WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 563,534: 144,233 129,745 178,162 197,562 207,621 519,957 515,528: 43,577 48,006
Old : 519,649: 137,229 127,814 161,776 180,781 189,796 479,787 479,386: 39,862 40,263
Other: 43,885: 15,151 10,079 8,239 16,781 17,825 40,171 36,142: 3,715 7,743
: : :
: : Changes in Commitments from: July 25, 2017 :
: 22,238: -51 9,265 11,661 8,677 -1,731 20,288 19,196: 1,950 3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.0 31.6 35.1 36.8 92.3 91.5: 7.7 8.5
Old : 100.0: 26.4 24.6 31.1 34.8 36.5 92.3 92.3: 7.7 7.7
Other: 100.0: 34.5 23.0 18.8 38.2 40.6 91.5 82.4: 8.5 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 152 125 181 118 118 365 343:
Old : 429: 155 122 177 117 115 360 336:
Other: 160: 37 36 24 38 69 90 118:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 8.5 20.5 15.3 8.7 5.9 14.7 10.7
Old : 13.1 8.8 21.3 15.8 9.0 5.9 15.3 10.9
Other: 34.3 29.1 49.0 40.7 28.4 21.6 41.1 30.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 290,675: 107,252 39,843 49,175 109,609 175,484 266,036 264,502: 24,639 26,173
Old : 267,097: 109,242 40,214 39,408 95,099 166,302 243,749 245,924: 23,348 21,173
Other: 23,578: 5,518 7,138 2,259 14,510 9,182 22,287 18,578: 1,291 5,000
: : :
: : Changes in Commitments from: July 25, 2017 :
: 11,005: -441 12,791 -15 12,381 -4,521 11,925 8,255: -921 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 13.7 16.9 37.7 60.4 91.5 91.0: 8.5 9.0
Old : 100.0: 40.9 15.1 14.8 35.6 62.3 91.3 92.1: 8.7 7.9
Other: 100.0: 23.4 30.3 9.6 61.5 38.9 94.5 78.8: 5.5 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 89 53 89 87 95 219 203:
Old : 271: 93 50 82 84 93 214 195:
Other: 110: 13 25 16 25 57 51 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 : 14.8 26.0 24.6 35.6 11.2 21.7 18.3 29.5
Old : 15.6 28.2 25.7 38.2 13.6 26.9 21.0 35.1
Other: 50.5 28.6 67.7 44.4 50.2 28.4 67.4 41.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 1,800,411: 368,980 235,401 450,689 765,041 880,622 1,584,711 1,566,713: 215,700 233,698
Old : 649,088: 237,138 156,453 117,001 223,816 331,509 577,955 604,964: 71,133 44,124
Other: 1,151,324: 256,572 203,678 208,959 541,225 549,113 1,006,756 961,749: 144,568 189,574
: : :
: : Changes in Commitments from: July 25, 2017 :
: 41,801: -2,481 30,574 8,864 36,810 6,561 43,193 45,999: -1,392 -4,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.1 25.0 42.5 48.9 88.0 87.0: 12.0 13.0
Old : 100.0: 36.5 24.1 18.0 34.5 51.1 89.0 93.2: 11.0 6.8
Other: 100.0: 22.3 17.7 18.1 47.0 47.7 87.4 83.5: 12.6 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 824: 216 171 247 355 354 699 666:
Old : 645: 154 122 101 280 229 478 408:
Other: 772: 202 168 182 278 339 568 604:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 12.2 17.0 17.6 7.4 8.5 12.4 12.0
Old : 12.3 20.1 19.1 30.5 12.1 17.7 18.8 27.7
Other: 15.1 10.7 22.9 16.4 13.8 7.1 19.6 11.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 8,099: 3,186 449 1,524 534 5,241 5,244 7,214: 2,855 885
Old : 8,099: 3,186 449 1,524 534 5,241 5,244 7,214: 2,855 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 184: 223 54 89 -128 68 184 211: 0 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 5.5 18.8 6.6 64.7 64.8 89.1: 35.2 10.9
Old : 100.0: 39.3 5.5 18.8 6.6 64.7 64.8 89.1: 35.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 22 6 8 11 11 39 20:
Old : 44: 22 6 8 11 11 39 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 : 16.5 48.3 28.2 65.9 14.7 44.1 23.5 60.6
Old : 16.5 48.3 28.2 65.9 14.7 44.1 23.5 60.6
