WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 548,266: 151,183 200,159 163,590 187,365 137,004 502,139 500,754: 46,128 47,513
Old : 479,269: 135,089 190,953 139,400 163,510 110,137 437,999 440,491: 41,271 38,778
Other: 68,997: 24,148 17,259 16,137 23,856 26,867 64,140 60,263: 4,857 8,735
: : :
: : Changes in Commitments from: September 12, 2017 :
: -364: 5,233 4,464 -2,748 -2,413 -2,526 73 -810: -437 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 36.5 29.8 34.2 25.0 91.6 91.3: 8.4 8.7
Old : 100.0: 28.2 39.8 29.1 34.1 23.0 91.4 91.9: 8.6 8.1
Other: 100.0: 35.0 25.0 23.4 34.6 38.9 93.0 87.3: 7.0 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 444: 126 162 153 118 117 338 346:
Old : 437: 126 154 140 118 111 326 332:
Other: 180: 36 52 42 49 72 109 146:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.0 18.2 16.3 8.0 7.9 14.6 14.2
Old : 10.7 9.4 18.9 16.8 8.5 8.4 15.5 15.3
Other: 34.3 24.5 47.9 35.2 31.8 19.4 39.7 26.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 288,542: 101,837 77,151 43,285 118,850 144,640 263,972 265,077: 24,570 23,464
Old : 252,907: 101,182 76,749 30,855 98,507 127,312 230,545 234,916: 22,362 17,991
Other: 35,635: 10,002 9,750 3,083 20,343 17,329 33,428 30,161: 2,207 5,474
: : :
: : Changes in Commitments from: September 12, 2017 :
: -233: -1,864 -810 132 3,033 1,650 1,302 972: -1,535 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 26.7 15.0 41.2 50.1 91.5 91.9: 8.5 8.1
Old : 100.0: 40.0 30.3 12.2 39.0 50.3 91.2 92.9: 8.8 7.1
Other: 100.0: 28.1 27.4 8.7 57.1 48.6 93.8 84.6: 6.2 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 83 55 66 92 86 199 187:
Old : 262: 81 57 57 90 83 191 178:
Other: 120: 21 27 20 35 55 68 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 19.8 23.2 29.8 12.1 16.0 19.0 24.5
Old : 14.7 22.3 24.0 33.0 14.7 21.3 22.8 30.7
Other: 41.5 25.3 60.1 41.7 40.8 25.0 57.4 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,785,555: 351,016 405,011 449,459 741,363 705,225 1,541,838 1,559,695: 243,717 225,859
Old : 1,665,436: 351,922 412,116 403,373 673,999 646,391 1,429,295 1,461,880: 236,141 203,555
Other: 120,119: 29,577 23,379 15,603 67,363 58,834 112,543 97,815: 7,576 22,304
: : :
: : Changes in Commitments from: September 12, 2017 :
: 48,615: 7,115 18,899 17,837 17,142 4,911 42,094 41,646: 6,521 6,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 25.2 41.5 39.5 86.4 87.4: 13.6 12.6
Old : 100.0: 21.1 24.7 24.2 40.5 38.8 85.8 87.8: 14.2 12.2
Other: 100.0: 24.6 19.5 13.0 56.1 49.0 93.7 81.4: 6.3 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 794: 215 181 225 336 315 658 626:
Old : 792: 224 176 212 333 307 648 611:
Other: 335: 42 62 37 81 192 145 270:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 11.8 14.8 17.9 7.7 9.6 12.8 14.2
Old : 8.7 12.5 15.1 18.5 8.6 10.4 14.0 15.4
Other: 23.5 21.6 36.6 32.2 22.7 19.1 34.1 26.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 6,916: 1,785 440 1,507 1,228 4,141 4,520 6,088: 2,396 827
Old : 6,888: 1,785 440 1,507 1,224 4,141 4,516 6,088: 2,372 799
Other: 28: 0 0 0 4 0 4 0: 24 28
: : :
: : Changes in Commitments from: September 12, 2017 :
: 92: 15 -317 36 207 277 257 -4: -165 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.4 21.8 17.8 59.9 65.4 88.0: 34.6 12.0
Old : 100.0: 25.9 6.4 21.9 17.8 60.1 65.6 88.4: 34.4 11.6
Other: 100.0: 0.0 0.0 0.0 14.3 0.0 14.3 0.0: 85.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 4 8 10 12 29 21:
Old : 35: 16 4 8 10 12 29 21:
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 : 26.1 52.6 37.6 67.5 15.6 37.7 25.6 50.6
Old : 26.2 52.9 37.7 67.8 15.7 37.9 25.7 50.9
Other: 14.3 0.0 14.3 0.0 14.3 0.0 14.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 821,337: 140,112 118,901 235,575 390,183 370,367 765,869 724,842: 55,468 96,495
Old : 784,311: 138,123 117,444 224,495 369,951 350,227 732,569 692,166: 51,742 92,145
Other: 37,026: 9,295 8,763 3,773 20,232 20,140 33,300 32,676: 3,726 4,350
: : :
: : Changes in Commitments from: September 12, 2017 :
: -5,937: 3,981 -13,333 4,167 -14,563 4,394 -6,416 -4,772: 479 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.5 28.7 47.5 45.1 93.2 88.3: 6.8 11.7
Old : 100.0: 17.6 15.0 28.6 47.2 44.7 93.4 88.3: 6.6 11.7
Other: 100.0: 25.1 23.7 10.2 54.6 54.4 89.9 88.3: 10.1 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 156 226 255 183 205 506 543:
Old : 643: 155 228 254 180 204 502 541:
Other: 204: 39 41 31 50 96 103 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 10.2 22.4 17.2 13.3 7.2 18.6 11.5
Old : 15.6 10.2 22.6 17.1 13.8 7.5 19.2 12.1
Other: 28.7 48.6 42.8 58.2 28.7 48.0 42.8 56.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 17,683: 6,255 1,506 44 4 3,777 6,303 5,327: 11,380 12,356
Old : 17,125: 5,949 1,453 20 4 3,680 5,973 5,153: 11,152 11,972
Other: 558: 328 75 2 0 97 330 174: 228 384
: : :
: : Changes in Commitments from: September 12, 2017 :
: -704: 351 -855 -43 4 -157 312 -1,055: -1,016 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.5 0.2 0.0 21.4 35.6 30.1: 64.4 69.9
Old : 100.0: 34.7 8.5 0.1 0.0 21.5 34.9 30.1: 65.1 69.9
Other: 100.0: 58.8 13.4 0.4 0.0 17.4 59.1 31.2: 40.9 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 4 4 2 11 8 18:
Old : 20: 5 4 3 2 11 8 17:
Other: 13: 3 4 1 0 6 3 11:
:----------------------------------------------------------------------------------------------------
: 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 : 33.6 15.2 35.6 21.9 33.5 15.2 35.4 21.9
Old : 34.4 15.2 34.9 21.9 34.4 15.2 34.7 21.9
Other: 59.1 20.3 59.1 30.1 58.8 20.3 58.8 30.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 473,144: 142,702 34,500 104,486 187,070 305,151 434,257 444,137: 38,887 29,007
Old : 455,402: 137,892 34,983 100,447 180,234 292,426 418,573 427,856: 36,829 27,546
Other: 17,742: 7,779 2,487 1,069 6,836 12,725 15,684 16,281: 2,058 1,461
: : :
: : Changes in Commitments from: September 12, 2017 :
: 280: -1,441 1,465 -1,655 3,519 -1,732 423 -1,921: -143 2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.3 22.1 39.5 64.5 91.8 93.9: 8.2 6.1
Old : 100.0: 30.3 7.7 22.1 39.6 64.2 91.9 94.0: 8.1 6.0
Other: 100.0: 43.8 14.0 6.0 38.5 71.7 88.4 91.8: 11.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 110 61 130 84 79 272 234:
Old : 318: 115 66 127 83 78 270 231:
Other: 61: 15 13 10 19 18 41 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 : 13.2 34.9 19.9 41.4 10.6 33.0 16.8 39.2
Old : 13.7 34.9 20.7 41.6 11.0 33.2 17.5 39.6
Other: 41.1 49.4 63.4 65.9 40.2 48.5 59.0 62.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 867,226: 175,015 109,662 110,323 404,415 473,401 689,752 693,386: 177,474 173,840
Old : 867,226: 175,015 109,662 110,323 404,415 473,401 689,752 693,386: 177,474 173,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -20,850: -4,903 -19,402 -13,145 -9,360 2,743 -27,408 -29,805: 6,557 8,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 12.6 12.7 46.6 54.6 79.5 80.0: 20.5 20.0
Old : 100.0: 20.2 12.6 12.7 46.6 54.6 79.5 80.0: 20.5 20.0
