WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 708,502: 142,956 239,008 239,504 275,768 179,581 658,228 658,093: 50,274 50,409
Old : 575,885: 127,730 227,604 183,388 222,712 126,381 533,830 537,373: 42,056 38,512
Other: 132,617: 39,522 35,700 31,821 53,056 53,200 124,398 120,720: 8,219 11,897
: : :
: : Changes in Commitments from: October 31, 2017 :
: 5,840: -4,151 7,703 1,529 11,438 -4,376 8,817 4,857: -2,977 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 33.7 33.8 38.9 25.3 92.9 92.9: 7.1 7.1
Old : 100.0: 22.2 39.5 31.8 38.7 21.9 92.7 93.3: 7.3 6.7
Other: 100.0: 29.8 26.9 24.0 40.0 40.1 93.8 91.0: 6.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 139 156 172 121 117 363 367:
Old : 455: 145 147 156 120 109 347 349:
Other: 215: 47 66 58 55 78 139 171:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 7.7 20.9 13.7 10.1 6.1 15.1 11.2
Old : 13.6 8.1 21.5 15.0 12.0 7.3 17.5 13.5
Other: 24.1 18.0 38.0 31.3 22.2 15.4 33.4 24.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 345,716: 98,586 108,717 70,248 147,369 136,764 316,203 315,729: 29,513 29,988
Old : 291,670: 96,330 109,142 50,224 119,295 109,909 265,849 269,275: 25,822 22,396
Other: 54,046: 14,004 11,323 8,276 28,074 26,855 50,354 46,454: 3,692 7,592
: : :
: : Changes in Commitments from: October 31, 2017 :
: 9,299: 2,733 3,954 5,228 -2,560 -3,510 5,402 5,672: 3,898 3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 31.4 20.3 42.6 39.6 91.5 91.3: 8.5 8.7
Old : 100.0: 33.0 37.4 17.2 40.9 37.7 91.1 92.3: 8.9 7.7
Other: 100.0: 25.9 21.0 15.3 51.9 49.7 93.2 86.0: 6.8 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 83 70 85 99 85 225 206:
Old : 278: 85 69 68 95 79 214 186:
Other: 146: 33 35 33 47 54 98 105:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 16.9 24.6 26.8 12.9 14.8 19.8 23.5
Old : 19.2 20.0 27.7 31.6 17.7 20.0 25.0 30.2
Other: 26.9 27.1 41.5 44.4 26.4 26.6 39.9 41.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 2,009,799: 334,253 466,914 549,591 874,063 755,592 1,757,907 1,772,098: 251,892 237,701
Old : 1,828,508: 325,432 474,329 483,748 778,047 665,872 1,587,227 1,623,949: 241,281 204,558
Other: 181,292: 47,100 30,864 27,565 96,017 89,720 170,681 148,149: 10,611 33,143
: : :
: : Changes in Commitments from: October 31, 2017 :
: 39,708: 4,363 7,347 28,140 7,634 7,369 40,136 42,856: -428 -3,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.2 27.3 43.5 37.6 87.5 88.2: 12.5 11.8
Old : 100.0: 17.8 25.9 26.5 42.6 36.4 86.8 88.8: 13.2 11.2
Other: 100.0: 26.0 17.0 15.2 53.0 49.5 94.1 81.7: 5.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 209 191 250 358 344 695 682:
Old : 835: 220 186 236 356 336 685 664:
Other: 414: 58 85 54 95 233 186 341:
:----------------------------------------------------------------------------------------------------
: 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 9.3 13.8 14.5 6.4 8.3 11.1 12.6
Old : 8.1 10.0 13.9 15.5 7.4 9.2 11.9 13.8
Other: 27.0 20.9 39.4 31.7 26.3 19.0 35.7 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 9,018: 3,043 152 1,647 1,921 6,293 6,611 8,092: 2,407 926
Old : 8,987: 3,036 152 1,647 1,909 6,292 6,592 8,091: 2,395 896
Other: 31: 7 0 0 12 1 19 1: 12 30
: : :
: : Changes in Commitments from: October 31, 2017 :
: 108: 367 -104 -192 -29 290 146 -5: -38 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.7 18.3 21.3 69.8 73.3 89.7: 26.7 10.3
Old : 100.0: 33.8 1.7 18.3 21.2 70.0 73.3 90.0: 26.7 10.0
