WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 21, 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 : 546,635: 172,456 239,281 115,947 214,040 144,744 502,443 499,972: 44,192 46,663
Old : 428,298: 152,904 229,741 68,974 170,476 95,024 392,354 393,739: 35,944 34,559
Other: 118,337: 50,568 40,556 15,957 43,564 49,720 110,089 106,233: 8,248 12,104
: : :
: : Changes in Commitments from: November 14, 2017 :
: -14,044: 5,537 5,591 -13,587 -6,107 -5,791 -14,157 -13,787: 113 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 43.8 21.2 39.2 26.5 91.9 91.5: 8.1 8.5
Old : 100.0: 35.7 53.6 16.1 39.8 22.2 91.6 91.9: 8.4 8.1
Other: 100.0: 42.7 34.3 13.5 36.8 42.0 93.0 89.8: 7.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 135 144 129 96 105 311 314:
Old : 416: 142 132 110 95 97 293 292:
Other: 219: 59 63 40 47 73 128 158:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 8.4 22.7 16.2 11.8 8.1 17.6 14.5
Old : 17.3 10.2 25.5 18.8 15.1 10.0 21.7 18.2
Other: 24.2 19.7 37.9 32.6 22.9 17.4 32.4 27.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 21, 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 : 318,493: 102,020 106,630 48,493 142,504 139,283 293,017 294,406: 25,476 24,087
Old : 258,090: 99,468 106,258 29,725 107,694 105,362 236,887 241,345: 21,203 16,745
Other: 60,403: 14,512 12,332 6,808 34,810 33,921 56,130 53,061: 4,273 7,342
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,211: -2,381 6,776 -1,921 3,526 -3,641 -776 1,214: 1,987 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 33.5 15.2 44.7 43.7 92.0 92.4: 8.0 7.6
Old : 100.0: 38.5 41.2 11.5 41.7 40.8 91.8 93.5: 8.2 6.5
Other: 100.0: 24.0 20.4 11.3 57.6 56.2 92.9 87.8: 7.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 93 68 78 94 79 217 202:
Old : 282: 89 69 57 87 68 201 173:
Other: 156: 34 41 34 43 54 100 109:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 20.0 28.5 30.3 14.3 16.0 21.6 24.9
Old : 21.9 24.6 31.3 35.7 21.9 24.0 30.5 34.8
Other: 31.3 34.3 42.3 48.1 31.3 33.8 42.2 46.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 21, 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 : 1,681,453: 423,885 516,522 269,075 788,010 701,772 1,480,970 1,487,369: 200,483 194,084
Old : 1,521,942: 411,660 511,224 227,551 691,160 616,431 1,330,371 1,355,206: 191,571 166,736
Other: 159,511: 48,265 41,338 5,484 96,850 85,341 150,599 132,163: 8,912 27,348
: : :
: : Changes in Commitments from: November 14, 2017 :
: -21,215: 12,215 -20,261 -723 -26,369 9,007 -14,877 -11,977: -6,338 -9,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 30.7 16.0 46.9 41.7 88.1 88.5: 11.9 11.5
Old : 100.0: 27.0 33.6 15.0 45.4 40.5 87.4 89.0: 12.6 11.0
Other: 100.0: 30.3 25.9 3.4 60.7 53.5 94.4 82.9: 5.6 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 777: 190 169 171 307 325 584 597:
Old : 770: 195 166 148 305 309 571 564:
Other: 405: 53 66 27 63 246 135 326:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 11.0 17.9 17.6 7.8 9.7 13.4 14.6
Old : 11.3 12.0 18.1 19.3 9.1 11.0 14.7 16.4
Other: 33.2 24.8 49.1 35.9 33.2 24.8 48.9 35.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 21, 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 : 7,831: 3,299 661 330 1,884 5,710 5,513 6,701: 2,318 1,130
Old : 7,756: 3,292 661 330 1,842 5,693 5,464 6,684: 2,292 1,072
Other: 75: 7 0 0 42 17 49 17: 26 58
: : :
: : Changes in Commitments from: November 14, 2017 :
: -384: -39 54 -235 -208 -195 -482 -376: 98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 8.4 4.2 24.1 72.9 70.4 85.6: 29.6 14.4
Old : 100.0: 42.4 8.5 4.3 23.7 73.4 70.4 86.2: 29.6 13.8
