WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 17, 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 : 478,128: 167,119 198,733 97,868 172,063 134,356 437,050 430,957: 41,078 47,171
Old : 392,485: 154,095 192,576 62,128 140,699 100,634 356,922 355,338: 35,563 37,147
Other: 85,643: 34,711 27,844 14,053 31,364 33,722 80,128 75,619: 5,515 10,024
: : :
: : Changes in Commitments from: October 10, 2017 :
: 17,140: 138 7,697 10,294 5,318 -532 15,750 17,459: 1,390 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 41.6 20.5 36.0 28.1 91.4 90.1: 8.6 9.9
Old : 100.0: 39.3 49.1 15.8 35.8 25.6 90.9 90.5: 9.1 9.5
Other: 100.0: 40.5 32.5 16.4 36.6 39.4 93.6 88.3: 6.4 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 136 132 123 98 100 306 296:
Old : 407: 136 128 107 96 93 291 278:
Other: 186: 42 51 36 43 73 104 145:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 9.5 19.7 17.5 9.7 9.0 16.7 16.4
Old : 11.8 11.1 20.5 20.1 11.4 10.4 18.7 18.9
Other: 30.5 23.7 49.3 37.1 30.1 21.4 41.0 30.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 17, 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 : 292,525: 99,408 89,235 41,760 128,656 136,588 269,824 267,583: 22,701 24,942
Old : 247,034: 98,784 89,427 23,439 105,109 115,912 227,332 228,778: 19,702 18,256
Other: 45,491: 12,651 11,835 6,294 23,547 20,676 42,492 38,805: 2,999 6,686
: : :
: : Changes in Commitments from: October 10, 2017 :
: 10,181: 2,430 8,071 5,699 3,105 -3,175 11,234 10,595: -1,053 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 30.5 14.3 44.0 46.7 92.2 91.5: 7.8 8.5
Old : 100.0: 40.0 36.2 9.5 42.5 46.9 92.0 92.6: 8.0 7.4
Other: 100.0: 27.8 26.0 13.8 51.8 45.5 93.4 85.3: 6.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 78 57 64 91 80 199 180:
Old : 260: 81 56 51 84 75 184 166:
Other: 133: 27 28 19 38 54 76 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.0 27.4 28.0 13.1 15.6 20.7 24.2
Old : 19.6 22.3 29.6 33.0 17.5 21.2 25.9 31.2
Other: 33.9 22.6 48.9 40.5 32.5 21.9 46.0 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 17, 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 : 1,489,037: 382,349 446,526 235,162 669,064 621,081 1,286,575 1,302,769: 202,462 186,268
Old : 1,366,992: 380,773 455,503 199,159 590,401 550,117 1,170,333 1,204,779: 196,659 162,213
Other: 122,045: 35,201 24,648 2,378 78,663 70,964 116,242 97,990: 5,803 24,055
: : :
: : Changes in Commitments from: October 10, 2017 :
: 39,160: 7,811 10,328 21,030 8,942 3,104 37,783 34,462: 1,377 4,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 30.0 15.8 44.9 41.7 86.4 87.5: 13.6 12.5
Old : 100.0: 27.9 33.3 14.6 43.2 40.2 85.6 88.1: 14.4 11.9
Other: 100.0: 28.8 20.2 1.9 64.5 58.1 95.2 80.3: 4.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 744: 186 171 168 295 292 567 564:
Old : 740: 199 168 150 290 282 556 539:
Other: 355: 46 64 18 64 199 124 271:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 13.3 16.4 19.1 9.1 12.2 15.2 17.2
Old : 9.9 13.5 16.6 19.8 9.9 12.3 16.1 17.8
Other: 37.1 29.5 50.4 38.4 37.1 29.4 50.4 38.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 17, 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 : 6,740: 2,264 594 803 1,472 4,559 4,539 5,956: 2,201 784
Old : 6,712: 2,264 595 802 1,468 4,559 4,534 5,956: 2,178 756
Other: 28: 1 0 0 4 0 5 0: 23 28
: : :
: : Changes in Commitments from: October 10, 2017 :
: 734: 283 -236 105 243 715 631 584: 103 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.8 11.9 21.8 67.6 67.3 88.4: 32.7 11.6
Old : 100.0: 33.7 8.9 11.9 21.9 67.9 67.6 88.7: 32.4 11.3
