WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 11, 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 : 436,850: 172,136 144,698 68,160 156,652 183,493 396,948 396,351: 39,902 40,499
Old : 401,918: 165,465 141,841 58,185 141,389 168,394 365,039 368,420: 36,879 33,498
Other: 34,932: 11,759 7,945 4,887 15,263 15,099 31,909 27,931: 3,023 7,001
: : :
: : Changes in Commitments from: July 3, 2017 :
: 26,112: 7,498 -5,183 3,194 10,611 33,104 21,303 31,115: 4,809 -5,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 33.1 15.6 35.9 42.0 90.9 90.7: 9.1 9.3
Old : 100.0: 41.2 35.3 14.5 35.2 41.9 90.8 91.7: 9.2 8.3
Other: 100.0: 33.7 22.7 14.0 43.7 43.2 91.3 80.0: 8.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 133 128 123 88 115 298 303:
Old : 412: 135 126 116 81 111 283 297:
Other: 149: 28 31 16 34 69 73 109:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 10.4 24.4 18.5 13.6 8.9 21.4 15.6
Old : 15.5 10.7 25.2 18.7 14.1 8.7 22.3 15.8
Other: 37.8 29.1 51.3 40.2 35.3 25.6 45.3 32.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 11, 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 : 269,659: 116,456 22,614 37,947 92,681 185,501 247,084 246,062: 22,575 23,597
Old : 252,242: 116,790 23,317 31,704 82,136 178,180 230,630 233,201: 21,612 19,041
Other: 17,417: 4,408 4,039 1,501 10,545 7,321 16,454 12,861: 963 4,556
: : :
: : Changes in Commitments from: July 3, 2017 :
: 8,419: 9,393 -8,163 9 -1,396 17,040 8,006 8,886: 413 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 8.4 14.1 34.4 68.8 91.6 91.2: 8.4 8.8
Old : 100.0: 46.3 9.2 12.6 32.6 70.6 91.4 92.5: 8.6 7.5
Other: 100.0: 25.3 23.2 8.6 60.5 42.0 94.5 73.8: 5.5 26.2
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 92 39 67 68 105 184 195:
Old : 263: 97 37 61 67 100 181 185:
Other: 111: 10 27 10 21 64 41 92:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 29.3 27.6 39.3 14.2 22.9 22.4 31.0
Old : 17.2 31.2 29.1 41.7 15.2 27.3 23.9 35.5
Other: 53.9 24.4 70.0 37.5 53.5 21.8 69.0 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 11, 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 : 1,373,866: 413,616 237,871 166,926 626,020 788,378 1,206,562 1,193,175: 167,304 180,691
Old : 586,399: 307,644 163,532 8,324 208,677 363,736 524,645 535,592: 61,754 50,807
Other: 787,467: 208,496 176,863 56,078 417,343 424,642 681,917 657,583: 105,550 129,884
: : :
: : Changes in Commitments from: July 3, 2017 :
: 43,346: 37,831 -94,434 15,060 5,613 123,413 58,504 44,039: -15,158 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 17.3 12.2 45.6 57.4 87.8 86.8: 12.2 13.2
Old : 100.0: 52.5 27.9 1.4 35.6 62.0 89.5 91.3: 10.5 8.7
Other: 100.0: 26.5 22.5 7.1 53.0 53.9 86.6 83.5: 13.4 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 202 133 186 261 336 558 590:
Old : 648: 159 117 37 182 234 357 372:
Other: 684: 155 134 105 186 313 399 505:
:----------------------------------------------------------------------------------------------------
: 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 12.9 19.7 19.1 9.9 9.9 16.7 14.0
Old : 14.7 22.7 24.1 33.4 14.5 22.6 23.8 33.3
Other: 17.2 9.7 25.7 15.7 14.2 6.5 21.1 11.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,564: 2,828 833 360 586 4,523 3,774 5,716: 2,790 848
Old : 6,564: 2,828 833 360 586 4,523 3,774 5,716: 2,790 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 58: -14 197 78 -38 48 26 323: 32 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 12.7 5.5 8.9 68.9 57.5 87.1: 42.5 12.9
Old : 100.0: 43.1 12.7 5.5 8.9 68.9 57.5 87.1: 42.5 12.9
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 : 40: 20 6 5 8 10 32 17:
Old : 40: 20 6 5 8 10 32 17:
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 : 16.2 48.3 28.0 68.3 15.8 48.2 26.8 64.8
