WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 704,038: 147,808 229,014 245,151 262,200 180,597 655,159 654,762: 48,879 49,276
Old : 563,689: 135,667 220,363 178,879 208,746 127,161 523,292 526,404: 40,396 37,285
Other: 140,349: 43,883 40,394 34,529 53,454 53,436 131,866 128,358: 8,483 11,990
: : :
: : Changes in Commitments from: November 7, 2017 :
: -4,464: 4,852 -9,994 5,647 -13,568 1,016 -3,069 -3,331: -1,395 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.5 34.8 37.2 25.7 93.1 93.0: 6.9 7.0
Old : 100.0: 24.1 39.1 31.7 37.0 22.6 92.8 93.4: 7.2 6.6
Other: 100.0: 31.3 28.8 24.6 38.1 38.1 94.0 91.5: 6.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 140 159 175 113 116 358 367:
Old : 447: 148 150 158 112 110 339 351:
Other: 224: 48 73 56 56 79 143 175:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 8.3 21.0 14.6 9.5 6.1 14.3 11.1
Old : 14.6 8.4 22.5 15.5 11.7 7.6 16.9 13.6
Other: 23.1 18.4 36.8 31.3 21.4 15.9 32.1 24.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 331,402: 100,616 99,932 61,846 143,696 144,725 306,158 306,503: 25,244 24,899
Old : 271,705: 97,737 99,884 43,334 109,292 111,453 250,363 254,671: 21,342 17,034
Other: 59,697: 13,716 10,885 7,675 34,404 33,272 55,795 51,832: 3,902 7,865
: : :
: : Changes in Commitments from: November 7, 2017 :
: -14,314: 2,030 -8,785 -8,402 -3,673 7,961 -10,045 -9,226: -4,270 -5,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 30.2 18.7 43.4 43.7 92.4 92.5: 7.6 7.5
Old : 100.0: 36.0 36.8 15.9 40.2 41.0 92.1 93.7: 7.9 6.3
Other: 100.0: 23.0 18.2 12.9 57.6 55.7 93.5 86.8: 6.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 83 71 86 102 87 227 212:
Old : 280: 82 73 72 98 78 216 191:
Other: 151: 38 30 33 49 56 103 106:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 19.5 26.9 29.5 13.2 15.5 20.4 23.8
Old : 20.5 23.6 29.0 34.1 20.4 23.0 28.1 32.9
Other: 31.9 34.2 44.6 48.3 31.9 33.8 43.5 46.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 2,127,835: 341,391 508,226 574,442 953,325 788,428 1,869,158 1,871,096: 258,677 256,739
Old : 1,930,169: 326,707 506,913 508,370 848,966 693,346 1,684,044 1,708,629: 246,125 221,539
Other: 197,666: 50,048 36,677 30,707 104,359 95,082 185,114 162,466: 12,552 35,200
: : :
: : Changes in Commitments from: November 7, 2017 :
: 118,036: 7,138 41,311 24,851 79,262 32,836 111,251 98,998: 6,785 19,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 23.9 27.0 44.8 37.1 87.8 87.9: 12.2 12.1
Old : 100.0: 16.9 26.3 26.3 44.0 35.9 87.2 88.5: 12.8 11.5
Other: 100.0: 25.3 18.6 15.5 52.8 48.1 93.6 82.2: 6.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 847: 222 196 247 367 344 711 680:
Old : 841: 221 197 236 365 332 701 661:
Other: 425: 62 78 59 98 245 194 353:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 9.3 14.8 14.7 6.2 7.4 10.7 11.5
Old : 9.0 10.1 14.8 15.8 7.0 8.3 11.3 12.8
Other: 26.1 20.3 39.1 31.4 25.2 19.4 36.3 28.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 9,433: 3,298 153 1,595 2,181 6,534 7,074 8,282: 2,359 1,152
Old : 9,383: 3,296 153 1,590 2,159 6,524 7,045 8,267: 2,337 1,116
Other: 51: 7 5 0 22 10 29 15: 22 36
: : :
: : Changes in Commitments from: November 7, 2017 :
: 415: 255 0 -52 261 241 464 190: -48 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 1.6 16.9 23.1 69.3 75.0 87.8: 25.0 12.2
Old : 100.0: 35.1 1.6 16.9 23.0 69.5 75.1 88.1: 24.9 11.9
Other: 100.0: 13.8 9.2 0.0 43.4 19.7 57.2 29.0: 42.8 71.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 5 9 10 14 34 23:
Old : 40: 19 5 9 10 14 34 23:
Other: 7: 1 1 0 4 1 5 2:
:----------------------------------------------------------------------------------------------------
: 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 52.1 44.2 67.2 28.7 47.8 37.2 58.9
Old : 32.5 52.2 44.2 67.4 28.7 48.0 37.2 59.2
Other: 55.3 29.0 57.2 29.0 55.3 29.0 57.2 29.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 824,750: 154,272 117,791 208,002 405,660 404,519 767,933 730,311: 56,817 94,439
Old : 756,159: 146,695 111,773 189,512 368,167 370,094 704,375 671,379: 51,784 84,780
Other: 68,591: 16,702 15,143 9,364 37,493 34,425 63,559 58,932: 5,033 9,659
: : :
: : Changes in Commitments from: November 7, 2017 :
: 23,519: -2,101 19,155 9,765 19,890 -6,879 27,554 22,041: -4,035 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.3 25.2 49.2 49.0 93.1 88.5: 6.9 11.5
Old : 100.0: 19.4 14.8 25.1 48.7 48.9 93.2 88.8: 6.8 11.2
Other: 100.0: 24.3 22.1 13.7 54.7 50.2 92.7 85.9: 7.3 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 626: 157 181 248 193 218 501 527:
Old : 618: 159 180 242 189 213 489 519:
Other: 276: 56 60 48 65 130 145 217:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 12.6 20.4 19.0 12.4 8.7 17.2 13.7
Old : 14.4 12.3 20.5 18.5 13.5 9.1 18.5 14.3
Other: 34.3 36.5 44.2 46.0 34.3 35.0 44.2 43.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 508,238: 124,019 53,753 135,758 212,705 291,887 472,481 481,398: 35,757 26,841
Old : 470,004: 113,492 58,251 122,031 200,950 264,721 436,472 445,003: 33,532 25,002
Other: 38,234: 19,412 4,387 4,842 11,755 27,166 36,009 36,395: 2,225 1,839
: : :
: : Changes in Commitments from: November 7, 2017 :
: 5,834: 4,021 2,637 -7,407 9,108 12,082 5,722 7,311: 112 -1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.6 26.7 41.9 57.4 93.0 94.7: 7.0 5.3
Old : 100.0: 24.1 12.4 26.0 42.8 56.3 92.9 94.7: 7.1 5.3
Other: 100.0: 50.8 11.5 12.7 30.7 71.1 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 93 82 119 83 82 250 236:
Old : 306: 94 87 115 81 82 244 235:
Other: 85: 24 20 20 26 21 64 48:
:----------------------------------------------------------------------------------------------------
: 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 29.3 20.9 35.7 9.4 25.7 14.7 31.1
Old : 14.6 27.7 21.7 34.4 10.4 25.1 16.4 30.9
Other: 30.7 57.1 50.4 70.1 28.5 56.1 47.2 66.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 909,877: 164,586 119,416 88,210 492,323 521,245 745,119 728,871: 164,758 181,006
Old : 909,877: 164,586 119,416 88,210 492,323 521,245 745,119 728,871: 164,758 181,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 29,386: -2,071 -10,386 2,718 28,537 34,114 29,185 26,446: 201 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.1 9.7 54.1 57.3 81.9 80.1: 18.1 19.9
Old : 100.0: 18.1 13.1 9.7 54.1 57.3 81.9 80.1: 18.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 45 33 52 81 82 147 146:
Old : 177: 45 33 52 81 82 147 146:
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 : 19.8 20.0 29.9 33.4 15.4 15.1 21.4 22.6
Old : 19.8 20.0 29.9 33.4 15.4 15.1 21.4 22.6
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 14, 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 : 933,077: 51,899 154,215 36,020 726,791 645,985 814,711 836,221: 118,366 96,857
Old : 933,077: 51,899 154,215 36,020 726,791 645,985 814,711 836,221: 118,366 96,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 35,770: 2,487 -6,063 12,588 24,529 31,527 39,605 38,052: -3,834 -2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.5 3.9 77.9 69.2 87.3 89.6: 12.7 10.4
