WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 647,209: 145,908 199,873 223,620 231,453 172,821 600,982 596,314: 46,227 50,895
Old : 539,209: 135,374 191,840 174,961 188,681 132,050 499,015 498,850: 40,194 40,360
Other: 107,999: 29,925 27,423 29,269 42,773 40,772 101,967 97,465: 6,033 10,535
: : :
: : Changes in Commitments from: October 17, 2017 :
: 39,129: 2,406 5,172 16,814 19,317 16,393 38,537 38,379: 592 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 30.9 34.6 35.8 26.7 92.9 92.1: 7.1 7.9
Old : 100.0: 25.1 35.6 32.4 35.0 24.5 92.5 92.5: 7.5 7.5
Other: 100.0: 27.7 25.4 27.1 39.6 37.8 94.4 90.2: 5.6 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 142 151 166 118 113 359 343:
Old : 438: 146 143 150 117 108 346 328:
Other: 202: 48 55 52 50 81 125 165:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 8.4 19.3 15.0 8.3 6.6 13.8 12.1
Old : 11.2 9.2 19.1 16.3 9.1 7.5 14.8 13.6
Other: 24.6 19.3 43.3 32.4 24.0 16.6 34.7 24.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 317,559: 96,497 95,759 56,338 138,752 140,510 291,587 292,607: 25,971 24,951
Old : 268,920: 95,875 96,073 36,555 113,758 118,187 246,188 250,815: 22,732 18,105
Other: 48,639: 12,665 11,729 7,740 24,994 22,324 45,399 41,792: 3,240 6,847
: : :
: : Changes in Commitments from: October 17, 2017 :
: 10,381: 1,506 6,611 2,555 4,954 2,074 9,015 11,240: 1,365 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 30.2 17.7 43.7 44.2 91.8 92.1: 8.2 7.9
Old : 100.0: 35.7 35.7 13.6 42.3 43.9 91.5 93.3: 8.5 6.7
Other: 100.0: 26.0 24.1 15.9 51.4 45.9 93.3 85.9: 6.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 92 59 80 97 86 217 202:
Old : 273: 90 61 64 93 82 207 185:
Other: 143: 30 32 31 44 56 91 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 17.0 25.0 26.3 12.7 14.4 19.6 22.6
Old : 18.5 20.0 27.7 30.9 16.9 19.6 24.7 29.3
Other: 30.1 22.9 44.7 39.6 29.8 22.4 42.9 37.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 1,932,939: 338,653 447,719 521,752 819,894 725,208 1,680,299 1,694,679: 252,640 238,260
Old : 1,766,480: 337,037 456,595 459,587 727,213 643,878 1,523,836 1,560,060: 242,643 206,420
Other: 166,459: 38,603 28,111 25,177 92,682 81,330 156,462 134,619: 9,997 31,840
: : :
: : Changes in Commitments from: October 17, 2017 :
: 63,894: -2,534 10,215 31,935 33,666 19,104 63,067 61,253: 827 2,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 23.2 27.0 42.4 37.5 86.9 87.7: 13.1 12.3
Old : 100.0: 19.1 25.8 26.0 41.2 36.4 86.3 88.3: 13.7 11.7
Other: 100.0: 23.2 16.9 15.1 55.7 48.9 94.0 80.9: 6.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 810: 197 203 243 340 324 672 657:
Old : 808: 211 197 234 338 318 667 644:
Other: 378: 56 73 53 92 204 177 304:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 10.3 13.8 15.6 7.0 9.2 11.7 13.3
Old : 8.0 10.7 13.7 16.3 7.6 9.7 12.4 14.0
Other: 28.7 21.7 42.4 32.9 28.2 19.0 38.6 27.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 8,462: 2,491 257 1,822 1,737 5,528 6,050 7,607: 2,412 855
Old : 8,432: 2,491 260 1,819 1,726 5,526 6,036 7,605: 2,396 827
Other: 30: 3 0 0 11 2 14 2: 16 28
: : :
: : Changes in Commitments from: October 17, 2017 :
: 662: 266 66 122 188 435 577 623: 86 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.0 21.5 20.5 65.3 71.5 89.9: 28.5 10.1
Old : 100.0: 29.5 3.1 21.6 20.5 65.5 71.6 90.2: 28.4 9.8
Other: 100.0: 10.0 0.0 0.0 36.7 6.7 46.7 6.7: 53.3 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 4 9 11 14 33 23:
Old : 39: 18 4 9 11 14 33 23:
Other: 5: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 50.9 40.0 67.3 22.9 44.7 31.9 55.6
Old : 28.7 51.1 40.1 67.5 23.0 44.9 32.1 55.8
Other: 46.7 6.7 46.7 6.7 46.7 6.7 46.7 6.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 930,344: 151,156 101,486 265,690 451,106 460,325 867,951 827,501: 62,392 102,842
Old : 873,753: 143,934 96,950 251,559 420,396 429,946 815,889 778,455: 57,865 95,299
Other: 56,590: 14,481 11,796 6,872 30,710 30,378 52,063 49,047: 4,527 7,544
: : :
: : Changes in Commitments from: October 17, 2017 :
: 23,076: -11,500 20,046 16,140 17,050 -10,631 21,690 25,555: 1,385 -2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 10.9 28.6 48.5 49.5 93.3 88.9: 6.7 11.1
Old : 100.0: 16.5 11.1 28.8 48.1 49.2 93.4 89.1: 6.6 10.9
Other: 100.0: 25.6 20.8 12.1 54.3 53.7 92.0 86.7: 8.0 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 645: 174 181 270 199 219 537 544:
Old : 640: 178 180 266 198 218 531 541:
Other: 250: 46 57 41 57 119 123 200:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.7 20.6 18.5 11.1 7.0 15.3 11.3
Old : 13.8 11.6 20.7 17.6 11.6 7.0 16.4 11.3
Other: 33.8 42.3 45.0 52.3 33.7 41.1 44.9 49.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 477,784: 120,551 56,802 127,839 192,995 263,388 441,385 448,028: 36,399 29,756
Old : 450,467: 113,803 60,006 117,923 184,421 244,598 416,147 422,526: 34,320 27,941
Other: 27,317: 13,022 3,070 3,642 8,574 18,790 25,238 25,502: 2,079 1,815
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,822: 2,290 -4,287 -2,871 2,002 12,290 1,421 5,133: 3,401 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.9 26.8 40.4 55.1 92.4 93.8: 7.6 6.2
Old : 100.0: 25.3 13.3 26.2 40.9 54.3 92.4 93.8: 7.6 6.2
Other: 100.0: 47.7 11.2 13.3 31.4 68.8 92.4 93.4: 7.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 101 70 121 85 78 254 230:
Old : 306: 103 75 117 83 78 250 228:
Other: 64: 18 13 12 24 16 49 34:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 30.7 18.1 36.9 9.6 27.8 15.5 33.7
Old : 11.7 30.0 18.8 36.6 10.4 27.0 17.0 33.3
Other: 33.1 55.9 54.1 72.0 30.4 54.2 50.3 65.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 902,150: 169,707 119,660 127,578 445,042 471,752 742,328 718,990: 159,822 183,160
Old : 902,150: 169,707 119,660 127,578 445,042 471,752 742,328 718,990: 159,822 183,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 21,352: 1,493 1,090 22,789 -187 -8,042 24,095 15,837: -2,742 5,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.3 14.1 49.3 52.3 82.3 79.7: 17.7 20.3
Old : 100.0: 18.8 13.3 14.1 49.3 52.3 82.3 79.7: 17.7 20.3
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 : 180: 49 29 53 79 84 146 148:
Old : 180: 49 29 53 79 84 146 148:
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 : 20.8 20.1 29.4 32.3 15.9 15.9 23.1 23.5
Old : 20.8 20.1 29.4 32.3 15.9 15.9 23.1 23.5
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 24, 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 : 849,768: 48,118 148,729 19,770 667,969 581,221 735,857 749,720: 113,910 100,047
Old : 849,768: 48,118 148,729 19,770 667,969 581,221 735,857 749,720: 113,910 100,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,457: -13,159 -4,725 5,118 10,186 -4,000 2,145 -3,607: 311 6,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.5 2.3 78.6 68.4 86.6 88.2: 13.4 11.8
Old : 100.0: 5.7 17.5 2.3 78.6 68.4 86.6 88.2: 13.4 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 : 114: 14 11 14 66 66 88 84:
