WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 14, 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 : 560,679: 166,919 233,690 129,534 220,147 150,535 516,600 513,759: 44,079 46,920
Old : 442,965: 150,510 227,921 78,082 178,368 101,726 406,960 407,729: 36,005 35,236
Other: 117,714: 50,042 39,402 17,819 41,779 48,809 109,640 106,030: 8,074 11,684
: : :
: : Changes in Commitments from: November 7, 2017 :
: -8,799: 2,721 -9,554 1,479 -11,861 131 -7,661 -7,944: -1,138 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 41.7 23.1 39.3 26.8 92.1 91.6: 7.9 8.4
Old : 100.0: 34.0 51.5 17.6 40.3 23.0 91.9 92.0: 8.1 8.0
Other: 100.0: 42.5 33.5 15.1 35.5 41.5 93.1 90.1: 6.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 137 140 140 100 108 319 330:
Old : 426: 138 139 122 99 98 301 309:
Other: 215: 56 59 38 48 75 126 155:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 8.6 22.9 16.0 11.4 7.7 17.1 13.9
Old : 17.0 9.6 25.1 17.7 14.3 9.6 20.9 17.3
Other: 25.1 21.4 39.6 35.6 23.8 19.1 34.3 29.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 14, 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 : 317,282: 104,401 99,854 50,414 138,978 142,924 293,793 293,192: 23,489 24,090
Old : 259,186: 101,722 99,866 32,748 104,845 110,013 239,315 242,627: 19,871 16,559
Other: 58,096: 13,825 11,134 6,520 34,133 32,911 54,478 50,565: 3,618 7,531
: : :
: : Changes in Commitments from: November 7, 2017 :
: -13,756: 1,307 -8,888 -7,711 -3,071 8,000 -9,475 -8,599: -4,281 -5,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 31.5 15.9 43.8 45.0 92.6 92.4: 7.4 7.6
Old : 100.0: 39.2 38.5 12.6 40.5 42.4 92.3 93.6: 7.7 6.4
Other: 100.0: 23.8 19.2 11.2 58.8 56.6 93.8 87.0: 6.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 81 69 78 99 82 217 202:
Old : 274: 79 71 61 91 72 199 179:
Other: 148: 33 31 27 45 56 95 101:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.2 27.9 30.6 13.8 16.2 21.3 24.9
Old : 21.4 24.7 30.3 35.7 21.4 24.1 29.5 34.5
Other: 32.6 35.1 45.5 49.2 32.6 34.6 44.5 46.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 14, 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 : 1,702,668: 411,670 536,783 269,798 814,379 692,765 1,495,847 1,499,346: 206,821 203,322
Old : 1,553,674: 399,747 534,186 231,012 724,332 612,773 1,355,091 1,377,971: 198,583 175,703
Other: 148,994: 47,048 37,722 3,661 90,047 79,992 140,756 121,375: 8,238 27,619
: : :
: : Changes in Commitments from: November 7, 2017 :
: 79,013: 19,631 57,744 -14,468 68,658 21,899 73,821 65,175: 5,192 13,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 31.5 15.8 47.8 40.7 87.9 88.1: 12.1 11.9
Old : 100.0: 25.7 34.4 14.9 46.6 39.4 87.2 88.7: 12.8 11.3
Other: 100.0: 31.6 25.3 2.5 60.4 53.7 94.5 81.5: 5.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 791: 192 183 185 318 316 607 605:
Old : 786: 198 180 162 314 302 592 575:
Other: 394: 47 74 27 64 232 131 319:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 10.5 16.6 16.4 7.6 9.2 13.0 14.4
Old : 10.5 11.3 16.7 17.9 8.7 10.3 14.3 16.0
Other: 33.5 24.6 48.6 34.8 33.5 24.6 48.4 34.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 14, 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 : 8,215: 3,338 607 565 2,092 5,905 5,995 7,077: 2,220 1,138
Old : 8,169: 3,331 607 565 2,070 5,895 5,966 7,067: 2,203 1,102
Other: 46: 7 0 0 22 10 29 10: 17 36
: : :
: : Changes in Commitments from: November 7, 2017 :
: 331: 266 -18 -94 239 214 411 102: -80 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 7.4 6.9 25.5 71.9 73.0 86.1: 27.0 13.9
