WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 583,852: 145,631 187,733 188,840 205,345 156,930 539,815 533,502: 44,037 50,350
Old : 492,092: 133,448 178,148 151,122 168,807 122,697 453,377 451,967: 38,714 40,125
Other: 91,761: 28,940 26,342 20,960 36,537 34,233 86,438 81,535: 5,323 10,225
: : :
: : Changes in Commitments from: October 3, 2017 :
: 31,800: 1,863 5,644 22,219 4,807 2,411 28,889 30,274: 2,911 1,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 32.2 32.3 35.2 26.9 92.5 91.4: 7.5 8.6
Old : 100.0: 27.1 36.2 30.7 34.3 24.9 92.1 91.8: 7.9 8.2
Other: 100.0: 31.5 28.7 22.8 39.8 37.3 94.2 88.9: 5.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 137 145 157 114 110 338 334:
Old : 424: 142 132 148 111 107 326 325:
Other: 179: 35 55 45 48 73 111 148:
:----------------------------------------------------------------------------------------------------
: 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 8.3 19.2 15.4 8.0 7.3 14.1 13.0
Old : 11.0 9.2 19.8 16.6 8.8 8.0 14.8 14.0
Other: 28.0 21.0 45.9 33.7 27.5 18.6 37.8 26.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 297,387: 92,214 81,209 48,436 131,004 141,562 271,654 271,208: 25,733 26,180
Old : 253,593: 90,582 81,216 31,929 108,362 121,026 230,873 234,171: 22,721 19,422
Other: 43,794: 12,466 10,828 5,673 22,643 20,536 40,782 37,037: 3,012 6,757
: : :
: : Changes in Commitments from: October 3, 2017 :
: 11,073: -628 8,287 5,040 6,020 -3,025 10,432 10,302: 641 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 27.3 16.3 44.1 47.6 91.3 91.2: 8.7 8.8
Old : 100.0: 35.7 32.0 12.6 42.7 47.7 91.0 92.3: 9.0 7.7
Other: 100.0: 28.5 24.7 13.0 51.7 46.9 93.1 84.6: 6.9 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 55 71 92 83 200 186:
Old : 253: 80 55 61 87 78 190 173:
Other: 130: 27 28 25 43 53 83 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 18.3 27.5 27.2 12.1 14.2 19.6 22.5
Old : 18.8 20.9 29.1 30.7 16.3 19.4 24.7 28.7
Other: 33.3 23.7 48.4 40.0 33.2 23.0 47.8 38.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 1,833,377: 347,846 430,590 462,472 773,197 708,998 1,583,514 1,602,059: 249,863 231,318
Old : 1,685,180: 347,726 439,285 409,310 686,741 633,238 1,443,777 1,481,833: 241,403 203,347
Other: 148,198: 33,572 24,757 19,710 86,455 75,759 139,737 120,226: 8,461 27,971
: : :
: : Changes in Commitments from: October 3, 2017 :
: 28,680: -2,162 15,161 10,337 11,974 -2,647 20,149 22,851: 8,531 5,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.5 25.2 42.2 38.7 86.4 87.4: 13.6 12.6
Old : 100.0: 20.6 26.1 24.3 40.8 37.6 85.7 87.9: 14.3 12.1
Other: 100.0: 22.7 16.7 13.3 58.3 51.1 94.3 81.1: 5.7 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 211 191 234 340 316 663 641:
Old : 800: 226 182 225 338 309 657 627:
Other: 359: 52 66 43 85 199 162 285:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 11.5 13.9 17.0 7.5 10.1 12.5 14.3
Old : 8.1 11.6 13.9 17.2 8.1 10.2 13.2 14.7
Other: 29.1 24.8 41.8 36.4 29.0 23.4 39.2 31.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 6,978: 1,878 480 1,521 1,372 4,301 4,771 6,302: 2,207 676
Old : 6,950: 1,878 480 1,521 1,368 4,301 4,767 6,302: 2,183 648
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: October 3, 2017 :
: 147: -15 0 -21 216 229 180 208: -33 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.9 21.8 19.7 61.6 68.4 90.3: 31.6 9.7
Old : 100.0: 27.0 6.9 21.9 19.7 61.9 68.6 90.7: 31.4 9.3
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 : 35: 15 5 8 11 12 30 21:
Old : 35: 15 5 8 11 12 30 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 : 24.3 55.6 37.3 70.1 20.2 44.4 30.9 55.9
Old : 24.4 55.8 37.4 70.4 20.3 44.6 31.1 56.2
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, October 10, 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 : 877,789: 139,061 98,447 240,125 433,885 437,444 813,071 776,015: 64,718 101,774
Old : 831,508: 137,283 96,228 226,486 406,924 412,799 770,693 735,513: 60,815 95,995
Other: 46,281: 10,384 10,824 5,033 26,961 24,645 42,378 40,502: 3,903 5,779
: : :
: : Changes in Commitments from: October 3, 2017 :
: 29,097: -7,340 -12,964 11,410 20,828 29,066 24,899 27,513: 4,198 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.2 27.4 49.4 49.8 92.6 88.4: 7.4 11.6
Old : 100.0: 16.5 11.6 27.2 48.9 49.6 92.7 88.5: 7.3 11.5
Other: 100.0: 22.4 23.4 10.9 58.3 53.3 91.6 87.5: 8.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 633: 168 194 267 190 207 518 544:
Old : 629: 176 188 263 189 205 513 539:
Other: 219: 41 52 36 54 97 115 166:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 11.8 22.0 18.9 12.2 7.5 17.1 12.0
Old : 15.0 11.5 22.0 18.5 12.7 7.9 17.9 12.1
Other: 35.2 47.7 46.5 58.0 35.2 46.6 46.5 56.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 461,218: 112,454 61,192 125,146 188,519 243,861 426,119 430,198: 35,099 31,020
Old : 437,416: 105,132 62,867 119,367 179,798 225,753 404,297 407,986: 33,119 29,430
Other: 23,802: 10,850 1,853 2,251 8,721 18,108 21,822 22,212: 1,980 1,590
: : :
: : Changes in Commitments from: October 3, 2017 :
: 10,887: -1,590 3,395 5,729 5,785 764 9,924 9,888: 963 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.3 27.1 40.9 52.9 92.4 93.3: 7.6 6.7
Old : 100.0: 24.0 14.4 27.3 41.1 51.6 92.4 93.3: 7.6 6.7
Other: 100.0: 45.6 7.8 9.5 36.6 76.1 91.7 93.3: 8.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 92 80 138 81 78 261 246:
Old : 317: 97 83 133 79 78 256 244:
Other: 64: 18 13 10 23 16 46 34:
:----------------------------------------------------------------------------------------------------
: 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 28.0 19.5 35.0 9.9 25.9 16.0 32.2
Old : 12.7 27.0 20.1 34.3 10.6 24.9 17.3 31.6
Other: 35.5 61.7 56.6 74.9 33.9 60.6 53.2 72.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 889,922: 160,747 125,317 117,632 444,163 465,266 722,543 708,215: 167,379 181,706
Old : 889,922: 160,747 125,317 117,632 444,163 465,266 722,543 708,215: 167,379 181,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 14,690: 8,631 -3,990 2,677 -995 9,900 10,313 8,587: 4,377 6,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.1 13.2 49.9 52.3 81.2 79.6: 18.8 20.4
Old : 100.0: 18.1 14.1 13.2 49.9 52.3 81.2 79.6: 18.8 20.4
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 : 177: 44 33 51 79 81 143 145:
Old : 177: 44 33 51 79 81 143 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 20.6 29.3 33.4 15.9 16.0 23.0 24.5
Old : 21.0 20.6 29.3 33.4 15.9 16.0 23.0 24.5
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, October 10, 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 : 828,176: 61,252 153,620 16,573 639,949 557,528 717,774 727,721: 110,403 100,455
Old : 828,176: 61,252 153,620 16,573 639,949 557,528 717,774 727,721: 110,403 100,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 8,789: -3,257 5,273 2,760 6,860 -3,880 6,362 4,153: 2,426 4,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 18.5 2.0 77.3 67.3 86.7 87.9: 13.3 12.1
Old : 100.0: 7.4 18.5 2.0 77.3 67.3 86.7 87.9: 13.3 12.1
