WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 572,828: 138,218 146,304 190,708 200,655 189,615 529,581 526,628: 43,246 46,200
Old : 527,017: 130,034 143,734 173,729 183,445 170,856 487,209 488,319: 39,808 38,698
Other: 45,810: 16,924 11,311 8,239 17,209 18,759 42,373 38,309: 3,438 7,502
: : :
: : Changes in Commitments from: August 1, 2017 :
: 9,294: -6,015 16,559 12,547 3,093 -18,006 9,624 11,099: -330 -1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.5 33.3 35.0 33.1 92.5 91.9: 7.5 8.1
Old : 100.0: 24.7 27.3 33.0 34.8 32.4 92.4 92.7: 7.6 7.3
Other: 100.0: 36.9 24.7 18.0 37.6 40.9 92.5 83.6: 7.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 147 140 190 126 121 376 366:
Old : 449: 150 137 185 124 118 370 358:
Other: 168: 39 41 30 40 71 94 130:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 8.4 19.4 15.1 9.4 6.4 15.5 11.0
Old : 12.1 8.5 20.1 15.4 9.8 6.3 16.1 11.2
Other: 32.9 28.7 46.7 38.8 26.1 20.2 38.4 28.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 286,537: 106,871 33,697 51,063 102,569 173,032 260,503 257,792: 26,034 28,745
Old : 262,313: 109,290 34,727 41,014 87,530 163,560 237,834 239,301: 24,479 23,012
Other: 24,223: 5,180 6,570 2,449 15,039 9,472 22,668 18,490: 1,555 5,733
: : :
: : Changes in Commitments from: August 1, 2017 :
: -4,138: -381 -6,146 1,888 -7,040 -2,452 -5,533 -6,710: 1,395 2,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.8 17.8 35.8 60.4 90.9 90.0: 9.1 10.0
Old : 100.0: 41.7 13.2 15.6 33.4 62.4 90.7 91.2: 9.3 8.8
Other: 100.0: 21.4 27.1 10.1 62.1 39.1 93.6 76.3: 6.4 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 86 41 80 90 93 209 193:
Old : 260: 87 43 72 87 90 204 183:
Other: 107: 13 22 16 26 59 51 87:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 25.2 22.5 34.6 11.2 21.7 18.3 29.6
Old : 14.7 27.3 23.8 37.2 13.4 27.1 21.3 35.0
Other: 50.3 28.3 67.6 42.5 50.0 27.4 67.3 40.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 1,767,900: 350,678 233,754 448,598 742,783 854,013 1,542,058 1,536,365: 225,842 231,535
Old : 526,846: 151,089 126,474 115,924 190,062 246,560 457,075 488,958: 69,771 37,887
Other: 1,241,054: 295,187 202,879 237,075 552,721 607,453 1,084,983 1,047,407: 156,071 193,647
: : :
: : Changes in Commitments from: August 1, 2017 :
: -32,511: -18,303 -1,647 -2,092 -22,259 -26,609 -42,653 -30,347: 10,142 -2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 13.2 25.4 42.0 48.3 87.2 86.9: 12.8 13.1
Old : 100.0: 28.7 24.0 22.0 36.1 46.8 86.8 92.8: 13.2 7.2
Other: 100.0: 23.8 16.3 19.1 44.5 48.9 87.4 84.4: 12.6 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 209 170 247 355 353 690 664:
Old : 618: 154 102 101 279 212 471 377:
Other: 766: 188 179 194 280 337 571 610:
:----------------------------------------------------------------------------------------------------
: 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 16.0 18.3 8.0 9.4 13.2 13.2
Old : 9.4 19.3 16.3 29.4 9.3 16.8 15.9 26.4
Other: 12.8 11.5 19.9 17.1 11.7 8.2 17.4 12.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 7,914: 2,827 484 1,426 584 5,103 4,837 7,013: 3,077 901
Old : 7,914: 2,827 484 1,426 584 5,103 4,837 7,013: 3,077 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -185: -359 35 -98 50 -138 -407 -201: 222 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 6.1 18.0 7.4 64.5 61.1 88.6: 38.9 11.4
Old : 100.0: 35.7 6.1 18.0 7.4 64.5 61.1 88.6: 38.9 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 : 38: 18 6 7 10 11 33 19:
Old : 38: 18 6 7 10 11 33 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 : 18.1 50.6 29.8 68.3 16.1 45.3 26.1 62.7
