WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 30, 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 : 543,155: 169,018 216,312 124,828 207,067 157,519 500,913 498,659: 42,242 44,496
Old : 377,500: 148,522 197,331 61,660 136,307 89,103 346,489 348,094: 31,011 29,406
Other: 165,655: 58,982 57,467 24,682 70,760 68,416 154,424 150,565: 11,231 15,090
: : :
: : Changes in Commitments from: January 23, 2018 :
: -29,538: 1,178 -47,499 879 -31,180 16,856 -29,123 -29,764: -415 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 39.8 23.0 38.1 29.0 92.2 91.8: 7.8 8.2
Old : 100.0: 39.3 52.3 16.3 36.1 23.6 91.8 92.2: 8.2 7.8
Other: 100.0: 35.6 34.7 14.9 42.7 41.3 93.2 90.9: 6.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 129 146 143 82 100 305 317:
Old : 403: 129 139 98 75 91 265 278:
Other: 253: 75 72 56 55 79 161 182:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 9.1 20.5 16.6 10.3 7.3 16.5 13.6
Old : 13.2 11.4 21.7 20.7 11.1 10.1 18.7 19.0
Other: 20.7 17.8 32.3 29.4 18.1 16.9 28.8 27.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 30, 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 : 325,892: 110,209 94,276 60,147 130,833 148,870 301,189 303,293: 24,703 22,599
Old : 217,172: 101,686 93,446 23,460 75,010 86,806 200,156 203,712: 17,016 13,460
Other: 108,720: 29,414 21,721 15,796 55,823 62,064 101,033 99,581: 7,687 9,139
: : :
: : Changes in Commitments from: January 23, 2018 :
: -15,398: -2,619 -17,514 -6,540 -4,321 8,916 -13,480 -15,138: -1,918 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.9 18.5 40.1 45.7 92.4 93.1: 7.6 6.9
Old : 100.0: 46.8 43.0 10.8 34.5 40.0 92.2 93.8: 7.8 6.2
Other: 100.0: 27.1 20.0 14.5 51.3 57.1 92.9 91.6: 7.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 102 68 78 81 77 219 199:
Old : 265: 98 64 40 63 63 174 156:
Other: 183: 54 41 40 56 63 131 125:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 19.4 26.5 29.5 10.1 14.9 16.8 22.6
Old : 21.8 22.9 32.5 32.9 21.8 22.9 30.1 32.6
Other: 26.1 31.7 38.4 45.1 17.7 22.8 25.7 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 30, 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 : 1,692,248: 453,496 439,742 303,942 744,186 765,198 1,501,624 1,508,882: 190,624 183,366
Old : 1,454,814: 435,869 446,476 227,813 622,069 637,410 1,285,751 1,311,699: 169,063 143,115
Other: 237,434: 81,558 57,197 12,198 122,117 127,788 215,873 197,183: 21,561 40,251
: : :
: : Changes in Commitments from: January 23, 2018 :
: 23,694: 29,063 -61,716 15,199 -17,656 61,524 26,606 15,007: -2,912 8,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 26.0 18.0 44.0 45.2 88.7 89.2: 11.3 10.8
Old : 100.0: 30.0 30.7 15.7 42.8 43.8 88.4 90.2: 11.6 9.8
Other: 100.0: 34.3 24.1 5.1 51.4 53.8 90.9 83.0: 9.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 204 154 186 291 348 597 612:
Old : 814: 215 148 152 280 323 569 564:
Other: 482: 68 85 38 91 284 178 388:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 10.5 15.8 16.5 7.5 9.7 12.9 14.3
Old : 10.0 11.8 16.7 18.5 9.2 11.8 14.4 17.2
Other: 23.7 16.8 35.7 25.6 20.9 16.6 32.7 24.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 30, 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 : 6,406: 2,121 218 859 1,019 4,171 3,999 5,248: 2,407 1,158
Old : 5,968: 1,971 194 843 858 3,930 3,672 4,967: 2,296 1,001
Other: 438: 165 39 1 161 241 327 281: 111 157
: : :
: : Changes in Commitments from: January 23, 2018 :
: 110: -464 -285 448 -199 125 -215 288: 325 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 3.4 13.4 15.9 65.1 62.4 81.9: 37.6 18.1
Old : 100.0: 33.0 3.3 14.1 14.4 65.9 61.5 83.2: 38.5 16.8
Other: 100.0: 37.7 8.9 0.2 36.8 55.0 74.7 64.2: 25.3 35.8
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 4 6 8 12 20 19:
Old : 26: 10 3 6 5 12 17 19:
Other: 11: 2 1 1 5 5 8 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 : 47.1 55.1 56.2 70.2 38.2 51.2 45.0 61.1
Old : 45.9 56.4 55.6 71.3 36.3 52.3 43.6 61.9
Other: 71.5 59.8 74.7 64.2 69.9 55.9 70.8 60.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 30, 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 : 790,223: 154,286 167,085 139,439 446,958 387,770 740,683 694,294: 49,540 95,929
Old : 680,565: 148,346 164,566 111,086 379,273 335,382 638,705 611,034: 41,860 69,531
