WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 548,631: 145,950 195,695 166,338 189,778 139,531 502,066 501,564: 46,565 47,067
Old : 481,102: 131,874 189,032 140,887 166,066 112,639 438,826 442,557: 42,276 38,544
Other: 67,529: 24,248 16,836 15,279 23,712 26,892 63,239 59,007: 4,290 8,522
: : :
: : Changes in Commitments from: September 5, 2017 :
: -248: 1,551 -2,636 2,619 -4,072 987 98 970: -346 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 35.7 30.3 34.6 25.4 91.5 91.4: 8.5 8.6
Old : 100.0: 27.4 39.3 29.3 34.5 23.4 91.2 92.0: 8.8 8.0
Other: 100.0: 35.9 24.9 22.6 35.1 39.8 93.6 87.4: 6.4 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 136 147 158 117 118 346 338:
Old : 432: 141 134 144 117 113 334 323:
Other: 183: 37 55 40 48 72 111 145:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 8.5 17.8 15.5 8.0 7.6 14.6 13.9
Old : 10.2 9.2 18.2 16.7 8.2 8.4 15.1 15.3
Other: 33.9 24.7 48.8 35.7 31.8 19.6 40.9 26.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 288,775: 103,700 77,961 43,154 115,817 142,990 262,671 264,105: 26,104 24,669
Old : 253,376: 103,367 77,369 30,542 96,055 126,602 229,963 234,512: 23,413 18,864
Other: 35,399: 9,322 9,581 3,624 19,762 16,389 32,708 29,593: 2,691 5,806
: : :
: : Changes in Commitments from: September 5, 2017 :
: 1,121: -1,062 1,632 -250 1,953 -658 641 725: 479 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 27.0 14.9 40.1 49.5 91.0 91.5: 9.0 8.5
Old : 100.0: 40.8 30.5 12.1 37.9 50.0 90.8 92.6: 9.2 7.4
Other: 100.0: 26.3 27.1 10.2 55.8 46.3 92.4 83.6: 7.6 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 83 51 65 88 82 195 180:
Old : 255: 80 54 55 86 79 187 170:
Other: 116: 20 27 21 32 54 65 90:
:----------------------------------------------------------------------------------------------------
: 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 19.6 23.7 30.0 12.0 16.0 19.5 24.9
Old : 14.5 22.1 24.9 33.2 14.5 21.2 23.5 31.2
Other: 41.6 24.8 59.8 41.0 40.6 24.5 56.4 38.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 1,736,940: 343,900 386,113 431,623 724,221 700,314 1,499,744 1,518,049: 237,196 218,891
Old : 1,622,585: 347,035 392,039 386,261 658,919 647,923 1,392,215 1,426,223: 230,370 196,362
Other: 114,355: 27,609 24,818 14,617 65,302 52,391 107,529 91,826: 6,826 22,529
: : :
: : Changes in Commitments from: September 5, 2017 :
: 61,940: 7,304 11,326 27,082 22,089 13,630 56,475 52,039: 5,465 9,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.2 24.8 41.7 40.3 86.3 87.4: 13.7 12.6
Old : 100.0: 21.4 24.2 23.8 40.6 39.9 85.8 87.9: 14.2 12.1
Other: 100.0: 24.1 21.7 12.8 57.1 45.8 94.0 80.3: 6.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 788: 208 184 224 326 318 646 627:
Old : 785: 215 181 213 324 310 637 613:
Other: 332: 44 62 34 78 189 141 266:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 12.6 15.2 18.5 8.2 10.0 13.4 14.7
Old : 9.1 13.3 15.4 19.4 9.0 11.1 14.5 16.2
Other: 22.6 17.4 34.6 28.8 21.9 15.1 32.0 23.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 6,824: 1,770 758 1,471 1,021 3,864 4,262 6,093: 2,562 731
Old : 6,796: 1,770 758 1,471 1,015 3,864 4,256 6,093: 2,540 703
Other: 28: 0 0 0 6 0 6 0: 22 28
: : :
: : Changes in Commitments from: September 5, 2017 :
: 235: -178 93 65 405 179 292 337: -56 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.1 21.6 15.0 56.6 62.5 89.3: 37.5 10.7
Old : 100.0: 26.0 11.1 21.6 14.9 56.9 62.6 89.7: 37.4 10.3
Other: 100.0: 0.0 0.0 0.0 21.4 0.0 21.4 0.0: 78.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 6 8 10 12 28 21:
Old : 33: 13 6 8 10 12 28 21:
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 : 26.5 53.3 37.5 68.6 16.0 37.7 24.9 51.7