Old : 100.0: 40.8 7.4 6.9 25.3 72.2 73.0 86.5: 27.0 13.5
Other: 100.0: 15.2 0.0 0.0 47.8 21.7 63.0 21.7: 37.0 78.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 6 6 10 13 31 22:
Old : 39: 17 6 6 9 13 30 22:
Other: 6: 1 0 0 4 1 5 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 : 36.9 55.3 50.0 71.4 32.9 50.9 42.8 63.9
Old : 36.8 55.5 50.0 71.6 33.0 51.1 42.8 64.2
Other: 60.9 21.7 63.0 21.7 60.9 21.7 63.0 21.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 14, 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 : 711,001: 173,060 121,173 121,829 367,849 382,545 662,738 625,547: 48,263 85,454
Old : 652,979: 165,046 115,682 109,721 334,068 350,468 608,835 575,871: 44,144 77,108
Other: 58,022: 17,215 14,692 2,907 33,781 32,077 53,903 49,676: 4,119 8,346
: : :
: : Changes in Commitments from: November 7, 2017 :
: 23,487: 3,211 22,138 6,690 17,000 -5,779 26,901 23,049: -3,414 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.0 17.1 51.7 53.8 93.2 88.0: 6.8 12.0
Old : 100.0: 25.3 17.7 16.8 51.2 53.7 93.2 88.2: 6.8 11.8
Other: 100.0: 29.7 25.3 5.0 58.2 55.3 92.9 85.6: 7.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 137 152 179 162 208 413 464:
Old : 575: 144 149 166 158 202 399 451:
Other: 260: 53 53 27 47 128 112 199:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 14.4 22.9 21.7 14.2 11.8 19.6 17.8
Old : 16.3 14.2 23.3 21.2 15.5 12.5 21.3 18.8
Other: 40.5 43.2 52.1 52.7 40.5 42.5 52.1 51.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 14, 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 : 477,549: 130,138 54,104 113,773 198,633 283,817 442,544 451,694: 35,005 25,855
Old : 439,382: 119,374 58,428 100,285 186,943 256,651 406,602 415,364: 32,780 24,018
Other: 38,167: 19,464 4,376 4,788 11,690 27,166 35,942 36,330: 2,225 1,837
: : :
: : Changes in Commitments from: November 7, 2017 :
: 8,169: 4,483 2,192 -6,395 9,759 13,783 7,847 9,580: 322 -1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.3 23.8 41.6 59.4 92.7 94.6: 7.3 5.4
Old : 100.0: 27.2 13.3 22.8 42.5 58.4 92.5 94.5: 7.5 5.5
Other: 100.0: 51.0 11.5 12.5 30.6 71.2 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 98 71 111 79 74 240 222:
Old : 301: 99 76 107 77 74 234 221:
Other: 85: 29 15 14 26 21 64 42:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 30.6 21.3 37.4 10.1 27.4 15.7 33.2
Old : 14.7 29.0 22.2 36.1 11.1 26.9 17.5 33.2
Other: 30.8 57.2 50.5 70.2 28.5 56.4 47.3 66.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 14, 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 : 802,225: 173,225 128,074 23,343 450,186 481,544 646,754 632,961: 155,471 169,264
Old : 802,225: 173,225 128,074 23,343 450,186 481,544 646,754 632,961: 155,471 169,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 37,918: -3,439 -9,225 5,512 37,550 37,392 39,623 33,679: -1,705 4,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 16.0 2.9 56.1 60.0 80.6 78.9: 19.4 21.1
Old : 100.0: 21.6 16.0 2.9 56.1 60.0 80.6 78.9: 19.4 21.1
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 : 167: 42 31 29 68 71 119 122:
Old : 167: 42 31 29 68 71 119 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 22.3 33.2 36.8 17.5 17.3 24.3 25.7
Old : 21.9 22.3 33.2 36.8 17.5 17.3 24.3 25.7
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, November 14, 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 : 932,588: 51,899 154,229 36,006 726,460 645,897 814,365 836,132: 118,223 96,456
