WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 547,694: 141,294 188,199 163,863 196,127 148,867 501,284 500,928: 46,410 46,765
Old : 485,729: 127,419 183,756 140,480 175,438 122,484 443,337 446,719: 42,392 39,010
Other: 61,964: 24,462 15,031 12,795 20,689 26,383 57,947 54,209: 4,018 7,755
: : :
: : Changes in Commitments from: August 22, 2017 :
: -102,672: -724 3,687 -74,929 -24,229 -28,986 -99,882 -100,227: -2,790 -2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 34.4 29.9 35.8 27.2 91.5 91.5: 8.5 8.5
Old : 100.0: 26.2 37.8 28.9 36.1 25.2 91.3 92.0: 8.7 8.0
Other: 100.0: 39.5 24.3 20.6 33.4 42.6 93.5 87.5: 6.5 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 131 155 163 128 119 350 355:
Old : 443: 137 148 151 126 116 339 345:
Other: 184: 34 52 37 49 72 110 140:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 7.9 18.2 14.5 8.7 7.1 15.4 12.9
Old : 10.0 8.3 18.2 15.5 8.9 7.8 16.2 13.9
Other: 32.5 26.5 46.6 36.7 27.9 20.3 38.5 26.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 290,956: 102,802 72,079 50,080 111,247 142,416 264,130 264,576: 26,827 26,381
Old : 260,220: 103,425 71,812 37,524 94,554 129,611 235,502 238,946: 24,718 21,274
Other: 30,736: 8,422 9,312 3,512 16,693 12,805 28,627 25,629: 2,109 5,107
: : :
: : Changes in Commitments from: August 22, 2017 :
: -19,547: -2,676 9,420 -15,385 -1,711 -11,604 -19,772 -17,568: 226 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 24.8 17.2 38.2 48.9 90.8 90.9: 9.2 9.1
Old : 100.0: 39.7 27.6 14.4 36.3 49.8 90.5 91.8: 9.5 8.2
Other: 100.0: 27.4 30.3 11.4 54.3 41.7 93.1 83.4: 6.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 92 56 76 86 82 202 198:
Old : 268: 90 60 64 85 78 193 187:
Other: 116: 19 29 25 30 54 64 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 19.3 23.3 29.4 11.2 15.4 18.1 24.1
Old : 14.4 21.0 24.6 32.1 13.9 19.7 21.8 29.2
Other: 41.5 27.2 59.0 40.5 40.6 27.2 56.4 39.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,707,700: 340,843 342,415 418,146 720,959 718,095 1,479,948 1,478,656: 227,752 229,044
Old : 79,003: 17,622 20,175 1 38,493 50,838 56,116 71,014: 22,887 7,989
Other: 1,628,697: 349,683 348,701 391,684 682,466 667,257 1,423,832 1,407,642: 204,865 221,055
: : :
: : Changes in Commitments from: August 22, 2017 :
: -167,024: -8,622 32,397 -94,423 -62,057 -95,101 -165,102 -157,126: -1,922 -9,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 20.1 24.5 42.2 42.1 86.7 86.6: 13.3 13.4
Old : 100.0: 22.3 25.5 0.0 48.7 64.3 71.0 89.9: 29.0 10.1
Other: 100.0: 21.5 21.4 24.0 41.9 41.0 87.4 86.4: 12.6 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 217 175 230 333 324 660 636:
Old : 286: 54 25 1 134 94 188 120:
Other: 793: 217 185 219 308 321 625 630:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 11.9 15.7 17.4 8.2 9.1 13.5 13.1
Old : 19.1 49.5 26.6 64.0 19.1 49.5 26.6 64.0
Other: 9.7 10.9 16.4 16.6 8.6 8.7 14.1 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 6,733: 2,296 572 1,445 526 3,997 4,267 6,014: 2,466 719
Old : 6,705: 2,296 572 1,445 521 3,997 4,262 6,014: 2,443 691
Other: 28: 0 0 0 5 0 5 0: 23 28
: : :
: : Changes in Commitments from: August 22, 2017 :
: -162: -263 80 39 -21 -273 -245 -154: 83 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 8.5 21.5 7.8 59.4 63.4 89.3: 36.6 10.7
Old : 100.0: 34.2 8.5 21.6 7.8 59.6 63.6 89.7: 36.4 10.3
Other: 100.0: 0.0 0.0 0.0 17.9 0.0 17.9 0.0: 82.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 5 7 8 11 28 18:
Old : 33: 15 5 7 8 11 28 18:
Other: 1: 0 0 0 1 0 1 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 54.3 34.5 70.7 18.4 45.0 28.1 60.3
