WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 581,547: 153,969 122,269 193,760 186,425 220,028 534,155 536,057: 47,392 45,490
Old : 540,207: 148,302 118,620 179,932 167,830 203,465 496,064 502,016: 44,143 38,191
Other: 41,340: 11,589 9,571 7,907 18,595 16,563 38,091 34,041: 3,249 7,299
: : :
: : Changes in Commitments from: July 11, 2017 :
: -9,351: -5,556 -776 -2,828 -3,699 -4,036 -12,083 -7,640: 2,732 -1,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 21.0 33.3 32.1 37.8 91.9 92.2: 8.1 7.8
Old : 100.0: 27.5 22.0 33.3 31.1 37.7 91.8 92.9: 8.2 7.1
Other: 100.0: 28.0 23.2 19.1 45.0 40.1 92.1 82.3: 7.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 147 154 185 112 126 374 361:
Old : 453: 150 151 181 108 123 365 355:
Other: 153: 32 34 29 40 68 88 119:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 9.5 20.5 16.8 8.5 6.8 14.5 11.7
Old : 12.4 9.9 21.1 17.5 8.7 6.9 15.0 12.1
Other: 34.9 29.0 48.8 39.6 30.5 20.8 41.3 27.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 286,671: 112,674 24,282 50,993 97,413 186,738 261,080 262,013: 25,591 24,658
Old : 267,110: 112,512 25,134 43,756 86,404 178,338 242,672 247,228: 24,437 19,882
Other: 19,561: 5,413 4,399 1,986 11,009 8,400 18,408 14,785: 1,153 4,777
: : :
: : Changes in Commitments from: July 11, 2017 :
: -5,645: -1,441 2,676 -3,290 -1,469 -4,384 -6,200 -4,998: 556 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 8.5 17.8 34.0 65.1 91.1 91.4: 8.9 8.6
Old : 100.0: 42.1 9.4 16.4 32.3 66.8 90.9 92.6: 9.1 7.4
Other: 100.0: 27.7 22.5 10.2 56.3 42.9 94.1 75.6: 5.9 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 92 43 73 80 100 202 196:
Old : 262: 97 41 68 76 97 196 189:
Other: 106: 13 20 14 23 62 47 87:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 28.5 25.4 37.5 12.9 22.1 20.4 30.1
Old : 16.8 30.5 26.7 39.8 14.3 26.5 22.1 34.4
Other: 49.9 26.2 66.1 38.4 49.5 24.6 65.6 35.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,807,610: 379,539 213,441 452,495 750,242 910,429 1,582,276 1,576,365: 225,334 231,245
Old : 742,493: 266,878 152,373 141,106 251,388 394,610 659,372 688,089: 83,121 54,404
Other: 1,065,118: 229,655 178,062 194,395 498,854 515,819 922,904 888,276: 142,213 176,841
: : :
: : Changes in Commitments from: July 11, 2017 :
: -33,207: -8,520 -16,963 -2,331 1,514 -15,211 -9,337 -34,506: -23,870 1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.8 25.0 41.5 50.4 87.5 87.2: 12.5 12.8
Old : 100.0: 35.9 20.5 19.0 33.9 53.1 88.8 92.7: 11.2 7.3
Other: 100.0: 21.6 16.7 18.3 46.8 48.4 86.6 83.4: 13.4 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 822: 221 164 249 344 359 695 660:
Old : 692: 185 120 120 281 257 508 455:
Other: 739: 183 154 165 261 339 529 577:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 12.6 15.5 18.3 7.5 8.7 12.4 12.6
Old : 11.3 20.9 17.9 29.9 11.1 19.2 17.7 28.2
Other: 13.6 10.1 21.4 15.9 11.8 6.0 17.3 10.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 7,865: 2,800 547 1,415 653 4,920 4,867 6,881: 2,998 984
Old : 7,865: 2,800 547 1,415 653 4,920 4,867 6,881: 2,998 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 60: 24 273 55 37 -361 116 -33: -56 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 7.0 18.0 8.3 62.6 61.9 87.5: 38.1 12.5
Old : 100.0: 35.6 7.0 18.0 8.3 62.6 61.9 87.5: 38.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 21 5 7 11 11 36 19:
Old : 41: 21 5 7 11 11 36 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 : 15.8 44.4 27.8 63.2 14.3 40.4 23.7 58.4