Old : 100.0: 5.6 16.5 3.9 77.9 69.2 87.3 89.6: 12.7 10.4
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 : 121: 14 11 17 75 73 102 92:
Old : 121: 14 11 17 75 73 102 92:
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 : 23.4 37.5 35.8 49.6 17.6 36.9 27.3 45.5
Old : 23.4 37.5 35.8 49.6 17.6 36.9 27.3 45.5
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 14, 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 : 2,164: 1,032 730 367 347 913 1,746 2,010: 418 154
Old : 2,164: 1,032 730 367 347 913 1,746 2,010: 418 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -22: -193 -263 53 43 223 -97 13: 75 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 33.7 17.0 16.0 42.2 80.7 92.9: 19.3 7.1
Old : 100.0: 47.7 33.7 17.0 16.0 42.2 80.7 92.9: 19.3 7.1
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 : 31: 11 6 8 8 8 25 19:
Old : 31: 11 6 8 8 8 25 19:
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 : 40.7 49.2 52.9 71.0 36.1 48.8 45.7 64.0
Old : 40.7 49.2 52.9 71.0 36.1 48.8 45.7 64.0
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 14, 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 : 437,493: 84,515 50,665 84,042 223,212 265,638 391,769 400,345: 45,724 37,147
Old : 397,242: 79,931 52,318 75,009 199,293 235,075 354,234 362,402: 43,008 34,840
Other: 40,251: 8,487 2,251 5,129 23,919 30,564 37,535 37,944: 2,716 2,307
: : :
: : Changes in Commitments from: November 7, 2017 :
: 11,953: 4,664 3,156 -3,488 10,346 10,258 11,522 9,926: 431 2,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.6 19.2 51.0 60.7 89.5 91.5: 10.5 8.5
Old : 100.0: 20.1 13.2 18.9 50.2 59.2 89.2 91.2: 10.8 8.8
Other: 100.0: 21.1 5.6 12.7 59.4 75.9 93.3 94.3: 6.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 69 76 94 105 94 231 218:
Old : 277: 70 77 91 104 93 227 216:
Other: 93: 20 15 23 36 33 68 62:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 27.6 20.5 34.3 12.2 24.1 17.6 29.5
Old : 14.1 27.1 21.2 34.0 12.8 23.7 18.3 29.6
Other: 31.4 46.5 52.8 61.8 31.3 40.6 47.8 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 11,934: 1,056 3,272 1,226 7,910 6,025 10,191 10,523: 1,743 1,411
Old : 11,934: 1,056 3,272 1,226 7,910 6,025 10,191 10,523: 1,743 1,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 758: -99 410 254 674 30 829 694: -71 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.4 10.3 66.3 50.5 85.4 88.2: 14.6 11.8
Old : 100.0: 8.8 27.4 10.3 66.3 50.5 85.4 88.2: 14.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 12 24 14 21 15 42 45:
Old : 64: 12 24 14 21 15 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 36.1 59.4 52.7 50.0 31.9 56.9 47.2
Old : 50.3 36.1 59.4 52.7 50.0 31.9 56.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 2,044,840: 319,252 528,060 167,162 1,435,847 1,171,145 1,922,261 1,866,367: 122,579 178,473
Old : 2,044,840: 319,252 528,060 167,162 1,435,847 1,171,145 1,922,261 1,866,367: 122,579 178,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 53,335: -12,625 12,515 -12,197 77,286 49,405 52,464 49,722: 871 3,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 25.8 8.2 70.2 57.3 94.0 91.3: 6.0 8.7
Old : 100.0: 15.6 25.8 8.2 70.2 57.3 94.0 91.3: 6.0 8.7
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 : 302: 57 66 49 136 124 219 213:
Old : 302: 57 66 49 136 124 219 213:
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 : 17.1 29.0 28.3 40.6 16.2 25.8 25.2 33.7
Old : 17.1 29.0 28.3 40.6 16.2 25.8 25.2 33.7