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, August 01, 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 : 793,582: 149,956 107,255 209,836 379,400 378,593 739,192 695,685: 54,390 97,897
Old : 773,733: 147,806 106,825 202,812 370,650 368,812 721,268 678,448: 52,465 95,285
Other: 19,848: 7,698 5,979 1,476 8,750 9,781 17,924 17,237: 1,925 2,612
: : :
: : Changes in Commitments from: July 25, 2017 :
: -387: -6,563 384 13,020 -3,418 -11,518 3,039 1,887: -3,426 -2,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.5 26.4 47.8 47.7 93.1 87.7: 6.9 12.3
Old : 100.0: 19.1 13.8 26.2 47.9 47.7 93.2 87.7: 6.8 12.3
Other: 100.0: 38.8 30.1 7.4 44.1 49.3 90.3 86.8: 9.7 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 176 184 239 184 243 489 559:
Old : 647: 172 190 235 183 240 486 554:
Other: 191: 33 34 20 31 107 74 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 10.9 23.0 17.6 13.9 7.9 19.9 13.1
Old : 14.8 11.2 23.4 17.8 14.1 8.0 20.3 13.2
Other: 37.4 40.5 52.7 53.9 37.4 40.5 52.7 53.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 21,241: 5,356 2,094 94 1 4,953 5,451 7,141: 15,790 14,100
Old : 20,753: 5,102 2,043 72 1 4,856 5,175 6,971: 15,578 13,782
Other: 488: 274 71 2 0 97 276 170: 212 318
: : :
: : Changes in Commitments from: July 25, 2017 :
: -992: -840 -22 -19 1 33 -858 -8: -134 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.9 0.4 0.0 23.3 25.7 33.6: 74.3 66.4
Old : 100.0: 24.6 9.8 0.3 0.0 23.4 24.9 33.6: 75.1 66.4
Other: 100.0: 56.1 14.5 0.4 0.0 19.9 56.6 34.8: 43.4 65.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 1 15 8 23:
Old : 26: 5 6 4 1 15 8 23:
Other: 14: 2 4 1 0 8 2 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 15.6 25.7 21.2 23.8 15.6 25.2 21.2
Old : 24.7 15.6 24.9 21.2 24.4 15.6 24.6 21.1
Other: 56.6 22.3 56.6 32.4 56.1 22.3 56.1 32.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 438,149: 123,345 48,404 94,522 180,184 267,746 398,052 410,672: 40,097 27,477
Old : 84,248: 34,378 7,124 10,682 31,493 60,900 76,552 78,706: 7,696 5,542
Other: 353,901: 115,936 68,248 56,872 148,692 206,846 321,499 331,966: 32,401 21,935
: : :
: : Changes in Commitments from: July 25, 2017 :
: 11,329: 4,903 -1,720 2,819 385 9,889 8,107 10,988: 3,222 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.0 21.6 41.1 61.1 90.8 93.7: 9.2 6.3
Old : 100.0: 40.8 8.5 12.7 37.4 72.3 90.9 93.4: 9.1 6.6
Other: 100.0: 32.8 19.3 16.1 42.0 58.4 90.8 93.8: 9.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 102 58 106 81 89 241 219:
Old : 182: 61 27 34 53 63 123 116:
Other: 279: 89 80 89 69 78 216 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 32.8 18.5 39.1 10.6 29.5 16.9 35.1
Old : 23.9 32.6 35.8 46.0 23.9 30.8 35.7 43.1
Other: 13.7 33.2 22.2 40.0 13.1 29.8 20.9 36.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 877,185: 175,025 140,693 108,245 430,314 446,151 713,583 695,089: 163,602 182,096
Old : 877,185: 175,025 140,693 108,245 430,314 446,151 713,583 695,089: 163,602 182,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 18,788: -5,749 11,078 9,427 16,522 -4,360 20,200 16,145: -1,412 2,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.0 12.3 49.1 50.9 81.3 79.2: 18.7 20.8
Old : 100.0: 20.0 16.0 12.3 49.1 50.9 81.3 79.2: 18.7 20.8
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 : 178: 35 39 50 81 89 145 149:
Old : 178: 35 39 50 81 89 145 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.7 29.8 32.2 15.4 16.4 23.0 23.7
Old : 20.2 21.7 29.8 32.2 15.4 16.4 23.0 23.7
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 with Delta-adjusted Options and Futures Combined, August 01, 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 : 821,884: 81,695 136,227 11,346 615,858 580,559 708,899 728,131: 112,986 93,753