Old : 26.5 53.5 37.6 68.9 16.1 37.9 25.0 52.0
Other: 21.4 0.0 21.4 0.0 21.4 0.0 21.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 827,274: 136,131 132,233 231,408 404,746 365,973 772,285 729,614: 54,989 97,660
Old : 792,038: 133,663 131,041 220,826 385,881 346,581 740,370 698,448: 51,667 93,590
Other: 35,236: 9,429 8,154 3,620 18,865 19,392 31,915 31,166: 3,322 4,070
: : :
: : Changes in Commitments from: September 5, 2017 :
: 10,313: 5,124 -2,771 -2,420 8,576 8,806 11,279 3,615: -966 6,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.0 28.0 48.9 44.2 93.4 88.2: 6.6 11.8
Old : 100.0: 16.9 16.5 27.9 48.7 43.8 93.5 88.2: 6.5 11.8
Other: 100.0: 26.8 23.1 10.3 53.5 55.0 90.6 88.4: 9.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 169 195 247 177 203 490 528:
Old : 626: 173 194 246 176 202 488 526:
Other: 200: 32 46 32 45 95 96 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 9.9 22.1 16.8 13.6 6.9 18.9 11.4
Old : 15.4 10.0 22.3 16.8 14.0 7.2 19.5 12.0
Other: 30.1 45.6 44.4 56.5 30.0 45.0 43.6 55.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 18,387: 5,904 2,361 87 0 3,934 5,991 6,382: 12,396 12,005
Old : 17,900: 5,703 2,308 21 0 3,837 5,724 6,166: 12,176 11,734
Other: 487: 265 117 2 0 97 267 216: 220 271
: : :
: : Changes in Commitments from: September 5, 2017 :
: -595: 202 170 0 0 -271 202 -101: -797 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.8 0.5 0.0 21.4 32.6 34.7: 67.4 65.3
Old : 100.0: 31.9 12.9 0.1 0.0 21.4 32.0 34.4: 68.0 65.6
Other: 100.0: 54.4 24.0 0.4 0.0 19.9 54.8 44.4: 45.2 55.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 8 6 0 11 7 23:
Old : 24: 5 8 4 0 11 7 21:
Other: 13: 1 6 1 0 6 1 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 : 30.7 16.3 32.6 22.7 30.4 16.3 32.1 22.7
Old : 31.6 16.3 32.0 22.6 31.5 16.3 31.9 22.6
Other: 54.8 27.5 54.8 41.7 54.4 27.5 54.4 41.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 472,864: 144,143 33,035 106,141 183,550 306,883 433,834 446,059: 39,030 26,806
Old : 455,926: 140,100 34,152 101,318 177,306 294,777 418,725 430,248: 37,201 25,679
Other: 16,938: 7,721 2,561 1,144 6,244 12,106 15,109 15,811: 1,829 1,127
: : :
: : Changes in Commitments from: September 5, 2017 :
: 14,780: 10,589 340 3,878 3,229 11,547 17,696 15,765: -2,916 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.0 22.4 38.8 64.9 91.7 94.3: 8.3 5.7
Old : 100.0: 30.7 7.5 22.2 38.9 64.7 91.8 94.4: 8.2 5.6
Other: 100.0: 45.6 15.1 6.8 36.9 71.5 89.2 93.3: 10.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 106 63 129 87 87 279 235:
Old : 323: 112 65 126 86 86 277 232:
Other: 55: 11 13 10 18 18 35 35:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 35.1 18.9 41.6 10.3 33.9 16.8 40.2
Old : 12.7 35.1 19.7 41.8 10.7 34.2 17.2 40.6
Other: 42.3 50.4 66.0 65.7 41.1 49.6 60.3 62.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 888,076: 179,918 129,065 123,468 413,775 470,658 717,160 723,190: 170,916 164,886
Old : 888,076: 179,918 129,065 123,468 413,775 470,658 717,160 723,190: 170,916 164,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 8,723: 349 -7,026 26,768 -11,564 12,950 15,553 32,692: -6,831 -23,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 14.5 13.9 46.6 53.0 80.8 81.4: 19.2 18.6
Old : 100.0: 20.3 14.5 13.9 46.6 53.0 80.8 81.4: 19.2 18.6
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 : 175: 41 37 54 72 84 141 147:
Old : 175: 41 37 54 72 84 141 147:
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 : 19.1 22.0 26.7 33.1 13.1 16.3 19.3 23.9
Old : 19.1 22.0 26.7 33.1 13.1 16.3 19.3 23.9