Old : 114: 14 11 14 66 66 88 84:
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 : 24.6 39.6 38.2 50.9 18.8 39.6 29.1 48.3
Old : 24.6 39.6 38.2 50.9 18.8 39.6 29.1 48.3
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, October 24, 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 : 1,628: 990 908 93 182 382 1,265 1,383: 363 245
Old : 1,628: 990 908 93 182 382 1,265 1,383: 363 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -43: -6 195 -81 38 -212 -49 -98: 6 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 55.8 5.7 11.2 23.5 77.7 85.0: 22.3 15.0
Old : 100.0: 60.8 55.8 5.7 11.2 23.5 77.7 85.0: 22.3 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 : 21: 9 6 3 3 5 13 13:
Old : 21: 9 6 3 3 5 13 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 : 49.7 60.6 67.9 76.7 47.7 60.0 60.0 72.1
Old : 49.7 60.6 67.9 76.7 47.7 60.0 60.0 72.1
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 24, 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 : 425,560: 84,840 45,693 91,981 203,394 253,078 380,215 390,752: 45,345 34,808
Old : 392,934: 81,865 47,265 84,311 183,479 228,624 349,655 360,200: 43,279 32,734
Other: 32,626: 5,785 1,238 4,860 19,915 24,454 30,560 30,552: 2,067 2,074
: : :
: : Changes in Commitments from: October 17, 2017 :
: 9,207: 1,446 3,525 1,100 10,532 2,775 13,077 7,400: -3,870 1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 10.7 21.6 47.8 59.5 89.3 91.8: 10.7 8.2
Old : 100.0: 20.8 12.0 21.5 46.7 58.2 89.0 91.7: 11.0 8.3
Other: 100.0: 17.7 3.8 14.9 61.0 75.0 93.7 93.6: 6.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 73 71 93 96 95 225 216:
Old : 277: 72 75 91 95 94 223 214:
Other: 79: 17 12 20 31 25 59 48:
:----------------------------------------------------------------------------------------------------
: 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 27.8 20.5 34.9 12.1 25.6 17.5 30.6
Old : 13.9 27.4 20.7 34.3 12.7 25.6 18.0 31.1
Other: 32.6 47.2 54.1 63.4 31.0 38.0 44.8 47.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 11,551: 1,912 2,190 1,185 6,405 6,940 9,502 10,314: 2,049 1,236
Old : 11,551: 1,912 2,190 1,185 6,405 6,940 9,502 10,314: 2,049 1,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 485: 38 172 9 651 152 699 334: -213 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.0 10.3 55.5 60.1 82.3 89.3: 17.7 10.7
Old : 100.0: 16.6 19.0 10.3 55.5 60.1 82.3 89.3: 17.7 10.7
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 : 61: 18 17 12 16 18 41 40:
Old : 61: 18 17 12 16 18 41 40:
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 : 43.0 42.2 53.1 58.5 42.4 38.8 50.7 52.2
Old : 43.0 42.2 53.1 58.5 42.4 38.8 50.7 52.2
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 24, 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 : 1,882,972: 240,413 539,669 161,652 1,360,398 1,017,367 1,762,463 1,718,688: 120,509 164,284
Old : 1,882,972: 240,413 539,669 161,652 1,360,398 1,017,367 1,762,463 1,718,688: 120,509 164,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -35,619: -28,986 -40,279 6,552 -9,780 -2,080 -32,215 -35,807: -3,404 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 28.7 8.6 72.2 54.0 93.6 91.3: 6.4 8.7
Old : 100.0: 12.8 28.7 8.6 72.2 54.0 93.6 91.3: 6.4 8.7
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 : 286: 47 65 41 123 130 197 209:
Old : 286: 47 65 41 123 130 197 209:
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 : 22.4 26.2 33.5 37.3 22.0 24.1 31.0 33.2
