WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 596,902: 137,166 157,901 209,211 204,337 180,260 550,713 547,372: 46,189 49,530
Old : 545,274: 124,886 155,016 191,376 186,187 156,970 502,449 503,362: 42,824 41,912
Other: 51,628: 20,920 11,526 9,194 18,150 23,290 48,264 44,011: 3,364 7,618
: : :
: : Changes in Commitments from: August 8, 2017 :
: 24,074: -1,052 11,597 18,502 3,682 -9,355 21,132 20,745: 2,942 3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.5 35.0 34.2 30.2 92.3 91.7: 7.7 8.3
Old : 100.0: 22.9 28.4 35.1 34.1 28.8 92.1 92.3: 7.9 7.7
Other: 100.0: 40.5 22.3 17.8 35.2 45.1 93.5 85.2: 6.5 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 136 139 178 123 118 354 361:
Old : 439: 137 138 173 122 114 349 351:
Other: 173: 39 44 37 41 71 98 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 9.2 19.4 16.2 9.1 6.1 15.1 11.0
Old : 11.2 9.5 20.2 16.4 9.3 6.1 15.6 11.1
Other: 32.7 28.8 48.0 37.0 27.0 20.5 39.4 26.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 284,055: 104,339 47,071 53,816 100,682 155,119 258,837 256,006: 25,218 28,049
Old : 258,807: 107,142 47,901 42,389 85,629 145,433 235,159 235,723: 23,647 23,084
Other: 25,249: 6,072 8,045 2,552 15,053 9,686 23,678 20,283: 1,571 4,965
: : :
: : Changes in Commitments from: August 8, 2017 :
: -2,482: -2,532 13,374 2,753 -1,887 -17,912 -1,665 -1,785: -816 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 16.6 18.9 35.4 54.6 91.1 90.1: 8.9 9.9
Old : 100.0: 41.4 18.5 16.4 33.1 56.2 90.9 91.1: 9.1 8.9
Other: 100.0: 24.0 31.9 10.1 59.6 38.4 93.8 80.3: 6.2 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 89 56 76 89 88 205 199:
Old : 267: 90 58 68 86 85 199 190:
Other: 120: 18 30 22 27 58 61 96:
:----------------------------------------------------------------------------------------------------
: 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 22.8 22.2 32.7 11.5 19.6 18.7 27.9
Old : 14.3 25.0 23.6 35.3 14.0 24.3 22.3 32.9
Other: 42.3 26.7 58.4 40.7 42.0 26.1 58.1 37.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 1,792,103: 351,961 266,106 475,483 743,349 811,448 1,570,794 1,553,037: 221,309 239,066
Old : 420,961: 73,703 98,134 120,625 164,783 169,542 359,111 388,301: 61,850 32,660
Other: 1,371,142: 363,758 253,471 269,359 578,566 641,906 1,211,683 1,164,736: 159,459 206,406
: : :
: : Changes in Commitments from: August 8, 2017 :
: 24,203: 1,284 32,352 26,885 567 -42,566 28,735 16,671: -4,533 7,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 14.8 26.5 41.5 45.3 87.7 86.7: 12.3 13.3
Old : 100.0: 17.5 23.3 28.7 39.1 40.3 85.3 92.2: 14.7 7.8
Other: 100.0: 26.5 18.5 19.6 42.2 46.8 88.4 84.9: 11.6 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 814: 217 175 246 357 340 698 656:
Old : 573: 141 91 88 271 182 446 327:
Other: 788: 204 182 200 289 333 584 628:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 12.7 15.1 18.5 7.7 9.3 12.9 13.2
Old : 10.2 21.1 18.0 32.9 8.8 18.7 13.9 28.2
Other: 10.7 11.7 18.1 17.2 9.7 8.7 16.0 13.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 7,549: 2,731 345 1,389 739 4,962 4,859 6,696: 2,689 852
Old : 7,549: 2,731 345 1,389 739 4,962 4,859 6,696: 2,689 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -365: -96 -139 -37 155 -141 22 -317: -387 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 4.6 18.4 9.8 65.7 64.4 88.7: 35.6 11.3
Old : 100.0: 36.2 4.6 18.4 9.8 65.7 64.4 88.7: 35.6 11.3
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 4 7 10 12 33 19:
Old : 38: 19 4 7 10 12 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 : 19.4 52.0 30.8 69.8 16.5 46.0 26.5 62.3
