WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 31, 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 : 564,126: 164,439 235,682 127,649 224,046 153,846 516,134 517,177: 47,992 46,949
Old : 462,284: 152,480 229,003 86,123 182,025 111,180 420,628 426,306: 41,656 35,978
Other: 101,842: 37,242 31,962 16,243 42,021 42,666 95,506 90,871: 6,336 10,971
: : :
: : Changes in Commitments from: October 24, 2017 :
: 49,996: -6,366 31,974 14,443 35,570 4,444 43,647 50,861: 6,349 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 41.8 22.6 39.7 27.3 91.5 91.7: 8.5 8.3
Old : 100.0: 33.0 49.5 18.6 39.4 24.1 91.0 92.2: 9.0 7.8
Other: 100.0: 36.6 31.4 15.9 41.3 41.9 93.8 89.2: 6.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 133 148 135 109 109 323 327:
Old : 433: 143 135 116 107 98 308 304:
Other: 200: 46 56 43 43 77 114 155:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 8.0 21.7 15.1 10.4 7.5 16.3 13.8
Old : 13.2 9.5 21.3 17.7 12.3 8.9 18.4 16.3
Other: 31.0 21.7 47.4 34.1 30.6 18.8 41.6 28.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 31, 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 : 321,518: 100,356 104,686 52,846 144,322 138,471 297,524 296,003: 23,994 25,515
Old : 270,913: 99,798 105,529 32,278 118,079 114,503 250,155 252,310: 20,758 18,603
Other: 50,605: 13,351 11,950 7,775 26,243 23,968 47,369 43,693: 3,236 6,912
: : :
: : Changes in Commitments from: October 24, 2017 :
: 18,544: -438 8,663 8,595 10,577 -95 18,734 17,163: -190 1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.6 16.4 44.9 43.1 92.5 92.1: 7.5 7.9
Old : 100.0: 36.8 39.0 11.9 43.6 42.3 92.3 93.1: 7.7 6.9
Other: 100.0: 26.4 23.6 15.4 51.9 47.4 93.6 86.3: 6.4 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 85 64 75 97 77 213 196:
Old : 276: 83 70 57 89 72 195 178:
Other: 145: 34 31 28 45 52 91 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 18.9 25.8 28.8 13.1 15.5 20.0 24.6
Old : 18.7 22.4 28.7 34.0 18.2 20.9 25.5 31.5
Other: 27.6 25.8 42.5 43.2 26.8 25.5 40.6 40.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 31, 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 : 1,593,417: 376,873 468,632 271,678 742,712 661,502 1,391,263 1,401,812: 202,154 191,605
Old : 1,466,260: 373,889 477,615 232,144 664,521 590,529 1,270,554 1,300,288: 195,706 165,972
Other: 127,157: 40,015 28,048 2,503 78,191 70,973 120,709 101,524: 6,448 25,633
: : :
: : Changes in Commitments from: October 24, 2017 :
: 47,135: -4,000 17,203 9,178 41,710 20,639 46,888 47,020: 247 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.4 17.1 46.6 41.5 87.3 88.0: 12.7 12.0
Old : 100.0: 25.5 32.6 15.8 45.3 40.3 86.7 88.7: 13.3 11.3
Other: 100.0: 31.5 22.1 2.0 61.5 55.8 94.9 79.8: 5.1 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 182 169 178 300 306 579 581:
Old : 746: 186 167 154 296 296 565 549:
Other: 363: 51 63 19 67 206 128 281:
:----------------------------------------------------------------------------------------------------
: 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 11.3 16.4 17.6 8.2 10.9 13.7 16.0
Old : 9.9 12.1 16.4 18.9 9.1 11.8 14.7 17.2
Other: 35.4 26.0 48.5 34.6 35.4 25.9 48.5 34.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 31, 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 : 7,820: 2,728 725 869 1,872 5,433 5,469 7,027: 2,351 793
Old : 7,790: 2,728 730 864 1,860 5,431 5,452 7,025: 2,338 765
Other: 30: 5 0 0 12 2 17 2: 13 28
: : :
: : Changes in Commitments from: October 24, 2017 :
: 544: 253 -2 50 202 546 505 594: 39 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 9.3 11.1 23.9 69.5 69.9 89.9: 30.1 10.1