Other: 109,658: 25,935 22,514 8,358 67,685 52,388 101,978 83,260: 7,680 26,398
: : :
: : Changes in Commitments from: January 23, 2018 :
: 6,884: 7,610 -46,681 6,997 -6,809 39,649 7,798 -35: -914 6,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.1 17.6 56.6 49.1 93.7 87.9: 6.3 12.1
Old : 100.0: 21.8 24.2 16.3 55.7 49.3 93.8 89.8: 6.2 10.2
Other: 100.0: 23.7 20.5 7.6 61.7 47.8 93.0 75.9: 7.0 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 583: 157 142 173 166 221 411 473:
Old : 575: 153 146 141 149 212 373 447:
Other: 331: 54 71 39 77 164 154 256:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 10.2 26.7 16.9 16.9 8.8 23.5 14.5
Old : 18.9 10.9 27.4 18.0 17.7 10.3 24.9 16.6
Other: 30.3 19.8 40.2 30.2 29.5 19.6 39.5 29.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 30, 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 : 511,460: 133,383 110,716 115,200 226,301 254,562 474,884 480,478: 36,576 30,982
Old : 441,366: 124,529 113,788 94,277 191,683 205,698 410,489 413,763: 30,877 27,603
Other: 70,094: 25,048 13,122 4,729 34,618 48,864 64,395 66,715: 5,699 3,379
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,457: -804 -9,633 3,591 -2,372 6,973 415 931: 1,042 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 21.6 22.5 44.2 49.8 92.8 93.9: 7.2 6.1
Old : 100.0: 28.2 25.8 21.4 43.4 46.6 93.0 93.7: 7.0 6.3
Other: 100.0: 35.7 18.7 6.7 49.4 69.7 91.9 95.2: 8.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 110 92 112 96 78 268 247:
Old : 347: 121 95 102 91 73 255 238:
Other: 142: 37 39 25 45 33 102 82:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 24.8 18.7 31.0 11.1 23.1 17.4 28.4
Old : 11.6 23.0 19.3 30.0 10.8 21.7 18.3 27.6
Other: 26.6 50.8 39.3 61.6 26.6 50.3 38.2 61.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 30, 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 : 803,696: 188,026 134,627 12,006 445,600 493,896 645,632 640,529: 158,064 163,167
Old : 803,696: 188,026 134,627 12,006 445,600 493,896 645,632 640,529: 158,064 163,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -5,483: -16,470 -14,138 -2,159 896 16,998 -17,733 701: 12,250 -6,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 16.8 1.5 55.4 61.5 80.3 79.7: 19.7 20.3
Old : 100.0: 23.4 16.8 1.5 55.4 61.5 80.3 79.7: 19.7 20.3
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 : 171: 31 40 26 68 73 113 125:
Old : 171: 31 40 26 68 73 113 125:
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 : 21.7 27.5 31.5 37.6 14.6 18.6 22.9 27.5
Old : 21.7 27.5 31.5 37.6 14.6 18.6 22.9 27.5
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 - Futures Only, January 30, 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 : 896,516: 49,120 187,171 10,325 713,692 592,317 773,137 789,813: 123,379 106,703
Old : 896,516: 49,120 187,171 10,325 713,692 592,317 773,137 789,813: 123,379 106,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -156: 1,940 744 -3,098 -1,203 -14,042 -2,361 -16,396: 2,205 16,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.9 1.2 79.6 66.1 86.2 88.1: 13.8 11.9
Old : 100.0: 5.5 20.9 1.2 79.6 66.1 86.2 88.1: 13.8 11.9
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 : 114: 17 13 13 61 66 87 83:
Old : 114: 17 13 13 61 66 87 83:
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 : 27.6 39.1 40.8 52.0 20.4 38.8 31.2 48.6
Old : 27.6 39.1 40.8 52.0 20.4 38.8 31.2 48.6
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 30, 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 : 2,831: 1,028 1,356 210 1,219 849 2,457 2,415: 374 416
Old : 2,831: 1,028 1,356 210 1,219 849 2,457 2,415: 374 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -148: 40 -11 -181 63 72 -78 -120: -70 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 47.9 7.4 43.1 30.0 86.8 85.3: 13.2 14.7
Old : 100.0: 36.3 47.9 7.4 43.1 30.0 86.8 85.3: 13.2 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 : 28: 10 8 3 8 8 18 19:
Old : 28: 10 8 3 8 8 18 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 : 53.6 49.1 72.3 66.8 38.5 46.6 53.3 55.9
Old : 53.6 49.1 72.3 66.8 38.5 46.6 53.3 55.9
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 30, 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 : 427,424: 118,087 35,003 64,988 198,356 297,225 381,431 397,216: 45,993 30,208
