WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 25, 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 : 426,512: 150,830 130,064 76,276 161,706 178,225 388,812 384,565: 37,700 41,947
Old : 385,632: 144,974 127,952 61,561 144,886 161,567 351,421 351,080: 34,211 34,552
Other: 40,880: 14,620 10,876 5,951 16,820 16,658 37,391 33,485: 3,489 7,395
: : :
: : Changes in Commitments from: July 18, 2017 :
: -10,876: -13,989 -12,573 3,988 4,765 -3,787 -5,236 -12,372: -5,640 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 30.5 17.9 37.9 41.8 91.2 90.2: 8.8 9.8
Old : 100.0: 37.6 33.2 16.0 37.6 41.9 91.1 91.0: 8.9 9.0
Other: 100.0: 35.8 26.6 14.6 41.1 40.7 91.5 81.9: 8.5 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 116 132 135 100 112 304 307:
Old : 399: 117 131 131 94 109 293 301:
Other: 155: 31 37 14 36 70 76 114:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 9.4 24.6 17.6 12.2 8.8 20.5 15.8
Old : 15.7 9.3 26.1 17.3 12.8 8.8 21.7 15.5
Other: 37.2 31.9 52.8 42.3 31.3 25.7 45.1 34.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 25, 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 : 262,690: 110,587 27,592 36,549 91,423 176,217 238,559 240,358: 24,131 22,332
Old : 241,045: 111,970 28,284 27,869 78,252 166,991 218,091 223,144: 22,954 17,901
Other: 21,645: 5,537 6,228 1,760 13,171 9,226 20,468 17,214: 1,177 4,431
: : :
: : Changes in Commitments from: July 18, 2017 :
: -3,763: -4,538 2,577 492 -59 -5,793 -4,105 -2,724: 342 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 10.5 13.9 34.8 67.1 90.8 91.5: 9.2 8.5
Old : 100.0: 46.5 11.7 11.6 32.5 69.3 90.5 92.6: 9.5 7.4
Other: 100.0: 25.6 28.8 8.1 60.9 42.6 94.6 79.5: 5.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 87 45 69 75 98 190 193:
Old : 265: 93 42 60 71 94 184 181:
Other: 111: 9 27 12 22 63 43 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 29.5 27.0 39.0 13.0 22.8 20.9 31.4
Old : 17.3 32.1 28.8 42.2 15.3 28.3 23.5 37.1
Other: 50.0 28.5 68.0 41.8 49.7 28.0 67.7 39.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 25, 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 : 1,400,075: 394,247 222,182 203,928 632,020 784,586 1,230,195 1,210,696: 169,880 189,379
Old : 526,274: 275,277 162,314 5,728 185,510 313,534 466,515 481,576: 59,759 44,698
Other: 873,801: 243,074 183,972 74,096 446,510 471,052 763,680 729,120: 110,121 144,681
: : :
: : Changes in Commitments from: July 18, 2017 :
: -56: -8,184 -3,102 17,212 -13,424 -20,564 -4,396 -6,454: 4,340 6,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.9 14.6 45.1 56.0 87.9 86.5: 12.1 13.5
Old : 100.0: 52.3 30.8 1.1 35.2 59.6 88.6 91.5: 11.4 8.5
Other: 100.0: 27.8 21.1 8.5 51.1 53.9 87.4 83.4: 12.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 725: 180 130 173 268 321 543 557:
Old : 590: 133 106 23 193 203 337 322:
Other: 676: 171 130 95 184 308 403 492:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 14.6 19.0 20.2 9.6 10.8 16.1 15.2
Old : 15.3 25.8 24.4 36.2 15.0 25.6 24.0 35.9
Other: 17.3 12.0 26.2 17.9 16.2 7.9 23.5 13.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 25, 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 : 6,820: 3,076 928 462 598 4,538 4,136 5,928: 2,684 892
Old : 6,820: 3,076 928 462 598 4,538 4,136 5,928: 2,684 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 119: 175 -87 21 3 256 199 190: -80 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 13.6 6.8 8.8 66.5 60.6 86.9: 39.4 13.1
Old : 100.0: 45.1 13.6 6.8 8.8 66.5 60.6 86.9: 39.4 13.1
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 : 39: 19 6 5 7 10 30 17:
Old : 39: 19 6 5 7 10 30 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 : 19.5 49.9 31.9 69.9 17.7 46.4 28.9 64.0
Old : 19.5 49.9 31.9 69.9 17.7 46.4 28.9 64.0
