WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 07, 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 : 569,478: 164,198 243,244 128,055 232,008 150,404 524,261 521,703: 45,217 47,775
Old : 458,081: 145,297 235,141 84,984 190,403 101,775 420,684 421,900: 37,397 36,181
Other: 111,397: 45,374 34,576 16,598 41,605 48,629 103,577 99,803: 7,820 11,594
: : :
: : Changes in Commitments from: October 31, 2017 :
: 5,352: -241 7,562 406 7,962 -3,442 8,127 4,526: -2,775 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 42.7 22.5 40.7 26.4 92.1 91.6: 7.9 8.4
Old : 100.0: 31.7 51.3 18.6 41.6 22.2 91.8 92.1: 8.2 7.9
Other: 100.0: 40.7 31.0 14.9 37.3 43.7 93.0 89.6: 7.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 137 140 139 110 111 330 332:
Old : 436: 138 137 122 109 98 313 310:
Other: 206: 56 51 41 48 74 124 151:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 7.9 22.1 15.0 11.9 7.6 17.8 13.9
Old : 15.5 9.2 23.6 17.5 14.6 9.2 21.3 17.1
Other: 26.1 20.9 41.0 35.4 24.7 18.4 35.7 29.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 07, 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 : 331,038: 103,094 108,742 58,125 142,049 134,924 303,268 301,791: 27,770 29,247
Old : 278,518: 101,023 109,251 38,901 114,238 108,439 254,162 256,591: 24,356 21,927
Other: 52,520: 14,030 11,450 7,265 27,811 26,485 49,106 45,200: 3,414 7,320
: : :
: : Changes in Commitments from: October 31, 2017 :
: 9,520: 2,738 4,056 5,279 -2,273 -3,547 5,744 5,788: 3,776 3,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 32.8 17.6 42.9 40.8 91.6 91.2: 8.4 8.8
Old : 100.0: 36.3 39.2 14.0 41.0 38.9 91.3 92.1: 8.7 7.9
Other: 100.0: 26.7 21.8 13.8 53.0 50.4 93.5 86.1: 6.5 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 82 68 75 96 80 215 195:
Old : 274: 83 67 56 87 73 196 174:
Other: 142: 32 32 26 43 53 89 98:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 17.6 25.5 28.0 13.5 15.4 20.4 24.6
Old : 20.0 21.0 28.9 33.1 18.6 20.9 26.2 31.7
Other: 27.6 27.8 42.4 45.1 27.1 27.3 40.8 42.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 07, 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 : 1,623,655: 392,039 479,039 284,266 745,721 670,866 1,422,026 1,434,171: 201,629 189,484
Old : 1,486,123: 384,220 485,301 243,503 663,562 594,079 1,291,285 1,322,883: 194,838 163,240
Other: 137,532: 45,333 31,252 3,249 82,159 76,787 130,741 111,288: 6,791 26,244
: : :
: : Changes in Commitments from: October 31, 2017 :
: 30,238: 15,166 10,407 12,588 3,009 9,364 30,763 32,359: -525 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 29.5 17.5 45.9 41.3 87.6 88.3: 12.4 11.7
Old : 100.0: 25.9 32.7 16.4 44.7 40.0 86.9 89.0: 13.1 11.0
Other: 100.0: 33.0 22.7 2.4 59.7 55.8 95.1 80.9: 4.9 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 775: 183 167 187 299 316 587 597:
Old : 768: 201 159 165 294 303 572 567:
Other: 382: 46 76 20 65 222 125 306:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 10.6 15.8 16.6 7.9 10.3 13.4 15.6
Old : 9.6 11.5 15.9 17.9 9.0 11.4 14.6 17.2
Other: 34.7 25.2 47.4 33.3 34.7 25.2 47.2 32.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 07, 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 : 7,884: 3,072 625 659 1,853 5,691 5,584 6,975: 2,300 909
Old : 7,853: 3,065 625 659 1,841 5,690 5,565 6,974: 2,288 879
Other: 31: 7 0 0 12 1 19 1: 12 30
: : :
: : Changes in Commitments from: October 31, 2017 :
: 64: 344 -100 -210 -19 258 115 -52: -51 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.9 8.4 23.5 72.2 70.8 88.5: 29.2 11.5
Old : 100.0: 39.0 8.0 8.4 23.4 72.5 70.9 88.8: 29.1 11.2