Other: 100.0: 9.3 0.0 0.0 56.0 22.7 65.3 22.7: 34.7 77.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 9 6 10 11 30 22:
Old : 40: 15 9 6 10 11 30 22:
Other: 6: 1 0 0 2 3 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 56.7 49.2 71.7 36.7 55.7 47.3 68.4
Old : 36.9 57.1 49.1 72.1 36.5 56.1 47.2 68.8
Other: 65.3 22.7 65.3 22.7 65.3 22.7 65.3 22.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 21, 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 : 719,935: 161,444 109,201 126,110 381,456 400,908 669,010 636,219: 50,925 83,716
Old : 661,064: 154,934 103,552 113,500 345,371 368,854 613,805 585,906: 47,259 75,158
Other: 58,871: 16,355 15,494 2,765 36,085 32,054 55,205 50,313: 3,666 8,558
: : :
: : Changes in Commitments from: November 14, 2017 :
: 8,934: -11,616 -11,972 4,281 13,607 18,363 6,272 10,672: 2,662 -1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.2 17.5 53.0 55.7 92.9 88.4: 7.1 11.6
Old : 100.0: 23.4 15.7 17.2 52.2 55.8 92.9 88.6: 7.1 11.4
Other: 100.0: 27.8 26.3 4.7 61.3 54.4 93.8 85.5: 6.2 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 149 138 174 166 214 419 461:
Old : 576: 154 138 164 162 209 407 450:
Other: 268: 45 62 29 46 133 109 211:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 14.4 23.8 22.0 14.5 12.3 20.0 18.2
Old : 16.9 14.5 24.1 21.8 15.8 13.1 21.7 19.5
Other: 42.1 40.4 54.1 50.7 42.1 39.8 54.1 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 21, 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 : 481,151: 128,937 57,226 110,884 207,362 285,423 447,183 453,533: 33,968 27,618
Old : 437,774: 118,899 62,206 96,831 190,574 253,189 406,304 412,226: 31,470 25,548
Other: 43,377: 19,398 4,380 4,693 16,788 32,234 40,879 41,307: 2,498 2,070
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,602: -1,201 3,122 -2,889 8,729 1,606 4,639 1,839: -1,037 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.9 23.0 43.1 59.3 92.9 94.3: 7.1 5.7
Old : 100.0: 27.2 14.2 22.1 43.5 57.8 92.8 94.2: 7.2 5.8
Other: 100.0: 44.7 10.1 10.8 38.7 74.3 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 100 68 110 84 77 248 219:
Old : 304: 103 70 106 82 76 242 217:
Other: 87: 27 16 15 27 21 64 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 : 13.3 30.6 21.1 37.7 10.8 27.0 16.4 32.4
Old : 14.0 29.0 21.3 35.6 11.2 26.8 17.7 32.4
Other: 34.3 63.4 52.0 75.3 31.6 62.6 49.2 71.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 21, 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 : 845,062: 182,892 123,187 36,568 446,998 513,572 666,458 673,327: 178,604 171,735
Old : 845,062: 182,892 123,187 36,568 446,998 513,572 666,458 673,327: 178,604 171,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 42,837: 9,667 -4,887 13,225 -3,188 32,028 19,704 40,366: 23,133 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.6 4.3 52.9 60.8 78.9 79.7: 21.1 20.3
Old : 100.0: 21.6 14.6 4.3 52.9 60.8 78.9 79.7: 21.1 20.3
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 : 161: 37 31 26 67 71 114 118:
Old : 161: 37 31 26 67 71 114 118:
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 : 20.8 22.0 32.0 38.1 16.5 18.3 22.8 27.6
Old : 20.8 22.0 32.0 38.1 16.5 18.3 22.8 27.6
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 21, 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 : 967,506: 50,647 152,327 31,750 756,252 680,979 838,649 865,056: 128,857 102,450
Old : 967,506: 50,647 152,327 31,750 756,252 680,979 838,649 865,056: 128,857 102,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 34,918: -1,252 -1,902 -4,256 29,792 35,082 24,284 28,924: 10,634 5,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.7 3.3 78.2 70.4 86.7 89.4: 13.3 10.6
