WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 697,047: 150,568 231,602 240,173 257,535 176,138 648,276 647,913: 48,771 49,134
Old : 554,860: 135,282 219,043 177,460 202,032 121,645 514,774 518,148: 40,086 36,712
Other: 142,187: 44,009 41,282 33,989 55,504 54,493 133,502 129,764: 8,685 12,423
: : :
: : Changes in Commitments from: November 14, 2017 :
: -6,991: 2,760 2,588 -4,978 -4,665 -4,459 -6,883 -6,849: -108 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 33.2 34.5 36.9 25.3 93.0 93.0: 7.0 7.0
Old : 100.0: 24.4 39.5 32.0 36.4 21.9 92.8 93.4: 7.2 6.6
Other: 100.0: 31.0 29.0 23.9 39.0 38.3 93.9 91.3: 6.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 130 168 173 110 113 354 357:
Old : 435: 141 149 154 109 109 335 337:
Other: 230: 54 77 60 55 77 147 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 8.3 21.2 14.7 9.7 6.3 14.5 11.3
Old : 14.9 8.9 23.3 16.6 12.3 7.7 17.5 14.0
Other: 22.6 17.5 35.7 28.6 20.5 14.4 30.0 23.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 332,484: 97,813 106,738 59,877 147,872 140,902 305,562 307,518: 26,922 24,966
Old : 270,376: 95,179 106,378 40,080 112,770 106,631 248,028 253,089: 22,347 17,287
Other: 62,108: 14,419 12,145 8,012 35,102 34,272 57,534 54,429: 4,575 7,679
: : :
: : Changes in Commitments from: November 14, 2017 :
: 1,082: -2,803 6,806 -1,969 4,176 -3,822 -596 1,015: 1,678 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 32.1 18.0 44.5 42.4 91.9 92.5: 8.1 7.5
Old : 100.0: 35.2 39.3 14.8 41.7 39.4 91.7 93.6: 8.3 6.4
Other: 100.0: 23.2 19.6 12.9 56.5 55.2 92.6 87.6: 7.4 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 97 71 85 100 83 232 211:
Old : 289: 93 72 68 96 74 221 186:
Other: 159: 36 43 41 47 54 109 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 19.2 27.5 29.1 13.7 15.3 20.7 23.8
Old : 21.1 23.5 30.0 34.1 21.0 22.9 29.1 33.2
Other: 30.7 33.4 41.4 47.3 30.6 33.0 41.2 45.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 2,082,562: 346,461 494,749 563,156 921,127 785,967 1,830,744 1,843,872: 251,818 238,690
Old : 1,871,898: 332,584 491,398 491,974 809,006 685,310 1,633,564 1,668,683: 238,333 203,215
Other: 210,664: 51,168 40,642 33,891 112,121 100,656 197,180 175,189: 13,485 35,475
: : :
: : Changes in Commitments from: November 14, 2017 :
: -45,273: 5,070 -13,477 -11,286 -32,198 -2,461 -38,414 -27,224: -6,858 -18,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.8 27.0 44.2 37.7 87.9 88.5: 12.1 11.5
Old : 100.0: 17.8 26.3 26.3 43.2 36.6 87.3 89.1: 12.7 10.9
Other: 100.0: 24.3 19.3 16.1 53.2 47.8 93.6 83.2: 6.4 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 831: 215 185 224 366 352 693 665:
Old : 826: 216 185 214 364 340 684 646:
Other: 436: 66 70 60 100 260 200 361:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.4 9.7 15.7 15.5 6.4 7.7 10.9 11.7
Old : 9.7 10.6 15.9 17.0 7.4 8.8 11.6 13.2
Other: 25.8 20.5 39.2 32.2 25.1 19.5 36.8 29.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 8,910: 3,310 284 1,241 1,961 6,200 6,512 7,726: 2,398 1,184
Old : 8,830: 3,308 284 1,236 1,919 6,183 6,463 7,704: 2,367 1,126
Other: 80: 7 5 0 42 17 49 22: 31 58
: : :
: : Changes in Commitments from: November 14, 2017 :
: -524: 12 131 -354 -221 -334 -562 -556: 39 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.2 13.9 22.0 69.6 73.1 86.7: 26.9 13.3
Old : 100.0: 37.5 3.2 14.0 21.7 70.0 73.2 87.2: 26.8 12.8
Other: 100.0: 8.7 6.4 0.0 52.4 21.2 61.1 27.6: 38.9 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 7 10 11 11 35 22:
Old : 40: 18 7 10 11 11 35 22:
Other: 7: 1 1 0 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 53.5 44.5 67.6 32.2 52.4 41.6 63.8
Old : 32.4 53.8 44.4 68.1 32.0 52.7 41.4 64.1
Other: 61.1 27.6 61.1 27.6 61.1 27.6 61.1 27.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 833,552: 142,719 108,692 211,802 418,897 421,297 773,418 741,792: 60,134 91,760
Old : 762,339: 137,096 103,320 191,334 378,340 385,944 706,770 680,598: 55,569 81,741
Other: 71,213: 16,106 15,855 9,985 40,557 35,353 66,648 61,194: 4,565 10,019
: : :
: : Changes in Commitments from: November 14, 2017 :
: 8,801: -11,553 -9,098 3,800 13,237 16,778 5,485 11,480: 3,317 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.0 25.4 50.3 50.5 92.8 89.0: 7.2 11.0
Old : 100.0: 18.0 13.6 25.1 49.6 50.6 92.7 89.3: 7.3 10.7
Other: 100.0: 22.6 22.3 14.0 57.0 49.6 93.6 85.9: 6.4 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 153 180 241 197 225 496 529:
Old : 614: 150 182 238 193 220 486 522:
Other: 284: 52 65 51 64 136 142 231:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.6 21.0 19.3 12.5 9.6 17.4 14.6
Old : 14.8 12.7 21.1 19.0 13.6 10.2 18.8 15.5
Other: 34.8 34.1 44.9 44.0 34.7 32.0 44.8 40.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 515,462: 121,223 55,430 136,407 223,170 295,218 480,799 487,054: 34,662 28,407
Old : 472,002: 111,424 60,594 122,101 206,318 262,972 439,843 445,667: 32,160 26,335
Other: 43,459: 19,349 4,386 4,756 16,852 32,245 40,957 41,387: 2,502 2,072
: : :
: : Changes in Commitments from: November 14, 2017 :
: 7,223: -2,796 1,677 648 10,466 3,331 8,318 5,656: -1,095 1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.8 26.5 43.3 57.3 93.3 94.5: 6.7 5.5
Old : 100.0: 23.6 12.8 25.9 43.7 55.7 93.2 94.4: 6.8 5.6
Other: 100.0: 44.5 10.1 10.9 38.8 74.2 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 97 76 120 86 85 256 235:
Old : 309: 99 79 117 85 84 252 233:
Other: 87: 24 19 21 27 21 65 49:
:----------------------------------------------------------------------------------------------------
: 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 29.1 20.7 35.7 10.1 25.0 15.3 29.9
Old : 13.9 27.5 20.8 33.6 10.4 24.6 16.5 29.8
Other: 34.2 63.3 51.9 75.1 31.5 62.3 49.1 71.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 964,498: 174,660 112,091 106,628 495,207 558,805 776,495 777,524: 188,002 186,973
Old : 964,498: 174,660 112,091 106,628 495,207 558,805 776,495 777,524: 188,002 186,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 54,621: 10,074 -7,325 18,418 2,884 37,560 31,376 48,653: 23,244 5,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 11.6 11.1 51.3 57.9 80.5 80.6: 19.5 19.4
Old : 100.0: 18.1 11.6 11.1 51.3 57.9 80.5 80.6: 19.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 34 40 44 77 81 137 139:
Old : 170: 34 40 44 77 81 137 139:
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 : 18.7 19.7 28.9 34.8 14.0 15.5 19.6 23.6
Old : 18.7 19.7 28.9 34.8 14.0 15.5 19.6 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, November 21, 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 : 968,142: 50,647 152,319 31,758 756,714 681,095 839,120 865,172: 129,023 102,971
Old : 968,142: 50,647 152,319 31,758 756,714 681,095 839,120 865,172: 129,023 102,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 35,065: -1,252 -1,896 -4,262 29,923 35,109 24,409 28,951: 10,656 6,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.7 3.3 78.2 70.4 86.7 89.4: 13.3 10.6
Old : 100.0: 5.2 15.7 3.3 78.2 70.4 86.7 89.4: 13.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 14 11 16 68 72 93 90:
Old : 117: 14 11 16 68 72 93 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 37.4 37.5 52.2 17.0 35.7 26.1 43.8
Old : 23.5 37.4 37.5 52.2 17.0 35.7 26.1 43.8
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, November 21, 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 : 1,998: 893 535 372 393 833 1,658 1,740: 340 258
Old : 1,998: 893 535 372 393 833 1,658 1,740: 340 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -166: -139 -195 5 46 -80 -88 -270: -78 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 26.8 18.6 19.7 41.7 83.0 87.1: 17.0 12.9
Old : 100.0: 44.7 26.8 18.6 19.7 41.7 83.0 87.1: 17.0 12.9
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 : 30: 12 5 9 7 7 24 19:
Old : 30: 12 5 9 7 7 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 46.7 56.3 64.7 36.3 44.7 45.4 58.8
Old : 41.4 46.7 56.3 64.7 36.3 44.7 45.4 58.8
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, November 21, 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 : 442,489: 87,358 44,155 86,532 223,298 279,500 397,188 410,187: 45,301 32,302
Old : 401,610: 83,362 46,139 76,871 198,788 248,372 359,021 371,382: 42,589 30,228
Other: 40,879: 8,467 2,487 5,190 24,510 31,128 38,167 38,805: 2,712 2,074
: : :
: : Changes in Commitments from: November 14, 2017 :
: 4,996: 2,844 -6,510 2,490 86 13,862 5,419 9,842: -423 -4,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.0 19.6 50.5 63.2 89.8 92.7: 10.2 7.3
Old : 100.0: 20.8 11.5 19.1 49.5 61.8 89.4 92.5: 10.6 7.5
Other: 100.0: 20.7 6.1 12.7 60.0 76.1 93.4 94.9: 6.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 79 63 96 108 101 238 221:
Old : 279: 78 66 94 107 99 235 218:
Other: 96: 20 15 22 37 36 68 65:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 28.0 20.9 34.5 12.3 25.2 17.6 30.4
Old : 14.4 27.4 21.4 34.0 12.9 24.8 18.2 30.6
Other: 30.8 45.8 52.0 61.2 30.7 39.2 47.8 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 11,887: 1,184 2,698 1,161 7,936 6,646 10,281 10,505: 1,607 1,383
Old : 11,875: 1,180 2,698 1,161 7,935 6,635 10,276 10,494: 1,600 1,382
Other: 12: 4 0 0 1 11 5 11: 7 1
: : :
: : Changes in Commitments from: November 14, 2017 :
: -47: 128 -574 -65 26 621 89 -19: -136 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 22.7 9.8 66.8 55.9 86.5 88.4: 13.5 11.6
Old : 100.0: 9.9 22.7 9.8 66.8 55.9 86.5 88.4: 13.5 11.6
Other: 100.0: 33.3 0.0 0.0 8.3 91.7 41.7 91.7: 58.3 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 17 13 21 16 40 42:
Old : 59: 14 17 13 21 16 40 42:
Other: 3: 1 0 0 1 1 2 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 : 47.9 39.9 58.4 53.4 47.5 35.9 54.9 47.1
Old : 48.0 39.9 58.5 53.4 47.6 35.8 55.0 47.1
Other: 41.7 91.7 41.7 91.7 41.7 91.7 41.7 91.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 2,206,843: 355,019 596,841 223,800 1,491,924 1,198,619 2,070,742 2,019,259: 136,100 187,583
Old : 2,206,843: 355,019 596,841 223,800 1,491,924 1,198,619 2,070,742 2,019,259: 136,100 187,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 162,002: 35,767 68,781 56,637 56,077 27,474 148,481 152,892: 13,521 9,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 27.0 10.1 67.6 54.3 93.8 91.5: 6.2 8.5
Old : 100.0: 16.1 27.0 10.1 67.6 54.3 93.8 91.5: 6.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 60 67 53 132 127 220 220:
Old : 303: 60 67 53 132 127 220 220:
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 : 17.6 24.6 28.6 35.8 15.3 21.8 24.3 30.5
Old : 17.6 24.6 28.6 35.8 15.3 21.8 24.3 30.5
