WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 541,295: 144,284 120,480 166,500 188,885 209,352 499,669 496,332: 41,626 44,963
Old : 497,723: 138,249 117,782 150,477 170,867 192,147 459,592 460,405: 38,131 37,318
Other: 43,572: 14,084 10,747 7,975 18,018 17,205 40,077 35,927: 3,495 7,645
: : :
: : Changes in Commitments from: July 18, 2017 :
: -40,251: -9,685 -1,789 -27,260 2,460 -10,676 -34,486 -39,725: -5,766 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 22.3 30.8 34.9 38.7 92.3 91.7: 7.7 8.3
Old : 100.0: 27.8 23.7 30.2 34.3 38.6 92.3 92.5: 7.7 7.5
Other: 100.0: 32.3 24.7 18.3 41.4 39.5 92.0 82.5: 8.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 129 139 178 117 122 355 346:
Old : 425: 131 137 175 113 120 347 341:
Other: 157: 32 38 27 41 70 88 122:
:----------------------------------------------------------------------------------------------------
: 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 8.8 21.0 16.2 9.3 7.0 15.9 12.2
Old : 13.1 9.2 21.8 16.3 9.6 6.9 16.6 12.2
Other: 34.9 29.9 49.5 39.8 29.3 21.8 42.3 29.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 279,670: 107,693 27,052 49,189 97,229 180,005 254,110 256,246: 25,559 23,423
Old : 257,373: 108,837 27,917 40,229 84,037 170,498 233,103 238,643: 24,269 18,730
Other: 22,297: 5,551 5,831 2,265 13,191 9,507 21,007 17,604: 1,290 4,694
: : :
: : Changes in Commitments from: July 18, 2017 :
: -7,001: -4,982 2,770 -1,803 -185 -6,733 -6,970 -5,766: -31 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 9.7 17.6 34.8 64.4 90.9 91.6: 9.1 8.4
Old : 100.0: 42.3 10.8 15.6 32.7 66.2 90.6 92.7: 9.4 7.3
Other: 100.0: 24.9 26.2 10.2 59.2 42.6 94.2 78.9: 5.8 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 90 44 78 82 102 203 202:
Old : 267: 95 42 70 79 99 198 192:
Other: 113: 12 26 16 23 63 49 93:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 28.1 25.4 37.2 12.2 21.8 19.6 29.9
Old : 16.2 30.5 27.0 40.0 14.4 26.9 22.1 35.1
Other: 48.6 27.7 66.0 41.8 48.2 27.2 65.7 39.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,758,611: 371,462 204,827 441,825 728,231 874,062 1,541,518 1,520,714: 217,093 237,897
Old : 655,981: 247,322 153,784 108,807 225,206 342,034 581,335 604,625: 74,646 51,356
Other: 1,102,629: 248,562 175,465 208,596 503,025 532,028 960,182 916,089: 142,447 186,541
: : :
: : Changes in Commitments from: July 18, 2017 :
: -48,999: -8,078 -8,614 -10,670 -22,011 -36,367 -40,758 -55,651: -8,241 6,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.6 25.1 41.4 49.7 87.7 86.5: 12.3 13.5
Old : 100.0: 37.7 23.4 16.6 34.3 52.1 88.6 92.2: 11.4 7.8
Other: 100.0: 22.5 15.9 18.9 45.6 48.3 87.1 83.1: 12.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 798: 218 148 241 347 349 686 641:
Old : 650: 159 120 100 274 242 472 423:
Other: 741: 196 147 166 267 332 543 572:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 12.5 16.2 18.0 7.7 8.6 12.9 12.3
Old : 12.3 21.2 19.5 30.0 12.1 19.7 19.2 28.1
Other: 14.2 10.4 22.2 16.5 12.7 6.6 18.5 11.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 7,915: 2,963 395 1,435 662 5,173 5,060 7,003: 2,855 912
Old : 7,915: 2,963 395 1,435 662 5,173 5,060 7,003: 2,855 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 50: 163 -151 20 10 253 193 122: -143 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 5.0 18.1 8.4 65.4 63.9 88.5: 36.1 11.5
Old : 100.0: 37.4 5.0 18.1 8.4 65.4 63.9 88.5: 36.1 11.5
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 : 41: 20 6 7 11 11 36 19:
Old : 41: 20 6 7 11 11 36 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 : 16.8 46.3 29.1 65.4 15.3 43.4 24.9 60.0
Old : 16.8 46.3 29.1 65.4 15.3 43.4 24.9 60.0