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 14, 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 : 4,066,005: 776,154 691,401 514,860 2,435,632 2,299,805 3,726,646 3,506,066: 339,359 559,939
Old : 4,066,005: 776,154 691,401 514,860 2,435,632 2,299,805 3,726,646 3,506,066: 339,359 559,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 209,952: 80,609 65,327 14,454 104,942 157,965 200,004 237,746: 9,948 -27,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.0 12.7 59.9 56.6 91.7 86.2: 8.3 13.8
Old : 100.0: 19.1 17.0 12.7 59.9 56.6 91.7 86.2: 8.3 13.8
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 : 430: 83 104 107 188 214 333 363:
Old : 430: 83 104 107 188 214 333 363:
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 : 22.4 10.2 32.3 17.3 19.5 7.8 27.3 12.7
Old : 22.4 10.2 32.3 17.3 19.5 7.8 27.3 12.7
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 14, 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 : 437,336: 52,882 69,672 7,616 285,805 212,466 346,303 289,754: 91,033 147,582
Old : 437,336: 52,882 69,672 7,616 285,805 212,466 346,303 289,754: 91,033 147,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 5,736: -1,775 10,313 1,687 650 -10,278 562 1,722: 5,174 4,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.9 1.7 65.4 48.6 79.2 66.3: 20.8 33.7
Old : 100.0: 12.1 15.9 1.7 65.4 48.6 79.2 66.3: 20.8 33.7
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 : 75: 10 10 8 40 43 55 56:
Old : 75: 10 10 8 40 43 55 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 23.5 44.0 32.9 33.1 22.9 42.6 30.9
Old : 33.4 23.5 44.0 32.9 33.1 22.9 42.6 30.9
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 14, 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 : 3,482,977: 672,441 903,601 281,838 2,262,184 1,870,089 3,216,464 3,055,528: 266,513 427,449
Old : 3,482,977: 672,441 903,601 281,838 2,262,184 1,870,089 3,216,464 3,055,528: 266,513 427,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 70,683: 132,469 54,699 -7,177 -64,050 22,394 61,242 69,915: 9,441 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.9 8.1 64.9 53.7 92.3 87.7: 7.7 12.3
Old : 100.0: 19.3 25.9 8.1 64.9 53.7 92.3 87.7: 7.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 54 76 67 136 161 230 264:
Old : 319: 54 76 67 136 161 230 264:
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 : 29.8 16.1 40.7 26.1 25.4 14.1 35.6 21.2
Old : 29.8 16.1 40.7 26.1 25.4 14.1 35.6 21.2
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 14, 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 : 1,407,151: 75,837 180,879 312,069 986,608 849,347 1,374,515 1,342,295: 32,636 64,856
Old : 1,407,151: 75,837 180,879 312,069 986,608 849,347 1,374,515 1,342,295: 32,636 64,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 37,494: 1,612 12,630 9,393 32,127 27,384 43,132 49,407: -5,638 -11,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.9 22.2 70.1 60.4 97.7 95.4: 2.3 4.6
Old : 100.0: 5.4 12.9 22.2 70.1 60.4 97.7 95.4: 2.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 20 49 45 64 74 114 141:
Old : 153: 20 49 45 64 74 114 141:
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 22.8 48.3 33.8 25.7 11.5 31.0 17.6
Old : 35.2 22.8 48.3 33.8 25.7 11.5 31.0 17.6
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 14, 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 : 80,371: 45,340 4,830 3,103 19,194 62,837 67,637 70,770: 12,734 9,601