Old : 18.1 50.6 29.8 68.3 16.1 45.3 26.1 62.7
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, August 08, 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 : 796,479: 130,730 108,445 214,663 397,166 377,615 742,559 700,723: 53,920 95,756
Old : 773,241: 126,097 107,783 208,645 387,168 363,694 721,910 680,122: 51,332 93,119
Other: 23,238: 8,999 5,029 1,652 9,999 13,921 20,649 20,601: 2,589 2,637
: : :
: : Changes in Commitments from: August 1, 2017 :
: 2,898: -19,226 1,190 4,827 17,767 -978 3,368 5,039: -470 -2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 13.6 27.0 49.9 47.4 93.2 88.0: 6.8 12.0
Old : 100.0: 16.3 13.9 27.0 50.1 47.0 93.4 88.0: 6.6 12.0
Other: 100.0: 38.7 21.6 7.1 43.0 59.9 88.9 88.7: 11.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 627: 176 167 234 184 239 478 541:
Old : 626: 173 171 232 183 235 475 536:
Other: 185: 29 34 21 33 103 71 149:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 11.4 23.2 18.4 13.8 8.4 19.9 13.7
Old : 15.0 11.8 23.7 18.6 14.0 8.6 20.3 14.0
Other: 34.0 42.5 51.5 57.8 34.0 41.9 51.5 57.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 20,588: 5,262 2,077 123 1 4,596 5,386 6,796: 15,202 13,792
Old : 20,119: 5,048 2,026 70 1 4,504 5,119 6,600: 15,000 13,519
Other: 469: 265 102 2 0 92 267 196: 202 273
: : :
: : Changes in Commitments from: August 1, 2017 :
: -653: -94 -17 29 0 -357 -65 -345: -588 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.1 0.6 0.0 22.3 26.2 33.0: 73.8 67.0
Old : 100.0: 25.1 10.1 0.3 0.0 22.4 25.4 32.8: 74.6 67.2
Other: 100.0: 56.5 21.7 0.4 0.0 19.6 56.9 41.8: 43.1 58.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 6 6 1 13 8 23:
Old : 24: 5 6 4 1 13 8 21:
Other: 13: 1 6 1 0 6 1 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 16.2 26.2 21.9 24.1 16.2 25.6 21.9
Old : 25.2 16.2 25.4 21.8 24.9 16.2 25.1 21.8
Other: 56.9 23.7 56.9 38.0 56.5 23.7 56.5 38.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 443,731: 125,205 55,256 95,750 183,501 266,212 404,456 417,218: 39,276 26,513
Old : 73,706: 31,182 8,022 9,735 26,916 52,373 67,833 70,130: 5,873 3,577
Other: 370,025: 117,253 70,464 62,784 156,585 213,840 336,622 347,088: 33,403 22,936
: : :
: : Changes in Commitments from: August 1, 2017 :
: 5,582: 1,860 6,852 1,227 3,317 -1,533 6,404 6,546: -821 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.5 21.6 41.4 60.0 91.1 94.0: 8.9 6.0
Old : 100.0: 42.3 10.9 13.2 36.5 71.1 92.0 95.1: 8.0 4.9
Other: 100.0: 31.7 19.0 17.0 42.3 57.8 91.0 93.8: 9.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 94 67 109 84 87 241 223:
Old : 174: 61 28 33 47 56 114 111:
Other: 278: 78 87 98 78 79 224 204:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 31.7 18.7 38.0 10.4 29.2 16.9 34.7
Old : 26.2 30.7 40.0 43.4 26.2 29.2 39.9 41.2
Other: 13.7 33.0 21.9 39.2 12.4 30.7 20.0 36.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 904,334: 194,879 131,263 120,975 422,543 461,376 738,397 713,615: 165,937 190,719
Old : 904,334: 194,879 131,263 120,975 422,543 461,376 738,397 713,615: 165,937 190,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 27,149: 19,854 -9,430 12,730 -7,771 15,225 24,814 18,526: 2,335 8,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 14.5 13.4 46.7 51.0 81.7 78.9: 18.3 21.1
Old : 100.0: 21.5 14.5 13.4 46.7 51.0 81.7 78.9: 18.3 21.1
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 : 175: 42 32 48 75 88 139 146:
Old : 175: 42 32 48 75 88 139 146:
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 : 19.4 21.1 29.2 31.0 15.1 16.3 22.7 22.8
Old : 19.4 21.1 29.2 31.0 15.1 16.3 22.7 22.8