Old : 16.2 48.3 28.0 68.3 15.8 48.2 26.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 11, 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 : 675,354: 167,912 149,912 86,492 371,521 353,368 625,925 589,772: 49,429 85,582
Old : 106,705: 34,099 29,271 1,149 63,255 63,695 98,503 94,115: 8,202 12,590
Other: 568,649: 160,905 147,733 58,251 308,266 289,673 527,422 495,657: 41,227 72,992
: : :
: : Changes in Commitments from: July 3, 2017 :
: 16,837: 24,287 -53,142 -5,187 1,229 74,856 20,329 16,527: -3,492 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.2 12.8 55.0 52.3 92.7 87.3: 7.3 12.7
Old : 100.0: 32.0 27.4 1.1 59.3 59.7 92.3 88.2: 7.7 11.8
Other: 100.0: 28.3 26.0 10.2 54.2 50.9 92.8 87.2: 7.2 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 157 153 169 167 229 420 475:
Old : 355: 77 68 9 86 141 171 211:
Other: 580: 156 157 128 129 221 351 450:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 12.7 25.1 19.6 15.6 10.9 22.6 16.1
Old : 25.5 36.3 39.1 45.2 25.2 36.2 38.9 44.9
Other: 16.3 11.1 26.1 17.8 16.0 8.7 24.1 14.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,222: 4,774 2,054 30 157 4,997 4,961 7,081: 17,261 15,141
Old : 1,568: 935 106 0 3 185 938 291: 630 1,277
Other: 20,654: 3,840 1,949 29 154 4,812 4,023 6,790: 16,631 13,864
: : :
: : Changes in Commitments from: July 3, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.2 0.1 0.7 22.5 22.3 31.9: 77.7 68.1
Old : 100.0: 59.6 6.8 0.0 0.2 11.8 59.8 18.6: 40.2 81.4
Other: 100.0: 18.6 9.4 0.1 0.7 23.3 19.5 32.9: 80.5 67.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 6 3 2 15 7 23:
Old : 20: 3 5 0 1 12 4 17:
Other: 26: 4 6 3 1 15 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 14.1 22.3 19.9 21.5 14.1 22.2 19.9
Old : 59.8 13.6 59.8 16.8 59.6 13.6 59.6 16.6
Other: 18.7 14.3 19.5 20.5 18.6 14.3 19.3 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 11, 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 : 400,791: 110,853 57,459 76,734 174,907 239,118 362,494 373,311: 38,297 27,480
Old : 121,031: 40,016 11,835 18,206 51,727 82,107 109,949 112,148: 11,082 8,883
Other: 279,760: 93,971 68,758 35,394 123,180 157,011 252,545 261,163: 27,215 18,597
: : :
: : Changes in Commitments from: July 3, 2017 :
: 26,118: 4,292 -13,136 14,029 10,481 28,814 28,802 29,707: -2,684 -3,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.3 19.1 43.6 59.7 90.4 93.1: 9.6 6.9
Old : 100.0: 33.1 9.8 15.0 42.7 67.8 90.8 92.7: 9.2 7.3
Other: 100.0: 33.6 24.6 12.7 44.0 56.1 90.3 93.4: 9.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 94 72 110 83 75 242 223:
Old : 207: 68 39 50 54 56 143 132:
Other: 264: 78 84 76 61 62 189 181:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 32.1 19.4 38.5 11.3 30.3 18.1 36.3
Old : 19.1 31.7 31.2 41.9 19.1 29.8 29.3 38.4
Other: 16.8 32.2 26.6 40.7 16.0 30.5 25.4 38.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 11, 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 : 730,834: 190,123 139,691 14,648 381,681 416,034 586,452 570,373: 144,382 160,461
Old : 730,834: 190,123 139,691 14,648 381,681 416,034 586,452 570,373: 144,382 160,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,726: 5,745 22,334 2,432 6,186 -23,258 14,363 1,508: -18,089 -5,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 19.1 2.0 52.2 56.9 80.2 78.0: 19.8 22.0
Old : 100.0: 26.0 19.1 2.0 52.2 56.9 80.2 78.0: 19.8 22.0
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 : 174: 48 26 17 66 77 121 113:
Old : 174: 48 26 17 66 77 121 113:
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 21.7 33.4 33.9 17.2 17.0 25.9 26.2
Old : 21.8 21.7 33.4 33.9 17.2 17.0 25.9 26.2
