WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 548,879: 144,398 198,331 163,719 193,850 138,544 501,967 500,594: 46,912 48,285
Old : 483,592: 129,441 192,333 139,443 172,252 112,359 441,137 444,135: 42,455 39,456
Other: 65,287: 24,620 15,661 14,613 21,598 26,185 60,831 56,459: 4,456 8,828
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,185: 3,105 10,132 -144 -2,277 -10,322 684 -334: 502 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 36.1 29.8 35.3 25.2 91.5 91.2: 8.5 8.8
Old : 100.0: 26.8 39.8 28.8 35.6 23.2 91.2 91.8: 8.8 8.2
Other: 100.0: 37.7 24.0 22.4 33.1 40.1 93.2 86.5: 6.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 135 148 151 114 112 337 329:
Old : 428: 133 146 140 114 107 326 320:
Other: 174: 36 48 35 46 69 104 134:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 8.4 18.3 15.2 8.2 7.5 15.0 13.6
Old : 10.2 9.0 18.5 16.5 8.3 8.2 15.4 14.9
Other: 31.2 24.9 46.6 36.1 28.6 19.4 38.8 27.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 287,654: 104,762 76,329 43,403 113,864 143,648 262,029 263,380: 25,625 24,274
Old : 255,200: 105,351 75,932 30,954 95,556 129,499 231,861 236,385: 23,339 18,815
Other: 32,454: 8,282 9,268 3,578 18,308 14,149 30,168 26,995: 2,286 5,459
: : :
: : Changes in Commitments from: August 29, 2017 :
: -3,302: 1,960 4,250 -6,677 2,617 1,232 -2,101 -1,196: -1,202 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 26.5 15.1 39.6 49.9 91.1 91.6: 8.9 8.4
Old : 100.0: 41.3 29.8 12.1 37.4 50.7 90.9 92.6: 9.1 7.4
Other: 100.0: 25.5 28.6 11.0 56.4 43.6 93.0 83.2: 7.0 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 88 48 64 86 82 194 179:
Old : 254: 87 48 52 84 78 186 166:
Other: 115: 18 26 21 32 54 64 90:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 19.4 23.1 30.1 11.6 16.0 18.7 25.1
Old : 14.6 21.7 24.7 32.9 14.2 21.0 22.9 31.1
Other: 43.6 26.0 61.3 40.9 42.4 26.0 57.9 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 1,675,001: 336,597 374,787 404,540 702,132 686,683 1,443,269 1,466,010: 231,732 208,990
Old : 1,569,976: 338,430 374,219 365,001 641,108 642,594 1,344,538 1,381,813: 225,438 188,163
Other: 105,024: 23,433 25,835 14,273 61,025 44,089 98,731 84,197: 6,294 20,827
: : :
: : Changes in Commitments from: August 29, 2017 :
: -32,699: -4,247 32,372 -13,606 -18,827 -31,412 -36,679 -12,646: 3,980 -20,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.4 24.2 41.9 41.0 86.2 87.5: 13.8 12.5
Old : 100.0: 21.6 23.8 23.2 40.8 40.9 85.6 88.0: 14.4 12.0
Other: 100.0: 22.3 24.6 13.6 58.1 42.0 94.0 80.2: 6.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 792: 215 179 222 329 321 648 629:
Old : 789: 224 173 210 326 315 639 615:
Other: 332: 39 63 34 74 191 137 265:
:----------------------------------------------------------------------------------------------------
: 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 12.1 16.0 18.2 8.4 9.2 13.9 13.8
Old : 9.4 12.6 16.3 19.0 9.2 10.2 14.9 15.1
Other: 21.7 17.3 34.2 27.8 20.8 13.8 30.9 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 6,589: 1,948 664 1,406 616 3,685 3,971 5,756: 2,618 833
Old : 6,561: 1,948 664 1,406 610 3,685 3,965 5,756: 2,596 805
Other: 28: 0 0 0 6 0 6 0: 22 28
: : :
: : Changes in Commitments from: August 29, 2017 :
: -144: -348 93 -39 90 -312 -296 -258: 152 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.1 21.3 9.4 55.9 60.3 87.4: 39.7 12.6
Old : 100.0: 29.7 10.1 21.4 9.3 56.2 60.4 87.7: 39.6 12.3
Other: 100.0: 0.0 0.0 0.0 21.4 0.0 21.4 0.0: 78.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 6 7 8 10 26 17:
Old : 30: 12 6 7 8 10 26 17:
Other: 1: 0 0 0 1 0 1 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 : 23.0 55.4 34.0 71.1 17.5 43.8 27.1 58.7
