WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 598,396: 153,441 246,247 161,493 234,446 142,719 549,381 550,459: 49,015 47,937
Old : 450,234: 138,903 231,811 95,612 175,823 87,235 410,337 414,658: 39,896 35,576
Other: 148,162: 45,589 45,486 34,831 58,623 55,484 139,043 135,801: 9,119 12,361
: : :
: : Changes in Commitments from: November 21, 2017 :
: -98,651: 2,874 14,644 -78,679 -23,090 -33,419 -98,895 -97,454: 244 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.2 27.0 39.2 23.9 91.8 92.0: 8.2 8.0
Old : 100.0: 30.9 51.5 21.2 39.1 19.4 91.1 92.1: 8.9 7.9
Other: 100.0: 30.8 30.7 23.5 39.6 37.4 93.8 91.7: 6.2 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 141 166 165 106 108 345 361:
Old : 444: 150 150 142 102 98 318 336:
Other: 234: 54 77 60 59 81 151 184:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 7.8 22.3 14.8 11.6 7.3 17.1 13.6
Old : 17.5 9.9 25.3 18.6 15.6 9.5 22.0 17.8
Other: 21.8 17.8 34.8 29.3 19.8 13.7 29.5 23.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 323,751: 99,062 111,849 52,404 146,403 135,511 297,869 299,765: 25,883 23,987
Old : 260,636: 96,126 111,504 32,612 111,165 99,841 239,903 243,958: 20,733 16,678
Other: 63,116: 14,935 12,344 7,793 35,238 35,670 57,966 55,807: 5,150 7,308
: : :
: : Changes in Commitments from: November 21, 2017 :
: -8,732: 1,249 5,112 -7,473 -1,469 -5,391 -7,693 -7,753: -1,039 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 34.5 16.2 45.2 41.9 92.0 92.6: 8.0 7.4
Old : 100.0: 36.9 42.8 12.5 42.7 38.3 92.0 93.6: 8.0 6.4
Other: 100.0: 23.7 19.6 12.3 55.8 56.5 91.8 88.4: 8.2 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 89 75 75 92 80 212 205:
Old : 276: 83 76 58 86 70 198 179:
Other: 156: 36 39 36 50 56 107 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.6 29.6 30.5 15.2 15.8 22.5 25.5
Old : 23.3 24.3 32.9 36.7 23.1 23.5 31.7 35.2
Other: 29.2 32.9 40.1 46.6 29.1 32.3 39.9 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 1,856,263: 349,096 479,946 428,547 839,274 722,479 1,616,916 1,630,971: 239,347 225,292
Old : 1,647,464: 331,254 475,990 357,344 735,657 623,746 1,424,256 1,457,080: 223,208 190,384
Other: 208,799: 52,290 38,404 36,754 103,616 98,733 192,661 173,892: 16,139 34,908
: : :
: : Changes in Commitments from: November 21, 2017 :
: -226,299: 2,635 -14,804 -134,609 -81,853 -63,488 -213,828 -212,901: -12,471 -13,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.9 23.1 45.2 38.9 87.1 87.9: 12.9 12.1
Old : 100.0: 20.1 28.9 21.7 44.7 37.9 86.5 88.4: 13.5 11.6
Other: 100.0: 25.0 18.4 17.6 49.6 47.3 92.3 83.3: 7.7 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 799: 205 164 209 351 349 655 644:
Old : 792: 206 169 196 346 338 642 624:
Other: 438: 71 71 63 103 256 207 360:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 9.6 16.2 15.9 7.4 8.7 12.3 13.2
Old : 10.4 10.6 17.0 17.6 8.6 9.7 13.4 14.6
Other: 26.4 19.6 37.8 30.8 25.5 19.1 34.6 28.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 7,346: 3,131 268 340 1,547 5,842 5,018 6,450: 2,328 896
Old : 7,266: 3,124 262 340 1,505 5,823 4,969 6,425: 2,297 841
Other: 80: 7 6 0 42 19 49 25: 31 55
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,564: -179 -16 -902 -413 -358 -1,494 -1,276: -70 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 3.7 4.6 21.1 79.5 68.3 87.8: 31.7 12.2
Old : 100.0: 43.0 3.6 4.7 20.7 80.1 68.4 88.4: 31.6 11.6
Other: 100.0: 8.8 7.4 0.0 52.5 23.8 61.3 31.2: 38.7 68.8
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 5 6 8 12 25 19:
Old : 33: 13 5 6 8 12 25 19:
Other: 8: 1 1 0 2 4 3 5:
:----------------------------------------------------------------------------------------------------
: 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 : 42.5 61.3 53.8 75.2 41.3 60.8 52.7 74.0
Old : 42.3 61.8 53.8 75.8 41.1 61.3 52.6 74.5
Other: 61.3 28.7 61.3 31.2 61.3 28.7 61.3 31.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 832,314: 150,744 100,855 200,888 420,343 433,826 771,974 735,569: 60,340 96,746
Old : 758,353: 143,835 94,336 180,442 378,952 397,788 703,228 672,566: 55,125 85,788
Other: 73,961: 16,967 16,578 10,388 41,391 36,038 68,746 63,003: 5,215 10,958
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,238: 8,025 -7,837 -10,914 1,445 12,528 -1,444 -6,223: 207 4,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.1 24.1 50.5 52.1 92.8 88.4: 7.2 11.6
Old : 100.0: 19.0 12.4 23.8 50.0 52.5 92.7 88.7: 7.3 11.3
Other: 100.0: 22.9 22.4 14.0 56.0 48.7 92.9 85.2: 7.1 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 159 170 233 194 225 487 520:
Old : 604: 155 171 228 189 219 476 511:
Other: 280: 54 58 51 65 138 145 226:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 12.8 22.5 19.7 13.1 10.2 18.1 15.4
Old : 15.8 13.0 22.6 19.5 14.3 10.9 19.3 16.5
Other: 34.5 33.6 44.1 43.6 34.5 31.5 43.8 39.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 485,484: 117,964 69,982 117,411 217,609 268,352 452,983 455,745: 32,501 29,740
Old : 438,948: 108,168 75,648 100,821 200,327 234,754 409,317 411,222: 29,631 27,726
Other: 46,536: 21,515 6,054 4,870 17,282 33,598 43,667 44,522: 2,869 2,014
: : :
: : Changes in Commitments from: November 21, 2017 :
: -29,978: -3,259 14,552 -18,996 -5,561 -26,866 -27,816 -31,310: -2,161 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.4 24.2 44.8 55.3 93.3 93.9: 6.7 6.1
Old : 100.0: 24.6 17.2 23.0 45.6 53.5 93.2 93.7: 6.8 6.3
Other: 100.0: 46.2 13.0 10.5 37.1 72.2 93.8 95.7: 6.2 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 93 88 114 89 82 254 233:
Old : 312: 94 91 108 88 81 249 229:
Other: 93: 32 17 20 29 22 69 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 28.7 21.0 35.0 9.6 25.5 15.2 30.9
Old : 14.6 26.9 21.9 33.5 11.2 25.3 17.7 31.1
Other: 32.7 61.4 51.5 73.8 31.9 60.4 49.1 70.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 899,947: 179,755 113,890 65,675 455,555 526,389 700,986 705,953: 198,961 193,993
Old : 899,947: 179,755 113,890 65,675 455,555 526,389 700,986 705,953: 198,961 193,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -64,551: 5,095 1,798 -40,953 -39,652 -32,417 -75,510 -71,571: 10,959 7,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.7 7.3 50.6 58.5 77.9 78.4: 22.1 21.6
Old : 100.0: 20.0 12.7 7.3 50.6 58.5 77.9 78.4: 22.1 21.6
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 : 164: 37 32 39 73 80 128 134:
Old : 164: 37 32 39 73 80 128 134:
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 : 20.3 20.2 29.8 34.2 14.9 15.9 21.3 23.7
Old : 20.3 20.2 29.8 34.2 14.9 15.9 21.3 23.7
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 28, 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 : 954,863: 50,807 147,752 43,401 700,372 649,342 794,580 840,495: 160,283 114,368
Old : 954,863: 50,807 147,752 43,401 700,372 649,342 794,580 840,495: 160,283 114,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -13,280: 160 -4,567 11,643 -56,343 -31,752 -44,540 -24,676: 31,260 11,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.5 4.5 73.3 68.0 83.2 88.0: 16.8 12.0
Old : 100.0: 5.3 15.5 4.5 73.3 68.0 83.2 88.0: 16.8 12.0
