WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 426,974: 166,425 189,802 71,653 150,254 120,548 388,332 382,003: 38,642 44,971
Old : 364,095: 149,358 182,801 51,034 129,930 94,130 330,322 327,965: 33,773 36,130
Other: 62,879: 28,189 18,123 9,497 20,324 26,418 58,010 54,038: 4,869 8,841
: : :
: : Changes in Commitments from: September 19, 2017 :
: -3,625: -4,072 -11,074 2,427 264 4,899 -1,381 -3,748: -2,244 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 44.5 16.8 35.2 28.2 90.9 89.5: 9.1 10.5
Old : 100.0: 41.0 50.2 14.0 35.7 25.9 90.7 90.1: 9.3 9.9
Other: 100.0: 44.8 28.8 15.1 32.3 42.0 92.3 85.9: 7.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 133 139 116 96 106 295 303:
Old : 412: 128 137 100 93 98 282 282:
Other: 181: 46 42 30 44 71 105 132:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.8 19.2 19.1 9.7 10.1 17.8 17.8
Old : 12.2 10.8 21.5 19.8 10.9 10.8 19.8 19.5
Other: 37.5 26.6 47.3 36.6 33.7 22.3 41.6 31.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 26, 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 : 268,692: 101,770 74,475 28,606 114,883 142,431 245,259 245,512: 23,433 23,180
Old : 233,068: 100,172 74,188 17,038 94,738 124,534 211,948 215,760: 21,120 17,308
Other: 35,624: 10,849 9,538 2,317 20,145 17,897 33,311 29,752: 2,313 5,872
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,156: -4,304 -2,717 -2,234 1,691 375 -4,847 -4,576: 691 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 27.7 10.6 42.8 53.0 91.3 91.4: 8.7 8.6
Old : 100.0: 43.0 31.8 7.3 40.6 53.4 90.9 92.6: 9.1 7.4
Other: 100.0: 30.5 26.8 6.5 56.5 50.2 93.5 83.5: 6.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 75 53 54 86 81 182 171:
Old : 249: 74 55 44 81 78 171 161:
Other: 115: 20 25 12 30 53 57 84:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 21.5 26.7 31.5 13.3 17.4 20.3 26.3
Old : 17.2 24.5 28.0 35.1 16.3 23.3 24.6 33.0
Other: 41.0 25.0 59.1 42.5 41.0 24.5 57.2 41.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 26, 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 : 1,405,286: 381,175 414,102 194,448 632,517 622,138 1,208,140 1,230,688: 197,146 174,598
Old : 1,306,791: 381,560 423,373 160,510 572,595 567,860 1,114,665 1,151,743: 192,126 155,048
Other: 98,495: 31,126 22,240 2,427 59,922 54,278 93,475 78,945: 5,020 19,550
: : :
: : Changes in Commitments from: September 19, 2017 :
: 9,320: 2,947 -2,151 2,016 2,557 11,028 7,520 10,893: 1,800 -1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 29.5 13.8 45.0 44.3 86.0 87.6: 14.0 12.4
Old : 100.0: 29.2 32.4 12.3 43.8 43.5 85.3 88.1: 14.7 11.9
Other: 100.0: 31.6 22.6 2.5 60.8 55.1 94.9 80.2: 5.1 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 731: 177 161 161 282 282 554 535:
Old : 728: 194 160 141 276 270 538 512:
Other: 322: 39 57 14 58 187 107 249:
:----------------------------------------------------------------------------------------------------
: 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 14.0 17.4 20.3 9.7 12.4 16.4 18.2
Old : 10.9 14.8 18.1 21.5 10.9 13.3 17.7 19.6
Other: 32.8 24.8 45.8 34.7 32.8 24.8 45.8 34.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 26, 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 : 6,142: 1,933 814 728 1,322 3,874 3,983 5,416: 2,159 726
Old : 6,114: 1,933 814 728 1,318 3,874 3,979 5,416: 2,135 698
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: September 19, 2017 :
: 220: 92 16 26 258 222 376 264: -156 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.3 11.9 21.5 63.1 64.8 88.2: 35.2 11.8
