WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 24, 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 : 514,130: 170,805 203,708 113,206 188,476 149,402 472,487 466,316: 41,643 47,814
Old : 423,176: 158,430 199,936 73,620 155,273 112,074 387,323 385,630: 35,853 37,546
Other: 90,954: 35,664 27,061 16,297 33,203 37,328 85,164 80,686: 5,790 10,268
: : :
: : Changes in Commitments from: October 17, 2017 :
: 36,002: 3,686 4,975 15,338 16,413 15,046 35,437 35,359: 565 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 39.6 22.0 36.7 29.1 91.9 90.7: 8.1 9.3
Old : 100.0: 37.4 47.2 17.4 36.7 26.5 91.5 91.1: 8.5 8.9
Other: 100.0: 39.2 29.8 17.9 36.5 41.0 93.6 88.7: 6.4 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 139 134 135 103 107 321 310:
Old : 417: 138 132 115 100 99 305 289:
Other: 196: 52 46 40 45 78 114 151:
:----------------------------------------------------------------------------------------------------
: 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 9.0 19.0 16.5 9.3 8.3 15.7 15.2
Old : 11.5 10.2 19.7 18.9 10.6 9.6 17.8 17.6
Other: 29.0 22.2 47.8 35.5 28.3 20.3 39.5 29.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 24, 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 : 302,974: 100,794 96,023 44,251 133,745 138,566 278,790 278,840: 24,184 24,134
Old : 255,768: 100,420 96,371 25,204 108,963 116,631 234,587 238,206: 21,181 17,562
Other: 47,206: 12,773 12,051 6,648 24,782 21,935 44,203 40,634: 3,003 6,572
: : :
: : Changes in Commitments from: October 17, 2017 :
: 10,449: 1,386 6,788 2,491 5,089 1,978 8,966 11,257: 1,483 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 31.7 14.6 44.1 45.7 92.0 92.0: 8.0 8.0
Old : 100.0: 39.3 37.7 9.9 42.6 45.6 91.7 93.1: 8.3 6.9
Other: 100.0: 27.1 25.5 14.1 52.5 46.5 93.6 86.1: 6.4 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 87 60 69 91 81 205 189:
Old : 269: 87 60 51 84 77 189 172:
Other: 139: 29 29 23 40 55 81 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.8 26.1 27.6 13.3 15.1 20.6 23.7
Old : 19.3 21.0 28.9 32.4 17.8 20.6 25.9 30.8
Other: 31.0 23.0 45.7 40.2 30.6 22.8 44.1 37.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 24, 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 : 1,546,282: 380,873 451,429 262,500 701,002 640,863 1,344,375 1,354,792: 201,907 191,490
Old : 1,420,162: 379,337 458,644 224,000 621,378 571,757 1,224,715 1,254,401: 195,447 165,761
Other: 126,120: 37,383 28,632 2,653 79,624 69,106 119,660 100,391: 6,460 25,729
: : :
: : Changes in Commitments from: October 17, 2017 :
: 57,245: -1,476 4,903 27,338 31,938 19,782 57,800 52,023: -555 5,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 29.2 17.0 45.3 41.4 86.9 87.6: 13.1 12.4
Old : 100.0: 26.7 32.3 15.8 43.8 40.3 86.2 88.3: 13.8 11.7
Other: 100.0: 29.6 22.7 2.1 63.1 54.8 94.9 79.6: 5.1 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 182 173 174 290 288 572 560:
Old : 738: 196 167 156 287 280 563 536:
Other: 352: 45 68 17 66 194 123 270:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 12.2 16.3 18.3 8.7 11.6 14.4 16.6
Old : 9.7 12.8 16.4 19.4 9.5 12.2 15.3 17.5
Other: 37.2 24.9 50.6 34.2 37.2 24.9 50.6 33.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,276: 2,475 727 819 1,670 4,887 4,964 6,433: 2,312 843
Old : 7,246: 2,475 730 816 1,659 4,885 4,950 6,431: 2,296 815
Other: 30: 3 0 0 11 2 14 2: 16 28
: : :
: : Changes in Commitments from: October 17, 2017 :
: 536: 211 133 16 198 328 425 477: 111 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.0 11.3 23.0 67.2 68.2 88.4: 31.8 11.6