Old : 100.0: 35.0 9.4 11.1 23.9 69.7 70.0 90.2: 30.0 9.8
Other: 100.0: 16.7 0.0 0.0 40.0 6.7 56.7 6.7: 43.3 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 7 6 9 13 28 22:
Old : 37: 14 7 6 8 13 27 22:
Other: 5: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 34.7 57.8 46.8 73.0 26.8 47.4 36.8 59.4
Old : 34.7 58.0 46.9 73.3 26.9 47.7 37.0 59.7
Other: 56.7 6.7 56.7 6.7 56.7 6.7 56.7 6.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 31, 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 : 665,457: 165,544 97,672 109,390 342,533 374,171 617,467 581,233: 47,990 84,224
Old : 614,627: 157,819 93,966 99,189 313,444 343,954 570,452 537,109: 44,175 77,518
Other: 50,830: 15,535 11,516 2,391 29,089 30,217 47,015 44,124: 3,815 6,706
: : :
: : Changes in Commitments from: October 24, 2017 :
: -99,554: -4,371 -15,750 -23,945 -64,496 -52,391 -92,812 -92,086: -6,742 -7,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.7 16.4 51.5 56.2 92.8 87.3: 7.2 12.7
Old : 100.0: 25.7 15.3 16.1 51.0 56.0 92.8 87.4: 7.2 12.6
Other: 100.0: 30.6 22.7 4.7 57.2 59.4 92.5 86.8: 7.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 156 113 177 150 205 403 446:
Old : 560: 161 114 166 148 203 393 438:
Other: 244: 43 50 24 45 123 103 188:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 13.6 24.2 21.9 14.4 11.4 20.2 17.9
Old : 16.8 13.5 24.6 20.9 15.3 12.1 21.8 18.4
Other: 39.1 47.4 51.5 56.8 39.1 46.5 51.3 55.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 31, 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 : 451,964: 121,278 49,615 109,212 187,474 267,423 417,964 426,250: 34,000 25,714
Old : 422,915: 113,521 52,560 98,451 179,234 248,201 391,206 399,212: 31,709 23,703
Other: 29,049: 14,372 3,670 4,146 8,240 19,222 26,758 27,038: 2,291 2,011
: : :
: : Changes in Commitments from: October 24, 2017 :
: 5,529: -5,300 -7,098 4,664 7,619 11,275 6,983 8,841: -1,454 -3,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.0 24.2 41.5 59.2 92.5 94.3: 7.5 5.7
Old : 100.0: 26.8 12.4 23.3 42.4 58.7 92.5 94.4: 7.5 5.6
Other: 100.0: 49.5 12.6 14.3 28.4 66.2 92.1 93.1: 7.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 98 65 124 80 73 250 230:
Old : 308: 100 69 120 77 73 243 229:
Other: 69: 21 14 13 24 17 53 36:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 31.4 18.7 37.6 10.4 29.3 16.7 35.0
Old : 12.4 30.8 19.7 37.5 11.3 28.7 18.4 34.7
Other: 33.8 53.0 54.3 70.1 30.4 51.3 50.3 61.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 31, 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 : 736,955: 152,121 139,448 18,981 416,357 411,862 587,459 570,291: 149,496 166,664
Old : 736,955: 152,121 139,448 18,981 416,357 411,862 587,459 570,291: 149,496 166,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -3,186: -26,640 -615 1,893 17,035 -1,154 -7,712 124: 4,526 -3,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 18.9 2.6 56.5 55.9 79.7 77.4: 20.3 22.6
Old : 100.0: 20.6 18.9 2.6 56.5 55.9 79.7 77.4: 20.3 22.6
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 : 161: 33 34 26 68 67 112 117:
Old : 161: 33 34 26 68 67 112 117:
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 : 24.7 23.8 34.6 37.9 19.8 19.6 28.0 29.1
Old : 24.7 23.8 34.6 37.9 19.8 19.6 28.0 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, October 31, 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 : 884,302: 48,698 152,805 19,461 704,489 605,559 772,648 777,825: 111,654 106,477
