WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 552,053: 143,768 182,089 166,620 200,538 154,519 510,926 503,228: 41,126 48,825 Old : 470,088: 128,406 172,517 135,059 170,729 122,818 434,194 430,393: 35,894 39,694 Other: 81,965: 27,502 21,713 19,421 29,809 31,701 76,732 72,835: 5,233 9,130 : : : : : Changes in Commitments from: September 26, 2017 : : 18,503: -3,007 -7,995 11,041 11,811 14,510 19,846 17,556: -1,342 947 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 33.0 30.2 36.3 28.0 92.6 91.2: 7.4 8.8 Old : 100.0: 27.3 36.7 28.7 36.3 26.1 92.4 91.6: 7.6 8.4 Other: 100.0: 33.6 26.5 23.7 36.4 38.7 93.6 88.9: 6.4 11.1 : : : :# Traders : Number of Traders in Each Category : All : 440: 136 152 164 115 115 345 347: Old : 433: 133 147 152 112 111 333 334: Other: 185: 43 49 44 50 77 112 154: :---------------------------------------------------------------------------------------------------- : 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 : 11.0 9.2 18.9 16.2 8.4 7.3 15.1 13.3 Old : 11.4 9.5 19.5 17.0 9.6 8.1 16.7 14.5 Other: 30.1 20.3 44.2 33.3 25.9 18.3 34.4 26.6 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 286,314: 92,842 72,922 43,396 124,984 144,587 261,222 260,905: 25,091 25,409 Old : 246,799: 91,020 73,174 28,916 104,386 125,421 224,322 227,511: 22,477 19,288 Other: 39,515: 11,983 9,909 4,319 20,598 19,166 36,900 33,394: 2,614 6,121 : : : : : Changes in Commitments from: September 26, 2017 : : 3,591: -4,586 -1,167 3,437 5,149 -71 4,000 2,200: -409 1,391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 25.5 15.2 43.7 50.5 91.2 91.1: 8.8 8.9 Old : 100.0: 36.9 29.6 11.7 42.3 50.8 90.9 92.2: 9.1 7.8 Other: 100.0: 30.3 25.1 10.9 52.1 48.5 93.4 84.5: 6.6 15.5 : : : :# Traders : Number of Traders in Each Category : All : 255: 75 55 69 91 81 197 182: Old : 252: 77 56 60 88 76 189 170: Other: 120: 24 26 23 34 54 70 92: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 19.4 27.1 28.8 12.3 15.6 19.2 23.5 Old : 18.0 22.3 28.5 31.9 15.1 20.9 23.9 29.3 Other: 36.9 25.3 53.9 40.9 36.8 24.7 51.8 39.7 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,804,698: 350,008 415,429 452,134 761,223 711,645 1,563,365 1,579,208: 241,332 225,490 Old : 1,661,245: 348,832 421,671 400,999 678,468 639,511 1,428,299 1,462,181: 232,947 199,065 Other: 143,452: 32,782 25,364 19,529 82,755 72,134 135,066 117,027: 8,386 26,426 : : : : : Changes in Commitments from: September 26, 2017 : : 47,778: -3,222 7,346 28,605 24,788 6,465 50,171 42,417: -2,393 5,361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 23.0 25.1 42.2 39.4 86.6 87.5: 13.4 12.5 Old : 100.0: 21.0 25.4 24.1 40.8 38.5 86.0 88.0: 14.0 12.0 Other: 100.0: 22.9 17.7 13.6 57.7 50.3 94.2 81.6: 5.8 18.4 : : : :# Traders : Number of Traders in Each Category : All : 801: 203 198 232 330 317 650 647: Old : 799: 221 187 220 328 310 643 632: Other: 351: 51 64 44 84 192 159 278: :---------------------------------------------------------------------------------------------------- : 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 : 8.5 11.9 14.4 17.5 7.7 10.0 12.9 14.3 Old : 8.5 11.9 14.6 17.6 8.3 10.1 13.7 14.6 Other: 28.1 24.8 39.9 36.6 27.6 23.2 37.3 31.3 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 6,831: 1,894 480 1,541 1,156 4,073 4,591 6,094: 2,240 737 Old : 6,803: 1,894 480 1,541 1,152 4,073 4,587 6,094: 2,216 709 Other: 28: 0 0 0 4 0 4 0: 24 28 : : : : : Changes in Commitments from: September 26, 2017 : : -310: 39 29 -18 -305 -289 -284 -277: -26 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 7.0 22.6 16.9 59.6 67.2 89.2: 32.8 