Old : 100.0: 34.2 10.1 11.3 22.9 67.4 68.3 88.8: 31.7 11.2
Other: 100.0: 10.0 0.0 0.0 36.7 6.7 46.7 6.7: 53.3 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 7 6 8 13 27 21:
Old : 37: 14 7 6 7 13 26 21:
Other: 5: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 54.4 45.0 72.4 26.7 47.4 37.1 60.4
Old : 33.2 54.6 45.1 72.7 26.8 47.7 37.3 60.7
Other: 46.7 6.7 46.7 6.7 46.7 6.7 46.7 6.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 24, 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 : 765,011: 169,915 113,422 133,335 407,029 426,562 710,279 673,319: 54,732 91,692
Old : 716,119: 162,776 109,436 123,796 378,760 397,721 665,332 630,953: 50,787 85,166
Other: 48,892: 14,457 11,304 2,221 28,269 28,841 44,947 42,366: 3,945 6,526
: : :
: : Changes in Commitments from: October 17, 2017 :
: 20,731: -8,405 16,986 17,322 11,114 -11,498 20,031 22,810: 700 -2,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 17.4 53.2 55.8 92.8 88.0: 7.2 12.0
Old : 100.0: 22.7 15.3 17.3 52.9 55.5 92.9 88.1: 7.1 11.9
Other: 100.0: 29.6 23.1 4.5 57.8 59.0 91.9 86.7: 8.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 592: 153 144 198 172 207 450 472:
Old : 586: 158 145 191 171 206 442 467:
Other: 238: 41 54 25 43 118 100 186:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 13.8 23.7 21.1 13.8 10.5 19.0 15.7
Old : 16.3 13.9 23.7 20.4 14.5 10.6 20.9 15.7
Other: 39.1 49.0 52.1 60.0 39.1 48.1 52.0 58.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 24, 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 : 446,435: 126,578 56,713 104,548 179,855 256,148 410,981 417,409: 35,454 29,026
Old : 419,119: 119,492 59,578 94,971 171,281 237,358 385,744 391,907: 33,375 27,212
Other: 27,316: 13,021 3,070 3,642 8,574 18,790 25,237 25,502: 2,079 1,814
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,450: -107 -4,474 -2,972 2,369 10,523 -710 3,077: 3,160 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 12.7 23.4 40.3 57.4 92.1 93.5: 7.9 6.5
Old : 100.0: 28.5 14.2 22.7 40.9 56.6 92.0 93.5: 8.0 6.5
Other: 100.0: 47.7 11.2 13.3 31.4 68.8 92.4 93.4: 7.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 108 62 113 79 70 243 218:
Old : 303: 111 66 109 77 70 239 216:
Other: 63: 17 13 12 24 16 48 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 : 12.1 32.2 18.8 38.7 10.3 30.2 16.5 36.5
Old : 12.5 31.5 19.6 38.4 11.2 29.6 18.2 36.3
Other: 33.1 55.9 54.1 72.0 30.4 54.2 50.3 65.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 24, 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 : 740,141: 178,761 140,063 17,088 399,322 413,016 595,171 570,167: 144,970 169,974
Old : 740,141: 178,761 140,063 17,088 399,322 413,016 595,171 570,167: 144,970 169,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 592: -5,434 6,843 5,322 8,750 -17,744 8,638 -5,579: -8,046 6,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.9 2.3 54.0 55.8 80.4 77.0: 19.6 23.0
Old : 100.0: 24.2 18.9 2.3 54.0 55.8 80.4 77.0: 19.6 23.0
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 : 165: 37 32 20 67 68 113 111:
Old : 165: 37 32 20 67 68 113 111:
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 : 24.1 23.0 34.6 36.2 18.8 17.5 27.6 26.7
Old : 24.1 23.0 34.6 36.2 18.8 17.5 27.6 26.7
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 24, 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 : 849,162: 48,118 148,729 19,770 667,942 581,207 735,830 749,706: 113,332 99,456
