WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 590,898: 159,525 123,045 196,589 190,124 224,063 546,238 543,697: 44,660 47,201
Old : 552,587: 153,053 119,511 185,078 172,824 208,066 510,956 512,656: 41,632 39,931
Other: 38,311: 10,902 7,964 7,080 17,301 15,997 35,282 31,041: 3,028 7,270
: : :
: : Changes in Commitments from: July 3, 2017 :
: 43,636: 6,884 -16,766 24,083 9,924 42,798 40,891 50,116: 2,745 -6,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 20.8 33.3 32.2 37.9 92.4 92.0: 7.6 8.0
Old : 100.0: 27.7 21.6 33.5 31.3 37.7 92.5 92.8: 7.5 7.2
Other: 100.0: 28.5 20.8 18.5 45.2 41.8 92.1 81.0: 7.9 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 143 151 181 107 132 364 361:
Old : 452: 147 147 176 105 130 356 357:
Other: 151: 29 31 27 39 70 86 114:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.7 21.7 18.2 9.5 6.2 15.2 11.1
Old : 13.0 11.2 21.9 18.8 9.7 6.4 15.7 11.6
Other: 34.5 26.5 49.5 38.5 32.2 18.4 41.3 24.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 292,316: 114,115 21,605 54,283 98,883 191,123 267,281 267,011: 25,035 25,305
Old : 274,321: 114,207 22,507 47,787 88,318 183,498 250,312 253,792: 24,009 20,530
Other: 17,994: 4,460 3,651 1,943 10,565 7,625 16,968 13,219: 1,026 4,775
: : :
: : Changes in Commitments from: July 3, 2017 :
: 10,039: 9,710 -8,284 1,346 -982 17,608 10,074 10,671: -34 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 7.4 18.6 33.8 65.4 91.4 91.3: 8.6 8.7
Old : 100.0: 41.6 8.2 17.4 32.2 66.9 91.2 92.5: 8.8 7.5
Other: 100.0: 24.8 20.3 10.8 58.7 42.4 94.3 73.5: 5.7 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 90 44 76 78 109 199 206:
Old : 266: 95 42 70 77 105 196 197:
Other: 112: 14 24 13 23 64 47 92:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 27.2 25.4 36.6 13.1 21.4 20.7 28.9
Old : 15.8 29.0 26.7 38.7 14.0 25.3 22.0 32.8
Other: 52.2 24.5 67.8 38.0 51.8 22.2 66.8 34.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,840,817: 388,059 230,405 454,826 748,728 925,640 1,591,613 1,610,871: 249,204 229,946
Old : 812,059: 279,669 162,319 160,130 271,536 427,787 711,335 750,236: 100,724 61,823
Other: 1,028,758: 211,206 170,901 191,881 477,192 497,853 880,278 860,635: 148,480 168,123
: : :
: : Changes in Commitments from: July 3, 2017 :
: 86,949: 44,889 -100,525 44,477 7,978 142,023 97,345 85,975: -10,395 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 12.5 24.7 40.7 50.3 86.5 87.5: 13.5 12.5
Old : 100.0: 34.4 20.0 19.7 33.4 52.7 87.6 92.4: 12.4 7.6
Other: 100.0: 20.5 16.6 18.7 46.4 48.4 85.6 83.7: 14.4 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 841: 223 171 255 340 367 702 676:
Old : 718: 179 144 127 273 274 514 483:
Other: 742: 179 149 169 260 345 524 587:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 11.6 15.5 17.2 7.4 8.0 12.3 12.0
Old : 10.6 18.6 17.5 26.7 10.5 17.6 17.2 25.5
Other: 13.6 9.2 20.9 14.9 10.6 5.4 15.9 9.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 7,805: 2,775 274 1,360 616 5,281 4,751 6,914: 3,054 890
Old : 7,805: 2,775 274 1,360 616 5,281 4,751 6,914: 3,054 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 87: -82 221 169 -14 -46 72 344: 15 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.5 17.4 7.9 67.7 60.9 88.6: 39.1 11.4
Old : 100.0: 35.6 3.5 17.4 7.9 67.7 60.9 88.6: 39.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 23 4 7 11 11 37 19:
Old : 42: 23 4 7 11 11 37 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 : 14.2 44.4 26.3 63.7 13.3 43.6 22.6 60.8
Old : 14.2 44.4 26.3 63.7 13.3 43.6 22.6 60.8