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, August 08, 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 : 847,764: 86,334 153,159 13,490 636,433 581,478 736,257 748,127: 111,507 99,638
Old : 847,764: 86,334 153,159 13,490 636,433 581,478 736,257 748,127: 111,507 99,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 25,880: 4,639 16,932 2,144 20,575 919 27,358 19,996: -1,478 5,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.1 1.6 75.1 68.6 86.8 88.2: 13.2 11.8
Old : 100.0: 10.2 18.1 1.6 75.1 68.6 86.8 88.2: 13.2 11.8
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 : 118: 13 16 10 64 69 83 89:
Old : 118: 13 16 10 64 69 83 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 36.3 37.8 48.4 19.7 35.9 29.5 45.3
Old : 24.3 36.3 37.8 48.4 19.7 35.9 29.5 45.3
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, August 08, 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 : 1,780: 819 22 294 443 1,255 1,556 1,571: 224 209
Old : 1,780: 819 22 294 443 1,255 1,556 1,571: 224 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -71: -109 -104 50 39 -59 -20 -113: -51 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 1.2 16.5 24.9 70.5 87.4 88.3: 12.6 11.7
Old : 100.0: 46.0 1.2 16.5 24.9 70.5 87.4 88.3: 12.6 11.7
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 : 20: 11 1 3 3 7 15 10:
Old : 20: 11 1 3 3 7 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 70.7 68.3 85.4 30.1 49.9 43.8 53.7
Old : 48.1 70.7 68.3 85.4 30.1 49.9 43.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 387,970: 68,894 62,472 73,745 208,159 219,925 350,798 356,142: 37,172 31,828
Old : 65,160: 7,521 15,403 8,062 42,178 34,342 57,760 57,806: 7,399 7,353
Other: 322,810: 71,722 57,417 55,335 165,981 185,584 293,038 298,336: 29,773 24,475
: : :
: : Changes in Commitments from: August 1, 2017 :
: 8,117: -5,609 495 -3,426 16,794 11,427 7,759 8,496: 358 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.1 19.0 53.7 56.7 90.4 91.8: 9.6 8.2
Old : 100.0: 11.5 23.6 12.4 64.7 52.7 88.6 88.7: 11.4 11.3
Other: 100.0: 22.2 17.8 17.1 51.4 57.5 90.8 92.4: 9.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 70 54 74 100 93 204 198:
Old : 167: 35 30 22 65 62 109 105:
Other: 243: 64 58 65 91 78 187 175:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 25.1 22.1 31.9 13.9 19.5 19.5 25.5
Old : 32.6 22.9 43.1 37.3 32.5 20.2 41.6 34.0
Other: 14.8 27.5 22.3 34.3 13.4 23.2 20.0 29.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 11,045: 3,264 1,946 1,183 4,191 6,610 8,639 9,740: 2,406 1,305
Old : 11,045: 3,264 1,946 1,183 4,191 6,610 8,639 9,740: 2,406 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -119: 124 -250 76 -285 -60 -85 -234: -34 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 17.6 10.7 37.9 59.9 78.2 88.2: 21.8 11.8
Old : 100.0: 29.6 17.6 10.7 37.9 59.9 78.2 88.2: 21.8 11.8
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 : 76: 26 20 13 19 16 54 42:
Old : 76: 26 20 13 19 16 54 42:
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 : 33.5 45.0 42.8 56.4 33.5 44.8 41.6 55.3
Old : 33.5 45.0 42.8 56.4 33.5 44.8 41.6 55.3
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, August 08, 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 : 1,432,361: 222,639 383,665 49,858 1,034,093 841,519 1,306,590 1,275,042: 125,770 157,318
Old : 1,432,361: 222,639 383,665 49,858 1,034,093 841,519 1,306,590 1,275,042: 125,770 157,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 39,013: 37,392 7,076 1,831 -464 33,123 38,759 42,031: 254 -3,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.8 3.5 72.2 58.8 91.2 89.0: 8.8 11.0