Old : 849,162: 48,118 148,729 19,770 667,942 581,207 735,830 749,706: 113,332 99,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,155: -13,159 -4,725 5,118 10,167 -4,005 2,126 -3,612: 29 5,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.5 2.3 78.7 68.4 86.7 88.3: 13.3 11.7
Old : 100.0: 5.7 17.5 2.3 78.7 68.4 86.7 88.3: 13.3 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 : 114: 14 11 14 66 65 88 83:
Old : 114: 14 11 14 66 65 88 83:
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 : 24.6 39.7 38.3 50.9 18.8 39.7 29.1 48.3
Old : 24.6 39.7 38.3 50.9 18.8 39.7 29.1 48.3
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, October 24, 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 : 1,628: 990 908 93 182 382 1,265 1,383: 363 245
Old : 1,628: 990 908 93 182 382 1,265 1,383: 363 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -43: -6 195 -81 38 -212 -49 -98: 6 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 55.8 5.7 11.2 23.5 77.7 85.0: 22.3 15.0
Old : 100.0: 60.8 55.8 5.7 11.2 23.5 77.7 85.0: 22.3 15.0
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 : 21: 9 6 3 3 5 13 13:
Old : 21: 9 6 3 3 5 13 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 : 49.7 60.6 67.9 76.7 47.7 60.0 60.0 72.1
Old : 49.7 60.6 67.9 76.7 47.7 60.0 60.0 72.1
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 24, 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 : 391,895: 91,348 47,230 66,762 191,189 244,704 349,299 358,696: 42,596 33,199
Old : 359,794: 88,464 49,131 59,277 171,481 220,250 319,222 328,658: 40,572 31,136
Other: 32,101: 6,017 1,232 4,352 19,708 24,454 30,077 30,038: 2,024 2,063
: : :
: : Changes in Commitments from: October 17, 2017 :
: 10,198: 2,776 2,274 1,547 9,249 4,381 13,572 8,202: -3,374 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.1 17.0 48.8 62.4 89.1 91.5: 10.9 8.5
Old : 100.0: 24.6 13.7 16.5 47.7 61.2 88.7 91.3: 11.3 8.7
Other: 100.0: 18.7 3.8 13.6 61.4 76.2 93.7 93.6: 6.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 77 56 78 88 88 207 196:
Old : 264: 75 61 76 87 86 205 193:
Other: 78: 19 9 15 31 25 58 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 : 14.5 29.9 21.6 36.5 13.1 27.7 19.0 33.2
Old : 15.0 29.6 22.1 36.7 13.9 27.9 19.7 33.9
Other: 33.1 48.0 54.9 64.5 31.5 38.7 45.5 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 24, 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 : 10,024: 2,557 2,003 153 5,377 6,735 8,087 8,891: 1,937 1,133
Old : 10,024: 2,557 2,003 153 5,377 6,735 8,087 8,891: 1,937 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 31: 160 -5 -144 248 74 264 -75: -233 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.0 1.5 53.6 67.2 80.7 88.7: 19.3 11.3
Old : 100.0: 25.5 20.0 1.5 53.6 67.2 80.7 88.7: 19.3 11.3
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 : 56: 19 12 6 12 17 33 33:
Old : 56: 19 12 6 12 17 33 33:
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 : 45.0 48.6 55.1 65.5 45.0 48.6 54.6 63.5
Old : 45.0 48.6 55.1 65.5 45.0 48.6 54.6 63.5
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 24, 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 : 1,703,742: 249,530 545,278 56,580 1,278,207 938,820 1,584,317 1,540,678: 119,425 163,064
Old : 1,703,742: 249,530 545,278 56,580 1,278,207 938,820 1,584,317 1,540,678: 119,425 163,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -34,079: -27,448 -44,153 8,825 -12,265 1,183 -30,888 -34,145: -3,191 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 32.0 3.3 75.0 55.1 93.0 90.4: 7.0 9.6
Old : 100.0: 14.6 32.0 3.3 75.0 55.1 93.0 90.4: 7.0 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 : 282: 46 63 29 116 125 178 201:
Old : 282: 46 63 29 116 125 178 201:
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 28.9 36.2 41.3 24.2 26.6 34.0 36.7
Old : 24.4 28.9 36.2 41.3 24.2 26.6 34.0 36.7
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 24, 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 : 3,171,273: 870,062 716,465 124,035 1,868,238 1,782,940 2,862,335 2,623,440: 308,938 547,833
Old : 3,171,273: 870,062 716,465 124,035 1,868,238 1,782,940 2,862,335 2,623,440: 308,938 547,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 134,749: 95,721 48,415 -7,364 55,898 75,146 144,255 116,197: -9,506 18,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 22.6 3.9 58.9 56.2 90.3 82.7: 9.7 17.3
Old : 100.0: 27.4 22.6 3.9 58.9 56.2 90.3 82.7: 9.7 17.3
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 : 416: 81 100 68 154 183 270 316:
Old : 416: 81 100 68 154 183 270 316:
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 : 29.6 9.9 38.9 17.8 26.3 7.8 33.8 13.3
Old : 29.6 9.9 38.9 17.8 26.3 7.8 33.8 13.3
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 24, 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 : 429,873: 59,604 59,425 6,586 276,526 224,705 342,716 290,716: 87,157 139,157
Old : 429,873: 59,604 59,425 6,586 276,526 224,705 342,716 290,716: 87,157 139,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,588: 9,203 -2,344 -3,624 -7,072 5,509 -1,493 -459: 5,081 4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.8 1.5 64.3 52.3 79.7 67.6: 20.3 32.4
Old : 100.0: 13.9 13.8 1.5 64.3 52.3 79.7 67.6: 20.3 32.4
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 : 71: 10 8 6 40 42 55 51:
Old : 71: 10 8 6 40 42 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 27.4 43.6 37.4 32.9 26.4 42.3 34.8
Old : 33.1 27.4 43.6 37.4 32.9 26.4 42.3 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 24, 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 : 3,027,773: 420,919 806,878 108,664 2,244,451 1,722,116 2,774,034 2,637,658: 253,739 390,115
Old : 3,027,773: 420,919 806,878 108,664 2,244,451 1,722,116 2,774,034 2,637,658: 253,739 390,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 67,113: 65,915 6,295 22,979 -36,960 39,628 51,934 68,902: 15,179 -1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.6 3.6 74.1 56.9 91.6 87.1: 8.4 12.9
Old : 100.0: 13.9 26.6 3.6 74.1 56.9 91.6 87.1: 8.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 52 78 48 126 153 211 247:
Old : 324: 52 78 48 126 153 211 247:
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 18.6 46.2 28.1 31.3 17.0 41.8 24.4
Old : 35.1 18.6 46.2 28.1 31.3 17.0 41.8 24.4
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 24, 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 : 1,563,402: 125,807 160,125 317,351 1,081,731 1,009,456 1,524,889 1,486,932: 38,513 76,470
Old : 1,563,402: 125,807 160,125 317,351 1,081,731 1,009,456 1,524,889 1,486,932: 38,513 76,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 44,686: 20,772 -6,671 7,113 14,803 35,370 42,688 35,812: 1,998 8,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.2 20.3 69.2 64.6 97.5 95.1: 2.5 4.9
Old : 100.0: 8.0 10.2 20.3 69.2 64.6 97.5 95.1: 2.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 24 47 46 63 72 116 142:
Old : 154: 24 47 46 63 72 116 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 25.7 49.6 36.9 28.3 14.8 33.6 20.2
Old : 35.8 25.7 49.6 36.9 28.3 14.8 33.6 20.2
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 24, 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 : 81,044: 48,314 8,073 2,474 19,075 59,535 69,863 70,082: 11,181 10,962