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 : 108: 15 11 14 61 60 82 79:
Old : 108: 15 11 14 61 60 82 79:
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 : 24.1 40.4 37.9 51.9 18.1 40.4 28.4 49.6
Old : 24.1 40.4 37.9 51.9 18.1 40.4 28.4 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, October 10, 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 : 1,630: 973 384 196 87 857 1,256 1,437: 374 193
Old : 1,630: 973 384 196 87 857 1,256 1,437: 374 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -74: -48 62 -9 -39 -194 -96 -141: 22 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 23.6 12.0 5.3 52.6 77.1 88.2: 22.9 11.8
Old : 100.0: 59.7 23.6 12.0 5.3 52.6 77.1 88.2: 22.9 11.8
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 : 20: 9 4 4 2 6 13 12:
Old : 20: 9 4 4 2 6 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 63.0 68.2 79.4 48.0 62.9 59.8 73.4
Old : 51.0 63.0 68.2 79.4 48.0 62.9 59.8 73.4
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, October 10, 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 : 396,958: 80,585 49,241 84,389 185,742 231,295 350,716 364,925: 46,242 32,033
Old : 370,881: 80,317 50,642 76,928 169,276 213,123 326,522 340,693: 44,359 30,188
Other: 26,077: 2,837 1,169 4,892 16,465 18,172 24,194 24,232: 1,883 1,845
: : :
: : Changes in Commitments from: October 3, 2017 :
: -993: 2,473 -7,669 5,791 -11,527 -157 -3,263 -2,035: 2,270 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 12.4 21.3 46.8 58.3 88.4 91.9: 11.6 8.1
Old : 100.0: 21.7 13.7 20.7 45.6 57.5 88.0 91.9: 12.0 8.1
Other: 100.0: 10.9 4.5 18.8 63.1 69.7 92.8 92.9: 7.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 73 72 88 96 88 220 208:
Old : 269: 75 75 85 95 87 217 205:
Other: 80: 16 10 22 32 24 61 49:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 28.8 20.1 35.3 13.2 26.6 18.7 32.0
Old : 14.3 28.6 20.8 35.3 14.0 26.7 19.4 32.6
Other: 31.4 43.3 50.6 59.8 27.5 39.1 39.2 49.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 11,239: 2,044 2,088 1,205 5,899 6,710 9,148 10,003: 2,091 1,236
Old : 11,239: 2,044 2,088 1,205 5,899 6,710 9,148 10,003: 2,091 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -172: -145 -6 -130 65 -215 -211 -352: 38 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 18.6 10.7 52.5 59.7 81.4 89.0: 18.6 11.0
Old : 100.0: 18.2 18.6 10.7 52.5 59.7 81.4 89.0: 18.6 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 : 64: 23 16 14 17 16 43 43:
Old : 64: 23 16 14 17 16 43 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 : 42.1 47.3 51.3 61.1 41.7 45.9 50.9 59.7
Old : 42.1 47.3 51.3 61.1 41.7 45.9 50.9 59.7
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, October 10, 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 : 1,821,149: 236,401 479,117 139,921 1,323,668 1,037,546 1,699,990 1,656,585: 121,159 164,564
Old : 1,821,149: 236,401 479,117 139,921 1,323,668 1,037,546 1,699,990 1,656,585: 121,159 164,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 92,597: 14,022 43,125 -127 84,550 54,836 98,444 97,834: -5,848 -5,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 26.3 7.7 72.7 57.0 93.3 91.0: 6.7 9.0
Old : 100.0: 13.0 26.3 7.7 72.7 57.0 93.3 91.0: 6.7 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 : 281: 51 55 40 118 132 192 204:
Old : 281: 51 55 40 118 132 192 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 25.6 33.8 36.0 21.4 24.3 31.1 32.4
Old : 22.9 25.6 33.8 36.0 21.4 24.3 31.1 32.4