Old : 23.1 55.6 34.0 71.4 17.6 44.0 27.3 59.0
Other: 21.4 0.0 21.4 0.0 21.4 0.0 21.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 816,962: 131,007 135,005 233,828 396,171 357,167 761,006 725,999: 55,956 90,963
Old : 785,354: 126,248 133,586 226,007 380,283 338,683 732,537 698,276: 52,817 87,078
Other: 31,607: 9,415 6,074 3,165 15,888 18,483 28,468 27,723: 3,139 3,885
: : :
: : Changes in Commitments from: August 29, 2017 :
: 18,413: 3,912 -12,504 18,526 -5,888 17,937 16,549 23,958: 1,864 -5,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.5 28.6 48.5 43.7 93.2 88.9: 6.8 11.1
Old : 100.0: 16.1 17.0 28.8 48.4 43.1 93.3 88.9: 6.7 11.1
Other: 100.0: 29.8 19.2 10.0 50.3 58.5 90.1 87.7: 9.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 163 196 241 174 215 483 532:
Old : 632: 169 194 239 172 214 481 529:
Other: 202: 33 40 29 42 101 94 155:
:----------------------------------------------------------------------------------------------------
: 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 10.1 22.3 16.9 13.7 7.5 19.8 12.3
Old : 15.1 10.0 22.6 16.8 14.1 7.8 20.3 12.7
Other: 29.9 44.6 44.3 55.9 29.9 43.9 44.3 55.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 18,982: 5,702 2,191 87 0 4,205 5,789 6,483: 13,193 12,499
Old : 18,504: 5,500 2,139 25 0 4,110 5,525 6,274: 12,979 12,230
Other: 478: 262 112 2 0 95 264 209: 214 269
: : :
: : Changes in Commitments from: August 29, 2017 :
: 50: 306 177 -15 0 53 291 215: -241 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 11.5 0.5 0.0 22.2 30.5 34.2: 69.5 65.8
Old : 100.0: 29.7 11.6 0.1 0.0 22.2 29.9 33.9: 70.1 66.1
Other: 100.0: 54.8 23.4 0.4 0.0 19.9 55.2 43.7: 44.8 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 6 0 12 7 23:
Old : 24: 5 7 4 0 12 7 21:
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 : 28.7 16.6 30.5 22.7 28.4 16.6 30.0 22.7
Old : 29.5 16.5 29.9 22.6 29.4 16.5 29.7 22.6
Other: 55.2 25.9 55.2 40.4 54.8 25.9 54.8 40.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 458,084: 133,554 32,694 102,263 180,321 295,336 416,138 430,293: 41,946 27,791
Old : 442,369: 130,502 33,566 97,541 173,868 284,345 401,911 415,451: 40,458 26,918
Other: 15,715: 6,670 2,747 1,104 6,453 10,991 14,227 14,842: 1,488 873
: : :
: : Changes in Commitments from: August 29, 2017 :
: 16,568: 20,963 -3,207 1,505 -9,064 19,137 13,404 17,434: 3,165 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.1 22.3 39.4 64.5 90.8 93.9: 9.2 6.1
Old : 100.0: 29.5 7.6 22.0 39.3 64.3 90.9 93.9: 9.1 6.1
Other: 100.0: 42.4 17.5 7.0 41.1 69.9 90.5 94.4: 9.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 108 64 124 88 81 275 226:
Old : 317: 114 65 121 87 80 273 223:
Other: 55: 11 13 8 17 19 33 35:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 35.8 18.6 42.5 10.3 34.6 16.7 41.1
Old : 11.8 36.2 19.2 43.1 10.7 35.4 17.4 42.0
Other: 45.0 46.6 67.5 62.2 44.8 45.8 64.9 61.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 879,354: 179,569 136,091 96,700 425,338 457,708 701,607 690,498: 177,747 188,855
Old : 879,354: 179,569 136,091 96,700 425,338 457,708 701,607 690,498: 177,747 188,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -15,327: 10,151 13,427 14,703 -38,474 -51,642 -13,621 -23,512: -1,706 8,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 15.5 11.0 48.4 52.1 79.8 78.5: 20.2 21.5
Old : 100.0: 20.4 15.5 11.0 48.4 52.1 79.8 78.5: 20.2 21.5
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 : 165: 35 37 50 70 78 132 138:
Old : 165: 35 37 50 70 78 132 138:
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 : 19.7 22.3 28.6 33.2 13.8 16.5 21.4 23.8
Old : 19.7 22.3 28.6 33.2 13.8 16.5 21.4 23.8