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 11, 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 : 908,861: 155,349 138,616 269,635 421,154 399,983 846,138 808,235: 62,722 100,626
Old : 160,552: 29,384 21,675 47,835 72,347 76,195 149,567 145,705: 10,985 14,846
Other: 748,309: 149,134 140,110 198,630 348,807 323,789 696,571 662,529: 51,737 85,780
: : :
: : Changes in Commitments from: July 3, 2017 :
: 61,671: 21,894 -65,641 39,172 3,364 87,734 64,429 61,265: -2,759 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.3 29.7 46.3 44.0 93.1 88.9: 6.9 11.1
Old : 100.0: 18.3 13.5 29.8 45.1 47.5 93.2 90.8: 6.8 9.2
Other: 100.0: 19.9 18.7 26.5 46.6 43.3 93.1 88.5: 6.9 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 648: 177 188 239 189 242 493 558:
Old : 393: 89 87 90 105 157 243 286:
Other: 635: 167 200 204 166 233 442 535:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.0 20.2 17.4 11.5 7.5 16.6 11.3
Old : 18.4 25.0 29.0 34.5 15.3 23.9 22.4 29.6
Other: 12.7 9.7 20.9 15.8 12.1 6.0 18.0 10.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 22,222: 4,774 2,054 30 157 4,997 4,961 7,081: 17,261 15,141
Old : 1,568: 935 106 0 3 185 938 291: 630 1,277
Other: 20,654: 3,840 1,949 29 154 4,812 4,023 6,790: 16,631 13,864
: : :
: : Changes in Commitments from: July 3, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.2 0.1 0.7 22.5 22.3 31.9: 77.7 68.1
Old : 100.0: 59.6 6.8 0.0 0.2 11.8 59.8 18.6: 40.2 81.4
Other: 100.0: 18.6 9.4 0.1 0.7 23.3 19.5 32.9: 80.5 67.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 6 3 2 15 7 23:
Old : 20: 3 5 0 1 12 4 17:
Other: 26: 4 6 3 1 15 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 14.1 22.3 19.9 21.5 14.1 22.2 19.9
Old : 59.8 13.6 59.8 16.8 59.6 13.6 59.6 16.6
Other: 18.7 14.3 19.5 20.5 18.6 14.3 19.3 20.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 432,122: 105,862 56,516 98,424 188,249 248,373 392,535 403,314: 39,587 28,808
Old : 139,980: 37,037 11,536 32,295 58,694 86,169 128,026 130,000: 11,954 9,980
Other: 292,141: 92,764 68,919 42,190 129,555 162,204 264,509 273,313: 27,632 18,828
: : :
: : Changes in Commitments from: July 3, 2017 :
: 27,815: 5,061 -13,442 15,428 9,915 29,135 30,404 31,122: -2,589 -3,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.1 22.8 43.6 57.5 90.8 93.3: 9.2 6.7
Old : 100.0: 26.5 8.2 23.1 41.9 61.6 91.5 92.9: 8.5 7.1
Other: 100.0: 31.8 23.6 14.4 44.3 55.5 90.5 93.6: 9.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 90 76 118 87 86 250 239:
Old : 215: 63 46 66 64 68 158 157:
Other: 268: 79 85 85 65 69 199 193:
:----------------------------------------------------------------------------------------------------
: 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 30.6 18.1 36.5 10.6 27.9 16.8 33.4
Old : 16.5 28.8 28.1 37.5 16.5 24.9 25.3 32.2
Other: 16.3 31.4 25.7 39.6 15.5 29.3 24.5 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 923,233: 168,954 115,087 164,587 432,403 464,825 765,944 744,499: 157,288 178,734
Old : 923,233: 168,954 115,087 164,587 432,403 464,825 765,944 744,499: 157,288 178,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 2,795: -3,791 18,985 12,524 14,686 -24,497 23,419 7,012: -20,623 -4,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 12.5 17.8 46.8 50.3 83.0 80.6: 17.0 19.4
Old : 100.0: 18.3 12.5 17.8 46.8 50.3 83.0 80.6: 17.0 19.4
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 : 183: 49 29 52 80 89 149 150:
Old : 183: 49 29 52 80 89 149 150:
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 : 18.7 18.2 29.2 28.8 14.1 13.6 21.0 20.8
Old : 18.7 18.2 29.2 28.8 14.1 13.6 21.0 20.8