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, October 10, 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 : 3,895,918: 815,340 631,899 527,280 2,177,871 2,142,111 3,520,490 3,301,289: 375,427 594,628
Old : 3,895,918: 815,340 631,899 527,280 2,177,871 2,142,111 3,520,490 3,301,289: 375,427 594,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 77,084: -8,981 15,397 4,786 84,124 35,168 79,930 55,352: -2,846 21,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.2 13.5 55.9 55.0 90.4 84.7: 9.6 15.3
Old : 100.0: 20.9 16.2 13.5 55.9 55.0 90.4 84.7: 9.6 15.3
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 : 415: 76 102 108 181 208 318 357:
Old : 415: 76 102 108 181 208 318 357:
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 : 25.0 10.7 32.8 17.4 22.3 7.0 28.4 11.5
Old : 25.0 10.7 32.8 17.4 22.3 7.0 28.4 11.5
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, October 10, 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 : 426,431: 69,384 53,803 9,519 267,317 226,265 346,220 289,587: 80,211 136,844
Old : 426,431: 69,384 53,803 9,519 267,317 226,265 346,220 289,587: 80,211 136,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -5,602: -9,158 -2,769 2,418 2,559 -11,467 -4,181 -11,818: -1,421 6,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 12.6 2.2 62.7 53.1 81.2 67.9: 18.8 32.1
Old : 100.0: 16.3 12.6 2.2 62.7 53.1 81.2 67.9: 18.8 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 : 70: 11 8 8 39 41 55 52:
Old : 70: 11 8 8 39 41 55 52:
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 27.0 44.2 37.7 32.9 25.9 43.5 35.1
Old : 33.1 27.0 44.2 37.7 32.9 25.9 43.5 35.1
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, October 10, 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 : 3,242,050: 387,007 675,781 230,589 2,364,448 1,946,500 2,982,043 2,852,869: 260,008 389,181
Old : 3,242,050: 387,007 675,781 230,589 2,364,448 1,946,500 2,982,043 2,852,869: 260,008 389,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 26,076: -11,766 2,506 19,650 31,363 -4,120 39,248 18,037: -13,172 8,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.8 7.1 72.9 60.0 92.0 88.0: 8.0 12.0
Old : 100.0: 11.9 20.8 7.1 72.9 60.0 92.0 88.0: 8.0 12.0
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 : 314: 54 69 66 140 155 230 254:
Old : 314: 54 69 66 140 155 230 254:
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 : 32.9 17.9 43.8 28.7 29.4 17.2 39.3 25.4
Old : 32.9 17.9 43.8 28.7 29.4 17.2 39.3 25.4
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, October 10, 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 : 1,547,851: 79,145 203,937 321,689 1,111,620 951,452 1,512,453 1,477,077: 35,397 70,773
Old : 1,547,851: 79,145 203,937 321,689 1,111,620 951,452 1,512,453 1,477,077: 35,397 70,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 45,726: 26,652 5,924 10,398 4,671 25,181 41,720 41,502: 4,006 4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.2 20.8 71.8 61.5 97.7 95.4: 2.3 4.6
Old : 100.0: 5.1 13.2 20.8 71.8 61.5 97.7 95.4: 2.3 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 : 160: 18 56 45 64 74 115 149:
Old : 160: 18 56 45 64 74 115 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 23.0 50.7 34.6 27.9 12.6 33.0 17.9
Old : 37.8 23.0 50.7 34.6 27.9 12.6 33.0 17.9
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, October 10, 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 : 78,493: 49,300 8,269 1,706 16,284 58,701 67,289 68,675: 11,204 9,818