Other: 100.0: 22.6 0.0 0.0 38.7 3.2 61.3 3.2: 38.7 96.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 3 9 9 13 32 22:
Old : 38: 20 3 9 9 13 32 22:
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 : 31.0 53.2 42.6 70.3 24.9 48.1 33.2 59.6
Old : 31.0 53.3 42.6 70.5 25.0 48.3 33.3 59.9
Other: 61.3 3.2 61.3 3.2 61.3 3.2 61.3 3.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 801,232: 156,373 98,636 198,237 385,770 411,398 740,380 708,271: 60,852 92,961
Old : 736,008: 148,424 92,987 181,542 350,425 376,919 680,391 651,448: 55,617 84,560
Other: 65,223: 15,908 13,608 8,736 35,345 34,479 59,988 56,823: 5,235 8,401
: : :
: : Changes in Commitments from: October 31, 2017 :
: 42,861: 1,901 1,407 21,351 13,462 18,321 36,714 41,080: 6,146 1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.3 24.7 48.1 51.3 92.4 88.4: 7.6 11.6
Old : 100.0: 20.2 12.6 24.7 47.6 51.2 92.4 88.5: 7.6 11.5
Other: 100.0: 24.4 20.9 13.4 54.2 52.9 92.0 87.1: 8.0 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 606: 161 157 231 187 215 481 505:
Old : 601: 163 158 228 183 212 473 500:
Other: 254: 45 52 45 63 126 129 204:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 12.2 21.1 19.5 12.1 9.5 17.4 14.6
Old : 14.3 12.2 21.2 18.6 12.9 9.6 18.6 15.0
Other: 34.3 39.1 43.0 48.9 34.2 37.8 42.9 46.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 502,405: 119,997 51,115 143,166 203,596 279,805 466,759 474,086: 35,645 28,318
Old : 467,374: 110,095 54,591 131,305 192,271 255,127 433,672 441,023: 33,702 26,351
Other: 35,030: 17,652 4,275 4,110 11,325 24,678 33,087 33,063: 1,943 1,967
: : :
: : Changes in Commitments from: October 31, 2017 :
: 20,544: 3,573 2,098 13,059 3,210 3,748 19,842 18,905: 702 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 10.2 28.5 40.5 55.7 92.9 94.4: 7.1 5.6
Old : 100.0: 23.6 11.7 28.1 41.1 54.6 92.8 94.4: 7.2 5.6
Other: 100.0: 50.4 12.2 11.7 32.3 70.4 94.5 94.4: 5.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 93 82 130 81 81 260 243:
Old : 316: 94 86 127 80 81 255 243:
Other: 76: 23 15 16 24 20 55 44:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 29.6 19.5 35.4 9.7 25.6 15.2 30.7
Old : 12.8 28.2 20.1 34.5 10.5 25.0 16.8 30.4
Other: 32.6 57.4 53.2 69.9 29.9 56.4 50.0 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 880,491: 166,656 129,802 85,492 463,786 487,131 715,934 702,425: 164,557 178,066
Old : 880,491: 166,656 129,802 85,492 463,786 487,131 715,934 702,425: 164,557 178,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 46,353: 21,730 931 8,164 8,898 37,532 38,792 46,627: 7,561 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.7 9.7 52.7 55.3 81.3 79.8: 18.7 20.2
Old : 100.0: 18.9 14.7 9.7 52.7 55.3 81.3 79.8: 18.7 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 : 185: 46 34 52 87 82 153 148:
Old : 185: 46 34 52 87 82 153 148:
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 : 20.6 21.5 29.3 33.9 15.6 16.3 22.7 23.9
Old : 20.6 21.5 29.3 33.9 15.6 16.3 22.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 897,307: 49,412 160,278 23,432 702,262 614,459 775,106 798,168: 122,201 99,139
Old : 897,307: 49,412 160,278 23,432 702,262 614,459 775,106 798,168: 122,201 99,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 12,546: 714 7,473 3,971 -2,556 8,817 2,129 20,260: 10,417 -7,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.9 2.6 78.3 68.5 86.4 89.0: 13.6 11.0
