WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 547,262: 152,641 139,810 172,505 180,201 181,265 505,347 493,581: 41,915 53,682
Old : 520,075: 146,323 137,722 165,445 168,533 168,836 480,302 472,003: 39,773 48,072
Other: 27,187: 8,459 4,229 4,919 11,667 12,430 25,045 21,578: 2,143 5,610
: : :
: : Changes in Commitments from: June 27, 2017 :
: 66,807: 12,398 -12,162 38,103 16,495 29,733 66,996 55,673: -189 11,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 25.5 31.5 32.9 33.1 92.3 90.2: 7.7 9.8
Old : 100.0: 28.1 26.5 31.8 32.4 32.5 92.4 90.8: 7.6 9.2
Other: 100.0: 31.1 15.6 18.1 42.9 45.7 92.1 79.4: 7.9 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 129 151 162 98 130 330 349:
Old : 434: 133 146 159 96 129 324 346:
Other: 134: 20 30 23 35 63 72 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 9.4 20.9 16.5 9.7 5.7 15.7 10.5
Old : 12.4 9.5 21.1 16.8 9.9 5.9 16.0 10.9
Other: 44.8 28.0 61.3 37.2 41.3 15.4 50.8 21.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 282,276: 104,405 29,889 52,936 99,865 173,514 257,207 256,340: 25,069 25,936
Old : 267,392: 104,211 30,295 48,708 90,423 166,812 243,342 245,815: 24,049 21,577
Other: 14,884: 3,418 2,818 1,005 9,442 6,702 13,865 10,525: 1,020 4,359
: : :
: : Changes in Commitments from: June 27, 2017 :
: 5,512: 535 -10,768 2,884 -384 12,641 3,036 4,757: 2,476 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 10.6 18.8 35.4 61.5 91.1 90.8: 8.9 9.2
Old : 100.0: 39.0 11.3 18.2 33.8 62.4 91.0 91.9: 9.0 8.1
Other: 100.0: 23.0 18.9 6.7 63.4 45.0 93.1 70.7: 6.9 29.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 80 50 70 78 99 191 191:
Old : 252: 81 49 65 78 96 189 184:
Other: 100: 13 18 11 23 58 42 82:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 26.0 26.0 34.9 13.2 19.5 21.3 27.3
Old : 15.7 27.4 27.1 36.5 14.1 23.0 22.5 30.9
Other: 57.3 25.9 71.3 39.5 56.9 25.8 70.7 36.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,753,868: 343,170 330,930 410,349 740,750 783,617 1,494,269 1,524,896: 259,599 228,972
Old : 818,652: 257,351 184,755 165,511 286,270 394,345 709,133 744,611: 109,519 74,041
Other: 935,216: 171,251 231,607 159,405 454,479 389,272 785,136 780,285: 150,080 154,931
: : :
: : Changes in Commitments from: June 27, 2017 :
: 24,573: 14,604 -58,947 -7,830 410 79,552 7,184 12,775: 17,389 11,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 18.9 23.4 42.2 44.7 85.2 86.9: 14.8 13.1
Old : 100.0: 31.4 22.6 20.2 35.0 48.2 86.6 91.0: 13.4 9.0
Other: 100.0: 18.3 24.8 17.0 48.6 41.6 84.0 83.4: 16.0 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 202 167 237 323 333 650 630:
Old : 667: 167 140 126 262 244 489 452:
Other: 681: 160 145 150 247 305 490 521:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 10.0 15.5 15.9 7.3 7.5 12.1 11.6
Old : 11.0 16.6 18.0 25.7 10.3 15.8 16.8 24.6
Other: 13.7 8.8 21.6 14.8 11.5 6.8 17.0 11.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 7,718: 2,858 53 1,191 630 5,327 4,679 6,570: 3,039 1,147
Old : 7,718: 2,858 53 1,191 630 5,327 4,679 6,570: 3,039 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 818: 324 37 362 15 173 701 571: 117 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 0.7 15.4 8.2 69.0 60.6 85.1: 39.4 14.9
Old : 100.0: 37.0 0.7 15.4 8.2 69.0 60.6 85.1: 39.4 14.9
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 : 40: 22 4 7 10 10 36 17:
Old : 40: 22 4 7 10 10 36 17:
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 : 14.1 45.3 26.0 64.9 13.4 44.2 22.9 63.6
Old : 14.1 45.3 26.0 64.9 13.4 44.2 22.9 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 847,190: 133,455 204,257 230,463 417,790 312,249 781,709 746,970: 65,481 100,220
Old : 157,189: 28,563 27,980 37,106 78,560 73,783 144,229 138,870: 12,961 18,319
Other: 690,001: 127,835 199,219 170,414 339,231 238,466 637,480 608,100: 52,520 81,901
: : :
: : Changes in Commitments from: June 27, 2017 :
: 7,523: 16,226 -26,116 11,105 -23,836 30,118 3,495 15,107: 4,028 -7,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.1 27.2 49.3 36.9 92.3 88.2: 7.7 11.8
Old : 100.0: 18.2 17.8 23.6 50.0 46.9 91.8 88.3: 8.2 11.7