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 : 178: 48 29 51 76 84 144 144:
Old : 178: 48 29 51 76 84 144 144:
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 : 20.2 21.6 28.1 33.7 14.3 16.2 20.4 23.6
Old : 20.2 21.6 28.1 33.7 14.3 16.2 20.4 23.6
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 19, 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 : 824,321: 57,786 145,618 12,079 642,205 574,629 712,071 732,327: 112,250 91,995
Old : 824,321: 57,786 145,618 12,079 642,205 574,629 712,071 732,327: 112,250 91,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -18,083: -3,658 -3,869 -4,812 -2,704 -9,355 -11,173 -18,036: -6,910 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 17.7 1.5 77.9 69.7 86.4 88.8: 13.6 11.2
Old : 100.0: 7.0 17.7 1.5 77.9 69.7 86.4 88.8: 13.6 11.2
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 : 113: 15 11 12 65 66 88 81:
Old : 113: 15 11 12 65 66 88 81:
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 : 23.5 41.2 37.2 53.4 17.8 41.0 28.0 50.9
Old : 23.5 41.2 37.2 53.4 17.8 41.0 28.0 50.9
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, September 19, 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 : 415,551: 72,018 69,227 84,769 213,604 229,464 370,390 383,460: 45,162 32,092
Old : 395,862: 72,609 69,305 78,319 201,429 218,158 352,358 365,783: 43,505 30,080
Other: 19,689: 1,842 2,355 4,016 12,175 11,306 18,032 17,677: 1,657 2,012
: : :
: : Changes in Commitments from: September 12, 2017 :
: -9,318: 3,594 -12,463 -5,039 -7,488 9,902 -8,932 -7,599: -386 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.7 20.4 51.4 55.2 89.1 92.3: 10.9 7.7
Old : 100.0: 18.3 17.5 19.8 50.9 55.1 89.0 92.4: 11.0 7.6
Other: 100.0: 9.4 12.0 20.4 61.8 57.4 91.6 89.8: 8.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 68 70 99 103 93 230 221:
Old : 279: 74 68 94 102 92 227 217:
Other: 75: 15 13 20 30 20 56 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 24.2 20.9 31.0 13.2 21.1 18.1 26.3
Old : 14.8 24.2 21.2 31.2 13.7 21.4 18.8 26.9
Other: 32.6 33.0 51.0 52.7 28.8 26.1 40.6 39.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 11,556: 3,848 2,316 692 4,699 7,413 9,239 10,420: 2,316 1,135
Old : 11,556: 3,848 2,316 692 4,699 7,413 9,239 10,420: 2,316 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 219: 3 243 -31 297 5 269 217: -51 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 20.0 6.0 40.7 64.2 80.0 90.2: 20.0 9.8
Old : 100.0: 33.3 20.0 6.0 40.7 64.2 80.0 90.2: 20.0 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 : 78: 35 16 12 17 17 54 43:
Old : 78: 35 16 12 17 17 54 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 : 34.3 49.6 44.6 63.6 34.3 49.3 43.9 63.3
Old : 34.3 49.6 44.6 63.6 34.3 49.3 43.9 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,638,814: 262,092 359,941 114,847 1,130,164 1,006,279 1,507,103 1,481,068: 131,711 157,747
Old : 1,638,814: 262,092 359,941 114,847 1,130,164 1,006,279 1,507,103 1,481,068: 131,711 157,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 38,733: -28,783 -18,810 9,519 66,616 51,963 47,353 42,672: -8,619 -3,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 22.0 7.0 69.0 61.4 92.0 90.4: 8.0 9.6
Old : 100.0: 16.0 22.0 7.0 69.0 61.4 92.0 90.4: 8.0 9.6
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 : 278: 52 56 44 119 125 194 202:
Old : 278: 52 56 44 119 125 194 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 25.5 31.8 37.1 20.4 24.2 29.9 31.9
Old : 21.7 25.5 31.8 37.1 20.4 24.2 29.9 31.9