Old : 100.0: 5.5 17.9 2.6 78.3 68.5 86.4 89.0: 13.6 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 : 122: 15 13 14 73 71 97 90:
Old : 122: 15 13 14 73 71 97 90:
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 37.9 36.0 49.7 17.2 37.9 27.1 46.5
Old : 22.9 37.9 36.0 49.7 17.2 37.9 27.1 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, November 07, 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 : 2,186: 1,225 993 314 304 690 1,843 1,997: 343 189
Old : 2,186: 1,225 993 314 304 690 1,843 1,997: 343 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 369: 109 -108 130 93 433 332 455: 37 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 45.4 14.4 13.9 31.6 84.3 91.4: 15.7 8.6
Old : 100.0: 56.0 45.4 14.4 13.9 31.6 84.3 91.4: 15.7 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 : 31: 12 4 7 8 10 24 20:
Old : 31: 12 4 7 8 10 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 52.7 60.1 70.6 39.2 52.6 52.7 67.7
Old : 43.6 52.7 60.1 70.6 39.2 52.6 52.7 67.7
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, November 07, 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 : 425,540: 79,850 47,509 87,530 212,866 255,380 380,246 390,419: 45,293 35,120
Old : 388,669: 77,129 48,827 79,083 189,721 227,994 345,933 355,904: 42,736 32,765
Other: 36,871: 6,133 2,093 5,035 23,146 27,387 34,314 34,515: 2,557 2,356
: : :
: : Changes in Commitments from: October 31, 2017 :
: -702: -156 -1,055 -2,283 962 2,054 -1,477 -1,284: 775 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.2 20.6 50.0 60.0 89.4 91.7: 10.6 8.3
Old : 100.0: 19.8 12.6 20.3 48.8 58.7 89.0 91.6: 11.0 8.4
Other: 100.0: 16.6 5.7 13.7 62.8 74.3 93.1 93.6: 6.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 65 69 92 101 92 222 210:
Old : 263: 66 70 90 100 90 219 207:
Other: 86: 18 14 21 32 30 61 56:
:----------------------------------------------------------------------------------------------------
: 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 27.5 20.8 34.6 12.5 24.5 17.8 30.1
Old : 14.1 26.8 21.3 34.2 13.1 24.0 18.3 30.2
Other: 29.7 46.1 51.1 59.8 28.4 37.6 45.7 48.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 11,176: 1,155 2,862 971 7,236 5,995 9,362 9,829: 1,814 1,348
Old : 11,176: 1,155 2,862 971 7,236 5,995 9,362 9,829: 1,814 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 518: -222 805 341 393 -544 513 603: 5 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 25.6 8.7 64.7 53.6 83.8 87.9: 16.2 12.1
Old : 100.0: 10.3 25.6 8.7 64.7 53.6 83.8 87.9: 16.2 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 : 59: 16 17 13 17 15 37 43:
Old : 59: 16 17 13 17 15 37 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 : 51.2 39.7 61.5 54.4 51.0 36.1 59.2 49.9
Old : 51.2 39.7 61.5 54.4 51.0 36.1 59.2 49.9
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, November 07, 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 : 1,991,505: 331,877 515,546 179,359 1,358,561 1,121,740 1,869,797 1,816,645: 121,708 174,860
Old : 1,991,505: 331,877 515,546 179,359 1,358,561 1,121,740 1,869,797 1,816,645: 121,708 174,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 154,850: 86,518 22,728 18,564 43,773 100,216 148,855 141,508: 5,995 13,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.9 9.0 68.2 56.3 93.9 91.2: 6.1 8.8
Old : 100.0: 16.7 25.9 9.0 68.2 56.3 93.9 91.2: 6.1 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 : 293: 57 63 52 125 123 208 214:
Old : 293: 57 63 52 125 123 208 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.6 29.6 39.2 18.5 25.0 27.6 32.7
