WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, September 19, 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 : 430,599: 170,497 200,876 69,226 149,990 115,649 389,713 385,751: 40,886 44,848 Old : 369,662: 153,405 194,293 49,024 131,090 90,015 333,519 333,332: 36,143 36,330 Other: 60,937: 27,590 17,081 9,704 18,900 25,634 56,194 52,419: 4,743 8,518 : : : : : Changes in Commitments from: September 12, 2017 : : -4,930: 3,858 3,095 -4,561 -3,582 -3,928 -4,285 -5,394: -645 464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 46.7 16.1 34.8 26.9 90.5 89.6: 9.5 10.4 Old : 100.0: 41.5 52.6 13.3 35.5 24.4 90.2 90.2: 9.8 9.8 Other: 100.0: 45.3 28.0 15.9 31.0 42.1 92.2 86.0: 7.8 14.0 : : : :# Traders : Number of Traders in Each Category : All : 417: 118 147 114 96 108 286 306: Old : 410: 115 143 100 94 99 272 288: Other: 177: 41 44 28 43 71 97 134: :---------------------------------------------------------------------------------------------------- : 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 : 10.7 10.3 19.1 18.9 9.6 10.1 17.7 18.1 Old : 11.9 10.9 21.1 19.8 10.7 10.9 19.1 19.8 Other: 38.9 27.6 51.0 38.0 36.0 23.2 45.1 31.6 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders - Futures Only, September 19, 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 : 272,848: 106,074 77,192 30,840 113,192 142,056 250,106 250,088: 22,742 22,760 Old : 238,232: 105,689 76,824 18,825 93,003 125,063 217,517 220,712: 20,715 17,520 Other: 34,616: 10,084 10,067 2,316 20,189 16,993 32,589 29,376: 2,027 5,240 : : : : : Changes in Commitments from: September 12, 2017 : : -596: -1,955 -796 -46 2,737 1,408 736 566: -1,332 -1,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 28.3 11.3 41.5 52.1 91.7 91.7: 8.3 8.3 Old : 100.0: 44.4 32.2 7.9 39.0 52.5 91.3 92.6: 8.7 7.4 Other: 100.0: 29.1 29.1 6.7 58.3 49.1 94.1 84.9: 5.9 15.1 : : : :# Traders : Number of Traders in Each Category : All : 264: 83 53 55 86 82 190 174: Old : 261: 82 55 44 81 78 178 163: Other: 117: 19 26 12 32 55 59 86: :---------------------------------------------------------------------------------------------------- : 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 : 14.9 20.9 24.6 31.3 12.8 16.9 20.1 25.9 Old : 15.6 23.7 25.4 34.8 15.6 22.6 24.2 32.6 Other: 42.7 25.4 61.6 42.2 42.0 25.4 59.0 40.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, September 19, 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 : 1,395,966: 378,228 416,253 192,432 629,960 611,110 1,200,620 1,219,795: 195,346 176,171 Old : 1,303,300: 377,972 423,778 161,889 573,303 560,334 1,113,164 1,146,001: 190,136 157,299 Other: 92,666: 29,219 21,438 1,580 56,657 50,776 87,456 73,794: 5,210 18,872 : : : : : Changes in Commitments from: September 12, 2017 : : 27,241: 4,435 17,846 5,376 12,558 -1,461 22,369 21,761: 4,872 5,480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 29.8 13.8 45.1 43.8 86.0 87.4: 14.0 12.6 Old : 100.0: 29.0 32.5 12.4 44.0 43.0 85.4 87.9: 14.6 12.1 Other: 100.0: 31.5 23.1 1.7 61.1 54.8 94.4 79.6: 5.6 20.4 : : : :# Traders : Number of Traders in Each Category : All : 730: 176 165 155 282 284 548 535: Old : 728: 187 165 135 275 272 531 512: Other: 315: 38 52 13 57 186 103 244: :---------------------------------------------------------------------------------------------------- : 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 : 10.5 13.9 17.6 20.4 9.8 12.0 16.3 17.9 Old : 11.0 14.7 18.2 21.5 11.0 13.1 17.8 19.6 Other: 29.8 23.8 44.6 33.3 29.8 23.8 44.5 33.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, September 19, 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 : 5,922: 1,841 798 702 1,064 3,652 3,607 5,152: 2,315 770 Old : 5,894: 1,841 798 702 1,060 3,652 3,603 5,152: 2,291 742 Other: 28: 0 0 0 4 0 4 0: 24 28 : : : : : Changes in Commitments from: September 12, 2017 : : 60: 20 -270 -20 237 245 237 -45: -177 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 13.5 11.9 18.0 61.7 60.9 87.0: 39.1 13.0 Old : 100.0: 31.2 13.5 11.9 18.0 62.0 61.1 87.4: 38.9 12.6 Other: 100.0: 0.0 0.0 0.0 14.3 0.0 14.3 0.0: 85.7 100.