Old : 15.8 44.4 27.8 63.2 14.3 40.4 23.7 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 860,651: 152,622 118,756 243,266 403,019 398,206 798,907 760,228: 61,744 100,423
Old : 133,699: 15,586 14,114 42,030 67,752 65,693 125,368 121,837: 8,331 11,863
Other: 726,952: 149,011 116,617 189,261 335,267 332,513 673,539 638,391: 53,412 88,561
: : :
: : Changes in Commitments from: July 11, 2017 :
: -48,210: -2,727 -19,860 -26,369 -18,135 -1,778 -47,231 -48,007: -979 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.8 28.3 46.8 46.3 92.8 88.3: 7.2 11.7
Old : 100.0: 11.7 10.6 31.4 50.7 49.1 93.8 91.1: 6.2 8.9
Other: 100.0: 20.5 16.0 26.0 46.1 45.7 92.7 87.8: 7.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 175 170 237 194 239 495 535:
Old : 360: 80 74 83 104 147 219 269:
Other: 614: 175 170 203 173 231 446 516:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.2 21.6 17.6 11.9 7.4 17.5 11.7
Old : 22.2 21.1 33.1 31.9 18.0 19.6 26.8 26.1
Other: 13.3 10.8 21.6 17.2 12.5 7.1 19.0 11.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,168: 5,461 2,096 174 151 4,835 5,786 7,105: 16,382 15,063
Old : 1,478: 1,043 117 0 0 79 1,043 196: 435 1,282
Other: 20,690: 4,428 1,989 164 151 4,756 4,743 6,909: 15,947 13,781
: : :
: : Changes in Commitments from: July 11, 2017 :
: -54: 687 42 144 -6 -162 825 24: -879 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.5 0.8 0.7 21.8 26.1 32.1: 73.9 67.9
Old : 100.0: 70.6 7.9 0.0 0.0 5.3 70.6 13.3: 29.4 86.7
Other: 100.0: 21.4 9.6 0.8 0.7 23.0 22.9 33.4: 77.1 66.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 1 14 7 23:
Old : 20: 3 6 0 0 11 3 17:
Other: 26: 5 6 4 1 14 7 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 14.5 26.1 20.4 23.5 14.5 25.3 20.4
Old : 70.6 9.7 70.6 11.8 70.6 9.7 70.6 11.8
Other: 20.6 15.1 22.9 21.4 20.1 15.1 22.1 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 432,337: 109,056 54,023 102,316 182,636 247,030 394,007 403,369: 38,329 28,968
Old : 130,192: 31,470 10,002 36,392 51,984 75,060 119,846 121,454: 10,346 8,738
Other: 302,145: 97,044 63,479 46,466 130,652 171,970 274,162 281,915: 27,984 20,230
: : :
: : Changes in Commitments from: July 11, 2017 :
: 215: 3,194 -2,493 3,892 -5,613 -1,344 1,473 55: -1,257 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 12.5 23.7 42.2 57.1 91.1 93.3: 8.9 6.7
Old : 100.0: 24.2 7.7 28.0 39.9 57.7 92.1 93.3: 7.9 6.7
Other: 100.0: 32.1 21.0 15.4 43.2 56.9 90.7 93.3: 9.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 101 63 116 88 89 255 232:
Old : 207: 59 40 62 63 67 156 146:
Other: 269: 89 72 80 66 72 204 185:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 31.2 17.6 37.1 10.4 28.8 16.5 34.2
Old : 17.5 28.7 29.7 38.4 15.9 24.1 26.0 30.9
Other: 15.2 32.9 24.6 40.6 14.8 30.8 23.5 38.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 903,689: 162,028 122,435 147,282 432,673 440,751 741,983 710,468: 161,706 193,221
Old : 903,689: 162,028 122,435 147,282 432,673 440,751 741,983 710,468: 161,706 193,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -19,544: -6,926 7,347 -17,306 270 -24,073 -23,962 -34,032: 4,418 14,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.5 16.3 47.9 48.8 82.1 78.6: 17.9 21.4
Old : 100.0: 17.9 13.5 16.3 47.9 48.8 82.1 78.6: 17.9 21.4
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 : 169: 41 32 50 73 80 136 140:
Old : 169: 41 32 50 73 80 136 140:
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 : 19.8 20.1 30.2 31.8 14.8 14.5 21.6 22.6