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 11, 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 : 785,705: 74,569 130,530 12,757 588,117 545,781 675,443 689,067: 110,262 96,638
Old : 785,705: 74,569 130,530 12,757 588,117 545,781 675,443 689,067: 110,262 96,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -9,976: -6,367 -14,588 3,874 1,378 -344 -1,116 -11,058: -8,861 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.6 1.6 74.9 69.5 86.0 87.7: 14.0 12.3
Old : 100.0: 9.5 16.6 1.6 74.9 69.5 86.0 87.7: 14.0 12.3
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 : 115: 15 15 11 58 65 78 86:
Old : 115: 15 15 11 58 65 78 86:
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 : 22.5 32.6 37.1 45.5 18.1 32.6 28.9 43.1
Old : 22.5 32.6 37.1 45.5 18.1 32.6 28.9 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 2,232: 756 366 456 768 1,297 1,980 2,119: 252 113
Old : 2,232: 756 366 456 768 1,297 1,980 2,119: 252 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -81: 70 -72 41 -212 -17 -101 -48: 20 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.4 20.4 34.4 58.1 88.7 94.9: 11.3 5.1
Old : 100.0: 33.9 16.4 20.4 34.4 58.1 88.7 94.9: 11.3 5.1
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 : 22: 7 3 3 7 9 15 14:
Old : 22: 7 3 3 7 9 15 14:
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 : 54.7 62.5 71.6 85.4 30.6 43.7 40.8 52.8
Old : 54.7 62.5 71.6 85.4 30.6 43.7 40.8 52.8
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 with Delta-adjusted Options and Futures Combined, July 11, 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 : 400,066: 79,574 72,813 85,467 190,944 209,025 355,985 367,305: 44,080 32,760
Old : 113,055: 19,858 16,819 24,872 52,571 58,380 97,300 100,071: 15,755 12,984
Other: 287,011: 74,692 70,969 45,620 138,373 150,645 258,685 267,235: 28,326 19,776
: : :
: : Changes in Commitments from: July 3, 2017 :
: -4,807: 9,045 -26,018 -1,957 -7,277 33,575 -189 5,600: -4,618 -10,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.2 21.4 47.7 52.2 89.0 91.8: 11.0 8.2
Old : 100.0: 17.6 14.9 22.0 46.5 51.6 86.1 88.5: 13.9 11.5
Other: 100.0: 26.0 24.7 15.9 48.2 52.5 90.1 93.1: 9.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 75 64 84 102 87 223 202:
Old : 201: 49 36 38 89 72 159 128:
Other: 239: 63 64 67 87 74 190 170:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 22.8 19.4 29.5 12.0 18.8 17.2 24.3
Old : 14.9 19.7 23.9 30.8 13.7 16.8 19.8 25.2
Other: 14.2 26.7 21.9 34.5 13.0 22.4 20.0 29.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 10,436: 3,371 2,633 1,085 3,930 5,237 8,386 8,955: 2,050 1,481
Old : 10,436: 3,371 2,633 1,085 3,930 5,237 8,386 8,955: 2,050 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 356: 55 390 319 -26 -133 349 576: 8 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 25.2 10.4 37.7 50.2 80.4 85.8: 19.6 14.2
Old : 100.0: 32.3 25.2 10.4 37.7 50.2 80.4 85.8: 19.6 14.2
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 : 70: 24 20 16 22 12 56 39:
Old : 70: 24 20 16 22 12 56 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 41.0 46.1 54.8 35.3 40.7 45.1 54.3
Old : 35.3 41.0 46.1 54.8 35.3 40.7 45.1 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 1,343,299: 182,484 437,519 38,297 1,003,589 703,011 1,224,370 1,178,827: 118,929 164,472
Old : 1,343,299: 182,484 437,519 38,297 1,003,589 703,011 1,224,370 1,178,827: 118,929 164,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -31,296: 2,465 215 -8,987 -21,153 -19,489 -27,675 -28,261: -3,621 -3,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 32.6 2.9 74.7 52.3 91.1 87.8: 8.9 12.2