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 25, 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 : 793,968: 156,519 106,871 196,816 382,817 390,111 736,152 693,798: 57,816 100,170
Old : 39,430: 5,536 4,615 59 28,332 28,745 33,927 33,419: 5,503 6,011
Other: 754,538: 155,677 106,950 192,063 354,485 361,366 702,225 660,379: 52,313 94,159
: : :
: : Changes in Commitments from: July 18, 2017 :
: -66,683: 3,897 -11,885 -46,450 -20,202 -8,095 -62,755 -66,430: -3,928 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.5 24.8 48.2 49.1 92.7 87.4: 7.3 12.6
Old : 100.0: 14.0 11.7 0.1 71.9 72.9 86.0 84.8: 14.0 15.2
Other: 100.0: 20.6 14.2 25.5 47.0 47.9 93.1 87.5: 6.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 185 173 231 197 242 498 546:
Old : 241: 36 31 5 85 104 125 136:
Other: 636: 183 180 216 173 239 459 542:
:----------------------------------------------------------------------------------------------------
: 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 10.2 22.2 17.2 13.2 8.4 19.3 13.1
Old : 31.0 27.5 48.0 40.3 30.1 27.5 45.1 39.9
Other: 14.3 10.4 22.9 17.5 13.6 8.4 20.0 13.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 22,233: 6,196 2,116 113 0 4,920 6,309 7,149: 15,924 15,084
Old : 1,209: 1,142 95 0 0 89 1,142 184: 67 1,025
Other: 21,024: 5,054 2,021 113 0 4,831 5,167 6,965: 15,857 14,059
: : :
: : Changes in Commitments from: July 18, 2017 :
: 65: 735 20 -61 -151 85 523 44: -458 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.5 0.5 0.0 22.1 28.4 32.2: 71.6 67.8
Old : 100.0: 94.5 7.9 0.0 0.0 7.4 94.5 15.2: 5.5 84.8
Other: 100.0: 24.0 9.6 0.5 0.0 23.0 24.6 33.1: 75.4 66.9
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 3 0 15 6 23:
Old : 14: 4 2 0 0 8 4 10:
Other: 26: 5 6 3 0 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 : 26.9 14.8 28.4 20.2 26.5 14.8 27.9 20.2
Old : 94.5 12.5 94.5 14.7 94.5 12.5 94.5 14.7
Other: 23.0 15.1 24.6 20.8 22.6 15.1 24.0 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 426,819: 118,442 50,124 91,703 179,800 257,857 389,944 399,683: 36,875 27,136
Old : 102,330: 32,760 11,315 14,687 46,252 68,682 93,699 94,684: 8,631 7,646
Other: 324,489: 110,411 63,538 52,286 133,548 189,175 296,245 304,999: 28,244 19,490
: : :
: : Changes in Commitments from: July 18, 2017 :
: -5,518: 9,386 -3,900 -10,613 -2,836 10,827 -4,063 -3,686: -1,454 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 11.7 21.5 42.1 60.4 91.4 93.6: 8.6 6.4
Old : 100.0: 32.0 11.1 14.4 45.2 67.1 91.6 92.5: 8.4 7.5
Other: 100.0: 34.0 19.6 16.1 41.2 58.3 91.3 94.0: 8.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 98 66 118 83 92 251 235:
Old : 203: 58 36 54 57 70 144 143:
Other: 276: 85 78 89 68 76 211 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 32.1 18.5 38.4 11.2 29.9 17.5 35.5
Old : 20.9 30.2 32.5 39.7 20.9 28.4 32.4 36.8
Other: 15.0 33.1 23.7 40.8 14.7 31.2 22.7 38.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 858,397: 180,773 129,615 98,818 413,792 450,511 693,383 678,944: 165,014 179,453
Old : 858,397: 180,773 129,615 98,818 413,792 450,511 693,383 678,944: 165,014 179,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -45,292: 18,745 7,180 -48,464 -18,881 9,760 -48,599 -31,524: 3,308 -13,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.1 11.5 48.2 52.5 80.8 79.1: 19.2 20.9
Old : 100.0: 21.1 15.1 11.5 48.2 52.5 80.8 79.1: 19.2 20.9
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 : 170: 39 32 47 76 81 135 140:
Old : 170: 39 32 47 76 81 135 140:
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 : 19.8 20.9 29.8 32.0 15.6 16.4 23.5 24.3
Old : 19.8 20.9 29.8 32.0 15.6 16.4 23.5 24.3