Other: 100.0: 18.5 28.9 24.7 49.2 34.6 92.4 88.1: 7.6 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 158 181 224 182 218 459 519:
Old : 362: 80 86 87 102 140 225 275:
Other: 580: 150 180 192 160 206 412 486:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 10.1 21.9 16.5 12.6 7.4 18.1 11.9
Old : 21.7 26.3 31.1 33.5 19.4 23.4 26.8 29.5
Other: 13.2 8.3 22.2 14.8 12.7 6.1 19.2 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 404,306: 100,802 69,958 82,995 178,334 219,238 362,131 372,192: 42,176 32,114
Old : 140,321: 29,972 14,030 31,305 65,752 82,845 127,028 128,180: 13,293 12,141
Other: 263,986: 86,143 71,240 36,378 112,582 136,394 235,103 244,012: 28,883 19,973
: : :
: : Changes in Commitments from: June 27, 2017 :
: -3,308: -843 -11,498 -8,940 -2,713 15,543 -12,497 -4,895: 9,188 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.3 20.5 44.1 54.2 89.6 92.1: 10.4 7.9
Old : 100.0: 21.4 10.0 22.3 46.9 59.0 90.5 91.3: 9.5 8.7
Other: 100.0: 32.6 27.0 13.8 42.6 51.7 89.1 92.4: 10.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 97 71 120 88 83 251 239:
Old : 214: 53 51 71 64 66 162 158:
Other: 263: 85 68 81 64 69 191 191:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 28.0 17.7 34.5 10.6 25.0 16.9 31.3
Old : 17.4 27.3 30.1 35.2 17.4 24.0 29.1 31.5
Other: 16.1 28.5 24.7 37.5 15.3 26.1 23.6 34.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 920,437: 172,745 96,102 152,063 417,717 489,322 742,526 737,487: 177,911 182,950
Old : 920,437: 172,745 96,102 152,063 417,717 489,322 742,526 737,487: 177,911 182,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 17,247: 2,611 -10,057 15,436 10,255 238 28,302 5,618: -11,054 11,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.4 16.5 45.4 53.2 80.7 80.1: 19.3 19.9
Old : 100.0: 18.8 10.4 16.5 45.4 53.2 80.7 80.1: 19.3 19.9
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 : 180: 40 34 49 78 90 142 149:
Old : 180: 40 34 49 78 90 142 149:
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 : 18.1 19.6 28.4 29.8 13.2 15.1 20.1 20.5
Old : 18.1 19.6 28.4 29.8 13.2 15.1 20.1 20.5
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 795,681: 80,936 145,118 8,883 586,739 546,125 676,558 700,125: 119,123 95,556
Old : 795,681: 80,936 145,118 8,883 586,739 546,125 676,558 700,125: 119,123 95,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 11,522: 15,043 4,318 -2,660 976 3,593 13,358 5,251: -1,836 6,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.2 1.1 73.7 68.6 85.0 88.0: 15.0 12.0
Old : 100.0: 10.2 18.2 1.1 73.7 68.6 85.0 88.0: 15.0 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 : 114: 15 13 9 59 65 78 83:
Old : 114: 15 13 9 59 65 78 83:
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 31.8 35.7 44.7 17.1 31.8 27.8 42.9
Old : 21.3 31.8 35.7 44.7 17.1 31.8 27.8 42.9
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 2,313: 686 438 415 980 1,314 2,081 2,167: 232 146
Old : 2,313: 686 438 415 980 1,314 2,081 2,167: 232 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 44: 4 126 -43 116 -37 77 46: -33 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.9 17.9 42.4 56.8 90.0 93.7: 10.0 6.3
Old : 100.0: 29.7 18.9 17.9 42.4 56.8 90.0 93.7: 10.0 6.3
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 : 21: 7 3 3 6 8 14 13:
Old : 21: 7 3 3 6 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 58.7 76.4 83.9 37.0 44.7 45.8 54.2
Old : 57.0 58.7 76.4 83.9 37.0 44.7 45.8 54.2
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 404,873: 70,530 98,831 87,424 198,221 175,450 356,175 361,705: 48,698 43,167
Old : 118,566: 20,507 20,681 19,207 58,511 62,953 98,225 102,840: 20,342 15,726
Other: 286,306: 66,533 94,661 51,707 139,710 112,497 257,950 258,865: 28,356 27,441
: : :
: : Changes in Commitments from: June 27, 2017 :
: -12,298: -4,488 -16,154 -3,170 -9,379 2,944 -17,037 -16,380: 4,739 4,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.4 21.6 49.0 43.3 88.0 89.3: 12.0 10.7
Old : 100.0: 17.3 17.4 16.2 49.3 53.1 82.8 86.7: 17.2 13.3
Other: 100.0: 23.2 33.1 18.1 48.8 39.3 90.1 90.4: 9.9 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 71 71 85 101 85 222 208:
Old : 205: 51 41 41 87 67 158 131:
Other: 241: 62 68 64 89 65 190 161:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.1 20.8 24.1 12.2 11.9 17.1 17.5
Old : 19.0 20.5 26.8 30.9 18.8 18.3 26.1 27.4
Other: 14.6 21.0 22.7 29.2 13.1 16.3 19.8 23.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 10,079: 3,316 2,243 765 3,956 5,370 8,037 8,378: 2,042 1,701
Old : 10,079: 3,316 2,243 765 3,956 5,370 8,037 8,378: 2,042 1,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -38: 240 251 -61 -87 -257 92 -67: -130 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.3 7.6 39.3 53.3 79.7 83.1: 20.3 16.9
Old : 100.0: 32.9 22.3 7.6 39.3 53.3 79.7 83.1: 20.3 16.9
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 : 68: 22 18 14 23 14 55 37:
Old : 68: 22 18 14 23 14 55 37:
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 : 37.1 41.4 47.6 56.5 37.1 41.2 47.4 56.2
Old : 37.1 41.4 47.6 56.5 37.1 41.2 47.4 56.2
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,374,595: 180,019 437,304 47,284 1,024,743 722,500 1,252,045 1,207,088: 122,550 167,508
Old : 1,374,595: 180,019 437,304 47,284 1,024,743 722,500 1,252,045 1,207,088: 122,550 167,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 69,592: -32,826 82,377 4,080 100,223 -22,551 71,477 63,905: -1,885 5,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 31.8 3.4 74.5 52.6 91.1 87.8: 8.9 12.2
Old : 100.0: 13.1 31.8 3.4 74.5 52.6 91.1 87.8: 8.9 12.2
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 : 259: 45 57 33 113 99 174 173:
Old : 259: 45 57 33 113 99 174 173:
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 : 20.4 25.0 32.7 36.0 20.4 24.0 30.7 32.9
Old : 20.4 25.0 32.7 36.0 20.4 24.0 30.7 32.9
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 3,688,602: 815,403 550,320 421,168 2,063,062 2,154,751 3,299,633 3,126,240: 388,969 562,362
Old : 3,688,602: 815,403 550,320 421,168 2,063,062 2,154,751 3,299,633 3,126,240: 388,969 562,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 102,281: -12,515 25,789 68,340 49,590 8,386 105,415 102,515: -3,134 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.9 11.4 55.9 58.4 89.5 84.8: 10.5 15.2
Old : 100.0: 22.1 14.9 11.4 55.9 58.4 89.5 84.8: 10.5 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 : 410: 74 111 109 173 191 315 343:
Old : 410: 74 111 109 173 191 315 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 13.8 32.2 21.4 21.8 11.0 28.3 15.6
Old : 23.9 13.8 32.2 21.4 21.8 11.0 28.3 15.6
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 395,895: 81,467 52,455 4,453 222,565 216,514 308,485 273,422: 87,409 122,473
Old : 395,895: 81,467 52,455 4,453 222,565 216,514 308,485 273,422: 87,409 122,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 8,994: -5,588 -3,742 3,164 6,917 -1,097 4,493 -1,675: 4,501 10,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.2 1.1 56.2 54.7 77.9 69.1: 22.1 30.9
Old : 100.0: 20.6 13.2 1.1 56.2 54.7 77.9 69.1: 22.1 30.9
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 : 62: 9 8 6 34 36 47 46:
Old : 62: 9 8 6 34 36 47 46:
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 : 36.6 29.8 50.1 40.1 36.3 28.9 49.7 38.0
Old : 36.6 29.8 50.1 40.1 36.3 28.9 49.7 38.0
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 3,258,519: 402,685 626,128 179,153 2,398,964 2,065,215 2,980,802 2,870,496: 277,717 388,023
Old : 3,258,519: 402,685 626,128 179,153 2,398,964 2,065,215 2,980,802 2,870,496: 277,717 388,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -6,224: -66,109 -13,672 20,258 35,685 -21,856 -10,167 -15,270: 3,943 9,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 19.2 5.5 73.6 63.4 91.5 88.1: 8.5 11.9
Old : 100.0: 12.4 19.2 5.5 73.6 63.4 91.5 88.1: 8.5 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 : 303: 49 69 63 130 158 216 253:
Old : 303: 49 69 63 130 158 216 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 18.0 49.2 28.1 35.0 17.5 43.8 26.6
Old : 38.5 18.0 49.2 28.1 35.0 17.5 43.8 26.6
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,570,011: 191,926 370,799 311,944 1,025,067 825,698 1,528,937 1,508,441: 41,073 61,570