10.8 Old : 100.0: 27.8 7.1 22.7 16.9 59.9 67.4 89.6: 32.6 10.4 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 : 36: 15 6 8 10 12 30 21: Old : 36: 15 6 8 10 12 30 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 : 24.8 54.2 36.9 69.0 18.9 42.7 29.0 54.0 Old : 24.9 54.4 37.0 69.3 19.0 42.9 29.1 54.3 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, October 03, 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 : 848,692: 146,402 111,410 228,714 413,057 408,378 788,172 748,502: 60,520 100,190 Old : 805,170: 145,374 111,024 214,173 388,926 384,602 748,473 709,799: 56,697 95,371 Other: 43,522: 10,895 10,253 4,674 24,131 23,776 39,700 38,703: 3,823 4,819 : : : : : Changes in Commitments from: September 26, 2017 : : 29,294: 719 344 5,540 19,903 20,761 26,162 26,645: 3,132 2,649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 13.1 26.9 48.7 48.1 92.9 88.2: 7.1 11.8 Old : 100.0: 18.1 13.8 26.6 48.3 47.8 93.0 88.2: 7.0 11.8 Other: 100.0: 25.0 23.6 10.7 55.4 54.6 91.2 88.9: 8.8 11.1 : : : :# Traders : Number of Traders in Each Category : All : 643: 180 194 259 184 212 511 546: Old : 641: 180 199 252 183 210 505 541: Other: 226: 47 49 37 51 101 119 168: :---------------------------------------------------------------------------------------------------- : 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 : 14.6 11.1 21.7 18.5 13.1 7.2 18.1 12.4 Old : 15.1 10.9 22.5 18.0 13.6 7.6 19.1 12.4 Other: 29.8 49.5 41.4 58.9 29.8 48.2 41.4 56.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 450,331: 114,044 57,797 119,417 182,734 243,096 416,195 420,310: 34,136 30,021 Old : 429,177: 107,106 59,333 114,329 175,492 226,935 396,927 400,597: 32,250 28,580 Other: 21,154: 10,326 1,852 1,700 7,242 16,161 19,268 19,713: 1,886 1,441 : : : : : Changes in Commitments from: September 26, 2017 : : -14,725: -23,121 19,092 9,155 3,075 -42,901 -10,891 -14,654: -3,833 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 12.8 26.5 40.6 54.0 92.4 93.3: 7.6 6.7 Old : 100.0: 25.0 13.8 26.6 40.9 52.9 92.5 93.3: 7.5 6.7 Other: 100.0: 48.8 8.8 8.0 34.2 76.4 91.1 93.2: 8.9 6.8 : : : :# Traders : Number of Traders in Each Category : All : 324: 90 92 137 80 76 260 253: Old : 323: 94 95 132 78 76 255 251: Other: 60: 16 14 13 21 14 45 33: :---------------------------------------------------------------------------------------------------- : 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 : 12.9 28.5 20.4 35.2 9.8 26.3 15.7 32.3 Old : 13.6 27.4 21.4 34.4 10.4 25.3 16.9 31.4 Other: 37.7 60.5 58.1 74.6 37.2 59.2 55.5 72.7 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 875,232: 152,116 129,307 114,955 445,158 455,366 712,230 699,628: 163,002 175,603 Old : 875,232: 152,116 129,307 114,955 445,158 455,366 712,230 699,628: 163,002 175,603 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 39,695: -27,348 6,174 25,030 43,980 190 41,663 31,394: -1,968 8,301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 14.8 13.1 50.9 52.0 81.4 79.9: 18.6 20.1 Old : 100.0: 17.4 14.8 13.1 50.9 52.0 81.4 79.9: 18.6 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 177: 45 31 50 78 80 140 144: Old : 177: 45 31 50 78 80 140 144: 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 : 21.1 20.8 28.8 33.4 15.4 15.4 22.0 24.0 Old : 21.1 20.8 28.8 33.4 15.4 15.4 22.0 24.0 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, October 03, 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 : 819,388: 64,509 148,347 13,813 633,089 561,408 711,411 723,568: 107,976 95,820 Old : 819,388: 64,509 148,347 13,813 633,089 561,408 711,411 723,568: 