Old : 22.4 26.2 33.5 37.3 22.0 24.1 31.0 33.2
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 24, 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 : 4,170,009: 818,270 707,457 664,895 2,344,347 2,201,562 3,827,512 3,573,914: 342,497 596,096
Old : 4,170,009: 818,270 707,457 664,895 2,344,347 2,201,562 3,827,512 3,573,914: 342,497 596,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 418,689: 100,692 67,337 132,625 189,343 186,868 422,661 386,830: -3,971 31,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.0 15.9 56.2 52.8 91.8 85.7: 8.2 14.3
Old : 100.0: 19.6 17.0 15.9 56.2 52.8 91.8 85.7: 8.2 14.3
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 : 427: 78 107 114 188 212 329 370:
Old : 427: 78 107 114 188 212 329 370:
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 9.1 32.1 16.0 21.0 6.6 26.7 10.6
Old : 23.5 9.1 32.1 16.0 21.0 6.6 26.7 10.6
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 24, 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 : 430,156: 59,826 59,425 6,586 276,526 224,705 342,938 290,716: 87,218 139,440
Old : 430,156: 59,826 59,425 6,586 276,526 224,705 342,938 290,716: 87,218 139,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 3,725: 9,311 -2,344 -3,624 -7,072 5,509 -1,385 -459: 5,110 4,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.8 1.5 64.3 52.2 79.7 67.6: 20.3 32.4
Old : 100.0: 13.9 13.8 1.5 64.3 52.2 79.7 67.6: 20.3 32.4
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 : 71: 10 8 6 40 42 55 51:
Old : 71: 10 8 6 40 42 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 27.4 43.6 37.4 32.9 26.4 42.4 34.8
Old : 33.1 27.4 43.6 37.4 32.9 26.4 42.4 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 3,376,871: 417,242 817,196 304,934 2,391,889 1,857,166 3,114,064 2,979,296: 262,806 397,575
Old : 3,376,871: 417,242 817,196 304,934 2,391,889 1,857,166 3,114,064 2,979,296: 262,806 397,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 141,829: 59,241 16,790 72,252 -4,806 56,788 126,688 145,829: 15,141 -4,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 24.2 9.0 70.8 55.0 92.2 88.2: 7.8 11.8
Old : 100.0: 12.4 24.2 9.0 70.8 55.0 92.2 88.2: 7.8 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 : 325: 50 81 72 143 165 242 269:
Old : 325: 50 81 72 143 165 242 269:
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 : 32.5 16.9 42.4 25.4 28.6 15.3 38.0 21.9
Old : 32.5 16.9 42.4 25.4 28.6 15.3 38.0 21.9
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 24, 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 : 1,563,865: 125,979 160,125 317,496 1,081,834 1,009,679 1,525,309 1,487,301: 38,556 76,564
Old : 1,563,865: 125,979 160,125 317,496 1,081,834 1,009,679 1,525,309 1,487,301: 38,556 76,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 44,697: 20,780 -6,670 7,114 14,805 35,376 42,698 35,820: 1,999 8,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.2 20.3 69.2 64.6 97.5 95.1: 2.5 4.9
Old : 100.0: 8.1 10.2 20.3 69.2 64.6 97.5 95.1: 2.5 4.9
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 : 154: 24 47 46 63 72 116 142:
Old : 154: 24 47 46 63 72 116 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 25.7 49.5 36.9 28.3 14.8 33.6 20.2
Old : 35.8 25.7 49.5 36.9 28.3 14.8 33.6 20.2
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 24, 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 : 82,070: 48,304 7,703 3,155 19,317 60,058 70,776 70,915: 11,294 11,155