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 25, 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 : 628,115: 170,233 111,448 68,555 340,309 361,690 579,097 541,693: 49,018 86,422
Old : 39,430: 5,536 4,615 59 28,332 28,745 33,927 33,419: 5,503 6,011
Other: 588,685: 169,699 111,835 63,494 311,977 332,945 545,170 508,274: 43,515 80,411
: : :
: : Changes in Commitments from: July 18, 2017 :
: -24,113: 906 -17,048 -11,087 -12,593 3,269 -22,774 -24,866: -1,339 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.7 10.9 54.2 57.6 92.2 86.2: 7.8 13.8
Old : 100.0: 14.0 11.7 0.1 71.9 72.9 86.0 84.8: 14.0 15.2
Other: 100.0: 28.8 19.0 10.8 53.0 56.6 92.6 86.3: 7.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 150 146 162 172 224 416 460:
Old : 241: 36 31 5 85 104 125 136:
Other: 574: 146 155 143 138 220 363 453:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 12.4 26.3 20.4 16.8 12.2 24.5 18.4
Old : 31.0 27.5 48.0 40.3 30.1 27.5 45.1 39.9
Other: 17.9 12.8 27.4 20.9 17.6 12.4 25.7 19.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 25, 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 : 22,233: 6,196 2,116 113 0 4,920 6,309 7,149: 15,924 15,084
Old : 1,209: 1,142 95 0 0 89 1,142 184: 67 1,025
Other: 21,024: 5,054 2,021 113 0 4,831 5,167 6,965: 15,857 14,059
: : :
: : Changes in Commitments from: July 18, 2017 :
: 65: 735 20 -61 -151 85 523 44: -458 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.5 0.5 0.0 22.1 28.4 32.2: 71.6 67.8
Old : 100.0: 94.5 7.9 0.0 0.0 7.4 94.5 15.2: 5.5 84.8
Other: 100.0: 24.0 9.6 0.5 0.0 23.0 24.6 33.1: 75.4 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 3 0 15 6 23:
Old : 14: 4 2 0 0 8 4 10:
Other: 26: 5 6 3 0 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 : 26.9 14.8 28.4 20.2 26.5 14.8 27.9 20.2
Old : 94.5 12.5 94.5 14.7 94.5 12.5 94.5 14.7
Other: 23.0 15.1 24.6 20.8 22.6 15.1 24.0 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 25, 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 : 403,261: 122,658 50,623 76,429 168,288 250,056 367,375 377,108: 35,886 26,153
Old : 91,706: 35,412 11,640 6,915 41,252 66,099 83,579 84,654: 8,127 7,052
Other: 311,555: 111,762 63,499 44,998 127,036 183,957 283,796 292,454: 27,759 19,101
: : :
: : Changes in Commitments from: July 18, 2017 :
: -442: 8,864 -4,004 -6,374 -1,831 11,717 659 1,339: -1,101 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.6 19.0 41.7 62.0 91.1 93.5: 8.9 6.5
Old : 100.0: 38.6 12.7 7.5 45.0 72.1 91.1 92.3: 8.9 7.7
Other: 100.0: 35.9 20.4 14.4 40.8 59.0 91.1 93.9: 8.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 100 65 110 81 85 244 225:
Old : 196: 60 33 34 50 60 128 120:
Other: 274: 87 75 84 66 69 206 187:
:----------------------------------------------------------------------------------------------------
: 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 33.3 19.5 40.1 11.8 32.0 18.4 37.9
Old : 23.4 33.1 36.2 43.6 23.4 33.1 36.2 42.4
Other: 15.4 34.0 24.5 41.9 15.1 32.5 23.5 39.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 25, 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 : 730,692: 191,262 134,894 15,694 371,029 414,503 577,985 565,091: 152,707 165,601
Old : 730,692: 191,262 134,894 15,694 371,029 414,503 577,985 565,091: 152,707 165,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 4,344: 1,662 -3,256 2,959 -3,087 12,068 1,534 11,771: 2,810 -7,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 18.5 2.1 50.8 56.7 79.1 77.3: 20.9 22.7
Old : 100.0: 26.2 18.5 2.1 50.8 56.7 79.1 77.3: 20.9 22.7
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 : 165: 46 23 24 65 72 117 113:
Old : 165: 46 23 24 65 72 117 113:
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 : 22.1 23.9 33.9 36.4 17.9 19.3 27.2 28.6
