WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 622,514: 143,143 255,859 180,147 251,708 139,267 574,998 575,273: 47,516 47,241
Old : 449,161: 127,646 235,258 105,161 180,305 75,500 413,112 415,919: 36,049 33,242
Other: 173,353: 44,011 49,114 46,472 71,403 63,768 161,886 159,354: 11,467 13,999
: : :
: : Changes in Commitments from: December 19, 2017 :
: -29,812: -6,213 -12,847 -15,164 -7,408 -2,215 -28,785 -30,226: -1,027 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 41.1 28.9 40.4 22.4 92.4 92.4: 7.6 7.6
Old : 100.0: 28.4 52.4 23.4 40.1 16.8 92.0 92.6: 8.0 7.4
Other: 100.0: 25.4 28.3 26.8 41.2 36.8 93.4 91.9: 6.6 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 129 165 152 114 109 338 348:
Old : 433: 142 141 126 109 101 308 319:
Other: 242: 55 83 60 60 85 154 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 8.0 22.5 14.9 11.6 7.2 17.2 13.2
Old : 16.3 10.2 23.2 18.8 15.2 9.6 21.1 18.0
Other: 19.3 16.5 31.6 27.1 15.1 12.9 24.4 21.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 342,709: 106,534 122,728 56,289 153,528 142,147 316,351 321,165: 26,357 21,544
Old : 260,150: 105,148 119,541 29,715 105,281 96,679 240,144 245,935: 20,006 14,215
Other: 82,558: 18,792 20,594 9,168 48,247 45,468 76,207 75,229: 6,351 7,329
: : :
: : Changes in Commitments from: December 19, 2017 :
: -1,702: 2,886 2,962 -4,700 535 1,599 -1,279 -140: -423 -1,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 35.8 16.4 44.8 41.5 92.3 93.7: 7.7 6.3
Old : 100.0: 40.4 46.0 11.4 40.5 37.2 92.3 94.5: 7.7 5.5
Other: 100.0: 22.8 24.9 11.1 58.4 55.1 92.3 91.1: 7.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 108 73 92 90 80 237 215:
Old : 289: 104 71 52 81 69 207 171:
Other: 181: 49 48 46 55 61 128 133:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 18.3 30.2 29.4 14.4 15.0 21.7 25.1
Old : 25.6 22.0 34.6 35.6 24.8 21.9 32.7 35.1
Other: 28.9 28.2 39.8 39.9 22.3 27.1 31.7 38.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 1,852,922: 348,831 479,556 439,945 823,484 721,553 1,612,260 1,641,055: 240,662 211,867
Old : 1,613,019: 333,441 475,412 356,615 704,425 610,510 1,394,481 1,442,537: 218,538 170,482
Other: 239,903: 52,273 41,026 46,449 119,058 111,043 217,780 198,518: 22,124 41,385
: : :
: : Changes in Commitments from: December 19, 2017 :
: -27,489: 4,394 -14,688 -30,058 1,141 18,918 -24,523 -25,829: -2,966 -1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.9 23.7 44.4 38.9 87.0 88.6: 13.0 11.4
Old : 100.0: 20.7 29.5 22.1 43.7 37.8 86.5 89.4: 13.5 10.6
Other: 100.0: 21.8 17.1 19.4 49.6 46.3 90.8 82.7: 9.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 811: 187 172 200 364 355 657 636:
Old : 800: 193 167 181 353 342 634 609:
Other: 455: 63 82 64 117 266 223 370:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.7 15.3 14.5 7.2 7.6 12.5 12.5
Old : 9.6 9.6 15.7 15.7 8.5 8.3 13.5 13.7
Other: 21.4 18.3 33.0 28.5 20.9 18.1 31.3 26.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,789: 2,681 394 453 1,821 4,677 4,955 5,523: 1,834 1,266
Old : 6,547: 2,642 381 407 1,703 4,632 4,752 5,420: 1,796 1,128
Other: 242: 80 54 5 118 45 203 104: 39 138
: : :
: : Changes in Commitments from: December 19, 2017 :
: -132: 112 14 -180 -109 -132 -177 -298: 45 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 5.8 6.7 26.8 68.9 73.0 81.4: 27.0 18.6
Old : 100.0: 40.4 5.8 6.2 26.0 70.7 72.6 82.8: 27.4 17.2
Other: 100.0: 33.1 22.2 2.1 48.8 18.6 84.0 42.9: 16.0 57.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 7 6 8 11 20 19:
Old : 28: 8 6 6 8 11 20 19:
