WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 608,080: 143,503 194,701 206,806 212,137 156,429 562,445 557,936: 45,635 50,145
Old : 507,648: 132,755 184,885 162,800 172,180 120,087 467,735 467,772: 39,912 39,876
Other: 100,433: 29,377 28,446 25,376 39,957 36,341 94,710 90,164: 5,722 10,269
: : :
: : Changes in Commitments from: October 10, 2017 :
: 24,228: -2,128 6,968 17,966 6,792 -501 22,630 24,434: 1,598 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.0 34.0 34.9 25.7 92.5 91.8: 7.5 8.2
Old : 100.0: 26.2 36.4 32.1 33.9 23.7 92.1 92.1: 7.9 7.9
Other: 100.0: 29.3 28.3 25.3 39.8 36.2 94.3 89.8: 5.7 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 437: 141 147 160 113 107 346 334:
Old : 428: 145 139 147 113 103 334 321:
Other: 190: 36 61 49 48 75 114 159:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 8.7 19.4 15.5 8.4 7.1 14.3 12.8
Old : 11.2 9.5 19.6 17.2 9.5 8.0 15.2 14.4
Other: 26.2 20.2 45.1 33.9 25.8 17.8 36.7 25.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 307,178: 94,991 89,148 53,783 133,798 138,436 282,572 281,367: 24,606 25,811
Old : 260,273: 94,000 89,172 34,871 110,036 117,377 238,906 241,419: 21,367 18,854
Other: 46,905: 12,546 11,531 7,358 23,762 21,059 43,666 39,948: 3,239 6,957
: : :
: : Changes in Commitments from: October 10, 2017 :
: 9,791: 2,777 7,939 5,347 2,794 -3,126 10,917 10,160: -1,126 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 29.0 17.5 43.6 45.1 92.0 91.6: 8.0 8.4
Old : 100.0: 36.1 34.3 13.4 42.3 45.1 91.8 92.8: 8.2 7.2
Other: 100.0: 26.7 24.6 15.7 50.7 44.9 93.1 85.2: 6.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 81 59 75 96 84 210 193:
Old : 265: 87 56 63 92 79 201 178:
Other: 137: 26 33 27 42 55 85 99:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 18.1 26.2 26.9 12.4 14.8 19.7 23.0
Old : 18.8 21.2 28.2 31.3 16.5 20.1 24.5 29.6
Other: 32.8 22.5 47.7 39.9 31.7 21.5 44.8 36.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 1,869,045: 341,186 437,504 489,817 786,229 706,104 1,617,232 1,633,425: 251,813 235,619
Old : 1,710,019: 339,434 447,405 432,151 695,613 624,173 1,467,199 1,503,729: 242,820 206,289
Other: 159,026: 36,803 25,150 22,615 90,616 81,931 150,033 129,696: 8,993 29,330
: : :
: : Changes in Commitments from: October 10, 2017 :
: 35,668: -6,659 6,914 27,345 13,032 -2,893 33,718 31,367: 1,950 4,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 23.4 26.2 42.1 37.8 86.5 87.4: 13.5 12.6
Old : 100.0: 19.8 26.2 25.3 40.7 36.5 85.8 87.9: 14.2 12.1
Other: 100.0: 23.1 15.8 14.2 57.0 51.5 94.3 81.6: 5.7 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 208 198 230 345 327 667 655:
Old : 810: 218 195 220 343 319 662 639:
Other: 374: 56 67 48 90 207 173 298:
:----------------------------------------------------------------------------------------------------
: 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 : 8.1 11.2 13.9 16.6 7.3 9.6 12.2 13.8
Old : 8.0 11.2 13.9 16.7 7.9 9.7 12.9 14.1
Other: 29.5 24.6 42.5 36.4 28.5 22.8 39.1 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 7,799: 2,225 191 1,700 1,549 5,093 5,473 6,984: 2,326 815
Old : 7,771: 2,225 192 1,699 1,545 5,093 5,468 6,984: 2,303 787
Other: 28: 1 0 0 4 0 5 0: 23 28
: : :
: : Changes in Commitments from: October 10, 2017 :
: 822: 346 -289 179 176 792 702 682: 119 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 2.4 21.8 19.9 65.3 70.2 89.5: 29.8 10.5
Old : 100.0: 28.6 2.5 21.9 19.9 65.5 70.4 89.9: 29.6 10.1