Old : 1,570,011: 191,926 370,799 311,944 1,025,067 825,698 1,528,937 1,508,441: 41,073 61,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -128,613: -20,155 -7,172 -26,052 -78,415 -90,565 -124,622 -123,789: -3,991 -4,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.6 19.9 65.3 52.6 97.4 96.1: 2.6 3.9
Old : 100.0: 12.2 23.6 19.9 65.3 52.6 97.4 96.1: 2.6 3.9
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 : 148: 13 54 56 57 69 117 141:
Old : 148: 13 54 56 57 69 117 141:
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 : 32.8 19.4 50.1 31.2 27.0 12.8 32.2 18.7
Old : 32.8 19.4 50.1 31.2 27.0 12.8 32.2 18.7
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 67,985: 40,804 4,037 3,757 14,504 50,381 59,064 58,174: 8,921 9,811
Old : 67,985: 40,804 4,037 3,757 14,504 50,381 59,064 58,174: 8,921 9,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 1,707: 1,856 -868 -196 -225 1,532 1,435 467: 272 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 5.9 5.5 21.3 74.1 86.9 85.6: 13.1 14.4
Old : 100.0: 60.0 5.9 5.5 21.3 74.1 86.9 85.6: 13.1 14.4
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 : 114: 44 18 10 26 34 74 58:
Old : 114: 44 18 10 26 34 74 58:
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 : 27.0 35.0 41.0 56.1 23.2 33.4 37.2 54.5
Old : 27.0 35.0 41.0 56.1 23.2 33.4 37.2 54.5
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 135,970: 81,607 8,074 7,513 29,007 100,762 118,128 116,349: 17,842 19,621
Old : 135,970: 81,607 8,074 7,513 29,007 100,762 118,128 116,349: 17,842 19,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 3,414: 3,712 -1,736 -393 -450 3,063 2,869 935: 545 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 5.9 5.5 21.3 74.1 86.9 85.6: 13.1 14.4
Old : 100.0: 60.0 5.9 5.5 21.3 74.1 86.9 85.6: 13.1 14.4
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 : 114: 44 18 10 26 34 74 58:
Old : 114: 44 18 10 26 34 74 58:
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 : 27.0 35.0 41.0 56.1 23.2 33.4 37.2 54.5
Old : 27.0 35.0 41.0 56.1 23.2 33.4 37.2 54.5
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 with Delta-adjusted Options and Futures Combined, July 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 51,959: 29,409 51,387 256 22,238 210 51,903 51,853: 56 106
Old : 51,959: 29,409 51,387 256 22,238 210 51,903 51,853: 56 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 17,437: -295 17,458 0 17,840 0 17,545 17,458: -108 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 98.9 0.5 42.8 0.4 99.9 99.8: 0.1 0.2
Old : 100.0: 56.6 98.9 0.5 42.8 0.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 16 1 2 1 23 17:
Old : 38: 20 16 1 2 1 23 17:
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 : 80.9 77.3 94.4 92.9 80.5 77.3 94.0 92.9
Old : 80.9 77.3 94.4 92.9 80.5 77.3 94.0 92.9
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 29,310: 18,834 4,972 39 10,393 24,188 29,266 29,199: 44 111
Old : 29,310: 18,834 4,972 39 10,393 24,188 29,266 29,199: 44 111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -596: 1,496 -17 0 -2,067 -569 -571 -586: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 17.0 0.1 35.5 82.5 99.8 99.6: 0.2 0.4
Old : 100.0: 64.3 17.0 0.1 35.5 82.5 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 13 1 6 19 17 33:
Old : 47: 11 13 1 6 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 : 75.6 46.9 93.8 67.3 75.6 46.8 93.8 67.3
Old : 75.6 46.9 93.8 67.3 75.6 46.8 93.8 67.3
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 with Delta-adjusted Options and Futures Combined, July 03, 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 : 22,793: 12,194 4,542 0 10,547 18,203 22,741 22,745: 52 48
Old : 22,793: 12,194 4,542 0 10,547 18,203 22,741 22,745: 52 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: -92: -548 -76 0 444 -3 -104 -79: 12 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 19.9 0.0 46.3 79.9 99.8 99.8: 0.2 0.2
Old : 100.0: 53.5 19.9 0.0 46.3 79.9 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 8 0 5 11 15 19:
Old : 33: 10 8 0 5 11 15 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 : 79.5 63.0 97.0 89.0 79.5 63.0 96.6 89.0
Old : 79.5 63.0 97.0 89.0 79.5 63.0 96.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017