WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 05, 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 : 438,652: 165,122 201,153 72,272 159,389 119,778 396,783 393,203: 41,869 45,449
Old : 380,210: 150,034 198,118 50,832 141,855 94,427 342,721 343,377: 37,489 36,833
Other: 58,442: 27,555 15,502 8,973 17,534 25,351 54,062 49,826: 4,380 8,616
: : :
: : Changes in Commitments from: August 29, 2017 :
: -1,578: 6,900 9,698 -4,131 -5,051 -8,452 -2,282 -2,885: 704 1,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 45.9 16.5 36.3 27.3 90.5 89.6: 9.5 10.4
Old : 100.0: 39.5 52.1 13.4 37.3 24.8 90.1 90.3: 9.9 9.7
Other: 100.0: 47.1 26.5 15.4 30.0 43.4 92.5 85.3: 7.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 132 132 108 93 103 284 291:
Old : 406: 131 130 94 90 95 268 278:
Other: 172: 42 40 21 42 69 96 122:
:----------------------------------------------------------------------------------------------------
: 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 9.3 19.3 17.4 9.6 9.3 18.0 17.0
Old : 11.3 10.5 20.5 19.5 10.3 10.4 19.2 19.0
Other: 34.9 27.7 48.7 38.2 32.0 22.9 42.8 31.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 05, 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 : 272,800: 108,904 76,498 31,470 108,900 141,315 249,274 249,283: 23,526 23,517
Old : 241,283: 109,575 75,966 19,567 90,737 127,458 219,879 222,991: 21,404 18,292
Other: 31,517: 8,357 9,560 2,875 18,163 13,857 29,395 26,292: 2,122 5,225
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,795: 1,659 4,284 -6,513 2,782 612 -2,072 -1,617: -1,723 -2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 28.0 11.5 39.9 51.8 91.4 91.4: 8.6 8.6
Old : 100.0: 45.4 31.5 8.1 37.6 52.8 91.1 92.4: 8.9 7.6
Other: 100.0: 26.5 30.3 9.1 57.6 44.0 93.3 83.4: 6.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 86 49 53 80 78 186 166:
Old : 254: 88 47 39 75 73 174 151:
Other: 112: 18 23 14 29 53 56 84:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 20.5 24.3 31.6 12.3 16.9 19.7 26.5
Old : 15.4 23.0 26.2 34.6 15.0 22.2 24.2 32.9
Other: 44.9 26.8 62.9 41.4 43.6 26.8 59.5 40.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 05, 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 : 1,337,632: 369,919 383,919 177,345 605,079 610,511 1,152,343 1,171,775: 185,289 165,857
Old : 1,257,745: 371,271 383,716 151,737 553,722 574,187 1,076,730 1,109,640: 181,015 148,105
Other: 79,887: 22,857 24,412 1,399 51,357 36,324 75,613 62,135: 4,274 17,752
: : :
: : Changes in Commitments from: August 29, 2017 :
: -36,242: 9,222 25,598 -22,665 -22,212 -27,307 -35,655 -24,374: -587 -11,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 28.7 13.3 45.2 45.6 86.1 87.6: 13.9 12.4
Old : 100.0: 29.5 30.5 12.1 44.0 45.7 85.6 88.2: 14.4 11.8
Other: 100.0: 28.6 30.6 1.8 64.3 45.5 94.6 77.8: 5.4 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 191 157 152 256 287 525 535:
Old : 727: 202 153 137 250 278 510 517:
Other: 315: 37 53 12 56 184 101 242:
:----------------------------------------------------------------------------------------------------
: 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 14.6 19.2 21.5 10.6 11.6 17.4 17.5
Old : 11.7 15.2 19.4 22.5 11.5 12.8 18.7 19.2
Other: 27.8 17.6 40.3 28.7 27.8 17.6 40.2 28.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 05, 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 : 5,636: 1,993 962 687 479 3,233 3,159 4,882: 2,477 754
Old : 5,608: 1,993 962 687 473 3,233 3,153 4,882: 2,455 726
Other: 28: 0 0 0 6 0 6 0: 22 28
: : :
: : Changes in Commitments from: August 29, 2017 :
: -163: -329 -123 34 19 -135 -276 -224: 113 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 17.1 12.2 8.5 57.4 56.1 86.6: 43.9 13.4
Old : 100.0: 35.5 17.2 12.3 8.4 57.6 56.2 87.1: 43.8 12.9