Other: 100.0: 3.6 0.0 0.0 14.3 0.0 17.9 0.0: 82.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 5 8 10 12 31 20:
Old : 36: 16 5 8 10 12 31 20:
Other: 2: 1 0 0 1 0 2 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 : 28.6 51.5 40.0 68.5 23.0 46.2 32.2 55.5
Old : 28.7 51.7 40.0 68.8 23.1 46.4 32.3 55.8
Other: 17.9 0.0 17.9 0.0 17.9 0.0 17.9 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 907,268: 162,656 81,441 249,550 434,055 470,956 846,261 801,946: 61,007 105,322
Old : 853,660: 157,335 78,986 234,244 405,253 442,746 796,831 755,977: 56,829 97,684
Other: 53,608: 14,439 11,572 6,188 28,802 28,209 49,430 45,970: 4,178 7,638
: : :
: : Changes in Commitments from: October 10, 2017 :
: 29,479: 23,595 -17,006 9,425 170 33,512 33,190 25,931: -3,711 3,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 9.0 27.5 47.8 51.9 93.3 88.4: 6.7 11.6
Old : 100.0: 18.4 9.3 27.4 47.5 51.9 93.3 88.6: 6.7 11.4
Other: 100.0: 26.9 21.6 11.5 53.7 52.6 92.2 85.8: 7.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 643: 192 177 260 189 216 528 535:
Old : 637: 193 177 257 186 215 520 533:
Other: 242: 45 54 37 56 115 118 191:
:----------------------------------------------------------------------------------------------------
: 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 11.7 20.7 18.7 11.2 8.1 15.8 12.5
Old : 14.1 11.9 20.8 18.5 11.7 8.4 16.9 12.8
Other: 34.0 43.0 44.4 53.5 34.0 41.9 44.4 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 472,962: 118,261 61,088 130,710 190,993 251,097 439,964 442,896: 32,998 30,066
Old : 448,449: 111,085 62,862 124,318 181,956 232,489 417,358 419,670: 31,090 28,779
Other: 24,513: 11,157 2,207 2,411 9,037 18,608 22,605 23,226: 1,908 1,287
: : :
: : Changes in Commitments from: October 10, 2017 :
: 11,744: 5,807 -104 5,564 2,474 7,237 13,845 12,697: -2,101 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.9 27.6 40.4 53.1 93.0 93.6: 7.0 6.4
Old : 100.0: 24.8 14.0 27.7 40.6 51.8 93.1 93.6: 6.9 6.4
Other: 100.0: 45.5 9.0 9.8 36.9 75.9 92.2 94.7: 7.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 102 71 133 84 80 265 243:
Old : 318: 103 78 128 82 80 260 241:
Other: 65: 20 12 13 24 16 51 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 : 11.9 28.7 19.0 35.5 9.7 26.8 15.6 32.7
Old : 12.2 27.8 19.6 34.8 10.4 25.9 16.9 32.1
Other: 35.9 61.8 56.5 75.2 32.9 60.0 52.6 71.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 880,798: 168,214 118,570 104,790 445,229 479,794 718,233 703,153: 162,564 177,645
Old : 880,798: 168,214 118,570 104,790 445,229 479,794 718,233 703,153: 162,564 177,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -9,124: 7,467 -6,747 -12,843 1,066 14,528 -4,310 -5,063: -4,814 -4,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 13.5 11.9 50.5 54.5 81.5 79.8: 18.5 20.2
Old : 100.0: 19.1 13.5 11.9 50.5 54.5 81.5 79.8: 18.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 43 33 49 79 83 142 145:
Old : 176: 43 33 49 79 83 142 145:
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 : 21.7 20.7 30.4 33.8 16.5 15.4 23.7 24.0
Old : 21.7 20.7 30.4 33.8 16.5 15.4 23.7 24.0
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 17, 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 : 847,311: 61,277 153,454 14,652 657,783 585,221 733,712 753,327: 113,599 93,984
Old : 847,311: 61,277 153,454 14,652 657,783 585,221 733,712 753,327: 113,599 93,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 19,135: 25 -166 -1,921 17,834 27,693 15,939 25,606: 3,196 -6,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.1 1.7 77.6 69.1 86.6 88.9: 13.4 11.1