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, September 12, 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 : 842,404: 61,444 149,487 16,891 644,909 583,984 723,244 750,362: 119,160 92,042
Old : 842,404: 61,444 149,487 16,891 644,909 583,984 723,244 750,362: 119,160 92,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -43,541: -10,796 -21,190 -60 -33,644 -27,314 -44,499 -48,564: 958 5,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.7 2.0 76.6 69.3 85.9 89.1: 14.1 10.9
Old : 100.0: 7.3 17.7 2.0 76.6 69.3 85.9 89.1: 14.1 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 : 113: 13 12 14 66 68 89 84:
Old : 113: 13 12 14 66 68 89 84:
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 : 23.3 40.5 36.9 52.5 18.0 39.8 28.3 49.6
Old : 23.3 40.5 36.9 52.5 18.0 39.8 28.3 49.6
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, September 12, 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 : 1,532: 729 239 156 433 957 1,318 1,352: 214 180
Old : 1,532: 729 239 156 433 957 1,318 1,352: 214 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -94: -110 -139 21 2 64 -87 -54: -7 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 15.6 10.2 28.3 62.5 86.0 88.3: 14.0 11.7
Old : 100.0: 47.6 15.6 10.2 28.3 62.5 86.0 88.3: 14.0 11.7
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 : 22: 11 2 3 5 6 16 11:
Old : 22: 11 2 3 5 6 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 71.5 63.3 82.9 37.3 70.1 54.7 75.3
Old : 42.1 71.5 63.3 82.9 37.3 70.1 54.7 75.3
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, September 12, 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 : 424,870: 68,423 81,690 89,807 221,091 219,562 379,322 391,059: 45,547 33,810
Old : 408,202: 68,977 81,666 84,080 211,042 210,169 364,099 375,915: 44,102 32,286
Other: 16,668: 1,795 2,373 3,378 10,050 9,393 15,223 15,144: 1,445 1,524
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,255: 581 -1,731 -2,109 3,696 5,642 2,168 1,802: 87 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.2 21.1 52.0 51.7 89.3 92.0: 10.7 8.0
Old : 100.0: 16.9 20.0 20.6 51.7 51.5 89.2 92.1: 10.8 7.9
Other: 100.0: 10.8 14.2 20.3 60.3 56.4 91.3 90.9: 8.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 62 72 95 108 92 229 220:
Old : 281: 69 73 91 107 90 227 215:
Other: 77: 9 21 19 30 20 55 47:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 21.3 19.8 27.9 13.0 17.6 17.9 22.9
Old : 14.0 21.1 20.2 27.9 13.5 17.7 18.5 23.3
Other: 31.3 36.2 49.4 54.2 26.0 27.2 37.7 38.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 11,337: 3,846 2,073 722 4,402 7,408 8,970 10,203: 2,367 1,134
Old : 11,337: 3,846 2,073 722 4,402 7,408 8,970 10,203: 2,367 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 652: -32 351 179 494 167 641 697: 11 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 18.3 6.4 38.8 65.3 79.1 90.0: 20.9 10.0
Old : 100.0: 33.9 18.3 6.4 38.8 65.3 79.1 90.0: 20.9 10.0
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 : 77: 32 18 15 17 17 56 43:
Old : 77: 32 18 15 17 17 56 43:
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 : 33.6 50.4 43.6 64.6 33.6 50.1 43.1 64.1
Old : 33.6 50.4 43.6 64.6 33.6 50.1 43.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 1,600,081: 290,874 378,751 105,328 1,063,548 954,317 1,459,750 1,438,396: 140,331 161,685
Old : 1,600,081: 290,874 378,751 105,328 1,063,548 954,317 1,459,750 1,438,396: 140,331 161,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 27,406: 42,442 -21,051 -4,095 -8,502 38,904 29,845 13,757: -2,439 13,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.7 6.6 66.5 59.6 91.2 89.9: 8.8 10.1
Old : 100.0: 18.2 23.7 6.6 66.5 59.6 91.2 89.9: 8.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 55 56 43 121 123 196 202:
Old : 282: 55 56 43 121 123 196 202:
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 : 20.1 26.3 30.8 38.7 19.7 24.8 29.7 33.4
Old : 20.1 26.3 30.8 38.7 19.7 24.8 29.7 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 4,035,846: 861,857 597,509 563,920 2,205,645 2,320,387 3,631,421 3,481,816: 404,424 554,029
Old : 4,035,846: 861,857 597,509 563,920 2,205,645 2,320,387 3,631,421 3,481,816: 404,424 554,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -153,806: -10,235 -57,002 -3,996 -147,037 -88,469 -161,268 -149,467: 7,462 -4,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 14.8 14.0 54.7 57.5 90.0 86.3: 10.0 13.7
Old : 100.0: 21.4 14.8 14.0 54.7 57.5 90.0 86.3: 10.0 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 : 418: 83 96 113 185 204 330 351:
Old : 418: 83 96 113 185 204 330 351:
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 : 24.7 13.1 33.4 21.8 22.1 9.5 27.3 14.2
Old : 24.7 13.1 33.4 21.8 22.1 9.5 27.3 14.2
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, September 12, 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 : 421,713: 88,873 51,351 4,290 245,929 230,519 339,092 286,160: 82,621 135,553
Old : 421,713: 88,873 51,351 4,290 245,929 230,519 339,092 286,160: 82,621 135,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -5,442: 1,032 -8,956 -568 -4,496 -5,173 -4,032 -14,697: -1,410 9,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.2 1.0 58.3 54.7 80.4 67.9: 19.6 32.1
Old : 100.0: 21.1 12.2 1.0 58.3 54.7 80.4 67.9: 19.6 32.1
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 : 65: 11 6 5 37 39 50 48:
Old : 65: 11 6 5 37 39 50 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 : 36.4 28.4 49.0 38.3 36.1 27.4 48.6 35.7
Old : 36.4 28.4 49.0 38.3 36.1 27.4 48.6 35.7
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, September 12, 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 : 3,344,735: 581,806 677,895 190,197 2,258,886 2,107,410 3,030,890 2,975,501: 313,846 369,234
Old : 3,344,735: 581,806 677,895 190,197 2,258,886 2,107,410 3,030,890 2,975,501: 313,846 369,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: -54,402: -10,542 27,223 11,264 -67,191 -108,224 -66,469 -69,737: 12,066 15,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.3 5.7 67.5 63.0 90.6 89.0: 9.4 11.0
Old : 100.0: 17.4 20.3 5.7 67.5 63.0 90.6 89.0: 9.4 11.0
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 : 308: 59 61 61 129 156 222 244:
Old : 308: 59 61 61 129 156 222 244:
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 : 31.2 22.4 42.2 32.3 27.4 22.0 36.9 31.0
Old : 31.2 22.4 42.2 32.3 27.4 22.0 36.9 31.0
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, September 12, 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 : 1,737,117: 50,942 248,343 413,387 1,233,433 1,005,279 1,697,762 1,667,008: 39,355 70,108
Old : 1,737,117: 50,942 248,343 413,387 1,233,433 1,005,279 1,697,762 1,667,008: 39,355 70,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 43,724: 10,697 -35,830 20,573 8,275 56,032 39,545 40,775: 4,179 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 14.3 23.8 71.0 57.9 97.7 96.0: 2.3 4.0
Old : 100.0: 2.9 14.3 23.8 71.0 57.9 97.7 96.0: 2.3 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 : 172: 22 56 48 64 81 117 162:
Old : 172: 22 56 48 64 81 117 162:
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 23.0 48.6 34.7 22.2 10.6 29.3 15.2
Old : 32.6 23.0 48.6 34.7 22.2 10.6 29.3 15.2
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, September 12, 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 : 85,091: 47,306 5,745 3,189 24,504 65,402 74,999 74,337: 10,092 10,754