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, September 05, 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 : 885,945: 72,240 170,678 16,950 678,553 611,298 767,743 798,926: 118,202 87,019
Old : 885,945: 72,240 170,678 16,950 678,553 611,298 767,743 798,926: 118,202 87,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -10,681: -3,823 5,446 -1,399 -8,919 -8,267 -14,141 -4,220: 3,461 -6,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 19.3 1.9 76.6 69.0 86.7 90.2: 13.3 9.8
Old : 100.0: 8.2 19.3 1.9 76.6 69.0 86.7 90.2: 13.3 9.8
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 : 121: 13 17 14 67 71 90 92:
Old : 121: 13 17 14 67 71 90 92:
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 : 22.7 40.0 36.8 52.1 17.8 36.3 28.1 46.3
Old : 22.7 40.0 36.8 52.1 17.8 36.3 28.1 46.3
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, September 05, 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 : 1,626: 839 378 135 431 893 1,405 1,406: 221 220
Old : 1,626: 839 378 135 431 893 1,405 1,406: 221 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -78: -201 -32 74 49 -187 -78 -145: 0 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 23.2 8.3 26.5 54.9 86.4 86.5: 13.6 13.5
Old : 100.0: 51.6 23.2 8.3 26.5 54.9 86.4 86.5: 13.6 13.5
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 : 21: 10 2 3 6 8 16 13:
Old : 21: 10 2 3 6 8 16 13:
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 : 48.5 72.8 68.4 82.8 43.7 70.4 60.2 75.2
Old : 48.5 72.8 68.4 82.8 43.7 70.4 60.2 75.2
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, September 05, 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 : 422,614: 67,842 83,421 91,917 217,395 213,920 377,154 389,257: 45,460 33,357
Old : 407,813: 68,612 83,050 86,988 207,926 205,972 363,527 376,010: 44,286 31,803
Other: 14,801: 1,262 2,403 2,896 9,469 7,948 13,627 13,247: 1,174 1,554
: : :
: : Changes in Commitments from: August 29, 2017 :
: 2,124: 1,026 -978 -166 -872 4,235 -12 3,090: 2,136 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.7 21.7 51.4 50.6 89.2 92.1: 10.8 7.9
Old : 100.0: 16.8 20.4 21.3 51.0 50.5 89.1 92.2: 10.9 7.8
Other: 100.0: 8.5 16.2 19.6 64.0 53.7 92.1 89.5: 7.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 67 71 88 100 89 223 211:
Old : 278: 71 72 84 99 87 220 207:
Other: 71: 8 15 15 31 20 52 40:
:----------------------------------------------------------------------------------------------------
: 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 19.7 19.6 26.2 13.1 16.0 18.2 21.7
Old : 13.9 19.7 20.1 26.3 13.6 16.3 18.8 22.2
Other: 36.6 31.1 54.1 50.5 30.0 25.0 41.4 38.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 10,685: 3,877 1,722 543 3,908 7,241 8,329 9,506: 2,356 1,179
Old : 10,685: 3,877 1,722 543 3,908 7,241 8,329 9,506: 2,356 1,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -232: 477 -156 -133 -321 287 23 -2: -254 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 16.1 5.1 36.6 67.8 77.9 89.0: 22.1 11.0
Old : 100.0: 36.3 16.1 5.1 36.6 67.8 77.9 89.0: 22.1 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 : 76: 34 15 12 16 16 54 39:
Old : 76: 34 15 12 16 16 54 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 51.9 43.8 64.7 33.2 51.6 43.8 64.4
Old : 33.2 51.9 43.8 64.7 33.2 51.6 43.8 64.4
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, September 05, 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 : 1,572,675: 248,432 399,803 109,423 1,072,050 915,413 1,429,905 1,424,639: 142,769 148,036
Old : 1,572,675: 248,432 399,803 109,423 1,072,050 915,413 1,429,905 1,424,639: 142,769 148,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -54,974: -13,081 24,982 -10,027 -25,016 -56,568 -48,124 -41,614: -6,850 -13,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.4 7.0 68.2 58.2 90.9 90.6: 9.1 9.4
