WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 10, 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 : 460,988: 166,981 191,036 87,574 166,745 134,888 421,300 413,498: 39,688 47,490
Old : 381,963: 152,855 184,533 56,675 137,913 103,272 347,443 344,480: 34,520 37,483
Other: 79,025: 33,398 25,775 11,627 28,832 31,616 73,857 69,018: 5,168 10,007
: : :
: : Changes in Commitments from: October 3, 2017 :
: 21,950: 2,802 7,715 11,745 5,171 628 19,718 20,088: 2,232 1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 41.4 19.0 36.2 29.3 91.4 89.7: 8.6 10.3
Old : 100.0: 40.0 48.3 14.8 36.1 27.0 91.0 90.2: 9.0 9.8
Other: 100.0: 42.3 32.6 14.7 36.5 40.0 93.5 87.3: 6.5 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 409: 132 128 118 98 105 297 295:
Old : 402: 128 125 105 95 99 284 280:
Other: 175: 43 43 32 43 71 101 134:
:----------------------------------------------------------------------------------------------------
: 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 9.5 19.4 17.8 9.1 9.3 16.3 16.5
Old : 11.7 10.7 20.6 19.4 10.5 10.3 18.0 18.1
Other: 32.5 24.4 49.6 37.5 31.8 22.3 41.3 31.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 10, 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 : 282,344: 96,978 81,164 36,061 125,551 139,763 258,590 256,988: 23,754 25,356
Old : 239,755: 95,734 81,348 19,945 103,128 119,614 218,807 220,907: 20,948 18,848
Other: 42,589: 12,637 11,209 4,723 22,423 20,149 39,783 36,081: 2,806 6,508
: : :
: : Changes in Commitments from: October 3, 2017 :
: 10,066: -538 8,136 4,468 5,555 -3,353 9,485 9,251: 581 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 28.7 12.8 44.5 49.5 91.6 91.0: 8.4 9.0
Old : 100.0: 39.9 33.9 8.3 43.0 49.9 91.3 92.1: 8.7 7.9
Other: 100.0: 29.7 26.3 11.1 52.6 47.3 93.4 84.7: 6.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 76 53 60 87 79 190 173:
Old : 249: 77 54 46 78 74 172 159:
Other: 127: 26 26 17 39 52 74 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 : 17.7 19.1 28.8 28.4 12.8 15.0 20.7 23.7
Old : 19.7 22.1 30.7 32.5 17.3 20.5 26.1 30.4
Other: 33.9 23.7 49.5 40.5 33.9 23.3 49.0 39.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 10, 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 : 1,449,877: 374,538 436,198 214,132 660,122 617,977 1,248,792 1,268,307: 201,085 181,570
Old : 1,335,882: 374,018 444,708 180,453 585,936 552,247 1,140,407 1,177,408: 195,475 158,474
Other: 113,995: 32,092 23,062 2,107 74,186 65,730 108,385 90,899: 5,610 23,096
: : :
: : Changes in Commitments from: October 3, 2017 :
: 16,650: -469 14,088 4,682 6,436 -6,635 10,649 12,135: 6,001 4,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 30.1 14.8 45.5 42.6 86.1 87.5: 13.9 12.5
Old : 100.0: 28.0 33.3 13.5 43.9 41.3 85.4 88.1: 14.6 11.9
Other: 100.0: 28.2 20.2 1.8 65.1 57.7 95.1 79.7: 4.9 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 182 172 162 285 282 557 543:
Old : 732: 199 164 144 280 272 544 520:
Other: 340: 44 61 14 60 192 113 260:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 13.5 16.8 19.6 9.4 12.4 15.7 17.7
Old : 10.1 13.7 17.1 20.2 10.1 12.5 16.6 18.2
Other: 37.6 30.2 50.7 39.1 37.6 30.2 50.7 39.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,006: 1,981 830 698 1,229 3,844 3,908 5,372: 2,098 634
Old : 5,978: 1,981 830 698 1,225 3,844 3,904 5,372: 2,074 606
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: October 3, 2017 :
: 169: -11 -11 -5 208 246 192 230: -23 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.8 11.6 20.5 64.0 65.1 89.4: 34.9 10.6
Old : 100.0: 33.1 13.9 11.7 20.5 64.3 65.3 89.9: 34.7 10.1
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 : 33: 13 6 6 8 10 25 18:
Old : 33: 13 6 6 8 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 : 27.7 60.6 42.0 76.3 23.0 48.4 35.5 62.2
Old : 27.8 60.9 42.2 76.7 23.1 48.6 35.6 62.6
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 10, 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 : 717,176: 157,574 113,331 111,951 390,660 402,988 660,185 628,270: 56,991 88,906
Old : 676,914: 155,740 111,551 102,116 365,468 379,298 623,324 592,965: 53,590 83,949
Other: 40,262: 10,503 10,449 1,166 25,192 23,690 36,861 35,305: 3,401 4,957
: : :
: : Changes in Commitments from: October 3, 2017 :
: 22,131: -5,849 -11,958 2,890 21,517 28,805 18,558 19,737: 3,573 2,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.8 15.6 54.5 56.2 92.1 87.6: 7.9 12.4