Old : 100.0: 7.2 18.1 1.7 77.6 69.1 86.6 88.9: 13.4 11.1
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 : 113: 15 12 13 64 65 86 83:
Old : 113: 15 12 13 64 65 86 83:
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 : 24.5 40.0 38.4 51.2 18.7 40.0 29.0 49.1
Old : 24.5 40.0 38.4 51.2 18.7 40.0 29.0 49.1
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 17, 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 : 1,671: 996 713 174 144 594 1,314 1,481: 357 190
Old : 1,671: 996 713 174 144 594 1,314 1,481: 357 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 41: 23 329 -22 57 -263 58 44: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 42.7 10.4 8.6 35.5 78.6 88.6: 21.4 11.4
Old : 100.0: 59.6 42.7 10.4 8.6 35.5 78.6 88.6: 21.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 5 5 3 6 15 13:
Old : 21: 9 5 5 3 6 15 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 : 48.8 65.1 66.2 78.5 47.4 59.6 59.7 70.6
Old : 48.8 65.1 66.2 78.5 47.4 59.6 59.7 70.6
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 17, 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 : 416,353: 83,395 42,168 90,881 192,862 250,303 367,138 383,352: 49,215 33,001
Old : 388,599: 82,672 43,517 84,049 174,612 230,027 341,333 357,592: 47,266 31,007
Other: 27,753: 3,155 1,084 4,399 18,250 20,276 25,805 25,759: 1,949 1,994
: : :
: : Changes in Commitments from: October 10, 2017 :
: 19,395: 2,809 -7,074 6,492 7,120 19,008 16,422 18,426: 2,973 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 10.1 21.8 46.3 60.1 88.2 92.1: 11.8 7.9
Old : 100.0: 21.3 11.2 21.6 44.9 59.2 87.8 92.0: 12.2 8.0
Other: 100.0: 11.4 3.9 15.9 65.8 73.1 93.0 92.8: 7.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 78 70 101 93 88 227 215:
Old : 271: 77 73 99 92 87 225 213:
Other: 80: 19 11 20 33 23 62 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 : 13.4 29.0 19.9 36.0 12.2 26.7 17.7 32.2
Old : 13.6 28.5 20.0 35.8 12.8 26.7 18.2 32.5
Other: 34.2 46.7 53.6 64.2 29.0 41.1 38.7 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 11,065: 1,874 2,018 1,176 5,754 6,787 8,803 9,981: 2,262 1,085
Old : 11,065: 1,874 2,018 1,176 5,754 6,787 8,803 9,981: 2,262 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -174: -170 -70 -29 -146 77 -345 -22: 171 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.2 10.6 52.0 61.3 79.6 90.2: 20.4 9.8
Old : 100.0: 16.9 18.2 10.6 52.0 61.3 79.6 90.2: 20.4 9.8
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 : 64: 20 18 14 16 18 42 44:
Old : 64: 20 18 14 16 18 42 44:
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 : 42.5 47.0 51.6 60.7 42.1 45.8 50.9 59.5
Old : 42.5 47.0 51.6 60.7 42.1 45.8 50.9 59.5
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 17, 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 : 1,918,591: 269,399 579,948 155,100 1,370,178 1,019,447 1,794,678 1,754,496: 123,913 164,095
Old : 1,918,591: 269,399 579,948 155,100 1,370,178 1,019,447 1,794,678 1,754,496: 123,913 164,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 97,442: 32,999 100,831 15,179 46,510 -18,099 94,688 97,911: 2,754 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.2 8.1 71.4 53.1 93.5 91.4: 6.5 8.6
Old : 100.0: 14.0 30.2 8.1 71.4 53.1 93.5 91.4: 6.5 8.6
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 : 282: 48 67 41 121 124 196 205:
Old : 282: 48 67 41 121 124 196 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 23.9 32.1 35.4 21.7 22.7 29.7 31.9