Old : 19.3 27.6 29.6 39.2 18.5 25.0 27.6 32.7
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, November 07, 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 : 3,856,053: 695,546 626,074 500,406 2,330,690 2,141,839 3,526,642 3,268,320: 329,411 587,733
Old : 3,856,053: 695,546 626,074 500,406 2,330,690 2,141,839 3,526,642 3,268,320: 329,411 587,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -51,469: -30,854 -65,348 11,158 -39,596 11,936 -59,293 -42,254: 7,823 -9,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.2 13.0 60.4 55.5 91.5 84.8: 8.5 15.2
Old : 100.0: 18.0 16.2 13.0 60.4 55.5 91.5 84.8: 8.5 15.2
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 : 425: 86 96 107 186 215 325 365:
Old : 425: 86 96 107 186 215 325 365:
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 : 24.3 9.5 33.6 16.0 20.8 6.8 27.4 11.5
Old : 24.3 9.5 33.6 16.0 20.8 6.8 27.4 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, November 07, 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 : 431,600: 54,657 59,359 5,929 285,155 222,744 345,741 288,032: 85,859 143,568
Old : 431,600: 54,657 59,359 5,929 285,155 222,744 345,741 288,032: 85,859 143,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -3,679: -4,912 -5,462 -662 -3,995 4,462 -9,569 -1,662: 5,890 -2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.8 1.4 66.1 51.6 80.1 66.7: 19.9 33.3
Old : 100.0: 12.7 13.8 1.4 66.1 51.6 80.1 66.7: 19.9 33.3
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 : 74: 11 8 5 43 44 57 54:
Old : 74: 11 8 5 43 44 57 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 25.2 43.3 34.6 32.4 24.6 42.4 32.5
Old : 32.6 25.2 43.3 34.6 32.4 24.6 42.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 3,412,294: 539,972 848,902 289,015 2,326,235 1,847,696 3,155,222 2,985,612: 257,072 426,682
Old : 3,412,294: 539,972 848,902 289,015 2,326,235 1,847,696 3,155,222 2,985,612: 257,072 426,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 76,751: 173,299 11,519 23,972 -124,626 47,198 72,645 82,689: 4,106 -5,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.9 8.5 68.2 54.1 92.5 87.5: 7.5 12.5
Old : 100.0: 15.8 24.9 8.5 68.2 54.1 92.5 87.5: 7.5 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 : 313: 54 71 67 139 155 232 254:
Old : 313: 54 71 67 139 155 232 254:
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 : 30.6 16.4 41.6 26.5 26.4 15.4 36.6 22.4
Old : 30.6 16.4 41.6 26.5 26.4 15.4 36.6 22.4
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, November 07, 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 : 1,369,657: 74,225 168,249 302,676 954,481 821,963 1,331,383 1,292,888: 38,274 76,769
Old : 1,369,657: 74,225 168,249 302,676 954,481 821,963 1,331,383 1,292,888: 38,274 76,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -215,637: -62,218 1,985 -18,556 -135,118 -199,489 -215,892 -216,060: 255 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.3 22.1 69.7 60.0 97.2 94.4: 2.8 5.6
Old : 100.0: 5.4 12.3 22.1 69.7 60.0 97.2 94.4: 2.8 5.6
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 : 145: 18 48 44 60 71 109 134:
Old : 145: 18 48 44 60 71 109 134:
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 : 34.5 23.2 48.1 34.5 26.2 11.8 31.3 17.9
Old : 34.5 23.2 48.1 34.5 26.2 11.8 31.3 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, November 07, 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 : 79,285: 45,160 6,740 3,136 18,750 59,899 67,046 69,774: 12,239 9,510
