WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 558,257: 170,432 265,596 109,169 236,692 140,471 516,293 515,236: 41,964 43,021
Old : 397,367: 149,970 244,736 49,721 166,742 73,493 366,433 367,950: 30,934 29,417
Other: 160,890: 59,290 59,688 20,620 69,950 66,978 149,860 147,286: 11,030 13,604
: : :
: : Changes in Commitments from: January 9, 2018 :
: 30,082: 1,121 17,907 6,780 23,713 7,777 31,614 32,464: -1,532 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 47.6 19.6 42.4 25.2 92.5 92.3: 7.5 7.7
Old : 100.0: 37.7 61.6 12.5 42.0 18.5 92.2 92.6: 7.8 7.4
Other: 100.0: 36.9 37.1 12.8 43.5 41.6 93.1 91.5: 6.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 464: 127 182 124 100 107 309 344:
Old : 440: 127 166 79 94 89 267 296:
Other: 258: 70 79 46 51 83 152 182:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 8.7 23.5 16.1 12.6 8.0 19.0 14.9
Old : 17.6 11.8 26.5 20.8 16.3 11.1 23.5 20.0
Other: 18.5 16.4 31.6 28.3 15.4 15.4 26.2 26.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,287: 111,306 105,176 54,220 131,611 141,117 297,137 300,513: 25,150 21,774
Old : 231,900: 106,655 102,199 25,664 82,368 90,420 214,687 218,283: 17,213 13,617
Other: 90,387: 22,361 20,687 10,846 49,243 50,697 82,450 82,230: 7,937 8,157
: : :
: : Changes in Commitments from: January 9, 2018 :
: -30: -2,532 -7,015 2,099 -266 4,704 -699 -212: 669 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 32.6 16.8 40.8 43.8 92.2 93.2: 7.8 6.8
Old : 100.0: 46.0 44.1 11.1 35.5 39.0 92.6 94.1: 7.4 5.9
Other: 100.0: 24.7 22.9 12.0 54.5 56.1 91.2 91.0: 8.8 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 100 67 75 78 83 212 203:
Old : 277: 98 68 34 65 69 177 158:
Other: 178: 50 40 36 50 65 117 126:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 18.5 29.2 29.0 13.6 14.5 20.2 23.7
Old : 25.5 22.6 36.0 35.8 24.8 22.6 33.5 34.0
Other: 27.5 27.1 38.3 42.0 21.0 26.0 30.8 37.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,637,164: 421,121 513,368 283,148 738,188 667,781 1,442,457 1,464,297: 194,707 172,867
Old : 1,439,111: 395,183 507,317 232,136 634,376 560,150 1,261,695 1,299,603: 177,416 139,508
Other: 198,053: 67,943 48,056 9,007 103,812 107,631 180,762 164,694: 17,291 33,359
: : :
: : Changes in Commitments from: January 9, 2018 :
: 47,226: 10,823 16,356 17,100 16,834 15,089 44,757 48,545: 2,469 -1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 31.4 17.3 45.1 40.8 88.1 89.4: 11.9 10.6
Old : 100.0: 27.5 35.3 16.1 44.1 38.9 87.7 90.3: 12.3 9.7
Other: 100.0: 34.3 24.3 4.5 52.4 54.3 91.3 83.2: 8.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 174 187 176 294 336 575 613:
Old : 809: 187 183 140 287 318 549 576:
Other: 455: 66 76 37 92 263 182 356:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 10.1 16.6 16.8 7.7 9.6 13.2 15.0
Old : 9.9 10.8 17.2 18.3 9.2 10.2 14.4 16.2
Other: 24.0 21.5 37.5 31.2 24.0 21.4 37.4 31.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,649: 2,592 732 223 1,807 4,450 4,622 5,405: 2,027 1,244
Old : 6,305: 2,518 732 181 1,634 4,260 4,333 5,173: 1,972 1,132
Other: 344: 116 42 0 173 190 289 232: 55 112
: : :
: : Changes in Commitments from: January 9, 2018 :
: 74: -13 -34 -109 71 175 -51 32: 125 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 11.0 3.4 27.2 66.9 69.5 81.3: 30.5 18.7
Old : 100.0: 39.9 11.6 2.9 25.9 67.6 68.7 82.0: 31.3 18.0
Other: 100.0: 33.7 12.2 0.0 50.3 55.2 84.0 67.4: 16.0 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 7 4 10 11 19 21:
Old : 30: 8 7 3 9 11 18 20:
Other: 11: 2 1 0 5 4 7 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 : 50.3 55.4 60.3 70.0 49.8 54.9 59.5 66.9
Old : 49.4 55.9 60.0 70.8 48.9 55.4 59.0 67.9
Other: 77.9 63.4 84.0 67.4 77.9 59.9 80.5 64.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 766,686: 151,657 230,305 120,649 442,961 330,985 715,267 681,939: 51,419 84,747
Old : 677,734: 151,962 224,323 94,973 385,929 289,965 632,864 609,261: 44,870 68,473
Other: 88,952: 18,130 24,417 7,241 57,032 41,020 82,403 72,678: 6,549 16,274
: : :
: : Changes in Commitments from: January 9, 2018 :
: 33,504: 1,262 14,477 9,604 22,291 7,355 33,157 31,436: 347 2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 30.0 15.7 57.8 43.2 93.3 88.9: 6.7 11.1
Old : 100.0: 22.4 33.1 14.0 56.9 42.8 93.4 89.9: 6.6 10.1
Other: 100.0: 20.4 27.4 8.1 64.1 46.1 92.6 81.7: 7.4 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 148 155 163 168 205 407 459:
Old : 573: 152 157 133 156 191 380 425:
Other: 307: 45 76 38 68 149 138 245:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 9.3 27.1 16.2 17.8 9.1 23.8 15.3
Old : 20.0 10.1 27.9 17.3 18.7 10.1 25.3 17.0
Other: 33.9 27.5 45.5 37.0 33.1 27.2 44.7 35.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 472,712: 123,379 101,938 104,705 211,520 237,488 439,604 444,131: 33,108 28,581
Old : 410,178: 115,029 107,007 84,781 181,912 193,208 381,722 384,996: 28,456 25,182
Other: 62,534: 24,498 11,079 3,776 29,608 44,280 57,882 59,135: 4,652 3,399
: : :
: : Changes in Commitments from: January 9, 2018 :
: 19,760: 2,656 14,241 14,431 2,764 -9,328 19,851 19,344: -91 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 21.6 22.1 44.7 50.2 93.0 94.0: 7.0 6.0
Old : 100.0: 28.0 26.1 20.7 44.3 47.1 93.1 93.9: 6.9 6.1
Other: 100.0: 39.2 17.7 6.0 47.3 70.8 92.6 94.6: 7.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 102 92 114 93 79 259 246:
Old : 335: 106 97 101 87 74 243 235:
Other: 132: 41 32 20 42 30 96 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 : 12.6 25.8 20.1 32.1 10.8 24.3 16.9 29.7
Old : 13.2 23.8 21.1 30.7 11.9 22.7 19.8 28.8
Other: 27.4 51.8 39.7 65.6 27.4 51.3 39.7 62.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 785,547: 193,344 126,243 14,878 423,052 477,706 631,274 618,827: 154,273 166,720
Old : 785,547: 193,344 126,243 14,878 423,052 477,706 631,274 618,827: 154,273 166,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 14,017: 9,310 8,946 -7,903 13,144 9,579 14,551 10,622: -534 3,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.1 1.9 53.9 60.8 80.4 78.8: 19.6 21.2
Old : 100.0: 24.6 16.1 1.9 53.9 60.8 80.4 78.8: 19.6 21.2
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 : 167: 31 41 18 64 70 104 121:
Old : 167: 31 41 18 64 70 104 121:
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 : 22.9 24.7 33.0 34.9 19.6 20.1 28.5 29.0
Old : 22.9 24.7 33.0 34.9 19.6 20.1 28.5 29.0
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 885,371: 54,978 178,893 11,551 700,103 601,134 766,632 791,578: 118,739 93,793
Old : 885,371: 54,978 178,893 11,551 700,103 601,134 766,632 791,578: 118,739 93,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -1,468: -9,315 7,813 -977 6,645 -11,146 -3,647 -4,310: 2,179 2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 20.2 1.3 79.1 67.9 86.6 89.4: 13.4 10.6
Old : 100.0: 6.2 20.2 1.3 79.1 67.9 86.6 89.4: 13.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 17 14 10 58 68 81 86:
Old : 116: 17 14 10 58 68 81 86:
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 : 28.1 38.0 41.3 51.0 21.2 37.8 31.6 48.5
Old : 28.1 38.0 41.3 51.0 21.2 37.8 31.6 48.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,956: 1,009 1,419 345 1,237 749 2,591 2,513: 365 443
Old : 2,956: 1,009 1,419 345 1,237 749 2,591 2,513: 365 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 206: 247 82 32 -85 97 194 211: 12 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 48.0 11.7 41.8 25.3 87.7 85.0: 12.3 15.0
Old : 100.0: 34.1 48.0 11.7 41.8 25.3 87.7 85.0: 12.3 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 8 5 6 7 16 19:
Old : 26: 8 8 5 6 7 16 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 : 50.7 49.8 72.9 66.4 41.0 43.3 53.4 53.0
Old : 50.7 49.8 72.9 66.4 41.0 43.3 53.4 53.0
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 393,607: 102,237 58,681 55,778 195,336 249,373 353,351 363,832: 40,256 29,775
Old : 336,550: 96,147 59,644 44,221 161,466 206,037 301,834 309,902: 34,716 26,648
Other: 57,057: 11,658 4,605 5,989 33,870 43,336 51,517 53,930: 5,540 3,127
: : :
: : Changes in Commitments from: January 9, 2018 :
: 7,919: -1,967 10,143 -405 11,358 -3,772 8,986 5,966: -1,067 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 14.9 14.2 49.6 63.4 89.8 92.4: 10.2 7.6
Old : 100.0: 28.6 17.7 13.1 48.0 61.2 89.7 92.1: 10.3 7.9
Other: 100.0: 20.4 8.1 10.5 59.4 76.0 90.3 94.5: 9.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 88 54 84 91 80 222 189:
Old : 272: 92 57 73 88 77 216 177:
Other: 123: 35 15 22 50 37 94 67:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 28.8 20.4 36.4 12.9 27.6 18.5 34.4
Old : 15.0 28.3 22.0 36.6 14.5 27.5 20.7 35.1
Other: 25.9 37.8 43.4 52.6 25.9 34.2 41.7 45.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,969: 1,342 2,797 210 6,632 5,610 8,184 8,617: 1,785 1,352
Old : 9,577: 1,355 2,797 197 6,406 5,297 7,958 8,291: 1,619 1,286
Other: 392: 0 13 0 226 313 226 326: 166 66
: : :
: : Changes in Commitments from: January 9, 2018 :
: -167: -106 -139 35 -131 141 -202 37: 35 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.1 2.1 66.5 56.3 82.1 86.4: 17.9 13.6
Old : 100.0: 14.1 29.2 2.1 66.9 55.3 83.1 86.6: 16.9 13.4
Other: 100.0: 0.0 3.3 0.0 57.7 79.8 57.7 83.2: 42.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 15 18 6 18 12 34 35:
Old : 55: 15 18 5 16 12 32 34:
Other: 8: 0 1 0 4 3 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 40.3 59.2 58.3 50.8 39.6 57.7 57.5
Old : 52.8 40.4 61.1 58.9 52.3 40.4 59.5 58.9
Other: 57.7 83.2 57.7 83.2 57.7 83.2 57.7 83.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,876,381: 413,792 704,434 41,531 1,298,555 952,849 1,753,878 1,698,814: 122,503 177,567
Old : 1,876,381: 413,792 704,434 41,531 1,298,555 952,849 1,753,878 1,698,814: 122,503 177,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 24,475: -627 22,393 -1,550 19,194 -1,779 17,017 19,064: 7,458 5,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 37.5 2.2 69.2 50.8 93.5 90.5: 6.5 9.5
Old : 100.0: 22.1 37.5 2.2 69.2 50.8 93.5 90.5: 6.5 9.5
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 : 318: 61 68 29 131 134 206 217:
Old : 318: 61 68 29 131 134 206 217:
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 : 19.5 28.1 30.4 38.3 17.6 25.2 27.7 35.1
Old : 19.5 28.1 30.4 38.3 17.6 25.2 27.7 35.1
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,373,769: 650,652 739,911 169,951 2,224,902 1,900,986 3,045,505 2,810,848: 328,264 562,921