Old : 100.0: 31.6 13.3 11.9 21.6 63.4 65.1 88.6: 34.9 11.4
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 : 35: 14 6 6 7 11 25 19:
Old : 35: 14 6 6 7 11 25 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 : 31.4 56.3 44.4 73.5 20.4 40.1 31.5 54.9
Old : 31.5 56.5 44.6 73.8 20.4 40.4 31.7 55.2
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 26, 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 : 673,029: 160,023 125,995 106,914 355,418 355,487 622,355 588,396: 50,674 84,633
Old : 639,097: 158,177 125,903 97,596 335,994 335,086 591,767 558,585: 47,330 80,512
Other: 33,932: 10,425 8,671 739 19,424 20,401 30,588 29,811: 3,344 4,121
: : :
: : Changes in Commitments from: September 19, 2017 :
: 10,227: 4,918 -8,986 -1,232 4,060 19,116 7,746 8,898: 2,481 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.7 15.9 52.8 52.8 92.5 87.4: 7.5 12.6
Old : 100.0: 24.8 19.7 15.3 52.6 52.4 92.6 87.4: 7.4 12.6
Other: 100.0: 30.7 25.6 2.2 57.2 60.1 90.1 87.9: 9.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 137 167 180 154 200 404 466:
Old : 574: 134 174 169 152 198 392 461:
Other: 200: 45 33 18 37 99 91 142:
:----------------------------------------------------------------------------------------------------
: 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 13.0 25.4 20.8 16.7 10.9 23.3 16.6
Old : 18.1 13.2 26.3 20.4 17.4 11.5 24.2 17.5
Other: 33.0 56.8 48.0 66.7 33.0 56.5 48.0 65.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 26, 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 : 439,337: 137,687 39,315 94,305 170,140 276,079 402,132 409,699: 37,205 29,638
Old : 420,026: 131,335 40,791 89,111 164,111 262,135 384,557 392,037: 35,469 27,989
Other: 19,311: 9,870 2,042 1,676 6,029 13,944 17,575 17,662: 1,736 1,649
: : :
: : Changes in Commitments from: September 19, 2017 :
: -6,469: -5,808 1,703 8,648 -8,476 -18,170 -5,636 -7,819: -833 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.9 21.5 38.7 62.8 91.5 93.3: 8.5 6.7
Old : 100.0: 31.3 9.7 21.2 39.1 62.4 91.6 93.3: 8.4 6.7
Other: 100.0: 51.1 10.6 8.7 31.2 72.2 91.0 91.5: 9.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 104 75 119 79 74 260 225:
Old : 319: 110 76 114 78 74 256 223:
Other: 57: 15 13 11 18 15 41 31:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 33.6 21.1 40.2 10.8 32.5 17.2 38.6
Old : 14.0 33.2 22.1 39.9 11.3 32.2 18.0 38.3
Other: 38.6 53.5 59.9 69.4 37.9 52.4 57.3 67.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 26, 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 : 719,328: 183,498 130,588 15,541 364,072 417,220 563,111 563,349: 156,217 155,979
Old : 719,328: 183,498 130,588 15,541 364,072 417,220 563,111 563,349: 156,217 155,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,030: 4,772 9,985 -1,865 1,601 -6,662 4,508 1,458: -8,538 -5,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.2 2.2 50.6 58.0 78.3 78.3: 21.7 21.7
Old : 100.0: 25.5 18.2 2.2 50.6 58.0 78.3 78.3: 21.7 21.7
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 : 163: 39 31 17 59 70 105 111:
Old : 163: 39 31 17 59 70 105 111:
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 : 24.0 25.6 33.3 39.3 17.9 19.6 25.8 29.1
Old : 24.0 25.6 33.3 39.3 17.9 19.6 25.8 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, September 26, 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 : 825,974: 54,836 153,564 9,739 644,356 570,127 708,931 733,430: 117,043 92,544