Old : 19.4 52.0 30.8 69.8 16.5 46.0 26.5 62.3
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 15, 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 : 858,554: 128,413 127,034 254,243 421,224 378,061 803,880 759,337: 54,674 99,218
Old : 831,892: 124,521 126,933 246,836 408,592 361,784 779,948 735,552: 51,943 96,340
Other: 26,663: 9,450 5,659 1,849 12,633 16,277 23,932 23,785: 2,731 2,878
: : :
: : Changes in Commitments from: August 8, 2017 :
: 62,075: -2,316 18,588 39,579 24,058 446 61,321 58,614: 754 3,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.8 29.6 49.1 44.0 93.6 88.4: 6.4 11.6
Old : 100.0: 15.0 15.3 29.7 49.1 43.5 93.8 88.4: 6.2 11.6
Other: 100.0: 35.4 21.2 6.9 47.4 61.0 89.8 89.2: 10.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 182 186 235 188 226 497 536:
Old : 644: 181 188 231 187 226 493 535:
Other: 193: 34 36 25 38 98 85 147:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 10.9 24.2 18.3 12.8 6.8 18.6 10.8
Old : 16.7 11.2 24.7 18.2 12.9 7.0 18.8 11.1
Other: 31.6 51.0 50.8 63.3 31.6 50.6 50.8 62.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 19,696: 5,279 2,078 173 1 4,042 5,453 6,293: 14,243 13,403
Old : 19,232: 5,096 2,027 95 1 3,950 5,192 6,072: 14,040 13,160
Other: 464: 259 127 2 0 92 261 221: 203 243
: : :
: : Changes in Commitments from: August 8, 2017 :
: -892: 17 1 50 0 -554 67 -503: -959 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 10.6 0.9 0.0 20.5 27.7 32.0: 72.3 68.0
Old : 100.0: 26.5 10.5 0.5 0.0 20.5 27.0 31.6: 73.0 68.4
Other: 100.0: 55.8 27.4 0.4 0.0 19.8 56.3 47.6: 43.8 52.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 6 1 12 8 22:
Old : 23: 5 6 4 1 12 8 20:
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 : 26.1 15.4 27.7 21.4 25.3 15.3 26.8 21.3
Old : 26.7 15.3 27.0 21.3 26.3 15.3 26.5 21.2
Other: 56.3 27.4 56.3 43.8 55.8 27.4 55.8 43.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 449,596: 121,915 61,198 104,679 189,411 251,973 416,005 417,850: 33,591 31,746
Old : 60,713: 24,257 5,432 9,869 22,624 41,144 56,750 56,445: 3,963 4,268
Other: 388,883: 115,785 73,893 76,682 166,787 210,829 359,254 361,405: 29,629 27,478
: : :
: : Changes in Commitments from: August 8, 2017 :
: 5,865: -3,290 5,942 8,929 5,910 -14,239 11,549 632: -5,684 5,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.6 23.3 42.1 56.0 92.5 92.9: 7.5 7.1
Old : 100.0: 40.0 8.9 16.3 37.3 67.8 93.5 93.0: 6.5 7.0
Other: 100.0: 29.8 19.0 19.7 42.9 54.2 92.4 92.9: 7.6 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 87 76 115 84 80 244 229:
Old : 161: 59 28 28 47 46 115 93:
Other: 290: 77 94 106 79 77 232 217:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 30.4 18.4 36.1 10.2 27.9 16.5 33.0
Old : 22.1 34.1 35.3 46.3 22.1 32.0 34.1 43.0
Other: 13.4 31.4 21.1 37.4 11.7 29.1 18.9 34.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 903,958: 175,591 121,578 128,276 422,320 472,688 726,186 722,542: 177,772 181,416
Old : 903,958: 175,591 121,578 128,276 422,320 472,688 726,186 722,542: 177,772 181,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -376: -19,288 -9,685 7,300 -223 11,311 -12,211 8,927: 11,835 -9,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.4 14.2 46.7 52.3 80.3 79.9: 19.7 20.1
Old : 100.0: 19.4 13.4 14.2 46.7 52.3 80.3 79.9: 19.7 20.1
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 : 172: 44 29 48 77 84 140 142:
Old : 172: 44 29 48 77 84 140 142:
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 : 19.9 21.9 29.2 32.5 15.5 16.9 22.2 24.1
Old : 19.9 21.9 29.2 32.5 15.5 16.9 22.2 24.1