Old : 100.0: 23.0 16.5 15.1 54.0 56.0 92.1 87.6: 7.9 12.4
Other: 100.0: 26.1 26.0 2.9 62.6 58.8 91.6 87.7: 8.4 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 144 153 187 169 192 430 460:
Old : 567: 154 150 178 167 188 418 453:
Other: 208: 41 47 20 40 94 95 149:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 13.9 25.7 22.1 15.1 10.9 21.1 16.5
Old : 18.1 13.8 25.8 21.5 15.8 11.5 22.2 16.7
Other: 40.4 54.9 53.4 66.2 40.4 54.1 53.4 65.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 10, 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 : 432,011: 120,032 60,941 102,221 175,308 238,180 397,561 401,342: 34,450 30,669
Old : 408,209: 112,513 62,419 96,639 166,587 220,072 375,739 379,130: 32,470 29,079
Other: 23,802: 10,850 1,853 2,251 8,721 18,108 21,822 22,212: 1,980 1,590
: : :
: : Changes in Commitments from: October 3, 2017 :
: 8,568: 364 2,871 3,439 3,766 1,302 7,569 7,612: 999 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.1 23.7 40.6 55.1 92.0 92.9: 8.0 7.1
Old : 100.0: 27.6 15.3 23.7 40.8 53.9 92.0 92.9: 8.0 7.1
Other: 100.0: 45.6 7.8 9.5 36.6 76.1 91.7 93.3: 8.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 97 74 126 75 71 252 230:
Old : 314: 102 77 121 73 71 247 228:
Other: 63: 17 13 10 23 16 45 34:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 29.4 19.9 36.5 10.5 28.2 16.9 35.0
Old : 13.4 28.4 20.7 36.0 11.3 27.3 18.4 34.4
Other: 35.5 61.7 56.6 74.9 33.9 60.6 53.2 72.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 10, 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 : 741,123: 172,775 145,202 16,920 396,142 410,872 585,837 572,994: 155,286 168,129
Old : 741,123: 172,775 145,202 16,920 396,142 410,872 585,837 572,994: 155,286 168,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 10,789: 10,879 -1,923 -983 -4,983 7,342 4,913 4,436: 5,876 6,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 19.6 2.3 53.5 55.4 79.0 77.3: 21.0 22.7
Old : 100.0: 23.3 19.6 2.3 53.5 55.4 79.0 77.3: 21.0 22.7
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 : 162: 37 31 17 66 67 109 109:
Old : 162: 37 31 17 66 67 109 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 23.8 33.8 37.1 18.7 18.1 27.2 28.4
Old : 23.9 23.8 33.8 37.1 18.7 18.1 27.2 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, October 10, 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 : 827,794: 61,191 153,620 16,573 639,932 557,518 717,696 727,711: 110,098 100,083
Old : 827,794: 61,191 153,620 16,573 639,932 557,518 717,696 727,711: 110,098 100,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 8,820: -3,318 5,273 2,760 6,859 -3,880 6,301 4,153: 2,519 4,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.6 2.0 77.3 67.3 86.7 87.9: 13.3 12.1
Old : 100.0: 7.4 18.6 2.0 77.3 67.3 86.7 87.9: 13.3 12.1
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 : 108: 15 11 14 61 59 82 78:
Old : 108: 15 11 14 61 59 82 78:
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 40.4 37.9 51.9 18.1 40.4 28.4 49.7
Old : 24.1 40.4 37.9 51.9 18.1 40.4 28.4 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 10, 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 : 1,630: 973 384 196 87 857 1,256 1,437: 374 193
Old : 1,630: 973 384 196 87 857 1,256 1,437: 374 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -74: -48 62 -9 -39 -194 -96 -141: 22 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 23.6 12.0 5.3 52.6 77.1 88.2: 22.9 11.8
Old : 100.0: 59.7 23.6 12.0 5.3 52.6 77.1 88.2: 22.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 4 4 2 6 13 12:
Old : 20: 9 4 4 2 6 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 63.0 68.2 79.4 48.0 62.9 59.8 73.4
Old : 51.0 63.0 68.2 79.4 48.0 62.9 59.8 73.4
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 10, 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 : 362,871: 84,875 51,191 60,128 174,250 220,995 319,253 332,314: 43,618 30,557
Old : 337,253: 84,685 52,829 52,880 157,924 202,823 295,489 308,532: 41,764 28,721
Other: 25,618: 2,994 1,166 4,444 16,326 18,172 23,764 23,782: 1,854 1,836
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,101: 1,248 -7,581 5,213 -11,457 -1,405 -4,996 -3,773: 1,895 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.1 16.6 48.0 60.9 88.0 91.6: 12.0 8.4
Old : 100.0: 25.1 15.7 15.7 46.8 60.1 87.6 91.5: 12.4 8.5
Other: 100.0: 11.7 4.6 17.3 63.7 70.9 92.8 92.8: 7.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 75 63 76 90 82 207 192:
Old : 261: 78 65 73 88 80 203 188:
Other: 79: 17 8 17 32 24 60 44:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 31.1 21.6 37.5 14.4 29.0 20.4 35.1
Old : 15.6 30.9 22.7 37.7 15.4 29.4 21.3 35.8
Other: 32.0 44.1 51.5 60.9 28.0 39.8 39.9 50.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 10, 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 : 10,121: 2,636 2,079 278 5,208 6,592 8,122 8,949: 1,999 1,172
Old : 10,121: 2,636 2,079 278 5,208 6,592 8,122 8,949: 1,999 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -178: -117 -2 -139 40 -219 -216 -360: 38 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.5 2.7 51.5 65.1 80.2 88.4: 19.8 11.6
Old : 100.0: 26.0 20.5 2.7 51.5 65.1 80.2 88.4: 19.8 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 : 59: 21 13 5 13 14 36 31:
Old : 59: 21 13 5 13 14 36 31:
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 : 44.2 52.2 54.4 67.6 44.0 52.2 54.2 67.6
Old : 44.2 52.2 54.4 67.6 44.0 52.2 54.2 67.6
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 10, 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 : 1,664,680: 241,447 492,491 45,937 1,258,559 964,638 1,545,943 1,503,066: 118,737 161,614
Old : 1,664,680: 241,447 492,491 45,937 1,258,559 964,638 1,545,943 1,503,066: 118,737 161,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 83,924: 15,026 39,230 -1,093 76,503 51,521 90,436 89,658: -6,512 -5,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 29.6 2.8 75.6 57.9 92.9 90.3: 7.1 9.7
Old : 100.0: 14.5 29.6 2.8 75.6 57.9 92.9 90.3: 7.1 9.7
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 : 278: 48 56 28 111 127 174 196:
Old : 278: 48 56 28 111 127 174 196:
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 : 24.4 28.0 36.3 39.4 23.4 26.6 34.0 35.4
Old : 24.4 28.0 36.3 39.4 23.4 26.6 34.0 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 10, 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 : 3,136,900: 847,528 654,922 115,246 1,826,733 1,812,028 2,789,507 2,582,196: 347,393 554,704
Old : 3,136,900: 847,528 654,922 115,246 1,826,733 1,812,028 2,789,507 2,582,196: 347,393 554,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 31,254: -19,463 20,087 -10,918 62,831 -340 32,450 8,829: -1,196 22,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.9 3.7 58.2 57.8 88.9 82.3: 11.1 17.7
Old : 100.0: 27.0 20.9 3.7 58.2 57.8 88.9 82.3: 11.1 17.7
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 : 401: 77 96 56 143 181 250 303:
Old : 401: 77 96 56 143 181 250 303:
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 : 30.1 11.3 39.1 19.5 26.9 8.0 34.2 13.5
Old : 30.1 11.3 39.1 19.5 26.9 8.0 34.2 13.5
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 10, 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 : 426,209: 69,210 53,803 9,519 267,317 226,265 346,046 289,587: 80,163 136,622
Old : 426,209: 69,210 53,803 9,519 267,317 226,265 346,046 289,587: 80,163 136,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -5,602: -9,158 -2,769 2,418 2,559 -11,435 -4,181 -11,786: -1,421 6,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.6 2.2 62.7 53.1 81.2 67.9: 18.8 32.1
Old : 100.0: 16.2 12.6 2.2 62.7 53.1 81.2 67.9: 18.8 32.1
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 : 70: 11 8 8 39 41 55 52:
Old : 70: 11 8 8 39 41 55 52:
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 : 33.1 27.0 44.2 37.7 32.9 25.9 43.5 35.2
Old : 33.1 27.0 44.2 37.7 32.9 25.9 43.5 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 10, 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 : 2,968,723: 388,779 690,364 79,892 2,248,230 1,819,302 2,716,901 2,589,558: 251,822 379,165
Old : 2,968,723: 388,779 690,364 79,892 2,248,230 1,819,302 2,716,901 2,589,558: 251,822 379,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 7,731: -7,846 9,940 6,050 22,837 -16,030 21,041 -40: -13,310 7,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 23.3 2.7 75.7 61.3 91.5 87.2: 8.5 12.8
Old : 100.0: 13.1 23.3 2.7 75.7 61.3 91.5 87.2: 8.5 12.8
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 : 313: 49 73 38 127 147 195 239:
Old : 313: 49 73 38 127 147 195 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 19.0 47.0 30.7 31.8 18.5 42.6 27.4
Old : 35.1 19.0 47.0 30.7 31.8 18.5 42.6 27.4