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 25, 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 : 808,470: 77,531 135,768 11,415 611,597 564,822 700,543 712,006: 107,927 96,465
Old : 808,470: 77,531 135,768 11,415 611,597 564,822 700,543 712,006: 107,927 96,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 13,742: 6,107 585 -1,736 10,867 6,456 15,237 5,304: -1,495 8,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.8 1.4 75.6 69.9 86.7 88.1: 13.3 11.9
Old : 100.0: 9.6 16.8 1.4 75.6 69.9 86.7 88.1: 13.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 13 16 9 62 69 79 90:
Old : 118: 13 16 9 62 69 79 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 33.8 37.6 46.8 18.7 33.8 29.0 44.2
Old : 23.2 33.8 37.6 46.8 18.7 33.8 29.0 44.2
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 25, 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 : 1,811: 866 228 195 434 1,300 1,495 1,723: 316 88
Old : 1,811: 866 228 195 434 1,300 1,495 1,723: 316 88
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -194: 60 -81 -195 -126 124 -261 -152: 67 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 12.6 10.8 24.0 71.8 82.6 95.1: 17.4 4.9
Old : 100.0: 47.8 12.6 10.8 24.0 71.8 82.6 95.1: 17.4 4.9
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 : 20: 7 3 2 3 10 11 14:
Old : 20: 7 3 2 3 10 11 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 : 60.7 63.8 77.1 84.1 40.3 48.2 50.1 59.3
Old : 60.7 63.8 77.1 84.1 40.3 48.2 50.1 59.3
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 25, 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 : 382,672: 78,806 63,819 74,011 189,774 213,736 342,590 351,565: 40,082 31,107
Old : 82,006: 14,176 17,607 9,338 46,938 44,433 70,452 71,378: 11,554 10,628
Other: 300,666: 79,241 60,822 50,062 142,835 169,303 272,138 280,187: 28,528 20,479
: : :
: : Changes in Commitments from: July 18, 2017 :
: -16,306: -62 402 -12,976 -920 -1,715 -13,958 -14,289: -2,348 -2,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.7 19.3 49.6 55.9 89.5 91.9: 10.5 8.1
Old : 100.0: 17.3 21.5 11.4 57.2 54.2 85.9 87.0: 14.1 13.0
Other: 100.0: 26.4 20.2 16.7 47.5 56.3 90.5 93.2: 9.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 63 60 81 103 96 215 204:
Old : 187: 40 33 29 84 73 141 121:
Other: 238: 59 64 67 86 80 185 176:
:----------------------------------------------------------------------------------------------------
: 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 24.2 20.7 30.6 12.8 19.0 18.2 24.5
Old : 22.6 19.1 31.1 30.7 22.4 17.0 30.1 27.6
Other: 13.7 27.7 21.4 35.4 12.5 22.9 19.3 29.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 10,833: 3,239 2,388 1,035 4,360 6,244 8,633 9,667: 2,200 1,166
Old : 10,833: 3,239 2,388 1,035 4,360 6,244 8,633 9,667: 2,200 1,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 341: 92 -73 72 62 353 226 352: 115 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 22.0 9.6 40.2 57.6 79.7 89.2: 20.3 10.8
Old : 100.0: 29.9 22.0 9.6 40.2 57.6 79.7 89.2: 20.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 30 15 12 21 16 53 41:
Old : 74: 30 15 12 21 16 53 41:
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 : 34.9 43.3 46.5 56.1 34.9 43.0 45.1 55.5
Old : 34.9 43.3 46.5 56.1 34.9 43.0 45.1 55.5
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 25, 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 : 1,375,422: 192,262 434,042 40,660 1,015,400 744,197 1,248,322 1,218,900: 127,100 156,522
Old : 1,375,422: 192,262 434,042 40,660 1,015,400 744,197 1,248,322 1,218,900: 127,100 156,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 7,864: 15,476 -11,670 3,205 -3,967 27,790 14,714 19,325: -6,850 -11,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 31.6 3.0 73.8 54.1 90.8 88.6: 9.2 11.4