Old : 100.0: 15.8 25.4 7.0 68.2 58.2 90.9 90.6: 9.1 9.4
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 : 298: 61 59 42 126 135 206 217:
Old : 298: 61 59 42 126 135 206 217:
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 : 20.6 28.2 30.9 36.3 20.6 26.8 29.8 33.1
Old : 20.6 28.2 30.9 36.3 20.6 26.8 29.8 33.1
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, September 05, 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 : 4,189,652: 872,091 654,511 567,916 2,352,682 2,408,856 3,792,690 3,631,284: 396,962 558,368
Old : 4,189,652: 872,091 654,511 567,916 2,352,682 2,408,856 3,792,690 3,631,284: 396,962 558,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -11,267: -39,697 30,840 -58,800 121,939 53,007 23,442 25,047: -34,709 -36,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.6 13.6 56.2 57.5 90.5 86.7: 9.5 13.3
Old : 100.0: 20.8 15.6 13.6 56.2 57.5 90.5 86.7: 9.5 13.3
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 : 421: 82 98 110 183 206 324 355:
Old : 421: 82 98 110 183 206 324 355:
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 13.9 35.5 22.1 22.0 9.2 28.2 13.2
Old : 24.9 13.9 35.5 22.1 22.0 9.2 28.2 13.2
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, September 05, 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 : 427,155: 87,841 60,307 4,858 250,425 235,692 343,124 300,857: 84,031 126,298
Old : 427,155: 87,841 60,307 4,858 250,425 235,692 343,124 300,857: 84,031 126,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -420: -3,957 -8,886 2,336 4,962 12,547 3,341 5,997: -3,761 -6,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 14.1 1.1 58.6 55.2 80.3 70.4: 19.7 29.6
Old : 100.0: 20.6 14.1 1.1 58.6 55.2 80.3 70.4: 19.7 29.6
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 : 68: 11 7 8 39 41 53 53:
Old : 68: 11 7 8 39 41 53 53:
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 : 35.7 29.6 49.8 39.8 35.4 29.1 49.4 38.0
Old : 35.7 29.6 49.8 39.8 35.4 29.1 49.4 38.0
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, September 05, 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 : 3,399,138: 592,348 650,672 178,933 2,326,077 2,215,634 3,097,358 3,045,239: 301,779 353,899
Old : 3,399,138: 592,348 650,672 178,933 2,326,077 2,215,634 3,097,358 3,045,239: 301,779 353,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -117,093: 16,171 40,502 17,021 -98,019 -111,614 -64,827 -54,090: -52,266 -63,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.1 5.3 68.4 65.2 91.1 89.6: 8.9 10.4
Old : 100.0: 17.4 19.1 5.3 68.4 65.2 91.1 89.6: 8.9 10.4
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 : 320: 64 64 61 138 157 231 253:
Old : 320: 64 64 61 138 157 231 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 24.2 41.8 33.8 27.8 23.2 36.0 31.3
Old : 31.2 24.2 41.8 33.8 27.8 23.2 36.0 31.3
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, September 05, 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 : 1,693,393: 40,245 284,173 392,814 1,225,158 949,247 1,658,217 1,626,234: 35,176 67,159
Old : 1,693,393: 40,245 284,173 392,814 1,225,158 949,247 1,658,217 1,626,234: 35,176 67,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -65,193: -8,798 -3,672 -10,596 -44,607 -48,075 -64,002 -62,344: -1,191 -2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 16.8 23.2 72.3 56.1 97.9 96.0: 2.1 4.0
Old : 100.0: 2.4 16.8 23.2 72.3 56.1 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 : 166: 17 60 46 62 76 113 156:
Old : 166: 17 60 46 62 76 113 156:
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 : 33.9 21.4 49.9 33.6 24.1 10.0 30.8 15.3
