WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 495,710: 168,309 242,380 90,205 196,333 119,289 454,847 451,874: 40,863 43,836
Old : 369,394: 146,708 225,905 44,742 145,950 67,990 337,400 338,637: 31,994 30,757
Other: 126,316: 50,801 45,675 16,263 50,383 51,299 117,447 113,237: 8,869 13,079
: : :
: : Changes in Commitments from: November 28, 2017 :
: -22,868: 1,134 -7,084 -9,440 -10,072 -4,104 -18,378 -20,628: -4,490 -2,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 48.9 18.2 39.6 24.1 91.8 91.2: 8.2 8.8
Old : 100.0: 39.7 61.2 12.1 39.5 18.4 91.3 91.7: 8.7 8.3
Other: 100.0: 40.2 36.2 12.9 39.9 40.6 93.0 89.6: 7.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 132 144 103 89 99 277 298:
Old : 399: 133 132 72 85 86 250 261:
Other: 212: 58 59 37 49 71 126 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 9.3 24.0 17.7 13.1 8.9 19.6 16.6
Old : 18.2 12.0 27.8 22.7 17.5 11.5 25.4 21.8
Other: 22.3 18.4 35.4 31.4 20.5 16.3 28.8 27.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 312,714: 105,494 110,882 43,200 140,340 137,208 289,034 291,290: 23,680 21,424
Old : 251,260: 101,357 110,082 25,946 105,222 100,711 232,525 236,739: 18,735 14,521
Other: 61,454: 15,952 12,615 5,439 35,118 36,497 56,509 54,551: 4,945 6,903
: : :
: : Changes in Commitments from: November 28, 2017 :
: -2,165: 3,744 -984 -2,542 -2,477 3,211 -1,275 -315: -890 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 35.5 13.8 44.9 43.9 92.4 93.1: 7.6 6.9
Old : 100.0: 40.3 43.8 10.3 41.9 40.1 92.5 94.2: 7.5 5.8
Other: 100.0: 26.0 20.5 8.9 57.1 59.4 92.0 88.8: 8.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 88 68 66 83 77 197 190:
Old : 266: 85 66 38 72 64 174 151:
Other: 157: 34 38 30 46 61 102 110:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 20.0 31.0 32.1 15.5 16.2 22.7 26.6
Old : 25.1 24.8 35.0 38.5 24.2 24.5 32.2 37.1
Other: 30.5 34.1 42.1 47.3 30.5 33.5 42.1 45.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,484,205: 404,558 458,266 225,667 675,461 627,406 1,305,686 1,311,339: 178,519 172,866
Old : 1,321,757: 390,110 455,415 182,650 582,821 538,916 1,155,581 1,176,981: 166,176 144,776
Other: 162,448: 51,355 39,758 6,110 92,640 88,490 150,105 134,358: 12,343 28,090
: : :
: : Changes in Commitments from: November 28, 2017 :
: -89,031: 15,598 -22,546 -20,530 -66,603 -31,354 -71,535 -74,430: -17,496 -14,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 30.9 15.2 45.5 42.3 88.0 88.4: 12.0 11.6
Old : 100.0: 29.5 34.5 13.8 44.1 40.8 87.4 89.0: 12.6 11.0
Other: 100.0: 31.6 24.5 3.8 57.0 54.5 92.4 82.7: 7.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 177 162 152 264 321 525 565:
Old : 758: 184 159 124 255 303 502 530:
Other: 406: 57 62 28 73 239 146 318:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 10.6 18.7 17.8 9.1 10.4 15.2 16.1
Old : 11.6 11.4 19.3 19.4 10.7 11.2 16.7 17.5
Other: 33.1 25.5 47.2 35.3 33.1 25.5 46.9 35.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,877: 2,977 266 276 1,528 5,444 4,781 5,986: 2,096 891
Old : 6,794: 2,960 266 276 1,486 5,423 4,722 5,965: 2,072 829
Other: 83: 17 0 0 42 21 59 21: 24 62
: : :
: : Changes in Commitments from: November 28, 2017 :
: -136: -180 -14 71 44 -241 -65 -184: -71 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 3.9 4.0 22.2 79.2 69.5 87.0: 30.5 13.0
Old : 100.0: 43.6 3.9 4.1 21.9 79.8 69.5 87.8: 30.5 12.2