Old : 23.0 54.5 34.6 71.0 18.5 45.2 28.2 60.6
Other: 17.9 0.0 17.9 0.0 17.9 0.0 17.9 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 798,548: 127,096 147,509 215,302 402,059 339,230 744,457 702,041: 54,092 96,508
Old : 767,988: 123,242 146,065 207,941 385,856 321,079 717,038 675,085: 50,950 92,903
Other: 30,560: 8,579 6,170 2,636 16,203 18,151 27,418 26,956: 3,142 3,605
: : :
: : Changes in Commitments from: August 22, 2017 :
: -79,178: -1,803 7,732 -53,877 -22,418 -32,809 -78,099 -78,954: -1,080 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.5 27.0 50.3 42.5 93.2 87.9: 6.8 12.1
Old : 100.0: 16.0 19.0 27.1 50.2 41.8 93.4 87.9: 6.6 12.1
Other: 100.0: 28.1 20.2 8.6 53.0 59.4 89.7 88.2: 10.3 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 167 194 237 179 215 484 529:
Old : 632: 169 195 233 176 214 480 525:
Other: 205: 35 42 29 42 101 94 158:
:----------------------------------------------------------------------------------------------------
: 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 9.4 23.6 16.4 14.2 6.7 20.4 11.5
Old : 15.8 9.3 23.7 16.3 14.5 6.9 20.8 11.9
Other: 30.8 45.5 47.8 56.8 30.8 44.9 47.0 55.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 18,932: 5,396 2,014 102 0 4,152 5,498 6,268: 13,434 12,664
Old : 18,463: 5,211 1,962 22 0 4,063 5,233 6,047: 13,230 12,416
Other: 469: 263 130 2 0 89 265 221: 204 248
: : :
: : Changes in Commitments from: August 22, 2017 :
: -345: -42 -19 -13 -1 104 -56 72: -289 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.6 0.5 0.0 21.9 29.0 33.1: 71.0 66.9
Old : 100.0: 28.2 10.6 0.1 0.0 22.0 28.3 32.8: 71.7 67.2
Other: 100.0: 56.1 27.7 0.4 0.0 19.0 56.5 47.1: 43.5 52.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 6 0 12 7 22:
Old : 23: 5 6 4 0 12 7 20:
Other: 12: 1 6 1 0 5 1 12:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 16.5 29.0 22.6 26.9 16.5 28.5 22.6
Old : 28.0 16.5 28.3 22.6 28.0 16.5 28.2 22.6
Other: 56.5 27.5 56.5 43.9 56.1 27.5 56.1 43.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 441,516: 112,591 35,902 100,758 189,386 276,199 402,735 412,859: 38,781 28,657
Old : 13,056: 5,765 2,399 0 4,594 9,300 10,359 11,699: 2,697 1,357
Other: 428,460: 113,223 39,901 94,361 184,792 266,899 392,376 401,160: 36,084 27,300
: : :
: : Changes in Commitments from: August 22, 2017 :
: -13,297: 947 -18,130 -15,348 -595 22,904 -14,996 -10,574: 1,699 -2,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.1 22.8 42.9 62.6 91.2 93.5: 8.8 6.5
Old : 100.0: 44.2 18.4 0.0 35.2 71.2 79.3 89.6: 20.7 10.4
Other: 100.0: 26.4 9.3 22.0 43.1 62.3 91.6 93.6: 8.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 92 76 124 86 80 263 230:
Old : 74: 25 14 0 15 21 40 35:
Other: 311: 92 94 120 83 80 258 228:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 34.3 19.2 40.7 10.6 32.7 17.2 38.7
Old : 22.4 43.9 37.8 57.5 22.2 43.9 37.0 57.5
Other: 12.1 34.8 19.8 41.1 10.9 33.6 17.7 39.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 894,681: 169,418 122,664 81,997 463,813 509,350 715,228 714,010: 179,453 180,671
Old : 894,681: 169,418 122,664 81,997 463,813 509,350 715,228 714,010: 179,453 180,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -52,912: -4,593 -5,197 -64,029 22,869 19,464 -45,754 -49,763: -7,158 -3,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.7 9.2 51.8 56.9 79.9 79.8: 20.1 20.2
Old : 100.0: 18.9 13.7 9.2 51.8 56.9 79.9 79.8: 20.1 20.2
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 : 167: 36 33 48 76 82 135 140:
Old : 167: 36 33 48 76 82 135 140:
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 22.3 31.2 34.7 14.1 16.6 21.5 23.6
