WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 702,662: 147,106 231,305 237,975 264,330 183,957 649,411 653,236: 53,251 49,426
Old : 580,142: 138,214 220,818 184,388 210,895 136,756 533,496 541,961: 46,646 38,181
Other: 122,521: 31,875 33,470 30,605 53,435 47,201 115,915 111,276: 6,606 11,245
: : :
: : Changes in Commitments from: October 24, 2017 :
: 55,453: 1,198 31,432 14,354 32,876 11,135 48,429 56,922: 7,024 -1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.9 33.9 37.6 26.2 92.4 93.0: 7.6 7.0
Old : 100.0: 23.8 38.1 31.8 36.4 23.6 92.0 93.4: 8.0 6.6
Other: 100.0: 26.0 27.3 25.0 43.6 38.5 94.6 90.8: 5.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 460: 140 159 166 121 115 358 358:
Old : 452: 154 142 152 120 110 346 344:
Other: 207: 37 69 57 51 80 128 171:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 7.6 20.6 13.6 8.8 6.1 13.8 11.0
Old : 12.1 8.2 19.7 15.1 9.8 7.1 14.8 13.0
Other: 27.9 19.1 43.6 30.6 25.5 15.3 38.6 23.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 336,417: 95,853 104,763 65,020 149,928 140,273 310,801 310,057: 25,615 26,360
Old : 284,297: 95,196 105,576 43,602 123,402 115,946 262,201 265,125: 22,096 19,172
Other: 52,120: 13,229 11,759 8,846 26,526 24,327 48,601 44,932: 3,519 7,188
: : :
: : Changes in Commitments from: October 24, 2017 :
: 18,858: -644 9,004 8,682 11,176 -237 19,214 17,449: -356 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.1 19.3 44.6 41.7 92.4 92.2: 7.6 7.8
Old : 100.0: 33.5 37.1 15.3 43.4 40.8 92.2 93.3: 7.8 6.7
Other: 100.0: 25.4 22.6 17.0 50.9 46.7 93.2 86.2: 6.8 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 88 67 84 101 82 224 208:
Old : 281: 87 71 68 97 78 212 191:
Other: 148: 33 35 34 49 53 99 106:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 18.0 24.8 27.6 12.5 14.8 19.4 23.4
Old : 17.9 21.3 27.5 32.4 17.3 19.9 24.3 30.0
Other: 26.9 25.3 41.6 42.5 26.3 24.9 39.7 40.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 1,970,091: 329,890 459,567 521,452 866,429 748,223 1,717,771 1,729,242: 252,320 240,849
Old : 1,800,641: 325,959 469,224 457,882 774,621 664,782 1,558,462 1,591,887: 242,179 208,753
Other: 169,450: 41,616 28,028 25,885 91,808 83,441 159,309 137,354: 10,141 32,096
: : :
: : Changes in Commitments from: October 24, 2017 :
: 37,153: -8,763 11,848 -300 46,535 23,015 37,472 34,563: -320 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 23.3 26.5 44.0 38.0 87.2 87.8: 12.8 12.2
Old : 100.0: 18.1 26.1 25.4 43.0 36.9 86.6 88.4: 13.4 11.6
Other: 100.0: 24.6 16.5 15.3 54.2 49.2 94.0 81.1: 6.0 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 820: 206 189 238 352 335 681 661:
Old : 814: 210 188 224 350 330 671 645:
Other: 391: 64 68 56 93 216 186 314:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.8 14.1 15.2 6.7 8.8 11.3 13.0
Old : 8.3 10.5 14.1 16.2 7.4 9.5 12.0 13.9
Other: 26.8 21.9 40.5 32.5 26.5 19.3 36.6 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 8,910: 2,677 256 1,838 1,950 6,003 6,465 8,097: 2,445 812
Old : 8,880: 2,677 261 1,833 1,938 6,001 6,448 8,095: 2,432 784
Other: 30: 5 0 0 12 2 17 2: 13 28
: : :
: : Changes in Commitments from: October 24, 2017 :
: 448: 186 0 16 213 474 415 490: 33 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 2.9 20.6 21.9 67.4 72.6 90.9: 27.4 9.1
Old : 100.0: 30.1 2.9 20.6 21.8 67.6 72.6 91.2: 27.4 8.8
Other: 100.0: 16.7 0.0 0.0 40.0 6.7 56.7 6.7: 43.3 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 4 9 11 14 33 23:
Old : 38: 18 4 9 11 14 33 23:
Other: 5: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 54.2 41.8 68.7 23.5 44.9 32.3 55.6
Old : 30.6 54.4 41.8 68.9 23.6 45.1 32.4 55.8
Other: 56.7 6.7 56.7 6.7 56.7 6.7 56.7 6.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 758,371: 154,472 97,229 176,886 372,308 393,077 703,665 667,191: 54,706 91,180
Old : 699,111: 147,049 93,147 161,468 340,406 361,128 648,923 615,743: 50,189 83,368
Other: 59,259: 15,429 12,088 7,411 31,902 31,948 54,743 51,448: 4,517 7,811
: : :
: : Changes in Commitments from: October 24, 2017 :
: -171,973: 3,316 -4,258 -88,804 -78,798 -67,248 -164,286 -160,310: -7,687 -11,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.8 23.3 49.1 51.8 92.8 88.0: 7.2 12.0
Old : 100.0: 21.0 13.3 23.1 48.7 51.7 92.8 88.1: 7.2 11.9
Other: 100.0: 26.0 20.4 12.5 53.8 53.9 92.4 86.8: 7.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 167 147 236 183 214 481 507:
Old : 601: 174 143 232 181 212 475 502:
Other: 254: 44 55 42 60 124 126 203:
:----------------------------------------------------------------------------------------------------
: 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 12.3 21.9 19.7 12.7 8.9 17.8 14.5
Old : 15.2 11.9 22.1 18.9 13.5 9.4 19.0 14.9
Other: 33.6 40.6 44.2 50.1 33.5 39.2 44.0 47.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 481,860: 116,425 49,017 130,107 200,386 276,058 446,918 455,182: 34,943 26,679
Old : 452,810: 108,693 51,990 119,319 192,146 256,836 420,158 428,144: 32,652 24,666
Other: 29,051: 14,373 3,669 4,147 8,240 19,222 26,760 27,038: 2,291 2,013
: : :
: : Changes in Commitments from: October 24, 2017 :
: 4,076: -4,126 -7,784 2,268 7,391 12,670 5,533 7,153: -1,456 -3,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.2 27.0 41.6 57.3 92.7 94.5: 7.3 5.5
Old : 100.0: 24.0 11.5 26.4 42.4 56.7 92.8 94.6: 7.2 5.4
Other: 100.0: 49.5 12.6 14.3 28.4 66.2 92.1 93.1: 7.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 96 68 129 85 81 257 242:
Old : 312: 97 73 125 83 81 251 241:
Other: 69: 22 13 14 24 17 54 36:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 30.2 18.4 36.1 9.8 27.0 15.7 32.3
Old : 11.9 29.6 19.2 35.8 10.6 26.3 17.2 32.0
Other: 33.8 53.0 54.3 70.1 30.4 51.3 50.3 61.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 834,138: 144,927 128,871 77,328 454,887 449,599 677,142 655,798: 156,996 178,340
Old : 834,138: 144,927 128,871 77,328 454,887 449,599 677,142 655,798: 156,996 178,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -68,012: -24,781 9,211 -50,250 9,845 -22,152 -65,186 -63,192: -2,826 -4,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.4 9.3 54.5 53.9 81.2 78.6: 18.8 21.4
Old : 100.0: 17.4 15.4 9.3 54.5 53.9 81.2 78.6: 18.8 21.4
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 : 172: 38 34 48 82 82 141 143:
Old : 172: 38 34 48 82 82 141 143:
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 21.9 30.9 34.9 17.2 17.4 24.5 25.9
Old : 22.2 21.9 30.9 34.9 17.2 17.4 24.5 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 884,761: 48,698 152,805 19,461 704,818 605,642 772,977 777,908: 111,784 106,853
Old : 884,761: 48,698 152,805 19,461 704,818 605,642 772,977 777,908: 111,784 106,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 34,994: 580 4,076 -309 36,849 24,421 37,120 28,188: -2,126 6,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.3 2.2 79.7 68.5 87.4 87.9: 12.6 12.1