Old : 22.8 23.9 32.1 35.4 21.7 22.7 29.7 31.9
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 17, 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 : 3,751,320: 717,578 640,121 532,269 2,155,004 2,014,693 3,404,851 3,187,084: 346,469 564,236
Old : 3,751,320: 717,578 640,121 532,269 2,155,004 2,014,693 3,404,851 3,187,084: 346,469 564,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -144,598: -97,761 8,221 4,990 -22,867 -127,417 -115,639 -114,206: -28,959 -30,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.1 14.2 57.4 53.7 90.8 85.0: 9.2 15.0
Old : 100.0: 19.1 17.1 14.2 57.4 53.7 90.8 85.0: 9.2 15.0
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 : 423: 73 111 112 187 209 324 368:
Old : 423: 73 111 112 187 209 324 368:
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 : 25.1 10.1 33.3 16.7 22.4 7.2 28.8 11.5
Old : 25.1 10.1 33.3 16.7 22.4 7.2 28.8 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 17, 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: 50,516 61,769 10,210 283,598 219,196 344,324 291,175: 82,107 135,256
Old : 426,431: 50,516 61,769 10,210 283,598 219,196 344,324 291,175: 82,107 135,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 0: -18,869 7,966 691 16,281 -7,069 -1,897 1,588: 1,897 -1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.5 2.4 66.5 51.4 80.7 68.3: 19.3 31.7
Old : 100.0: 11.8 14.5 2.4 66.5 51.4 80.7 68.3: 19.3 31.7
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 : 74: 10 10 9 42 42 58 55:
Old : 74: 10 10 9 42 42 58 55:
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 26.7 44.1 36.6 33.4 25.9 43.3 34.1
Old : 33.6 26.7 44.1 36.6 33.4 25.9 43.3 34.1
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 17, 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 : 3,235,042: 358,000 800,407 232,682 2,396,694 1,800,378 2,987,376 2,833,467: 247,665 401,575
Old : 3,235,042: 358,000 800,407 232,682 2,396,694 1,800,378 2,987,376 2,833,467: 247,665 401,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -7,009: -29,006 124,626 2,093 32,247 -146,122 5,334 -19,403: -12,342 12,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 24.7 7.2 74.1 55.7 92.3 87.6: 7.7 12.4
Old : 100.0: 11.1 24.7 7.2 74.1 55.7 92.3 87.6: 7.7 12.4
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 : 324: 52 78 68 143 158 238 261:
Old : 324: 52 78 68 143 158 238 261:
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 : 33.0 16.9 43.7 25.0 29.5 15.4 39.5 22.1
Old : 33.0 16.9 43.7 25.0 29.5 15.4 39.5 22.1
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 17, 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 : 1,519,168: 105,199 166,795 310,383 1,067,029 974,303 1,482,611 1,451,480: 36,557 67,688
Old : 1,519,168: 105,199 166,795 310,383 1,067,029 974,303 1,482,611 1,451,480: 36,557 67,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -28,683: 26,055 -37,142 -11,307 -44,590 22,851 -29,842 -25,597: 1,160 -3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.0 20.4 70.2 64.1 97.6 95.5: 2.4 4.5
Old : 100.0: 6.9 11.0 20.4 70.2 64.1 97.6 95.5: 2.4 4.5
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 : 154: 20 49 42 65 73 114 142:
Old : 154: 20 49 42 65 73 114 142:
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 : 36.8 25.1 50.5 36.5 28.2 13.5 33.4 18.5
Old : 36.8 25.1 50.5 36.5 28.2 13.5 33.4 18.5
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, October 17, 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 : 79,713: 47,968 7,777 2,864 17,320 58,416 68,152 69,057: 11,562 10,657