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, November 21, 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 : 4,260,432: 845,006 700,654 554,866 2,516,277 2,423,058 3,916,150 3,678,578: 344,283 581,854
Old : 4,260,432: 845,006 700,654 554,866 2,516,277 2,423,058 3,916,150 3,678,578: 344,283 581,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 194,427: 68,852 9,253 40,006 80,646 123,253 189,504 172,512: 4,924 21,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.4 13.0 59.1 56.9 91.9 86.3: 8.1 13.7
Old : 100.0: 19.8 16.4 13.0 59.1 56.9 91.9 86.3: 8.1 13.7
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 : 435: 84 106 112 187 214 334 370:
Old : 435: 84 106 112 187 214 334 370:
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 : 20.9 11.7 30.6 19.2 18.3 8.5 25.4 12.8
Old : 20.9 11.7 30.6 19.2 18.3 8.5 25.4 12.8
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, November 21, 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 : 455,450: 61,716 66,789 11,594 290,511 210,168 363,821 288,551: 91,628 166,899
Old : 455,450: 61,716 66,789 11,594 290,511 210,168 363,821 288,551: 91,628 166,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 18,114: 8,834 -2,883 3,978 4,706 -2,298 17,518 -1,203: 596 19,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.7 2.5 63.8 46.1 79.9 63.4: 20.1 36.6
Old : 100.0: 13.6 14.7 2.5 63.8 46.1 79.9 63.4: 20.1 36.6
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 : 77: 10 10 11 44 45 60 60:
Old : 77: 10 10 11 44 45 60 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 : 33.1 19.5 43.2 28.2 32.6 18.3 41.9 26.1
Old : 33.1 19.5 43.2 28.2 32.6 18.3 41.9 26.1
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, November 21, 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 : 3,783,612: 621,456 925,081 393,488 2,478,447 1,999,830 3,493,391 3,318,399: 290,221 465,213
Old : 3,783,612: 621,456 925,081 393,488 2,478,447 1,999,830 3,493,391 3,318,399: 290,221 465,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 300,635: -50,985 21,480 111,650 216,263 129,741 276,927 262,871: 23,708 37,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 24.4 10.4 65.5 52.9 92.3 87.7: 7.7 12.3
Old : 100.0: 16.4 24.4 10.4 65.5 52.9 92.3 87.7: 7.7 12.3
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 : 327: 60 78 73 139 158 239 269:
Old : 327: 60 78 73 139 158 239 269:
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 : 26.6 14.8 37.4 25.4 22.3 12.4 31.3 18.5
Old : 26.6 14.8 37.4 25.4 22.3 12.4 31.3 18.5
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, November 21, 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 : 1,453,379: 61,603 162,479 349,095 1,008,871 882,312 1,419,569 1,393,886: 33,810 59,493
Old : 1,453,379: 61,603 162,479 349,095 1,008,871 882,312 1,419,569 1,393,886: 33,810 59,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 46,228: -14,234 -18,401 37,026 22,262 32,965 45,055 51,591: 1,173 -5,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.2 24.0 69.4 60.7 97.7 95.9: 2.3 4.1
Old : 100.0: 4.2 11.2 24.0 69.4 60.7 97.7 95.9: 2.3 4.1
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 : 156: 19 56 51 63 72 118 145:
Old : 156: 19 56 51 63 72 118 145:
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 : 33.6 22.3 48.3 33.0 23.2 9.8 28.4 15.3
Old : 33.6 22.3 48.3 33.0 23.2 9.8 28.4 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 79,025: 42,408 6,138 4,599 19,905 59,066 66,912 69,803: 12,113 9,222