Old : 100.0: 5.5 17.3 2.2 79.7 68.5 87.4 87.9: 12.6 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 : 116: 14 10 13 71 67 92 84:
Old : 116: 14 10 13 71 67 92 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 38.0 37.6 48.9 18.2 38.0 28.8 46.5
Old : 24.2 38.0 37.6 48.9 18.2 38.0 28.8 46.5
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 31, 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 : 1,817: 1,116 1,101 184 211 257 1,511 1,542: 306 275
Old : 1,817: 1,116 1,101 184 211 257 1,511 1,542: 306 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 189: 126 193 91 29 -125 246 159: -57 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 60.6 10.1 11.6 14.1 83.2 84.9: 16.8 15.1
Old : 100.0: 61.4 60.6 10.1 11.6 14.1 83.2 84.9: 16.8 15.1
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 : 27: 12 6 5 5 6 21 15:
Old : 27: 12 6 5 5 6 21 15:
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 : 47.9 61.9 59.9 73.6 43.8 58.3 54.3 65.8
Old : 47.9 61.9 59.9 73.6 43.8 58.3 54.3 65.8
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, October 31, 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 : 426,242: 80,006 48,565 89,812 211,905 253,326 381,723 391,704: 44,518 34,538
Old : 391,542: 76,834 50,027 81,335 191,209 227,654 349,378 359,016: 42,164 32,526
Other: 34,700: 6,247 1,613 5,402 20,696 25,672 32,345 32,688: 2,355 2,012
: : :
: : Changes in Commitments from: October 24, 2017 :
: 682: -4,834 2,872 -2,168 8,511 248 1,508 952: -827 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.4 21.1 49.7 59.4 89.6 91.9: 10.4 8.1
Old : 100.0: 19.6 12.8 20.8 48.8 58.1 89.2 91.7: 10.8 8.3
Other: 100.0: 18.0 4.6 15.6 59.6 74.0 93.2 94.2: 6.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 69 69 88 98 93 216 211:
Old : 263: 66 73 86 97 91 213 208:
Other: 81: 18 11 20 30 28 59 51:
:----------------------------------------------------------------------------------------------------
: 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 27.3 20.7 34.0 12.4 24.1 17.7 29.3
Old : 14.1 27.0 21.0 33.8 12.9 24.1 18.0 29.8
Other: 30.6 45.5 51.5 60.5 29.2 35.6 42.7 45.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,658: 1,376 2,057 630 6,843 6,539 8,850 9,226: 1,809 1,432
Old : 10,658: 1,376 2,057 630 6,843 6,539 8,850 9,226: 1,809 1,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -892: -536 -133 -555 439 -401 -652 -1,088: -240 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.3 5.9 64.2 61.4 83.0 86.6: 17.0 13.4
Old : 100.0: 12.9 19.3 5.9 64.2 61.4 83.0 86.6: 17.0 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 : 61: 15 17 14 21 18 44 41:
Old : 61: 15 17 14 21 18 44 41:
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 : 50.4 43.2 59.6 57.6 50.3 41.1 59.0 54.8
Old : 50.4 43.2 59.6 57.6 50.3 41.1 59.0 54.8
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 31, 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 : 1,836,655: 245,359 492,817 160,796 1,314,787 1,021,524 1,720,942 1,675,137: 115,713 161,518
Old : 1,836,655: 245,359 492,817 160,796 1,314,787 1,021,524 1,720,942 1,675,137: 115,713 161,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -46,317: 4,946 -46,852 -856 -45,611 4,157 -41,521 -43,551: -4,796 -2,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 26.8 8.8 71.6 55.6 93.7 91.2: 6.3 8.8
Old : 100.0: 13.4 26.8 8.8 71.6 55.6 93.7 91.2: 6.3 8.8
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 : 291: 48 69 43 128 127 206 209:
Old : 291: 48 69 43 128 127 206 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 26.7 31.1 38.9 19.7 24.4 28.1 32.6
Old : 20.9 26.7 31.1 38.9 19.7 24.4 28.1 32.6
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 31, 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 : 3,907,522: 726,400 691,422 489,248 2,370,286 2,129,904 3,585,935 3,310,574: 321,587 596,948
Old : 3,907,522: 726,400 691,422 489,248 2,370,286 2,129,904 3,585,935 3,310,574: 321,587 596,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -262,487: -91,870 -16,036 -175,646 25,939 -71,658 -241,577 -263,340: -20,910 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.7 12.5 60.7 54.5 91.8 84.7: 8.2 15.3
Old : 100.0: 18.6 17.7 12.5 60.7 54.5 91.8 84.7: 8.2 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 : 416: 73 108 109 180 205 316 359:
Old : 416: 73 108 109 180 205 316 359:
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 : 23.9 9.6 33.8 16.4 20.9 7.3 28.2 12.0
Old : 23.9 9.6 33.8 16.4 20.9 7.3 28.2 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 435,279: 59,569 64,821 6,591 289,150 218,282 355,310 289,694: 79,969 145,585
Old : 435,279: 59,569 64,821 6,591 289,150 218,282 355,310 289,694: 79,969 145,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 5,123: -257 5,396 5 12,624 -6,423 12,372 -1,022: -7,249 6,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.9 1.5 66.4 50.1 81.6 66.6: 18.4 33.4
Old : 100.0: 13.7 14.9 1.5 66.4 50.1 81.6 66.6: 18.4 33.4
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 : 72: 11 7 6 40 42 54 52:
Old : 72: 11 7 6 40 42 54 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 : 33.7 26.6 44.7 36.7 33.4 26.0 43.3 34.3
Old : 33.7 26.6 44.7 36.7 33.4 26.0 43.3 34.3
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 31, 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 : 3,335,543: 366,673 837,383 265,043 2,450,861 1,800,498 3,082,577 2,902,924: 252,966 432,620
Old : 3,335,543: 366,673 837,383 265,043 2,450,861 1,800,498 3,082,577 2,902,924: 252,966 432,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -41,327: -50,569 20,186 -39,890 58,972 -56,668 -31,487 -76,372: -9,840 35,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.1 7.9 73.5 54.0 92.4 87.0: 7.6 13.0
Old : 100.0: 11.0 25.1 7.9 73.5 54.0 92.4 87.0: 7.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 50 74 66 137 151 228 250:
Old : 308: 50 74 66 137 151 228 250:
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 : 33.7 16.9 44.3 26.2 30.1 15.8 39.9 22.7
Old : 33.7 16.9 44.3 26.2 30.1 15.8 39.9 22.7
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 31, 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 : 1,585,294: 136,443 166,264 321,232 1,089,600 1,021,452 1,547,275 1,508,948: 38,019 76,346
Old : 1,585,294: 136,443 166,264 321,232 1,089,600 1,021,452 1,547,275 1,508,948: 38,019 76,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 21,429: 10,464 6,139 3,736 7,766 11,773 21,965 21,647: -537 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.5 20.3 68.7 64.4 97.6 95.2: 2.4 4.8
Old : 100.0: 8.6 10.5 20.3 68.7 64.4 97.6 95.2: 2.4 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 : 154: 22 48 44 66 73 116 141:
Old : 154: 22 48 44 66 73 116 141:
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 : 35.2 26.3 48.8 37.4 28.0 15.6 33.9 20.9
Old : 35.2 26.3 48.8 37.4 28.0 15.6 33.9 20.9