Other: 100.0: 3.6 0.0 0.0 14.3 0.0 17.9 0.0: 82.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 5 4 7 11 24 18:
Old : 34: 15 5 4 7 11 24 18:
Other: 2: 1 0 0 1 0 2 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 55.4 45.3 74.1 26.6 49.6 37.2 62.1
Old : 32.9 55.6 45.4 74.4 26.7 49.8 37.4 62.4
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, October 17, 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 : 744,280: 178,320 96,436 116,013 395,915 438,060 690,248 650,509: 54,032 93,771
Old : 697,958: 173,014 94,410 105,199 369,367 411,127 647,580 610,736: 50,378 87,222
Other: 46,322: 14,522 11,242 1,598 26,548 26,933 42,668 39,773: 3,654 6,549
: : :
: : Changes in Commitments from: October 10, 2017 :
: 27,104: 20,746 -16,895 4,062 5,255 35,072 30,063 22,239: -2,959 4,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 13.0 15.6 53.2 58.9 92.7 87.4: 7.3 12.6
Old : 100.0: 24.8 13.5 15.1 52.9 58.9 92.8 87.5: 7.2 12.5
Other: 100.0: 31.4 24.3 3.4 57.3 58.1 92.1 85.9: 7.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 170 135 188 163 202 437 457:
Old : 574: 174 135 179 159 200 425 451:
Other: 231: 43 50 22 42 114 96 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 14.0 24.4 22.0 14.1 11.2 19.8 16.9
Old : 16.7 14.3 24.5 21.9 14.8 11.4 21.4 17.3
Other: 39.3 49.8 51.4 61.3 39.3 49.1 51.4 60.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 17, 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 : 443,985: 126,685 61,187 107,520 177,486 245,625 411,691 414,332: 32,294 29,653
Old : 419,472: 119,242 62,694 101,395 168,449 227,017 389,086 391,106: 30,386 28,366
Other: 24,513: 11,157 2,207 2,411 9,037 18,608 22,605 23,226: 1,908 1,287
: : :
: : Changes in Commitments from: October 10, 2017 :
: 11,974: 6,653 246 5,299 2,178 7,445 14,130 12,990: -2,156 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.8 24.2 40.0 55.3 92.7 93.3: 7.3 6.7
Old : 100.0: 28.4 14.9 24.2 40.2 54.1 92.8 93.2: 7.2 6.8
Other: 100.0: 45.5 9.0 9.8 36.9 75.9 92.2 94.7: 7.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 103 70 123 78 72 255 229:
Old : 315: 104 77 118 76 72 250 227:
Other: 64: 19 12 13 24 16 50 34:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 30.2 19.4 37.1 10.3 29.1 16.5 35.4
Old : 13.1 29.3 20.1 36.5 11.1 28.2 18.0 34.9
Other: 35.9 61.8 56.5 75.2 32.9 60.0 52.6 71.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 17, 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 : 739,549: 184,195 133,220 11,766 390,572 430,760 586,533 575,746: 153,016 163,803
Old : 739,549: 184,195 133,220 11,766 390,572 430,760 586,533 575,746: 153,016 163,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -1,574: 11,420 -11,982 -5,154 -5,570 19,888 696 2,752: -2,270 -4,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.0 1.6 52.8 58.2 79.3 77.9: 20.7 22.1
Old : 100.0: 24.9 18.0 1.6 52.8 58.2 79.3 77.9: 20.7 22.1
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 : 163: 40 28 16 67 71 110 112:
Old : 163: 40 28 16 67 71 110 112:
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 : 23.9 23.8 34.1 37.5 18.7 18.1 27.2 28.3
Old : 23.9 23.8 34.1 37.5 18.7 18.1 27.2 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, October 17, 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 : 847,007: 61,277 153,454 14,652 657,775 585,212 733,704 753,318: 113,303 93,689
Old : 847,007: 61,277 153,454 14,652 657,775 585,212 733,704 753,318: 113,303 93,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 19,213: 86 -166 -1,921 17,843 27,694 16,008 25,607: 3,205 -6,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 18.1 1.7 77.7 69.1 86.6 88.9: 13.4 11.1