Other: 100.0: 0.0 0.0 0.0 21.4 0.0 21.4 0.0: 78.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 13 5 5 6 9 22 16:
Old : 29: 13 5 5 6 9 22 16:
Other: 1: 0 0 0 1 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 59.2 39.1 77.0 20.5 48.5 31.7 64.4
Old : 27.0 59.5 39.3 77.4 20.6 48.8 31.9 64.8
Other: 21.4 0.0 21.4 0.0 21.4 0.0 21.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 05, 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 : 663,179: 145,638 147,682 109,852 359,539 327,239 615,029 584,773: 48,150 78,406
Old : 635,119: 140,695 146,729 104,206 344,846 309,211 589,747 560,146: 45,372 74,973
Other: 28,060: 10,087 6,097 502 14,693 18,028 25,282 24,627: 2,778 3,433
: : :
: : Changes in Commitments from: August 29, 2017 :
: 10,757: 1,542 -11,121 11,756 -3,567 14,114 9,731 14,749: 1,026 -3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.3 16.6 54.2 49.3 92.7 88.2: 7.3 11.8
Old : 100.0: 22.2 23.1 16.4 54.3 48.7 92.9 88.2: 7.1 11.8
Other: 100.0: 35.9 21.7 1.8 52.4 64.2 90.1 87.8: 9.9 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 140 159 164 144 199 387 454:
Old : 574: 140 163 157 142 197 380 449:
Other: 193: 35 35 13 30 99 74 143:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 12.2 26.3 19.4 17.0 10.7 24.5 16.5
Old : 18.1 12.0 26.7 19.5 17.5 11.1 25.3 17.0
Other: 33.7 50.2 49.9 62.8 33.7 49.9 49.9 62.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,982: 5,702 2,191 87 0 4,205 5,789 6,483: 13,193 12,499
Old : 18,504: 5,500 2,139 25 0 4,110 5,525 6,274: 12,979 12,230
Other: 478: 262 112 2 0 95 264 209: 214 269
: : :
: : Changes in Commitments from: August 29, 2017 :
: 50: 306 177 -15 0 53 291 215: -241 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.5 0.5 0.0 22.2 30.5 34.2: 69.5 65.8
Old : 100.0: 29.7 11.6 0.1 0.0 22.2 29.9 33.9: 70.1 66.1
Other: 100.0: 54.8 23.4 0.4 0.0 19.9 55.2 43.7: 44.8 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 6 0 12 7 23:
Old : 24: 5 7 4 0 12 7 21:
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 : 28.7 16.6 30.5 22.7 28.4 16.6 30.0 22.7
Old : 29.5 16.5 29.9 22.6 29.4 16.5 29.7 22.6
Other: 55.2 25.9 55.2 40.4 54.8 25.9 54.8 40.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 05, 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 : 430,341: 135,974 37,460 81,153 171,927 284,463 389,054 403,076: 41,287 27,265
Old : 414,626: 132,922 38,331 76,431 165,474 273,472 374,827 388,234: 39,799 26,392
Other: 15,715: 6,670 2,747 1,104 6,453 10,991 14,227 14,842: 1,488 873
: : :
: : Changes in Commitments from: August 29, 2017 :
: 11,830: 19,886 -641 -2,524 -8,878 15,826 8,484 12,661: 3,346 -831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 8.7 18.9 40.0 66.1 90.4 93.7: 9.6 6.3
Old : 100.0: 32.1 9.2 18.4 39.9 66.0 90.4 93.6: 9.6 6.4
Other: 100.0: 42.4 17.5 7.0 41.1 69.9 90.5 94.4: 9.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 104 65 115 76 74 256 215:
Old : 312: 110 66 112 74 73 253 212:
Other: 54: 10 13 8 17 19 32 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 36.8 19.7 43.9 11.0 36.1 17.8 43.0
Old : 12.6 37.3 20.5 44.6 11.4 37.0 18.6 44.0
Other: 45.0 46.6 67.5 62.2 44.8 45.8 64.9 61.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 05, 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 : 753,180: 194,025 141,744 15,385 375,656 421,986 585,066 579,115: 168,114 174,065
Old : 753,180: 194,025 141,744 15,385 375,656 421,986 585,066 579,115: 168,114 174,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -44,942: 7,718 11,941 -535 -48,447 -60,418 -41,264 -49,012: -3,678 4,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 18.8 2.0 49.9 56.0 77.7 76.9: 22.3 23.1
Old : 100.0: 25.8 18.8 2.0 49.9 56.0 77.7 76.9: 22.3 23.1
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 : 156: 39 28 19 57 72 104 111:
Old : 156: 39 28 19 57 72 104 111:
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 : 22.1 25.0 32.5 37.7 16.3 19.3 25.2 27.8
Old : 22.1 25.0 32.5 37.7 16.3 19.3 25.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 05, 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 : 885,504: 72,240 170,686 16,942 678,538 611,294 767,720 798,922: 117,784 86,582
Old : 885,504: 72,240 170,686 16,942 678,538 611,294 767,720 798,922: 117,784 86,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -11,003: -3,823 5,449 -1,402 -8,919 -8,267 -14,144 -4,220: 3,141 -6,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.3 1.9 76.6 69.0 86.7 90.2: 13.3 9.8
Old : 100.0: 8.2 19.3 1.9 76.6 69.0 86.7 90.2: 13.3 9.8
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 : 121: 13 17 14 67 70 90 91:
Old : 121: 13 17 14 67 70 90 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 : 22.7 40.0 36.8 52.1 17.8 36.3 28.1 46.3
Old : 22.7 40.0 36.8 52.1 17.8 36.3 28.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 05, 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 : 1,626: 839 378 135 431 893 1,405 1,406: 221 220
Old : 1,626: 839 378 135 431 893 1,405 1,406: 221 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -78: -201 -32 74 49 -187 -78 -145: 0 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 23.2 8.3 26.5 54.9 86.4 86.5: 13.6 13.5
Old : 100.0: 51.6 23.2 8.3 26.5 54.9 86.4 86.5: 13.6 13.5
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 : 21: 10 2 3 6 8 16 13:
Old : 21: 10 2 3 6 8 16 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 : 48.5 72.8 68.4 82.8 43.7 70.4 60.2 75.2
Old : 48.5 72.8 68.4 82.8 43.7 70.4 60.2 75.2
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, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 390,740: 76,153 85,022 66,191 205,717 207,451 348,061 358,664: 42,679 32,076
Old : 376,071: 77,046 84,774 61,272 196,248 199,503 334,566 345,549: 41,505 30,522
Other: 14,669: 1,140 2,281 2,886 9,469 7,948 13,495 13,115: 1,174 1,554
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,715: -710 -737 464 284 2,883 38 2,610: 1,677 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.8 16.9 52.6 53.1 89.1 91.8: 10.9 8.2
Old : 100.0: 20.5 22.5 16.3 52.2 53.0 89.0 91.9: 11.0 8.1
Other: 100.0: 7.8 15.5 19.7 64.6 54.2 92.0 89.4: 8.0 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 62 66 77 92 85 206 196:
Old : 265: 66 67 73 91 82 203 191:
Other: 71: 7 16 15 31 20 52 40:
:----------------------------------------------------------------------------------------------------
: 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 21.3 21.0 28.2 14.2 17.7 19.7 23.8
Old : 15.1 21.3 21.7 28.4 14.7 18.1 20.4 24.5
Other: 37.0 31.4 54.6 50.9 30.3 25.2 41.8 39.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,067: 3,923 1,729 149 3,718 7,070 7,790 8,948: 2,277 1,119
Old : 10,067: 3,923 1,729 149 3,718 7,070 7,790 8,948: 2,277 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -375: 495 -174 -213 -394 260 -112 -127: -263 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 17.2 1.5 36.9 70.2 77.4 88.9: 22.6 11.1
Old : 100.0: 39.0 17.2 1.5 36.9 70.2 77.4 88.9: 22.6 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 : 72: 29 15 6 14 16 47 34:
Old : 72: 29 15 6 14 16 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 : 35.2 54.7 46.4 68.2 35.2 54.7 46.4 68.2
Old : 35.2 54.7 46.4 68.2 35.2 54.7 46.4 68.2
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, September 05, 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 : 1,490,582: 244,874 416,476 52,826 1,050,881 874,742 1,348,581 1,344,044: 142,001 146,538