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 31, 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 : 81,062: 48,431 7,617 3,066 17,726 60,886 69,223 71,569: 11,839 9,493
Old : 81,062: 48,431 7,617 3,066 17,726 60,886 69,223 71,569: 11,839 9,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,008: 127 -86 -89 -1,591 828 -1,553 653: 545 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 9.4 3.8 21.9 75.1 85.4 88.3: 14.6 11.7
Old : 100.0: 59.7 9.4 3.8 21.9 75.1 85.4 88.3: 14.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 53 25 10 28 34 87 63:
Old : 130: 53 25 10 28 34 87 63:
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 : 22.6 39.3 36.7 56.6 22.1 38.1 33.9 55.3
Old : 22.6 39.3 36.7 56.6 22.1 38.1 33.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 162,124: 96,862 15,233 6,132 35,452 121,772 138,446 143,137: 23,678 18,987
Old : 162,124: 96,862 15,233 6,132 35,452 121,772 138,446 143,137: 23,678 18,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,016: 253 -172 -178 -3,182 1,656 -3,107 1,306: 1,091 -3,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 9.4 3.8 21.9 75.1 85.4 88.3: 14.6 11.7
Old : 100.0: 59.7 9.4 3.8 21.9 75.1 85.4 88.3: 14.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 53 25 10 28 34 87 63:
Old : 130: 53 25 10 28 34 87 63:
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 : 22.6 39.3 36.7 56.6 22.1 38.1 33.9 55.3
Old : 22.6 39.3 36.7 56.6 22.1 38.1 33.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 74,392: 59,561 74,289 85 14,648 0 74,294 74,374: 98 18
Old : 74,392: 59,561 74,289 85 14,648 0 74,294 74,374: 98 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 17,941: 17,951 17,941 0 -16 0 17,935 17,941: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 99.9 0.1 19.7 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 80.1 99.9 0.1 19.7 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 : 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 : 72.1 92.5 93.1 98.8 72.1 92.5 93.1 98.7
Old : 72.1 92.5 93.1 98.8 72.1 92.5 93.1 98.7
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 31, 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 : 28,950: 14,490 5,439 5 14,424 23,357 28,919 28,801: 31 149
Old : 28,950: 14,490 5,439 5 14,424 23,357 28,919 28,801: 31 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -206: -337 137 0 124 -380 -213 -243: 7 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 18.8 0.0 49.8 80.7 99.9 99.5: 0.1 0.5
Old : 100.0: 50.1 18.8 0.0 49.8 80.7 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 12 1 7 18 16 31:
Old : 44: 9 12 1 7 18 16 31:
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 : 77.3 46.9 96.6 72.8 77.3 46.9 96.5 72.8
Old : 77.3 46.9 96.6 72.8 77.3 46.9 96.5 72.8
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 22,894: 20,358 5,033 360 2,145 17,369 22,863 22,762: 31 132
Old : 22,894: 20,358 5,033 360 2,145 17,369 22,863 22,762: 31 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,467: 2,091 18 18 342 2,389 2,451 2,425: 16 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 22.0 1.6 9.4 75.9 99.9 99.4: 0.1 0.6
Old : 100.0: 88.9 22.0 1.6 9.4 75.9 99.9 99.4: 0.1 0.6
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 : 32: 7 10 1 4 12 11 23:
Old : 32: 7 10 1 4 12 11 23:
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 : 94.1 55.4 98.6 78.4 93.5 55.4 96.2 78.4
Old : 94.1 55.4 98.6 78.4 93.5 55.4 96.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017