107,976 95,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -6,735: 9,673 -5,217 4,074 -11,273 -8,724 2,474 -9,867: -9,209 3,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 18.1 1.7 77.3 68.5 86.8 88.3: 13.2 11.7 Old : 100.0: 7.9 18.1 1.7 77.3 68.5 86.8 88.3: 13.2 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 111: 16 11 13 62 62 83 81: Old : 111: 16 11 13 62 62 83 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 : 24.1 40.7 37.8 51.9 17.8 40.7 28.2 49.7 Old : 24.1 40.7 37.8 51.9 17.8 40.7 28.2 49.7 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, October 03, 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 : 1,704: 1,021 322 205 126 1,051 1,352 1,578: 352 126 Old : 1,704: 1,021 322 205 126 1,051 1,352 1,578: 352 126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -7: 113 15 -27 -99 -39 -13 -51: 6 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 18.9 12.0 7.4 61.7 79.3 92.6: 20.7 7.4 Old : 100.0: 59.9 18.9 12.0 7.4 61.7 79.3 92.6: 20.7 7.4 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 : 22: 10 4 4 3 7 15 13: Old : 22: 10 4 4 3 7 15 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 : 48.7 69.5 66.3 82.5 45.6 65.1 57.6 74.6 Old : 48.7 69.5 66.3 82.5 45.6 65.1 57.6 74.6 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, October 03, 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 : 397,951: 78,112 56,910 78,598 197,269 231,452 353,979 366,960: 43,972 30,990 Old : 372,636: 78,072 58,074 71,714 180,987 213,937 330,773 343,725: 41,863 28,911 Other: 25,314: 2,353 1,149 4,571 16,282 17,515 23,206 23,235: 2,108 2,079 : : : : : Changes in Commitments from: September 26, 2017 : : -4,279: 448 -3,102 2,863 -7,942 -3,753 -4,632 -3,992: 353 -286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 14.3 19.8 49.6 58.2 89.0 92.2: 11.0 7.8 Old : 100.0: 21.0 15.6 19.2 48.6 57.4 88.8 92.2: 11.2 7.8 Other: 100.0: 9.3 4.5 18.1 64.3 69.2 91.7 91.8: 8.3 8.2 : : : :# Traders : Number of Traders in Each Category : All : 272: 71 71 90 97 94 219 216: Old : 271: 73 73 87 96 93 216 213: Other: 77: 15 12 20 31 23 58 47: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 27.2 21.6 33.9 13.3 25.0 18.8 30.4 Old : 15.5 26.8 22.3 33.4 14.1 25.1 19.7 30.8 Other: 31.8 42.5 50.3 61.7 26.9 37.3 37.7 46.9 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 11,412: 2,189 2,094 1,335 5,835 6,926 9,359 10,355: 2,053 1,057 Old : 11,412: 2,189 2,094 1,335 5,835 6,926 9,359 10,355: 2,053 1,057 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 14: -726 -123 400 373 -172 46 104: -33 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 18.4 11.7 51.1 60.7 82.0 90.7: 18.0 9.3 Old : 100.0: 19.2 18.4 11.7 51.1 60.7 82.0 90.7: 18.0 9.3 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 : 70: 25 16 16 18 18 48 47: Old : 70: 25 16 16 18 18 48 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 47.1 50.5 60.6 40.1 45.6 50.0 59.1 Old : 40.5 47.1 50.5 60.6 40.1 45.6 50.0 59.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,728,552: 222,379 435,992 140,048 1,239,118 982,711 1,601,545 1,558,751: 127,007 169,802 Old : 1,728,552: 222,379 435,992 140,048 1,239,118 982,711 1,601,545 1,558,751: 127,007 169,802 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 10,390: -56,214 -7,378 19,197 46,319 -12,799 9,301 -981: 1,089 11,370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 25.2 8.1 71.7 56.9 92.7 90.2: 7.3 9.8 Old : 100.0: 12.9 25.2 8.1 71.7 56.9 92.7 90.2: 7.3 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 : 270: 49 54 40 118 123 192 192: Old : 270: 49 54 40 118 123 192 192: 