Old : 821,884: 81,695 136,227 11,346 615,858 580,559 708,899 728,131: 112,986 93,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 13,414: 4,164 458 -69 4,260 15,736 8,355 16,126: 5,059 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.6 1.4 74.9 70.6 86.3 88.6: 13.7 11.4
Old : 100.0: 9.9 16.6 1.4 74.9 70.6 86.3 88.6: 13.7 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 : 116: 11 15 9 61 69 77 88:
Old : 116: 11 15 9 61 69 77 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 34.0 38.0 47.0 19.3 34.0 29.4 44.4
Old : 23.9 34.0 38.0 47.0 19.3 34.0 29.4 44.4
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, August 01, 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 : 1,851: 928 126 244 404 1,314 1,576 1,684: 275 167
Old : 1,851: 928 126 244 404 1,314 1,576 1,684: 275 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 40: 62 -102 49 -30 14 81 -39: -41 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 6.8 13.2 21.8 71.0 85.1 91.0: 14.9 9.0
Old : 100.0: 50.1 6.8 13.2 21.8 71.0 85.1 91.0: 14.9 9.0
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 : 20: 11 2 3 2 7 13 12:
Old : 20: 11 2 3 2 7 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 66.2 74.3 85.8 32.1 51.6 44.7 57.2
Old : 54.2 66.2 74.3 85.8 32.1 51.6 44.7 57.2
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, August 01, 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 : 379,853: 74,503 61,977 77,172 191,365 208,498 343,039 347,646: 36,813 32,207
Old : 68,304: 9,090 15,871 8,036 42,870 34,616 59,995 58,523: 8,308 9,781
Other: 311,549: 77,686 58,378 56,863 148,495 173,882 283,044 289,123: 28,505 22,426
: : :
: : Changes in Commitments from: July 25, 2017 :
: -2,819: -4,303 -1,842 3,161 1,591 -5,238 449 -3,919: -3,269 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.3 20.3 50.4 54.9 90.3 91.5: 9.7 8.5
Old : 100.0: 13.3 23.2 11.8 62.8 50.7 87.8 85.7: 12.2 14.3
Other: 100.0: 24.9 18.7 18.3 47.7 55.8 90.9 92.8: 9.1 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 66 60 86 98 88 214 201:
Old : 175: 42 30 27 66 59 123 103:
Other: 245: 63 69 72 87 77 192 180:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 24.2 21.0 30.8 13.2 18.7 18.6 24.2
Old : 30.4 20.2 42.0 33.0 30.2 16.4 40.1 28.9
Other: 13.6 26.8 21.3 34.7 12.3 22.2 19.0 29.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 11,163: 3,140 2,196 1,107 4,476 6,670 8,723 9,973: 2,440 1,190
Old : 11,163: 3,140 2,196 1,107 4,476 6,670 8,723 9,973: 2,440 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 330: -99 -192 72 117 426 90 306: 240 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.7 9.9 40.1 59.7 78.1 89.3: 21.9 10.7
Old : 100.0: 28.1 19.7 9.9 40.1 59.7 78.1 89.3: 21.9 10.7
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 : 77: 30 18 12 20 16 54 42:
Old : 77: 30 18 12 20 16 54 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 : 34.1 45.0 45.2 56.3 34.1 44.8 43.9 55.3
Old : 34.1 45.0 45.2 56.3 34.1 44.8 43.9 55.3
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, August 01, 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 : 1,393,348: 185,246 376,588 48,027 1,034,558 808,396 1,267,831 1,233,012: 125,517 160,336
Old : 1,393,348: 185,246 376,588 48,027 1,034,558 808,396 1,267,831 1,233,012: 125,517 160,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 17,926: -7,015 -57,454 7,367 19,158 64,199 19,510 14,112: -1,584 3,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.0 3.4 74.2 58.0 91.0 88.5: 9.0 11.5
Old : 100.0: 13.3 27.0 3.4 74.2 58.0 91.0 88.5: 9.0 11.5