Old : 932,588: 51,899 154,229 36,006 726,460 645,897 814,365 836,132: 118,223 96,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 35,916: 2,487 -6,058 12,584 24,672 31,544 39,743 38,070: -3,827 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.5 3.9 77.9 69.3 87.3 89.7: 12.7 10.3
Old : 100.0: 5.6 16.5 3.9 77.9 69.3 87.3 89.7: 12.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 14 11 17 74 72 101 91:
Old : 121: 14 11 17 74 72 101 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 37.5 35.8 49.6 17.7 36.9 27.3 45.5
Old : 23.4 37.5 35.8 49.6 17.7 36.9 27.3 45.5
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, November 14, 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 : 2,164: 1,032 730 367 347 913 1,746 2,010: 418 154
Old : 2,164: 1,032 730 367 347 913 1,746 2,010: 418 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -22: -193 -263 53 43 223 -97 13: 75 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 33.7 17.0 16.0 42.2 80.7 92.9: 19.3 7.1
Old : 100.0: 47.7 33.7 17.0 16.0 42.2 80.7 92.9: 19.3 7.1
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 : 31: 11 6 8 8 8 25 19:
Old : 31: 11 6 8 8 8 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 49.2 52.9 71.0 36.1 48.8 45.7 64.0
Old : 40.7 49.2 52.9 71.0 36.1 48.8 45.7 64.0
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, November 14, 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 : 401,742: 93,654 51,724 56,829 208,379 257,910 358,862 366,463: 42,880 35,279
Old : 362,531: 89,329 53,707 48,212 184,692 227,604 322,233 329,523: 40,298 33,008
Other: 39,211: 8,605 2,297 4,337 23,687 30,306 36,629 36,940: 2,582 2,271
: : :
: : Changes in Commitments from: November 7, 2017 :
: 11,696: 6,278 3,073 -4,878 9,176 11,513 10,576 9,708: 1,120 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.9 14.1 51.9 64.2 89.3 91.2: 10.7 8.8
Old : 100.0: 24.6 14.8 13.3 50.9 62.8 88.9 90.9: 11.1 9.1
Other: 100.0: 21.9 5.9 11.1 60.4 77.3 93.4 94.2: 6.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 75 62 78 98 89 214 201:
Old : 268: 76 63 73 97 88 210 197:
Other: 91: 21 12 15 36 32 64 55:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 29.5 21.2 36.5 13.3 26.3 19.1 32.1
Old : 14.9 29.1 22.2 36.5 14.0 26.0 20.0 32.5
Other: 32.3 47.7 54.2 63.3 32.2 41.7 49.1 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 14, 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 : 10,805: 1,883 3,297 225 7,029 5,921 9,137 9,443: 1,668 1,362
Old : 10,805: 1,883 3,297 225 7,029 5,921 9,137 9,443: 1,668 1,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 542: 89 426 36 484 34 609 496: -67 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.5 2.1 65.1 54.8 84.6 87.4: 15.4 12.6
Old : 100.0: 17.4 30.5 2.1 65.1 54.8 84.6 87.4: 15.4 12.6
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 : 64: 15 20 5 18 13 38 35:
Old : 64: 15 20 5 18 13 38 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 : 54.7 39.2 62.9 57.3 54.7 39.2 62.9 57.1
Old : 54.7 39.2 62.9 57.3 54.7 39.2 62.9 57.1
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, November 14, 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 : 1,846,853: 332,692 531,340 55,352 1,338,551 1,088,465 1,726,595 1,675,157: 120,258 171,696
Old : 1,846,853: 332,692 531,340 55,352 1,338,551 1,088,465 1,726,595 1,675,157: 120,258 171,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 43,652: -7,716 16,027 -17,978 69,908 44,851 44,214 42,900: -562 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.8 3.0 72.5 58.9 93.5 90.7: 6.5 9.3
Old : 100.0: 18.0 28.8 3.0 72.5 58.9 93.5 90.7: 6.5 9.3
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 : 299: 56 65 38 130 122 206 205:
Old : 299: 56 65 38 130 122 206 205:
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 : 18.9 32.2 30.5 44.2 18.0 28.6 27.6 37.3
Old : 18.9 32.2 30.5 44.2 18.0 28.6 27.6 37.3
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, November 14, 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 : 3,332,499: 788,176 713,340 139,676 2,091,616 1,958,157 3,019,468 2,811,173: 313,031 521,326
Old : 3,332,499: 788,176 713,340 139,676 2,091,616 1,958,157 3,019,468 2,811,173: 313,031 521,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 141,401: 88,765 63,992 -24,525 67,987 130,241 132,227 169,708: 9,174 -28,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.4 4.2 62.8 58.8 90.6 84.4: 9.4 15.6
Old : 100.0: 23.7 21.4 4.2 62.8 58.8 90.6 84.4: 9.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 80 99 62 155 195 271 320:
Old : 415: 80 99 62 155 195 271 320:
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 : 26.8 10.2 37.6 18.8 23.5 8.8 33.0 14.8
Old : 26.8 10.2 37.6 18.8 23.5 8.8 33.0 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, November 14, 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 : 437,165: 52,748 69,672 7,616 285,805 212,466 346,169 289,754: 90,996 147,411
Old : 437,165: 52,748 69,672 7,616 285,805 212,466 346,169 289,754: 90,996 147,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 5,629: -1,859 10,313 1,687 650 -10,278 478 1,722: 5,151 3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.9 1.7 65.4 48.6 79.2 66.3: 20.8 33.7
Old : 100.0: 12.1 15.9 1.7 65.4 48.6 79.2 66.3: 20.8 33.7
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 : 75: 10 10 8 40 43 55 56:
Old : 75: 10 10 8 40 43 55 56:
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 : 33.3 23.5 44.0 32.9 33.1 22.9 42.5 30.9
Old : 33.3 23.5 44.0 32.9 33.1 22.9 42.5 30.9
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, November 14, 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 : 3,229,954: 677,047 912,791 129,948 2,165,427 1,768,745 2,972,422 2,811,484: 257,532 418,470
Old : 3,229,954: 677,047 912,791 129,948 2,165,427 1,768,745 2,972,422 2,811,484: 257,532 418,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 79,384: 136,337 41,876 -9,139 -56,126 46,885 71,072 79,622: 8,312 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 28.3 4.0 67.0 54.8 92.0 87.0: 8.0 13.0
Old : 100.0: 21.0 28.3 4.0 67.0 54.8 92.0 87.0: 8.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 50 80 48 127 157 209 253:
Old : 318: 50 80 48 127 157 209 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 17.3 43.4 27.5 27.1 15.2 38.1 22.7
Old : 31.7 17.3 43.4 27.5 27.1 15.2 38.1 22.7
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, November 14, 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 : 1,406,961: 75,837 180,913 312,035 986,455 849,171 1,374,327 1,342,119: 32,634 64,842
Old : 1,406,961: 75,837 180,913 312,035 986,455 849,171 1,374,327 1,342,119: 32,634 64,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 37,497: 1,612 12,627 9,396 32,129 27,387 43,137 49,410: -5,640 -11,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.9 22.2 70.1 60.4 97.7 95.4: 2.3 4.6
Old : 100.0: 5.4 12.9 22.2 70.1 60.4 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 : 153: 20 49 45 64 74 114 141:
Old : 153: 20 49 45 64 74 114 141:
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 22.8 48.3 33.8 25.7 11.5 31.0 17.6
Old : 35.2 22.8 48.3 33.8 25.7 11.5 31.0 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, November 14, 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 : 79,161: 45,307 5,157 2,399 18,860 62,242 66,565 69,797: 12,596 9,364