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 13 6 5 8 11 24 19: Old : 33: 13 6 5 8 11 24 19: 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 : 29.6 56.3 43.0 73.4 18.2 40.0 29.9 55.0 Old : 29.7 56.6 43.2 73.7 18.3 40.2 30.0 55.3 Other: 14.3 0.0 14.3 0.0 14.3 0.0 14.3 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, September 19, 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 : 662,802: 155,105 134,981 108,146 351,358 336,371 614,609 579,498: 48,193 83,304 Old : 630,091: 152,609 133,755 99,980 332,641 316,871 585,230 550,606: 44,861 79,485 Other: 32,711: 9,973 8,703 689 18,717 19,500 29,379 28,892: 3,332 3,819 : : : : : Changes in Commitments from: September 12, 2017 : : -4,231: 5,230 -11,302 2,692 -12,978 4,327 -5,056 -4,283: 825 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 20.4 16.3 53.0 50.7 92.7 87.4: 7.3 12.6 Old : 100.0: 24.2 21.2 15.9 52.8 50.3 92.9 87.4: 7.1 12.6 Other: 100.0: 30.5 26.6 2.1 57.2 59.6 89.8 88.3: 10.2 11.7 : : : :# Traders : Number of Traders in Each Category : All : 581: 140 178 174 148 191 398 463: Old : 578: 139 181 166 145 189 390 456: Other: 195: 38 38 13 39 95 84 140: :---------------------------------------------------------------------------------------------------- : 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 12.1 26.5 20.0 16.6 10.5 23.1 16.0 Old : 18.8 12.2 27.0 19.8 17.2 11.0 24.1 16.9 Other: 32.5 55.0 48.5 64.9 32.5 54.7 48.5 64.0 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, September 19, 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 : 17,683: 6,255 1,506 44 4 3,777 6,303 5,327: 11,380 12,356 Old : 17,125: 5,949 1,453 20 4 3,680 5,973 5,153: 11,152 11,972 Other: 558: 328 75 2 0 97 330 174: 228 384 : : : : : Changes in Commitments from: September 12, 2017 : : -704: 351 -855 -43 4 -157 312 -1,055: -1,016 351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 8.5 0.2 0.0 21.4 35.6 30.1: 64.4 69.9 Old : 100.0: 34.7 8.5 0.1 0.0 21.5 34.9 30.1: 65.1 69.9 Other: 100.0: 58.8 13.4 0.4 0.0 17.4 59.1 31.2: 40.9 68.8 : : : :# Traders : Number of Traders in Each Category : All : 20: 5 4 4 2 11 8 18: Old : 20: 5 4 3 2 11 8 17: Other: 13: 3 4 1 0 6 3 11: :---------------------------------------------------------------------------------------------------- : 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 : 33.6 15.2 35.6 21.9 33.5 15.2 35.4 21.9 Old : 34.4 15.2 34.9 21.9 34.4 15.2 34.7 21.9 Other: 59.1 20.3 59.1 30.1 58.8 20.3 58.8 30.1 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, September 19, 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 : 445,806: 143,495 37,612 85,657 178,616 294,249 407,768 417,518: 38,038 28,288 Old : 428,064: 138,675 38,084 81,629 171,780 281,524 392,084 401,237: 35,980 26,827 Other: 17,742: 7,779 2,487 1,069 6,836 12,725 15,684 16,281: 2,058 1,461 : : : : : Changes in Commitments from: September 12, 2017 : : 972: -2,342 1,307 -922 4,340 -1,345 1,076 -960: -104 1,932 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 8.4 19.2 40.1 66.0 91.5 93.7: 8.5 6.3 Old : 100.0: 32.4 8.9 19.1 40.1 65.8 91.6 93.7: 8.4 6.3 Other: 100.0: 43.8 14.0 6.0 38.5 71.7 88.4 91.8: 11.6 8.2 : : : :# Traders : Number of Traders in Each Category : All : 317: 104 66 124 78 70 262 223: Old : 316: 109 71 121 77 69 260 220: Other: 60: 14 13 10 19 18 40 35: :---------------------------------------------------------------------------------------------------- : 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 35.7 21.1 42.3 11.2 34.1 17.8 40.6 Old : 14.6 35.7 22.0 42.6 11.6 34.4 18.6 41.1 Other: 41.1 49.4 63.4 65.9 40.2 48.5 59.0 62.2 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, September 