Old : 825,974: 54,836 153,564 9,739 644,356 570,127 708,931 733,430: 117,043 92,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 2,050: -2,950 7,939 -2,318 2,184 -4,492 -3,084 1,129: 5,134 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.6 1.2 78.0 69.0 85.8 88.8: 14.2 11.2
Old : 100.0: 6.6 18.6 1.2 78.0 69.0 85.8 88.8: 14.2 11.2
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 : 110: 13 11 9 64 65 82 80:
Old : 110: 13 11 9 64 65 82 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 : 23.6 41.1 37.1 53.2 17.5 41.0 27.6 51.1
Old : 23.6 41.1 37.1 53.2 17.5 41.0 27.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 26, 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 : 1,711: 908 307 232 225 1,090 1,365 1,629: 346 82
Old : 1,711: 908 307 232 225 1,090 1,365 1,629: 346 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 17.9 13.6 13.2 63.7 79.8 95.2: 20.2 4.8
Old : 100.0: 53.1 17.9 13.6 13.2 63.7 79.8 95.2: 20.2 4.8
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 : 23: 10 4 3 4 7 17 11:
Old : 23: 10 4 3 4 7 17 11:
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 : 43.6 70.4 62.7 89.4 42.5 62.1 54.5 73.8
Old : 43.6 70.4 62.7 89.4 42.5 62.1 54.5 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 26, 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 : 371,740: 83,265 61,762 53,148 194,195 226,587 330,608 341,497: 41,132 30,243
Old : 348,785: 83,765 62,069 46,955 178,949 211,530 309,669 320,554: 39,116 28,231
Other: 22,955: 1,906 2,099 3,787 15,246 15,057 20,939 20,943: 2,016 2,012
: : :
: : Changes in Commitments from: September 19, 2017 :
: -10,660: 3,657 -8,758 -5,990 -7,151 4,801 -9,484 -9,947: -1,176 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.6 14.3 52.2 61.0 88.9 91.9: 11.1 8.1
Old : 100.0: 24.0 17.8 13.5 51.3 60.6 88.8 91.9: 11.2 8.1
Other: 100.0: 8.3 9.1 16.5 66.4 65.6 91.2 91.2: 8.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 72 60 87 93 90 216 200:
Old : 262: 76 62 84 93 88 215 196:
Other: 74: 17 11 16 30 21 55 42:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 29.0 22.3 35.6 14.3 26.5 20.1 32.4
Old : 16.3 29.2 23.3 36.0 15.1 27.2 21.1 33.4
Other: 34.2 37.1 54.9 58.6 29.7 32.3 40.0 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 26, 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 : 10,386: 3,364 2,144 189 4,833 7,002 8,386 9,335: 2,000 1,051
Old : 10,386: 3,364 2,144 189 4,833 7,002 8,386 9,335: 2,000 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -351: -614 -170 58 431 -202 -125 -314: -226 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 20.6 1.8 46.5 67.4 80.7 89.9: 19.3 10.1
Old : 100.0: 32.4 20.6 1.8 46.5 67.4 80.7 89.9: 19.3 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 : 67: 25 12 5 15 17 42 34:
Old : 67: 25 12 5 15 17 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 53.4 52.5 68.4 40.5 53.4 52.3 68.4
Old : 40.6 53.4 52.5 68.4 40.5 53.4 52.3 68.4
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 26, 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 : 1,589,230: 281,175 464,072 37,493 1,146,118 931,717 1,464,786 1,433,282: 124,444 155,948
Old : 1,589,230: 281,175 464,072 37,493 1,146,118 931,717 1,464,786 1,433,282: 124,444 155,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 84,122: 18,955 102,465 -3,371 74,730 -15,320 90,314 83,774: -6,192 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.2 2.4 72.1 58.6 92.2 90.2: 7.8 9.8
Old : 100.0: 17.7 29.2 2.4 72.1 58.6 92.2 90.2: 7.8 9.8
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 : 274: 49 57 32 113 121 180 192:
Old : 274: 49 57 32 113 121 180 192:
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 26.1 34.4 37.8 22.8 24.7 32.3 33.5