Other: 12: 1 3 1 3 5 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 46.0 58.8 58.3 71.0 45.8 56.6 58.0 66.4
Old : 44.9 60.4 57.5 72.9 44.6 58.2 57.3 68.3
Other: 82.3 38.1 84.0 42.9 81.9 36.0 81.9 40.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 841,222: 138,961 178,949 203,019 439,344 362,441 781,324 744,409: 59,898 96,813
Old : 747,553: 130,778 174,490 175,304 388,020 318,407 694,102 668,201: 53,451 79,352
Other: 93,669: 19,924 16,200 15,973 51,324 44,034 87,222 76,208: 6,447 17,461
: : :
: : Changes in Commitments from: December 19, 2017 :
: -51,987: 5,197 31,637 -26,142 -26,608 -50,195 -47,552 -44,699: -4,435 -7,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 21.3 24.1 52.2 43.1 92.9 88.5: 7.1 11.5
Old : 100.0: 17.5 23.3 23.5 51.9 42.6 92.8 89.4: 7.2 10.6
Other: 100.0: 21.3 17.3 17.1 54.8 47.0 93.1 81.4: 6.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 172 158 234 200 211 495 517:
Old : 609: 172 161 212 193 202 476 493:
Other: 310: 62 70 58 78 144 168 249:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 8.3 22.0 14.3 13.8 5.8 19.1 11.2
Old : 16.1 8.8 22.5 15.3 14.9 6.6 19.9 12.3
Other: 30.3 27.0 40.5 35.7 29.6 26.4 39.3 33.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 475,641: 116,026 93,998 95,367 229,035 256,582 440,428 445,947: 35,214 29,694
Old : 419,824: 104,342 96,395 78,315 206,704 218,190 389,361 392,901: 30,463 26,923
Other: 55,818: 23,510 9,428 5,226 22,331 38,392 51,067 53,046: 4,751 2,772
: : :
: : Changes in Commitments from: December 19, 2017 :
: -25,349: -5,303 4,181 -22,322 985 -7,620 -26,640 -25,761: 1,291 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 19.8 20.1 48.2 53.9 92.6 93.8: 7.4 6.2
Old : 100.0: 24.9 23.0 18.7 49.2 52.0 92.7 93.6: 7.3 6.4
Other: 100.0: 42.1 16.9 9.4 40.0 68.8 91.5 95.0: 8.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 93 87 106 94 86 246 236:
Old : 309: 91 93 100 90 82 236 230:
Other: 114: 41 21 22 41 26 90 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 28.8 20.5 35.3 10.2 23.8 16.2 29.8
Old : 13.2 27.1 21.4 33.8 11.3 23.4 18.3 29.5
Other: 27.5 56.4 42.9 70.3 27.5 53.1 41.2 62.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 913,777: 188,592 85,250 96,137 475,493 564,342 760,222 745,729: 153,555 168,048
Old : 913,777: 188,592 85,250 96,137 475,493 564,342 760,222 745,729: 153,555 168,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -15,297: -18,661 836 -4,625 18,778 -5,443 -4,508 -9,232: -10,788 -6,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.3 10.5 52.0 61.8 83.2 81.6: 16.8 18.4
Old : 100.0: 20.6 9.3 10.5 52.0 61.8 83.2 81.6: 16.8 18.4
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 : 180: 40 39 44 80 82 143 142:
Old : 180: 40 39 44 80 82 143 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 25.3 27.2 35.3 12.3 16.9 18.9 24.3
Old : 19.3 25.3 27.2 35.3 12.3 16.9 18.9 24.3
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 26, 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 : 883,897: 51,355 162,800 13,153 694,726 616,305 759,233 792,257: 124,664 91,640
Old : 883,897: 51,355 162,800 13,153 694,726 616,305 759,233 792,257: 124,664 91,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -5,953: -8,284 -3,425 1,963 1,883 -1,644 -4,438 -3,106: -1,515 -2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 18.4 1.5 78.6 69.7 85.9 89.6: 14.1 10.4
Old : 100.0: 5.8 18.4 1.5 78.6 69.7 85.9 89.6: 14.1 10.4
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 : 115: 16 12 15 61 71 84 91:
Old : 115: 16 12 15 61 71 84 91:
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 : 26.9 40.2 40.4 53.3 19.4 39.7 30.2 49.9
Old : 26.9 40.2 40.4 53.3 19.4 39.7 30.2 49.9
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 26, 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 : 2,722: 483 1,264 349 1,423 698 2,255 2,311: 467 411
Old : 2,722: 483 1,264 349 1,423 698 2,255 2,311: 467 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -26: -212 103 23 158 3 -31 129: 5 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 46.4 12.8 52.3 25.6 82.8 84.9: 17.2 15.1
Old : 100.0: 17.7 46.4 12.8 52.3 25.6 82.8 84.9: 17.2 15.1
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 : 26: 7 8 7 8 9 17 23:
Old : 26: 7 8 7 8 9 17 23:
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 : 46.1 44.9 67.2 59.7 35.7 39.8 49.3 48.1
Old : 46.1 44.9 67.2 59.7 35.7 39.8 49.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 425,347: 104,509 43,874 76,038 204,637 279,573 385,183 399,484: 40,163 25,863
Old : 377,485: 98,932 43,354 67,618 174,758 242,665 341,308 353,637: 36,178 23,848
Other: 47,861: 9,262 4,205 4,734 29,879 36,907 43,875 45,847: 3,986 2,015
: : :
: : Changes in Commitments from: December 19, 2017 :
: -19,834: -7,189 11,306 -4,746 -4,266 -24,952 -16,200 -18,392: -3,634 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 10.3 17.9 48.1 65.7 90.6 93.9: 9.4 6.1
Old : 100.0: 26.2 11.5 17.9 46.3 64.3 90.4 93.7: 9.6 6.3
Other: 100.0: 19.4 8.8 9.9 62.4 77.1 91.7 95.8: 8.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 81 56 93 103 91 238 204:
Old : 271: 85 57 89 102 90 235 199:
Other: 115: 23 21 23 48 36 84 71:
:----------------------------------------------------------------------------------------------------
: 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 31.6 21.1 38.1 12.6 28.8 17.8 35.1
Old : 14.5 31.1 21.3 38.1 13.2 28.5 18.8 35.3
Other: 29.1 43.0 48.6 59.4 29.1 38.0 45.7 49.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 10,613: 1,365 2,319 593 6,731 6,115 8,689 9,027: 1,924 1,585
Old : 10,368: 1,363 2,319 593 6,606 5,927 8,562 8,839: 1,806 1,528
Other: 245: 2 0 0 125 188 127 188: 118 57
: : :
: : Changes in Commitments from: December 19, 2017 :
: -1,237: -5 -184 -629 -768 -575 -1,402 -1,388: 165 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 21.9 5.6 63.4 57.6 81.9 85.1: 18.1 14.9
Old : 100.0: 13.1 22.4 5.7 63.7 57.2 82.6 85.3: 17.4 14.7
Other: 100.0: 0.8 0.0 0.0 51.0 76.7 51.8 76.7: 48.2 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 13 14 10 20 16 38 37:
Old : 55: 13 14 10 18 15 36 36:
Other: 9: 1 0 0 3 5 4 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 : 49.8 40.2 59.1 55.2 49.8 39.7 59.1 54.3
Old : 50.8 39.6 60.4 55.0 50.8 39.6 60.4 54.5
Other: 51.8 74.7 51.8 76.7 51.8 74.7 51.8 76.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 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 : 1,872,835: 405,621 589,536 106,068 1,238,603 1,013,103 1,750,292 1,708,707: 122,543 164,129
Old : 1,872,835: 405,621 589,536 106,068 1,238,603 1,013,103 1,750,292 1,708,707: 122,543 164,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 30,125: -457 11,502 9,515 17,987 14,310 27,045 35,326: 3,080 -5,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 31.5 5.7 66.1 54.1 93.5 91.2: 6.5 8.8
Old : 100.0: 21.7 31.5 5.7 66.1 54.1 93.5 91.2: 6.5 8.8
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 : 309: 57 66 40 138 127 215 213:
Old : 309: 57 66 40 138 127 215 213:
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 28.0 32.0 39.0 19.5 25.9 29.7 35.5