Old : 100.0: 7.2 18.1 1.7 77.7 69.1 86.6 88.9: 13.4 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 12 13 64 64 86 82:
Old : 113: 15 12 13 64 64 86 82:
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 : 24.5 40.0 38.5 51.3 18.7 40.0 29.0 49.1
Old : 24.5 40.0 38.5 51.3 18.7 40.0 29.0 49.1
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, October 17, 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 : 1,671: 996 713 174 144 594 1,314 1,481: 357 190
Old : 1,671: 996 713 174 144 594 1,314 1,481: 357 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 41: 23 329 -22 57 -263 58 44: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 42.7 10.4 8.6 35.5 78.6 88.6: 21.4 11.4
Old : 100.0: 59.6 42.7 10.4 8.6 35.5 78.6 88.6: 21.4 11.4
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 : 21: 9 5 5 3 6 15 13:
Old : 21: 9 5 5 3 6 15 13:
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 : 48.8 65.1 66.2 78.5 47.4 59.6 59.7 70.6
Old : 48.8 65.1 66.2 78.5 47.4 59.6 59.7 70.6
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, October 17, 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 : 381,697: 88,572 44,956 65,215 181,940 240,323 335,727 350,494: 45,970 31,203
Old : 354,431: 87,899 46,568 58,598 163,881 220,047 310,378 325,213: 44,053 29,218
Other: 27,266: 3,369 1,084 3,921 18,059 20,276 25,349 25,281: 1,917 1,985
: : :
: : Changes in Commitments from: October 10, 2017 :
: 18,826: 3,697 -6,235 5,087 7,690 19,328 16,474 18,180: 2,352 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 11.8 17.1 47.7 63.0 88.0 91.8: 12.0 8.2
Old : 100.0: 24.8 13.1 16.5 46.2 62.1 87.6 91.8: 12.4 8.2
Other: 100.0: 12.4 4.0 14.4 66.2 74.4 93.0 92.7: 7.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 82 59 87 86 83 212 198:
Old : 262: 81 61 85 84 81 209 195:
Other: 79: 20 9 15 33 23 61 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 : 14.2 31.4 21.1 38.5 13.3 29.2 19.3 35.2
Old : 14.9 31.0 21.8 38.5 14.1 29.3 20.0 35.7
Other: 34.8 47.5 54.6 65.3 29.5 41.8 39.4 50.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,993: 2,397 2,008 297 5,129 6,661 7,823 8,966: 2,170 1,027
Old : 9,993: 2,397 2,008 297 5,129 6,661 7,823 8,966: 2,170 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -128: -239 -71 19 -79 69 -299 17: 171 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.1 3.0 51.3 66.7 78.3 89.7: 21.7 10.3
Old : 100.0: 24.0 20.1 3.0 51.3 66.7 78.3 89.7: 21.7 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 : 59: 21 12 8 12 15 35 34:
Old : 59: 21 12 8 12 15 35 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 : 44.5 51.8 54.3 66.9 44.5 51.8 54.3 66.9
Old : 44.5 51.8 54.3 66.9 44.5 51.8 54.3 66.9
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, October 17, 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 : 1,737,821: 276,978 589,431 47,755 1,290,472 937,637 1,615,205 1,574,823: 122,616 162,998
Old : 1,737,821: 276,978 589,431 47,755 1,290,472 937,637 1,615,205 1,574,823: 122,616 162,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 73,141: 35,531 96,940 1,818 31,913 -27,001 69,262 71,757: 3,879 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 33.9 2.7 74.3 54.0 92.9 90.6: 7.1 9.4
Old : 100.0: 15.9 33.9 2.7 74.3 54.0 92.9 90.6: 7.1 9.4
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 : 278: 45 67 29 115 119 177 198:
Old : 278: 45 67 29 115 119 177 198:
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 : 25.2 26.4 35.1 39.1 24.0 25.1 32.8 35.2
Old : 25.2 26.4 35.1 39.1 24.0 25.1 32.8 35.2