Old : 1,490,582: 244,874 416,476 52,826 1,050,881 874,742 1,348,581 1,344,044: 142,001 146,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -61,353: -13,820 27,333 -17,351 -23,445 -58,493 -54,616 -48,511: -6,737 -12,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.9 3.5 70.5 58.7 90.5 90.2: 9.5 9.8
Old : 100.0: 16.4 27.9 3.5 70.5 58.7 90.5 90.2: 9.5 9.8
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 : 292: 54 64 29 118 132 184 213:
Old : 292: 54 64 29 118 132 184 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 29.7 32.6 38.0 21.7 28.2 31.5 34.9
Old : 21.7 29.7 32.6 38.0 21.7 28.2 31.5 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 05, 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 : 3,403,957: 890,781 668,975 151,218 1,991,664 2,054,298 3,033,663 2,874,491: 370,294 529,466
Old : 3,403,957: 890,781 668,975 151,218 1,991,664 2,054,298 3,033,663 2,874,491: 370,294 529,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -174,560: -38,295 23,618 -130,904 35,255 -25,812 -133,944 -133,098: -40,616 -41,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.7 4.4 58.5 60.4 89.1 84.4: 10.9 15.6
Old : 100.0: 26.2 19.7 4.4 58.5 60.4 89.1 84.4: 10.9 15.6
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 : 411: 84 92 56 153 190 269 306:
Old : 411: 84 92 56 153 190 269 306:
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 : 30.5 15.3 39.2 23.3 27.8 11.2 35.1 16.8
Old : 30.5 15.3 39.2 23.3 27.8 11.2 35.1 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, September 05, 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 : 427,155: 87,841 60,307 4,858 250,425 235,692 343,124 300,857: 84,031 126,298
Old : 427,155: 87,841 60,307 4,858 250,425 235,692 343,124 300,857: 84,031 126,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -420: -3,957 -8,886 2,336 4,962 12,547 3,341 5,997: -3,761 -6,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 14.1 1.1 58.6 55.2 80.3 70.4: 19.7 29.6
Old : 100.0: 20.6 14.1 1.1 58.6 55.2 80.3 70.4: 19.7 29.6
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 : 68: 11 7 8 39 41 53 53:
Old : 68: 11 7 8 39 41 53 53:
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 : 35.7 29.6 49.8 39.8 35.4 29.1 49.4 38.0
Old : 35.7 29.6 49.8 39.8 35.4 29.1 49.4 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 05, 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 : 3,225,663: 599,887 676,427 61,771 2,269,943 2,143,481 2,931,601 2,881,679: 294,062 343,984
Old : 3,225,663: 599,887 676,427 61,771 2,269,943 2,143,481 2,931,601 2,881,679: 294,062 343,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -139,680: 20,317 48,367 -3,191 -102,490 -119,247 -85,364 -74,071: -54,316 -65,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.0 1.9 70.4 66.5 90.9 89.3: 9.1 10.7
Old : 100.0: 18.6 21.0 1.9 70.4 66.5 90.9 89.3: 9.1 10.7
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 : 315: 55 70 34 129 153 203 238:
Old : 315: 55 70 34 129 153 203 238:
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 : 32.8 25.2 44.0 35.2 29.6 24.2 38.3 32.8
Old : 32.8 25.2 44.0 35.2 29.6 24.2 38.3 32.8
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, September 05, 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 : 1,693,063: 40,136 284,174 392,703 1,225,048 949,028 1,657,887 1,625,905: 35,176 67,158
Old : 1,693,063: 40,136 284,174 392,703 1,225,048 949,028 1,657,887 1,625,905: 35,176 67,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -65,184: -8,794 -3,672 -10,594 -44,605 -48,069 -63,993 -62,335: -1,191 -2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 16.8 23.2 72.4 56.1 97.9 96.0: 2.1 4.0
Old : 100.0: 2.4 16.8 23.2 72.4 56.1 97.9 96.0: 2.1 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 : 166: 17 60 46 62 76 113 156:
Old : 166: 17 60 46 62 76 113 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 21.4 49.9 33.6 24.1 10.0 30.8 15.3