Old : 19.8 22.3 31.2 34.7 14.1 16.6 21.5 23.6
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, August 29, 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 : 896,626: 76,063 165,232 18,349 687,472 619,565 781,885 803,146: 114,741 93,480
Old : 896,626: 76,063 165,232 18,349 687,472 619,565 781,885 803,146: 114,741 93,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 6,000: -13,710 -3,731 -1,623 33,559 12,577 18,226 7,223: -12,226 -1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.4 2.0 76.7 69.1 87.2 89.6: 12.8 10.4
Old : 100.0: 8.5 18.4 2.0 76.7 69.1 87.2 89.6: 12.8 10.4
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 : 117: 13 13 13 67 70 89 87:
Old : 117: 13 13 13 67 70 89 87:
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 : 22.8 39.9 37.7 51.4 18.0 35.5 28.1 44.7
Old : 22.8 39.9 37.7 51.4 18.0 35.5 28.1 44.7
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 29, 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 : 1,704: 1,040 410 61 382 1,080 1,483 1,551: 221 153
Old : 1,704: 1,040 410 61 382 1,080 1,483 1,551: 221 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 39: 114 247 -71 3 -108 46 68: -7 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 24.1 3.6 22.4 63.4 87.0 91.0: 13.0 9.0
Old : 100.0: 61.0 24.1 3.6 22.4 63.4 87.0 91.0: 13.0 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 : 24: 11 4 3 6 9 17 16:
Old : 24: 11 4 3 6 9 17 16:
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 : 43.5 68.4 63.5 83.1 39.7 61.6 56.0 72.1
Old : 43.5 68.4 63.5 83.1 39.7 61.6 56.0 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 420,490: 66,816 84,399 92,083 218,267 209,685 377,166 386,167: 43,325 34,323
Old : 11,626: 1,832 1,681 60 7,331 7,926 9,223 9,667: 2,403 1,959
Other: 408,864: 67,654 85,388 89,353 210,936 201,759 367,943 376,500: 40,922 32,364
: : :
: : Changes in Commitments from: August 22, 2017 :
: -7,073: 422 622 -2,963 -3,591 -3,892 -6,131 -6,232: -942 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 20.1 21.9 51.9 49.9 89.7 91.8: 10.3 8.2
Old : 100.0: 15.8 14.5 0.5 63.1 68.2 79.3 83.1: 20.7 16.9
Other: 100.0: 16.5 20.9 21.9 51.6 49.3 90.0 92.1: 10.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 66 67 85 101 89 221 202:
Old : 82: 15 11 2 24 34 40 46:
Other: 267: 71 70 82 99 85 217 197:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 20.5 20.6 26.9 13.5 15.7 18.4 21.3
Old : 35.9 34.7 51.2 50.3 35.9 34.7 51.2 50.3
Other: 13.9 21.0 20.4 27.6 13.4 16.6 18.5 22.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 10,917: 3,400 1,878 677 4,229 6,954 8,306 9,509: 2,611 1,408
Old : 10,917: 3,400 1,878 677 4,229 6,954 8,306 9,509: 2,611 1,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 136: 195 -89 -429 340 542 107 24: 29 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 6.2 38.7 63.7 76.1 87.1: 23.9 12.9
Old : 100.0: 31.1 17.2 6.2 38.7 63.7 76.1 87.1: 23.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 27 18 12 19 15 53 39:
Old : 72: 27 18 12 19 15 53 39:
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 48.6 43.0 61.2 33.1 48.3 42.6 59.4
Old : 33.1 48.6 43.0 61.2 33.1 48.3 42.6 59.4
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 29, 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 : 1,627,649: 261,513 374,821 119,450 1,097,066 971,981 1,478,029 1,466,252: 149,619 161,397
Old : 1,627,649: 261,513 374,821 119,450 1,097,066 971,981 1,478,029 1,466,252: 149,619 161,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 24,949: 14,839 14,781 14,802 -13,716 -4,500 15,925 25,083: 9,024 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.0 7.3 67.4 59.7 90.8 90.1: 9.2 9.9