Old : 100.0: 13.6 32.6 2.9 74.7 52.3 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 : 252: 41 59 38 108 101 169 178:
Old : 252: 41 59 38 108 101 169 178:
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 24.8 34.8 35.1 20.9 23.5 33.4 32.2
Old : 22.3 24.8 34.8 35.1 20.9 23.5 33.4 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 3,788,669: 758,179 534,626 486,875 2,176,784 2,194,616 3,421,838 3,216,117: 366,831 572,552
Old : 3,788,669: 758,179 534,626 486,875 2,176,784 2,194,616 3,421,838 3,216,117: 366,831 572,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 100,067: -57,223 -15,694 65,707 113,721 39,865 122,205 89,878: -22,138 10,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.1 12.9 57.5 57.9 90.3 84.9: 9.7 15.1
Old : 100.0: 20.0 14.1 12.9 57.5 57.9 90.3 84.9: 9.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 73 108 104 177 197 310 349:
Old : 413: 73 108 104 177 197 310 349:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 12.0 32.8 20.0 21.9 9.0 28.0 13.6
Old : 24.2 12.0 32.8 20.0 21.9 9.0 28.0 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 with Delta-adjusted Options and Futures Combined, July 11, 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 : 392,852: 75,244 50,933 3,401 226,840 214,050 305,485 268,384: 87,367 124,468
Old : 392,852: 75,244 50,933 3,401 226,840 214,050 305,485 268,384: 87,367 124,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,043: -6,224 -1,522 -1,052 4,275 -2,464 -3,001 -5,038: -42 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 0.9 57.7 54.5 77.8 68.3: 22.2 31.7
Old : 100.0: 19.2 13.0 0.9 57.7 54.5 77.8 68.3: 22.2 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 8 7 7 36 36 48 46:
Old : 61: 8 7 7 36 36 48 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 : 34.4 30.2 46.9 40.9 34.1 29.5 46.5 38.7
Old : 34.4 30.2 46.9 40.9 34.1 29.5 46.5 38.7
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 11, 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 : 3,179,671: 347,208 626,560 216,187 2,359,048 1,945,382 2,922,444 2,788,129: 257,227 391,541
Old : 3,179,671: 347,208 626,560 216,187 2,359,048 1,945,382 2,922,444 2,788,129: 257,227 391,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -78,848: -55,477 432 37,034 -39,915 -119,832 -58,358 -82,367: -20,490 3,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 19.7 6.8 74.2 61.2 91.9 87.7: 8.1 12.3
Old : 100.0: 10.9 19.7 6.8 74.2 61.2 91.9 87.7: 8.1 12.3
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 : 305: 48 70 64 128 156 213 253:
Old : 305: 48 70 64 128 156 213 253:
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 : 38.9 17.2 49.8 26.3 35.1 17.0 44.0 25.1
Old : 38.9 17.2 49.8 26.3 35.1 17.0 44.0 25.1
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 11, 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 : 1,582,295: 183,956 362,885 324,808 1,037,066 836,774 1,545,830 1,524,466: 36,465 57,829
Old : 1,582,295: 183,956 362,885 324,808 1,037,066 836,774 1,545,830 1,524,466: 36,465 57,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 12,284: -7,970 -7,914 12,863 11,999 11,076 16,892 16,025: -4,608 -3,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 22.9 20.5 65.5 52.9 97.7 96.3: 2.3 3.7
Old : 100.0: 11.6 22.9 20.5 65.5 52.9 97.7 96.3: 2.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 11 59 56 59 69 119 144:
Old : 152: 11 59 56 59 69 119 144:
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 : 33.4 19.3 51.0 31.3 27.0 11.5 31.8 16.8
Old : 33.4 19.3 51.0 31.3 27.0 11.5 31.8 16.8