Old : 85,091: 47,306 5,745 3,189 24,504 65,402 74,999 74,337: 10,092 10,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 9,444: 1,091 -808 815 6,800 8,079 8,706 8,086: 738 1,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 6.8 3.7 28.8 76.9 88.1 87.4: 11.9 12.6
Old : 100.0: 55.6 6.8 3.7 28.8 76.9 88.1 87.4: 11.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 50 16 12 33 36 88 61:
Old : 120: 50 16 12 33 36 88 61:
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 : 24.7 33.6 38.4 53.1 21.8 31.2 33.5 48.3
Old : 24.7 33.6 38.4 53.1 21.8 31.2 33.5 48.3
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, September 12, 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 : 170,182: 94,611 11,490 6,379 49,009 130,805 149,998 148,674: 20,184 21,508
Old : 170,182: 94,611 11,490 6,379 49,009 130,805 149,998 148,674: 20,184 21,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 18,889: 2,182 -1,617 1,630 13,600 16,158 17,413 16,171: 1,476 2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 6.8 3.7 28.8 76.9 88.1 87.4: 11.9 12.6
Old : 100.0: 55.6 6.8 3.7 28.8 76.9 88.1 87.4: 11.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 50 16 12 33 36 88 61:
Old : 120: 50 16 12 33 36 88 61:
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 : 24.7 33.6 38.4 53.1 21.8 31.2 33.5 48.3
Old : 24.7 33.6 38.4 53.1 21.8 31.2 33.5 48.3
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, September 12, 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 : 65,407: 49,174 64,702 671 15,462 0 65,307 65,373: 100 34
Old : 65,407: 49,174 64,702 671 15,462 0 65,307 65,373: 100 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 17,009: 16,397 16,479 586 0 0 16,983 17,065: 26 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 98.9 1.0 23.6 0.0 99.8 99.9: 0.2 0.1
Old : 100.0: 75.2 98.9 1.0 23.6 0.0 99.8 99.9: 0.2 0.1
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 : 39: 23 12 2 3 0 28 13:
Old : 39: 23 12 2 3 0 28 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 : 68.3 87.7 88.9 97.1 68.3 87.7 88.9 97.0
Old : 68.3 87.7 88.9 97.1 68.3 87.7 88.9 97.0
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, September 12, 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 : 37,613: 22,360 5,493 1,125 14,073 30,959 37,558 37,577: 55 36
Old : 37,613: 22,360 5,493 1,125 14,073 30,959 37,558 37,577: 55 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 4,086: -133 -483 809 3,410 3,811 4,086 4,137: 0 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 14.6 3.0 37.4 82.3 99.9 99.9: 0.1 0.1
Old : 100.0: 59.4 14.6 3.0 37.4 82.3 99.9 99.9: 0.1 0.1
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 : 49: 9 15 4 8 21 19 38:
Old : 49: 9 15 4 8 21 19 38:
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 : 74.2 46.0 92.4 66.5 70.7 38.5 84.0 57.2
Old : 74.2 46.0 92.4 66.5 70.7 38.5 84.0 57.2
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, September 12, 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 : 22,890: 10,963 4,561 1,970 9,911 16,296 22,844 22,827: 46 63
Old : 22,890: 10,963 4,561 1,970 9,911 16,296 22,844 22,827: 46 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 2,375: 770 -87 1,966 -362 513 2,374 2,392: 1 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 19.9 8.6 43.3 71.2 99.8 99.7: 0.2 0.3
Old : 100.0: 47.9 19.9 8.6 43.3 71.2 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 : 30: 11 7 3 4 9 16 18:
Old : 30: 11 7 3 4 9 16 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 : 82.5 61.3 97.7 85.9 73.9 61.3 88.5 80.4
Old : 82.5 61.3 97.7 85.9 73.9 61.3 88.5 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017