Old : 19.8 20.1 30.2 31.8 14.8 14.5 21.6 22.6
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 794,728: 71,424 135,183 13,151 600,731 558,367 685,306 706,701: 109,421 88,027
Old : 794,728: 71,424 135,183 13,151 600,731 558,367 685,306 706,701: 109,421 88,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 9,023: -3,145 4,654 395 12,614 12,586 9,864 17,634: -841 -8,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.0 1.7 75.6 70.3 86.2 88.9: 13.8 11.1
Old : 100.0: 9.0 17.0 1.7 75.6 70.3 86.2 88.9: 13.8 11.1
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 : 120: 12 17 12 60 70 78 93:
Old : 120: 12 17 12 60 70 78 93:
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 : 22.9 32.8 37.5 45.9 18.5 32.8 29.1 43.6
Old : 22.9 32.8 37.5 45.9 18.5 32.8 29.1 43.6
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 2,005: 806 309 390 560 1,176 1,756 1,875: 249 130
Old : 2,005: 806 309 390 560 1,176 1,756 1,875: 249 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -227: 50 -57 -66 -208 -121 -224 -244: -3 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 15.4 19.5 27.9 58.7 87.6 93.5: 12.4 6.5
Old : 100.0: 40.2 15.4 19.5 27.9 58.7 87.6 93.5: 12.4 6.5
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 : 23: 8 4 3 7 9 16 15:
Old : 23: 8 4 3 7 9 16 15:
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 : 58.0 57.5 73.4 79.6 33.7 38.1 42.5 49.8
Old : 58.0 57.5 73.4 79.6 33.7 38.1 42.5 49.8
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 398,978: 78,868 63,417 86,987 190,693 215,450 356,548 365,854: 42,430 33,125
Old : 104,061: 16,662 16,166 22,482 50,735 52,165 89,880 90,813: 14,181 13,248
Other: 294,917: 78,649 63,695 48,061 139,958 163,285 266,668 275,041: 28,249 19,877
: : :
: : Changes in Commitments from: July 11, 2017 :
: -1,087: -706 -9,396 1,519 -251 6,425 563 -1,452: -1,650 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.9 21.8 47.8 54.0 89.4 91.7: 10.6 8.3
Old : 100.0: 16.0 15.5 21.6 48.8 50.1 86.4 87.3: 13.6 12.7
Other: 100.0: 26.7 21.6 16.3 47.5 55.4 90.4 93.3: 9.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 69 64 90 104 93 231 206:
Old : 200: 48 38 42 89 70 165 125:
Other: 240: 63 63 66 85 77 191 170:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 24.0 20.1 30.9 11.9 19.3 16.9 24.5
Old : 16.8 18.8 27.1 30.4 15.6 15.8 22.0 24.3
Other: 14.0 27.7 21.4 35.8 12.7 23.0 19.1 30.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 10,492: 3,147 2,461 963 4,297 5,891 8,408 9,315: 2,085 1,178
Old : 10,492: 3,147 2,461 963 4,297 5,891 8,408 9,315: 2,085 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 57: -224 -172 -121 367 653 22 360: 35 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 23.5 9.2 41.0 56.1 80.1 88.8: 19.9 11.2
Old : 100.0: 30.0 23.5 9.2 41.0 56.1 80.1 88.8: 19.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 19 16 22 16 55 42:
Old : 72: 23 19 16 22 16 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 42.0 48.1 55.6 37.4 41.8 47.1 55.2
Old : 37.4 42.0 48.1 55.6 37.4 41.8 47.1 55.2
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,367,558: 176,786 445,712 37,456 1,019,367 716,407 1,233,608 1,199,575: 133,950 167,983
Old : 1,367,558: 176,786 445,712 37,456 1,019,367 716,407 1,233,608 1,199,575: 133,950 167,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 24,259: -5,698 8,193 -841 15,777 13,396 9,238 20,748: 15,021 3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 32.6 2.7 74.5 52.4 90.2 87.7: 9.8 12.3
