WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 533,550: 146,775 190,084 155,579 188,727 140,009 491,081 485,672: 42,469 47,878
Old : 462,343: 130,459 180,489 131,072 163,349 111,990 424,880 423,551: 37,463 38,792
Other: 71,206: 24,999 18,278 15,824 25,378 28,018 66,201 62,120: 5,006 9,086
: : :
: : Changes in Commitments from: September 19, 2017 :
: -14,717: -4,408 -10,075 -8,011 1,361 3,004 -11,058 -15,082: -3,659 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 35.6 29.2 35.4 26.2 92.0 91.0: 8.0 9.0
Old : 100.0: 28.2 39.0 28.3 35.3 24.2 91.9 91.6: 8.1 8.4
Other: 100.0: 35.1 25.7 22.2 35.6 39.3 93.0 87.2: 7.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 134 153 155 115 115 337 342:
Old : 429: 131 148 143 113 111 326 328:
Other: 183: 45 45 43 50 73 115 145:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.3 18.8 16.5 8.2 8.1 15.0 14.2
Old : 11.3 9.2 19.6 16.7 8.8 8.5 16.3 15.3
Other: 33.1 23.6 44.5 33.9 29.4 18.6 36.6 26.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 282,723: 97,429 74,089 39,959 119,835 144,657 257,222 258,706: 25,501 24,018
Old : 246,016: 95,624 73,848 27,877 99,513 126,392 223,014 228,116: 23,002 17,900
Other: 36,707: 10,726 9,163 3,161 20,321 18,266 34,208 30,589: 2,499 6,118
: : :
: : Changes in Commitments from: September 19, 2017 :
: -5,819: -4,408 -3,063 -3,326 984 17 -6,750 -6,372: 931 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 26.2 14.1 42.4 51.2 91.0 91.5: 9.0 8.5
Old : 100.0: 38.9 30.0 11.3 40.4 51.4 90.7 92.7: 9.3 7.3
Other: 100.0: 29.2 25.0 8.6 55.4 49.8 93.2 83.3: 6.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 78 53 62 91 84 192 179:
Old : 251: 74 57 54 89 81 185 170:
Other: 117: 21 26 20 33 53 65 89:
:----------------------------------------------------------------------------------------------------
: 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 20.4 25.5 30.1 12.6 16.5 19.3 25.0
Old : 16.4 23.3 26.7 33.4 15.4 22.1 23.3 31.2
Other: 39.8 25.0 57.6 41.9 39.8 24.3 55.6 40.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,756,920: 353,231 408,083 423,529 736,435 705,179 1,513,195 1,536,791: 243,725 220,129
Old : 1,627,835: 353,903 416,228 373,043 664,708 641,888 1,391,653 1,431,159: 236,182 196,676
Other: 129,085: 32,075 24,601 17,739 71,728 63,292 121,541 105,632: 7,543 23,453
: : :
: : Changes in Commitments from: September 19, 2017 :
: -28,635: 2,215 3,072 -25,931 -4,928 -46 -28,643 -22,905: 8 -5,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.2 24.1 41.9 40.1 86.1 87.5: 13.9 12.5
Old : 100.0: 21.7 25.6 22.9 40.8 39.4 85.5 87.9: 14.5 12.1
Other: 100.0: 24.8 19.1 13.7 55.6 49.0 94.2 81.8: 5.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 209 177 226 333 315 654 625:
Old : 788: 223 173 213 331 306 645 609:
Other: 342: 44 66 41 81 193 150 276:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 11.9 14.3 17.6 7.8 10.0 13.2 14.7
Old : 8.8 12.7 14.8 18.3 8.7 10.7 14.2 15.7
Other: 25.0 22.5 38.2 32.8 25.0 19.6 35.3 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,141: 1,855 451 1,559 1,461 4,361 4,875 6,371: 2,265 770
Old : 7,113: 1,855 451 1,559 1,457 4,361 4,871 6,371: 2,241 742
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: September 19, 2017 :
: 225: 70 11 52 233 220 356 283: -131 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.3 21.8 20.5 61.1 68.3 89.2: 31.7 10.8
Old : 100.0: 26.1 6.3 21.9 20.5 61.3 68.5 89.6: 31.5 10.4