Other: 100.0: 22.6 0.0 0.0 38.7 3.2 61.3 3.2: 38.7 96.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 6 6 8 12 28 21:
Old : 37: 16 6 6 7 12 27 21:
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 : 35.3 56.4 48.0 74.4 28.5 50.8 38.0 64.2
Old : 35.3 56.6 48.0 74.7 28.6 51.1 38.1 64.6
Other: 61.3 3.2 61.3 3.2 61.3 3.2 61.3 3.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 07, 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 : 687,514: 169,849 99,035 115,139 350,849 388,324 635,837 602,498: 51,677 85,016
Old : 632,440: 161,896 94,259 104,121 319,132 356,219 585,149 554,599: 47,291 77,841
Other: 55,074: 16,491 13,314 2,480 31,717 32,105 50,688 47,899: 4,386 7,175
: : :
: : Changes in Commitments from: October 31, 2017 :
: 22,057: 4,305 1,363 5,749 8,316 14,153 18,370 21,265: 3,687 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.4 16.7 51.0 56.5 92.5 87.6: 7.5 12.4
Old : 100.0: 25.6 14.9 16.5 50.5 56.3 92.5 87.7: 7.5 12.3
Other: 100.0: 29.9 24.2 4.5 57.6 58.3 92.0 87.0: 8.0 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 155 119 166 154 204 400 439:
Old : 559: 154 123 157 150 200 387 431:
Other: 243: 44 47 27 45 125 102 190:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 14.0 23.7 22.0 14.2 12.0 20.4 18.1
Old : 16.3 14.0 24.1 21.4 15.2 12.1 21.9 18.6
Other: 40.6 46.3 50.7 56.2 40.6 45.5 50.6 55.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 07, 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 : 469,380: 125,655 51,912 120,168 188,874 270,034 434,697 442,114: 34,683 27,266
Old : 434,352: 114,974 54,606 109,089 177,549 245,356 401,612 409,051: 32,740 25,301
Other: 35,028: 17,651 4,276 4,109 11,325 24,678 33,085 33,063: 1,943 1,965
: : :
: : Changes in Commitments from: October 31, 2017 :
: 17,416: 4,377 2,297 10,956 1,400 2,611 16,733 15,864: 683 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.1 25.6 40.2 57.5 92.6 94.2: 7.4 5.8
Old : 100.0: 26.5 12.6 25.1 40.9 56.5 92.5 94.2: 7.5 5.8
Other: 100.0: 50.4 12.2 11.7 32.3 70.5 94.5 94.4: 5.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 101 71 123 77 75 253 231:
Old : 313: 102 74 120 76 75 248 231:
Other: 76: 22 16 15 24 20 54 44:
:----------------------------------------------------------------------------------------------------
: 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 30.8 19.9 37.0 10.4 27.7 16.2 33.4
Old : 12.8 29.5 20.6 36.2 11.4 27.0 18.1 32.8
Other: 32.6 57.4 53.2 69.9 29.9 56.4 50.0 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 07, 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 : 764,307: 176,664 137,299 17,831 412,636 444,152 607,131 599,282: 157,176 165,025
Old : 764,307: 176,664 137,299 17,831 412,636 444,152 607,131 599,282: 157,176 165,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 27,352: 24,543 -2,149 -1,150 -3,721 32,290 19,672 28,991: 7,680 -1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.0 2.3 54.0 58.1 79.4 78.4: 20.6 21.6
Old : 100.0: 23.1 18.0 2.3 54.0 58.1 79.4 78.4: 20.6 21.6
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 : 175: 43 33 27 73 71 127 120:
Old : 175: 43 33 27 73 71 127 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 24.3 33.3 37.5 18.6 19.8 26.8 28.6
Old : 23.3 24.3 33.3 37.5 18.6 19.8 26.8 28.6
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, November 07, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 896,672: 49,412 160,287 23,422 701,788 614,353 774,622 798,062: 122,050 98,610