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, October 17, 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 : 3,036,524: 774,341 668,050 131,399 1,812,340 1,707,794 2,718,080 2,507,243: 318,444 529,281
Old : 3,036,524: 774,341 668,050 131,399 1,812,340 1,707,794 2,718,080 2,507,243: 318,444 529,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -100,376: -73,187 13,128 16,153 -14,393 -104,234 -71,427 -74,953: -28,949 -25,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.0 4.3 59.7 56.2 89.5 82.6: 10.5 17.4
Old : 100.0: 25.5 22.0 4.3 59.7 56.2 89.5 82.6: 10.5 17.4
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 : 410: 77 100 62 152 176 258 310:
Old : 410: 77 100 62 152 176 258 310:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 10.8 39.5 18.9 27.1 8.3 34.6 13.7
Old : 30.2 10.8 39.5 18.9 27.1 8.3 34.6 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, October 17, 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 : 426,285: 50,401 61,769 10,210 283,598 219,196 344,209 291,175: 82,076 135,110
Old : 426,285: 50,401 61,769 10,210 283,598 219,196 344,209 291,175: 82,076 135,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 76: -18,809 7,966 691 16,281 -7,069 -1,837 1,588: 1,913 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.5 2.4 66.5 51.4 80.7 68.3: 19.3 31.7
Old : 100.0: 11.8 14.5 2.4 66.5 51.4 80.7 68.3: 19.3 31.7
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 : 74: 10 10 9 42 42 58 55:
Old : 74: 10 10 9 42 42 58 55:
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 : 33.6 26.7 44.1 36.7 33.4 25.9 43.3 34.2
Old : 33.6 26.7 44.1 36.7 33.4 25.9 43.3 34.2
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, October 17, 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 : 2,960,660: 355,004 800,583 85,685 2,281,411 1,682,488 2,722,100 2,568,756: 238,560 391,904
Old : 2,960,660: 355,004 800,583 85,685 2,281,411 1,682,488 2,722,100 2,568,756: 238,560 391,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -8,063: -33,775 110,219 5,793 33,181 -136,814 5,199 -20,802: -13,262 12,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 27.0 2.9 77.1 56.8 91.9 86.8: 8.1 13.2
Old : 100.0: 12.0 27.0 2.9 77.1 56.8 91.9 86.8: 8.1 13.2
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 : 321: 47 80 46 129 148 207 243:
Old : 321: 47 80 46 129 148 207 243:
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 18.3 46.9 27.2 31.9 16.9 42.6 24.2
Old : 35.2 18.3 46.9 27.2 31.9 16.9 42.6 24.2
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, October 17, 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 : 1,518,716: 105,035 166,796 310,238 1,066,928 974,086 1,482,201 1,451,120: 36,515 67,596
Old : 1,518,716: 105,035 166,796 310,238 1,066,928 974,086 1,482,201 1,451,120: 36,515 67,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -28,681: 26,055 -37,142 -11,306 -44,590 22,852 -29,841 -25,596: 1,160 -3,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.0 20.4 70.3 64.1 97.6 95.5: 2.4 4.5
Old : 100.0: 6.9 11.0 20.4 70.3 64.1 97.6 95.5: 2.4 4.5
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 : 154: 20 49 42 65 73 114 142:
Old : 154: 20 49 42 65 73 114 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 25.0 50.5 36.5 28.2 13.5 33.4 18.5
Old : 36.8 25.0 50.5 36.5 28.2 13.5 33.4 18.5
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, October 17, 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 : 78,925: 47,966 8,082 2,318 17,163 58,040 67,447 68,440: 11,478 10,485