Old : 79,713: 47,968 7,777 2,864 17,320 58,416 68,152 69,057: 11,562 10,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,220: -1,333 -492 1,158 1,037 -284 863 381: 358 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 9.8 3.6 21.7 73.3 85.5 86.6: 14.5 13.4
Old : 100.0: 60.2 9.8 3.6 21.7 73.3 85.5 86.6: 14.5 13.4
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 : 124: 47 26 9 28 33 81 62:
Old : 124: 47 26 9 28 33 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 36.4 39.8 54.8 23.5 35.3 37.2 53.5
Old : 26.1 36.4 39.8 54.8 23.5 35.3 37.2 53.5
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 17, 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 : 159,427: 95,935 15,553 5,727 34,641 116,833 136,303 138,113: 23,123 21,313
Old : 159,427: 95,935 15,553 5,727 34,641 116,833 136,303 138,113: 23,123 21,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,440: -2,665 -985 2,316 2,074 -569 1,725 763: 715 1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 9.8 3.6 21.7 73.3 85.5 86.6: 14.5 13.4
Old : 100.0: 60.2 9.8 3.6 21.7 73.3 85.5 86.6: 14.5 13.4
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 : 124: 47 26 9 28 33 81 62:
Old : 124: 47 26 9 28 33 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 36.4 39.8 54.8 23.5 35.3 37.2 53.5
Old : 26.1 36.4 39.8 54.8 23.5 35.3 37.2 53.5
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 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 51,324: 36,502 51,226 85 14,652 0 51,239 51,311: 85 13
Old : 51,324: 36,502 51,226 85 14,652 0 51,239 51,311: 85 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,146: -2,065 -2,110 0 -96 0 -2,161 -2,110: 15 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 99.8 0.2 28.5 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 71.1 99.8 0.2 28.5 0.0 99.8 100.0: 0.2 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 : 38: 24 12 1 2 0 27 12:
Old : 38: 24 12 1 2 0 27 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 : 69.0 88.9 91.2 98.6 69.0 88.9 91.2 98.5
Old : 69.0 88.9 91.2 98.6 69.0 88.9 91.2 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 29,391: 15,084 5,107 5 14,244 24,181 29,333 29,293: 58 98
Old : 29,391: 15,084 5,107 5 14,244 24,181 29,333 29,293: 58 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -102: 1,347 -117 0 -1,451 -16 -104 -133: 2 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 17.4 0.0 48.5 82.3 99.8 99.7: 0.2 0.3
Old : 100.0: 51.3 17.4 0.0 48.5 82.3 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 : 45: 8 14 1 6 19 14 34:
Old : 45: 8 14 1 6 19 14 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 47.6 96.6 71.1 79.0 47.6 96.6 71.1
Old : 79.0 47.6 96.6 71.1 79.0 47.6 96.6 71.1
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 17, 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 : 20,966: 17,538 5,826 70 3,309 14,992 20,917 20,888: 49 78
Old : 20,966: 17,538 5,826 70 3,309 14,992 20,917 20,888: 49 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 438: 841 386 6 -409 19 438 411: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 27.8 0.3 15.8 71.5 99.8 99.6: 0.2 0.4
Old : 100.0: 83.6 27.8 0.3 15.8 71.5 99.8 99.6: 0.2 0.4
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 : 32: 8 10 1 3 12 12 22:
Old : 32: 8 10 1 3 12 12 22:
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 : 94.3 61.6 98.5 84.0 94.3 61.6 97.6 84.0
Old : 94.3 61.6 98.5 84.0 94.3 61.6 97.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017