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 : 269: 47 51 39 120 115 186 186:
Old : 269: 47 51 39 120 115 186 186:
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 : 21.2 27.6 33.1 35.6 20.3 25.9 31.6 33.2
Old : 21.2 27.6 33.1 35.6 20.3 25.9 31.6 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, August 01, 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 : 3,775,654: 833,759 618,601 404,169 2,133,536 2,173,283 3,371,464 3,196,053: 404,190 579,601
Old : 3,775,654: 833,759 618,601 404,169 2,133,536 2,173,283 3,371,464 3,196,053: 404,190 579,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 100,409: -19,979 33,609 30,545 77,533 40,132 88,099 104,285: 12,310 -3,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.4 10.7 56.5 57.6 89.3 84.6: 10.7 15.4
Old : 100.0: 22.1 16.4 10.7 56.5 57.6 89.3 84.6: 10.7 15.4
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 : 400: 77 98 106 169 192 305 337:
Old : 400: 77 98 106 169 192 305 337:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 11.1 33.5 19.9 22.1 8.5 28.3 12.9
Old : 24.9 11.1 33.5 19.9 22.1 8.5 28.3 12.9
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, August 01, 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 : 403,278: 71,137 62,299 3,998 244,647 215,406 319,782 281,703: 83,496 121,575
Old : 403,278: 71,137 62,299 3,998 244,647 215,406 319,782 281,703: 83,496 121,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,344: 1,989 7,553 -872 -1,499 -8,203 -382 -1,522: 1,726 2,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 15.4 1.0 60.7 53.4 79.3 69.9: 20.7 30.1
Old : 100.0: 17.6 15.4 1.0 60.7 53.4 79.3 69.9: 20.7 30.1
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 : 66: 10 6 7 39 38 52 48:
Old : 66: 10 6 7 39 38 52 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 : 32.6 33.1 46.0 43.3 32.4 32.8 45.7 41.5
Old : 32.6 33.1 46.0 43.3 32.4 32.8 45.7 41.5
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, August 01, 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 : 3,130,644: 365,838 594,400 189,234 2,289,480 1,982,294 2,844,552 2,765,928: 286,092 364,717
Old : 3,130,644: 365,838 594,400 189,234 2,289,480 1,982,294 2,844,552 2,765,928: 286,092 364,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 19,618: 26,180 -38,479 1,501 -13,579 76,462 14,102 39,483: 5,516 -19,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.0 6.0 73.1 63.3 90.9 88.4: 9.1 11.6
Old : 100.0: 11.7 19.0 6.0 73.1 63.3 90.9 88.4: 9.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 51 65 63 132 157 219 249:
Old : 303: 51 65 63 132 157 219 249:
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 : 34.5 17.9 46.3 27.7 31.4 17.5 40.3 25.6
Old : 34.5 17.9 46.3 27.7 31.4 17.5 40.3 25.6
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, August 01, 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 : 1,451,989: 21,759 306,904 349,255 1,051,267 733,337 1,422,281 1,389,496: 29,707 62,492
Old : 1,451,989: 21,759 306,904 349,255 1,051,267 733,337 1,422,281 1,389,496: 29,707 62,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -197,537: -161,342 -76,708 28,042 -54,615 -139,227 -187,914 -187,893: -9,623 -9,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 21.1 24.1 72.4 50.5 98.0 95.7: 2.0 4.3
Old : 100.0: 1.5 21.1 24.1 72.4 50.5 98.0 95.7: 2.0 4.3
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 : 147: 12 58 46 59 66 111 137:
Old : 147: 12 58 46 59 66 111 137:
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 : 31.1 17.4 46.8 29.1 20.6 8.9 28.1 14.3
Old : 31.1 17.4 46.8 29.1 20.6 8.9 28.1 14.3