Old : 884,302: 48,698 152,805 19,461 704,489 605,559 772,648 777,825: 111,654 106,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 35,140: 580 4,076 -309 36,547 24,352 36,818 28,119: -1,678 7,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.3 2.2 79.7 68.5 87.4 88.0: 12.6 12.0
Old : 100.0: 5.5 17.3 2.2 79.7 68.5 87.4 88.0: 12.6 12.0
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 : 116: 14 10 13 70 67 91 84:
Old : 116: 14 10 13 70 67 91 84:
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 : 24.2 38.0 37.6 48.9 18.2 38.0 28.8 46.5
Old : 24.2 38.0 37.6 48.9 18.2 38.0 28.8 46.5
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 31, 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 : 1,817: 1,116 1,101 184 211 257 1,511 1,542: 306 275
Old : 1,817: 1,116 1,101 184 211 257 1,511 1,542: 306 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 189: 126 193 91 29 -125 246 159: -57 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 60.6 10.1 11.6 14.1 83.2 84.9: 16.8 15.1
Old : 100.0: 61.4 60.6 10.1 11.6 14.1 83.2 84.9: 16.8 15.1
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 : 27: 12 6 5 5 6 21 15:
Old : 27: 12 6 5 5 6 21 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 : 47.9 61.9 59.9 73.6 43.8 58.3 54.3 65.8
Old : 47.9 61.9 59.9 73.6 43.8 58.3 54.3 65.8
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, October 31, 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 : 391,864: 87,569 49,765 64,399 198,198 244,743 350,166 358,907: 41,698 32,957
Old : 358,131: 84,680 51,541 56,287 177,727 219,333 318,694 327,161: 39,437 30,970
Other: 33,733: 6,335 1,670 4,666 20,471 25,410 31,472 31,746: 2,261 1,987
: : :
: : Changes in Commitments from: October 24, 2017 :
: -31: -3,779 2,535 -2,363 7,009 39 867 211: -898 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 12.7 16.4 50.6 62.5 89.4 91.6: 10.6 8.4
Old : 100.0: 23.6 14.4 15.7 49.6 61.2 89.0 91.4: 11.0 8.6
Other: 100.0: 18.8 5.0 13.8 60.7 75.3 93.3 94.1: 6.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 77 54 75 90 85 201 192:
Old : 253: 74 58 72 89 83 198 188:
Other: 80: 18 10 13 30 27 56 45:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 29.2 21.6 35.9 13.5 26.1 19.3 31.8
Old : 15.2 29.0 22.3 36.2 14.1 26.3 19.7 32.5
Other: 31.5 46.9 53.0 62.2 30.0 36.7 44.1 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 31, 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 : 10,126: 1,742 2,063 167 6,477 6,483 8,386 8,713: 1,740 1,413
Old : 10,126: 1,742 2,063 167 6,477 6,483 8,386 8,713: 1,740 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 102: -815 60 14 1,100 -252 299 -178: -197 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 20.4 1.6 64.0 64.0 82.8 86.0: 17.2 14.0
Old : 100.0: 17.2 20.4 1.6 64.0 64.0 82.8 86.0: 17.2 14.0
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 : 61: 16 16 8 19 16 41 34:
Old : 61: 16 16 8 19 16 41 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 : 52.8 45.2 61.9 60.1 52.8 45.2 61.8 59.3
Old : 52.8 45.2 61.9 60.1 52.8 45.2 61.8 59.3
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 31, 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 : 1,652,194: 253,731 493,447 56,604 1,226,983 942,102 1,537,318 1,492,153: 114,876 160,041
Old : 1,652,194: 253,731 493,447 56,604 1,226,983 942,102 1,537,318 1,492,153: 114,876 160,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -51,548: 4,201 -51,831 24 -51,224 3,282 -46,999 -48,525: -4,549 -3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 29.9 3.4 74.3 57.0 93.0 90.3: 7.0 9.7
Old : 100.0: 15.4 29.9 3.4 74.3 57.0 93.0 90.3: 7.0 9.7