Old : 33.9 21.4 49.9 33.6 24.1 10.0 30.8 15.3
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, September 05, 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 : 75,647: 46,214 6,553 2,374 17,704 57,324 66,293 66,251: 9,354 9,395
Old : 75,647: 46,214 6,553 2,374 17,704 57,324 66,293 66,251: 9,354 9,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -2,859: -4,055 110 492 1,162 -2,761 -2,400 -2,159: -459 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 8.7 3.1 23.4 75.8 87.6 87.6: 12.4 12.4
Old : 100.0: 61.1 8.7 3.1 23.4 75.8 87.6 87.6: 12.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 48 23 12 32 34 83 66:
Old : 124: 48 23 12 32 34 83 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 36.1 40.5 54.6 25.8 34.4 39.5 53.0
Old : 26.7 36.1 40.5 54.6 25.8 34.4 39.5 53.0
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, September 05, 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 : 151,294: 92,429 13,107 4,749 35,408 114,647 132,586 132,503: 18,708 18,791
Old : 151,294: 92,429 13,107 4,749 35,408 114,647 132,586 132,503: 18,708 18,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -5,719: -8,110 221 984 2,325 -5,523 -4,801 -4,318: -918 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 8.7 3.1 23.4 75.8 87.6 87.6: 12.4 12.4
Old : 100.0: 61.1 8.7 3.1 23.4 75.8 87.6 87.6: 12.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 48 23 12 32 34 83 66:
Old : 124: 48 23 12 32 34 83 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 36.1 40.5 54.6 25.8 34.4 39.5 53.0
Old : 26.7 36.1 40.5 54.6 25.8 34.4 39.5 53.0
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, September 05, 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 : 48,398: 32,777 48,223 85 15,462 0 48,324 48,308: 74 90
Old : 48,398: 32,777 48,223 85 15,462 0 48,324 48,308: 74 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -573: -440 -390 -171 32 0 -579 -561: 6 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 99.6 0.2 31.9 0.0 99.8 99.8: 0.2 0.2
Old : 100.0: 67.7 99.6 0.2 31.9 0.0 99.8 99.8: 0.2 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 : 70.1 79.1 89.7 95.3 70.1 79.1 89.7 95.1
Old : 70.1 79.1 89.7 95.3 70.1 79.1 89.7 95.1
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, September 05, 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 : 33,527: 22,493 5,976 316 10,663 27,148 33,472 33,440: 55 87
Old : 33,527: 22,493 5,976 316 10,663 27,148 33,472 33,440: 55 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 1,575: 840 898 0 701 673 1,541 1,571: 34 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 17.8 0.9 31.8 81.0 99.8 99.7: 0.2 0.3
Old : 100.0: 67.1 17.8 0.9 31.8 81.0 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 15 1 7 21 17 36:
Old : 49: 9 15 1 7 21 17 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 42.3 95.3 62.5 80.5 42.3 95.3 62.5
Old : 80.5 42.3 95.3 62.5 80.5 42.3 95.3 62.5
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, September 05, 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 : 20,515: 10,193 4,648 4 10,273 15,783 20,470 20,435: 45 80
Old : 20,515: 10,193 4,648 4 10,273 15,783 20,470 20,435: 45 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: -500: -142 -347 0 -371 -127 -513 -474: 13 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 22.7 0.0 50.1 76.9 99.8 99.6: 0.2 0.4
Old : 100.0: 49.7 22.7 0.0 50.1 76.9 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 8 1 4 9 14 17:
Old : 29: 9 8 1 4 9 14 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 : 84.4 66.1 97.7 87.5 84.4 66.1 97.1 87.5
Old : 84.4 66.1 97.7 87.5 84.4 66.1 97.1 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017