Other: 100.0: 20.5 0.0 0.0 50.6 25.3 71.1 25.3: 28.9 74.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 6 3 7 11 20 18:
Old : 31: 11 6 3 7 11 20 18:
Other: 7: 1 0 0 2 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 62.9 59.0 78.2 45.3 62.8 56.7 75.1
Old : 47.3 63.5 58.9 78.8 45.0 63.4 56.6 75.7
Other: 71.1 25.3 71.1 25.3 71.1 25.3 71.1 25.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 769,361: 186,618 94,033 137,480 390,431 445,203 714,529 676,716: 54,832 92,645
Old : 699,828: 176,405 89,574 121,678 351,241 408,653 649,324 619,905: 50,504 79,923
Other: 69,533: 22,926 17,172 3,089 39,190 36,550 65,205 56,811: 4,328 12,722
: : :
: : Changes in Commitments from: November 28, 2017 :
: 35,937: 23,165 -6,547 8,263 967 30,221 32,395 31,937: 3,542 4,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 12.2 17.9 50.7 57.9 92.9 88.0: 7.1 12.0
Old : 100.0: 25.2 12.8 17.4 50.2 58.4 92.8 88.6: 7.2 11.4
Other: 100.0: 33.0 24.7 4.4 56.4 52.6 93.8 81.7: 6.2 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 174 127 191 158 215 437 468:
Old : 586: 180 128 178 153 210 424 454:
Other: 283: 58 56 28 49 144 121 219:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 13.8 24.3 22.0 14.1 12.1 19.1 18.5
Old : 17.1 14.5 24.7 22.1 15.5 13.0 20.8 20.0
Other: 38.0 34.2 49.7 43.9 38.0 33.6 49.3 42.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 475,387: 120,470 73,627 106,739 215,338 266,212 442,547 446,578: 32,840 28,809
Old : 426,141: 111,631 80,096 88,455 196,818 230,881 396,904 399,432: 29,237 26,709
Other: 49,246: 22,872 7,564 4,251 18,520 35,331 45,643 47,146: 3,603 2,100
: : :
: : Changes in Commitments from: November 28, 2017 :
: 15,584: -1,748 3,646 6,339 9,838 5,657 14,429 15,642: 1,155 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.5 22.5 45.3 56.0 93.1 93.9: 6.9 6.1
Old : 100.0: 26.2 18.8 20.8 46.2 54.2 93.1 93.7: 6.9 6.3
Other: 100.0: 46.4 15.4 8.6 37.6 71.7 92.7 95.7: 7.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 110 63 105 90 76 255 213:
Old : 310: 110 71 96 86 74 244 208:
Other: 98: 33 19 17 31 21 73 49:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 28.9 21.9 36.2 10.6 27.1 16.3 33.1
Old : 14.5 27.7 22.7 34.8 12.0 27.3 18.8 33.7
Other: 31.6 61.2 49.3 73.4 31.3 60.6 47.4 70.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 784,646: 188,843 114,301 16,709 419,817 496,114 625,369 627,124: 159,277 157,522
Old : 784,646: 188,843 114,301 16,709 419,817 496,114 625,369 627,124: 159,277 157,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -47,839: 7,390 -3,184 -13,490 -11,337 -6,242 -17,437 -22,916: -30,402 -24,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 14.6 2.1 53.5 63.2 79.7 79.9: 20.3 20.1
Old : 100.0: 24.1 14.6 2.1 53.5 63.2 79.7 79.9: 20.3 20.1
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 : 170: 34 35 19 70 75 110 123:
Old : 170: 34 35 19 70 75 110 123:
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 : 21.5 24.4 31.0 36.8 17.4 19.0 25.0 29.2
Old : 21.5 24.4 31.0 36.8 17.4 19.0 25.0 29.2
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 898,596: 55,348 156,940 31,712 684,835 618,807 771,895 807,459: 126,701 91,137
Old : 898,596: 55,348 156,940 31,712 684,835 618,807 771,895 807,459: 126,701 91,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -56,166: 4,541 9,180 -11,681 -15,518 -30,493 -22,658 -32,994: -33,508 -23,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.5 3.5 76.2 68.9 85.9 89.9: 14.1 10.1