Old : 22.1 23.9 33.9 36.4 17.9 19.3 27.2 28.6
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 - Futures Only, July 25, 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 : 808,128: 77,531 135,765 11,415 611,566 564,815 700,512 711,995: 107,616 96,133
Old : 808,128: 77,531 135,765 11,415 611,566 564,815 700,512 711,995: 107,616 96,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 13,757: 6,025 583 -1,595 10,880 6,450 15,310 5,438: -1,553 8,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.8 1.4 75.7 69.9 86.7 88.1: 13.3 11.9
Old : 100.0: 9.6 16.8 1.4 75.7 69.9 86.7 88.1: 13.3 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 : 118: 13 16 9 62 68 79 89:
Old : 118: 13 16 9 62 68 79 89:
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 33.8 37.6 46.8 18.7 33.8 29.0 44.2
Old : 23.2 33.8 37.6 46.8 18.7 33.8 29.0 44.2
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 25, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 1,811: 866 228 195 434 1,300 1,495 1,723: 316 88
Old : 1,811: 866 228 195 434 1,300 1,495 1,723: 316 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -194: 60 -81 -195 -126 124 -261 -152: 67 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 12.6 10.8 24.0 71.8 82.6 95.1: 17.4 4.9
Old : 100.0: 47.8 12.6 10.8 24.0 71.8 82.6 95.1: 17.4 4.9
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 : 20: 7 3 2 3 10 11 14:
Old : 20: 7 3 2 3 10 11 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 : 60.7 63.8 77.1 84.1 40.3 48.2 50.1 59.3
Old : 60.7 63.8 77.1 84.1 40.3 48.2 50.1 59.3
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 25, 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 : 349,698: 83,508 67,307 49,892 180,059 202,974 313,459 320,173: 36,239 29,525
Old : 71,879: 14,864 18,983 2,228 44,406 40,527 61,498 61,738: 10,381 10,141
Other: 277,819: 83,310 62,990 32,998 135,653 162,447 251,961 258,435: 25,858 19,384
: : :
: : Changes in Commitments from: July 18, 2017 :
: -6,076: -421 -1,356 -4,738 528 1,647 -4,631 -4,447: -1,445 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.2 14.3 51.5 58.0 89.6 91.6: 10.4 8.4
Old : 100.0: 20.7 26.4 3.1 61.8 56.4 85.6 85.9: 14.4 14.1
Other: 100.0: 30.0 22.7 11.9 48.8 58.5 90.7 93.0: 9.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 66 52 75 96 91 206 192:
Old : 179: 43 27 15 74 60 127 95:
Other: 230: 60 61 60 80 75 177 164:
:----------------------------------------------------------------------------------------------------
: 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 25.4 21.9 32.2 14.0 20.8 20.0 26.8
Old : 24.8 21.1 33.6 33.8 24.8 19.0 33.4 31.7
Other: 14.7 29.2 22.9 37.2 13.5 24.9 20.9 32.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 25, 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 : 9,666: 3,317 2,374 199 4,080 5,975 7,596 8,548: 2,070 1,118
Old : 9,666: 3,317 2,374 199 4,080 5,975 7,596 8,548: 2,070 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 168: 12 -64 -22 90 254 80 168: 88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 24.6 2.1 42.2 61.8 78.6 88.4: 21.4 11.6
Old : 100.0: 34.3 24.6 2.1 42.2 61.8 78.6 88.4: 21.4 11.6
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 : 69: 27 15 6 17 14 45 34:
Old : 69: 27 15 6 17 14 45 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 : 39.2 48.5 50.5 62.4 39.2 48.2 50.5 62.2
Old : 39.2 48.5 50.5 62.4 39.2 48.2 50.5 62.2
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 25, 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 : 1,366,412: 191,134 436,640 33,982 1,015,347 741,673 1,240,463 1,212,295: 125,949 154,117