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 - Futures Only, July 11, 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 : 785,147: 74,586 130,526 12,624 588,069 545,751 675,279 688,901: 109,868 96,246
Old : 785,147: 74,586 130,526 12,624 588,069 545,751 675,279 688,901: 109,868 96,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -10,181: -6,344 -14,589 3,789 1,369 -342 -1,186 -11,142: -8,995 961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.6 1.6 74.9 69.5 86.0 87.7: 14.0 12.3
Old : 100.0: 9.5 16.6 1.6 74.9 69.5 86.0 87.7: 14.0 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 : 115: 15 15 8 58 65 77 84:
Old : 115: 15 15 8 58 65 77 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 : 22.5 32.6 37.1 45.5 18.1 32.6 28.9 43.1
Old : 22.5 32.6 37.1 45.5 18.1 32.6 28.9 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 11, 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 : 2,232: 756 366 456 768 1,297 1,980 2,119: 252 113
Old : 2,232: 756 366 456 768 1,297 1,980 2,119: 252 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -81: 70 -72 41 -212 -17 -101 -48: 20 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.4 20.4 34.4 58.1 88.7 94.9: 11.3 5.1
Old : 100.0: 33.9 16.4 20.4 34.4 58.1 88.7 94.9: 11.3 5.1
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 : 22: 7 3 3 7 9 15 14:
Old : 22: 7 3 3 7 9 15 14:
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 : 54.7 62.5 71.6 85.4 30.6 43.7 40.8 52.8
Old : 54.7 62.5 71.6 85.4 30.6 43.7 40.8 52.8
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 - Futures Only, July 11, 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 : 352,336: 83,884 76,139 51,417 177,790 194,402 313,091 321,958: 39,245 30,378
Old : 86,664: 20,338 18,396 6,891 45,571 49,831 72,800 75,118: 13,864 11,546
Other: 265,672: 79,060 73,257 29,012 132,219 144,571 240,291 246,840: 25,381 18,832
: : :
: : Changes in Commitments from: July 3, 2017 :
: -12,509: 5,470 -22,209 -8,334 -4,422 28,846 -7,286 -1,697: -5,223 -10,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 21.6 14.6 50.5 55.2 88.9 91.4: 11.1 8.6
Old : 100.0: 23.5 21.2 8.0 52.6 57.5 84.0 86.7: 16.0 13.3
Other: 100.0: 29.8 27.6 10.9 49.8 54.4 90.4 92.9: 9.6 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 72 61 77 92 80 210 188:
Old : 185: 50 26 23 77 62 136 106:
Other: 231: 63 62 61 77 67 179 157:
:----------------------------------------------------------------------------------------------------
: 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 25.5 21.1 32.1 13.6 21.3 19.6 27.6
Old : 18.0 22.9 26.3 33.7 17.1 20.1 25.2 30.7
Other: 15.3 28.7 23.5 36.7 14.0 24.4 21.6 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 11, 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 : 9,407: 3,474 2,595 353 3,618 5,060 7,445 8,008: 1,962 1,399
Old : 9,407: 3,474 2,595 353 3,618 5,060 7,445 8,008: 1,962 1,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 80: 45 359 126 -90 -181 81 304: -1 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 27.6 3.8 38.5 53.8 79.1 85.1: 20.9 14.9
Old : 100.0: 36.9 27.6 3.8 38.5 53.8 79.1 85.1: 20.9 14.9
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 : 65: 23 17 10 18 10 48 32:
Old : 65: 23 17 10 18 10 48 32:
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 : 39.1 45.4 49.9 60.6 39.1 45.2 49.9 60.2
Old : 39.1 45.4 49.9 60.6 39.1 45.2 49.9 60.2
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 - Futures Only, July 11, 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 : 1,333,159: 182,001 438,814 30,885 1,002,435 699,940 1,215,321 1,169,639: 117,838 163,520
Old : 1,333,159: 182,001 438,814 30,885 1,002,435 699,940 1,215,321 1,169,639: 117,838 163,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -32,206: 2,182 1,808 -9,435 -21,132 -21,665 -28,385 -29,292: -3,821 -2,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 32.9 2.3 75.2 52.5 91.2 87.7: 8.8 12.3
