WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 581,401: 152,040 239,317 157,817 226,953 138,296 536,810 535,431: 44,591 45,970
Old : 427,164: 137,742 222,392 90,710 163,528 81,531 391,980 394,633: 35,184 32,531
Other: 154,237: 43,470 46,098 37,935 63,425 56,765 144,830 140,798: 9,407 13,440
: : :
: : Changes in Commitments from: November 28, 2017 :
: -16,995: -1,402 -6,929 -3,676 -7,493 -4,422 -12,570 -15,028: -4,424 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 41.2 27.1 39.0 23.8 92.3 92.1: 7.7 7.9
Old : 100.0: 32.2 52.1 21.2 38.3 19.1 91.8 92.4: 8.2 7.6
Other: 100.0: 28.2 29.9 24.6 41.1 36.8 93.9 91.3: 6.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 132 163 146 104 108 321 341:
Old : 419: 136 146 124 98 102 292 318:
Other: 223: 57 67 58 58 78 145 176:
:----------------------------------------------------------------------------------------------------
: 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 8.0 22.5 15.3 11.7 7.6 17.3 14.1
Old : 17.0 10.4 25.4 19.6 15.5 9.9 22.3 18.8
Other: 20.3 16.3 33.5 27.2 17.5 13.0 26.7 22.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 322,937: 102,415 110,796 51,050 144,428 138,898 297,893 300,744: 25,044 22,193
Old : 259,206: 98,539 110,121 32,143 108,802 102,009 239,484 244,273: 19,722 14,933
Other: 63,731: 15,702 12,501 7,081 35,626 36,889 58,410 56,471: 5,322 7,260
: : :
: : Changes in Commitments from: November 28, 2017 :
: -815: 3,353 -1,053 -1,354 -1,974 3,387 24 979: -839 -1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 34.3 15.8 44.7 43.0 92.2 93.1: 7.8 6.9
Old : 100.0: 38.0 42.5 12.4 42.0 39.4 92.4 94.2: 7.6 5.8
Other: 100.0: 24.6 19.6 11.1 55.9 57.9 91.6 88.6: 8.4 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 91 69 73 93 81 213 199:
Old : 271: 88 67 51 85 70 194 167:
Other: 158: 35 39 36 51 61 109 115:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 19.4 30.1 31.1 15.0 15.6 22.0 25.8
Old : 24.4 24.1 34.0 37.3 23.5 23.7 31.2 36.0
Other: 29.7 32.9 40.9 46.0 29.6 32.3 40.8 44.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 1,792,019: 354,648 456,726 428,891 782,788 694,072 1,566,327 1,579,689: 225,692 212,329
Old : 1,572,740: 338,630 455,279 353,478 673,234 589,207 1,365,342 1,397,965: 207,398 174,775
Other: 219,279: 52,710 38,139 38,721 109,554 104,865 200,985 181,725: 18,294 37,555
: : :
: : Changes in Commitments from: November 28, 2017 :
: -64,244: 5,552 -23,219 344 -56,485 -28,406 -50,589 -51,282: -13,655 -12,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.5 23.9 43.7 38.7 87.4 88.2: 12.6 11.8
Old : 100.0: 21.5 28.9 22.5 42.8 37.5 86.8 88.9: 13.2 11.1
Other: 100.0: 24.0 17.4 17.7 50.0 47.8 91.7 82.9: 8.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 200 179 210 347 351 653 645:
Old : 807: 198 181 198 337 340 634 626:
Other: 434: 62 73 65 108 255 205 361:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 9.1 15.9 15.2 7.7 8.2 12.8 13.0
Old : 10.0 9.9 16.6 16.7 9.0 8.9 14.1 14.1
Other: 25.4 19.4 37.4 29.8 24.5 18.8 34.9 27.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 7,263: 2,947 267 462 1,666 5,604 5,075 6,332: 2,189 931
Old : 7,173: 2,931 260 461 1,624 5,583 5,016 6,304: 2,158 869
Other: 90: 17 7 0 42 21 59 28: 31 62
: : :
: : Changes in Commitments from: November 28, 2017 :
: -82: -184 -1 122 118 -239 57 -118: -139 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 3.7 6.4 22.9 77.1 69.9 87.2: 30.1 12.8
Old : 100.0: 40.9 3.6 6.4 22.6 77.8 69.9 87.9: 30.1 12.1
Other: 100.0: 18.9 7.8 0.0 46.7 23.3 65.6 31.1: 34.4 68.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 6 6 9 11 24 19:
Old : 31: 12 5 6 9 11 24 19:
Other: 9: 1 2 0 2 4 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 45.0 60.9 55.9 75.5 42.9 59.9 53.8 71.6
Old : 44.8 61.5 55.8 76.2 42.7 60.5 53.6 72.2
Other: 65.6 26.8 65.6 31.1 65.6 26.8 65.6 31.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 889,756: 171,714 93,496 226,563 426,805 467,582 825,082 787,642: 64,673 102,114
Old : 804,993: 160,892 88,499 202,185 382,609 427,169 745,686 717,853: 59,306 87,139
Other: 84,763: 22,766 16,941 12,434 44,196 40,413 79,396 69,788: 5,367 14,975
: : :
: : Changes in Commitments from: November 28, 2017 :
: 57,442: 20,970 -7,359 25,675 6,463 33,757 53,108 52,073: 4,333 5,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.5 25.5 48.0 52.6 92.7 88.5: 7.3 11.5
Old : 100.0: 20.0 11.0 25.1 47.5 53.1 92.6 89.2: 7.4 10.8
Other: 100.0: 26.9 20.0 14.7 52.1 47.7 93.7 82.3: 6.3 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 631: 180 167 250 195 227 518 531:
Old : 626: 181 165 243 190 222 507 521:
Other: 299: 66 59 56 67 146 158 241:
:----------------------------------------------------------------------------------------------------
: 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 12.1 21.5 19.4 12.0 9.9 16.3 15.3
Old : 15.1 12.7 21.8 19.6 13.2 10.2 17.8 16.0
Other: 31.2 28.7 40.9 39.0 31.1 26.6 40.5 35.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 501,657: 115,988 74,032 124,164 227,655 273,552 467,807 471,748: 33,850 29,909
Old : 452,216: 107,349 80,739 105,564 209,060 238,153 421,974 424,456: 30,242 27,760
Other: 49,442: 22,893 7,547 4,346 18,595 35,399 45,833 47,292: 3,608 2,150
: : :
: : Changes in Commitments from: November 28, 2017 :
: 16,173: -1,976 4,050 6,753 10,046 5,200 14,824 16,003: 1,349 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.8 24.8 45.4 54.5 93.3 94.0: 6.7 6.0
Old : 100.0: 23.7 17.9 23.3 46.2 52.7 93.3 93.9: 6.7 6.1
Other: 100.0: 46.3 15.3 8.8 37.6 71.6 92.7 95.7: 7.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 101 76 115 93 88 262 235:
Old : 315: 102 83 106 89 87 251 231:
Other: 99: 37 17 21 31 21 75 52:
:----------------------------------------------------------------------------------------------------
: 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 27.6 21.7 34.5 10.1 25.3 15.5 31.0
Old : 14.7 26.1 22.5 33.0 11.8 25.3 18.5 31.4
Other: 31.5 61.0 49.1 73.2 31.2 60.2 47.2 70.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 885,467: 185,890 110,329 66,984 461,850 533,944 714,724 711,257: 170,743 174,210
Old : 885,467: 185,890 110,329 66,984 461,850 533,944 714,724 711,257: 170,743 174,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -14,480: 6,135 -3,561 1,308 6,295 7,556 13,738 5,303: -28,218 -19,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.5 7.6 52.2 60.3 80.7 80.3: 19.3 19.7
Old : 100.0: 21.0 12.5 7.6 52.2 60.3 80.7 80.3: 19.3 19.7
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 : 177: 35 37 41 85 85 142 141:
Old : 177: 35 37 41 85 85 142 141:
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 : 19.6 22.2 28.0 34.6 14.5 16.8 21.2 25.5
Old : 19.6 22.2 28.0 34.6 14.5 16.8 21.2 25.5
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, December 05, 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 : 899,338: 55,198 156,898 32,009 685,291 618,982 772,498 807,889: 126,840 91,449
Old : 899,338: 55,198 156,898 32,009 685,291 618,982 772,498 807,889: 126,840 91,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -55,525: 4,391 9,146 -11,392 -15,081 -30,360 -22,082 -32,606: -33,443 -22,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.4 3.6 76.2 68.8 85.9 89.8: 14.1 10.2