Other: 100.0: 0.0 0.0 0.0 14.3 0.0 14.3 0.0: 85.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 6 8 10 13 30 22:
Old : 37: 15 6 8 10 13 30 22:
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 : 27.6 52.2 39.0 67.5 17.5 37.7 27.3 50.4
Old : 27.6 52.4 39.1 67.7 17.6 37.9 27.4 50.7
Other: 14.3 0.0 14.3 0.0 14.3 0.0 14.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 819,398: 145,682 111,066 223,174 393,154 387,617 762,010 721,857: 57,388 97,541
Old : 780,877: 144,274 110,984 210,754 372,249 366,386 727,278 688,124: 53,599 92,753
Other: 38,522: 10,191 8,865 3,637 20,905 21,232 34,733 33,734: 3,789 4,788
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,939: 5,571 -7,834 -12,401 2,971 17,250 -3,859 -2,985: 1,920 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 13.6 27.2 48.0 47.3 93.0 88.1: 7.0 11.9
Old : 100.0: 18.5 14.2 27.0 47.7 46.9 93.1 88.1: 6.9 11.9
Other: 100.0: 26.5 23.0 9.4 54.3 55.1 90.2 87.6: 9.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 164 204 256 187 212 504 544:
Old : 635: 164 207 253 185 211 499 542:
Other: 210: 45 38 35 48 101 110 157:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 11.0 21.5 17.9 13.7 7.6 19.0 12.2
Old : 15.1 11.0 22.2 17.7 14.1 8.0 19.7 12.8
Other: 29.1 50.0 42.3 59.2 29.1 49.5 42.3 57.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 465,056: 137,165 38,704 110,262 179,659 285,998 427,086 434,964: 37,970 30,092
Old : 445,745: 130,813 40,181 105,068 173,630 272,054 409,511 417,302: 36,234 28,442
Other: 19,311: 9,870 2,042 1,676 6,029 13,944 17,575 17,662: 1,736 1,649
: : :
: : Changes in Commitments from: September 19, 2017 :
: -8,088: -5,536 4,204 5,776 -7,411 -19,154 -7,171 -9,173: -917 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.3 23.7 38.6 61.5 91.8 93.5: 8.2 6.5
Old : 100.0: 29.3 9.0 23.6 39.0 61.0 91.9 93.6: 8.1 6.4
Other: 100.0: 51.1 10.6 8.7 31.2 72.2 91.0 91.5: 9.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 108 73 129 82 81 266 240:
Old : 321: 114 74 124 81 81 262 238:
Other: 58: 16 13 11 18 15 42 31:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 33.1 19.9 39.4 10.2 31.3 16.3 37.1
Old : 13.2 32.7 20.8 39.1 10.6 30.9 17.0 36.8
Other: 38.6 53.5 59.9 69.4 37.9 52.4 57.3 67.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 835,537: 179,464 123,134 89,925 401,178 455,176 670,567 668,234: 164,970 167,302
Old : 835,537: 179,464 123,134 89,925 401,178 455,176 670,567 668,234: 164,970 167,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -31,689: 4,449 13,472 -20,398 -3,236 -18,225 -19,186 -25,151: -12,504 -6,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.7 10.8 48.0 54.5 80.3 80.0: 19.7 20.0
Old : 100.0: 21.5 14.7 10.8 48.0 54.5 80.3 80.0: 19.7 20.0
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 : 176: 47 32 48 72 79 138 140:
Old : 176: 47 32 48 72 79 138 140:
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 : 21.5 22.5 29.6 34.9 15.4 16.8 22.3 25.1
Old : 21.5 22.5 29.6 34.9 15.4 16.8 22.3 25.1
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 26, 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 : 826,123: 54,836 153,564 9,739 644,363 570,131 708,938 733,434: 117,186 92,689
Old : 826,123: 54,836 153,564 9,739 644,363 570,131 708,938 733,434: 117,186 92,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,802: -2,950 7,946 -2,340 2,157 -4,498 -3,133 1,108: 4,935 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.6 1.2 78.0 69.0 85.8 88.8: 14.2 11.2