Old : 100.0: 13.7 32.9 2.3 75.2 52.5 91.2 87.7: 8.8 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 : 250: 39 59 32 107 100 162 175:
Old : 250: 39 59 32 107 100 162 175:
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 25.0 35.1 35.2 21.1 23.7 33.7 32.4
Old : 22.4 25.0 35.1 35.2 21.1 23.7 33.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 11, 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 : 3,136,441: 822,734 565,707 123,451 1,855,469 1,919,305 2,801,654 2,608,463: 334,787 527,978
Old : 3,136,441: 822,734 565,707 123,451 1,855,469 1,919,305 2,801,654 2,608,463: 334,787 527,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 48,578: -2,220 3,715 7,802 65,996 28,235 71,578 39,752: -23,000 8,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.0 3.9 59.2 61.2 89.3 83.2: 10.7 16.8
Old : 100.0: 26.2 18.0 3.9 59.2 61.2 89.3 83.2: 10.7 16.8
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 : 398: 85 87 54 139 181 247 299:
Old : 398: 85 87 54 139 181 247 299:
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 : 28.3 14.2 37.8 22.3 25.8 11.4 33.2 17.4
Old : 28.3 14.2 37.8 22.3 25.8 11.4 33.2 17.4
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 - Futures Only, July 11, 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 : 392,806: 75,198 50,933 3,401 226,840 214,050 305,439 268,384: 87,367 124,422
Old : 392,806: 75,198 50,933 3,401 226,840 214,050 305,439 268,384: 87,367 124,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,045: -6,226 -1,522 -1,052 4,275 -2,464 -3,003 -5,038: -42 1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 13.0 0.9 57.7 54.5 77.8 68.3: 22.2 31.7
Old : 100.0: 19.1 13.0 0.9 57.7 54.5 77.8 68.3: 22.2 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 8 7 7 36 36 48 46:
Old : 61: 8 7 7 36 36 48 46:
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 : 34.4 30.2 46.9 40.9 34.1 29.5 46.5 38.7
Old : 34.4 30.2 46.9 40.9 34.1 29.5 46.5 38.7
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 - Futures Only, July 11, 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 : 2,986,911: 353,310 628,904 91,937 2,288,462 1,883,706 2,733,709 2,604,547: 253,202 382,364
Old : 2,986,911: 353,310 628,904 91,937 2,288,462 1,883,706 2,733,709 2,604,547: 253,202 382,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -77,855: -50,106 6,195 32,836 -44,318 -125,624 -61,588 -86,593: -16,267 8,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.1 3.1 76.6 63.1 91.5 87.2: 8.5 12.8
Old : 100.0: 11.8 21.1 3.1 76.6 63.1 91.5 87.2: 8.5 12.8
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 : 300: 46 71 42 110 150 183 236:
Old : 300: 46 71 42 110 150 183 236:
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 : 41.2 18.0 52.7 27.7 37.5 17.8 47.1 26.4
Old : 41.2 18.0 52.7 27.7 37.5 17.8 47.1 26.4
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 - Futures Only, July 11, 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 : 1,582,233: 183,956 362,921 324,759 1,037,066 836,774 1,545,781 1,524,454: 36,452 57,779
Old : 1,582,233: 183,956 362,921 324,759 1,037,066 836,774 1,545,781 1,524,454: 36,452 57,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 12,308: -7,970 -7,936 12,886 11,999 11,076 16,915 16,026: -4,607 -3,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 22.9 20.5 65.5 52.9 97.7 96.3: 2.3 3.7
Old : 100.0: 11.6 22.9 20.5 65.5 52.9 97.7 96.3: 2.3 3.7
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 : 152: 11 59 56 59 69 119 144:
Old : 152: 11 59 56 59 69 119 144:
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 19.3 51.0 31.3 27.0 11.5 31.8 16.8
