WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 15, 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 : 449,958: 156,062 168,890 89,267 164,175 145,341 409,504 403,498: 40,454 46,460
Old : 402,056: 144,126 166,725 73,288 147,533 123,032 364,947 363,045: 37,109 39,011
Other: 47,902: 21,016 11,245 6,899 16,642 22,309 44,557 40,453: 3,345 7,449
: : :
: : Changes in Commitments from: August 8, 2017 :
: 4,206: 3,976 12,851 1,304 -3,001 -13,331 2,279 824: 1,927 3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 37.5 19.8 36.5 32.3 91.0 89.7: 9.0 10.3
Old : 100.0: 35.8 41.5 18.2 36.7 30.6 90.8 90.3: 9.2 9.7
Other: 100.0: 43.9 23.5 14.4 34.7 46.6 93.0 84.4: 7.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 118 136 132 104 111 298 323:
Old : 411: 120 133 126 100 104 290 309:
Other: 171: 39 42 23 36 71 87 127:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.7 21.1 17.3 11.8 8.1 19.8 14.5
Old : 13.1 9.3 22.2 17.0 12.5 8.2 21.0 15.0
Other: 35.2 30.9 51.8 38.7 29.1 24.2 42.5 30.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 15, 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 : 265,006: 109,630 48,155 37,300 94,175 152,690 241,105 238,145: 23,901 26,861
Old : 240,550: 112,598 48,809 26,310 79,191 143,322 218,099 218,441: 22,451 22,109
Other: 24,456: 6,095 8,409 1,927 14,984 9,368 23,006 19,704: 1,450 4,752
: : :
: : Changes in Commitments from: August 8, 2017 :
: -3,856: -789 13,481 71 -2,341 -16,696 -3,059 -3,144: -797 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 18.2 14.1 35.5 57.6 91.0 89.9: 9.0 10.1
Old : 100.0: 46.8 20.3 10.9 32.9 59.6 90.7 90.8: 9.3 9.2
Other: 100.0: 24.9 34.4 7.9 61.3 38.3 94.1 80.6: 5.9 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 85 56 66 83 83 193 187:
Old : 264: 89 56 58 79 80 186 178:
Other: 116: 15 29 16 25 57 53 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 24.3 23.8 34.8 12.3 21.1 20.0 29.8
Old : 15.4 26.7 25.4 37.8 15.1 26.3 23.9 35.5
Other: 43.7 27.6 60.3 41.8 43.4 27.0 60.0 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 15, 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 : 1,405,868: 398,934 295,675 197,683 632,124 725,505 1,228,741 1,218,863: 177,127 187,005
Old : 300,011: 120,961 115,415 3,148 121,860 154,094 245,969 272,657: 54,042 27,354
Other: 1,105,857: 365,089 267,376 107,419 510,264 571,411 982,772 946,206: 123,085 159,651
: : :
: : Changes in Commitments from: August 8, 2017 :
: 14,742: 4,329 38,834 12,484 -2,878 -38,531 13,935 12,787: 807 1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 21.0 14.1 45.0 51.6 87.4 86.7: 12.6 13.3
Old : 100.0: 40.3 38.5 1.0 40.6 51.4 82.0 90.9: 18.0 9.1
Other: 100.0: 33.0 24.2 9.7 46.1 51.7 88.9 85.6: 11.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 177 156 177 299 312 573 569:
Old : 508: 111 74 12 215 152 328 236:
Other: 718: 175 164 130 218 304 455 541:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 15.0 17.7 21.0 9.8 12.1 16.2 17.3
Old : 12.2 28.6 21.0 43.6 12.2 28.4 21.0 43.2
Other: 12.7 13.4 21.6 19.4 11.9 10.5 19.7 16.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 15, 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 : 6,539: 2,796 912 501 656 4,299 3,953 5,712: 2,586 827
Old : 6,539: 2,796 912 501 656 4,299 3,953 5,712: 2,586 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -297: -114 -162 44 136 -137 66 -255: -363 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 13.9 7.7 10.0 65.7 60.5 87.4: 39.5 12.6
Old : 100.0: 42.8 13.9 7.7 10.0 65.7 60.5 87.4: 39.5 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 : 36: 17 5 5 8 11 29 17:
Old : 36: 17 5 5 8 11 29 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 : 22.4 56.2 34.7 73.1 19.1 50.0 30.6 65.4