Old : 100.0: 5.2 15.7 3.3 78.2 70.4 86.7 89.4: 13.3 10.6
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 : 117: 14 11 16 67 71 92 89:
Old : 117: 14 11 16 67 71 92 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 : 23.5 37.4 37.5 52.2 17.0 35.7 26.1 43.8
Old : 23.5 37.4 37.5 52.2 17.0 35.7 26.1 43.8
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 21, 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 : 1,998: 893 535 372 393 833 1,658 1,740: 340 258
Old : 1,998: 893 535 372 393 833 1,658 1,740: 340 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -166: -139 -195 5 46 -80 -88 -270: -78 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 26.8 18.6 19.7 41.7 83.0 87.1: 17.0 12.9
Old : 100.0: 44.7 26.8 18.6 19.7 41.7 83.0 87.1: 17.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 5 9 7 7 24 19:
Old : 30: 12 5 9 7 7 24 19:
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 : 41.4 46.7 56.3 64.7 36.3 44.7 45.4 58.8
Old : 41.4 46.7 56.3 64.7 36.3 44.7 45.4 58.8
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, November 21, 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 : 405,729: 94,376 45,433 59,859 209,487 269,924 363,722 375,216: 42,007 30,513
Old : 365,867: 90,609 47,660 50,649 185,178 239,078 326,436 337,387: 39,431 28,480
Other: 39,862: 8,557 2,563 4,420 24,309 30,846 37,286 37,829: 2,576 2,033
: : :
: : Changes in Commitments from: November 14, 2017 :
: 3,987: 722 -6,291 3,030 1,108 12,014 4,860 8,753: -873 -4,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.2 14.8 51.6 66.5 89.6 92.5: 10.4 7.5
Old : 100.0: 24.8 13.0 13.8 50.6 65.3 89.2 92.2: 10.8 7.8
Other: 100.0: 21.5 6.4 11.1 61.0 77.4 93.5 94.9: 6.5 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 76 58 82 101 97 222 206:
Old : 270: 76 60 77 100 95 219 200:
Other: 94: 19 14 14 37 35 64 58:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 30.0 22.1 36.6 13.4 27.5 19.2 33.3
Old : 15.7 29.5 23.0 36.4 14.1 27.3 20.0 33.6
Other: 31.6 47.0 53.3 62.8 31.5 40.2 49.1 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 21, 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 : 10,392: 1,669 2,481 196 6,971 6,349 8,836 9,026: 1,556 1,366
Old : 10,380: 1,665 2,481 196 6,970 6,338 8,831 9,015: 1,549 1,365
Other: 12: 4 0 0 1 11 5 11: 7 1
: : :
: : Changes in Commitments from: November 14, 2017 :
: -413: -214 -816 -29 -58 428 -301 -417: -112 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.9 1.9 67.1 61.1 85.0 86.9: 15.0 13.1
Old : 100.0: 16.0 23.9 1.9 67.1 61.1 85.1 86.8: 14.9 13.2
Other: 100.0: 33.3 0.0 0.0 8.3 91.7 41.7 91.7: 58.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 16 6 19 13 37 32:
Old : 58: 14 16 6 19 13 37 32:
Other: 3: 1 0 0 1 1 2 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 : 54.4 43.4 62.8 58.9 54.4 43.4 62.8 58.6
Old : 54.4 43.4 62.9 58.8 54.4 43.3 62.9 58.6
Other: 41.7 91.7 41.7 91.7 41.7 91.7 41.7 91.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 21, 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 : 1,992,333: 371,550 598,844 95,968 1,389,675 1,112,115 1,857,193 1,806,927: 135,140 185,406
Old : 1,992,333: 371,550 598,844 95,968 1,389,675 1,112,115 1,857,193 1,806,927: 135,140 185,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 145,480: 38,858 67,504 40,616 51,124 23,650 130,598 131,770: 14,882 13,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 30.1 4.8 69.8 55.8 93.2 90.7: 6.8 9.3
Old : 100.0: 18.6 30.1 4.8 69.8 55.8 93.2 90.7: 6.8 9.3
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 : 302: 58 68 41 130 127 212 213:
Old : 302: 58 68 41 130 127 212 213:
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 : 19.5 27.2 31.1 39.3 16.9 24.1 26.6 33.8
Old : 19.5 27.2 31.1 39.3 16.9 24.1 26.6 33.8
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 21, 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 : 3,602,401: 863,168 752,088 202,036 2,216,550 2,099,097 3,281,754 3,053,221: 320,647 549,180
Old : 3,602,401: 863,168 752,088 202,036 2,216,550 2,099,097 3,281,754 3,053,221: 320,647 549,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 269,902: 74,992 38,748 62,360 124,934 140,940 262,286 242,048: 7,616 27,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.9 5.6 61.5 58.3 91.1 84.8: 8.9 15.2
Old : 100.0: 24.0 20.9 5.6 61.5 58.3 91.1 84.8: 8.9 15.2
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 : 424: 79 104 79 168 195 294 333:
Old : 424: 79 104 79 168 195 294 333:
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 : 24.3 12.4 35.1 20.4 21.3 9.6 29.7 14.6
Old : 24.3 12.4 35.1 20.4 21.3 9.6 29.7 14.6
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 21, 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 : 455,448: 61,715 66,789 11,594 290,511 210,168 363,820 288,551: 91,628 166,897
Old : 455,448: 61,715 66,789 11,594 290,511 210,168 363,820 288,551: 91,628 166,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 18,283: 8,967 -2,883 3,978 4,706 -2,298 17,651 -1,203: 632 19,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.7 2.5 63.8 46.1 79.9 63.4: 20.1 36.6
Old : 100.0: 13.6 14.7 2.5 63.8 46.1 79.9 63.4: 20.1 36.6
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 : 77: 10 10 11 44 45 60 60:
Old : 77: 10 10 11 44 45 60 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 : 33.1 19.5 43.2 28.2 32.6 18.3 41.9 26.1
Old : 33.1 19.5 43.2 28.2 32.6 18.3 41.9 26.1
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 21, 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 : 3,508,111: 620,736 932,004 232,397 2,374,606 1,890,097 3,227,739 3,054,498: 280,372 453,613
Old : 3,508,111: 620,736 932,004 232,397 2,374,606 1,890,097 3,227,739 3,054,498: 280,372 453,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 278,157: -56,311 19,213 102,449 209,179 121,352 255,317 243,014: 22,840 35,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 26.6 6.6 67.7 53.9 92.0 87.1: 8.0 12.9
Old : 100.0: 17.7 26.6 6.6 67.7 53.9 92.0 87.1: 8.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 52 86 59 132 154 223 260:
Old : 325: 52 86 59 132 154 223 260:
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 : 28.2 15.4 39.4 26.8 23.7 13.2 33.3 19.9
Old : 28.2 15.4 39.4 26.8 23.7 13.2 33.3 19.9
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 21, 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 : 1,453,198: 61,605 162,503 349,063 1,008,722 882,143 1,419,390 1,393,709: 33,808 59,489
Old : 1,453,198: 61,605 162,503 349,063 1,008,722 882,143 1,419,390 1,393,709: 33,808 59,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 46,237: -14,232 -18,410 37,028 22,267 32,972 45,063 51,590: 1,174 -5,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.2 24.0 69.4 60.7 97.7 95.9: 2.3 4.1
Old : 100.0: 4.2 11.2 24.0 69.4 60.7 97.7 95.9: 2.3 4.1
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 : 156: 19 56 51 63 72 118 145:
Old : 156: 19 56 51 63 72 118 145:
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 22.3 48.3 33.0 23.2 9.8 28.4 15.3
Old : 33.7 22.3 48.3 33.0 23.2 9.8 28.4 15.3
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 21, 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 : 77,797: 42,210 6,335 4,046 19,535 58,416 65,791 68,797: 12,006 9,000
