WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 03, 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 : 439,038: 164,179 183,321 75,829 161,574 134,260 401,582 393,410: 37,456 45,628
Old : 368,281: 147,835 177,279 49,345 138,730 104,936 335,910 331,560: 32,371 36,721
Other: 70,757: 31,819 21,517 11,009 22,844 29,324 65,672 61,850: 5,085 8,907
: : :
: : Changes in Commitments from: September 26, 2017 :
: 12,064: -2,246 -6,481 4,176 11,320 13,712 13,250 11,407: -1,186 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 41.8 17.3 36.8 30.6 91.5 89.6: 8.5 10.4
Old : 100.0: 40.1 48.1 13.4 37.7 28.5 91.2 90.0: 8.8 10.0
Other: 100.0: 45.0 30.4 15.6 32.3 41.4 92.8 87.4: 7.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 130 139 125 99 109 300 312:
Old : 412: 124 137 111 96 101 288 293:
Other: 183: 48 42 32 45 74 104 140:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.5 19.1 18.7 9.4 9.2 17.4 16.8
Old : 12.1 11.3 21.4 19.8 10.9 10.4 19.9 18.5
Other: 34.9 23.4 46.7 36.9 30.2 22.0 39.1 31.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 03, 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 : 272,278: 97,516 73,028 31,593 119,996 143,116 249,105 247,737: 23,173 24,541
Old : 233,879: 95,936 73,313 17,595 99,595 124,303 213,126 215,211: 20,753 18,668
Other: 38,399: 12,036 10,171 3,542 20,401 18,813 35,979 32,526: 2,420 5,873
: : :
: : Changes in Commitments from: September 26, 2017 :
: 3,586: -4,254 -1,447 2,987 5,113 685 3,846 2,225: -260 1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 26.8 11.6 44.1 52.6 91.5 91.0: 8.5 9.0
Old : 100.0: 41.0 31.3 7.5 42.6 53.1 91.1 92.0: 8.9 8.0
Other: 100.0: 31.3 26.5 9.2 53.1 49.0 93.7 84.7: 6.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 75 52 59 86 79 188 172:
Old : 250: 77 54 46 79 74 173 159:
Other: 117: 22 25 15 31 54 62 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 : 17.1 20.4 28.4 30.0 12.9 16.4 20.1 24.7
Old : 18.9 23.5 30.0 33.5 16.0 22.1 25.2 31.0
Other: 38.0 25.4 55.2 41.5 37.9 25.0 53.1 40.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 03, 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 : 1,433,227: 375,007 422,110 209,450 653,686 624,612 1,238,143 1,256,172: 195,084 177,055
Old : 1,322,999: 373,445 428,943 176,866 583,264 562,096 1,133,575 1,167,905: 189,424 155,094
Other: 110,228: 31,736 23,341 2,410 70,422 62,516 104,568 88,267: 5,660 21,961
: : :
: : Changes in Commitments from: September 26, 2017 :
: 27,941: -6,168 8,008 15,002 21,169 2,474 30,003 25,484: -2,062 2,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 29.5 14.6 45.6 43.6 86.4 87.6: 13.6 12.4
Old : 100.0: 28.2 32.4 13.4 44.1 42.5 85.7 88.3: 14.3 11.7
Other: 100.0: 28.8 21.2 2.2 63.9 56.7 94.9 80.1: 5.1 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 170 176 165 276 282 542 550:
Old : 731: 188 169 147 270 273 529 528:
Other: 332: 45 57 16 60 185 113 252:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 14.0 17.2 20.3 9.6 12.5 16.2 17.8
Old : 10.4 14.1 17.5 20.8 10.4 12.5 17.1 18.3
Other: 35.9 30.0 48.3 39.2 35.9 30.0 48.3 39.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 03, 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 : 5,837: 1,992 841 703 1,021 3,598 3,716 5,142: 2,121 695
Old : 5,809: 1,992 841 703 1,017 3,598 3,712 5,142: 2,097 667
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: September 26, 2017 :
: -305: 59 27 -25 -301 -276 -267 -274: -38 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 14.4 12.0 17.5 61.6 63.7 88.1: 36.3 11.9
Old : 100.0: 34.3 14.5 12.1 17.5 61.9 63.9 88.5: 36.1 11.5