Old : 80,371: 45,340 4,830 3,103 19,194 62,837 67,637 70,770: 12,734 9,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 1,086: 180 -1,909 -33 444 2,938 591 996: 495 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 6.0 3.9 23.9 78.2 84.2 88.1: 15.8 11.9
Old : 100.0: 56.4 6.0 3.9 23.9 78.2 84.2 88.1: 15.8 11.9
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 : 119: 53 15 7 29 32 83 53:
Old : 119: 53 15 7 29 32 83 53:
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 : 21.8 42.3 34.6 59.7 19.6 41.1 31.7 58.5
Old : 21.8 42.3 34.6 59.7 19.6 41.1 31.7 58.5
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, November 14, 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 : 160,742: 90,680 9,661 6,205 38,388 125,674 135,274 141,540: 25,469 19,202
Old : 160,742: 90,680 9,661 6,205 38,388 125,674 135,274 141,540: 25,469 19,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 2,173: 360 -3,819 -66 887 5,876 1,182 1,992: 991 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 6.0 3.9 23.9 78.2 84.2 88.1: 15.8 11.9
Old : 100.0: 56.4 6.0 3.9 23.9 78.2 84.2 88.1: 15.8 11.9
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 : 119: 53 15 7 29 32 83 53:
Old : 119: 53 15 7 29 32 83 53:
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 : 21.8 42.3 34.6 59.7 19.6 41.1 31.7 58.5
Old : 21.8 42.3 34.6 59.7 19.6 41.1 31.7 58.5
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, November 14, 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 : 95,005: 80,513 94,741 85 14,267 0 94,865 94,826: 140 179
Old : 95,005: 80,513 94,741 85 14,267 0 94,865 94,826: 140 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: 101: 125 -61 0 -45 0 80 -61: 21 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 99.7 0.1 15.0 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 84.7 99.7 0.1 15.0 0.0 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 27 11 1 2 0 30 11:
Old : 40: 27 11 1 2 0 30 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 94.1 92.9 99.3 76.8 94.1 92.9 99.2
Old : 76.8 94.1 92.9 99.3 76.8 94.1 92.9 99.2
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 14, 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 : 28,857: 14,104 5,204 5 14,705 23,540 28,814 28,749: 43 108
Old : 28,857: 14,104 5,204 5 14,705 23,540 28,814 28,749: 43 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -362: -246 52 0 -130 -388 -376 -336: 14 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 18.0 0.0 51.0 81.6 99.9 99.6: 0.1 0.4
Old : 100.0: 48.9 18.0 0.0 51.0 81.6 99.9 99.6: 0.1 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 : 48: 10 14 1 7 19 17 34:
Old : 48: 10 14 1 7 19 17 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 : 77.6 41.1 94.5 68.8 77.6 41.1 94.5 68.8
Old : 77.6 41.1 94.5 68.8 77.6 41.1 94.5 68.8
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, November 14, 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 : 23,586: 21,037 5,240 381 2,109 17,852 23,527 23,473: 59 113
Old : 23,586: 21,037 5,240 381 2,109 17,852 23,527 23,473: 59 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,024: -619 -1,146 21 -445 100 -1,043 -1,025: 19 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 22.2 1.6 8.9 75.7 99.7 99.5: 0.3 0.5
Old : 100.0: 89.2 22.2 1.6 8.9 75.7 99.7 99.5: 0.3 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: 5 14 1 4 12 10 26:
Old : 34: 5 14 1 4 12 10 26:
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 : 95.3 52.1 99.4 76.0 94.8 52.1 96.4 76.0
Old : 95.3 52.1 99.4 76.0 94.8 52.1 96.4 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017