WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 650,366: 142,018 184,511 238,792 220,356 177,853 601,166 601,156: 49,199 49,210
Old : 590,627: 129,995 181,435 215,951 199,273 151,942 545,219 549,328: 45,408 41,300
Other: 59,738: 23,588 14,642 11,276 21,083 25,910 55,947 51,828: 3,791 7,910
: : :
: : Changes in Commitments from: August 15, 2017 :
: 53,464: 4,853 26,610 29,581 16,019 -2,407 50,453 53,784: 3,011 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 28.4 36.7 33.9 27.3 92.4 92.4: 7.6 7.6
Old : 100.0: 22.0 30.7 36.6 33.7 25.7 92.3 93.0: 7.7 7.0
Other: 100.0: 39.5 24.5 18.9 35.3 43.4 93.7 86.8: 6.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 142 152 178 130 122 368 370:
Old : 461: 146 148 170 129 117 359 360:
Other: 179: 32 56 35 46 70 105 137:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.9 19.2 16.4 8.1 5.6 13.7 10.1
Old : 11.6 10.5 19.8 17.3 8.1 5.8 14.1 10.4
Other: 31.6 27.1 47.3 37.5 27.3 20.8 39.4 27.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 310,503: 105,478 62,659 65,466 112,958 154,020 283,902 282,144: 26,601 28,359
Old : 279,745: 106,149 62,765 52,222 96,794 141,800 255,164 256,786: 24,580 22,959
Other: 30,758: 8,402 8,966 4,172 16,164 12,220 28,738 25,358: 2,021 5,400
: : :
: : Changes in Commitments from: August 15, 2017 :
: 26,448: 1,139 15,588 11,650 12,276 -1,100 25,065 26,138: 1,383 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 20.2 21.1 36.4 49.6 91.4 90.9: 8.6 9.1
Old : 100.0: 37.9 22.4 18.7 34.6 50.7 91.2 91.8: 8.8 8.2
Other: 100.0: 27.3 29.2 13.6 52.6 39.7 93.4 82.4: 6.6 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 87 58 82 92 87 212 207:
Old : 274: 89 60 70 91 85 204 197:
Other: 114: 16 27 24 28 55 59 94:
:----------------------------------------------------------------------------------------------------
: 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 20.5 21.0 29.9 10.2 15.5 16.6 23.6
Old : 13.2 22.4 22.3 32.0 12.6 19.4 19.7 27.6
Other: 39.9 26.0 55.6 38.5 39.9 26.0 53.6 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 1,874,724: 349,465 310,017 512,569 783,016 813,196 1,645,050 1,635,782: 229,674 238,942
Old : 377,537: 50,668 72,284 130,164 142,718 152,632 323,551 355,080: 53,986 22,457
Other: 1,497,186: 355,106 294,042 326,096 640,297 660,564 1,321,499 1,280,702: 175,688 216,485
: : :
: : Changes in Commitments from: August 15, 2017 :
: 82,621: -2,496 43,911 37,086 39,667 1,748 74,256 82,745: 8,364 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 27.3 41.8 43.4 87.7 87.3: 12.3 12.7
Old : 100.0: 13.4 19.1 34.5 37.8 40.4 85.7 94.1: 14.3 5.9
Other: 100.0: 23.7 19.6 21.8 42.8 44.1 88.3 85.5: 11.7 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 218 172 245 353 334 698 644:
Old : 504: 114 77 66 249 154 392 269:
Other: 788: 210 180 212 300 328 610 625:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 13.0 16.1 19.0 7.4 8.4 12.3 12.2
Old : 11.5 22.7 20.6 34.3 9.1 19.8 13.0 28.2
Other: 11.5 11.3 18.5 16.8 9.2 8.5 15.6 13.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 6,895: 2,559 492 1,406 547 4,270 4,512 6,168: 2,383 727
Old : 6,895: 2,559 492 1,406 547 4,270 4,512 6,168: 2,383 727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -654: -172 147 17 -192 -692 -348 -529: -307 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.1 20.4 7.9 61.9 65.4 89.5: 34.6 10.5
Old : 100.0: 37.1 7.1 20.4 7.9 61.9 65.4 89.5: 34.6 10.5
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 : 37: 19 5 8 9 11 33 19:
Old : 37: 19 5 8 9 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 : 22.0 53.1 33.7 69.6 18.1 43.3 27.7 59.0
Old : 22.0 53.1 33.7 69.6 18.1 43.3 27.7 59.0