Old : 100.0: 6.6 18.6 1.2 78.0 69.0 85.8 88.8: 14.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 13 11 9 64 66 82 81:
Old : 110: 13 11 9 64 66 82 81:
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 : 23.6 41.1 37.1 53.2 17.5 41.0 27.6 51.0
Old : 23.6 41.1 37.1 53.2 17.5 41.0 27.6 51.0
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 26, 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 : 1,711: 908 307 232 225 1,090 1,365 1,629: 346 82
Old : 1,711: 908 307 232 225 1,090 1,365 1,629: 346 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 17.9 13.6 13.2 63.7 79.8 95.2: 20.2 4.8
Old : 100.0: 53.1 17.9 13.6 13.2 63.7 79.8 95.2: 20.2 4.8
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 : 23: 10 4 3 4 7 17 11:
Old : 23: 10 4 3 4 7 17 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 : 43.6 70.4 62.7 89.4 42.5 62.1 54.5 73.8
Old : 43.6 70.4 62.7 89.4 42.5 62.1 54.5 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 402,229: 77,664 60,012 75,736 205,210 235,206 358,610 370,953: 43,619 31,276
Old : 379,032: 78,082 60,166 69,457 189,901 220,149 337,440 349,771: 41,591 29,260
Other: 23,198: 1,836 2,100 4,025 15,309 15,057 21,170 21,181: 2,028 2,016
: : :
: : Changes in Commitments from: September 19, 2017 :
: -13,322: 5,647 -9,215 -9,033 -8,393 5,741 -11,779 -12,507: -1,543 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 14.9 18.8 51.0 58.5 89.2 92.2: 10.8 7.8
Old : 100.0: 20.6 15.9 18.3 50.1 58.1 89.0 92.3: 11.0 7.7
Other: 100.0: 7.9 9.1 17.3 66.0 64.9 91.3 91.3: 8.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 74 64 97 100 97 229 216:
Old : 271: 77 66 94 100 96 228 213:
Other: 75: 17 12 20 30 21 56 46:
:----------------------------------------------------------------------------------------------------
: 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 27.0 21.2 33.5 13.2 24.3 18.5 29.6
Old : 15.2 27.1 21.9 33.7 13.9 24.8 19.4 30.4
Other: 33.8 36.7 54.3 58.0 29.4 31.9 39.6 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 11,398: 2,915 2,217 935 5,462 7,098 9,313 10,251: 2,085 1,147
Old : 11,398: 2,915 2,217 935 5,462 7,098 9,313 10,251: 2,085 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -158: -933 -98 244 763 -315 73 -169: -231 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 19.5 8.2 47.9 62.3 81.7 89.9: 18.3 10.1
Old : 100.0: 25.6 19.5 8.2 47.9 62.3 81.7 89.9: 18.3 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 : 70: 23 18 13 17 19 46 45:
Old : 70: 23 18 13 17 19 46 45:
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 : 39.5 49.0 50.3 62.6 39.1 47.6 49.9 61.2
Old : 39.5 49.0 50.3 62.6 39.1 47.6 49.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,718,163: 278,593 443,370 120,852 1,192,799 995,510 1,592,244 1,559,731: 125,918 158,431
Old : 1,718,163: 278,593 443,370 120,852 1,192,799 995,510 1,592,244 1,559,731: 125,918 158,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 79,348: 16,502 83,429 6,004 62,636 -10,770 85,141 78,664: -5,793 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.8 7.0 69.4 57.9 92.7 90.8: 7.3 9.2
Old : 100.0: 16.2 25.8 7.0 69.4 57.9 92.7 90.8: 7.3 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 52 56 43 117 125 195 198:
Old : 278: 52 56 43 117 125 195 198:
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 : 22.2 24.1 31.8 35.0 21.1 22.8 29.9 31.0
Old : 22.2 24.1 31.8 35.0 21.1 22.8 29.9 31.0