Old : 1,366,412: 191,134 436,640 33,982 1,015,347 741,673 1,240,463 1,212,295: 125,949 154,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 9,717: 14,649 -14,058 4,973 -2,993 30,104 16,629 21,019: -6,912 -11,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 32.0 2.5 74.3 54.3 90.8 88.7: 9.2 11.3
Old : 100.0: 14.0 32.0 2.5 74.3 54.3 90.8 88.7: 9.2 11.3
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 : 265: 43 61 36 110 109 171 188:
Old : 265: 43 61 36 110 109 171 188:
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 : 21.2 24.7 33.7 34.3 20.0 24.2 32.1 31.5
Old : 21.2 24.7 33.7 34.3 20.0 24.2 32.1 31.5
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 25, 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 : 3,200,017: 873,702 593,018 130,861 1,831,547 1,929,360 2,836,110 2,653,239: 363,907 546,778
Old : 3,200,017: 873,702 593,018 130,861 1,831,547 1,929,360 2,836,110 2,653,239: 363,907 546,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 39,113: 21,247 22,892 4,676 6,682 -27,549 32,605 19: 6,508 39,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 18.5 4.1 57.2 60.3 88.6 82.9: 11.4 17.1
Old : 100.0: 27.3 18.5 4.1 57.2 60.3 88.6 82.9: 11.4 17.1
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 : 380: 76 88 67 142 172 258 287:
Old : 380: 76 88 67 142 172 258 287:
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 : 30.0 13.4 38.7 22.4 27.1 10.6 35.2 16.1
Old : 30.0 13.4 38.7 22.4 27.1 10.6 35.2 16.1
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 25, 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 : 401,907: 69,121 54,746 4,870 246,146 223,609 320,137 283,225: 81,770 118,682
Old : 401,907: 69,121 54,746 4,870 246,146 223,609 320,137 283,225: 81,770 118,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 11,220: 4,341 2,132 -2,139 10,400 12,823 12,602 12,816: -1,382 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.6 1.2 61.2 55.6 79.7 70.5: 20.3 29.5
Old : 100.0: 17.2 13.6 1.2 61.2 55.6 79.7 70.5: 20.3 29.5
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 : 66: 9 7 6 37 39 49 49:
Old : 66: 9 7 6 37 39 49 49:
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 : 35.8 32.2 48.9 42.4 35.5 31.4 48.5 40.2
Old : 35.8 32.2 48.9 42.4 35.5 31.4 48.5 40.2
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 25, 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 : 2,973,111: 341,044 635,432 102,571 2,254,311 1,860,241 2,697,926 2,598,244: 275,185 374,867
Old : 2,973,111: 341,044 635,432 102,571 2,254,311 1,860,241 2,697,926 2,598,244: 275,185 374,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -28,565: -4,421 7,642 5,474 -24,217 -37,045 -23,164 -23,929: -5,401 -4,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.4 3.4 75.8 62.6 90.7 87.4: 9.3 12.6
Old : 100.0: 11.5 21.4 3.4 75.8 62.6 90.7 87.4: 9.3 12.6
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 : 289: 39 72 47 115 147 185 235:
Old : 289: 39 72 47 115 147 185 235:
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 : 39.2 18.3 50.3 28.5 35.0 17.7 44.5 25.5
Old : 39.2 18.3 50.3 28.5 35.0 17.7 44.5 25.5
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 25, 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 : 1,649,496: 183,086 383,623 321,200 1,105,882 872,564 1,610,168 1,577,387: 39,328 72,109
Old : 1,649,496: 183,086 383,623 321,200 1,105,882 872,564 1,610,168 1,577,387: 39,328 72,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 12,482: 540 4,700 1,102 10,178 1,337 11,820 7,139: 662 5,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 23.3 19.5 67.0 52.9 97.6 95.6: 2.4 4.4
Old : 100.0: 11.1 23.3 19.5 67.0 52.9 97.6 95.6: 2.4 4.4
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 : 151: 14 58 48 58 68 111 142:
Old : 151: 14 58 48 58 68 111 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 19.8 50.2 30.8 26.5 10.4 32.1 15.6