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 15, 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 : 870,374: 87,005 156,220 17,119 649,209 596,268 753,333 769,607: 117,040 100,766
Old : 870,374: 87,005 156,220 17,119 649,209 596,268 753,333 769,607: 117,040 100,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 22,609: 671 3,061 3,629 12,776 14,791 17,076 21,480: 5,533 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.9 2.0 74.6 68.5 86.6 88.4: 13.4 11.6
Old : 100.0: 10.0 17.9 2.0 74.6 68.5 86.6 88.4: 13.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 13 15 12 67 70 88 89:
Old : 118: 13 15 12 67 70 88 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 35.8 37.7 48.0 19.3 35.4 29.2 45.2
Old : 23.9 35.8 37.7 48.0 19.3 35.4 29.2 45.2
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, August 15, 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 : 1,839: 837 134 170 495 1,226 1,502 1,530: 337 309
Old : 1,839: 837 134 170 495 1,226 1,502 1,530: 337 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 59: 18 112 -124 52 -29 -54 -41: 113 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 7.3 9.2 26.9 66.7 81.7 83.2: 18.3 16.8
Old : 100.0: 45.5 7.3 9.2 26.9 66.7 81.7 83.2: 18.3 16.8
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 : 21: 12 2 3 4 6 17 10:
Old : 21: 12 2 3 4 6 17 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 : 35.1 59.8 56.9 79.7 29.4 46.9 43.4 53.9
Old : 35.1 59.8 56.9 79.7 29.4 46.9 43.4 53.9
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 15, 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 : 406,823: 67,997 74,356 81,544 218,416 219,143 367,957 375,043: 38,866 31,779
Old : 56,362: 5,678 11,295 9,085 35,569 29,760 50,332 50,140: 6,030 6,222
Other: 350,461: 69,769 70,511 65,010 182,847 189,383 317,625 324,903: 32,836 25,557
: : :
: : Changes in Commitments from: August 8, 2017 :
: 18,853: -897 11,885 7,799 10,257 -782 17,159 18,902: 1,694 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.3 20.0 53.7 53.9 90.4 92.2: 9.6 7.8
Old : 100.0: 10.1 20.0 16.1 63.1 52.8 89.3 89.0: 10.7 11.0
Other: 100.0: 19.9 20.1 18.5 52.2 54.0 90.6 92.7: 9.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 72 60 83 101 89 216 204:
Old : 157: 37 27 27 60 54 108 97:
Other: 257: 65 69 77 94 80 202 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 24.1 21.9 30.2 13.6 18.9 18.9 24.4
Old : 32.8 27.8 44.7 41.3 32.6 26.2 42.2 38.0
Other: 14.8 25.1 21.9 31.9 13.5 20.9 19.6 26.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 11,009: 3,174 1,928 1,103 4,154 6,865 8,431 9,897: 2,578 1,112
Old : 11,009: 3,174 1,928 1,103 4,154 6,865 8,431 9,897: 2,578 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -36: -91 -17 -80 -37 254 -208 157: 172 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.5 10.0 37.7 62.4 76.6 89.9: 23.4 10.1
Old : 100.0: 28.8 17.5 10.0 37.7 62.4 76.6 89.9: 23.4 10.1
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 : 75: 23 21 13 20 17 52 43:
Old : 75: 23 21 13 20 17 52 43:
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 : 32.9 46.0 42.0 58.4 32.9 45.8 40.9 57.1
Old : 32.9 46.0 42.0 58.4 32.9 45.8 40.9 57.1
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 15, 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 : 1,512,650: 227,168 353,988 87,731 1,064,038 917,064 1,378,937 1,358,784: 133,713 153,867
Old : 1,512,650: 227,168 353,988 87,731 1,064,038 917,064 1,378,937 1,358,784: 133,713 153,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 80,290: 4,530 -29,676 37,872 29,944 75,545 72,347 83,741: 7,943 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.4 5.8 70.3 60.6 91.2 89.8: 8.8 10.2
Old : 100.0: 15.0 23.4 5.8 70.3 60.6 91.2 89.8: 8.8 10.2