Old : 81,044: 48,314 8,073 2,474 19,075 59,535 69,863 70,082: 11,181 10,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,119: 348 -9 156 1,913 1,495 2,416 1,642: -297 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 10.0 3.1 23.5 73.5 86.2 86.5: 13.8 13.5
Old : 100.0: 59.6 10.0 3.1 23.5 73.5 86.2 86.5: 13.8 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 : 131: 50 26 12 30 33 87 64:
Old : 131: 50 26 12 30 33 87 64:
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 37.1 36.8 54.5 21.6 36.0 33.9 53.2
Old : 24.4 37.1 36.8 54.5 21.6 36.0 33.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 24, 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 : 162,087: 96,627 16,146 4,948 38,150 119,069 139,725 140,163: 22,362 21,924
Old : 162,087: 96,627 16,146 4,948 38,150 119,069 139,725 140,163: 22,362 21,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,238: 695 -18 312 3,825 2,990 4,832 3,284: -594 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 10.0 3.1 23.5 73.5 86.2 86.5: 13.8 13.5
Old : 100.0: 59.6 10.0 3.1 23.5 73.5 86.2 86.5: 13.8 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 : 131: 50 26 12 30 33 87 64:
Old : 131: 50 26 12 30 33 87 64:
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 37.1 36.8 54.5 21.6 36.0 33.9 53.2
Old : 24.4 37.1 36.8 54.5 21.6 36.0 33.9 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, October 24, 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 : 56,451: 41,610 56,348 85 14,664 0 56,359 56,433: 92 18
Old : 56,451: 41,610 56,348 85 14,664 0 56,359 56,433: 92 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,127: 5,108 5,122 0 12 0 5,120 5,122: 7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 99.8 0.2 26.0 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 73.7 99.8 0.2 26.0 0.0 99.8 100.0: 0.2 0.0
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 : 38: 24 12 1 2 0 27 12:
Old : 38: 24 12 1 2 0 27 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 : 63.2 90.2 90.8 99.0 63.2 90.2 90.8 98.8
Old : 63.2 90.2 90.8 99.0 63.2 90.2 90.8 98.8
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 24, 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 : 29,156: 14,827 5,302 5 14,300 23,737 29,132 29,044: 24 112
Old : 29,156: 14,827 5,302 5 14,300 23,737 29,132 29,044: 24 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -235: -257 195 0 56 -444 -201 -249: -34 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 18.2 0.0 49.0 81.4 99.9 99.6: 0.1 0.4
Old : 100.0: 50.9 18.2 0.0 49.0 81.4 99.9 99.6: 0.1 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 : 45: 10 12 1 7 18 17 31:
Old : 45: 10 12 1 7 18 17 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 : 77.4 47.4 96.3 72.8 77.4 47.4 96.3 72.8
Old : 77.4 47.4 96.3 72.8 77.4 47.4 96.3 72.8
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 24, 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 : 20,427: 18,267 5,015 342 1,803 14,980 20,412 20,337: 15 90
Old : 20,427: 18,267 5,015 342 1,803 14,980 20,412 20,337: 15 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -539: 729 -811 272 -1,506 -12 -505 -551: -34 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 24.6 1.7 8.8 73.3 99.9 99.6: 0.1 0.4
Old : 100.0: 89.4 24.6 1.7 8.8 73.3 99.9 99.6: 0.1 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 : 33: 8 11 1 4 11 13 22:
Old : 33: 8 11 1 4 11 13 22:
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 : 89.4 62.9 97.0 83.9 89.4 62.9 95.6 83.9
Old : 89.4 62.9 97.0 83.9 89.4 62.9 95.6 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017