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, August 22, 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 : 877,727: 128,899 139,777 269,179 424,477 372,039 822,555 780,995: 55,172 96,732
Old : 850,022: 123,859 139,043 262,872 410,941 354,565 797,673 756,480: 52,349 93,542
Other: 27,705: 9,153 4,847 2,194 13,535 17,474 24,883 24,515: 2,823 3,190
: : :
: : Changes in Commitments from: August 15, 2017 :
: 19,172: 486 12,743 14,937 3,252 -6,022 18,675 21,658: 497 -2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.9 30.7 48.4 42.4 93.7 89.0: 6.3 11.0
Old : 100.0: 14.6 16.4 30.9 48.3 41.7 93.8 89.0: 6.2 11.0
Other: 100.0: 33.0 17.5 7.9 48.9 63.1 89.8 88.5: 10.2 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 175 196 248 184 224 503 545:
Old : 649: 175 199 245 182 224 501 542:
Other: 200: 30 42 26 37 103 81 159:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 11.1 23.5 18.2 12.5 6.3 18.3 10.5
Old : 15.8 11.2 23.9 18.0 12.8 6.5 18.7 10.8
Other: 31.6 48.9 50.7 60.5 31.6 48.4 50.0 59.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 19,277: 5,438 2,033 115 1 4,048 5,554 6,196: 13,723 13,081
Old : 18,809: 5,255 1,982 34 1 3,959 5,290 5,975: 13,519 12,834
Other: 468: 262 130 2 0 89 264 221: 204 247
: : :
: : Changes in Commitments from: August 15, 2017 :
: -419: 159 -45 -58 0 6 101 -97: -520 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 10.5 0.6 0.0 21.0 28.8 32.1: 71.2 67.9
Old : 100.0: 27.9 10.5 0.2 0.0 21.0 28.1 31.8: 71.9 68.2
Other: 100.0: 56.0 27.8 0.4 0.0 19.0 56.4 47.2: 43.6 52.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 5 1 12 7 22:
Old : 23: 5 6 3 1 12 7 20:
Other: 12: 1 6 1 0 5 1 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 15.8 28.8 21.9 26.6 15.8 28.2 21.9
Old : 27.8 15.8 28.1 21.8 27.7 15.8 27.9 21.8
Other: 56.4 27.8 56.4 44.0 56.0 27.8 56.0 44.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 454,813: 111,644 54,032 116,106 189,981 253,294 417,731 423,433: 37,082 31,381
Old : 52,742: 18,465 6,045 8,772 20,852 34,663 48,088 49,480: 4,654 3,262
Other: 402,071: 110,932 65,739 89,582 169,130 218,632 369,643 373,952: 32,428 28,119
: : :
: : Changes in Commitments from: August 15, 2017 :
: 5,217: -10,271 -7,166 11,427 570 1,321 1,726 5,582: 3,491 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.9 25.5 41.8 55.7 91.8 93.1: 8.2 6.9
Old : 100.0: 35.0 11.5 16.6 39.5 65.7 91.2 93.8: 8.8 6.2
Other: 100.0: 27.6 16.4 22.3 42.1 54.4 91.9 93.0: 8.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 81 83 119 84 79 248 228:
Old : 153: 48 35 28 43 47 111 90:
Other: 291: 81 92 110 79 74 234 215:
:----------------------------------------------------------------------------------------------------
: 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 31.2 18.1 37.0 9.6 28.0 15.8 32.8
Old : 23.0 36.5 38.0 49.0 22.4 33.5 36.1 43.9
Other: 12.3 32.1 20.4 38.0 10.8 29.4 17.8 34.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 947,593: 174,011 127,861 146,026 440,944 489,886 760,981 763,773: 186,612 183,820
Old : 947,593: 174,011 127,861 146,026 440,944 489,886 760,981 763,773: 186,612 183,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 43,635: -1,579 6,282 17,750 18,624 17,199 34,795 41,231: 8,840 2,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.5 15.4 46.5 51.7 80.3 80.6: 19.7 19.4
Old : 100.0: 18.4 13.5 15.4 46.5 51.7 80.3 80.6: 19.7 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 30 42 49 76 85 138 144:
Old : 170: 30 42 49 76 85 138 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 21.5 28.7 30.9 14.5 15.4 21.0 22.2
Old : 19.3 21.5 28.7 30.9 14.5 15.4 21.0 22.2