Old : 100.0: 6.2 17.5 3.5 76.2 68.9 85.9 89.9: 14.1 10.1
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 : 121: 19 10 16 66 73 93 92:
Old : 121: 19 10 16 66 73 93 92:
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 : 25.8 39.7 38.9 51.9 18.6 38.0 29.1 47.5
Old : 25.8 39.7 38.9 51.9 18.6 38.0 29.1 47.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 1,784: 710 737 126 578 659 1,414 1,522: 370 262
Old : 1,784: 710 737 126 578 659 1,414 1,522: 370 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -36: -77 115 -40 85 -123 -32 -48: -4 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 41.3 7.1 32.4 36.9 79.3 85.3: 20.7 14.7
Old : 100.0: 39.8 41.3 7.1 32.4 36.9 79.3 85.3: 20.7 14.7
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 : 27: 8 6 6 9 8 20 19:
Old : 27: 8 6 6 9 8 20 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 : 38.2 56.3 55.5 71.0 37.7 55.6 52.7 67.4
Old : 38.2 56.3 55.5 71.0 37.7 55.6 52.7 67.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 438,273: 132,696 33,347 67,535 195,344 311,822 395,575 412,704: 42,698 25,569
Old : 397,260: 128,142 34,394 58,904 170,468 279,954 357,514 373,252: 39,746 24,008
Other: 41,013: 8,711 3,110 4,474 24,876 31,868 38,061 39,452: 2,952 1,561
: : :
: : Changes in Commitments from: November 28, 2017 :
: 25,152: 22,071 -6,023 5,757 -3,855 29,032 23,973 28,766: 1,179 -3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.6 15.4 44.6 71.1 90.3 94.2: 9.7 5.8
Old : 100.0: 32.3 8.7 14.8 42.9 70.5 90.0 94.0: 10.0 6.0
Other: 100.0: 21.2 7.6 10.9 60.7 77.7 92.8 96.2: 7.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 107 59 89 93 98 248 215:
Old : 300: 108 63 83 91 94 244 206:
Other: 105: 29 15 17 39 35 74 64:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 34.2 20.2 42.0 12.1 32.9 17.8 40.3
Old : 13.9 34.0 21.2 42.1 12.9 33.0 18.9 40.7
Other: 33.0 49.1 53.4 63.8 33.0 40.0 48.9 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,166: 1,868 2,190 211 6,412 6,460 8,491 8,861: 1,675 1,305
Old : 10,066: 1,863 2,190 211 6,344 6,401 8,418 8,802: 1,648 1,264
Other: 100: 5 0 0 68 59 73 59: 27 41
: : :
: : Changes in Commitments from: November 28, 2017 :
: 112: 248 -166 -24 -157 323 67 133: 45 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 21.5 2.1 63.1 63.5 83.5 87.2: 16.5 12.8
Old : 100.0: 18.5 21.8 2.1 63.0 63.6 83.6 87.4: 16.4 12.6
Other: 100.0: 5.0 0.0 0.0 68.0 59.0 73.0 59.0: 27.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 13 8 19 14 40 31:
Old : 59: 16 13 8 18 14 39 31:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 50.2 47.2 59.1 61.3 50.2 46.7 59.0 60.8
Old : 50.7 47.1 59.7 61.4 50.7 47.1 59.6 61.3
Other: 73.0 59.0 73.0 59.0 73.0 59.0 73.0 59.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,766,552: 383,346 572,474 54,458 1,213,488 976,369 1,651,292 1,603,301: 115,260 163,251
Old : 1,766,552: 383,346 572,474 54,458 1,213,488 976,369 1,651,292 1,603,301: 115,260 163,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -80,696: 41,919 -15,386 -27,848 -66,291 -29,122 -52,220 -72,356: -28,476 -8,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 32.4 3.1 68.7 55.3 93.5 90.8: 6.5 9.2
Old : 100.0: 21.7 32.4 3.1 68.7 55.3 93.5 90.8: 6.5 9.2
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 : 300: 55 73 31 130 119 201 207:
Old : 300: 55 73 31 130 119 201 207:
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 31.0 33.5 42.2 21.9 28.5 32.4 37.4
Old : 21.9 31.0 33.5 42.2 21.9 28.5 32.4 37.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,273,707: 725,954 711,609 142,348 2,089,773 1,891,798 2,958,075 2,745,755: 315,632 527,952
Old : 3,273,707: 725,954 711,609 142,348 2,089,773 1,891,798 2,958,075 2,745,755: 315,632 527,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -418,334: -118,325 -8,734 -35,258 -88,296 -199,635 -241,879 -243,627: -176,455 -174,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.7 4.3 63.8 57.8 90.4 83.9: 9.6 16.1
Old : 100.0: 22.2 21.7 4.3 63.8 57.8 90.4 83.9: 9.6 16.1
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 : 392: 70 102 58 142 176 244 304:
Old : 392: 70 102 58 142 176 244 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 13.3 37.7 21.3 21.9 9.8 31.1 15.5
Old : 27.0 13.3 37.7 21.3 21.9 9.8 31.1 15.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 530,075: 76,398 82,448 11,799 353,375 283,693 441,572 377,940: 88,503 152,135
Old : 530,075: 76,398 82,448 11,799 353,375 283,693 441,572 377,940: 88,503 152,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 44,330: 17,476 1,673 1,153 35,339 57,755 53,968 60,581: -9,638 -16,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.6 2.2 66.7 53.5 83.3 71.3: 16.7 28.7
Old : 100.0: 14.4 15.6 2.2 66.7 53.5 83.3 71.3: 16.7 28.7
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 : 85: 11 11 10 43 50 60 65:
Old : 85: 11 11 10 43 50 60 65:
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 : 35.5 19.9 46.7 28.8 34.4 19.4 44.7 27.4
Old : 35.5 19.9 46.7 28.8 34.4 19.4 44.7 27.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,072,028: 544,010 915,498 132,911 2,139,128 1,587,787 2,816,049 2,636,196: 255,979 435,832
Old : 3,072,028: 544,010 915,498 132,911 2,139,128 1,587,787 2,816,049 2,636,196: 255,979 435,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -317,373: -79,458 30,277 -81,707 -67,712 -192,583 -228,877 -244,013: -88,496 -73,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.8 4.3 69.6 51.7 91.7 85.8: 8.3 14.2
Old : 100.0: 17.7 29.8 4.3 69.6 51.7 91.7 85.8: 8.3 14.2
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 : 311: 54 72 35 131 148 207 233:
Old : 311: 54 72 35 131 148 207 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 16.5 43.6 26.0 28.7 13.8 38.5 21.1
Old : 33.1 16.5 43.6 26.0 28.7 13.8 38.5 21.1
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,422,163: 90,867 183,253 322,571 977,483 856,508 1,390,921 1,362,332: 31,242 59,831
Old : 1,422,163: 90,867 183,253 322,571 977,483 856,508 1,390,921 1,362,332: 31,242 59,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -97,999: 21,135 23,633 -28,107 -87,101 -92,915 -94,073 -97,389: -3,926 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.9 22.7 68.7 60.2 97.8 95.8: 2.2 4.2
Old : 100.0: 6.4 12.9 22.7 68.7 60.2 97.8 95.8: 2.2 4.2
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 : 153: 24 51 54 64 65 125 138:
Old : 153: 24 51 54 64 65 125 138:
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 : 33.8 26.5 47.3 36.7 22.9 12.2 29.6 18.7
Old : 33.8 26.5 47.3 36.7 22.9 12.2 29.6 18.7
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 78,456: 43,059 6,983 3,812 20,018 58,728 66,889 69,523: 11,568 8,934