Old : 22.4 56.2 34.7 73.1 19.1 50.0 30.6 65.4
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, August 15, 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 : 647,201: 167,601 134,316 83,234 351,025 347,569 601,860 565,119: 45,341 82,082
Old : 622,882: 163,394 134,097 77,621 339,062 331,664 580,077 543,382: 42,805 79,500
Other: 24,319: 9,594 5,606 226 11,963 15,905 21,783 21,737: 2,536 2,582
: : :
: : Changes in Commitments from: August 8, 2017 :
: 27,849: 8,362 16,489 13,962 5,151 -2,585 27,475 27,866: 374 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.8 12.9 54.2 53.7 93.0 87.3: 7.0 12.7
Old : 100.0: 26.2 21.5 12.5 54.4 53.2 93.1 87.2: 6.9 12.8
Other: 100.0: 39.5 23.1 0.9 49.2 65.4 89.6 89.4: 10.4 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 588: 155 153 152 160 215 400 459:
Old : 586: 152 156 146 157 214 391 456:
Other: 184: 36 29 9 28 98 68 134:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 13.3 26.1 22.1 16.9 12.6 24.6 18.8
Old : 17.8 13.8 26.7 21.6 17.2 13.1 25.2 19.5
Other: 34.6 56.0 55.7 69.2 34.6 55.7 55.7 69.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 15, 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 : 19,696: 5,279 2,078 173 1 4,042 5,453 6,293: 14,243 13,403
Old : 19,232: 5,096 2,027 95 1 3,950 5,192 6,072: 14,040 13,160
Other: 464: 259 127 2 0 92 261 221: 203 243
: : :
: : Changes in Commitments from: August 8, 2017 :
: -892: 17 1 50 0 -554 67 -503: -959 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 10.6 0.9 0.0 20.5 27.7 32.0: 72.3 68.0
Old : 100.0: 26.5 10.5 0.5 0.0 20.5 27.0 31.6: 73.0 68.4
Other: 100.0: 55.8 27.4 0.4 0.0 19.8 56.3 47.6: 43.8 52.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 6 1 12 8 22:
Old : 23: 5 6 4 1 12 8 20:
Other: 13: 1 6 1 0 6 1 13:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 15.4 27.7 21.4 25.3 15.3 26.8 21.3
Old : 26.7 15.3 27.0 21.3 26.3 15.3 26.5 21.2
Other: 56.3 27.4 56.3 43.8 55.8 27.4 55.8 43.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 15, 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 : 417,139: 126,958 62,450 82,219 175,344 241,397 384,521 386,066: 32,618 31,073
Old : 48,731: 25,654 6,951 690 18,808 37,083 45,152 44,724: 3,579 4,007
Other: 368,408: 119,917 74,112 62,916 156,536 204,314 339,369 341,342: 29,039 27,066
: : :
: : Changes in Commitments from: August 8, 2017 :
: 4,119: -2,096 6,920 6,106 6,061 -14,053 10,071 -1,027: -5,952 5,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.0 19.7 42.0 57.9 92.2 92.6: 7.8 7.4
Old : 100.0: 52.6 14.3 1.4 38.6 76.1 92.7 91.8: 7.3 8.2
Other: 100.0: 32.6 20.1 17.1 42.5 55.5 92.1 92.7: 7.9 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 91 72 109 77 73 235 218:
Old : 154: 54 31 3 38 37 92 71:
Other: 289: 86 84 98 72 71 222 205:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 31.7 19.7 37.8 10.9 30.2 17.6 35.7
Old : 27.6 36.6 42.2 51.8 27.5 36.6 42.1 50.2
Other: 14.0 32.7 22.1 39.0 12.3 31.2 19.9 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 15, 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 : 750,087: 203,922 130,373 16,470 367,249 437,064 587,641 583,907: 162,446 166,180
Old : 750,087: 203,922 130,373 16,470 367,249 437,064 587,641 583,907: 162,446 166,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -6,464: -13,603 -10,535 1,786 -6,898 9,888 -18,715 1,139: 12,251 -7,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.4 2.2 49.0 58.3 78.3 77.8: 21.7 22.2
Old : 100.0: 27.2 17.4 2.2 49.0 58.3 78.3 77.8: 21.7 22.2
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 : 163: 46 23 26 62 74 116 115:
Old : 163: 46 23 26 62 74 116 115:
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 : 21.7 25.5 32.8 38.2 17.3 20.4 25.4 29.1