Old : 33.4 19.3 51.0 31.3 27.0 11.5 31.8 16.8
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 - Futures Only, July 11, 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 : 64,752: 39,098 4,292 3,407 13,795 47,949 56,300 55,648: 8,452 9,104
Old : 64,752: 39,098 4,292 3,407 13,795 47,949 56,300 55,648: 8,452 9,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,660: -1,733 87 17 -577 -2,234 -2,293 -2,131: -368 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 6.6 5.3 21.3 74.1 86.9 85.9: 13.1 14.1
Old : 100.0: 60.4 6.6 5.3 21.3 74.1 86.9 85.9: 13.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 40 19 8 25 29 66 55:
Old : 108: 40 19 8 25 29 66 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 33.4 40.3 55.3 23.5 31.7 36.3 53.6
Old : 27.5 33.4 40.3 55.3 23.5 31.7 36.3 53.6
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 - Futures Only, July 11, 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 : 129,503: 78,196 8,584 6,814 27,590 95,897 112,600 111,295: 16,903 18,208
Old : 129,503: 78,196 8,584 6,814 27,590 95,897 112,600 111,295: 16,903 18,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -5,320: -3,465 174 33 -1,153 -4,468 -4,585 -4,261: -735 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 6.6 5.3 21.3 74.1 86.9 85.9: 13.1 14.1
Old : 100.0: 60.4 6.6 5.3 21.3 74.1 86.9 85.9: 13.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 40 19 8 25 29 66 55:
Old : 108: 40 19 8 25 29 66 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 33.4 40.3 55.3 23.5 31.7 36.3 53.6
Old : 27.5 33.4 40.3 55.3 23.5 31.7 36.3 53.6
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 - Futures Only, July 11, 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 : 44,922: 29,267 44,340 256 15,358 210 44,881 44,806: 41 116
Old : 44,922: 29,267 44,340 256 15,358 210 44,881 44,806: 41 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -7,037: -142 -7,047 0 -6,880 0 -7,022 -7,047: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 98.7 0.6 34.2 0.5 99.9 99.7: 0.1 0.3
Old : 100.0: 65.2 98.7 0.6 34.2 0.5 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 17 1 2 1 22 18:
Old : 38: 19 17 1 2 1 22 18:
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 : 78.2 79.6 93.8 95.2 77.8 79.6 93.4 94.6
Old : 78.2 79.6 93.8 95.2 77.8 79.6 93.4 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 11, 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 : 29,615: 19,535 5,422 39 9,970 24,047 29,544 29,508: 71 107
Old : 29,615: 19,535 5,422 39 9,970 24,047 29,544 29,508: 71 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 305: 701 450 0 -423 -141 278 309: 27 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 18.3 0.1 33.7 81.2 99.8 99.6: 0.2 0.4
Old : 100.0: 66.0 18.3 0.1 33.7 81.2 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 13 1 6 20 17 34:
Old : 48: 11 13 1 6 20 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 : 79.1 46.1 94.2 66.1 79.1 46.1 94.0 66.1
Old : 79.1 46.1 94.2 66.1 79.1 46.1 94.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, July 11, 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 : 22,873: 12,694 5,143 13 10,127 17,638 22,834 22,794: 39 79
Old : 22,873: 12,694 5,143 13 10,127 17,638 22,834 22,794: 39 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 80: 500 601 13 -420 -565 93 49: -13 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 22.5 0.1 44.3 77.1 99.8 99.7: 0.2 0.3
Old : 100.0: 55.5 22.5 0.1 44.3 77.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 9 1 5 10 15 19:
Old : 32: 9 9 1 5 10 15 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 : 82.0 61.2 97.7 86.7 82.0 61.2 97.3 86.7
Old : 82.0 61.2 97.7 86.7 82.0 61.2 97.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017