Old : 78,456: 43,059 6,983 3,812 20,018 58,728 66,889 69,523: 11,568 8,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 2,344: 3,206 -398 -705 -44 3,414 2,457 2,311: -113 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 8.9 4.9 25.5 74.9 85.3 88.6: 14.7 11.4
Old : 100.0: 54.9 8.9 4.9 25.5 74.9 85.3 88.6: 14.7 11.4
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 : 120: 50 22 9 34 28 86 57:
Old : 120: 50 22 9 34 28 86 57:
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 : 21.5 38.1 33.6 55.0 19.3 36.7 30.5 53.5
Old : 21.5 38.1 33.6 55.0 19.3 36.7 30.5 53.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 156,912: 86,117 13,966 7,624 40,036 117,455 133,777 139,045: 23,135 17,867
Old : 156,912: 86,117 13,966 7,624 40,036 117,455 133,777 139,045: 23,135 17,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 4,688: 6,411 -796 -1,409 -88 6,827 4,914 4,622: -226 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 8.9 4.9 25.5 74.9 85.3 88.6: 14.7 11.4
Old : 100.0: 54.9 8.9 4.9 25.5 74.9 85.3 88.6: 14.7 11.4
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 : 120: 50 22 9 34 28 86 57:
Old : 120: 50 22 9 34 28 86 57:
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 : 21.5 38.1 33.6 55.0 19.3 36.7 30.5 53.5
Old : 21.5 38.1 33.6 55.0 19.3 36.7 30.5 53.5
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 67,220: 54,132 66,949 251 12,718 0 67,101 67,200: 119 20
Old : 67,220: 54,132 66,949 251 12,718 0 67,101 67,200: 119 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -15,056: -13,464 -15,075 0 -1,587 0 -15,051 -15,075: -5 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 99.6 0.4 18.9 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 80.5 99.6 0.4 18.9 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 : 39: 28 9 2 2 0 31 10:
Old : 39: 28 9 2 2 0 31 10:
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 : 68.7 91.9 89.0 99.5 68.4 91.9 88.8 99.4
Old : 68.7 91.9 89.0 99.5 68.4 91.9 88.8 99.4
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,989: 13,067 5,740 20 14,887 22,072 27,974 27,832: 15 157
Old : 27,989: 13,067 5,740 20 14,887 22,072 27,974 27,832: 15 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 346: 66 -202 15 272 463 353 276: -7 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 20.5 0.1 53.2 78.9 99.9 99.4: 0.1 0.6
Old : 100.0: 46.7 20.5 0.1 53.2 78.9 99.9 99.4: 0.1 0.6
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 : 49: 12 13 2 8 19 20 34:
Old : 49: 12 13 2 8 19 20 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 : 81.0 36.6 94.8 64.9 81.0 36.6 94.8 64.9
Old : 81.0 36.6 94.8 64.9 81.0 36.6 94.8 64.9
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, December 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 22,716: 20,311 4,864 507 1,838 17,214 22,656 22,585: 60 131
Old : 22,716: 20,311 4,864 507 1,838 17,214 22,656 22,585: 60 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,606: -933 -1,001 121 -816 -686 -1,628 -1,566: 22 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 21.4 2.2 8.1 75.8 99.7 99.4: 0.3 0.6
Old : 100.0: 89.4 21.4 2.2 8.1 75.8 99.7 99.4: 0.3 0.6
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 : 32: 4 12 2 4 14 9 27:
Old : 32: 4 12 2 4 14 9 27:
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 : 94.2 52.8 99.6 77.3 93.4 52.7 95.7 77.1
Old : 94.2 52.8 99.6 77.3 93.4 52.7 95.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017