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 : 120: 16 11 20 68 73 97 94:
Old : 120: 16 11 20 68 73 97 94:
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 : 23.9 38.2 36.1 50.9 17.3 35.8 26.4 45.4
Old : 23.9 38.2 36.1 50.9 17.3 35.8 26.4 45.4
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 28, 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 : 1,820: 787 622 166 493 782 1,446 1,570: 374 250
Old : 1,820: 787 622 166 493 782 1,446 1,570: 374 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -178: -106 87 -206 100 -51 -212 -170: 34 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 34.2 9.1 27.1 43.0 79.5 86.3: 20.5 13.7
Old : 100.0: 43.2 34.2 9.1 27.1 43.0 79.5 86.3: 20.5 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 : 31: 12 6 7 8 7 24 18:
Old : 31: 12 6 7 8 7 24 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 : 33.8 56.5 49.8 71.2 33.3 54.3 47.5 65.3
Old : 33.8 56.5 49.8 71.2 33.3 54.3 47.5 65.3
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 28, 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 : 439,901: 108,381 40,358 77,282 210,257 291,813 395,920 409,453: 43,981 30,448
Old : 398,450: 103,883 42,405 67,085 185,901 260,267 356,869 369,757: 41,582 28,693
Other: 41,450: 9,064 2,519 5,631 24,357 31,546 39,051 39,695: 2,399 1,755
: : :
: : Changes in Commitments from: November 21, 2017 :
: -2,588: 21,022 -3,797 -9,250 -13,040 12,313 -1,268 -735: -1,320 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.2 17.6 47.8 66.3 90.0 93.1: 10.0 6.9
Old : 100.0: 26.1 10.6 16.8 46.7 65.3 89.6 92.8: 10.4 7.2
Other: 100.0: 21.9 6.1 13.6 58.8 76.1 94.2 95.8: 5.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 79 61 90 103 97 237 210:
Old : 277: 79 65 88 102 94 234 206:
Other: 97: 26 11 24 36 38 69 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 31.2 20.3 38.1 12.3 28.5 17.9 34.1
Old : 13.8 30.8 21.1 38.1 13.2 28.3 19.2 34.3
Other: 31.2 46.9 52.9 60.8 29.9 39.2 48.6 49.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 11,095: 1,272 2,377 951 7,166 6,426 9,389 9,754: 1,706 1,341
Old : 11,044: 1,271 2,377 951 7,130 6,403 9,352 9,731: 1,692 1,313
Other: 51: 1 0 0 36 23 37 23: 14 28
: : :
: : Changes in Commitments from: November 21, 2017 :
: -792: 87 -321 -209 -769 -220 -892 -751: 100 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 21.4 8.6 64.6 57.9 84.6 87.9: 15.4 12.1
Old : 100.0: 11.5 21.5 8.6 64.6 58.0 84.7 88.1: 15.3 11.9
Other: 100.0: 2.0 0.0 0.0 70.6 45.1 72.5 45.1: 27.5 54.9
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 14 13 20 17 40 41:
Old : 59: 16 14 13 20 17 40 41:
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 : 49.9 44.4 58.8 56.2 48.5 39.7 55.9 51.5
Old : 49.8 44.4 58.8 56.2 48.8 40.0 56.1 51.9
Other: 72.5 45.1 72.5 45.1 72.5 45.1 72.5 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 1,868,303: 341,894 587,533 101,037 1,281,133 1,007,146 1,724,064 1,695,716: 144,238 172,587
Old : 1,868,303: 341,894 587,533 101,037 1,281,133 1,007,146 1,724,064 1,695,716: 144,238 172,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -338,540: -13,125 -9,308 -122,763 -210,790 -191,473 -346,678 -323,544: 8,138 -14,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 31.4 5.4 68.6 53.9 92.3 90.8: 7.7 9.2
Old : 100.0: 18.3 31.4 5.4 68.6 53.9 92.3 90.8: 7.7 9.2
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 : 291: 60 68 57 127 119 216 215:
Old : 291: 60 68 57 127 119 216 215:
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 : 18.8 28.5 30.3 39.9 17.8 25.7 27.6 35.0