Other: 100.0: 0.0 0.0 0.0 14.3 0.0 14.3 0.0: 85.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 6 6 7 10 25 18:
Old : 34: 14 6 6 7 10 25 18:
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 : 28.4 59.1 42.3 74.9 22.2 46.4 33.9 60.2
Old : 28.5 59.4 42.4 75.3 22.3 46.7 34.1 60.5
Other: 14.3 0.0 14.3 0.0 14.3 0.0 14.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 03, 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 : 695,045: 163,423 125,289 109,061 369,143 374,183 641,627 608,533: 53,418 86,512
Old : 656,736: 162,410 125,414 97,675 346,592 351,234 606,677 574,323: 50,059 82,413
Other: 38,309: 11,078 9,940 1,321 22,551 22,949 34,950 34,210: 3,359 4,099
: : :
: : Changes in Commitments from: September 26, 2017 :
: 22,016: 3,400 -706 2,147 13,725 18,696 19,272 20,137: 2,744 1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 18.0 15.7 53.1 53.8 92.3 87.6: 7.7 12.4
Old : 100.0: 24.7 19.1 14.9 52.8 53.5 92.4 87.5: 7.6 12.5
Other: 100.0: 28.9 25.9 3.4 58.9 59.9 91.2 89.3: 8.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 149 161 182 161 195 420 462:
Old : 575: 153 164 167 159 192 407 454:
Other: 215: 45 46 21 40 98 100 153:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 13.2 25.2 21.6 16.0 11.0 22.3 17.3
Old : 18.1 13.1 26.3 21.0 16.7 11.6 23.6 17.4
Other: 33.8 56.2 47.1 66.5 33.8 55.3 47.1 65.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 03, 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 : 423,443: 119,668 58,070 98,782 171,542 236,878 389,992 393,730: 33,451 29,713
Old : 402,289: 112,599 59,475 93,825 164,300 220,717 370,724 374,017: 31,565 28,272
Other: 21,154: 10,326 1,852 1,700 7,242 16,161 19,268 19,713: 1,886 1,441
: : :
: : Changes in Commitments from: September 26, 2017 :
: -15,894: -18,019 18,755 4,477 1,402 -39,201 -12,140 -15,969: -3,754 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 13.7 23.3 40.5 55.9 92.1 93.0: 7.9 7.0
Old : 100.0: 28.0 14.8 23.3 40.8 54.9 92.2 93.0: 7.8 7.0
Other: 100.0: 48.8 8.8 8.0 34.2 76.4 91.1 93.2: 8.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 96 84 126 75 68 251 237:
Old : 320: 100 87 121 72 68 245 235:
Other: 59: 15 14 13 21 14 44 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 29.7 21.1 36.7 10.4 28.3 16.6 34.7
Old : 14.4 28.7 22.2 36.1 11.0 27.3 18.0 33.8
Other: 37.7 60.5 58.1 74.6 37.2 59.2 55.5 72.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 03, 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 : 730,334: 161,896 147,125 17,903 401,125 403,530 580,924 568,558: 149,410 161,776
Old : 730,334: 161,896 147,125 17,903 401,125 403,530 580,924 568,558: 149,410 161,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 11,006: -21,602 16,537 2,362 37,053 -13,690 17,813 5,209: -6,807 5,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.1 2.5 54.9 55.3 79.5 77.8: 20.5 22.2
Old : 100.0: 22.2 20.1 2.5 54.9 55.3 79.5 77.8: 20.5 22.2
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 : 166: 37 33 15 65 70 108 112:
Old : 166: 37 33 15 65 70 108 112:
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 24.2 33.1 37.5 18.1 18.2 26.0 27.9
Old : 23.9 24.2 33.1 37.5 18.1 18.2 26.0 27.9
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, October 03, 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 : 818,974: 64,509 148,347 13,813 633,073 561,398 711,395 723,558: 107,579 95,416
Old : 818,974: 64,509 148,347 13,813 633,073 561,398 711,395 723,558: 107,579 95,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -7,000: 9,673 -5,217 4,074 -11,283 -8,729 2,464 -9,872: -9,464 2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.1 1.7 77.3 68.5 86.9 88.3: 13.1 11.7