Old : 100.0: 14.0 31.6 3.0 73.8 54.1 90.8 88.6: 9.2 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 : 266: 44 61 41 111 109 178 188:
Old : 266: 44 61 41 111 109 178 188:
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 : 21.1 24.5 33.5 34.1 19.9 24.0 31.9 31.3
Old : 21.1 24.5 33.5 34.1 19.9 24.0 31.9 31.3
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 25, 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 : 3,675,246: 853,739 584,993 373,624 2,056,003 2,133,151 3,283,365 3,091,768: 391,880 583,478
Old : 3,675,246: 853,739 584,993 373,624 2,056,003 2,133,151 3,283,365 3,091,768: 391,880 583,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -132,184: 65,726 14,523 -67,090 -137,092 -121,244 -138,456 -173,812: 6,272 41,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.9 10.2 55.9 58.0 89.3 84.1: 10.7 15.9
Old : 100.0: 23.2 15.9 10.2 55.9 58.0 89.3 84.1: 10.7 15.9
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 : 392: 76 95 103 164 186 299 325:
Old : 392: 76 95 103 164 186 299 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 11.7 35.1 20.4 23.9 8.7 30.9 13.4
Old : 26.7 11.7 35.1 20.4 23.9 8.7 30.9 13.4
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 25, 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 : 401,935: 69,148 54,746 4,870 246,146 223,609 320,164 283,225: 81,770 118,710
Old : 401,935: 69,148 54,746 4,870 246,146 223,609 320,164 283,225: 81,770 118,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 11,225: 4,346 2,132 -2,139 10,400 12,823 12,607 12,816: -1,382 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 13.6 1.2 61.2 55.6 79.7 70.5: 20.3 29.5
Old : 100.0: 17.2 13.6 1.2 61.2 55.6 79.7 70.5: 20.3 29.5
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 : 66: 9 7 6 37 39 49 49:
Old : 66: 9 7 6 37 39 49 49:
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 : 35.8 32.2 48.9 42.4 35.5 31.4 48.5 40.2
Old : 35.8 32.2 48.9 42.4 35.5 31.4 48.5 40.2
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 25, 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 : 3,111,027: 339,658 632,879 187,734 2,303,059 1,905,833 2,830,450 2,726,445: 280,576 384,582
Old : 3,111,027: 339,658 632,879 187,734 2,303,059 1,905,833 2,830,450 2,726,445: 280,576 384,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -63,812: -4,679 24,225 -18,939 -36,575 -66,720 -60,192 -61,434: -3,620 -2,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 20.3 6.0 74.0 61.3 91.0 87.6: 9.0 12.4
Old : 100.0: 10.9 20.3 6.0 74.0 61.3 91.0 87.6: 9.0 12.4
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 : 294: 44 69 65 127 154 212 247:
Old : 294: 44 69 65 127 154 212 247:
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 : 37.6 17.7 48.2 27.5 33.3 17.2 42.5 24.6
Old : 37.6 17.7 48.2 27.5 33.3 17.2 42.5 24.6
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 25, 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 : 1,649,526: 183,101 383,612 321,213 1,105,882 872,564 1,610,196 1,577,389: 39,330 72,137
Old : 1,649,526: 183,101 383,612 321,213 1,105,882 872,564 1,610,196 1,577,389: 39,330 72,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 12,483: 555 4,714 1,088 10,178 1,337 11,821 7,139: 662 5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 23.3 19.5 67.0 52.9 97.6 95.6: 2.4 4.4
Old : 100.0: 11.1 23.3 19.5 67.0 52.9 97.6 95.6: 2.4 4.4
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 : 151: 14 58 48 58 68 111 142:
Old : 151: 14 58 48 58 68 111 142:
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 : 33.3 19.8 50.2 30.8 26.5 10.4 32.1 15.6