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 : 287: 50 65 29 121 123 187 201:
Old : 287: 50 65 29 121 123 187 201:
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 : 23.2 29.7 33.7 42.4 21.9 27.1 31.1 36.2
Old : 23.2 29.7 33.7 42.4 21.9 27.1 31.1 36.2
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 31, 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 : 3,236,084: 719,573 716,849 151,497 2,068,212 1,813,139 2,939,282 2,681,485: 296,802 554,599
Old : 3,236,084: 719,573 716,849 151,497 2,068,212 1,813,139 2,939,282 2,681,485: 296,802 554,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 64,811: -150,489 384 27,462 199,974 30,199 76,947 58,045: -12,136 6,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 22.2 4.7 63.9 56.0 90.8 82.9: 9.2 17.1
Old : 100.0: 22.2 22.2 4.7 63.9 56.0 90.8 82.9: 9.2 17.1
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 : 407: 70 106 64 154 184 261 317:
Old : 407: 70 106 64 154 184 261 317:
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 : 28.6 9.7 39.0 17.9 25.2 8.0 34.2 13.7
Old : 28.6 9.7 39.0 17.9 25.2 8.0 34.2 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 31, 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 : 435,065: 59,401 64,821 6,591 289,150 218,282 355,142 289,694: 79,923 145,371
Old : 435,065: 59,401 64,821 6,591 289,150 218,282 355,142 289,694: 79,923 145,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 5,192: -203 5,396 5 12,624 -6,423 12,426 -1,022: -7,234 6,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.9 1.5 66.5 50.2 81.6 66.6: 18.4 33.4
Old : 100.0: 13.7 14.9 1.5 66.5 50.2 81.6 66.6: 18.4 33.4
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 : 72: 11 7 6 40 42 54 52:
Old : 72: 11 7 6 40 42 54 52:
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 : 33.7 26.6 44.7 36.7 33.4 26.0 43.3 34.3
Old : 33.7 26.6 44.7 36.7 33.4 26.0 43.3 34.3
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 31, 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 : 3,064,616: 367,932 837,777 111,478 2,341,520 1,691,174 2,820,930 2,640,429: 243,686 424,187
Old : 3,064,616: 367,932 837,777 111,478 2,341,520 1,691,174 2,820,930 2,640,429: 243,686 424,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 36,843: -52,987 30,899 2,814 97,069 -30,942 46,896 2,771: -10,053 34,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 27.3 3.6 76.4 55.2 92.0 86.2: 8.0 13.8
Old : 100.0: 12.0 27.3 3.6 76.4 55.2 92.0 86.2: 8.0 13.8
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 : 306: 48 76 45 126 144 207 232:
Old : 306: 48 76 45 126 144 207 232:
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 : 36.2 18.3 47.7 28.3 32.5 17.1 43.2 24.5
Old : 36.2 18.3 47.7 28.3 32.5 17.1 43.2 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 31, 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 : 1,585,099: 136,405 166,264 321,232 1,089,443 1,021,271 1,547,080 1,508,767: 38,019 76,332
Old : 1,585,099: 136,405 166,264 321,232 1,089,443 1,021,271 1,547,080 1,508,767: 38,019 76,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 21,697: 10,598 6,139 3,881 7,712 11,815 22,191 21,835: -494 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.5 20.3 68.7 64.4 97.6 95.2: 2.4 4.8
Old : 100.0: 8.6 10.5 20.3 68.7 64.4 97.6 95.2: 2.4 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 : 154: 22 48 44 66 73 116 141:
Old : 154: 22 48 44 66 73 116 141:
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 26.3 48.9 37.4 28.0 15.6 33.9 20.9
Old : 35.2 26.3 48.9 37.4 28.0 15.6 33.9 20.9