Old : 18.8 28.5 30.3 39.9 17.8 25.7 27.6 35.0
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 28, 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 : 4,104,560: 841,900 671,432 393,845 2,357,949 2,311,531 3,593,695 3,376,808: 510,865 727,752
Old : 4,104,560: 841,900 671,432 393,845 2,357,949 2,311,531 3,593,695 3,376,808: 510,865 727,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -155,873: -3,106 -29,223 -161,021 -158,328 -111,527 -322,455 -301,770: 166,582 145,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.4 9.6 57.4 56.3 87.6 82.3: 12.4 17.7
Old : 100.0: 20.5 16.4 9.6 57.4 56.3 87.6 82.3: 12.4 17.7
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 : 405: 79 96 98 171 199 305 339:
Old : 405: 79 96 98 171 199 305 339:
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 : 21.4 12.0 30.2 18.5 17.3 8.1 25.3 12.3
Old : 21.4 12.0 30.2 18.5 17.3 8.1 25.3 12.3
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 28, 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 : 485,745: 58,922 80,775 10,646 318,036 225,938 387,604 317,359: 98,141 168,386
Old : 485,745: 58,922 80,775 10,646 318,036 225,938 387,604 317,359: 98,141 168,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 30,295: -2,794 13,986 -948 27,525 15,770 23,783 28,808: 6,513 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.6 2.2 65.5 46.5 79.8 65.3: 20.2 34.7
Old : 100.0: 12.1 16.6 2.2 65.5 46.5 79.8 65.3: 20.2 34.7
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 : 80: 10 12 10 47 46 63 62:
Old : 80: 10 12 10 47 46 63 62:
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 : 33.3 19.9 42.7 29.1 30.9 19.5 39.5 27.6
Old : 33.3 19.9 42.7 29.1 30.9 19.5 39.5 27.6
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 28, 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 : 3,522,097: 613,052 884,487 301,782 2,257,637 1,822,619 3,172,471 3,008,888: 349,625 513,209
Old : 3,522,097: 613,052 884,487 301,782 2,257,637 1,822,619 3,172,471 3,008,888: 349,625 513,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -261,515: -8,404 -40,594 -91,706 -220,810 -177,212 -320,920 -309,511: 59,404 47,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 25.1 8.6 64.1 51.7 90.1 85.4: 9.9 14.6
Old : 100.0: 17.4 25.1 8.6 64.1 51.7 90.1 85.4: 9.9 14.6
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 : 314: 54 79 71 133 151 231 257:
Old : 314: 54 79 71 133 151 231 257:
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 : 28.6 14.9 38.5 24.1 24.2 12.3 33.0 18.6
Old : 28.6 14.9 38.5 24.1 24.2 12.3 33.0 18.6
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 28, 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 : 1,520,306: 69,730 159,607 350,696 1,064,709 949,559 1,485,136 1,459,862: 35,170 60,444
Old : 1,520,306: 69,730 159,607 350,696 1,064,709 949,559 1,485,136 1,459,862: 35,170 60,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 66,927: 8,127 -2,872 1,601 55,839 67,247 65,567 65,976: 1,360 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.5 23.1 70.0 62.5 97.7 96.0: 2.3 4.0
Old : 100.0: 4.6 10.5 23.1 70.0 62.5 97.7 96.0: 2.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 25 50 53 63 73 122 145:
Old : 157: 25 50 53 63 73 122 145:
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 : 33.9 23.7 48.2 34.3 22.0 9.6 27.4 15.2
Old : 33.9 23.7 48.2 34.3 22.0 9.6 27.4 15.2
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, November 28, 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 : 77,570: 39,915 7,100 5,301 20,575 56,037 65,791 68,438: 11,779 9,132