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 26, 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 : 3,780,495: 854,551 616,969 462,638 2,073,065 2,168,518 3,390,254 3,248,124: 390,241 532,371
Old : 3,780,495: 854,551 616,969 462,638 2,073,065 2,168,518 3,390,254 3,248,124: 390,241 532,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -225,720: -56,766 -11,565 -80,353 -70,240 -121,463 -207,359 -213,380: -18,361 -12,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 16.3 12.2 54.8 57.4 89.7 85.9: 10.3 14.1
Old : 100.0: 22.6 16.3 12.2 54.8 57.4 89.7 85.9: 10.3 14.1
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 : 413: 81 98 108 175 203 316 349:
Old : 413: 81 98 108 175 203 316 349:
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 12.0 33.1 20.9 22.3 9.5 28.7 13.8
Old : 24.9 12.0 33.1 20.9 22.3 9.5 28.7 13.8
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 26, 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 : 422,597: 79,088 58,492 7,038 252,709 227,360 338,835 292,890: 83,762 129,707
Old : 422,597: 79,088 58,492 7,038 252,709 227,360 338,835 292,890: 83,762 129,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,655: -13,056 6,334 118 8,182 -9,090 -4,756 -2,638: 3,101 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.8 1.7 59.8 53.8 80.2 69.3: 19.8 30.7
Old : 100.0: 18.7 13.8 1.7 59.8 53.8 80.2 69.3: 19.8 30.7
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 : 70: 11 9 7 39 42 54 54:
Old : 70: 11 9 7 39 42 54 54:
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 : 36.9 27.8 49.1 37.8 36.7 27.1 48.7 35.5
Old : 36.9 27.8 49.1 37.8 36.7 27.1 48.7 35.5
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, September 26, 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 : 3,169,787: 427,101 648,634 200,612 2,260,014 1,932,018 2,887,728 2,781,264: 282,059 388,522
Old : 3,169,787: 427,101 648,634 200,612 2,260,014 1,932,018 2,887,728 2,781,264: 282,059 388,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -53,125: -31,706 -11,266 -18,279 13,869 -31,478 -36,116 -61,024: -17,009 7,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.5 6.3 71.3 61.0 91.1 87.7: 8.9 12.3
Old : 100.0: 13.5 20.5 6.3 71.3 61.0 91.1 87.7: 8.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 52 70 62 123 146 212 241:
Old : 301: 52 70 62 123 146 212 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 19.5 44.1 29.4 28.8 19.3 38.9 27.6
Old : 33.2 19.5 44.1 29.4 28.8 19.3 38.9 27.6
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, September 26, 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 : 1,603,624: 81,312 222,590 321,960 1,164,491 985,646 1,567,763 1,530,195: 35,861 73,429
Old : 1,603,624: 81,312 222,590 321,960 1,164,491 985,646 1,567,763 1,530,195: 35,861 73,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -49,038: 17,942 -13,344 -25,827 -40,527 -17,653 -48,412 -56,824: -626 7,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.9 20.1 72.6 61.5 97.8 95.4: 2.2 4.6
Old : 100.0: 5.1 13.9 20.1 72.6 61.5 97.8 95.4: 2.2 4.6
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 : 163: 25 50 51 61 75 118 152:
Old : 163: 25 50 51 61 75 118 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 23.3 51.8 34.3 27.3 12.6 32.3 16.5
Old : 38.6 23.3 51.8 34.3 27.3 12.6 32.3 16.5
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 26, 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 : 79,422: 53,396 5,408 1,436 14,835 62,394 69,667 69,238: 9,755 10,184