Old : 100.0: 15.5 26.8 3.5 72.2 58.8 91.2 89.0: 8.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 42 57 38 124 117 187 191:
Old : 269: 42 57 38 124 117 187 191:
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 29.0 32.3 37.5 19.8 27.4 31.0 35.1
Old : 19.8 29.0 32.3 37.5 19.8 27.4 31.0 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 3,904,834: 873,620 645,103 462,507 2,180,240 2,216,873 3,516,368 3,324,483: 388,467 580,351
Old : 3,904,834: 873,620 645,103 462,507 2,180,240 2,216,873 3,516,368 3,324,483: 388,467 580,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 129,180: 39,861 26,502 58,339 46,704 43,590 144,904 128,430: -15,724 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.5 11.8 55.8 56.8 90.1 85.1: 9.9 14.9
Old : 100.0: 22.4 16.5 11.8 55.8 56.8 90.1 85.1: 9.9 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 : 416: 83 100 107 177 200 318 349:
Old : 416: 83 100 107 177 200 318 349:
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 : 24.5 11.5 32.8 19.5 21.9 9.0 28.0 13.5
Old : 24.5 11.5 32.8 19.5 21.9 9.0 28.0 13.5
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, August 08, 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 : 416,365: 83,618 63,191 3,295 244,350 219,506 331,263 285,992: 85,102 130,373
Old : 416,365: 83,618 63,191 3,295 244,350 219,506 331,263 285,992: 85,102 130,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 13,087: 12,481 892 -703 -297 4,100 11,481 4,289: 1,606 8,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.2 0.8 58.7 52.7 79.6 68.7: 20.4 31.3
Old : 100.0: 20.1 15.2 0.8 58.7 52.7 79.6 68.7: 20.4 31.3
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 : 66: 11 6 7 38 38 53 47:
Old : 66: 11 6 7 38 38 53 47:
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 32.6 46.5 42.7 32.6 32.4 46.0 40.9
Old : 32.8 32.6 46.5 42.7 32.6 32.4 46.0 40.9
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, August 08, 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 : 3,173,332: 407,313 606,932 190,167 2,298,350 1,999,088 2,895,829 2,796,187: 277,503 377,145
Old : 3,173,332: 407,313 606,932 190,167 2,298,350 1,999,088 2,895,829 2,796,187: 277,503 377,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 42,687: 41,474 12,533 932 8,870 16,794 51,277 30,259: -8,589 12,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.1 6.0 72.4 63.0 91.3 88.1: 8.7 11.9
Old : 100.0: 12.8 19.1 6.0 72.4 63.0 91.3 88.1: 8.7 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 : 307: 48 67 63 132 161 219 252:
Old : 307: 48 67 63 132 161 219 252:
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 : 33.8 18.8 45.8 28.5 31.2 18.5 39.5 26.6
Old : 33.8 18.8 45.8 28.5 31.2 18.5 39.5 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, August 08, 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 : 1,513,499: 25,747 311,772 362,175 1,093,657 774,166 1,481,580 1,448,113: 31,919 65,386
Old : 1,513,499: 25,747 311,772 362,175 1,093,657 774,166 1,481,580 1,448,113: 31,919 65,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 61,510: 3,988 4,868 12,920 42,390 40,829 59,298 58,617: 2,212 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 20.6 23.9 72.3 51.2 97.9 95.7: 2.1 4.3
Old : 100.0: 1.7 20.6 23.9 72.3 51.2 97.9 95.7: 2.1 4.3
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 : 152: 12 63 46 60 66 113 140:
Old : 152: 12 63 46 60 66 113 140:
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 : 30.4 19.1 46.4 29.9 21.3 9.0 27.8 13.5
Old : 30.4 19.1 46.4 29.9 21.3 9.0 27.8 13.5