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, August 01, 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 : 69,289: 41,744 8,552 3,018 16,010 47,487 60,773 59,058: 8,516 10,231
Old : 69,289: 41,744 8,552 3,018 16,010 47,487 60,773 59,058: 8,516 10,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 3,523: 1,813 3,689 -878 2,363 658 3,298 3,469: 225 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 12.3 4.4 23.1 68.5 87.7 85.2: 12.3 14.8
Old : 100.0: 60.2 12.3 4.4 23.1 68.5 87.7 85.2: 12.3 14.8
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 : 126: 44 25 10 29 37 78 67:
Old : 126: 44 25 10 29 37 78 67:
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 : 27.1 31.1 39.7 48.4 23.6 29.3 36.2 46.6
Old : 27.1 31.1 39.7 48.4 23.6 29.3 36.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 138,578: 83,489 17,104 6,037 32,021 94,975 121,546 118,116: 17,031 20,462
Old : 138,578: 83,489 17,104 6,037 32,021 94,975 121,546 118,116: 17,031 20,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 7,045: 3,626 7,379 -1,757 4,727 1,315 6,596 6,937: 450 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 12.3 4.4 23.1 68.5 87.7 85.2: 12.3 14.8
Old : 100.0: 60.2 12.3 4.4 23.1 68.5 87.7 85.2: 12.3 14.8
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 : 126: 44 25 10 29 37 78 67:
Old : 126: 44 25 10 29 37 78 67:
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 : 27.1 31.1 39.7 48.4 23.6 29.3 36.2 46.6
Old : 27.1 31.1 39.7 48.4 23.6 29.3 36.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 51,786: 34,545 49,696 1,988 15,202 0 51,735 51,684: 51 102
Old : 51,786: 34,545 49,696 1,988 15,202 0 51,735 51,684: 51 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 4,315: 4,143 2,606 1,732 -1,561 0 4,314 4,338: 1 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 96.0 3.8 29.4 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 66.7 96.0 3.8 29.4 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 : 36: 21 12 2 3 0 25 13:
Old : 36: 21 12 2 3 0 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 83.6 89.3 96.5 67.0 83.6 85.9 94.5
Old : 67.6 83.6 89.3 96.5 67.0 83.6 85.9 94.5
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, August 01, 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 : 30,858: 19,948 4,943 64 10,788 25,768 30,800 30,775: 58 83
Old : 30,858: 19,948 4,943 64 10,788 25,768 30,800 30,775: 58 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -538: -270 -972 25 -300 423 -545 -524: 7 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 16.0 0.2 35.0 83.5 99.8 99.7: 0.2 0.3
Old : 100.0: 64.6 16.0 0.2 35.0 83.5 99.8 99.7: 0.2 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 : 48: 11 13 1 6 20 17 34:
Old : 48: 11 13 1 6 20 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 : 76.2 45.9 93.7 67.2 76.2 45.9 93.7 67.2
Old : 76.2 45.9 93.7 67.2 76.2 45.9 93.7 67.2
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, August 01, 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 : 22,602: 12,786 5,325 7 9,727 17,194 22,520 22,526: 82 76
Old : 22,602: 12,786 5,325 7 9,727 17,194 22,520 22,526: 82 76
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -341: 723 -114 6 -1,112 -230 -383 -338: 42 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 23.6 0.0 43.0 76.1 99.6 99.7: 0.4 0.3
Old : 100.0: 56.6 23.6 0.0 43.0 76.1 99.6 99.7: 0.4 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 : 32: 10 8 2 5 10 16 19:
Old : 32: 10 8 2 5 10 16 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 : 83.2 65.1 96.9 86.9 83.2 65.1 96.3 86.9
Old : 83.2 65.1 96.9 86.9 83.2 65.1 96.3 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017