2,768 12,741 2,856 4,714 10,723 10,338 26,320: 9,947 -6,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.0 2.2 73.5 68.2 85.8 89.4: 14.2 10.6
Old : 100.0: 10.1 19.0 2.2 73.5 68.2 85.8 89.4: 14.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 14 16 14 64 68 87 89:
Old : 117: 14 16 14 64 68 87 89:
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 35.5 37.5 48.2 19.4 35.5 29.2 45.6
Old : 23.9 35.5 37.5 48.2 19.4 35.5 29.2 45.6
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, August 22, 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 : 1,665: 926 163 132 379 1,188 1,437 1,483: 228 182
Old : 1,665: 926 163 132 379 1,188 1,437 1,483: 228 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -174: 89 29 -38 -116 -38 -65 -47: -109 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 9.8 7.9 22.8 71.4 86.3 89.1: 13.7 10.9
Old : 100.0: 55.6 9.8 7.9 22.8 71.4 86.3 89.1: 13.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 12 2 3 3 6 15 11:
Old : 20: 12 2 3 3 6 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 66.4 65.8 82.8 31.8 55.0 47.1 61.3
Old : 39.9 66.4 65.8 82.8 31.8 55.0 47.1 61.3
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, August 22, 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 : 386,366: 77,174 86,272 61,803 206,205 204,745 345,182 352,820: 41,184 33,546
Old : 37,774: 5,435 10,911 721 26,589 21,188 32,745 32,820: 5,029 4,954
Other: 348,592: 78,346 81,968 54,475 179,616 183,557 312,437 320,000: 36,155 28,592
: : :
: : Changes in Commitments from: August 15, 2017 :
: 18,899: -528 9,555 11,696 2,611 -5,525 13,779 15,726: 5,120 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 22.3 16.0 53.4 53.0 89.3 91.3: 10.7 8.7
Old : 100.0: 14.4 28.9 1.9 70.4 56.1 86.7 86.9: 13.3 13.1
Other: 100.0: 22.5 23.5 15.6 51.5 52.7 89.6 91.8: 10.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 68 58 70 96 85 201 187:
Old : 137: 26 29 3 40 46 67 77:
Other: 245: 72 55 64 91 76 193 170:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 22.7 22.4 29.8 14.8 17.9 20.5 24.5
Old : 37.3 22.3 51.4 34.5 37.3 22.3 51.4 33.0
Other: 15.7 24.0 22.9 31.5 14.6 19.8 20.7 26.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 22, 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 : 9,650: 3,310 1,899 302 3,631 6,199 7,243 8,400: 2,407 1,250
Old : 9,650: 3,310 1,899 302 3,631 6,199 7,243 8,400: 2,407 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -177: 14 -4 51 -224 -410 -159 -363: -18 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 19.7 3.1 37.6 64.2 75.1 87.0: 24.9 13.0
Old : 100.0: 34.3 19.7 3.1 37.6 64.2 75.1 87.0: 24.9 13.0
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 : 71: 27 15 9 17 13 49 35:
Old : 71: 27 15 9 17 13 49 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 : 37.5 51.3 46.1 64.3 37.5 51.1 46.1 64.0
Old : 37.5 51.3 46.1 64.3 37.5 51.1 46.1 64.0
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, August 22, 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 : 1,549,827: 246,856 363,495 72,709 1,091,026 953,860 1,410,591 1,390,064: 139,236 159,763
Old : 1,549,827: 246,856 363,495 72,709 1,091,026 953,860 1,410,591 1,390,064: 139,236 159,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 80,420: 19,800 6,579 10,023 44,213 56,627 74,036 73,229: 6,384 7,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 23.5 4.7 70.4 61.5 91.0 89.7: 9.0 10.3
Old : 100.0: 15.9 23.5 4.7 70.4 61.5 91.0 89.7: 9.0 10.3
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 : 289: 47 64 38 120 129 184 214:
Old : 289: 47 64 38 120 129 184 214:
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 : 21.0 26.4 32.7 37.1 20.8 25.2 31.6 33.8
Old : 21.0 26.4 32.7 37.1 20.8 25.2 31.6 33.8
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 22, 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 : 3,432,660: 915,736 654,491 162,441 1,983,573 2,063,876 3,061,750 2,880,808: 370,910 551,852
Old : 3,432,660: 915,736 654,491 162,441 1,983,573 2,063,876 3,061,750 2,880,808: 370,910 551,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 57,789: 28,143 -32,510 24,482 591 30,949 53,216 22,921: 4,573 34,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.1 4.7 57.8 60.1 89.2 83.9: 10.8 16.1
Old : 100.0: 26.7 19.1 4.7 57.8 60.1 89.2 83.9: 10.8 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 : 408: 79 91 69 164 191 280 315:
Old : 408: 79 91 69 164 191 280 315:
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 : 30.0 13.0 38.2 21.4 27.4 10.6 34.7 16.0
Old : 30.0 13.0 38.2 21.4 27.4 10.6 34.7 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, August 22, 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 : 420,002: 81,417 68,877 3,491 248,012 224,412 332,920 296,780: 87,082 123,222
Old : 420,002: 81,417 68,877 3,491 248,012 224,412 332,920 296,780: 87,082 123,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,039: -2,795 3,395 -1,340 5,453 5,917 1,318 7,972: 721 -5,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.4 0.8 59.1 53.4 79.3 70.7: 20.7 29.3
Old : 100.0: 19.4 16.4 0.8 59.1 53.4 79.3 70.7: 20.7 29.3
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 : 68: 11 8 9 40 39 56 51:
Old : 68: 11 8 9 40 39 56 51:
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 : 31.4 32.8 45.2 43.2 30.9 32.4 44.6 40.8
Old : 31.4 32.8 45.2 43.2 30.9 32.4 44.6 40.8