Old : 24.0 26.1 34.4 37.8 22.8 24.7 32.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 26, 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 : 3,212,109: 893,344 636,718 134,856 1,817,660 1,938,693 2,845,860 2,710,267: 366,249 501,842
Old : 3,212,109: 893,344 636,718 134,856 1,817,660 1,938,693 2,845,860 2,710,267: 366,249 501,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -60,987: -31,953 -18,459 -10,841 -2,161 -25,879 -44,955 -55,179: -16,032 -5,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.8 4.2 56.6 60.4 88.6 84.4: 11.4 15.6
Old : 100.0: 27.8 19.8 4.2 56.6 60.4 88.6 84.4: 11.4 15.6
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 : 399: 86 87 55 155 175 273 285:
Old : 399: 86 87 55 155 175 273 285:
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 : 28.8 13.2 36.9 22.8 25.9 10.8 33.1 16.0
Old : 28.8 13.2 36.9 22.8 25.9 10.8 33.1 16.0
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 26, 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 : 422,597: 79,088 58,492 7,038 252,709 227,360 338,835 292,890: 83,762 129,707
Old : 422,597: 79,088 58,492 7,038 252,709 227,360 338,835 292,890: 83,762 129,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -1,655: -13,056 6,334 118 8,182 -9,090 -4,756 -2,638: 3,101 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.8 1.7 59.8 53.8 80.2 69.3: 19.8 30.7
Old : 100.0: 18.7 13.8 1.7 59.8 53.8 80.2 69.3: 19.8 30.7
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 : 70: 11 9 7 39 42 54 54:
Old : 70: 11 9 7 39 42 54 54:
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 27.8 49.1 37.8 36.7 27.1 48.7 35.5
Old : 36.9 27.8 49.1 37.8 36.7 27.1 48.7 35.5
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 26, 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 : 2,975,757: 425,387 653,661 88,948 2,187,644 1,855,110 2,701,979 2,597,719: 273,778 378,038
Old : 2,975,757: 425,387 653,661 88,948 2,187,644 1,855,110 2,701,979 2,597,719: 273,778 378,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -4,735: -25,421 -8,010 15,922 22,412 -19,050 12,913 -11,138: -17,648 6,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.0 3.0 73.5 62.3 90.8 87.3: 9.2 12.7
Old : 100.0: 14.3 22.0 3.0 73.5 62.3 90.8 87.3: 9.2 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 : 298: 47 73 35 112 142 180 229:
Old : 298: 47 73 35 112 142 180 229:
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 : 34.8 20.7 46.4 31.0 30.7 20.4 41.3 29.2
Old : 34.8 20.7 46.4 31.0 30.7 20.4 41.3 29.2
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 26, 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 : 1,603,168: 81,179 222,590 321,753 1,164,389 985,427 1,567,321 1,529,770: 35,847 73,398
Old : 1,603,168: 81,179 222,590 321,753 1,164,389 985,427 1,567,321 1,529,770: 35,847 73,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -49,234: 17,929 -13,343 -25,964 -40,559 -17,683 -48,594 -56,990: -640 7,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 13.9 20.1 72.6 61.5 97.8 95.4: 2.2 4.6
Old : 100.0: 5.1 13.9 20.1 72.6 61.5 97.8 95.4: 2.2 4.6
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 : 163: 25 50 51 61 75 118 152:
Old : 163: 25 50 51 61 75 118 152:
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 : 38.6 23.3 51.9 34.3 27.3 12.6 32.3 16.5
Old : 38.6 23.3 51.9 34.3 27.3 12.6 32.3 16.5
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 26, 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 : 78,934: 53,393 5,533 1,107 14,753 62,240 69,253 68,879: 9,682 10,055