Old : 896,672: 49,412 160,287 23,422 701,788 614,353 774,622 798,062: 122,050 98,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 12,370: 714 7,482 3,961 -2,701 8,794 1,974 20,237: 10,396 -7,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 17.9 2.6 78.3 68.5 86.4 89.0: 13.6 11.0
Old : 100.0: 5.5 17.9 2.6 78.3 68.5 86.4 89.0: 13.6 11.0
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 : 122: 15 13 14 72 70 96 89:
Old : 122: 15 13 14 72 70 96 89:
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 37.9 36.0 49.7 17.2 37.9 27.2 46.6
Old : 22.9 37.9 36.0 49.7 17.2 37.9 27.2 46.6
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, November 07, 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 : 2,186: 1,225 993 314 304 690 1,843 1,997: 343 189
Old : 2,186: 1,225 993 314 304 690 1,843 1,997: 343 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 369: 109 -108 130 93 433 332 455: 37 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 45.4 14.4 13.9 31.6 84.3 91.4: 15.7 8.6
Old : 100.0: 56.0 45.4 14.4 13.9 31.6 84.3 91.4: 15.7 8.6
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 : 31: 12 4 7 8 10 24 20:
Old : 31: 12 4 7 8 10 24 20:
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 52.7 60.1 70.6 39.2 52.6 52.7 67.7
Old : 43.6 52.7 60.1 70.6 39.2 52.6 52.7 67.7
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, November 07, 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 : 390,046: 87,376 48,651 61,707 199,203 246,397 348,286 356,755: 41,760 33,291
Old : 354,120: 84,940 50,252 53,618 176,264 219,287 314,822 323,157: 39,298 30,963
Other: 35,926: 6,206 2,169 4,319 22,939 27,110 33,464 33,598: 2,462 2,328
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,818: -193 -1,114 -2,692 1,005 1,654 -1,880 -2,152: 62 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.5 15.8 51.1 63.2 89.3 91.5: 10.7 8.5
Old : 100.0: 24.0 14.2 15.1 49.8 61.9 88.9 91.3: 11.1 8.7
Other: 100.0: 17.3 6.0 12.0 63.9 75.5 93.1 93.5: 6.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 74 52 81 94 87 208 196:
Old : 256: 76 54 77 93 85 205 191:
Other: 85: 17 14 14 32 29 58 50:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 29.5 21.8 36.8 13.7 26.8 19.4 32.9
Old : 15.1 29.0 22.7 36.8 14.4 26.5 20.1 33.2
Other: 30.5 47.3 52.4 61.3 29.1 38.6 46.9 49.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 07, 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 : 10,263: 1,794 2,871 189 6,545 5,887 8,528 8,947: 1,735 1,316
Old : 10,263: 1,794 2,871 189 6,545 5,887 8,528 8,947: 1,735 1,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 137: 52 808 22 68 -596 142 234: -5 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 28.0 1.8 63.8 57.4 83.1 87.2: 16.9 12.8
Old : 100.0: 17.5 28.0 1.8 63.8 57.4 83.1 87.2: 16.9 12.8
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 : 59: 14 18 6 15 13 35 34:
Old : 59: 14 18 6 15 13 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 : 55.3 42.5 64.7 58.3 55.3 42.5 64.7 58.1
Old : 55.3 42.5 64.7 58.3 55.3 42.5 64.7 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 07, 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 : 1,803,201: 340,408 515,313 73,330 1,268,643 1,043,614 1,682,381 1,632,257: 120,820 170,944
Old : 1,803,201: 340,408 515,313 73,330 1,268,643 1,043,614 1,682,381 1,632,257: 120,820 170,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 151,007: 86,677 21,866 16,726 41,660 101,512 145,063 140,104: 5,944 10,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.6 4.1 70.4 57.9 93.3 90.5: 6.7 9.5
Old : 100.0: 18.9 28.6 4.1 70.4 57.9 93.3 90.5: 6.7 9.5
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 : 289: 53 64 38 120 122 194 205:
Old : 289: 53 64 38 120 122 194 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 30.5 32.3 42.5 20.3 27.6 30.3 36.1
Old : 21.3 30.5 32.3 42.5 20.3 27.6 30.3 36.1
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, November 07, 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 : 3,191,098: 699,411 649,348 164,201 2,023,629 1,827,916 2,887,241 2,641,465: 303,857 549,633
Old : 3,191,098: 699,411 649,348 164,201 2,023,629 1,827,916 2,887,241 2,641,465: 303,857 549,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -44,986: -20,162 -67,501 12,704 -44,583 14,777 -52,041 -40,020: 7,055 -4,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 20.3 5.1 63.4 57.3 90.5 82.8: 9.5 17.2
Old : 100.0: 21.9 20.3 5.1 63.4 57.3 90.5 82.8: 9.5 17.2
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 : 413: 73 102 64 152 195 261 325:
Old : 413: 73 102 64 152 195 261 325:
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 : 28.5 10.0 38.4 17.5 25.3 8.1 33.5 13.6
Old : 28.5 10.0 38.4 17.5 25.3 8.1 33.5 13.6
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, November 07, 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 : 431,536: 54,607 59,359 5,929 285,155 222,744 345,691 288,032: 85,845 143,504
Old : 431,536: 54,607 59,359 5,929 285,155 222,744 345,691 288,032: 85,845 143,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -3,529: -4,794 -5,462 -662 -3,995 4,462 -9,451 -1,662: 5,922 -1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.8 1.4 66.1 51.6 80.1 66.7: 19.9 33.3
Old : 100.0: 12.7 13.8 1.4 66.1 51.6 80.1 66.7: 19.9 33.3
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 : 74: 11 8 5 43 44 57 54:
Old : 74: 11 8 5 43 44 57 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 : 32.6 25.3 43.3 34.7 32.5 24.6 42.4 32.5
Old : 32.6 25.3 43.3 34.7 32.5 24.6 42.4 32.5
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, November 07, 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 : 3,150,570: 540,710 870,915 139,087 2,221,553 1,721,860 2,901,350 2,731,862: 249,220 418,708
Old : 3,150,570: 540,710 870,915 139,087 2,221,553 1,721,860 2,901,350 2,731,862: 249,220 418,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 85,954: 172,778 33,138 27,609 -119,967 30,686 80,420 91,433: 5,534 -5,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.6 4.4 70.5 54.7 92.1 86.7: 7.9 13.3
Old : 100.0: 17.2 27.6 4.4 70.5 54.7 92.1 86.7: 7.9 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 : 312: 48 77 46 131 152 211 243:
Old : 312: 48 77 46 131 152 211 243:
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 : 32.5 17.6 44.5 28.2 28.2 16.6 39.3 24.0
Old : 32.5 17.6 44.5 28.2 28.2 16.6 39.3 24.0
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, November 07, 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 : 1,369,464: 74,225 168,286 302,639 954,326 821,784 1,331,190 1,292,709: 38,274 76,755
Old : 1,369,464: 74,225 168,286 302,639 954,326 821,784 1,331,190 1,292,709: 38,274 76,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -215,635: -62,180 2,022 -18,593 -135,117 -199,487 -215,890 -216,058: 255 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.3 22.1 69.7 60.0 97.2 94.4: 2.8 5.6
Old : 100.0: 5.4 12.3 22.1 69.7 60.0 97.2 94.4: 2.8 5.6
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 : 145: 18 48 44 60 71 109 134:
Old : 145: 18 48 44 60 71 109 134:
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 : 34.5 23.2 48.1 34.5 26.2 11.8 31.3 17.9
Old : 34.5 23.2 48.1 34.5 26.2 11.8 31.3 17.9
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, November 07, 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 : 78,121: 45,149 7,105 2,432 18,414 59,307 65,995 68,844: 12,126 9,277