Old : 79,025: 42,408 6,138 4,599 19,905 59,066 66,912 69,803: 12,113 9,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -1,346: -2,932 1,308 1,496 711 -3,771 -725 -968: -621 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 7.8 5.8 25.2 74.7 84.7 88.3: 15.3 11.7
Old : 100.0: 53.7 7.8 5.8 25.2 74.7 84.7 88.3: 15.3 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 : 124: 55 18 10 30 33 88 58:
Old : 124: 55 18 10 30 33 88 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 38.1 34.8 55.8 20.2 36.8 30.9 54.4
Old : 22.0 38.1 34.8 55.8 20.2 36.8 30.9 54.4
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, November 21, 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 : 158,049: 84,815 12,276 9,198 39,810 118,131 133,823 139,605: 24,226 18,444
Old : 158,049: 84,815 12,276 9,198 39,810 118,131 133,823 139,605: 24,226 18,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -2,693: -5,865 2,615 2,992 1,422 -7,543 -1,451 -1,935: -1,242 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 7.8 5.8 25.2 74.7 84.7 88.3: 15.3 11.7
Old : 100.0: 53.7 7.8 5.8 25.2 74.7 84.7 88.3: 15.3 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 : 124: 55 18 10 30 33 88 58:
Old : 124: 55 18 10 30 33 88 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 38.1 34.8 55.8 20.2 36.8 30.9 54.4
Old : 22.0 38.1 34.8 55.8 20.2 36.8 30.9 54.4
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, November 21, 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 : 87,596: 72,930 87,342 251 14,304 0 87,485 87,593: 111 3
Old : 87,596: 72,930 87,342 251 14,304 0 87,485 87,593: 111 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -7,409: -7,583 -7,399 166 37 0 -7,380 -7,233: -29 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 99.7 0.3 16.3 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 83.3 99.7 0.3 16.3 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 : 38: 27 9 2 2 0 30 10:
Old : 38: 27 9 2 2 0 30 10:
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 : 74.7 94.4 92.2 99.7 74.5 94.4 92.0 99.6
Old : 74.7 94.4 92.2 99.7 74.5 94.4 92.0 99.6
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, November 21, 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 : 28,112: 13,580 6,005 5 14,505 21,965 28,090 27,975: 22 137
Old : 28,112: 13,580 6,005 5 14,505 21,965 28,090 27,975: 22 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -745: -524 801 0 -200 -1,575 -724 -774: -21 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 21.4 0.0 51.6 78.1 99.9 99.5: 0.1 0.5
Old : 100.0: 48.3 21.4 0.0 51.6 78.1 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 14 1 7 19 18 34:
Old : 49: 11 14 1 7 19 18 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 36.6 93.9 62.8 78.7 36.6 93.8 62.8
Old : 78.7 36.6 93.9 62.8 78.7 36.6 93.8 62.8
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, November 21, 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 : 24,064: 21,118 5,716 357 2,537 17,886 24,012 23,959: 52 105
Old : 24,064: 21,118 5,716 357 2,537 17,886 24,012 23,959: 52 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: 478: 81 476 -24 428 34 485 486: -7 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 23.8 1.5 10.5 74.3 99.8 99.6: 0.2 0.4
Old : 100.0: 87.8 23.8 1.5 10.5 74.3 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 15 1 3 12 8 27:
Old : 33: 4 15 1 3 12 8 27:
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 : 96.8 52.8 99.8 76.1 96.2 52.8 96.6 76.1
Old : 96.8 52.8 99.8 76.1 96.2 52.8 96.6 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017