Old : 20.3 28.0 32.0 39.0 19.5 25.9 29.7 35.5
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, December 26, 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 : 3,750,891: 629,195 696,422 405,370 2,368,496 2,103,711 3,403,061 3,205,503: 347,830 545,388
Old : 3,750,891: 629,195 696,422 405,370 2,368,496 2,103,711 3,403,061 3,205,503: 347,830 545,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -191,045: -51,424 -17,673 -45,172 -89,149 -119,032 -185,746 -181,878: -5,300 -9,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.6 10.8 63.1 56.1 90.7 85.5: 9.3 14.5
Old : 100.0: 16.8 18.6 10.8 63.1 56.1 90.7 85.5: 9.3 14.5
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 : 393: 78 92 94 166 189 292 327:
Old : 393: 78 92 94 166 189 292 327:
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 : 22.3 12.6 31.5 19.0 18.6 10.0 25.5 14.7
Old : 22.3 12.6 31.5 19.0 18.6 10.0 25.5 14.7
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 26, 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 : 508,274: 78,786 74,465 6,612 323,924 281,503 409,322 362,580: 98,952 145,694
Old : 508,274: 78,786 74,465 6,612 323,924 281,503 409,322 362,580: 98,952 145,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -4,164: -1,827 1,297 -581 -12,998 -2,861 -15,406 -2,145: 11,242 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.7 1.3 63.7 55.4 80.5 71.3: 19.5 28.7
Old : 100.0: 15.5 14.7 1.3 63.7 55.4 80.5 71.3: 19.5 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 : 84: 9 14 8 47 49 62 65:
Old : 84: 9 14 8 47 49 62 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 : 34.2 20.1 45.2 29.0 34.0 19.0 44.8 26.9
Old : 34.2 20.1 45.2 29.0 34.0 19.0 44.8 26.9
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 26, 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 : 3,252,039: 499,256 926,618 254,248 2,242,771 1,634,503 2,996,275 2,815,368: 255,764 436,671
Old : 3,252,039: 499,256 926,618 254,248 2,242,771 1,634,503 2,996,275 2,815,368: 255,764 436,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 2,266: -47,816 -1,123 4,073 42,043 9,934 -1,700 12,884: 3,965 -10,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.5 7.8 69.0 50.3 92.1 86.6: 7.9 13.4
Old : 100.0: 15.4 28.5 7.8 69.0 50.3 92.1 86.6: 7.9 13.4
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 : 310: 53 72 63 130 151 220 249:
Old : 310: 53 72 63 130 151 220 249:
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 : 31.9 13.9 42.4 23.0 28.0 12.5 37.0 19.5
Old : 31.9 13.9 42.4 23.0 28.0 12.5 37.0 19.5
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, December 26, 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 : 1,484,553: 141,549 201,681 311,393 1,000,933 917,352 1,453,875 1,430,426: 30,678 54,127
Old : 1,484,553: 141,549 201,681 311,393 1,000,933 917,352 1,453,875 1,430,426: 30,678 54,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 26,123: 24,628 9,790 -1,516 403 17,898 23,515 26,172: 2,608 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.6 21.0 67.4 61.8 97.9 96.4: 2.1 3.6
Old : 100.0: 9.5 13.6 21.0 67.4 61.8 97.9 96.4: 2.1 3.6
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 : 151: 26 46 55 64 69 124 141:
Old : 151: 26 46 55 64 69 124 141:
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 : 36.3 26.5 49.4 36.3 22.2 14.0 28.2 18.5
Old : 36.3 26.5 49.4 36.3 22.2 14.0 28.2 18.5
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 26, 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 : 73,555: 41,297 5,571 4,204 16,310 56,862 61,811 66,637: 11,744 6,918