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 : 281: 41 63 41 126 125 191 205:
Old : 281: 41 63 41 126 125 191 205:
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 : 19.1 26.2 30.7 36.7 19.1 24.7 29.9 33.3
Old : 19.1 26.2 30.7 36.7 19.1 24.7 29.9 33.3
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, August 15, 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 : 4,001,639: 861,490 667,164 475,648 2,271,041 2,307,347 3,608,179 3,450,159: 393,460 551,480
Old : 4,001,639: 861,490 667,164 475,648 2,271,041 2,307,347 3,608,179 3,450,159: 393,460 551,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 96,804: -12,131 22,061 13,140 90,801 90,474 91,811 125,676: 4,993 -28,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.7 11.9 56.8 57.7 90.2 86.2: 9.8 13.8
Old : 100.0: 21.5 16.7 11.9 56.8 57.7 90.2 86.2: 9.8 13.8
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 : 430: 90 94 111 190 210 335 360:
Old : 430: 90 94 111 190 210 335 360:
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 : 25.7 11.8 34.9 19.9 23.2 9.2 29.5 13.9
Old : 25.7 11.8 34.9 19.9 23.2 9.2 29.5 13.9
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 15, 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 : 417,985: 84,234 65,482 4,831 242,559 218,495 331,624 288,808: 86,361 129,177
Old : 417,985: 84,234 65,482 4,831 242,559 218,495 331,624 288,808: 86,361 129,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 1,620: 616 2,291 1,536 -1,791 -1,011 361 2,816: 1,259 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 15.7 1.2 58.0 52.3 79.3 69.1: 20.7 30.9
Old : 100.0: 20.2 15.7 1.2 58.0 52.3 79.3 69.1: 20.7 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 12 7 8 37 37 53 48:
Old : 66: 12 7 8 37 37 53 48:
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 : 32.3 32.6 46.3 42.4 31.9 32.3 45.8 40.6
Old : 32.3 32.6 46.3 42.4 31.9 32.3 45.8 40.6
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 15, 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 : 3,292,616: 469,927 617,609 206,334 2,319,726 2,090,897 2,995,986 2,914,839: 296,630 377,777
Old : 3,292,616: 469,927 617,609 206,334 2,319,726 2,090,897 2,995,986 2,914,839: 296,630 377,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 119,285: 62,614 10,676 16,167 21,376 91,809 100,157 118,653: 19,127 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.8 6.3 70.5 63.5 91.0 88.5: 9.0 11.5
Old : 100.0: 14.3 18.8 6.3 70.5 63.5 91.0 88.5: 9.0 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 : 312: 47 74 67 137 160 228 257:
Old : 312: 47 74 67 137 160 228 257:
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 : 32.4 20.0 43.4 29.4 29.4 19.7 38.0 27.0
Old : 32.4 20.0 43.4 29.4 29.4 19.7 38.0 27.0
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 15, 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 : 1,634,274: 35,985 320,734 364,307 1,199,243 884,251 1,599,535 1,569,292: 34,739 64,982
Old : 1,634,274: 35,985 320,734 364,307 1,199,243 884,251 1,599,535 1,569,292: 34,739 64,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 120,775: 10,238 8,962 2,131 105,586 110,085 117,955 121,179: 2,820 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 19.6 22.3 73.4 54.1 97.9 96.0: 2.1 4.0
Old : 100.0: 2.2 19.6 22.3 73.4 54.1 97.9 96.0: 2.1 4.0
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 : 153: 14 60 45 62 69 113 143:
Old : 153: 14 60 45 62 69 113 143:
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 : 31.4 20.6 47.7 32.5 22.0 8.7 28.1 13.0
Old : 31.4 20.6 47.7 32.5 22.0 8.7 28.1 13.0