Old : 100.0: 12.9 32.6 2.7 74.5 52.4 90.2 87.7: 9.8 12.3
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 : 253: 42 55 38 113 103 175 176:
Old : 253: 42 55 38 113 103 175 176:
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 : 21.4 24.3 34.0 35.7 20.2 24.3 32.8 33.2
Old : 21.4 24.3 34.0 35.7 20.2 24.3 32.8 33.2
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 3,807,430: 788,013 570,470 440,714 2,193,095 2,254,396 3,421,822 3,265,580: 385,609 541,850
Old : 3,807,430: 788,013 570,470 440,714 2,193,095 2,254,396 3,421,822 3,265,580: 385,609 541,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 18,761: 29,833 35,844 -46,161 16,311 59,780 -17 49,463: 18,778 -30,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.0 11.6 57.6 59.2 89.9 85.8: 10.1 14.2
Old : 100.0: 20.7 15.0 11.6 57.6 59.2 89.9 85.8: 10.1 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 : 410: 79 98 105 175 198 313 342:
Old : 410: 79 98 105 175 198 313 342:
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 : 25.2 12.4 34.2 21.5 22.4 8.7 28.5 13.3
Old : 25.2 12.4 34.2 21.5 22.4 8.7 28.5 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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 390,710: 64,803 52,614 7,009 235,746 210,786 307,558 270,409: 83,152 120,301
Old : 390,710: 64,803 52,614 7,009 235,746 210,786 307,558 270,409: 83,152 120,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -2,142: -10,441 1,681 3,608 8,906 -3,264 2,073 2,025: -4,215 -4,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.5 1.8 60.3 53.9 78.7 69.2: 21.3 30.8
Old : 100.0: 16.6 13.5 1.8 60.3 53.9 78.7 69.2: 21.3 30.8
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 : 64: 9 8 8 37 37 51 48:
Old : 64: 9 8 8 37 37 51 48:
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 31.4 47.4 41.8 34.8 30.5 47.0 39.4
Old : 35.1 31.4 47.4 41.8 34.8 30.5 47.0 39.4
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 3,174,839: 344,337 608,654 206,672 2,339,633 1,972,553 2,890,642 2,787,879: 284,197 386,960
Old : 3,174,839: 344,337 608,654 206,672 2,339,633 1,972,553 2,890,642 2,787,879: 284,197 386,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -4,832: -2,872 -17,906 -9,515 -19,415 27,170 -31,802 -250: 26,970 -4,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.2 6.5 73.7 62.1 91.0 87.8: 9.0 12.2
Old : 100.0: 10.8 19.2 6.5 73.7 62.1 91.0 87.8: 9.0 12.2
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 : 301: 49 66 65 126 160 210 256:
Old : 301: 49 66 65 126 160 210 256:
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 : 38.5 17.0 49.1 26.2 34.2 16.7 43.1 24.1
Old : 38.5 17.0 49.1 26.2 34.2 16.7 43.1 24.1
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 1,637,043: 182,546 378,898 320,124 1,095,704 871,227 1,598,374 1,570,250: 38,668 66,793
Old : 1,637,043: 182,546 378,898 320,124 1,095,704 871,227 1,598,374 1,570,250: 38,668 66,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 54,748: -1,410 16,014 -4,683 58,638 34,453 52,545 45,784: 2,203 8,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 23.1 19.6 66.9 53.2 97.6 95.9: 2.4 4.1
Old : 100.0: 11.2 23.1 19.6 66.9 53.2 97.6 95.9: 2.4 4.1
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 : 153: 13 57 51 58 70 113 145:
Old : 153: 13 57 51 58 70 113 145:
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 : 33.2 19.8 50.5 30.9 26.1 11.5 31.7 16.7
Old : 33.2 19.8 50.5 30.9 26.1 11.5 31.7 16.7
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 65,193: 39,475 5,357 3,923 13,916 46,960 57,314 56,240: 7,879 8,953