Old : 79,285: 45,160 6,740 3,136 18,750 59,899 67,046 69,774: 12,239 9,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,777: -3,271 -877 69 1,024 -987 -2,177 -1,794: 400 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 8.5 4.0 23.6 75.5 84.6 88.0: 15.4 12.0
Old : 100.0: 57.0 8.5 4.0 23.6 75.5 84.6 88.0: 15.4 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 : 120: 49 21 10 26 33 81 58:
Old : 120: 49 21 10 26 33 81 58:
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 : 23.2 40.8 36.5 58.5 20.9 39.6 33.6 57.2
Old : 23.2 40.8 36.5 58.5 20.9 39.6 33.6 57.2
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 158,570: 90,320 13,479 6,271 37,501 119,798 134,092 139,549: 24,478 19,021
Old : 158,570: 90,320 13,479 6,271 37,501 119,798 134,092 139,549: 24,478 19,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -3,555: -6,542 -1,754 139 2,049 -1,973 -4,354 -3,589: 800 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 8.5 4.0 23.6 75.5 84.6 88.0: 15.4 12.0
Old : 100.0: 57.0 8.5 4.0 23.6 75.5 84.6 88.0: 15.4 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 : 120: 49 21 10 26 33 81 58:
Old : 120: 49 21 10 26 33 81 58:
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 : 23.2 40.8 36.5 58.5 20.9 39.6 33.6 57.2
Old : 23.2 40.8 36.5 58.5 20.9 39.6 33.6 57.2
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, November 07, 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 : 94,904: 80,388 94,802 85 14,312 0 94,785 94,887: 119 17
Old : 94,904: 80,388 94,802 85 14,312 0 94,785 94,887: 119 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 20,512: 20,827 20,513 0 -336 0 20,491 20,513: 21 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 99.9 0.1 15.1 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 84.7 99.9 0.1 15.1 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 : 41: 27 12 1 2 0 30 12:
Old : 41: 27 12 1 2 0 30 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 : 76.8 94.0 93.0 99.2 76.8 94.0 93.0 99.1
Old : 76.8 94.0 93.0 99.2 76.8 94.0 93.0 99.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 29,219: 14,350 5,152 5 14,835 23,928 29,190 29,085: 29 134
Old : 29,219: 14,350 5,152 5 14,835 23,928 29,190 29,085: 29 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 269: -140 -287 0 411 571 271 284: -2 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.6 0.0 50.8 81.9 99.9 99.5: 0.1 0.5
Old : 100.0: 49.1 17.6 0.0 50.8 81.9 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 : 47: 10 13 1 7 19 17 33:
Old : 47: 10 13 1 7 19 17 33:
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 : 76.7 41.5 94.9 69.2 76.7 41.5 94.9 69.2
Old : 76.7 41.5 94.9 69.2 76.7 41.5 94.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 24,610: 21,656 6,386 360 2,554 17,752 24,570 24,498: 40 112
Old : 24,610: 21,656 6,386 360 2,554 17,752 24,570 24,498: 40 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,716: 1,298 1,353 0 409 383 1,707 1,736: 9 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 25.9 1.5 10.4 72.1 99.8 99.5: 0.2 0.5
Old : 100.0: 88.0 25.9 1.5 10.4 72.1 99.8 99.5: 0.2 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 : 34: 9 10 1 4 12 13 23:
Old : 34: 9 10 1 4 12 13 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 49.9 98.4 77.1 93.6 49.9 95.9 77.1
Old : 94.1 49.9 98.4 77.1 93.6 49.9 95.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017