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 22, 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 : 3,206,004: 513,642 654,605 101,155 2,292,423 2,078,104 2,907,220 2,833,864: 298,784 372,140
Old : 3,206,004: 513,642 654,605 101,155 2,292,423 2,078,104 2,907,220 2,833,864: 298,784 372,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 84,814: 36,471 19,915 6,695 32,380 52,672 75,546 79,282: 9,268 5,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.4 3.2 71.5 64.8 90.7 88.4: 9.3 11.6
Old : 100.0: 16.0 20.4 3.2 71.5 64.8 90.7 88.4: 9.3 11.6
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 : 307: 54 67 46 121 156 202 242:
Old : 307: 54 67 46 121 156 202 242:
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 21.3 44.6 31.5 30.2 21.1 39.4 30.4
Old : 33.2 21.3 44.6 31.5 30.2 21.1 39.4 30.4
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, August 22, 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 : 1,678,809: 39,096 298,306 384,371 1,221,828 929,389 1,645,295 1,612,066: 33,514 66,743
Old : 1,678,809: 39,096 298,306 384,371 1,221,828 929,389 1,645,295 1,612,066: 33,514 66,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 44,955: 3,231 -22,435 20,218 22,731 45,395 46,180 43,178: -1,225 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 17.8 22.9 72.8 55.4 98.0 96.0: 2.0 4.0
Old : 100.0: 2.3 17.8 22.9 72.8 55.4 98.0 96.0: 2.0 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 : 153: 19 56 47 59 67 112 142:
Old : 153: 19 56 47 59 67 112 142:
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 : 32.0 20.8 47.8 33.0 21.9 7.7 27.7 11.3
Old : 32.0 20.8 47.8 33.0 21.9 7.7 27.7 11.3
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 22, 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 : 76,255: 50,578 4,499 1,201 14,542 60,498 66,321 66,197: 9,935 10,058
Old : 76,255: 50,578 4,499 1,201 14,542 60,498 66,321 66,197: 9,935 10,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 268: 153 -2,274 -357 202 3,201 -2 571: 270 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 5.9 1.6 19.1 79.3 87.0 86.8: 13.0 13.2
Old : 100.0: 66.3 5.9 1.6 19.1 79.3 87.0 86.8: 13.0 13.2
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 : 115: 46 15 9 25 35 73 57:
Old : 115: 46 15 9 25 35 73 57:
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 : 28.0 37.2 42.0 55.7 26.8 35.7 40.6 54.2
Old : 28.0 37.2 42.0 55.7 26.8 35.7 40.6 54.2
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 22, 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 : 152,510: 101,156 8,998 2,401 29,084 120,995 132,641 132,394: 19,869 20,116
Old : 152,510: 101,156 8,998 2,401 29,084 120,995 132,641 132,394: 19,869 20,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 536: 306 -4,547 -713 404 6,401 -3 1,141: 539 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 5.9 1.6 19.1 79.3 87.0 86.8: 13.0 13.2
Old : 100.0: 66.3 5.9 1.6 19.1 79.3 87.0 86.8: 13.0 13.2
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 : 115: 46 15 9 25 35 73 57:
Old : 115: 46 15 9 25 35 73 57:
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 : 28.0 37.2 42.0 55.7 26.8 35.7 40.6 54.2
Old : 28.0 37.2 42.0 55.7 26.8 35.7 40.6 54.2
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 22, 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 : 47,905: 32,190 47,552 256 15,407 0 47,853 47,808: 52 97
Old : 47,905: 32,190 47,552 256 15,407 0 47,853 47,808: 52 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -61: -62 -80 0 0 0 -62 -80: 1 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 99.3 0.5 32.2 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.2 99.3 0.5 32.2 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 : 39: 20 16 1 3 0 24 16:
Old : 39: 20 16 1 3 0 24 16:
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 : 70.8 80.0 90.1 92.9 70.8 80.0 90.1 92.6
Old : 70.8 80.0 90.1 92.9 70.8 80.0 90.1 92.6
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 22, 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 : 31,230: 21,247 4,774 310 9,631 26,064 31,188 31,148: 42 82
Old : 31,230: 21,247 4,774 310 9,631 26,064 31,188 31,148: 42 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -324: 311 -323 271 -920 -189 -338 -241: 14 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 15.3 1.0 30.8 83.5 99.9 99.7: 0.1 0.3
Old : 100.0: 68.0 15.3 1.0 30.8 83.5 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 14 1 7 20 17 35:
Old : 49: 10 14 1 7 20 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 : 78.6 46.7 93.3 67.4 78.6 46.7 93.3 67.4
Old : 78.6 46.7 93.3 67.4 78.6 46.7 93.3 67.4
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 22, 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 : 21,343: 10,885 5,209 4 10,439 16,027 21,328 21,240: 15 103
Old : 21,343: 10,885 5,209 4 10,439 16,027 21,328 21,240: 15 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -736: -493 -17 -28 -194 -679 -715 -724: -21 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.4 0.0 48.9 75.1 99.9 99.5: 0.1 0.5
Old : 100.0: 51.0 24.4 0.0 48.9 75.1 99.9 99.5: 0.1 0.5
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 : 31: 9 10 1 4 9 14 19:
Old : 31: 9 10 1 4 9 14 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 : 77.1 64.6 96.0 87.4 77.1 64.6 95.4 87.4
Old : 77.1 64.6 96.0 87.4 77.1 64.6 95.4 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017