Old : 100.0: 7.9 18.1 1.7 77.3 68.5 86.9 88.3: 13.1 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 : 111: 16 11 13 62 61 83 80:
Old : 111: 16 11 13 62 61 83 80:
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 : 24.1 40.7 37.8 51.9 17.8 40.7 28.3 49.7
Old : 24.1 40.7 37.8 51.9 17.8 40.7 28.3 49.7
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, October 03, 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 : 1,704: 1,021 322 205 126 1,051 1,352 1,578: 352 126
Old : 1,704: 1,021 322 205 126 1,051 1,352 1,578: 352 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -7: 113 15 -27 -99 -39 -13 -51: 6 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 18.9 12.0 7.4 61.7 79.3 92.6: 20.7 7.4
Old : 100.0: 59.9 18.9 12.0 7.4 61.7 79.3 92.6: 20.7 7.4
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 : 22: 10 4 4 3 7 15 13:
Old : 22: 10 4 4 3 7 15 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 : 48.7 69.5 66.3 82.5 45.6 65.1 57.6 74.6
Old : 48.7 69.5 66.3 82.5 45.6 65.1 57.6 74.6
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, October 03, 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 : 365,972: 83,627 58,772 54,915 185,707 222,400 324,249 336,087: 41,723 29,885
Old : 340,911: 83,676 60,099 48,117 169,491 204,885 301,284 313,101: 39,627 27,810
Other: 25,061: 2,425 1,147 4,324 16,216 17,515 22,965 22,986: 2,096 2,075
: : :
: : Changes in Commitments from: September 26, 2017 :
: -5,768: 362 -2,990 1,767 -8,488 -4,187 -6,359 -5,410: 591 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.1 15.0 50.7 60.8 88.6 91.8: 11.4 8.2
Old : 100.0: 24.5 17.6 14.1 49.7 60.1 88.4 91.8: 11.6 8.2
Other: 100.0: 9.7 4.6 17.3 64.7 69.9 91.6 91.7: 8.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 75 61 79 89 86 204 200:
Old : 263: 77 63 76 87 84 200 196:
Other: 76: 16 10 16 31 23 57 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 29.2 22.6 36.0 14.5 27.2 20.4 33.2
Old : 16.8 29.0 24.0 35.7 15.4 27.5 21.5 33.8
Other: 32.1 42.9 50.8 62.4 27.2 37.6 38.1 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 03, 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 : 10,299: 2,753 2,081 417 5,168 6,811 8,338 9,309: 1,961 990
Old : 10,299: 2,753 2,081 417 5,168 6,811 8,338 9,309: 1,961 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -87: -611 -63 228 335 -191 -48 -26: -39 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.2 4.0 50.2 66.1 81.0 90.4: 19.0 9.6
Old : 100.0: 26.7 20.2 4.0 50.2 66.1 81.0 90.4: 19.0 9.6
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 : 67: 24 13 7 15 16 43 35:
Old : 67: 24 13 7 15 16 43 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 : 42.3 51.9 53.3 66.8 42.2 51.9 53.2 66.8
Old : 42.3 51.9 53.3 66.8 42.2 51.9 53.2 66.8
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, October 03, 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 : 1,580,756: 226,421 453,261 47,030 1,182,056 913,117 1,455,507 1,413,408: 125,249 167,348
Old : 1,580,756: 226,421 453,261 47,030 1,182,056 913,117 1,455,507 1,413,408: 125,249 167,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -8,474: -54,754 -10,811 9,537 35,938 -18,600 -9,279 -19,874: 805 11,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 28.7 3.0 74.8 57.8 92.1 89.4: 7.9 10.6
Old : 100.0: 14.3 28.7 3.0 74.8 57.8 92.1 89.4: 7.9 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 : 266: 47 54 28 113 117 176 183:
Old : 266: 47 54 28 113 117 176 183:
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 : 24.1 28.9 35.3 40.8 22.9 27.5 33.0 36.6