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 11, 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 : 65,326: 39,073 4,120 3,797 13,916 48,124 56,787 56,041: 8,539 9,285
Old : 65,326: 39,073 4,120 3,797 13,916 48,124 56,787 56,041: 8,539 9,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,659: -1,730 84 41 -587 -2,257 -2,277 -2,133: -382 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 6.3 5.8 21.3 73.7 86.9 85.8: 13.1 14.2
Old : 100.0: 59.8 6.3 5.8 21.3 73.7 86.9 85.8: 13.1 14.2
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 : 109: 41 19 11 26 31 71 57:
Old : 109: 41 19 11 26 31 71 57:
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 : 27.2 33.1 40.0 54.8 23.3 31.5 36.0 53.2
Old : 27.2 33.1 40.0 54.8 23.3 31.5 36.0 53.2
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 11, 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 : 130,652: 78,147 8,241 7,595 27,832 96,247 113,574 112,083: 17,078 18,569
Old : 130,652: 78,147 8,241 7,595 27,832 96,247 113,574 112,083: 17,078 18,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -5,318: -3,460 167 81 -1,175 -4,515 -4,554 -4,266: -764 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 6.3 5.8 21.3 73.7 86.9 85.8: 13.1 14.2
Old : 100.0: 59.8 6.3 5.8 21.3 73.7 86.9 85.8: 13.1 14.2
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 : 109: 41 19 11 26 31 71 57:
Old : 109: 41 19 11 26 31 71 57:
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 : 27.2 33.1 40.0 54.8 23.3 31.5 36.0 53.2
Old : 27.2 33.1 40.0 54.8 23.3 31.5 36.0 53.2
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 11, 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 : 44,922: 29,267 44,340 256 15,358 210 44,881 44,806: 41 116
Old : 44,922: 29,267 44,340 256 15,358 210 44,881 44,806: 41 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -7,037: -142 -7,047 0 -6,880 0 -7,022 -7,047: -15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 98.7 0.6 34.2 0.5 99.9 99.7: 0.1 0.3
Old : 100.0: 65.2 98.7 0.6 34.2 0.5 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 19 17 1 2 1 22 18:
Old : 38: 19 17 1 2 1 22 18:
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 : 78.2 79.6 93.8 95.2 77.8 79.6 93.4 94.6
Old : 78.2 79.6 93.8 95.2 77.8 79.6 93.4 94.6
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 with Delta-adjusted Options and Futures Combined, July 11, 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 : 29,615: 19,535 5,422 39 9,970 24,047 29,544 29,508: 71 107
Old : 29,615: 19,535 5,422 39 9,970 24,047 29,544 29,508: 71 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 305: 701 450 0 -423 -141 278 309: 27 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 18.3 0.1 33.7 81.2 99.8 99.6: 0.2 0.4
Old : 100.0: 66.0 18.3 0.1 33.7 81.2 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 : 48: 11 13 1 6 20 17 34:
Old : 48: 11 13 1 6 20 17 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 46.1 94.2 66.1 79.1 46.1 94.0 66.1
Old : 79.1 46.1 94.2 66.1 79.1 46.1 94.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 22,873: 12,694 5,143 13 10,127 17,638 22,834 22,794: 39 79
Old : 22,873: 12,694 5,143 13 10,127 17,638 22,834 22,794: 39 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 80: 500 601 13 -420 -565 93 49: -13 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 22.5 0.1 44.3 77.1 99.8 99.7: 0.2 0.3
Old : 100.0: 55.5 22.5 0.1 44.3 77.1 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 9 1 5 10 15 19:
Old : 32: 9 9 1 5 10 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 : 82.0 61.2 97.7 86.7 82.0 61.2 97.3 86.7
Old : 82.0 61.2 97.7 86.7 82.0 61.2 97.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017