WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 29, 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 : 440,230: 158,222 191,455 76,403 164,440 128,230 399,065 396,088: 41,165 44,142
Old : 385,237: 143,669 189,541 56,448 147,923 102,658 348,040 348,647: 37,197 36,590
Other: 54,993: 26,789 14,150 7,719 16,517 25,572 51,025 47,441: 3,968 7,552
: : :
: : Changes in Commitments from: August 22, 2017 :
: -33,269: -8,466 -2,833 -17,580 -6,959 -11,011 -33,005 -31,424: -264 -1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 43.5 17.4 37.4 29.1 90.6 90.0: 9.4 10.0
Old : 100.0: 37.3 49.2 14.7 38.4 26.6 90.3 90.5: 9.7 9.5
Other: 100.0: 48.7 25.7 14.0 30.0 46.5 92.8 86.3: 7.2 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 120 149 125 108 110 302 320:
Old : 422: 122 147 112 105 106 290 308:
Other: 182: 42 42 22 43 72 100 127:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 8.8 19.3 16.5 10.2 8.8 18.5 16.0
Old : 11.3 9.8 20.8 18.2 11.0 9.8 20.3 17.5
Other: 35.4 29.7 49.4 38.6 31.4 24.0 42.4 31.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 29, 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 : 276,595: 107,245 72,214 37,983 106,118 140,703 251,346 250,900: 25,249 25,695
Old : 246,854: 107,933 71,823 26,008 89,604 128,195 223,545 226,026: 23,309 20,828
Other: 29,741: 8,500 9,579 2,787 16,514 12,508 27,801 24,874: 1,940 4,867
: : :
: : Changes in Commitments from: August 22, 2017 :
: -11,619: -4,736 8,404 -7,716 464 -10,977 -11,988 -10,289: 369 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 26.1 13.7 38.4 50.9 90.9 90.7: 9.1 9.3
Old : 100.0: 43.7 29.1 10.5 36.3 51.9 90.6 91.6: 9.4 8.4
Other: 100.0: 28.6 32.2 9.4 55.5 42.1 93.5 83.6: 6.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 90 54 64 79 77 193 183:
Old : 267: 92 55 52 77 72 182 171:
Other: 113: 19 26 18 27 53 56 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 20.2 24.5 30.8 11.8 16.2 19.0 25.3
Old : 15.2 22.0 25.9 33.8 14.7 20.8 23.0 30.8
Other: 42.9 28.2 60.7 41.0 41.8 28.2 58.2 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 29, 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 : 1,373,874: 360,697 358,321 200,010 627,291 637,818 1,187,998 1,196,149: 185,876 177,725
Old : 79,003: 17,622 20,175 1 38,493 50,838 56,116 71,014: 22,887 7,989
Other: 1,294,871: 369,301 364,372 173,783 588,798 586,980 1,131,882 1,125,135: 162,989 169,736
: : :
: : Changes in Commitments from: August 22, 2017 :
: -74,047: -45,770 22,362 -3,298 -26,431 -84,513 -75,499 -65,449: 1,452 -8,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 26.1 14.6 45.7 46.4 86.5 87.1: 13.5 12.9
Old : 100.0: 22.3 25.5 0.0 48.7 64.3 71.0 89.9: 29.0 10.1
Other: 100.0: 28.5 28.1 13.4 45.5 45.3 87.4 86.9: 12.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 180 161 157 285 304 554 555:
Old : 286: 54 25 1 134 94 188 120:
Other: 726: 181 171 143 238 298 493 546:
:----------------------------------------------------------------------------------------------------
: 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 14.0 18.5 20.2 10.1 11.2 16.7 16.0
Old : 19.1 49.5 26.6 64.0 19.1 49.5 26.6 64.0
Other: 11.7 12.9 19.6 19.3 10.8 10.8 17.7 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 29, 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 : 5,799: 2,322 1,085 653 460 3,368 3,435 5,106: 2,364 693
Old : 5,771: 2,322 1,085 653 455 3,368 3,430 5,106: 2,341 665
Other: 28: 0 0 0 5 0 5 0: 23 28
: : :
: : Changes in Commitments from: August 22, 2017 :
: -123: -250 86 67 -31 -279 -214 -126: 91 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.7 11.3 7.9 58.1 59.2 88.0: 40.8 12.0
Old : 100.0: 40.2 18.8 11.3 7.9 58.4 59.4 88.5: 40.6 11.5
Other: 100.0: 0.0 0.0 0.0 17.9 0.0 17.9 0.0: 82.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 6 4 6 9 23 16:
Old : 32: 14 6 4 6 9 23 16:
Other: 1: 0 0 0 1 0 1 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 : 26.6 59.5 39.1 74.3 21.4 50.3 32.7 64.6
Old : 26.8 59.8 39.3 74.6 21.5 50.5 32.8 65.0
Other: 17.9 0.0 17.9 0.0 17.9 0.0 17.9 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 29, 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 : 652,422: 144,096 158,803 98,096 363,106 313,125 605,298 570,024: 47,124 82,398
Old : 624,857: 139,767 157,434 92,916 347,829 295,382 580,512 545,732: 44,345 79,125
Other: 27,565: 9,120 6,160 389 15,277 17,743 24,786 24,292: 2,779 3,273
: : :
: : Changes in Commitments from: August 22, 2017 :
: -21,105: -28,629 4,116 2,755 3,904 -28,510 -21,970 -21,639: 865 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 24.3 15.0 55.7 48.0 92.8 87.4: 7.2 12.6
Old : 100.0: 22.4 25.2 14.9 55.7 47.3 92.9 87.3: 7.1 12.7
Other: 100.0: 33.1 22.3 1.4 55.4 64.4 89.9 88.1: 10.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 136 164 156 152 196 389 445:
Old : 572: 139 165 147 150 194 380 440:
Other: 196: 36 37 15 31 99 77 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 11.3 27.3 18.9 17.2 9.8 24.8 16.0
Old : 18.5 11.1 27.5 18.8 17.5 10.2 25.4 16.7
Other: 34.2 50.4 53.0 62.7 34.2 50.2 52.1 62.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 29, 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 : 18,932: 5,396 2,014 102 0 4,152 5,498 6,268: 13,434 12,664
Old : 18,463: 5,211 1,962 22 0 4,063 5,233 6,047: 13,230 12,416
Other: 469: 263 130 2 0 89 265 221: 204 248
: : :
: : Changes in Commitments from: August 22, 2017 :
: -345: -42 -19 -13 -1 104 -56 72: -289 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.6 0.5 0.0 21.9 29.0 33.1: 71.0 66.9
Old : 100.0: 28.2 10.6 0.1 0.0 22.0 28.3 32.8: 71.7 67.2
Other: 100.0: 56.1 27.7 0.4 0.0 19.0 56.5 47.1: 43.5 52.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 6 0 12 7 22:
Old : 23: 5 6 4 0 12 7 20:
Other: 12: 1 6 1 0 5 1 12:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 16.5 29.0 22.6 26.9 16.5 28.5 22.6
Old : 28.0 16.5 28.3 22.6 28.0 16.5 28.2 22.6
Other: 56.5 27.5 56.5 43.9 56.1 27.5 56.1 43.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 29, 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 : 418,511: 116,088 38,101 83,677 180,805 268,637 380,570 390,415: 37,941 28,096
Old : 13,056: 5,765 2,399 0 4,594 9,300 10,359 11,699: 2,697 1,357
Other: 405,455: 116,814 42,193 77,186 176,211 259,337 370,211 378,716: 35,244 26,739
: : :
: : Changes in Commitments from: August 22, 2017 :
: 263: -1,356 -14,894 -8,312 8,191 26,022 -1,477 2,816: 1,740 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.1 20.0 43.2 64.2 90.9 93.3: 9.1 6.7
Old : 100.0: 44.2 18.4 0.0 35.2 71.2 79.3 89.6: 20.7 10.4
Other: 100.0: 28.8 10.4 19.0 43.5 64.0 91.3 93.4: 8.7 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 96 71 117 79 74 251 221:
Old : 74: 25 14 0 15 21 40 35:
Other: 307: 97 88 113 76 73 246 218:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 35.6 20.1 42.3 11.1 34.4 18.1 40.7
Old : 22.4 43.9 37.8 57.5 22.2 43.9 37.0 57.5
Other: 12.7 36.1 20.8 42.7 11.5 35.3 18.7 41.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 29, 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 : 798,122: 186,307 129,803 15,920 424,103 482,404 626,330 628,127: 171,792 169,995
Old : 798,122: 186,307 129,803 15,920 424,103 482,404 626,330 628,127: 171,792 169,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 19,557: -27,986 -7,799 -2,462 48,423 26,584 17,975 16,323: 1,582 3,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.3 2.0 53.1 60.4 78.5 78.7: 21.5 21.3
Old : 100.0: 23.3 16.3 2.0 53.1 60.4 78.5 78.7: 21.5 21.3