Old : 24.1 28.9 35.3 40.8 22.9 27.5 33.0 36.6
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, October 03, 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 : 3,105,646: 866,991 634,835 126,164 1,763,902 1,812,368 2,757,057 2,573,367: 348,589 532,279
Old : 3,105,646: 866,991 634,835 126,164 1,763,902 1,812,368 2,757,057 2,573,367: 348,589 532,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -106,463: -26,353 -1,883 -8,692 -53,758 -126,325 -88,803 -136,900: -17,660 30,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.4 4.1 56.8 58.4 88.8 82.9: 11.2 17.1
Old : 100.0: 27.9 20.4 4.1 56.8 58.4 88.8 82.9: 11.2 17.1
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 : 397: 78 97 60 140 178 255 298:
Old : 397: 78 97 60 140 178 255 298:
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 : 30.9 12.2 39.8 21.3 27.7 9.4 35.2 14.8
Old : 30.9 12.2 39.8 21.3 27.7 9.4 35.2 14.8
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, October 03, 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 : 431,811: 78,368 56,572 7,101 264,758 237,700 350,227 301,373: 81,584 130,438
Old : 431,811: 78,368 56,572 7,101 264,758 237,700 350,227 301,373: 81,584 130,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 9,214: -720 -1,920 63 12,049 10,340 11,392 8,483: -2,178 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.1 1.6 61.3 55.0 81.1 69.8: 18.9 30.2
Old : 100.0: 18.1 13.1 1.6 61.3 55.0 81.1 69.8: 18.9 30.2
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 : 72: 11 8 8 39 43 54 55:
Old : 72: 11 8 8 39 43 54 55:
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 26.6 46.9 37.7 35.0 25.6 46.4 35.2
Old : 35.2 26.6 46.9 37.7 35.0 25.6 46.4 35.2
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, October 03, 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 : 2,960,992: 396,625 680,424 73,842 2,225,393 1,835,332 2,695,860 2,589,598: 265,132 371,394
Old : 2,960,992: 396,625 680,424 73,842 2,225,393 1,835,332 2,695,860 2,589,598: 265,132 371,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -14,765: -28,762 26,763 -15,106 37,749 -19,778 -6,119 -8,121: -8,646 -6,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.0 2.5 75.2 62.0 91.0 87.5: 9.0 12.5
Old : 100.0: 13.4 23.0 2.5 75.2 62.0 91.0 87.5: 9.0 12.5
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 : 307: 50 69 35 125 147 193 233:
Old : 307: 50 69 35 125 147 193 233:
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 : 34.8 19.3 46.6 31.0 31.2 18.8 42.2 28.0
Old : 34.8 19.3 46.6 31.0 31.2 18.8 42.2 28.0
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, October 03, 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 : 1,501,670: 52,328 198,014 311,146 1,106,847 926,053 1,470,321 1,435,213: 31,349 66,457
Old : 1,501,670: 52,328 198,014 311,146 1,106,847 926,053 1,470,321 1,435,213: 31,349 66,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -101,498: -28,851 -24,576 -10,607 -57,542 -59,374 -97,000 -94,557: -4,498 -6,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 13.2 20.7 73.7 61.7 97.9 95.6: 2.1 4.4
Old : 100.0: 3.5 13.2 20.7 73.7 61.7 97.9 95.6: 2.1 4.4
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 : 156: 16 57 45 63 73 114 144:
Old : 156: 16 57 45 63 73 114 144:
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 : 39.0 23.1 53.3 35.0 28.8 12.4 33.5 17.6
Old : 39.0 23.1 53.3 35.0 28.8 12.4 33.5 17.6
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, October 03, 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 : 77,180: 49,902 6,960 1,305 15,057 58,484 66,263 66,748: 10,917 10,432