Old : 77,797: 42,210 6,335 4,046 19,535 58,416 65,791 68,797: 12,006 9,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,364: -3,097 1,179 1,648 676 -3,826 -774 -1,000: -590 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 8.1 5.2 25.1 75.1 84.6 88.4: 15.4 11.6
Old : 100.0: 54.3 8.1 5.2 25.1 75.1 84.6 88.4: 15.4 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 : 122: 53 18 9 29 31 84 56:
Old : 122: 53 18 9 29 31 84 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 : 22.3 38.7 35.3 56.6 20.5 37.3 31.6 55.3
Old : 22.3 38.7 35.3 56.6 20.5 37.3 31.6 55.3
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 21, 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 : 155,593: 84,419 12,670 8,092 39,070 116,831 131,581 137,593: 24,012 18,000
Old : 155,593: 84,419 12,670 8,092 39,070 116,831 131,581 137,593: 24,012 18,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -2,728: -6,194 2,357 3,295 1,351 -7,652 -1,548 -2,000: -1,180 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 8.1 5.2 25.1 75.1 84.6 88.4: 15.4 11.6
Old : 100.0: 54.3 8.1 5.2 25.1 75.1 84.6 88.4: 15.4 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 : 122: 53 18 9 29 31 84 56:
Old : 122: 53 18 9 29 31 84 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 : 22.3 38.7 35.3 56.6 20.5 37.3 31.6 55.3
Old : 22.3 38.7 35.3 56.6 20.5 37.3 31.6 55.3
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 21, 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 : 87,596: 72,930 87,342 251 14,304 0 87,485 87,593: 111 3
Old : 87,596: 72,930 87,342 251 14,304 0 87,485 87,593: 111 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -7,409: -7,583 -7,399 166 37 0 -7,380 -7,233: -29 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 99.7 0.3 16.3 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 83.3 99.7 0.3 16.3 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: 27 9 2 2 0 30 10:
Old : 38: 27 9 2 2 0 30 10:
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 : 74.7 94.4 92.2 99.7 74.5 94.4 92.0 99.6
Old : 74.7 94.4 92.2 99.7 74.5 94.4 92.0 99.6
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 21, 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 : 28,112: 13,580 6,005 5 14,505 21,965 28,090 27,975: 22 137
Old : 28,112: 13,580 6,005 5 14,505 21,965 28,090 27,975: 22 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -745: -524 801 0 -200 -1,575 -724 -774: -21 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 21.4 0.0 51.6 78.1 99.9 99.5: 0.1 0.5
Old : 100.0: 48.3 21.4 0.0 51.6 78.1 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 : 49: 11 14 1 7 19 18 34:
Old : 49: 11 14 1 7 19 18 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 : 78.7 36.6 93.9 62.8 78.7 36.6 93.8 62.8
Old : 78.7 36.6 93.9 62.8 78.7 36.6 93.8 62.8
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, November 21, 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 : 24,064: 21,118 5,716 357 2,537 17,886 24,012 23,959: 52 105
Old : 24,064: 21,118 5,716 357 2,537 17,886 24,012 23,959: 52 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 478: 81 476 -24 428 34 485 486: -7 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 23.8 1.5 10.5 74.3 99.8 99.6: 0.2 0.4
Old : 100.0: 87.8 23.8 1.5 10.5 74.3 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 : 33: 4 15 1 3 12 8 27:
Old : 33: 4 15 1 3 12 8 27:
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 : 96.8 52.8 99.8 76.1 96.2 52.8 96.6 76.1
Old : 96.8 52.8 99.8 76.1 96.2 52.8 96.6 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017