Old : 78,934: 53,393 5,533 1,107 14,753 62,240 69,253 68,879: 9,682 10,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,963: 3,805 -686 -607 -1,111 3,102 2,088 1,809: -125 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 7.0 1.4 18.7 78.9 87.7 87.3: 12.3 12.7
Old : 100.0: 67.6 7.0 1.4 18.7 78.9 87.7 87.3: 12.3 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 : 121: 54 18 6 25 31 80 54:
Old : 121: 54 18 6 25 31 80 54:
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 : 25.8 41.0 40.1 59.6 24.6 39.8 38.9 58.4
Old : 25.8 41.0 40.1 59.6 24.6 39.8 38.9 58.4
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 26, 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 : 157,868: 106,786 11,065 2,214 29,505 124,479 138,505 137,758: 19,363 20,110
Old : 157,868: 106,786 11,065 2,214 29,505 124,479 138,505 137,758: 19,363 20,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 3,926: 7,610 -1,372 -1,214 -2,221 6,203 4,175 3,617: -249 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 7.0 1.4 18.7 78.9 87.7 87.3: 12.3 12.7
Old : 100.0: 67.6 7.0 1.4 18.7 78.9 87.7 87.3: 12.3 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 : 121: 54 18 6 25 31 80 54:
Old : 121: 54 18 6 25 31 80 54:
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 : 25.8 41.0 40.1 59.6 24.6 39.8 38.9 58.4
Old : 25.8 41.0 40.1 59.6 24.6 39.8 38.9 58.4
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 26, 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 : 71,881: 56,841 71,763 85 14,875 0 71,801 71,848: 80 33
Old : 71,881: 56,841 71,763 85 14,875 0 71,801 71,848: 80 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -30,437: -5,666 -6,159 -24,276 -499 0 -30,441 -30,435: 4 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 99.8 0.1 20.7 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 79.1 99.8 0.1 20.7 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 : 33: 20 11 1 2 0 23 11:
Old : 33: 20 11 1 2 0 23 11:
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 : 69.6 91.5 90.3 99.2 69.6 91.5 90.3 99.1
Old : 69.6 91.5 90.3 99.2 69.6 91.5 90.3 99.1
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 26, 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 : 28,547: 13,396 5,491 5 15,097 22,979 28,498 28,475: 49 72
Old : 28,547: 13,396 5,491 5 15,097 22,979 28,498 28,475: 49 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,169: 584 205 2 589 962 1,175 1,169: -6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 19.2 0.0 52.9 80.5 99.8 99.7: 0.2 0.3
Old : 100.0: 46.9 19.2 0.0 52.9 80.5 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 : 49: 10 15 1 7 19 17 35:
Old : 49: 10 15 1 7 19 17 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 44.8 93.4 66.4 73.2 44.8 93.4 66.4
Old : 73.2 44.8 93.4 66.4 73.2 44.8 93.4 66.4
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 26, 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 : 21,160: 15,752 5,649 63 5,247 15,396 21,062 21,108: 98 52
Old : 21,160: 15,752 5,649 63 5,247 15,396 21,062 21,108: 98 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: 1,042: -854 733 14 1,871 287 1,031 1,034: 11 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 26.7 0.3 24.8 72.8 99.5 99.8: 0.5 0.2
Old : 100.0: 74.4 26.7 0.3 24.8 72.8 99.5 99.8: 0.5 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: 11 7 1 3 11 15 18:
Old : 31: 11 7 1 3 11 15 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 : 91.4 61.2 97.6 85.0 91.4 61.2 97.0 85.0
Old : 91.4 61.2 97.6 85.0 91.4 61.2 97.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017