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, August 08, 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 : 72,260: 45,267 8,953 2,793 14,779 49,596 62,840 61,343: 9,420 10,917
Old : 72,260: 45,267 8,953 2,793 14,779 49,596 62,840 61,343: 9,420 10,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 2,971: 3,523 401 -225 -1,231 2,109 2,066 2,285: 905 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 12.4 3.9 20.5 68.6 87.0 84.9: 13.0 15.1
Old : 100.0: 62.6 12.4 3.9 20.5 68.6 87.0 84.9: 13.0 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 : 129: 49 25 11 26 38 82 67:
Old : 129: 49 25 11 26 38 82 67:
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 : 26.4 30.4 39.3 47.0 23.4 28.7 36.3 45.3
Old : 26.4 30.4 39.3 47.0 23.4 28.7 36.3 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 144,520: 90,534 17,907 5,587 29,558 99,192 125,679 122,686: 18,840 21,834
Old : 144,520: 90,534 17,907 5,587 29,558 99,192 125,679 122,686: 18,840 21,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 5,942: 7,046 803 -450 -2,463 4,218 4,133 4,571: 1,809 1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 12.4 3.9 20.5 68.6 87.0 84.9: 13.0 15.1
Old : 100.0: 62.6 12.4 3.9 20.5 68.6 87.0 84.9: 13.0 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 : 129: 49 25 11 26 38 82 67:
Old : 129: 49 25 11 26 38 82 67:
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 : 26.4 30.4 39.3 47.0 23.4 28.7 36.3 45.3
Old : 26.4 30.4 39.3 47.0 23.4 28.7 36.3 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 48,755: 33,002 48,410 256 15,445 0 48,703 48,666: 52 89
Old : 48,755: 33,002 48,410 256 15,445 0 48,703 48,666: 52 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -3,031: -1,543 -1,286 -1,732 243 0 -3,032 -3,018: 1 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 99.3 0.5 31.7 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.7 99.3 0.5 31.7 0.0 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: 21 14 1 3 0 25 14:
Old : 38: 21 14 1 3 0 25 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 : 71.7 82.6 90.7 97.7 71.7 82.6 90.7 97.2
Old : 71.7 82.6 90.7 97.7 71.7 82.6 90.7 97.2
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, August 08, 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 : 31,626: 21,229 5,119 39 10,334 26,364 31,602 31,522: 24 104
Old : 31,626: 21,229 5,119 39 10,334 26,364 31,602 31,522: 24 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 768: 1,281 176 -25 -454 596 802 747: -34 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 16.2 0.1 32.7 83.4 99.9 99.7: 0.1 0.3
Old : 100.0: 67.1 16.2 0.1 32.7 83.4 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 : 50: 13 12 1 7 20 20 33:
Old : 50: 13 12 1 7 20 20 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 : 77.4 46.7 92.8 67.4 77.4 46.6 92.7 67.4
Old : 77.4 46.7 92.8 67.4 77.4 46.6 92.7 67.4
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, August 08, 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 : 22,120: 12,245 5,280 55 9,756 16,696 22,056 22,031: 64 89
Old : 22,120: 12,245 5,280 55 9,756 16,696 22,056 22,031: 64 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -482: -541 -45 48 29 -498 -464 -495: -18 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 23.9 0.2 44.1 75.5 99.7 99.6: 0.3 0.4
Old : 100.0: 55.4 23.9 0.2 44.1 75.5 99.7 99.6: 0.3 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 : 31: 10 8 1 5 9 16 17:
Old : 31: 10 8 1 5 9 16 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 : 78.8 64.6 96.6 87.5 78.8 64.6 96.3 87.5
Old : 78.8 64.6 96.6 87.5 78.8 64.6 96.3 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017