Old : 82,070: 48,304 7,703 3,155 19,317 60,058 70,776 70,915: 11,294 11,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 2,357: 337 -74 291 1,997 1,641 2,625 1,859: -268 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 9.4 3.8 23.5 73.2 86.2 86.4: 13.8 13.6
Old : 100.0: 58.9 9.4 3.8 23.5 73.2 86.2 86.4: 13.8 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 : 133: 52 26 13 30 35 90 66:
Old : 133: 52 26 13 30 35 90 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 : 24.1 36.6 36.3 53.8 21.3 35.5 33.5 52.6
Old : 24.1 36.6 36.3 53.8 21.3 35.5 33.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 164,140: 96,609 15,405 6,310 38,634 120,115 141,553 141,831: 22,587 22,309
Old : 164,140: 96,609 15,405 6,310 38,634 120,115 141,553 141,831: 22,587 22,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 4,713: 674 -148 583 3,993 3,283 5,249 3,717: -536 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 9.4 3.8 23.5 73.2 86.2 86.4: 13.8 13.6
Old : 100.0: 58.9 9.4 3.8 23.5 73.2 86.2 86.4: 13.8 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 : 133: 52 26 13 30 35 90 66:
Old : 133: 52 26 13 30 35 90 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 : 24.1 36.6 36.3 53.8 21.3 35.5 33.5 52.6
Old : 24.1 36.6 36.3 53.8 21.3 35.5 33.5 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 56,451: 41,610 56,348 85 14,664 0 56,359 56,433: 92 18
Old : 56,451: 41,610 56,348 85 14,664 0 56,359 56,433: 92 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 5,127: 5,108 5,122 0 12 0 5,120 5,122: 7 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 99.8 0.2 26.0 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 73.7 99.8 0.2 26.0 0.0 99.8 100.0: 0.2 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 : 38: 24 12 1 2 0 27 12:
Old : 38: 24 12 1 2 0 27 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 : 63.2 90.2 90.8 99.0 63.2 90.2 90.8 98.8
Old : 63.2 90.2 90.8 99.0 63.2 90.2 90.8 98.8
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 24, 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 : 29,156: 14,827 5,302 5 14,300 23,737 29,132 29,044: 24 112
Old : 29,156: 14,827 5,302 5 14,300 23,737 29,132 29,044: 24 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -235: -257 195 0 56 -444 -201 -249: -34 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 18.2 0.0 49.0 81.4 99.9 99.6: 0.1 0.4
Old : 100.0: 50.9 18.2 0.0 49.0 81.4 99.9 99.6: 0.1 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 : 45: 10 12 1 7 18 17 31:
Old : 45: 10 12 1 7 18 17 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 47.4 96.3 72.8 77.4 47.4 96.3 72.8
Old : 77.4 47.4 96.3 72.8 77.4 47.4 96.3 72.8
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 24, 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 : 20,427: 18,267 5,015 342 1,803 14,980 20,412 20,337: 15 90
Old : 20,427: 18,267 5,015 342 1,803 14,980 20,412 20,337: 15 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -539: 729 -811 272 -1,506 -12 -505 -551: -34 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 24.6 1.7 8.8 73.3 99.9 99.6: 0.1 0.4
Old : 100.0: 89.4 24.6 1.7 8.8 73.3 99.9 99.6: 0.1 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 : 33: 8 11 1 4 11 13 22:
Old : 33: 8 11 1 4 11 13 22:
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 : 89.4 62.9 97.0 83.9 89.4 62.9 95.6 83.9
Old : 89.4 62.9 97.0 83.9 89.4 62.9 95.6 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017