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 19, 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 : 4,006,215: 911,317 628,534 542,990 2,143,305 2,289,981 3,597,612 3,461,505: 408,603 544,711
Old : 4,006,215: 911,317 628,534 542,990 2,143,305 2,289,981 3,597,612 3,461,505: 408,603 544,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -29,630: 49,460 31,025 -20,930 -62,339 -30,407 -33,809 -20,312: 4,178 -9,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.7 13.6 53.5 57.2 89.8 86.4: 10.2 13.6
Old : 100.0: 22.7 15.7 13.6 53.5 57.2 89.8 86.4: 10.2 13.6
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 : 434: 90 96 112 185 212 335 360:
Old : 434: 90 96 112 185 212 335 360:
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 : 24.5 12.7 32.6 21.1 22.0 10.0 27.2 14.2
Old : 24.5 12.7 32.6 21.1 22.0 10.0 27.2 14.2
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 19, 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 : 424,252: 92,144 52,158 6,920 244,527 236,450 343,591 295,528: 80,661 128,724
Old : 424,252: 92,144 52,158 6,920 244,527 236,450 343,591 295,528: 80,661 128,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 2,539: 3,271 807 2,630 -1,402 5,931 4,499 9,368: -1,960 -6,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 12.3 1.6 57.6 55.7 81.0 69.7: 19.0 30.3
Old : 100.0: 21.7 12.3 1.6 57.6 55.7 81.0 69.7: 19.0 30.3
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 : 69: 11 7 6 37 43 51 53:
Old : 69: 11 7 6 37 43 51 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 : 36.1 27.1 48.6 37.8 35.9 25.9 48.3 35.0
Old : 36.1 27.1 48.6 37.8 35.9 25.9 48.3 35.0
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 19, 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 : 3,222,911: 458,807 659,900 218,892 2,246,145 1,963,496 2,923,844 2,842,288: 299,068 380,624
Old : 3,222,911: 458,807 659,900 218,892 2,246,145 1,963,496 2,923,844 2,842,288: 299,068 380,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -121,824: -122,999 -17,995 28,695 -12,741 -143,913 -107,046 -133,214: -14,778 11,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.5 6.8 69.7 60.9 90.7 88.2: 9.3 11.8
Old : 100.0: 14.2 20.5 6.8 69.7 60.9 90.7 88.2: 9.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 53 64 63 127 152 213 246:
Old : 300: 53 64 63 127 152 213 246:
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 : 32.2 21.3 43.3 29.9 28.4 21.1 37.7 28.4
Old : 32.2 21.3 43.3 29.9 28.4 21.1 37.7 28.4
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 19, 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 : 1,652,661: 63,370 235,934 347,787 1,205,018 1,003,298 1,616,174 1,587,019: 36,487 65,642
Old : 1,652,661: 63,370 235,934 347,787 1,205,018 1,003,298 1,616,174 1,587,019: 36,487 65,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -84,455: 12,428 -12,409 -65,600 -28,415 -1,980 -81,587 -79,989: -2,868 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 14.3 21.0 72.9 60.7 97.8 96.0: 2.2 4.0
Old : 100.0: 3.8 14.3 21.0 72.9 60.7 97.8 96.0: 2.2 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 : 171: 21 57 49 64 82 118 161:
Old : 171: 21 57 49 64 82 118 161:
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 : 35.2 22.4 49.4 33.1 24.0 10.2 29.5 14.5
Old : 35.2 22.4 49.4 33.1 24.0 10.2 29.5 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 77,402: 49,591 6,075 2,013 15,931 59,287 67,535 67,375: 9,867 10,026