Old : 77,570: 39,915 7,100 5,301 20,575 56,037 65,791 68,438: 11,779 9,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -1,455: -2,492 962 702 670 -3,029 -1,121 -1,365: -334 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 9.2 6.8 26.5 72.2 84.8 88.2: 15.2 11.8
Old : 100.0: 51.5 9.2 6.8 26.5 72.2 84.8 88.2: 15.2 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 : 124: 51 22 12 33 30 90 58:
Old : 124: 51 22 12 33 30 90 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 37.1 35.2 53.6 20.2 35.8 31.7 52.2
Old : 22.0 37.1 35.2 53.6 20.2 35.8 31.7 52.2
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 28, 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 : 155,140: 79,831 14,201 10,602 41,149 112,074 131,582 136,876: 23,558 18,264
Old : 155,140: 79,831 14,201 10,602 41,149 112,074 131,582 136,876: 23,558 18,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -2,910: -4,984 1,924 1,404 1,339 -6,058 -2,241 -2,730: -668 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 9.2 6.8 26.5 72.2 84.8 88.2: 15.2 11.8
Old : 100.0: 51.5 9.2 6.8 26.5 72.2 84.8 88.2: 15.2 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 : 124: 51 22 12 33 30 90 58:
Old : 124: 51 22 12 33 30 90 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 37.1 35.2 53.6 20.2 35.8 31.7 52.2
Old : 22.0 37.1 35.2 53.6 20.2 35.8 31.7 52.2
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 28, 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 : 82,276: 67,596 82,024 251 14,305 0 82,152 82,275: 124 1
Old : 82,276: 67,596 82,024 251 14,305 0 82,152 82,275: 124 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -5,320: -5,334 -5,318 0 1 0 -5,333 -5,318: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 99.7 0.3 17.4 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 82.2 99.7 0.3 17.4 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 : 40: 29 9 2 2 0 32 10:
Old : 40: 29 9 2 2 0 32 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 : 72.5 94.0 91.2 99.6 72.3 94.0 91.0 99.5
Old : 72.5 94.0 91.2 99.6 72.3 94.0 91.0 99.5
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 28, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,643: 13,001 5,942 5 14,615 21,609 27,621 27,556: 22 87
Old : 27,643: 13,001 5,942 5 14,615 21,609 27,621 27,556: 22 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: -469: -579 -63 0 110 -356 -469 -419: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 21.5 0.0 52.9 78.2 99.9 99.7: 0.1 0.3
Old : 100.0: 47.0 21.5 0.0 52.9 78.2 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 15 1 7 19 17 35:
Old : 49: 10 15 1 7 19 17 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 : 80.3 37.8 94.3 64.0 80.3 37.8 94.3 64.0
Old : 80.3 37.8 94.3 64.0 80.3 37.8 94.3 64.0
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 28, 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 : 24,322: 21,244 5,865 386 2,654 17,900 24,284 24,151: 38 171
Old : 24,322: 21,244 5,865 386 2,654 17,900 24,284 24,151: 38 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2017 :
: 258: 126 149 29 117 14 272 192: -14 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 24.1 1.6 10.9 73.6 99.8 99.3: 0.2 0.7
Old : 100.0: 87.3 24.1 1.6 10.9 73.6 99.8 99.3: 0.2 0.7
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 : 30: 4 12 2 3 12 9 24:
Old : 30: 4 12 2 3 12 9 24:
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 : 97.2 52.2 99.7 76.5 96.1 52.2 96.6 76.4
Old : 97.2 52.2 99.7 76.5 96.1 52.2 96.6 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017