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 22, 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 : 890,626: 89,773 168,963 19,972 653,913 606,988 763,659 795,923: 126,967 94,702
Old : 890,626: 89,773 168,963 19,972 653,913 606,988 763,659 795,923: 126,967 94,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 20,252: 2,768 12,743 2,853 4,704 10,720 10,325 26,316: 9,927 -6,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.0 2.2 73.4 68.2 85.7 89.4: 14.3 10.6
Old : 100.0: 10.1 19.0 2.2 73.4 68.2 85.7 89.4: 14.3 10.6
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 : 117: 14 16 14 64 69 87 90:
Old : 117: 14 16 14 64 69 87 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 : 23.9 35.5 37.5 48.2 19.4 35.5 29.1 45.6
Old : 23.9 35.5 37.5 48.2 19.4 35.5 29.1 45.6
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 22, 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 : 1,665: 926 163 132 379 1,188 1,437 1,483: 228 182
Old : 1,665: 926 163 132 379 1,188 1,437 1,483: 228 182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -174: 89 29 -38 -116 -38 -65 -47: -109 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 9.8 7.9 22.8 71.4 86.3 89.1: 13.7 10.9
Old : 100.0: 55.6 9.8 7.9 22.8 71.4 86.3 89.1: 13.7 10.9
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: 12 2 3 3 6 15 11:
Old : 20: 12 2 3 3 6 15 11:
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 : 39.9 66.4 65.8 82.8 31.8 55.0 47.1 61.3
Old : 39.9 66.4 65.8 82.8 31.8 55.0 47.1 61.3
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, August 22, 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 : 427,563: 66,393 83,777 95,046 221,858 213,577 383,296 392,399: 44,267 35,164
Old : 47,592: 3,490 8,414 9,113 29,356 24,633 41,959 42,159: 5,632 5,432
Other: 379,972: 68,596 81,056 80,240 192,501 188,944 341,337 350,240: 38,635 29,732
: : :
: : Changes in Commitments from: August 15, 2017 :
: 20,741: -1,604 9,421 13,501 3,442 -5,566 15,339 17,356: 5,401 3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.6 22.2 51.9 50.0 89.6 91.8: 10.4 8.2
Old : 100.0: 7.3 17.7 19.1 61.7 51.8 88.2 88.6: 11.8 11.4
Other: 100.0: 18.1 21.3 21.1 50.7 49.7 89.8 92.2: 10.2 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 66 67 82 102 89 215 202:
Old : 146: 31 27 26 51 56 91 100:
Other: 257: 68 66 78 97 80 205 189:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 21.3 21.2 28.0 13.3 16.3 18.4 22.4
Old : 30.0 23.7 42.9 34.6 29.8 22.1 39.7 29.9
Other: 14.6 22.1 21.4 29.3 13.4 17.7 18.9 23.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 10,781: 3,204 1,967 1,106 3,889 6,411 8,199 9,484: 2,582 1,297
Old : 10,781: 3,204 1,967 1,106 3,889 6,411 8,199 9,484: 2,582 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -228: 31 39 2 -264 -453 -232 -412: 4 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.2 10.3 36.1 59.5 76.1 88.0: 23.9 12.0
Old : 100.0: 29.7 18.2 10.3 36.1 59.5 76.1 88.0: 23.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 26 20 14 19 15 54 42:
Old : 75: 26 20 14 19 15 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 46.0 42.4 59.0 33.5 45.8 41.3 57.4
Old : 33.5 46.0 42.4 59.0 33.5 45.8 41.3 57.4
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 22, 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 : 1,602,699: 246,675 360,041 104,648 1,110,782 976,480 1,462,104 1,441,169: 140,595 161,531
Old : 1,602,699: 246,675 360,041 104,648 1,110,782 976,480 1,462,104 1,441,169: 140,595 161,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 90,049: 19,506 6,052 16,917 46,744 59,416 83,167 82,385: 6,882 7,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 22.5 6.5 69.3 60.9 91.2 89.9: 8.8 10.1