Old : 100.0: 16.1 23.0 7.3 67.4 59.7 90.8 90.1: 9.2 9.9
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 : 293: 57 61 50 125 132 205 220:
Old : 293: 57 61 50 125 132 205 220:
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 23.9 30.2 34.3 19.3 22.4 28.1 29.8
Old : 20.2 23.9 30.2 34.3 19.3 22.4 28.1 29.8
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 29, 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 : 4,200,919: 911,788 623,671 626,716 2,230,743 2,355,849 3,769,248 3,606,236: 431,671 594,683
Old : 4,200,919: 911,788 623,671 626,716 2,230,743 2,355,849 3,769,248 3,606,236: 431,671 594,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 39,223: 17,779 -3,791 67,579 -78,103 -36,226 7,255 27,562: 31,969 11,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.8 14.9 53.1 56.1 89.7 85.8: 10.3 14.2
Old : 100.0: 21.7 14.8 14.9 53.1 56.1 89.7 85.8: 10.3 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 : 414: 80 102 114 175 202 322 352:
Old : 414: 80 102 114 175 202 322 352:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 13.1 32.5 21.2 21.9 9.0 27.2 13.0
Old : 24.6 13.1 32.5 21.2 21.9 9.0 27.2 13.0
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 29, 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 : 427,575: 91,798 69,193 2,522 245,463 223,145 339,783 294,860: 87,792 132,715
Old : 427,575: 91,798 69,193 2,522 245,463 223,145 339,783 294,860: 87,792 132,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 7,563: 10,371 316 -969 -2,549 -1,267 6,853 -1,920: 710 9,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.2 0.6 57.4 52.2 79.5 69.0: 20.5 31.0
Old : 100.0: 21.5 16.2 0.6 57.4 52.2 79.5 69.0: 20.5 31.0
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 : 67: 12 8 9 39 38 56 50:
Old : 67: 12 8 9 39 38 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.7 41.7 41.6 28.7 31.4 41.2 39.2
Old : 29.1 31.7 41.7 41.6 28.7 31.4 41.2 39.2
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 29, 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 : 3,516,231: 576,177 610,170 161,912 2,424,096 2,327,248 3,162,185 3,099,329: 354,045 416,902
Old : 3,516,231: 576,177 610,170 161,912 2,424,096 2,327,248 3,162,185 3,099,329: 354,045 416,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 116,449: 75,529 -11,329 -74,140 67,480 170,237 68,869 84,769: 47,579 31,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.4 4.6 68.9 66.2 89.9 88.1: 10.1 11.9
Old : 100.0: 16.4 17.4 4.6 68.9 66.2 89.9 88.1: 10.1 11.9
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 : 300: 55 55 60 134 161 222 243:
Old : 300: 55 55 60 134 161 222 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 25.4 41.5 35.6 26.8 20.9 34.4 29.6
Old : 29.8 25.4 41.5 35.6 26.8 20.9 34.4 29.6
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 29, 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 : 1,758,586: 49,043 287,845 403,410 1,269,765 997,322 1,722,219 1,688,577: 36,367 70,008
Old : 1,758,586: 49,043 287,845 403,410 1,269,765 997,322 1,722,219 1,688,577: 36,367 70,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 79,376: 9,840 -10,455 18,889 47,794 67,683 76,523 76,118: 2,853 3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 16.4 22.9 72.2 56.7 97.9 96.0: 2.1 4.0
Old : 100.0: 2.8 16.4 22.9 72.2 56.7 97.9 96.0: 2.1 4.0
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 : 162: 20 60 48 65 71 119 151:
Old : 162: 20 60 48 65 71 119 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 20.7 48.1 33.7 21.9 9.3 28.2 13.2