Old : 3,373,769: 650,652 739,911 169,951 2,224,902 1,900,986 3,045,505 2,810,848: 328,264 562,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 12,484: 89,345 -18,249 -26,576 -62,480 51,362 289 6,537: 12,195 5,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.9 5.0 65.9 56.3 90.3 83.3: 9.7 16.7
Old : 100.0: 19.3 21.9 5.0 65.9 56.3 90.3 83.3: 9.7 16.7
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 : 423: 76 113 67 154 179 269 320:
Old : 423: 76 113 67 154 179 269 320:
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 : 25.4 11.0 35.7 18.8 22.0 8.2 29.7 13.7
Old : 25.4 11.0 35.7 18.8 22.0 8.2 29.7 13.7
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 526,858: 93,928 53,662 6,756 333,118 321,596 433,802 382,014: 93,056 144,844
Old : 526,858: 93,928 53,662 6,756 333,118 321,596 433,802 382,014: 93,056 144,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,779: 4,299 -11,177 -95 -913 16,599 3,291 5,327: 3,488 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.2 1.3 63.2 61.0 82.3 72.5: 17.7 27.5
Old : 100.0: 17.8 10.2 1.3 63.2 61.0 82.3 72.5: 17.7 27.5
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 : 90: 10 12 8 48 52 63 67:
Old : 90: 10 12 8 48 52 63 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 23.1 45.5 31.0 32.9 22.6 45.3 29.5
Old : 33.1 23.1 45.5 31.0 32.9 22.6 45.3 29.5
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,195,542: 562,812 1,049,072 115,569 2,264,883 1,571,948 2,943,264 2,736,589: 252,278 458,953
Old : 3,195,542: 562,812 1,049,072 115,569 2,264,883 1,571,948 2,943,264 2,736,589: 252,278 458,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 27,894: -35,908 6,587 9,942 53,146 -5,793 27,180 10,736: 714 17,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.8 3.6 70.9 49.2 92.1 85.6: 7.9 14.4
Old : 100.0: 17.6 32.8 3.6 70.9 49.2 92.1 85.6: 7.9 14.4
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 : 332: 59 80 40 131 151 214 247:
Old : 332: 59 80 40 131 151 214 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 14.8 44.6 24.3 30.3 14.1 40.3 20.4
Old : 33.6 14.8 44.6 24.3 30.3 14.1 40.3 20.4
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,521,057: 163,640 172,962 315,225 1,009,096 974,095 1,487,961 1,462,282: 33,096 58,775
Old : 1,521,057: 163,640 172,962 315,225 1,009,096 974,095 1,487,961 1,462,282: 33,096 58,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 57,093: 48,223 -15,023 4,819 3,287 65,899 56,329 55,695: 764 1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.4 20.7 66.3 64.0 97.8 96.1: 2.2 3.9
Old : 100.0: 10.8 11.4 20.7 66.3 64.0 97.8 96.1: 2.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 30 42 53 65 71 123 142:
Old : 151: 30 42 53 65 71 123 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 29.4 46.8 38.9 22.2 15.5 28.4 20.7
Old : 35.6 29.4 46.8 38.9 22.2 15.5 28.4 20.7
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 78,618: 44,050 9,192 3,905 18,850 58,458 66,805 71,555: 11,814 7,064
Old : 78,618: 44,050 9,192 3,905 18,850 58,458 66,805 71,555: 11,814 7,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,299: 2,922 1,456 -339 1,610 1,043 4,193 2,161: -894 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 11.7 5.0 24.0 74.4 85.0 91.0: 15.0 9.0
Old : 100.0: 56.0 11.7 5.0 24.0 74.4 85.0 91.0: 15.0 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 : 133: 57 24 8 32 29 92 58:
Old : 133: 57 24 8 32 29 92 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 : 18.2 38.8 31.3 56.1 17.3 37.0 29.6 54.3
Old : 18.2 38.8 31.3 56.1 17.3 37.0 29.6 54.3
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,236: 88,100 18,384 7,810 37,699 116,915 133,609 143,109: 23,627 14,127
Old : 157,236: 88,100 18,384 7,810 37,699 116,915 133,609 143,109: 23,627 14,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,598: 5,843 2,912 -677 3,220 2,086 8,386 4,321: -1,788 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 11.7 5.0 24.0 74.4 85.0 91.0: 15.0 9.0
Old : 100.0: 56.0 11.7 5.0 24.0 74.4 85.0 91.0: 15.0 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 : 133: 57 24 8 32 29 92 58:
Old : 133: 57 24 8 32 29 92 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 : 18.2 38.8 31.3 56.1 17.3 37.0 29.6 54.3
Old : 18.2 38.8 31.3 56.1 17.3 37.0 29.6 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 17,857: 500 495 0 15,452 17,080 15,952 17,575: 1,905 282
Old : 17,857: 500 495 0 15,452 17,080 15,952 17,575: 1,905 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.8 0.0 86.5 95.6 89.3 98.4: 10.7 1.6
Old : 100.0: 2.8 2.8 0.0 86.5 95.6 89.3 98.4: 10.7 1.6
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 : 20: 1 2 0 9 11 10 13:
Old : 20: 1 2 0 9 11 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 66.5 87.4 90.0 66.0 66.5 83.2 89.4
Old : 70.2 66.5 87.4 90.0 66.0 66.5 83.2 89.4
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 81,034: 67,450 80,761 251 13,078 0 80,779 81,012: 255 22
Old : 81,034: 67,450 80,761 251 13,078 0 80,779 81,012: 255 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,895: 3,563 3,898 0 264 0 3,827 3,898: 68 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 99.7 0.3 16.1 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 83.2 99.7 0.3 16.1 0.0 99.7 100.0: 0.3 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 : 41: 28 10 2 3 0 32 11:
Old : 41: 28 10 2 3 0 32 11:
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 : 79.2 92.6 91.4 99.4 79.0 92.6 91.2 99.3
Old : 79.2 92.6 91.4 99.4 79.0 92.6 91.2 99.3
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,210: 8,667 6,095 0 17,504 19,953 26,171 26,048: 39 162
Old : 26,210: 8,667 6,095 0 17,504 19,953 26,171 26,048: 39 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 586: -305 227 0 883 355 578 582: 8 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.3 0.0 66.8 76.1 99.9 99.4: 0.1 0.6
Old : 100.0: 33.1 23.3 0.0 66.8 76.1 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 : 47: 8 13 0 8 20 16 33:
Old : 47: 8 13 0 8 20 16 33:
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 : 76.7 36.6 96.0 61.4 76.7 36.6 96.0 61.4
Old : 76.7 36.6 96.0 61.4 76.7 36.6 96.0 61.4
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 - Futures Only, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,566: 19,122 5,363 18 2,398 16,116 21,538 21,497: 28 69
Old : 21,566: 19,122 5,363 18 2,398 16,116 21,538 21,497: 28 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,613: 1,593 785 -5 65 831 1,653 1,611: -40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 24.9 0.1 11.1 74.7 99.9 99.7: 0.1 0.3
Old : 100.0: 88.7 24.9 0.1 11.1 74.7 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 : 37: 8 12 1 5 13 14 25:
Old : 37: 8 12 1 5 13 14 25:
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 : 92.5 60.5 98.6 79.0 92.5 60.5 96.6 78.9
Old : 92.5 60.5 98.6 79.0 92.5 60.5 96.6 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018