Old : 77,402: 49,591 6,075 2,013 15,931 59,287 67,535 67,375: 9,867 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -7,689: 2,285 330 -1,177 -8,573 -6,115 -7,464 -6,962: -225 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 7.8 2.6 20.6 76.6 87.3 87.0: 12.7 13.0
Old : 100.0: 64.1 7.8 2.6 20.6 76.6 87.3 87.0: 12.7 13.0
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 : 118: 46 20 9 25 35 75 60:
Old : 118: 46 20 9 25 35 75 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 : 26.8 37.4 40.9 57.7 25.1 36.2 39.1 56.5
Old : 26.8 37.4 40.9 57.7 25.1 36.2 39.1 56.5
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 19, 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 : 154,804: 99,182 12,150 4,026 31,863 118,575 135,070 134,751: 19,734 20,053
Old : 154,804: 99,182 12,150 4,026 31,863 118,575 135,070 134,751: 19,734 20,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -15,379: 4,571 660 -2,353 -17,146 -12,230 -14,929 -13,923: -450 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 7.8 2.6 20.6 76.6 87.3 87.0: 12.7 13.0
Old : 100.0: 64.1 7.8 2.6 20.6 76.6 87.3 87.0: 12.7 13.0
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 : 118: 46 20 9 25 35 75 60:
Old : 118: 46 20 9 25 35 75 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 : 26.8 37.4 40.9 57.7 25.1 36.2 39.1 56.5
Old : 26.8 37.4 40.9 57.7 25.1 36.2 39.1 56.5
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 19, 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 : 102,318: 62,507 77,922 24,361 15,374 0 102,242 102,283: 76 35
Old : 102,318: 62,507 77,922 24,361 15,374 0 102,242 102,283: 76 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 36,911: 13,333 13,220 23,690 -88 0 36,935 36,910: -24 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 76.2 23.8 15.0 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 61.1 76.2 23.8 15.0 0.0 99.9 100.0: 0.1 0.0
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 : 40: 23 13 3 2 0 28 15:
Old : 40: 23 13 3 2 0 28 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 : 72.3 88.1 90.2 96.9 56.6 69.5 71.0 75.0
Old : 72.3 88.1 90.2 96.9 56.6 69.5 71.0 75.0
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 19, 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 : 27,378: 12,812 5,286 3 14,508 22,017 27,323 27,306: 55 72
Old : 27,378: 12,812 5,286 3 14,508 22,017 27,323 27,306: 55 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -10,235: -9,548 -207 -1,122 435 -8,942 -10,235 -10,271: 0 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 19.3 0.0 53.0 80.4 99.8 99.7: 0.2 0.3
Old : 100.0: 46.8 19.3 0.0 53.0 80.4 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 : 46: 10 12 1 7 19 17 32:
Old : 46: 10 12 1 7 19 17 32:
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 : 73.1 45.1 92.0 65.2 73.1 45.1 92.0 65.2
Old : 73.1 45.1 92.0 65.2 73.1 45.1 92.0 65.2
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 19, 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 : 20,118: 16,606 4,916 49 3,376 15,109 20,031 20,074: 87 44
Old : 20,118: 16,606 4,916 49 3,376 15,109 20,031 20,074: 87 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: -2,772: 5,643 355 -1,921 -6,535 -1,187 -2,813 -2,753: 41 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 24.4 0.2 16.8 75.1 99.6 99.8: 0.4 0.2
Old : 100.0: 82.5 24.4 0.2 16.8 75.1 99.6 99.8: 0.4 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 : 31: 12 7 1 3 10 16 17:
Old : 31: 12 7 1 3 10 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 65.0 97.2 87.9 84.6 65.0 96.6 87.9
Old : 84.6 65.0 97.2 87.9 84.6 65.0 96.6 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017