Old : 21.7 25.5 32.8 38.2 17.3 20.4 25.4 29.1
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, August 15, 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 : 869,961: 87,005 156,228 17,108 649,186 596,264 753,299 769,600: 116,662 100,361
Old : 869,961: 87,005 156,228 17,108 649,186 596,264 753,299 769,600: 116,662 100,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 22,489: 671 3,072 3,618 12,781 14,792 17,070 21,482: 5,419 1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.0 2.0 74.6 68.5 86.6 88.5: 13.4 11.5
Old : 100.0: 10.0 18.0 2.0 74.6 68.5 86.6 88.5: 13.4 11.5
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 : 118: 13 15 12 67 69 88 88:
Old : 118: 13 15 12 67 69 88 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 35.8 37.8 48.1 19.4 35.5 29.2 45.2
Old : 24.0 35.8 37.8 48.1 19.4 35.5 29.2 45.2
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, August 15, 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 : 1,839: 837 134 170 495 1,226 1,502 1,530: 337 309
Old : 1,839: 837 134 170 495 1,226 1,502 1,530: 337 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 59: 18 112 -124 52 -29 -54 -41: 113 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 7.3 9.2 26.9 66.7 81.7 83.2: 18.3 16.8
Old : 100.0: 45.5 7.3 9.2 26.9 66.7 81.7 83.2: 18.3 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 : 21: 12 2 3 4 6 17 10:
Old : 21: 12 2 3 4 6 17 10:
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 : 35.1 59.8 56.9 79.7 29.4 46.9 43.4 53.9
Old : 35.1 59.8 56.9 79.7 29.4 46.9 43.4 53.9
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, August 15, 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 : 367,467: 77,702 76,717 50,107 203,594 210,270 331,403 337,094: 36,064 30,373
Old : 46,510: 7,420 13,269 902 33,003 26,641 41,325 40,812: 5,185 5,698
Other: 320,957: 78,375 71,541 41,112 170,591 183,629 290,078 296,282: 30,879 24,675
: : :
: : Changes in Commitments from: August 8, 2017 :
: 15,150: 1,419 11,264 4,173 7,503 -259 13,095 15,178: 2,055 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 20.9 13.6 55.4 57.2 90.2 91.7: 9.8 8.3
Old : 100.0: 16.0 28.5 1.9 71.0 57.3 88.9 87.7: 11.1 12.3
Other: 100.0: 24.4 22.3 12.8 53.2 57.2 90.4 92.3: 9.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 71 54 72 93 84 203 187:
Old : 146: 34 26 6 46 45 83 74:
Other: 246: 70 59 64 87 74 191 170:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 25.9 23.1 32.2 15.0 20.8 21.0 26.9
Old : 39.4 28.7 51.6 44.6 39.4 27.2 51.6 43.0
Other: 15.9 27.2 23.3 34.1 14.8 23.3 21.4 29.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 15, 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 : 9,827: 3,296 1,903 251 3,855 6,609 7,402 8,763: 2,425 1,064
Old : 9,827: 3,296 1,903 251 3,855 6,609 7,402 8,763: 2,425 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -125: -129 -29 -113 -42 212 -284 70: 159 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 19.4 2.6 39.2 67.3 75.3 89.2: 24.7 10.8
Old : 100.0: 33.5 19.4 2.6 39.2 67.3 75.3 89.2: 24.7 10.8
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 : 72: 27 14 8 17 16 47 37:
Old : 72: 27 14 8 17 16 47 37:
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 : 36.8 51.5 45.8 64.1 36.8 51.2 45.8 63.9
Old : 36.8 51.5 45.8 64.1 36.8 51.2 45.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 15, 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 : 1,469,407: 227,056 356,916 62,686 1,046,813 897,233 1,336,555 1,316,835: 132,852 152,572
Old : 1,469,407: 227,056 356,916 62,686 1,046,813 897,233 1,336,555 1,316,835: 132,852 152,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 58,900: 4,977 -29,697 26,351 19,124 65,725 50,452 62,379: 8,448 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 24.3 4.3 71.2 61.1 91.0 89.6: 9.0 10.4