Old : 33.3 19.8 50.2 30.8 26.5 10.4 32.1 15.6
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 25, 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 : 65,766: 39,932 4,863 3,897 13,647 46,830 57,475 55,589: 8,291 10,177
Old : 65,766: 39,932 4,863 3,897 13,647 46,830 57,475 55,589: 8,291 10,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 573: 457 -494 -26 -269 -130 161 -650: 412 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 7.4 5.9 20.8 71.2 87.4 84.5: 12.6 15.5
Old : 100.0: 60.7 7.4 5.9 20.8 71.2 87.4 84.5: 12.6 15.5
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 : 115: 46 18 13 25 34 78 58:
Old : 115: 46 18 13 25 34 78 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 : 27.6 33.0 41.3 49.8 24.4 31.4 37.3 48.2
Old : 27.6 33.0 41.3 49.8 24.4 31.4 37.3 48.2
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 25, 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 : 131,532: 79,863 9,725 7,794 27,294 93,660 114,951 111,178: 16,582 20,354
Old : 131,532: 79,863 9,725 7,794 27,294 93,660 114,951 111,178: 16,582 20,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 1,147: 913 -988 -53 -538 -261 323 -1,301: 824 2,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 7.4 5.9 20.8 71.2 87.4 84.5: 12.6 15.5
Old : 100.0: 60.7 7.4 5.9 20.8 71.2 87.4 84.5: 12.6 15.5
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 : 115: 46 18 13 25 34 78 58:
Old : 115: 46 18 13 25 34 78 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 : 27.6 33.0 41.3 49.8 24.4 31.4 37.3 48.2
Old : 27.6 33.0 41.3 49.8 24.4 31.4 37.3 48.2
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 25, 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 : 47,471: 30,402 47,090 256 16,763 0 47,421 47,346: 50 125
Old : 47,471: 30,402 47,090 256 16,763 0 47,421 47,346: 50 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 800: 746 812 0 52 0 798 812: 2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 99.2 0.5 35.3 0.0 99.9 99.7: 0.1 0.3
Old : 100.0: 64.0 99.2 0.5 35.3 0.0 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 : 40: 23 14 1 3 0 27 14:
Old : 40: 23 14 1 3 0 27 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 : 75.4 82.1 90.5 97.2 75.4 82.1 90.5 96.7
Old : 75.4 82.1 90.5 97.2 75.4 82.1 90.5 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 31,396: 20,218 5,915 39 11,088 25,345 31,345 31,299: 51 97
Old : 31,396: 20,218 5,915 39 11,088 25,345 31,345 31,299: 51 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: 596: 535 327 0 56 263 591 590: 5 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 18.8 0.1 35.3 80.7 99.8 99.7: 0.2 0.3
Old : 100.0: 64.4 18.8 0.1 35.3 80.7 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 : 50: 12 14 1 6 20 18 35:
Old : 50: 12 14 1 6 20 18 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 44.2 94.3 64.9 76.2 44.2 94.3 64.9
Old : 76.2 44.2 94.3 64.9 76.2 44.2 94.3 64.9
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 25, 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 : 22,943: 12,063 5,439 1 10,839 17,424 22,903 22,864: 40 79
Old : 22,943: 12,063 5,439 1 10,839 17,424 22,903 22,864: 40 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -170: 193 -36 -8 -360 -121 -175 -165: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 23.7 0.0 47.2 75.9 99.8 99.7: 0.2 0.3
Old : 100.0: 52.6 23.7 0.0 47.2 75.9 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 : 35: 10 11 1 5 10 16 21:
Old : 35: 10 11 1 5 10 16 21:
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 : 80.7 63.6 96.6 85.9 80.7 63.6 96.1 85.9
Old : 80.7 63.6 96.6 85.9 80.7 63.6 96.1 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017