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 31, 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 : 79,979: 48,441 7,990 2,374 17,435 60,323 68,250 70,687: 11,730 9,293
Old : 79,979: 48,441 7,990 2,374 17,435 60,323 68,250 70,687: 11,730 9,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -1,065: 128 -83 -101 -1,640 789 -1,613 605: 549 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 10.0 3.0 21.8 75.4 85.3 88.4: 14.7 11.6
Old : 100.0: 60.6 10.0 3.0 21.8 75.4 85.3 88.4: 14.7 11.6
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 : 128: 51 25 8 27 32 83 60:
Old : 128: 51 25 8 27 32 83 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 : 22.9 39.8 37.2 57.4 22.4 38.6 34.3 56.1
Old : 22.9 39.8 37.2 57.4 22.4 38.6 34.3 56.1
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 31, 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 : 159,958: 96,882 15,980 4,747 34,870 120,646 136,499 141,373: 23,459 18,585
Old : 159,958: 96,882 15,980 4,747 34,870 120,646 136,499 141,373: 23,459 18,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -2,129: 255 -166 -201 -3,280 1,577 -3,226 1,210: 1,097 -3,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 10.0 3.0 21.8 75.4 85.3 88.4: 14.7 11.6
Old : 100.0: 60.6 10.0 3.0 21.8 75.4 85.3 88.4: 14.7 11.6
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 : 128: 51 25 8 27 32 83 60:
Old : 128: 51 25 8 27 32 83 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 : 22.9 39.8 37.2 57.4 22.4 38.6 34.3 56.1
Old : 22.9 39.8 37.2 57.4 22.4 38.6 34.3 56.1
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 31, 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 : 74,392: 59,561 74,289 85 14,648 0 74,294 74,374: 98 18
Old : 74,392: 59,561 74,289 85 14,648 0 74,294 74,374: 98 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 17,941: 17,951 17,941 0 -16 0 17,935 17,941: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 99.9 0.1 19.7 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 80.1 99.9 0.1 19.7 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 : 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 : 72.1 92.5 93.1 98.8 72.1 92.5 93.1 98.7
Old : 72.1 92.5 93.1 98.8 72.1 92.5 93.1 98.7
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 31, 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 : 28,950: 14,490 5,439 5 14,424 23,357 28,919 28,801: 31 149
Old : 28,950: 14,490 5,439 5 14,424 23,357 28,919 28,801: 31 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: -206: -337 137 0 124 -380 -213 -243: 7 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 18.8 0.0 49.8 80.7 99.9 99.5: 0.1 0.5
Old : 100.0: 50.1 18.8 0.0 49.8 80.7 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 12 1 7 18 16 31:
Old : 44: 9 12 1 7 18 16 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 46.9 96.6 72.8 77.3 46.9 96.5 72.8
Old : 77.3 46.9 96.6 72.8 77.3 46.9 96.5 72.8
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 22,894: 20,358 5,033 360 2,145 17,369 22,863 22,762: 31 132
Old : 22,894: 20,358 5,033 360 2,145 17,369 22,863 22,762: 31 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 2,467: 2,091 18 18 342 2,389 2,451 2,425: 16 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 22.0 1.6 9.4 75.9 99.9 99.4: 0.1 0.6
Old : 100.0: 88.9 22.0 1.6 9.4 75.9 99.9 99.4: 0.1 0.6
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 : 32: 7 10 1 4 12 11 23:
Old : 32: 7 10 1 4 12 11 23:
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 : 94.1 55.4 98.6 78.4 93.5 55.4 96.2 78.4
Old : 94.1 55.4 98.6 78.4 93.5 55.4 96.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017