Old : 78,493: 49,300 8,269 1,706 16,284 58,701 67,289 68,675: 11,204 9,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 776: -604 1,479 49 1,121 13 566 1,541: 210 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 10.5 2.2 20.7 74.8 85.7 87.5: 14.3 12.5
Old : 100.0: 62.8 10.5 2.2 20.7 74.8 85.7 87.5: 14.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 49 23 11 28 32 82 61:
Old : 124: 49 23 11 28 32 82 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 : 26.5 37.7 40.4 56.4 25.1 36.5 39.0 55.1
Old : 26.5 37.7 40.4 56.4 25.1 36.5 39.0 55.1
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, October 10, 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 : 156,986: 98,600 16,538 3,411 32,567 117,401 134,578 137,351: 22,408 19,635
Old : 156,986: 98,600 16,538 3,411 32,567 117,401 134,578 137,351: 22,408 19,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,551: -1,207 2,957 98 2,241 27 1,132 3,082: 420 -1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 10.5 2.2 20.7 74.8 85.7 87.5: 14.3 12.5
Old : 100.0: 62.8 10.5 2.2 20.7 74.8 85.7 87.5: 14.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 49 23 11 28 32 82 61:
Old : 124: 49 23 11 28 32 82 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 : 26.5 37.7 40.4 56.4 25.1 36.5 39.0 55.1
Old : 26.5 37.7 40.4 56.4 25.1 36.5 39.0 55.1
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, October 10, 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 : 53,470: 38,567 53,336 85 14,748 0 53,400 53,421: 70 49
Old : 53,470: 38,567 53,336 85 14,748 0 53,400 53,421: 70 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 636: 1,361 636 0 -744 0 617 636: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 99.7 0.2 27.6 0.0 99.9 99.9: 0.1 0.1
Old : 100.0: 72.1 99.7 0.2 27.6 0.0 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 : 35: 21 12 1 2 0 24 12:
Old : 35: 21 12 1 2 0 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 88.6 89.9 98.8 64.7 88.6 89.9 98.6
Old : 64.7 88.6 89.9 98.8 64.7 88.6 89.9 98.6
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, October 10, 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 : 29,493: 13,737 5,224 5 15,695 24,197 29,437 29,426: 56 67
Old : 29,493: 13,737 5,224 5 15,695 24,197 29,437 29,426: 56 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 1,153: 584 113 0 593 1,034 1,177 1,147: -24 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 17.7 0.0 53.2 82.0 99.8 99.8: 0.2 0.2
Old : 100.0: 46.6 17.7 0.0 53.2 82.0 99.8 99.8: 0.2 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 : 49: 9 16 1 7 19 16 36:
Old : 49: 9 16 1 7 19 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 : 75.0 45.3 95.2 68.6 75.0 45.3 95.2 68.6
Old : 75.0 45.3 95.2 68.6 75.0 45.3 95.2 68.6
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, October 10, 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 : 20,528: 16,697 5,440 64 3,718 14,973 20,479 20,477: 49 51
Old : 20,528: 16,697 5,440 64 3,718 14,973 20,479 20,477: 49 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 143: 878 -95 0 -722 236 156 141: -13 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 26.5 0.3 18.1 72.9 99.8 99.8: 0.2 0.2
Old : 100.0: 81.3 26.5 0.3 18.1 72.9 99.8 99.8: 0.2 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: 8 10 1 3 11 12 21:
Old : 31: 8 10 1 3 11 12 21:
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 : 92.0 62.4 98.5 85.3 92.0 62.4 97.9 85.3
Old : 92.0 62.4 98.5 85.3 92.0 62.4 97.9 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017