Old : 33.3 19.8 50.2 30.8 26.5 10.4 32.1 15.6
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 - Futures Only, July 25, 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 : 65,152: 39,925 4,986 3,605 13,472 46,560 57,002 55,150: 8,150 10,002
Old : 65,152: 39,925 4,986 3,605 13,472 46,560 57,002 55,150: 8,150 10,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 533: 454 -468 -28 -280 -182 146 -677: 387 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 7.7 5.5 20.7 71.5 87.5 84.6: 12.5 15.4
Old : 100.0: 61.3 7.7 5.5 20.7 71.5 87.5 84.6: 12.5 15.4
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 : 114: 45 18 9 24 32 72 56:
Old : 114: 45 18 9 24 32 72 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 : 27.8 33.3 41.7 50.3 24.6 31.7 37.7 48.6
Old : 27.8 33.3 41.7 50.3 24.6 31.7 37.7 48.6
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 25, 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 : 130,303: 79,850 9,971 7,209 26,944 93,119 114,003 110,299: 16,300 20,004
Old : 130,303: 79,850 9,971 7,209 26,944 93,119 114,003 110,299: 16,300 20,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,066: 907 -935 -56 -559 -363 292 -1,354: 774 2,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 7.7 5.5 20.7 71.5 87.5 84.6: 12.5 15.4
Old : 100.0: 61.3 7.7 5.5 20.7 71.5 87.5 84.6: 12.5 15.4
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 : 114: 45 18 9 24 32 72 56:
Old : 114: 45 18 9 24 32 72 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 : 27.8 33.3 41.7 50.3 24.6 31.7 37.7 48.6
Old : 27.8 33.3 41.7 50.3 24.6 31.7 37.7 48.6
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 25, 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 : 47,471: 30,402 47,090 256 16,763 0 47,421 47,346: 50 125
Old : 47,471: 30,402 47,090 256 16,763 0 47,421 47,346: 50 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 800: 746 812 0 52 0 798 812: 2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 99.2 0.5 35.3 0.0 99.9 99.7: 0.1 0.3
Old : 100.0: 64.0 99.2 0.5 35.3 0.0 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 : 40: 23 14 1 3 0 27 14:
Old : 40: 23 14 1 3 0 27 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 : 75.4 82.1 90.5 97.2 75.4 82.1 90.5 96.7
Old : 75.4 82.1 90.5 97.2 75.4 82.1 90.5 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 25, 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 : 31,396: 20,218 5,915 39 11,088 25,345 31,345 31,299: 51 97
Old : 31,396: 20,218 5,915 39 11,088 25,345 31,345 31,299: 51 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 596: 535 327 0 56 263 591 590: 5 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 18.8 0.1 35.3 80.7 99.8 99.7: 0.2 0.3
Old : 100.0: 64.4 18.8 0.1 35.3 80.7 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 : 50: 12 14 1 6 20 18 35:
Old : 50: 12 14 1 6 20 18 35:
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 : 76.2 44.2 94.3 64.9 76.2 44.2 94.3 64.9
Old : 76.2 44.2 94.3 64.9 76.2 44.2 94.3 64.9
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 25, 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 : 22,943: 12,063 5,439 1 10,839 17,424 22,903 22,864: 40 79
Old : 22,943: 12,063 5,439 1 10,839 17,424 22,903 22,864: 40 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -170: 193 -36 -8 -360 -121 -175 -165: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 23.7 0.0 47.2 75.9 99.8 99.7: 0.2 0.3
Old : 100.0: 52.6 23.7 0.0 47.2 75.9 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 : 35: 10 11 1 5 10 16 21:
Old : 35: 10 11 1 5 10 16 21:
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 : 80.7 63.6 96.6 85.9 80.7 63.6 96.1 85.9
Old : 80.7 63.6 96.6 85.9 80.7 63.6 96.1 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017