Old : 360,274: 111,858 35,593 52,245 156,602 246,185 320,705 334,023: 39,569 26,251
Other: 67,150: 13,440 6,621 5,532 41,754 51,040 60,726 63,193: 6,424 3,957
: : :
: : Changes in Commitments from: January 23, 2018 :
: 13,873: 2,355 -11,421 9,098 -792 15,697 10,661 13,374: 3,212 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.2 15.2 46.4 69.5 89.2 92.9: 10.8 7.1
Old : 100.0: 31.0 9.9 14.5 43.5 68.3 89.0 92.7: 11.0 7.3
Other: 100.0: 20.0 9.9 8.2 62.2 76.0 90.4 94.1: 9.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 96 47 87 89 82 225 190:
Old : 271: 101 48 79 86 78 220 178:
Other: 129: 37 21 19 49 38 94 72:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 33.0 19.2 41.6 11.2 30.1 16.6 38.1
Old : 13.7 32.1 21.0 41.7 12.6 29.5 18.8 38.6
Other: 24.1 43.0 40.0 56.1 24.1 36.9 39.9 46.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 30, 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 : 9,617: 1,272 2,401 297 5,952 5,552 7,521 8,250: 2,096 1,367
Old : 9,073: 1,284 2,481 204 5,736 5,133 7,224 7,818: 1,849 1,255
Other: 544: 81 13 0 216 419 297 432: 247 112
: : :
: : Changes in Commitments from: January 23, 2018 :
: 105: -105 -139 -3 25 323 -83 181: 188 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 25.0 3.1 61.9 57.7 78.2 85.8: 21.8 14.2
Old : 100.0: 14.2 27.3 2.2 63.2 56.6 79.6 86.2: 20.4 13.8
Other: 100.0: 14.9 2.4 0.0 39.7 77.0 54.6 79.4: 45.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 19 10 21 13 40 39:
Old : 58: 16 19 9 19 13 38 38:
Other: 10: 2 1 0 4 3 6 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 : 40.0 40.0 50.6 57.4 38.1 37.5 47.8 53.9
Old : 41.8 39.8 53.1 57.6 39.8 39.7 50.1 54.9
Other: 47.1 79.4 54.6 79.4 47.1 79.4 54.6 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 30, 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 : 1,971,694: 405,884 734,950 65,785 1,379,672 986,823 1,851,341 1,787,558: 120,353 184,136
Old : 1,971,694: 405,884 734,950 65,785 1,379,672 986,823 1,851,341 1,787,558: 120,353 184,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 40,115: -10,100 17,880 15,875 36,757 3,506 42,532 37,261: -2,417 2,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 37.3 3.3 70.0 50.0 93.9 90.7: 6.1 9.3
Old : 100.0: 20.6 37.3 3.3 70.0 50.0 93.9 90.7: 6.1 9.3
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 : 331: 52 82 37 142 138 216 235:
Old : 331: 52 82 37 142 138 216 235:
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 : 20.2 25.8 31.4 35.6 18.3 22.8 28.5 31.9
Old : 20.2 25.8 31.4 35.6 18.3 22.8 28.5 31.9
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 30, 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 : 3,566,655: 671,251 886,851 172,360 2,416,613 1,917,348 3,260,224 2,976,559: 306,431 590,096
Old : 3,566,655: 671,251 886,851 172,360 2,416,613 1,917,348 3,260,224 2,976,559: 306,431 590,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 54,529: -8,902 88,821 -13,766 81,375 -20,409 58,707 54,646: -4,178 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 24.9 4.8 67.8 53.8 91.4 83.5: 8.6 16.5
Old : 100.0: 18.8 24.9 4.8 67.8 53.8 91.4 83.5: 8.6 16.5
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 : 427: 65 115 73 179 186 288 330:
Old : 427: 65 115 73 179 186 288 330:
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 : 26.3 10.5 37.5 17.5 23.1 8.0 31.6 14.1
Old : 26.3 10.5 37.5 17.5 23.1 8.0 31.6 14.1
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 30, 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 : 553,868: 107,038 56,721 11,835 346,870 326,111 465,743 394,667: 88,125 159,201
Old : 553,868: 107,038 56,721 11,835 346,870 326,111 465,743 394,667: 88,125 159,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 17,733: -313 4,066 4,882 25,842 -1,146 30,411 7,802: -12,678 9,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.2 2.1 62.6 58.9 84.1 71.3: 15.9 28.7
Old : 100.0: 19.3 10.2 2.1 62.6 58.9 84.1 71.3: 15.9 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 : 93: 11 13 12 51 50 70 67:
Old : 93: 11 13 12 51 50 70 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 : 32.9 20.6 44.7 29.0 32.7 19.8 44.5 27.4