19, 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 : 723,358: 178,726 120,603 17,406 362,471 423,882 558,603 561,891: 164,755 161,467 Old : 723,358: 178,726 120,603 17,406 362,471 423,882 558,603 561,891: 164,755 161,467 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -19,504: -17,161 -24,788 -2,119 -2,806 -2,640 -22,086 -29,547: 2,582 10,043 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 16.7 2.4 50.1 58.6 77.2 77.7: 22.8 22.3 Old : 100.0: 24.7 16.7 2.4 50.1 58.6 77.2 77.7: 22.8 22.3 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 : 163: 40 28 17 62 71 107 111: Old : 163: 40 28 17 62 71 107 111: 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 : 23.3 25.3 32.4 38.6 16.9 19.4 24.2 28.3 Old : 23.3 25.3 32.4 38.6 16.9 19.4 24.2 28.3 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, September 19, 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 : 823,924: 57,786 145,625 12,057 642,172 574,619 712,015 732,301: 111,909 91,623 Old : 823,924: 57,786 145,625 12,057 642,172 574,619 712,015 732,301: 111,909 91,623 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -18,253: -3,658 -3,879 -4,817 -2,718 -9,362 -11,193 -18,058: -7,060 -195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 17.7 1.5 77.9 69.7 86.4 88.9: 13.6 11.1 Old : 100.0: 7.0 17.7 1.5 77.9 69.7 86.4 88.9: 13.6 11.1 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 : 113: 15 11 12 65 65 88 80: Old : 113: 15 11 12 65 65 88 80: 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 : 23.5 41.3 37.2 53.4 17.8 41.0 28.0 50.9 Old : 23.5 41.3 37.2 53.4 17.8 41.0 28.0 50.9 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, September 19, 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 : 382,400: 79,608 70,520 59,138 201,346 221,786 340,092 351,444: 42,308 30,956 Old : 362,951: 80,300 70,765 52,762 189,238 210,480 322,300 334,007: 40,651 28,944 Other: 19,449: 1,908 2,355 3,776 12,108 11,306 17,792 17,437: 1,657 2,012 : : : : : Changes in Commitments from: September 12, 2017 : : -8,115: 2,052 -12,335 -3,354 -6,270 9,195 -7,572 -6,494: -543 -1,621 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 18.4 15.5 52.7 58.0 88.9 91.9: 11.1 8.1 Old : 100.0: 22.1 19.5 14.5 52.1 58.0 88.8 92.0: 11.2 8.0 Other: 100.0: 9.8 12.1 19.4 62.3 58.1 91.5 89.7: 8.5 10.3 : : : :# Traders : Number of Traders in Each Category : All : 266: 70 59 86 95 87 216 200: Old : 266: 76 58 81 94 85 213 195: Other: 74: 15 12 16 30 20 55 41: :---------------------------------------------------------------------------------------------------- : 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 : 15.3 26.1 21.7 32.9 14.4 23.2 19.9 29.0 Old : 15.8 26.2 22.4 33.3 14.9 23.7 20.5 29.7 Other: 33.0 33.4 51.6 53.3 29.1 26.4 41.1 39.9 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, September 19, 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 : 10,737: 3,978 2,314 131 4,402 7,204 8,511 9,649: 2,226 1,088 Old : 10,737: 3,978 2,314 131 4,402 7,204 8,511 9,649: 2,226 1,088 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 241: 53 266 -42 287 21 298 245: -57 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 21.6 1.2 41.0 67.1 79.3 89.9: 20.7 10.1 Old : 100.0: 37.0 21.6 1.2 41.0 67.1 79.3 89.9: 20.7 10.1 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 : 73: 30 16 6 14 16 47 36: Old : 73: 30 16 6 14 16 47 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 : 36.9 52.8 47.5 67.9 36.9 52.8 47.2 67.9 Old : 36.9 52.8 47.5 67.9 36.9 52.8 47.2 67.9 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, September 19, 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 : 1,505,108: 262,220 361,607 40,864 1,071,388 947,037 1,374,472 1,349,508: 130,636 155,600 Old : 1,505,108: 262,220 361,607 40,864 1,071,388 947,037 1,374,472 1,349,508: 130,636 155,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -4,682: -23,626 -27,045 -9,321 37,011 35,693 4,064 -673: -8,746 -4,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 24.0 2.7 71.2 62.9 91.3 89.7: 8.7 10.3 Old : 100.0: 17.4 24.0 2.7 71.2 62.9 91.3 89.7: 8.7 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 : 272: 52 54 31 114 120 181 190: Old : 272: 52 54 31 114 120 181 190: 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 : 23.6 27.7 34.5 39.7 22.3 26.3 32.5 34.7 Old : 23.6 27.7 34.5 39.7 22.3 26.3 32.5 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders - Futures Only, September 19, 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 : 3,273,096: 925,297 655,177 145,697 1,819,821 1,964,572 2,890,815 2,765,446: 382,281 507,650 Old : 3,273,096: 925,297 655,177 145,697 1,819,821 1,964,572 2,890,815 2,765,446: 382,281 507,650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -31,372: 41,617 23,176 -9,282 -67,793 -31,389 -35,458 -17,495: 4,086 -13,877 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 20.0 4.5 55.6 60.0 88.3 84.5: 11.7 15.5 Old : 100.0: 28.3 20.0 4.5 55.6 60.0 88.3 84.5: 11.7 15.5 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 : 419: 84 96 60 159 180 280 299: Old : 419: 84 96 60 159 180 280 299: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 14.6 36.5 23.6 26.2 11.7 32.4 17.4 Old : 29.1 14.6 36.5 23.6 26.2 11.7 32.4 17.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 Commitments of Traders - Futures Only, September 19, 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 : 424,252: 92,144 52,158 6,920 244,527 236,450 343,591 295,528: 80,661 128,724 Old : 424,252: 92,144 52,158 6,920 244,527 236,450 343,591 295,528: 80,661 128,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,539: 3,271 807 2,630 -1,402 5,931 4,499 9,368: -1,960 -6,829 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 12.3 1.6 57.6 55.7 81.0 69.7: 19.0 30.3 Old : 100.0: 21.7 12.3 1.6 57.6 55.7 81.0 69.7: 19.0 30.3 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 : 69: 11 7 6 37 43 51 53: Old : 69: 11 7 6 37 43 51 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 27.1 48.6 37.8 35.9 25.9 48.3 35.0 Old : 36.1 27.1 48.6 37.8 35.9 25.9 48.3 35.0 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, September 19, 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 : 2,980,492: 450,808 661,671 73,026 2,165,232 1,874,160 2,689,066 2,608,857: 291,426 371,635 Old : 2,980,492: 450,808 661,671 73,026 2,165,232 1,874,160 2,689,066 2,608,857: 291,426 371,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -165,924: -130,173 -39,470 11,560 -32,928 -153,169 -151,541 -181,079: -14,383 15,155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 22.2 2.5 72.6 62.9 90.2 87.5: 9.8 12.5 Old : 100.0: 15.1 22.2 2.5 72.6 62.9 90.2 87.5: 9.8 12.5 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 : 294: 47 67 36 116 143 181 228: Old : 294: 47 67 36 116 143 181 228: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 22.8 46.4 31.8 30.8 22.6 40.8 30.6 Old : 34.4 22.8 46.4 31.8 30.8 22.6 40.8 30.6 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, September 19, 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 : 1,652,402: 63,250 235,933 347,717 1,204,948 1,003,110 1,615,915 1,586,760: 36,487 65,642 Old : 1,652,402: 63,250 235,933 347,717 1,204,948 1,003,110 1,615,915 1,586,760: 36,487 65,642 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -84,393: 12,413 -12,411 -65,561 -28,377 -1,956 -81,525 -79,928: -2,868 -4,465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 14.3 21.0 72.9 60.7 97.8 96.0: 2.2 4.0 Old : 100.0: 3.8 14.3 21.0 72.9 60.7 97.8 96.0: 2.2 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 : 171: 21 57 49 64 82 118 161: Old : 171: 21 57 49 64 82 118 161: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 22.4 49.4 33.1 24.0 10.2 29.5 14.5 Old : 35.2 22.4 49.4 33.1 24.0 