Old : 77,180: 49,902 6,960 1,305 15,057 58,484 66,263 66,748: 10,917 10,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -1,755: -3,492 1,427 198 304 -3,756 -2,990 -2,131: 1,235 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 9.0 1.7 19.5 75.8 85.9 86.5: 14.1 13.5
Old : 100.0: 64.7 9.0 1.7 19.5 75.8 85.9 86.5: 14.1 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 : 124: 50 24 9 26 31 79 61:
Old : 124: 50 24 9 26 31 79 61:
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 : 26.4 38.6 41.8 57.6 25.2 37.4 40.6 56.4
Old : 26.4 38.6 41.8 57.6 25.2 37.4 40.6 56.4
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, October 03, 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 : 154,359: 99,803 13,919 2,610 30,113 116,967 132,526 133,496: 21,833 20,863
Old : 154,359: 99,803 13,919 2,610 30,113 116,967 132,526 133,496: 21,833 20,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -3,509: -6,983 2,854 396 608 -7,512 -5,979 -4,262: 2,470 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 9.0 1.7 19.5 75.8 85.9 86.5: 14.1 13.5
Old : 100.0: 64.7 9.0 1.7 19.5 75.8 85.9 86.5: 14.1 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 : 124: 50 24 9 26 31 79 61:
Old : 124: 50 24 9 26 31 79 61:
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 : 26.4 38.6 41.8 57.6 25.2 37.4 40.6 56.4
Old : 26.4 38.6 41.8 57.6 25.2 37.4 40.6 56.4
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, October 03, 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 : 52,834: 37,206 52,700 85 15,492 0 52,783 52,785: 51 49
Old : 52,834: 37,206 52,700 85 15,492 0 52,783 52,785: 51 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -19,047: -19,635 -19,063 0 617 0 -19,018 -19,063: -29 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 99.7 0.2 29.3 0.0 99.9 99.9: 0.1 0.1
Old : 100.0: 70.4 99.7 0.2 29.3 0.0 99.9 99.9: 0.1 0.1
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 : 36: 22 12 1 2 0 25 12:
Old : 36: 22 12 1 2 0 25 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 : 66.6 91.1 90.2 98.7 66.6 91.1 90.2 98.6
Old : 66.6 91.1 90.2 98.7 66.6 91.1 90.2 98.6
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, October 03, 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 : 28,340: 13,153 5,111 5 15,102 23,163 28,260 28,279: 80 61
Old : 28,340: 13,153 5,111 5 15,102 23,163 28,260 28,279: 80 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -207: -243 -380 0 5 184 -238 -196: 31 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 18.0 0.0 53.3 81.7 99.7 99.8: 0.3 0.2
Old : 100.0: 46.4 18.0 0.0 53.3 81.7 99.7 99.8: 0.3 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 : 48: 9 15 1 7 19 16 35:
Old : 48: 9 15 1 7 19 16 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 : 75.0 43.2 95.2 67.7 75.0 43.2 95.2 67.7
Old : 75.0 43.2 95.2 67.7 75.0 43.2 95.2 67.7
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, October 03, 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 : 20,385: 15,819 5,535 64 4,440 14,737 20,323 20,336: 62 49
Old : 20,385: 15,819 5,535 64 4,440 14,737 20,323 20,336: 62 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: -775: 67 -114 1 -807 -659 -739 -772: -36 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 27.2 0.3 21.8 72.3 99.7 99.8: 0.3 0.2
Old : 100.0: 77.6 27.2 0.3 21.8 72.3 99.7 99.8: 0.3 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 : 31: 11 7 1 3 11 15 18:
Old : 31: 11 7 1 3 11 15 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 : 90.3 60.6 97.6 85.7 90.3 60.6 97.0 85.7
Old : 90.3 60.6 97.6 85.7 90.3 60.6 97.0 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017