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 : 158: 40 24 22 65 76 113 114:
Old : 158: 40 24 22 65 76 113 114:
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 : 21.5 25.0 34.3 38.3 15.8 18.6 24.1 26.7
Old : 21.5 25.0 34.3 38.3 15.8 18.6 24.1 26.7
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 29, 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 : 896,507: 76,063 165,237 18,344 687,457 619,561 781,864 803,142: 114,643 93,365
Old : 896,507: 76,063 165,237 18,344 687,457 619,561 781,864 803,142: 114,643 93,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 6,261: -13,710 -3,732 -1,620 33,557 12,574 18,227 7,222: -11,966 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 18.4 2.0 76.7 69.1 87.2 89.6: 12.8 10.4
Old : 100.0: 8.5 18.4 2.0 76.7 69.1 87.2 89.6: 12.8 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 : 117: 13 13 13 67 69 89 86:
Old : 117: 13 13 13 67 69 89 86:
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 : 22.8 39.9 37.7 51.4 18.0 35.5 28.1 44.7
Old : 22.8 39.9 37.7 51.4 18.0 35.5 28.1 44.7
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 29, 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 : 1,704: 1,040 410 61 382 1,080 1,483 1,551: 221 153
Old : 1,704: 1,040 410 61 382 1,080 1,483 1,551: 221 153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 39: 114 247 -71 3 -108 46 68: -7 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 24.1 3.6 22.4 63.4 87.0 91.0: 13.0 9.0
Old : 100.0: 61.0 24.1 3.6 22.4 63.4 87.0 91.0: 13.0 9.0
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 : 24: 11 4 3 6 9 17 16:
Old : 24: 11 4 3 6 9 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 68.4 63.5 83.1 39.7 61.6 56.0 72.1
Old : 43.5 68.4 63.5 83.1 39.7 61.6 56.0 72.1
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 29, 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 : 389,025: 76,863 85,759 65,727 205,433 204,568 348,023 356,054: 41,002 32,971
Old : 11,626: 1,832 1,681 60 7,331 7,926 9,223 9,667: 2,403 1,959
Other: 377,399: 77,644 86,691 63,054 198,102 196,642 338,800 346,387: 38,599 31,012
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,659: -311 -513 3,924 -772 -177 2,841 3,234: -182 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 22.0 16.9 52.8 52.6 89.5 91.5: 10.5 8.5
Old : 100.0: 15.8 14.5 0.5 63.1 68.2 79.3 83.1: 20.7 16.9
Other: 100.0: 20.6 23.0 16.7 52.5 52.1 89.8 91.8: 10.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 64 60 72 94 86 205 187:
Old : 82: 15 11 2 24 34 40 46:
Other: 253: 69 62 69 91 81 200 180:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 22.0 21.7 28.8 14.6 17.4 20.0 23.5
Old : 35.9 34.7 51.2 50.3 35.9 34.7 51.2 50.3
Other: 14.8 22.7 21.5 29.6 14.5 18.4 20.1 24.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 29, 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 : 10,442: 3,428 1,903 362 4,112 6,810 7,902 9,075: 2,540 1,367
Old : 10,442: 3,428 1,903 362 4,112 6,810 7,902 9,075: 2,540 1,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 792: 118 4 60 481 611 659 675: 133 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 18.2 3.5 39.4 65.2 75.7 86.9: 24.3 13.1
Old : 100.0: 32.8 18.2 3.5 39.4 65.2 75.7 86.9: 24.3 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 : 70: 25 18 6 17 15 46 36:
Old : 70: 25 18 6 17 15 46 36:
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 : 34.6 50.5 45.0 63.7 34.6 50.5 44.5 62.1
Old : 34.6 50.5 45.0 63.7 34.6 50.5 44.5 62.1
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 29, 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 : 1,551,935: 258,694 389,143 70,177 1,074,326 933,235 1,403,197 1,392,555: 148,738 159,380