Old : 100.0: 15.5 24.3 4.3 71.2 61.1 91.0 89.6: 9.0 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 : 279: 40 63 34 122 124 180 203:
Old : 279: 40 63 34 122 124 180 203:
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 : 19.7 27.0 31.6 37.1 19.7 25.4 30.8 34.3
Old : 19.7 27.0 31.6 37.1 19.7 25.4 30.8 34.3
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, August 15, 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 : 3,374,871: 887,593 687,001 137,959 1,982,982 2,032,927 3,008,534 2,857,887: 366,337 516,984
Old : 3,374,871: 887,593 687,001 137,959 1,982,982 2,032,927 3,008,534 2,857,887: 366,337 516,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 52,030: -13,149 16,095 -330 59,156 62,397 45,677 78,162: 6,353 -26,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.4 4.1 58.8 60.2 89.1 84.7: 10.9 15.3
Old : 100.0: 26.3 20.4 4.1 58.8 60.2 89.1 84.7: 10.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 81 92 70 161 191 279 316:
Old : 415: 81 92 70 161 191 279 316:
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 : 30.3 13.6 38.9 21.9 27.6 11.1 35.1 16.7
Old : 30.3 13.6 38.9 21.9 27.6 11.1 35.1 16.7
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 - Futures Only, August 15, 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 : 417,963: 84,212 65,482 4,831 242,559 218,495 331,602 288,808: 86,361 129,155
Old : 417,963: 84,212 65,482 4,831 242,559 218,495 331,602 288,808: 86,361 129,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,622: 618 2,291 1,536 -1,791 -1,011 363 2,816: 1,259 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.7 1.2 58.0 52.3 79.3 69.1: 20.7 30.9
Old : 100.0: 20.1 15.7 1.2 58.0 52.3 79.3 69.1: 20.7 30.9
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 : 66: 12 7 8 37 37 53 48:
Old : 66: 12 7 8 37 37 53 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 32.6 46.3 42.4 31.9 32.3 45.8 40.6
Old : 32.3 32.6 46.3 42.4 31.9 32.3 45.8 40.6
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, August 15, 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 : 3,121,190: 477,171 634,690 94,460 2,260,043 2,025,432 2,831,674 2,754,582: 289,516 366,608
Old : 3,121,190: 477,171 634,690 94,460 2,260,043 2,025,432 2,831,674 2,754,582: 289,516 366,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 104,369: 65,856 12,252 6,877 13,753 85,950 86,486 105,079: 17,883 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.3 3.0 72.4 64.9 90.7 88.3: 9.3 11.7
Old : 100.0: 15.3 20.3 3.0 72.4 64.9 90.7 88.3: 9.3 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 48 72 47 122 151 201 239:
Old : 305: 48 72 47 122 151 201 239:
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 : 34.0 20.9 45.5 30.8 31.1 20.7 40.3 28.5
Old : 34.0 20.9 45.5 30.8 31.1 20.7 40.3 28.5
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, August 15, 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 : 1,633,854: 35,865 320,741 364,153 1,199,097 883,994 1,599,115 1,568,888: 34,739 64,966
Old : 1,633,854: 35,865 320,741 364,153 1,199,097 883,994 1,599,115 1,568,888: 34,739 64,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 120,372: 10,127 8,962 1,985 105,440 109,828 117,552 120,775: 2,820 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 19.6 22.3 73.4 54.1 97.9 96.0: 2.1 4.0
Old : 100.0: 2.2 19.6 22.3 73.4 54.1 97.9 96.0: 2.1 4.0
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 : 153: 14 60 45 62 69 113 143:
Old : 153: 14 60 45 62 69 113 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 20.6 47.7 32.5 22.0 8.7 28.1 13.0
Old : 31.4 20.6 47.7 32.5 22.0 8.7 28.1 13.0