Old : 65,193: 39,475 5,357 3,923 13,916 46,960 57,314 56,240: 7,879 8,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -133: 401 1,236 126 0 -1,163 527 198: -660 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 8.2 6.0 21.3 72.0 87.9 86.3: 12.1 13.7
Old : 100.0: 60.6 8.2 6.0 21.3 72.0 87.9 86.3: 12.1 13.7
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 : 118: 43 23 15 26 35 77 65:
Old : 118: 43 23 15 26 35 77 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 : 27.5 33.1 40.1 50.8 23.8 31.5 36.1 49.1
Old : 27.5 33.1 40.1 50.8 23.8 31.5 36.1 49.1
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 130,386: 78,950 10,713 7,846 27,832 93,920 114,628 112,479: 15,758 17,906
Old : 130,386: 78,950 10,713 7,846 27,832 93,920 114,628 112,479: 15,758 17,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: -266: 803 2,472 251 -1 -2,327 1,054 397: -1,320 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 8.2 6.0 21.3 72.0 87.9 86.3: 12.1 13.7
Old : 100.0: 60.6 8.2 6.0 21.3 72.0 87.9 86.3: 12.1 13.7
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 : 118: 43 23 15 26 35 77 65:
Old : 118: 43 23 15 26 35 77 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 : 27.5 33.1 40.1 50.8 23.8 31.5 36.1 49.1
Old : 27.5 33.1 40.1 50.8 23.8 31.5 36.1 49.1
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 46,671: 29,656 46,278 256 16,711 0 46,623 46,534: 48 137
Old : 46,671: 29,656 46,278 256 16,711 0 46,623 46,534: 48 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,749: 389 1,938 0 1,353 -210 1,742 1,728: 7 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 99.2 0.5 35.8 0.0 99.9 99.7: 0.1 0.3
Old : 100.0: 63.5 99.2 0.5 35.8 0.0 99.9 99.7: 0.1 0.3
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 : 40: 22 15 1 3 0 26 15:
Old : 40: 22 15 1 3 0 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 81.1 90.7 96.5 75.3 81.1 90.7 96.0
Old : 75.3 81.1 90.7 96.5 75.3 81.1 90.7 96.0
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 30,800: 19,683 5,588 39 11,032 25,082 30,754 30,709: 46 91
Old : 30,800: 19,683 5,588 39 11,032 25,082 30,754 30,709: 46 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 1,185: 148 166 0 1,062 1,035 1,210 1,201: -25 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 18.1 0.1 35.8 81.4 99.9 99.7: 0.1 0.3
Old : 100.0: 63.9 18.1 0.1 35.8 81.4 99.9 99.7: 0.1 0.3
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 : 49: 12 13 1 6 20 18 34:
Old : 49: 12 13 1 6 20 18 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 : 75.0 44.9 94.4 65.1 75.0 44.9 94.4 65.1
Old : 75.0 44.9 94.4 65.1 75.0 44.9 94.4 65.1
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 with Delta-adjusted Options and Futures Combined, July 18, 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 : 23,113: 11,870 5,475 9 11,199 17,545 23,078 23,029: 35 84
Old : 23,113: 11,870 5,475 9 11,199 17,545 23,078 23,029: 35 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 240: -824 332 -4 1,072 -93 244 235: -4 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 23.7 0.0 48.5 75.9 99.8 99.6: 0.2 0.4
Old : 100.0: 51.4 23.7 0.0 48.5 75.9 99.8 99.6: 0.2 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: 9 10 1 5 10 15 20:
Old : 33: 9 10 1 5 10 15 20:
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 : 84.5 62.5 98.0 86.2 84.5 62.5 97.5 86.2
Old : 84.5 62.5 98.0 86.2 84.5 62.5 97.5 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017