Old : 1,551,935: 258,694 389,143 70,177 1,074,326 933,235 1,403,197 1,392,555: 148,738 159,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,108: 11,838 25,648 -2,532 -16,700 -20,625 -7,394 2,491: 9,502 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.1 4.5 69.2 60.1 90.4 89.7: 9.6 10.3
Old : 100.0: 16.7 25.1 4.5 69.2 60.1 90.4 89.7: 9.6 10.3
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 : 286: 51 65 39 119 127 188 213:
Old : 286: 51 65 39 119 127 188 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 25.1 31.6 35.7 20.3 23.5 29.5 31.2
Old : 21.2 25.1 31.6 35.7 20.3 23.5 29.5 31.2
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 29, 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 : 3,578,517: 929,076 645,357 282,122 1,956,409 2,080,110 3,167,607 3,007,589: 410,910 570,928
Old : 3,578,517: 929,076 645,357 282,122 1,956,409 2,080,110 3,167,607 3,007,589: 410,910 570,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 145,857: 13,340 -9,134 119,681 -27,164 16,234 105,857 126,781: 40,000 19,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.0 7.9 54.7 58.1 88.5 84.0: 11.5 16.0
Old : 100.0: 26.0 18.0 7.9 54.7 58.1 88.5 84.0: 11.5 16.0
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 : 404: 86 92 74 155 189 282 315:
Old : 404: 86 92 74 155 189 282 315:
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 : 28.7 14.3 35.9 22.4 26.1 10.5 32.2 15.5
Old : 28.7 14.3 35.9 22.4 26.1 10.5 32.2 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, August 29, 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 : 427,575: 91,798 69,193 2,522 245,463 223,145 339,783 294,860: 87,792 132,715
Old : 427,575: 91,798 69,193 2,522 245,463 223,145 339,783 294,860: 87,792 132,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 7,573: 10,381 316 -969 -2,549 -1,267 6,863 -1,920: 710 9,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.2 0.6 57.4 52.2 79.5 69.0: 20.5 31.0
Old : 100.0: 21.5 16.2 0.6 57.4 52.2 79.5 69.0: 20.5 31.0
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 : 67: 12 8 9 39 38 56 50:
Old : 67: 12 8 9 39 38 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.7 41.7 41.6 28.7 31.4 41.2 39.2
Old : 29.1 31.7 41.7 41.6 28.7 31.4 41.2 39.2
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, August 29, 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 : 3,365,343: 579,570 628,060 64,962 2,372,433 2,262,728 3,016,965 2,955,750: 348,378 409,593
Old : 3,365,343: 579,570 628,060 64,962 2,372,433 2,262,728 3,016,965 2,955,750: 348,378 409,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 159,339: 65,928 -26,545 -36,193 80,010 184,624 109,745 121,886: 49,594 37,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 18.7 1.9 70.5 67.2 89.6 87.8: 10.4 12.2
Old : 100.0: 17.2 18.7 1.9 70.5 67.2 89.6 87.8: 10.4 12.2
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 : 295: 50 58 39 127 157 200 231:
Old : 295: 50 58 39 127 157 200 231:
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 : 31.1 26.4 43.2 36.9 28.2 21.8 36.2 30.8
Old : 31.1 26.4 43.2 36.9 28.2 21.8 36.2 30.8
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 29, 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 : 1,758,247: 48,930 287,846 403,297 1,269,653 997,097 1,721,880 1,688,240: 36,367 70,007
Old : 1,758,247: 48,930 287,846 403,297 1,269,653 997,097 1,721,880 1,688,240: 36,367 70,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 79,438: 9,834 -10,460 18,926 47,825 67,708 76,585 76,174: 2,853 3,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 16.4 22.9 72.2 56.7 97.9 96.0: 2.1 4.0
Old : 100.0: 2.8 16.4 22.9 72.2 56.7 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 : 162: 20 60 48 65 71 119 151:
Old : 162: 20 60 48 65 71 119 151:
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 20.7 48.1 33.7 21.9 9.3 28.2 13.2
Old : 33.3 20.7 48.1 33.7 21.9 9.3 28.2 13.2