10.2 29.5 14.5 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, September 19, 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 : 76,971: 49,588 6,219 1,714 15,863 59,138 67,165 67,071: 9,806 9,901 Old : 76,971: 49,588 6,219 1,714 15,863 59,138 67,165 67,071: 9,806 9,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -7,389: 2,277 357 -1,050 -8,435 -6,028 -7,208 -6,721: -181 -668 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 8.1 2.2 20.6 76.8 87.3 87.1: 12.7 12.9 Old : 100.0: 64.4 8.1 2.2 20.6 76.8 87.3 87.1: 12.7 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 45 20 6 24 33 70 58: Old : 117: 45 20 6 24 33 70 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 : 27.0 37.7 41.1 58.0 25.2 36.4 39.3 56.8 Old : 27.0 37.7 41.1 58.0 25.2 36.4 39.3 56.8 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, September 19, 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 : 153,942: 99,176 12,437 3,428 31,726 118,276 134,330 134,141: 19,612 19,801 Old : 153,942: 99,176 12,437 3,428 31,726 118,276 134,330 134,141: 19,612 19,801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -14,777: 4,553 714 -2,099 -16,869 -12,056 -14,415 -13,441: -362 -1,336 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.4 8.1 2.2 20.6 76.8 87.3 87.1: 12.7 12.9 Old : 100.0: 64.4 8.1 2.2 20.6 76.8 87.3 87.1: 12.7 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 45 20 6 24 33 70 58: Old : 117: 45 20 6 24 33 70 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 : 27.0 37.7 41.1 58.0 25.2 36.4 39.3 56.8 Old : 27.0 37.7 41.1 58.0 25.2 36.4 39.3 56.8 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, September 19, 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 : 102,318: 62,507 77,922 24,361 15,374 0 102,242 102,283: 76 35 Old : 102,318: 62,507 77,922 24,361 15,374 0 102,242 102,283: 76 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 36,911: 13,333 13,220 23,690 -88 0 36,935 36,910: -24 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 76.2 23.8 15.0 0.0 99.9 100.0: 0.1 0.0 Old : 100.0: 61.1 76.2 23.8 15.0 0.0 99.9 100.0: 0.1 0.0 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 : 40: 23 13 3 2 0 28 15: Old : 40: 23 13 3 2 0 28 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 : 72.3 88.1 90.2 96.9 56.6 69.5 71.0 75.0 Old : 72.3 88.1 90.2 96.9 56.6 69.5 71.0 75.0 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, September 19, 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 : 27,378: 12,812 5,286 3 14,508 22,017 27,323 27,306: 55 72 Old : 27,378: 12,812 5,286 3 14,508 22,017 27,323 27,306: 55 72 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -10,235: -9,548 -207 -1,122 435 -8,942 -10,235 -10,271: 0 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 19.3 0.0 53.0 80.4 99.8 99.7: 0.2 0.3 Old : 100.0: 46.8 19.3 0.0 53.0 80.4 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 : 46: 10 12 1 7 19 17 32: Old : 46: 10 12 1 7 19 17 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.1 45.1 92.0 65.2 73.1 45.1 92.0 65.2 Old : 73.1 45.1 92.0 65.2 73.1 45.1 92.0 65.2 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, September 19, 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 : 20,118: 16,606 4,916 49 3,376 15,109 20,031 20,074: 87 44 Old : 20,118: 16,606 4,916 49 3,376 15,109 20,031 20,074: 87 44 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -2,772: 5,643 355 -1,921 -6,535 -1,187 -2,813 -2,753: 41 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 24.4 0.2 16.8 75.1 99.6 99.8: 0.4 0.2 Old : 100.0: 82.5 24.4 0.2 16.8 75.1 99.6 99.8: 0.4 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 : 31: 12 7 1 3 10 16 17: Old : 31: 12 7 1 3 10 16 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 : 84.6 65.0 97.2 87.9 84.6 65.0 96.6 87.9 Old : 84.6 65.0 97.2 87.9 84.6 65.0 96.6 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017