Old : 100.0: 15.4 22.5 6.5 69.3 60.9 91.2 89.9: 8.8 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 : 293: 48 64 45 126 131 197 217:
Old : 293: 48 64 45 126 131 197 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 25.9 31.6 36.2 20.1 24.4 30.5 32.7
Old : 20.3 25.9 31.6 36.2 20.1 24.4 30.5 32.7
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 22, 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 : 4,161,695: 894,009 627,462 559,138 2,308,846 2,392,075 3,761,993 3,578,674: 399,703 583,021
Old : 4,161,695: 894,009 627,462 559,138 2,308,846 2,392,075 3,761,993 3,578,674: 399,703 583,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 160,057: 32,519 -39,702 83,490 37,805 84,727 153,814 128,515: 6,243 31,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.1 13.4 55.5 57.5 90.4 86.0: 9.6 14.0
Old : 100.0: 21.5 15.1 13.4 55.5 57.5 90.4 86.0: 9.6 14.0
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 : 425: 85 96 109 188 208 332 355:
Old : 425: 85 96 109 188 208 332 355:
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 : 24.9 11.3 33.6 19.6 22.3 8.8 28.2 13.0
Old : 24.9 11.3 33.6 19.6 22.3 8.8 28.2 13.0
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 22, 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 : 420,012: 81,427 68,877 3,491 248,012 224,412 332,930 296,780: 87,082 123,232
Old : 420,012: 81,427 68,877 3,491 248,012 224,412 332,930 296,780: 87,082 123,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 2,027: -2,807 3,395 -1,340 5,453 5,917 1,306 7,972: 721 -5,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.4 0.8 59.0 53.4 79.3 70.7: 20.7 29.3
Old : 100.0: 19.4 16.4 0.8 59.0 53.4 79.3 70.7: 20.7 29.3
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 : 68: 11 8 9 40 39 56 51:
Old : 68: 11 8 9 40 39 56 51:
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 32.8 45.2 43.2 30.9 32.4 44.6 40.8
Old : 31.4 32.8 45.2 43.2 30.9 32.4 44.6 40.8
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 22, 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 : 3,399,782: 500,649 621,498 236,051 2,356,616 2,157,010 3,093,316 3,014,560: 306,466 385,222
Old : 3,399,782: 500,649 621,498 236,051 2,356,616 2,157,010 3,093,316 3,014,560: 306,466 385,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 107,166: 30,722 3,890 29,718 36,890 66,114 97,330 99,721: 9,836 7,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.3 6.9 69.3 63.4 91.0 88.7: 9.0 11.3
Old : 100.0: 14.7 18.3 6.9 69.3 63.4 91.0 88.7: 9.0 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 : 313: 52 71 69 134 160 230 256:
Old : 313: 52 71 69 134 160 230 256:
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 20.3 42.5 29.9 28.3 20.0 36.8 28.6
Old : 31.4 20.3 42.5 29.9 28.3 20.0 36.8 28.6
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 22, 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 : 1,679,210: 39,203 298,300 384,521 1,221,971 929,639 1,645,695 1,612,460: 33,514 66,750
Old : 1,679,210: 39,203 298,300 384,521 1,221,971 929,639 1,645,695 1,612,460: 33,514 66,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 44,935: 3,218 -22,435 20,214 22,728 45,388 46,160 43,168: -1,225 1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 17.8 22.9 72.8 55.4 98.0 96.0: 2.0 4.0
Old : 100.0: 2.3 17.8 22.9 72.8 55.4 98.0 96.0: 2.0 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: 19 56 47 59 67 112 142:
Old : 153: 19 56 47 59 67 112 142:
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 : 32.0 20.8 47.8 33.0 21.9 7.7 27.7 11.3
Old : 32.0 20.8 47.8 33.0 21.9 7.7 27.7 11.3