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 : 22.1 26.5 32.8 37.5 20.9 25.1 30.2 33.5 Old : 22.1 26.5 32.8 37.5 20.9 25.1 30.2 33.5 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, October 03, 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 : 3,818,833: 824,320 616,502 522,493 2,093,747 2,106,942 3,440,560 3,245,937: 378,273 572,896 Old : 3,818,833: 824,320 616,502 522,493 2,093,747 2,106,942 3,440,560 3,245,937: 378,273 572,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 38,338: -30,230 -467 59,855 20,681 -61,576 50,306 -2,187: -11,968 40,525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 16.1 13.7 54.8 55.2 90.1 85.0: 9.9 15.0 Old : 100.0: 21.6 16.1 13.7 54.8 55.2 90.1 85.0: 9.9 15.0 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 : 411: 75 106 112 171 203 314 353: Old : 411: 75 106 112 171 203 314 353: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.8 11.2 33.8 18.8 23.1 7.9 29.5 12.4 Old : 25.8 11.2 33.8 18.8 23.1 7.9 29.5 12.4 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, October 03, 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 : 432,033: 78,542 56,572 7,101 264,758 237,732 350,401 301,405: 81,632 130,628 Old : 432,033: 78,542 56,572 7,101 264,758 237,732 350,401 301,405: 81,632 130,628 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 9,436: -546 -1,920 63 12,049 10,372 11,566 8,515: -2,130 921 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 13.1 1.6 61.3 55.0 81.1 69.8: 18.9 30.2 Old : 100.0: 18.2 13.1 1.6 61.3 55.0 81.1 69.8: 18.9 30.2 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 : 72: 11 8 8 39 43 54 55: Old : 72: 11 8 8 39 43 54 55: 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 26.6 46.9 37.7 35.0 25.6 46.4 35.2 Old : 35.2 26.6 46.9 37.7 35.0 25.6 46.4 35.2 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, October 03, 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 : 3,215,974: 398,772 673,275 210,938 2,333,084 1,950,619 2,942,795 2,834,833: 273,179 381,142 Old : 3,215,974: 398,772 673,275 210,938 2,333,084 1,950,619 2,942,795 2,834,833: 273,179 381,142 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : 46,188: -28,329 24,641 10,326 73,070 18,601 55,067 53,568: -8,880 -7,381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 20.9 6.6 72.5 60.7 91.5 88.1: 8.5 11.9 Old : 100.0: 12.4 20.9 6.6 72.5 60.7 91.5 88.1: 8.5 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 311: 56 66 62 136 155 225 250: Old : 311: 56 66 62 136 155 225 250: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.8 17.9 43.8 29.0 29.0 17.4 39.3 26.0 Old : 32.8 17.9 43.8 29.0 29.0 17.4 39.3 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 1,502,125: 52,493 198,013 311,292 1,106,949 926,271 1,470,733 1,435,575: 31,391 66,549 Old : 1,502,125: 52,493 198,013 311,292 1,106,949 926,271 1,470,733 1,435,575: 31,391 66,549 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -101,499: -28,819 -24,577 -10,668 -57,542 -59,374 -97,029 -94,620: -4,470 -6,879 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 13.2 20.7 73.7 61.7 97.9 95.6: 2.1 4.4 Old : 100.0: 3.5 13.2 20.7 73.7 61.7 97.9 95.6: 2.1 4.4 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 : 156: 16 57 45 63 73 114 144: Old : 156: 16 57 45 63 73 114 144: 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 : 39.0 23.1 53.3 35.0 28.7 12.4 33.5 17.6 Old : 39.0 23.1 53.3 35.0 28.7 12.4 33.5 17.6 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, October 03, 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 : 77,717: 49,904 6,790 1,657 15,163 58,687 66,723 67,135: 10,994 