Old : 100.0: 6.1 17.4 3.6 76.2 68.8 85.9 89.8: 14.1 10.2
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 : 121: 18 11 18 67 73 95 93:
Old : 121: 18 11 18 67 73 95 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 39.6 38.9 51.8 18.6 38.0 29.1 47.4
Old : 25.7 39.6 38.9 51.8 18.6 38.0 29.1 47.4
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, December 05, 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 : 1,784: 710 737 126 578 659 1,414 1,522: 370 262
Old : 1,784: 710 737 126 578 659 1,414 1,522: 370 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -36: -77 115 -40 85 -123 -32 -48: -4 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 41.3 7.1 32.4 36.9 79.3 85.3: 20.7 14.7
Old : 100.0: 39.8 41.3 7.1 32.4 36.9 79.3 85.3: 20.7 14.7
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 : 27: 8 6 6 9 8 20 19:
Old : 27: 8 6 6 9 8 20 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 : 38.2 56.3 55.5 71.0 37.7 55.6 52.7 67.4
Old : 38.2 56.3 55.5 71.0 37.7 55.6 52.7 67.4
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, December 05, 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 : 475,596: 129,611 33,830 90,926 209,646 323,420 430,183 448,176: 45,413 27,420
Old : 433,579: 124,659 34,605 81,994 184,608 291,188 391,262 407,787: 42,317 25,792
Other: 42,017: 8,776 3,049 5,107 25,038 32,233 38,922 40,389: 3,095 1,628
: : :
: : Changes in Commitments from: November 28, 2017 :
: 35,695: 21,230 -6,528 13,644 -611 31,607 34,264 38,724: 1,432 -3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.1 19.1 44.1 68.0 90.5 94.2: 9.5 5.8
Old : 100.0: 28.8 8.0 18.9 42.6 67.2 90.2 94.1: 9.8 5.9
Other: 100.0: 20.9 7.3 12.2 59.6 76.7 92.6 96.1: 7.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 108 63 99 103 102 264 227:
Old : 308: 108 68 96 102 98 261 221:
Other: 106: 31 14 24 39 36 77 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 32.3 19.0 39.5 11.2 30.5 16.4 37.2
Old : 12.7 32.0 19.5 39.5 11.8 30.4 17.4 37.4
Other: 32.2 48.0 52.1 62.3 32.2 39.1 47.5 51.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 11,328: 1,487 2,224 993 7,075 6,782 9,555 9,999: 1,773 1,329
Old : 11,228: 1,482 2,224 993 7,007 6,723 9,482 9,940: 1,746 1,288
Other: 100: 5 0 0 68 59 73 59: 27 41
: : :
: : Changes in Commitments from: November 28, 2017 :
: 233: 216 -153 42 -91 356 166 245: 66 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.6 8.8 62.5 59.9 84.4 88.3: 15.6 11.7
Old : 100.0: 13.2 19.8 8.8 62.4 59.9 84.5 88.5: 15.5 11.5
Other: 100.0: 5.0 0.0 0.0 68.0 59.0 73.0 59.0: 27.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 15 14 22 17 45 38:
Old : 59: 14 15 14 22 17 45 38:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 47.0 44.5 56.0 57.6 45.7 39.9 53.5 52.5
Old : 46.9 44.4 56.0 57.6 46.1 40.2 54.0 52.9
Other: 73.0 59.0 73.0 59.0 73.0 59.0 73.0 59.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 1,823,747: 386,440 566,575 95,101 1,222,603 997,539 1,704,143 1,659,214: 119,604 164,533
Old : 1,823,747: 386,440 566,575 95,101 1,222,603 997,539 1,704,143 1,659,214: 119,604 164,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -44,556: 44,546 -20,959 -5,936 -58,531 -9,607 -19,921 -36,502: -24,635 -8,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.1 5.2 67.0 54.7 93.4 91.0: 6.6 9.0
Old : 100.0: 21.2 31.1 5.2 67.0 54.7 93.4 91.0: 6.6 9.0
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 : 303: 61 68 46 133 121 217 212:
Old : 303: 61 68 46 133 121 217 212:
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 : 21.2 30.1 32.5 41.0 21.2 27.6 31.4 36.3
Old : 21.2 30.1 32.5 41.0 21.2 27.6 31.4 36.3
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, December 05, 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 : 3,819,487: 720,569 674,387 412,674 2,342,388 2,172,270 3,475,631 3,259,331: 343,855 560,156
Old : 3,819,487: 720,569 674,387 412,674 2,342,388 2,172,270 3,475,631 3,259,331: 343,855 560,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -285,073: -121,331 2,955 18,829 -15,561 -139,261 -118,063 -117,477: -167,010 -167,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 17.7 10.8 61.3 56.9 91.0 85.3: 9.0 14.7
Old : 100.0: 18.9 17.7 10.8 61.3 56.9 91.0 85.3: 9.0 14.7
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 : 400: 72 103 97 163 192 292 335:
Old : 400: 72 103 97 163 192 292 335:
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 12.7 33.6 19.6 19.0 8.6 26.9 13.6
Old : 23.5 12.7 33.6 19.6 19.0 8.6 26.9 13.6
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, December 05, 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 : 530,075: 76,398 82,448 11,799 353,375 283,693 441,572 377,940: 88,503 152,135
Old : 530,075: 76,398 82,448 11,799 353,375 283,693 441,572 377,940: 88,503 152,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 44,330: 17,476 1,673 1,153 35,339 57,755 53,968 60,581: -9,638 -16,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.6 2.2 66.7 53.5 83.3 71.3: 16.7 28.7
Old : 100.0: 14.4 15.6 2.2 66.7 53.5 83.3 71.3: 16.7 28.7
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 : 85: 11 11 10 43 50 60 65:
Old : 85: 11 11 10 43 50 60 65:
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 : 35.5 19.9 46.7 28.8 34.4 19.4 44.7 27.4
Old : 35.5 19.9 46.7 28.8 34.4 19.4 44.7 27.4
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, December 05, 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 : 3,232,714: 538,951 915,097 233,455 2,197,316 1,641,439 2,969,722 2,789,991: 262,993 442,724
Old : 3,232,714: 538,951 915,097 233,455 2,197,316 1,641,439 2,969,722 2,789,991: 262,993 442,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -289,382: -74,101 30,611 -68,328 -60,321 -181,179 -202,750 -218,897: -86,632 -70,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 28.3 7.2 68.0 50.8 91.9 86.3: 8.1 13.7
Old : 100.0: 16.7 28.3 7.2 68.0 50.8 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 : 313: 57 69 62 138 154 227 253:
Old : 313: 57 69 62 138 154 227 253:
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 : 31.8 15.7 41.8 24.8 27.4 13.0 36.7 20.0
Old : 31.8 15.7 41.8 24.8 27.4 13.0 36.7 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 1,422,179: 90,867 183,268 322,571 977,483 856,508 1,390,921 1,362,347: 31,258 59,832
Old : 1,422,179: 90,867 183,268 322,571 977,483 856,508 1,390,921 1,362,347: 31,258 59,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -98,126: 21,137 23,661 -28,125 -87,226 -93,051 -94,215 -97,515: -3,912 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 12.9 22.7 68.7 60.2 97.8 95.8: 2.2 4.2
Old : 100.0: 6.4 12.9 22.7 68.7 60.2 97.8 95.8: 2.2 4.2
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 : 153: 24 51 54 64 65 125 138:
Old : 153: 24 51 54 64 65 125 138:
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 26.5 47.3 36.7 22.9 12.2 29.6 18.7
Old : 33.8 26.5 47.3 36.7 22.9 12.2 29.6 18.7
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, December 05, 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 : 80,714: 43,048 6,745 5,004 20,944 59,693 68,996 71,442: 11,718 9,272