Old : 79,422: 53,396 5,408 1,436 14,835 62,394 69,667 69,238: 9,755 10,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,020: 3,805 -667 -577 -1,096 3,107 2,132 1,862: -112 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 6.8 1.8 18.7 78.6 87.7 87.2: 12.3 12.8
Old : 100.0: 67.2 6.8 1.8 18.7 78.6 87.7 87.2: 12.3 12.8
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 : 122: 55 18 9 26 33 85 56:
Old : 122: 55 18 9 26 33 85 56:
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 : 25.6 40.7 39.8 59.2 24.4 39.6 38.6 58.1
Old : 25.6 40.7 39.8 59.2 24.4 39.6 38.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 158,844: 106,792 10,816 2,871 29,671 124,789 139,334 138,476: 19,511 20,369
Old : 158,844: 106,792 10,816 2,871 29,671 124,789 139,334 138,476: 19,511 20,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 4,041: 7,610 -1,335 -1,154 -2,192 6,214 4,264 3,725: -223 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 6.8 1.8 18.7 78.6 87.7 87.2: 12.3 12.8
Old : 100.0: 67.2 6.8 1.8 18.7 78.6 87.7 87.2: 12.3 12.8
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 : 122: 55 18 9 26 33 85 56:
Old : 122: 55 18 9 26 33 85 56:
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 : 25.6 40.7 39.8 59.2 24.4 39.6 38.6 58.1
Old : 25.6 40.7 39.8 59.2 24.4 39.6 38.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 71,881: 56,841 71,763 85 14,875 0 71,801 71,848: 80 33
Old : 71,881: 56,841 71,763 85 14,875 0 71,801 71,848: 80 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -30,437: -5,666 -6,159 -24,276 -499 0 -30,441 -30,435: 4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 99.8 0.1 20.7 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 79.1 99.8 0.1 20.7 0.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 20 11 1 2 0 23 11:
Old : 33: 20 11 1 2 0 23 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 : 69.6 91.5 90.3 99.2 69.6 91.5 90.3 99.1
Old : 69.6 91.5 90.3 99.2 69.6 91.5 90.3 99.1
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 26, 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 : 28,547: 13,396 5,491 5 15,097 22,979 28,498 28,475: 49 72
Old : 28,547: 13,396 5,491 5 15,097 22,979 28,498 28,475: 49 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,169: 584 205 2 589 962 1,175 1,169: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 19.2 0.0 52.9 80.5 99.8 99.7: 0.2 0.3
Old : 100.0: 46.9 19.2 0.0 52.9 80.5 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 : 49: 10 15 1 7 19 17 35:
Old : 49: 10 15 1 7 19 17 35:
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 : 73.2 44.8 93.4 66.4 73.2 44.8 93.4 66.4
Old : 73.2 44.8 93.4 66.4 73.2 44.8 93.4 66.4
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 26, 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 : 21,160: 15,752 5,649 63 5,247 15,396 21,062 21,108: 98 52
Old : 21,160: 15,752 5,649 63 5,247 15,396 21,062 21,108: 98 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,042: -854 733 14 1,871 287 1,031 1,034: 11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 26.7 0.3 24.8 72.8 99.5 99.8: 0.5 0.2
Old : 100.0: 74.4 26.7 0.3 24.8 72.8 99.5 99.8: 0.5 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 : 31: 11 7 1 3 11 15 18:
Old : 31: 11 7 1 3 11 15 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 : 91.4 61.2 97.6 85.0 91.4 61.2 97.0 85.0
Old : 91.4 61.2 97.6 85.0 91.4 61.2 97.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017