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 22, 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 : 77,046: 50,525 4,280 1,750 14,710 60,723 66,985 66,753: 10,061 10,293
Old : 77,046: 50,525 4,280 1,750 14,710 60,723 66,985 66,753: 10,061 10,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 202: 87 -2,256 -351 193 3,140 -70 533: 273 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 5.6 2.3 19.1 78.8 86.9 86.6: 13.1 13.4
Old : 100.0: 65.6 5.6 2.3 19.1 78.8 86.9 86.6: 13.1 13.4
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 : 117: 49 14 11 26 37 78 59:
Old : 117: 49 14 11 26 37 78 59:
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 : 27.7 36.8 41.5 55.1 26.5 35.3 40.1 53.6
Old : 27.7 36.8 41.5 55.1 26.5 35.3 40.1 53.6
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 22, 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 : 154,092: 101,050 8,560 3,500 29,420 121,445 133,970 133,506: 20,121 20,586
Old : 154,092: 101,050 8,560 3,500 29,420 121,445 133,970 133,506: 20,121 20,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: 405: 174 -4,513 -702 387 6,281 -141 1,066: 546 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 5.6 2.3 19.1 78.8 86.9 86.6: 13.1 13.4
Old : 100.0: 65.6 5.6 2.3 19.1 78.8 86.9 86.6: 13.1 13.4
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 : 117: 49 14 11 26 37 78 59:
Old : 117: 49 14 11 26 37 78 59:
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 : 27.7 36.8 41.5 55.1 26.5 35.3 40.1 53.6
Old : 27.7 36.8 41.5 55.1 26.5 35.3 40.1 53.6
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 22, 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 : 47,905: 32,190 47,552 256 15,407 0 47,853 47,808: 52 97
Old : 47,905: 32,190 47,552 256 15,407 0 47,853 47,808: 52 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -61: -62 -80 0 0 0 -62 -80: 1 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 99.3 0.5 32.2 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 67.2 99.3 0.5 32.2 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 : 39: 20 16 1 3 0 24 16:
Old : 39: 20 16 1 3 0 24 16:
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 : 70.8 80.0 90.1 92.9 70.8 80.0 90.1 92.6
Old : 70.8 80.0 90.1 92.9 70.8 80.0 90.1 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 31,230: 21,247 4,774 310 9,631 26,064 31,188 31,148: 42 82
Old : 31,230: 21,247 4,774 310 9,631 26,064 31,188 31,148: 42 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -324: 311 -323 271 -920 -189 -338 -241: 14 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 15.3 1.0 30.8 83.5 99.9 99.7: 0.1 0.3
Old : 100.0: 68.0 15.3 1.0 30.8 83.5 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 14 1 7 20 17 35:
Old : 49: 10 14 1 7 20 17 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 : 78.6 46.7 93.3 67.4 78.6 46.7 93.3 67.4
Old : 78.6 46.7 93.3 67.4 78.6 46.7 93.3 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 22, 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 : 21,343: 10,885 5,209 4 10,439 16,027 21,328 21,240: 15 103
Old : 21,343: 10,885 5,209 4 10,439 16,027 21,328 21,240: 15 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -736: -493 -17 -28 -194 -679 -715 -724: -21 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.4 0.0 48.9 75.1 99.9 99.5: 0.1 0.5
Old : 100.0: 51.0 24.4 0.0 48.9 75.1 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 : 31: 9 10 1 4 9 14 19:
Old : 31: 9 10 1 4 9 14 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 : 77.1 64.6 96.0 87.4 77.1 64.6 95.4 87.4
Old : 77.1 64.6 96.0 87.4 77.1 64.6 95.4 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017