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, August 15, 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 : 75,987: 50,425 6,773 1,557 14,340 57,297 66,322 65,627: 9,665 10,361
Old : 75,987: 50,425 6,773 1,557 14,340 57,297 66,322 65,627: 9,665 10,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 4,538: 5,174 -2,413 -765 -235 8,024 4,174 4,847: 364 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 8.9 2.0 18.9 75.4 87.3 86.4: 12.7 13.6
Old : 100.0: 66.4 8.9 2.0 18.9 75.4 87.3 86.4: 12.7 13.6
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 : 117: 44 20 7 25 33 71 58:
Old : 117: 44 20 7 25 33 71 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 33.2 42.4 52.2 26.2 31.7 40.5 50.7
Old : 28.1 33.2 42.4 52.2 26.2 31.7 40.5 50.7
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, August 15, 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 : 151,974: 100,850 13,545 3,114 28,680 114,594 132,644 131,253: 19,330 20,721
Old : 151,974: 100,850 13,545 3,114 28,680 114,594 132,644 131,253: 19,330 20,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 9,076: 10,347 -4,825 -1,529 -470 16,047 8,348 9,693: 728 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 8.9 2.0 18.9 75.4 87.3 86.4: 12.7 13.6
Old : 100.0: 66.4 8.9 2.0 18.9 75.4 87.3 86.4: 12.7 13.6
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 : 117: 44 20 7 25 33 71 58:
Old : 117: 44 20 7 25 33 71 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 33.2 42.4 52.2 26.2 31.7 40.5 50.7
Old : 28.1 33.2 42.4 52.2 26.2 31.7 40.5 50.7
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, August 15, 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 : 47,966: 32,252 47,632 256 15,407 0 47,915 47,888: 51 78
Old : 47,966: 32,252 47,632 256 15,407 0 47,915 47,888: 51 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -789: -750 -778 0 -38 0 -788 -778: -1 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 99.3 0.5 32.1 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.2 99.3 0.5 32.1 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 : 38: 20 15 1 3 0 24 15:
Old : 38: 20 15 1 3 0 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 73.8 90.0 91.3 70.7 73.8 90.0 91.3
Old : 70.7 73.8 90.0 91.3 70.7 73.8 90.0 91.3
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, August 15, 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 : 31,554: 20,936 5,097 39 10,551 26,253 31,526 31,389: 28 165
Old : 31,554: 20,936 5,097 39 10,551 26,253 31,526 31,389: 28 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -72: -293 -22 0 217 -111 -76 -133: 4 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 16.2 0.1 33.4 83.2 99.9 99.5: 0.1 0.5
Old : 100.0: 66.3 16.2 0.1 33.4 83.2 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 12 1 7 20 18 33:
Old : 48: 11 12 1 7 20 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 46.8 92.9 67.7 77.8 46.8 92.9 67.7
Old : 77.8 46.8 92.9 67.7 77.8 46.8 92.9 67.7
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, August 15, 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 : 22,079: 11,378 5,226 32 10,633 16,706 22,043 21,964: 36 115
Old : 22,079: 11,378 5,226 32 10,633 16,706 22,043 21,964: 36 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -41: -867 -54 -23 877 10 -13 -67: -28 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 23.7 0.1 48.2 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 51.5 23.7 0.1 48.2 75.7 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 10 1 5 9 15 19:
Old : 32: 9 10 1 5 9 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 : 75.5 64.2 94.7 88.0 75.5 64.2 94.7 88.0
Old : 75.5 64.2 94.7 88.0 75.5 64.2 94.7 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017