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 15, 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 : 76,843: 50,438 6,536 2,101 14,516 57,582 67,056 66,220: 9,788 10,624
Old : 76,843: 50,438 6,536 2,101 14,516 57,582 67,056 66,220: 9,788 10,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 4,584: 5,171 -2,417 -692 -263 7,986 4,216 4,877: 368 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 8.5 2.7 18.9 74.9 87.3 86.2: 12.7 13.8
Old : 100.0: 65.6 8.5 2.7 18.9 74.9 87.3 86.2: 12.7 13.8
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: 45 20 10 27 35 77 60:
Old : 118: 45 20 10 27 35 77 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 32.9 41.9 51.6 25.9 31.4 40.0 50.1
Old : 27.8 32.9 41.9 51.6 25.9 31.4 40.0 50.1
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 15, 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 : 153,687: 100,876 13,073 4,202 29,033 115,164 134,111 132,440: 19,576 21,247
Old : 153,687: 100,876 13,073 4,202 29,033 115,164 134,111 132,440: 19,576 21,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: 9,167: 10,341 -4,834 -1,384 -525 15,972 8,432 9,754: 735 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 8.5 2.7 18.9 74.9 87.3 86.2: 12.7 13.8
Old : 100.0: 65.6 8.5 2.7 18.9 74.9 87.3 86.2: 12.7 13.8
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: 45 20 10 27 35 77 60:
Old : 118: 45 20 10 27 35 77 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 32.9 41.9 51.6 25.9 31.4 40.0 50.1
Old : 27.8 32.9 41.9 51.6 25.9 31.4 40.0 50.1
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 15, 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 : 47,966: 32,252 47,632 256 15,407 0 47,915 47,888: 51 78
Old : 47,966: 32,252 47,632 256 15,407 0 47,915 47,888: 51 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -789: -750 -778 0 -38 0 -788 -778: -1 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 99.3 0.5 32.1 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.2 99.3 0.5 32.1 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: 20 15 1 3 0 24 15:
Old : 38: 20 15 1 3 0 24 15:
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 : 70.7 73.8 90.0 91.3 70.7 73.8 90.0 91.3
Old : 70.7 73.8 90.0 91.3 70.7 73.8 90.0 91.3
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 15, 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 : 31,554: 20,936 5,097 39 10,551 26,253 31,526 31,389: 28 165
Old : 31,554: 20,936 5,097 39 10,551 26,253 31,526 31,389: 28 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -72: -293 -22 0 217 -111 -76 -133: 4 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 16.2 0.1 33.4 83.2 99.9 99.5: 0.1 0.5
Old : 100.0: 66.3 16.2 0.1 33.4 83.2 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 12 1 7 20 18 33:
Old : 48: 11 12 1 7 20 18 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 : 77.8 46.8 92.9 67.7 77.8 46.8 92.9 67.7
Old : 77.8 46.8 92.9 67.7 77.8 46.8 92.9 67.7
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 15, 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 : 22,079: 11,378 5,226 32 10,633 16,706 22,043 21,964: 36 115
Old : 22,079: 11,378 5,226 32 10,633 16,706 22,043 21,964: 36 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -41: -867 -54 -23 877 10 -13 -67: -28 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 23.7 0.1 48.2 75.7 99.8 99.5: 0.2 0.5
Old : 100.0: 51.5 23.7 0.1 48.2 75.7 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 9 10 1 5 9 15 19:
Old : 32: 9 10 1 5 9 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 : 75.5 64.2 94.7 88.0 75.5 64.2 94.7 88.0
Old : 75.5 64.2 94.7 88.0 75.5 64.2 94.7 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017