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 29, 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 : 77,718: 50,255 6,610 1,387 16,388 59,835 68,029 67,831: 9,689 9,888
Old : 77,718: 50,255 6,610 1,387 16,388 59,835 68,029 67,831: 9,689 9,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,463: -324 2,111 186 1,846 -663 1,709 1,634: -246 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 8.5 1.8 21.1 77.0 87.5 87.3: 12.5 12.7
Old : 100.0: 64.7 8.5 1.8 21.1 77.0 87.5 87.3: 12.5 12.7
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 : 120: 46 21 9 27 31 74 60:
Old : 120: 46 21 9 27 31 74 60:
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 : 25.6 36.6 41.0 55.4 24.5 35.0 39.5 53.9
Old : 25.6 36.6 41.0 55.4 24.5 35.0 39.5 53.9
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 29, 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 : 155,436: 100,509 13,219 2,773 32,776 119,669 136,058 135,661: 19,378 19,775
Old : 155,436: 100,509 13,219 2,773 32,776 119,669 136,058 135,661: 19,378 19,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 2,926: -647 4,221 372 3,692 -1,326 3,417 3,267: -491 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 8.5 1.8 21.1 77.0 87.5 87.3: 12.5 12.7
Old : 100.0: 64.7 8.5 1.8 21.1 77.0 87.5 87.3: 12.5 12.7
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 : 120: 46 21 9 27 31 74 60:
Old : 120: 46 21 9 27 31 74 60:
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 : 25.6 36.6 41.0 55.4 24.5 35.0 39.5 53.9
Old : 25.6 36.6 41.0 55.4 24.5 35.0 39.5 53.9
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 29, 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 : 48,971: 33,217 48,613 256 15,430 0 48,903 48,869: 68 102
Old : 48,971: 33,217 48,613 256 15,430 0 48,903 48,869: 68 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 1,066: 1,027 1,061 0 23 0 1,050 1,061: 16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 99.3 0.5 31.5 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.8 99.3 0.5 31.5 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 : 39: 22 14 1 3 0 26 14:
Old : 39: 22 14 1 3 0 26 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 : 69.3 83.1 88.2 95.8 69.3 83.1 88.2 95.4
Old : 69.3 83.1 88.2 95.8 69.3 83.1 88.2 95.4
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 29, 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 : 31,952: 21,653 5,078 316 9,962 26,475 31,931 31,869: 21 83
Old : 31,952: 21,653 5,078 316 9,962 26,475 31,931 31,869: 21 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 722: 406 304 6 331 411 743 721: -21 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 15.9 1.0 31.2 82.9 99.9 99.7: 0.1 0.3
Old : 100.0: 67.8 15.9 1.0 31.2 82.9 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 : 49: 9 15 1 6 21 16 36:
Old : 49: 9 15 1 6 21 16 36:
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 : 79.5 45.5 95.2 64.6 79.5 45.5 95.2 64.6
Old : 79.5 45.5 95.2 64.6 79.5 45.5 95.2 64.6
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 29, 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 : 21,015: 10,335 4,995 4 10,644 15,910 20,983 20,909: 32 106
Old : 21,015: 10,335 4,995 4 10,644 15,910 20,983 20,909: 32 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: -328: -550 -214 0 205 -117 -345 -331: 17 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 23.8 0.0 50.6 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 49.2 23.8 0.0 50.6 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 : 30: 9 9 1 4 9 14 18:
Old : 30: 9 9 1 4 9 14 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 : 80.4 65.1 96.0 87.1 80.4 65.1 95.5 87.1
Old : 80.4 65.1 96.0 87.1 80.4 65.1 95.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017