Old : 33.9 21.4 49.9 33.6 24.1 10.0 30.8 15.3
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, September 05, 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 : 74,819: 46,191 6,705 1,848 17,555 57,061 65,593 65,614: 9,226 9,205
Old : 74,819: 46,191 6,705 1,848 17,555 57,061 65,593 65,614: 9,226 9,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,900: -4,064 96 462 1,167 -2,774 -2,436 -2,217: -464 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 9.0 2.5 23.5 76.3 87.7 87.7: 12.3 12.3
Old : 100.0: 61.7 9.0 2.5 23.5 76.3 87.7 87.7: 12.3 12.3
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 : 122: 46 23 8 31 32 78 62:
Old : 122: 46 23 8 31 32 78 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 36.5 40.9 55.2 26.0 34.8 40.0 53.6
Old : 27.0 36.5 40.9 55.2 26.0 34.8 40.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 05, 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 : 149,637: 92,381 13,410 3,696 35,109 114,121 131,186 131,227: 18,451 18,410
Old : 149,637: 92,381 13,410 3,696 35,109 114,121 131,186 131,227: 18,451 18,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,799: -8,128 191 923 2,333 -5,548 -4,872 -4,434: -927 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 9.0 2.5 23.5 76.3 87.7 87.7: 12.3 12.3
Old : 100.0: 61.7 9.0 2.5 23.5 76.3 87.7 87.7: 12.3 12.3
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 : 122: 46 23 8 31 32 78 62:
Old : 122: 46 23 8 31 32 78 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 36.5 40.9 55.2 26.0 34.8 40.0 53.6
Old : 27.0 36.5 40.9 55.2 26.0 34.8 40.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, September 05, 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 : 48,398: 32,777 48,223 85 15,462 0 48,324 48,308: 74 90
Old : 48,398: 32,777 48,223 85 15,462 0 48,324 48,308: 74 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -573: -440 -390 -171 32 0 -579 -561: 6 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 99.6 0.2 31.9 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 67.7 99.6 0.2 31.9 0.0 99.8 99.8: 0.2 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 : 38: 21 14 1 3 0 25 14:
Old : 38: 21 14 1 3 0 25 14:
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 : 70.1 79.1 89.7 95.3 70.1 79.1 89.7 95.1
Old : 70.1 79.1 89.7 95.3 70.1 79.1 89.7 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, September 05, 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 : 33,527: 22,493 5,976 316 10,663 27,148 33,472 33,440: 55 87
Old : 33,527: 22,493 5,976 316 10,663 27,148 33,472 33,440: 55 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,575: 840 898 0 701 673 1,541 1,571: 34 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 17.8 0.9 31.8 81.0 99.8 99.7: 0.2 0.3
Old : 100.0: 67.1 17.8 0.9 31.8 81.0 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 : 49: 9 15 1 7 21 17 36:
Old : 49: 9 15 1 7 21 17 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 42.3 95.3 62.5 80.5 42.3 95.3 62.5
Old : 80.5 42.3 95.3 62.5 80.5 42.3 95.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 05, 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 : 20,515: 10,193 4,648 4 10,273 15,783 20,470 20,435: 45 80
Old : 20,515: 10,193 4,648 4 10,273 15,783 20,470 20,435: 45 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -500: -142 -347 0 -371 -127 -513 -474: 13 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 22.7 0.0 50.1 76.9 99.8 99.6: 0.2 0.4
Old : 100.0: 49.7 22.7 0.0 50.1 76.9 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 : 29: 9 8 1 4 9 14 17:
Old : 29: 9 8 1 4 9 14 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 : 84.4 66.1 97.7 87.5 84.4 66.1 97.1 87.5
Old : 84.4 66.1 97.7 87.5 84.4 66.1 97.1 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017