Old : 80,714: 43,048 6,745 5,004 20,944 59,693 68,996 71,442: 11,718 9,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 3,144: 3,133 -355 -297 369 3,656 3,205 3,004: -61 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 8.4 6.2 25.9 74.0 85.5 88.5: 14.5 11.5
Old : 100.0: 53.3 8.4 6.2 25.9 74.0 85.5 88.5: 14.5 11.5
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 : 122: 53 21 11 34 30 90 59:
Old : 122: 53 21 11 34 30 90 59:
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 37.1 32.9 53.4 18.7 35.7 29.5 52.0
Old : 20.9 37.1 32.9 53.4 18.7 35.7 29.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 161,428: 86,096 13,490 10,008 41,887 119,385 137,992 142,884: 23,436 18,545
Old : 161,428: 86,096 13,490 10,008 41,887 119,385 137,992 142,884: 23,436 18,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 6,288: 6,265 -710 -593 738 7,312 6,410 6,008: -122 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 8.4 6.2 25.9 74.0 85.5 88.5: 14.5 11.5
Old : 100.0: 53.3 8.4 6.2 25.9 74.0 85.5 88.5: 14.5 11.5
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 : 122: 53 21 11 34 30 90 59:
Old : 122: 53 21 11 34 30 90 59:
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 37.1 32.9 53.4 18.7 35.7 29.5 52.0
Old : 20.9 37.1 32.9 53.4 18.7 35.7 29.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 05, 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 : 67,220: 54,132 66,949 251 12,718 0 67,101 67,200: 119 20
Old : 67,220: 54,132 66,949 251 12,718 0 67,101 67,200: 119 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -15,056: -13,464 -15,075 0 -1,587 0 -15,051 -15,075: -5 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 99.6 0.4 18.9 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 80.5 99.6 0.4 18.9 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 : 39: 28 9 2 2 0 31 10:
Old : 39: 28 9 2 2 0 31 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 : 68.7 91.9 89.0 99.5 68.4 91.9 88.8 99.4
Old : 68.7 91.9 89.0 99.5 68.4 91.9 88.8 99.4
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, December 05, 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 : 27,989: 13,067 5,740 20 14,887 22,072 27,974 27,832: 15 157
Old : 27,989: 13,067 5,740 20 14,887 22,072 27,974 27,832: 15 157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: 346: 66 -202 15 272 463 353 276: -7 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 20.5 0.1 53.2 78.9 99.9 99.4: 0.1 0.6
Old : 100.0: 46.7 20.5 0.1 53.2 78.9 99.9 99.4: 0.1 0.6
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 : 49: 12 13 2 8 19 20 34:
Old : 49: 12 13 2 8 19 20 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 : 81.0 36.6 94.8 64.9 81.0 36.6 94.8 64.9
Old : 81.0 36.6 94.8 64.9 81.0 36.6 94.8 64.9
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, December 05, 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 : 22,716: 20,311 4,864 507 1,838 17,214 22,656 22,585: 60 131
Old : 22,716: 20,311 4,864 507 1,838 17,214 22,656 22,585: 60 131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2017 :
: -1,606: -933 -1,001 121 -816 -686 -1,628 -1,566: 22 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 21.4 2.2 8.1 75.8 99.7 99.4: 0.3 0.6
Old : 100.0: 89.4 21.4 2.2 8.1 75.8 99.7 99.4: 0.3 0.6
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 : 32: 4 12 2 4 14 9 27:
Old : 32: 4 12 2 4 14 9 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 : 94.2 52.8 99.6 77.3 93.4 52.7 95.7 77.1
Old : 94.2 52.8 99.6 77.3 93.4 52.7 95.7 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2017