10,583 Old : 77,717: 49,904 6,790 1,657 15,163 58,687 66,723 67,135: 10,994 10,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -1,705: -3,492 1,383 221 328 -3,707 -2,944 -2,103: 1,239 399 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 8.7 2.1 19.5 75.5 85.9 86.4: 14.1 13.6 Old : 100.0: 64.2 8.7 2.1 19.5 75.5 85.9 86.4: 14.1 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 : 125: 51 24 12 27 33 84 63: Old : 125: 51 24 12 27 33 84 63: 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 : 26.3 38.3 41.6 57.2 25.0 37.1 40.3 56.0 Old : 26.3 38.3 41.6 57.2 25.0 37.1 40.3 56.0 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, October 03, 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 : 155,435: 99,807 13,581 3,313 30,326 117,375 133,447 134,269: 21,988 21,166 Old : 155,435: 99,807 13,581 3,313 30,326 117,375 133,447 134,269: 21,988 21,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -3,410: -6,984 2,765 442 655 -7,414 -5,887 -4,207: 2,478 797 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 8.7 2.1 19.5 75.5 85.9 86.4: 14.1 13.6 Old : 100.0: 64.2 8.7 2.1 19.5 75.5 85.9 86.4: 14.1 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 : 125: 51 24 12 27 33 84 63: Old : 125: 51 24 12 27 33 84 63: 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 : 26.3 38.3 41.6 57.2 25.0 37.1 40.3 56.0 Old : 26.3 38.3 41.6 57.2 25.0 37.1 40.3 56.0 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, October 03, 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 : 52,834: 37,206 52,700 85 15,492 0 52,783 52,785: 51 49 Old : 52,834: 37,206 52,700 85 15,492 0 52,783 52,785: 51 49 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -19,047: -19,635 -19,063 0 617 0 -19,018 -19,063: -29 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.4 99.7 0.2 29.3 0.0 99.9 99.9: 0.1 0.1 Old : 100.0: 70.4 99.7 0.2 29.3 0.0 99.9 99.9: 0.1 0.1 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 : 36: 22 12 1 2 0 25 12: Old : 36: 22 12 1 2 0 25 12: 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 : 66.6 91.1 90.2 98.7 66.6 91.1 90.2 98.6 Old : 66.6 91.1 90.2 98.7 66.6 91.1 90.2 98.6 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, October 03, 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 : 28,340: 13,153 5,111 5 15,102 23,163 28,260 28,279: 80 61 Old : 28,340: 13,153 5,111 5 15,102 23,163 28,260 28,279: 80 61 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -207: -243 -380 0 5 184 -238 -196: 31 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 18.0 0.0 53.3 81.7 99.7 99.8: 0.3 0.2 Old : 100.0: 46.4 18.0 0.0 53.3 81.7 99.7 99.8: 0.3 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 : 48: 9 15 1 7 19 16 35: Old : 48: 9 15 1 7 19 16 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 : 75.0 43.2 95.2 67.7 75.0 43.2 95.2 67.7 Old : 75.0 43.2 95.2 67.7 75.0 43.2 95.2 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 20,385: 15,819 5,535 64 4,440 14,737 20,323 20,336: 62 49 Old : 20,385: 15,819 5,535 64 4,440 14,737 20,323 20,336: 62 49 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 26, 2017 : : -775: 67 -114 1 -807 -659 -739 -772: -36 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 27.2 0.3 21.8 72.3 99.7 99.8: 0.3 0.2 Old : 100.0: 77.6 27.2 0.3 21.8 72.3 99.7 99.8: 0.3 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: 11 7 1 3 11 15 18: Old : 31: 11 7 1 3 11 15 18: 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 : 90.3 60.6 97.6 85.7 90.3 60.6 97.0 85.7 Old : 90.3 60.6 97.6 85.7 90.3 60.6 97.0 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017