Old : 78,925: 47,966 8,082 2,318 17,163 58,040 67,447 68,440: 11,478 10,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 1,055: -1,332 -390 1,011 1,022 -404 701 217: 354 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 10.2 2.9 21.7 73.5 85.5 86.7: 14.5 13.3
Old : 100.0: 60.8 10.2 2.9 21.7 73.5 85.5 86.7: 14.5 13.3
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 : 123: 46 26 7 27 31 77 60:
Old : 123: 46 26 7 27 31 77 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 : 26.3 36.8 40.2 55.3 23.7 35.6 37.5 54.1
Old : 26.3 36.8 40.2 55.3 23.7 35.6 37.5 54.1
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, October 17, 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 : 157,849: 95,932 16,164 4,636 34,325 116,079 134,893 136,879: 22,956 20,970
Old : 157,849: 95,932 16,164 4,636 34,325 116,079 134,893 136,879: 22,956 20,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 2,109: -2,664 -779 2,021 2,044 -808 1,401 434: 708 1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 10.2 2.9 21.7 73.5 85.5 86.7: 14.5 13.3
Old : 100.0: 60.8 10.2 2.9 21.7 73.5 85.5 86.7: 14.5 13.3
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 : 123: 46 26 7 27 31 77 60:
Old : 123: 46 26 7 27 31 77 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 : 26.3 36.8 40.2 55.3 23.7 35.6 37.5 54.1
Old : 26.3 36.8 40.2 55.3 23.7 35.6 37.5 54.1
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, October 17, 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 : 51,324: 36,502 51,226 85 14,652 0 51,239 51,311: 85 13
Old : 51,324: 36,502 51,226 85 14,652 0 51,239 51,311: 85 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -2,146: -2,065 -2,110 0 -96 0 -2,161 -2,110: 15 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 99.8 0.2 28.5 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 71.1 99.8 0.2 28.5 0.0 99.8 100.0: 0.2 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 : 38: 24 12 1 2 0 27 12:
Old : 38: 24 12 1 2 0 27 12:
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 : 69.0 88.9 91.2 98.6 69.0 88.9 91.2 98.5
Old : 69.0 88.9 91.2 98.6 69.0 88.9 91.2 98.5
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, October 17, 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 : 29,391: 15,084 5,107 5 14,244 24,181 29,333 29,293: 58 98
Old : 29,391: 15,084 5,107 5 14,244 24,181 29,333 29,293: 58 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: -102: 1,347 -117 0 -1,451 -16 -104 -133: 2 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 17.4 0.0 48.5 82.3 99.8 99.7: 0.2 0.3
Old : 100.0: 51.3 17.4 0.0 48.5 82.3 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 : 45: 8 14 1 6 19 14 34:
Old : 45: 8 14 1 6 19 14 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 : 79.0 47.6 96.6 71.1 79.0 47.6 96.6 71.1
Old : 79.0 47.6 96.6 71.1 79.0 47.6 96.6 71.1
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, October 17, 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 : 20,966: 17,538 5,826 70 3,309 14,992 20,917 20,888: 49 78
Old : 20,966: 17,538 5,826 70 3,309 14,992 20,917 20,888: 49 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 438: 841 386 6 -409 19 438 411: 0 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 27.8 0.3 15.8 71.5 99.8 99.6: 0.2 0.4
Old : 100.0: 83.6 27.8 0.3 15.8 71.5 99.8 99.6: 0.2 0.4
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 : 32: 8 10 1 3 12 12 22:
Old : 32: 8 10 1 3 12 12 22:
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 : 94.3 61.6 98.5 84.0 94.3 61.6 97.6 84.0
Old : 94.3 61.6 98.5 84.0 94.3 61.6 97.6 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017