Old : 79,161: 45,307 5,157 2,399 18,860 62,242 66,565 69,797: 12,596 9,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,040: 158 -1,949 -34 446 2,935 570 953: 471 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 6.5 3.0 23.8 78.6 84.1 88.2: 15.9 11.8
Old : 100.0: 57.2 6.5 3.0 23.8 78.6 84.1 88.2: 15.9 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 : 116: 48 17 6 28 30 78 51:
Old : 116: 48 17 6 28 30 78 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 : 22.2 43.0 35.1 60.7 19.9 41.7 32.2 59.3
Old : 22.2 43.0 35.1 60.7 19.9 41.7 32.2 59.3
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, November 14, 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 : 158,321: 90,613 10,313 4,797 37,719 124,483 133,129 139,593: 25,192 18,728
Old : 158,321: 90,613 10,313 4,797 37,719 124,483 133,129 139,593: 25,192 18,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,080: 315 -3,897 -67 891 5,869 1,139 1,905: 941 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 6.5 3.0 23.8 78.6 84.1 88.2: 15.9 11.8
Old : 100.0: 57.2 6.5 3.0 23.8 78.6 84.1 88.2: 15.9 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 : 116: 48 17 6 28 30 78 51:
Old : 116: 48 17 6 28 30 78 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 : 22.2 43.0 35.1 60.7 19.9 41.7 32.2 59.3
Old : 22.2 43.0 35.1 60.7 19.9 41.7 32.2 59.3
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, November 14, 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 : 95,005: 80,513 94,741 85 14,267 0 94,865 94,826: 140 179
Old : 95,005: 80,513 94,741 85 14,267 0 94,865 94,826: 140 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 101: 125 -61 0 -45 0 80 -61: 21 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 99.7 0.1 15.0 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 84.7 99.7 0.1 15.0 0.0 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 27 11 1 2 0 30 11:
Old : 40: 27 11 1 2 0 30 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 94.1 92.9 99.3 76.8 94.1 92.9 99.2
Old : 76.8 94.1 92.9 99.3 76.8 94.1 92.9 99.2
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, November 14, 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 : 28,857: 14,104 5,204 5 14,705 23,540 28,814 28,749: 43 108
Old : 28,857: 14,104 5,204 5 14,705 23,540 28,814 28,749: 43 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -362: -246 52 0 -130 -388 -376 -336: 14 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 18.0 0.0 51.0 81.6 99.9 99.6: 0.1 0.4
Old : 100.0: 48.9 18.0 0.0 51.0 81.6 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 : 48: 10 14 1 7 19 17 34:
Old : 48: 10 14 1 7 19 17 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 41.1 94.5 68.8 77.6 41.1 94.5 68.8
Old : 77.6 41.1 94.5 68.8 77.6 41.1 94.5 68.8
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, November 14, 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 : 23,586: 21,037 5,240 381 2,109 17,852 23,527 23,473: 59 113
Old : 23,586: 21,037 5,240 381 2,109 17,852 23,527 23,473: 59 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,024: -619 -1,146 21 -445 100 -1,043 -1,025: 19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 22.2 1.6 8.9 75.7 99.7 99.5: 0.3 0.5
Old : 100.0: 89.2 22.2 1.6 8.9 75.7 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 14 1 4 12 10 26:
Old : 34: 5 14 1 4 12 10 26:
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 : 95.3 52.1 99.4 76.0 94.8 52.1 96.4 76.0
Old : 95.3 52.1 99.4 76.0 94.8 52.1 96.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017