Old : 73,555: 41,297 5,571 4,204 16,310 56,862 61,811 66,637: 11,744 6,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -76: 1,211 -192 -29 -752 -45 429 -267: -505 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 7.6 5.7 22.2 77.3 84.0 90.6: 16.0 9.4
Old : 100.0: 56.1 7.6 5.7 22.2 77.3 84.0 90.6: 16.0 9.4
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 : 117: 50 19 10 29 29 81 56:
Old : 117: 50 19 10 29 29 81 56:
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 41.8 33.8 60.4 20.0 39.9 31.4 58.4
Old : 20.9 41.8 33.8 60.4 20.0 39.9 31.4 58.4
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, December 26, 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 : 147,111: 82,593 11,142 8,408 32,621 113,725 123,622 133,275: 23,489 13,836
Old : 147,111: 82,593 11,142 8,408 32,621 113,725 123,622 133,275: 23,489 13,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -152: 2,421 -384 -59 -1,504 -90 858 -534: -1,010 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 7.6 5.7 22.2 77.3 84.0 90.6: 16.0 9.4
Old : 100.0: 56.1 7.6 5.7 22.2 77.3 84.0 90.6: 16.0 9.4
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 : 117: 50 19 10 29 29 81 56:
Old : 117: 50 19 10 29 29 81 56:
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 41.8 33.8 60.4 20.0 39.9 31.4 58.4
Old : 20.9 41.8 33.8 60.4 20.0 39.9 31.4 58.4
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, December 26, 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 : 51,532: 40,371 51,124 274 10,784 100 51,429 51,498: 103 34
Old : 51,532: 40,371 51,124 274 10,784 100 51,429 51,498: 103 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -21,194: 512 398 -21,705 5 100 -21,188 -21,207: -6 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 99.2 0.5 20.9 0.2 99.8 99.9: 0.2 0.1
Old : 100.0: 78.3 99.2 0.5 20.9 0.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 26 7 3 3 1 30 10:
Old : 37: 26 7 3 3 1 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 : 66.8 96.5 88.8 99.7 66.4 96.5 88.5 99.4
Old : 66.8 96.5 88.8 99.7 66.4 96.5 88.5 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 26, 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 : 24,912: 9,388 6,568 0 15,500 18,236 24,888 24,804: 24 108
Old : 24,912: 9,388 6,568 0 15,500 18,236 24,888 24,804: 24 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 455: -441 693 0 884 -244 443 449: 12 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 26.4 0.0 62.2 73.2 99.9 99.6: 0.1 0.4
Old : 100.0: 37.7 26.4 0.0 62.2 73.2 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 17 0 8 19 15 36:
Old : 49: 7 17 0 8 19 15 36:
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 : 76.4 37.6 96.5 64.9 76.4 37.6 96.5 64.9
Old : 76.4 37.6 96.5 64.9 76.4 37.6 96.5 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 26, 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 : 21,162: 17,701 4,933 23 3,409 16,089 21,133 21,045: 29 117
Old : 21,162: 17,701 4,933 23 3,409 16,089 21,133 21,045: 29 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 914: -269 376 22 1,148 476 901 874: 13 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 23.3 0.1 16.1 76.0 99.9 99.4: 0.1 0.6
Old : 100.0: 83.6 23.3 0.1 16.1 76.0 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 : 32: 4 11 1 5 13 10 24:
Old : 32: 4 11 1 5 13 10 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 : 92.0 56.6 99.6 78.9 92.0 56.6 97.6 78.8
Old : 92.0 56.6 99.6 78.9 92.0 56.6 97.6 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017