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, October 10, 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 : 1,547,397: 78,980 203,938 321,544 1,111,518 951,234 1,512,042 1,476,716: 35,355 70,681
Old : 1,547,397: 78,980 203,938 321,544 1,111,518 951,234 1,512,042 1,476,716: 35,355 70,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 45,727: 26,652 5,924 10,398 4,671 25,181 41,721 41,503: 4,006 4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.2 20.8 71.8 61.5 97.7 95.4: 2.3 4.6
Old : 100.0: 5.1 13.2 20.8 71.8 61.5 97.7 95.4: 2.3 4.6
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 : 160: 18 56 45 64 74 115 149:
Old : 160: 18 56 45 64 74 115 149:
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 : 37.8 23.0 50.7 34.6 27.9 12.6 33.0 17.9
Old : 37.8 23.0 50.7 34.6 27.9 12.6 33.0 17.9
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 10, 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 : 77,870: 49,298 8,472 1,308 16,141 58,444 66,746 68,223: 11,124 9,648
Old : 77,870: 49,298 8,472 1,308 16,141 58,444 66,746 68,223: 11,124 9,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 691: -604 1,512 3 1,084 -40 483 1,475: 208 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 10.9 1.7 20.7 75.1 85.7 87.6: 14.3 12.4
Old : 100.0: 63.3 10.9 1.7 20.7 75.1 85.7 87.6: 14.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 48 23 9 27 30 78 59:
Old : 123: 48 23 9 27 30 78 59:
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 : 26.7 38.0 40.7 56.8 25.3 36.8 39.3 55.6
Old : 26.7 38.0 40.7 56.8 25.3 36.8 39.3 55.6
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, October 10, 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 : 155,740: 98,596 16,943 2,615 32,281 116,887 133,492 136,445: 22,248 19,295
Old : 155,740: 98,596 16,943 2,615 32,281 116,887 133,492 136,445: 22,248 19,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,381: -1,207 3,024 5 2,168 -80 966 2,949: 415 -1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 10.9 1.7 20.7 75.1 85.7 87.6: 14.3 12.4
Old : 100.0: 63.3 10.9 1.7 20.7 75.1 85.7 87.6: 14.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 48 23 9 27 30 78 59:
Old : 123: 48 23 9 27 30 78 59:
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 : 26.7 38.0 40.7 56.8 25.3 36.8 39.3 55.6
Old : 26.7 38.0 40.7 56.8 25.3 36.8 39.3 55.6
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, October 10, 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 : 53,470: 38,567 53,336 85 14,748 0 53,400 53,421: 70 49
Old : 53,470: 38,567 53,336 85 14,748 0 53,400 53,421: 70 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 636: 1,361 636 0 -744 0 617 636: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 99.7 0.2 27.6 0.0 99.9 99.9: 0.1 0.1
Old : 100.0: 72.1 99.7 0.2 27.6 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 : 35: 21 12 1 2 0 24 12:
Old : 35: 21 12 1 2 0 24 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 : 64.7 88.6 89.9 98.8 64.7 88.6 89.9 98.6
Old : 64.7 88.6 89.9 98.8 64.7 88.6 89.9 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 10, 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 : 29,493: 13,737 5,224 5 15,695 24,197 29,437 29,426: 56 67
Old : 29,493: 13,737 5,224 5 15,695 24,197 29,437 29,426: 56 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,153: 584 113 0 593 1,034 1,177 1,147: -24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 17.7 0.0 53.2 82.0 99.8 99.8: 0.2 0.2
Old : 100.0: 46.6 17.7 0.0 53.2 82.0 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 : 49: 9 16 1 7 19 16 36:
Old : 49: 9 16 1 7 19 16 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 : 75.0 45.3 95.2 68.6 75.0 45.3 95.2 68.6
Old : 75.0 45.3 95.2 68.6 75.0 45.3 95.2 68.6
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 10, 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 : 20,528: 16,697 5,440 64 3,718 14,973 20,479 20,477: 49 51
Old : 20,528: 16,697 5,440 64 3,718 14,973 20,479 20,477: 49 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 143: 878 -95 0 -722 236 156 141: -13 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 26.5 0.3 18.1 72.9 99.8 99.8: 0.2 0.2
Old : 100.0: 81.3 26.5 0.3 18.1 72.9 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 : 31: 8 10 1 3 11 12 21:
Old : 31: 8 10 1 3 11 12 21:
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 : 92.0 62.4 98.5 85.3 92.0 62.4 97.9 85.3
Old : 92.0 62.4 98.5 85.3 92.0 62.4 97.9 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017