Old : 78,121: 45,149 7,105 2,432 18,414 59,307 65,995 68,844: 12,126 9,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -1,859: -3,292 -885 59 979 -1,016 -2,255 -1,843: 396 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 9.1 3.1 23.6 75.9 84.5 88.1: 15.5 11.9
Old : 100.0: 57.8 9.1 3.1 23.6 75.9 84.5 88.1: 15.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 47 21 9 25 31 77 56:
Old : 118: 47 21 9 25 31 77 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 41.4 37.1 59.3 21.2 40.2 34.1 58.0
Old : 23.5 41.4 37.1 59.3 21.2 40.2 34.1 58.0
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, November 07, 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 : 156,241: 90,298 14,210 4,864 36,828 118,614 131,990 137,688: 24,251 18,553
Old : 156,241: 90,298 14,210 4,864 36,828 118,614 131,990 137,688: 24,251 18,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: -3,717: -6,584 -1,770 117 1,958 -2,032 -4,509 -3,685: 792 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 9.1 3.1 23.6 75.9 84.5 88.1: 15.5 11.9
Old : 100.0: 57.8 9.1 3.1 23.6 75.9 84.5 88.1: 15.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 47 21 9 25 31 77 56:
Old : 118: 47 21 9 25 31 77 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 41.4 37.1 59.3 21.2 40.2 34.1 58.0
Old : 23.5 41.4 37.1 59.3 21.2 40.2 34.1 58.0
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, November 07, 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 : 94,904: 80,388 94,802 85 14,312 0 94,785 94,887: 119 17
Old : 94,904: 80,388 94,802 85 14,312 0 94,785 94,887: 119 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 20,512: 20,827 20,513 0 -336 0 20,491 20,513: 21 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 99.9 0.1 15.1 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 84.7 99.9 0.1 15.1 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 : 41: 27 12 1 2 0 30 12:
Old : 41: 27 12 1 2 0 30 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 : 76.8 94.0 93.0 99.2 76.8 94.0 93.0 99.1
Old : 76.8 94.0 93.0 99.2 76.8 94.0 93.0 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, November 07, 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 : 29,219: 14,350 5,152 5 14,835 23,928 29,190 29,085: 29 134
Old : 29,219: 14,350 5,152 5 14,835 23,928 29,190 29,085: 29 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 269: -140 -287 0 411 571 271 284: -2 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.6 0.0 50.8 81.9 99.9 99.5: 0.1 0.5
Old : 100.0: 49.1 17.6 0.0 50.8 81.9 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 : 47: 10 13 1 7 19 17 33:
Old : 47: 10 13 1 7 19 17 33:
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 : 76.7 41.5 94.9 69.2 76.7 41.5 94.9 69.2
Old : 76.7 41.5 94.9 69.2 76.7 41.5 94.9 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, November 07, 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 : 24,610: 21,656 6,386 360 2,554 17,752 24,570 24,498: 40 112
Old : 24,610: 21,656 6,386 360 2,554 17,752 24,570 24,498: 40 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 1,716: 1,298 1,353 0 409 383 1,707 1,736: 9 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 25.9 1.5 10.4 72.1 99.8 99.5: 0.2 0.5
Old : 100.0: 88.0 25.9 1.5 10.4 72.1 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 10 1 4 12 13 23:
Old : 34: 9 10 1 4 12 13 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 49.9 98.4 77.1 93.6 49.9 95.9 77.1
Old : 94.1 49.9 98.4 77.1 93.6 49.9 95.9 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017