Old : 33.3 20.7 48.1 33.7 21.9 9.3 28.2 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 78,506: 50,269 6,443 1,882 16,542 60,085 68,693 68,410: 9,813 10,096
Old : 78,506: 50,269 6,443 1,882 16,542 60,085 68,693 68,410: 9,813 10,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,460: -256 2,163 132 1,832 -638 1,708 1,657: -248 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 8.2 2.4 21.1 76.5 87.5 87.1: 12.5 12.9
Old : 100.0: 64.0 8.2 2.4 21.1 76.5 87.5 87.1: 12.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 49 20 11 28 33 79 62:
Old : 122: 49 20 11 28 33 79 62:
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 : 25.3 36.2 40.6 54.8 24.3 34.7 39.1 53.3
Old : 25.3 36.2 40.6 54.8 24.3 34.7 39.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 157,012: 100,539 12,886 3,764 33,084 120,170 137,386 136,820: 19,626 20,192
Old : 157,012: 100,539 12,886 3,764 33,084 120,170 137,386 136,820: 19,626 20,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,921: -511 4,326 264 3,664 -1,275 3,416 3,314: -496 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 8.2 2.4 21.1 76.5 87.5 87.1: 12.5 12.9
Old : 100.0: 64.0 8.2 2.4 21.1 76.5 87.5 87.1: 12.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 49 20 11 28 33 79 62:
Old : 122: 49 20 11 28 33 79 62:
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 : 25.3 36.2 40.6 54.8 24.3 34.7 39.1 53.3
Old : 25.3 36.2 40.6 54.8 24.3 34.7 39.1 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 48,971: 33,217 48,613 256 15,430 0 48,903 48,869: 68 102
Old : 48,971: 33,217 48,613 256 15,430 0 48,903 48,869: 68 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,066: 1,027 1,061 0 23 0 1,050 1,061: 16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 99.3 0.5 31.5 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.8 99.3 0.5 31.5 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 : 39: 22 14 1 3 0 26 14:
Old : 39: 22 14 1 3 0 26 14:
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 : 69.3 83.1 88.2 95.8 69.3 83.1 88.2 95.4
Old : 69.3 83.1 88.2 95.8 69.3 83.1 88.2 95.4
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 with Delta-adjusted Options and Futures Combined, August 29, 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 : 31,952: 21,653 5,078 316 9,962 26,475 31,931 31,869: 21 83
Old : 31,952: 21,653 5,078 316 9,962 26,475 31,931 31,869: 21 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 722: 406 304 6 331 411 743 721: -21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 15.9 1.0 31.2 82.9 99.9 99.7: 0.1 0.3
Old : 100.0: 67.8 15.9 1.0 31.2 82.9 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: 9 15 1 6 21 16 36:
Old : 49: 9 15 1 6 21 16 36:
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 : 79.5 45.5 95.2 64.6 79.5 45.5 95.2 64.6
Old : 79.5 45.5 95.2 64.6 79.5 45.5 95.2 64.6
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 29, 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 : 21,015: 10,335 4,995 4 10,644 15,910 20,983 20,909: 32 106
Old : 21,015: 10,335 4,995 4 10,644 15,910 20,983 20,909: 32 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -328: -550 -214 0 205 -117 -345 -331: 17 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 23.8 0.0 50.6 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 49.2 23.8 0.0 50.6 75.7 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 9 1 4 9 14 18:
Old : 30: 9 9 1 4 9 14 18:
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 : 80.4 65.1 96.0 87.1 80.4 65.1 95.5 87.1
Old : 80.4 65.1 96.0 87.1 80.4 65.1 95.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017