Old : 32.9 20.6 44.7 29.0 32.7 19.8 44.5 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 - Futures Only, January 30, 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 : 3,377,130: 631,711 1,025,158 124,024 2,353,756 1,777,268 3,109,491 2,926,450: 267,639 450,680
Old : 3,377,130: 631,711 1,025,158 124,024 2,353,756 1,777,268 3,109,491 2,926,450: 267,639 450,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 60,425: 19,449 -22,111 511 35,314 88,580 55,274 66,980: 5,151 -6,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.4 3.7 69.7 52.6 92.1 86.7: 7.9 13.3
Old : 100.0: 18.7 30.4 3.7 69.7 52.6 92.1 86.7: 7.9 13.3
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 : 349: 62 78 39 137 169 221 264:
Old : 349: 62 78 39 137 169 221 264:
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 13.9 44.1 23.3 29.7 13.4 38.8 20.5
Old : 33.6 13.9 44.1 23.3 29.7 13.4 38.8 20.5
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 - Futures Only, January 30, 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 : 1,737,930: 202,493 182,698 351,043 1,150,662 1,148,508 1,704,198 1,682,249: 33,732 55,681
Old : 1,737,930: 202,493 182,698 351,043 1,150,662 1,148,508 1,704,198 1,682,249: 33,732 55,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 126,290: 20,959 -6,357 27,365 82,014 111,460 130,338 132,468: -4,048 -6,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 10.5 20.2 66.2 66.1 98.1 96.8: 1.9 3.2
Old : 100.0: 11.7 10.5 20.2 66.2 66.1 98.1 96.8: 1.9 3.2
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 : 164: 36 47 58 63 70 129 150:
Old : 164: 36 47 58 63 70 129 150:
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 : 33.4 26.3 44.1 37.3 21.1 14.9 26.1 20.3
Old : 33.4 26.3 44.1 37.3 21.1 14.9 26.1 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, January 30, 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 : 77,825: 40,739 7,674 2,939 20,673 61,217 64,350 71,830: 13,475 5,996
Old : 77,825: 40,739 7,674 2,939 20,673 61,217 64,350 71,830: 13,475 5,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -563: 577 -1,332 -485 -744 1,255 -652 -563: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 9.9 3.8 26.6 78.7 82.7 92.3: 17.3 7.7
Old : 100.0: 52.3 9.9 3.8 26.6 78.7 82.7 92.3: 17.3 7.7
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 : 118: 52 15 8 33 26 88 46:
Old : 118: 52 15 8 33 26 88 46:
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 : 19.0 38.9 30.8 57.4 19.0 37.1 30.8 55.6
Old : 19.0 38.9 30.8 57.4 19.0 37.1 30.8 55.6
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 30, 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 : 155,650: 81,477 15,348 5,878 41,345 122,433 128,700 143,659: 26,950 11,991
Old : 155,650: 81,477 15,348 5,878 41,345 122,433 128,700 143,659: 26,950 11,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,125: 1,154 -2,664 -970 -1,488 2,509 -1,304 -1,125: 179 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 9.9 3.8 26.6 78.7 82.7 92.3: 17.3 7.7
Old : 100.0: 52.3 9.9 3.8 26.6 78.7 82.7 92.3: 17.3 7.7
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 : 118: 52 15 8 33 26 88 46:
Old : 118: 52 15 8 33 26 88 46:
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 : 19.0 38.9 30.8 57.4 19.0 37.1 30.8 55.6
Old : 19.0 38.9 30.8 57.4 19.0 37.1 30.8 55.6
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 30, 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 : 17,184: 500 319 0 15,140 16,546 15,640 16,865: 1,544 319
Old : 17,184: 500 319 0 15,140 16,546 15,640 16,865: 1,544 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 0.0 88.1 96.3 91.0 98.1: 9.0 1.9
Old : 100.0: 2.9 1.9 0.0 88.1 96.3 91.0 98.1: 9.0 1.9
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 : 20: 1 1 0 9 12 10 13:
Old : 20: 1 1 0 9 12 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 : 66.1 69.7 89.0 88.2 63.0 69.7 84.7 88.1
Old : 66.1 69.7 89.0 88.2 63.0 69.7 84.7 88.1
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 30, 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 : 78,595: 61,868 78,341 251 16,199 0 78,318 78,592: 277 3
Old : 78,595: 61,868 78,341 251 16,199 0 78,318 78,592: 277 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 10,738: 8,138 10,757 0 2,604 0 10,742 10,757: -4 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 99.7 0.3 20.6 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 78.7 99.7 0.3 20.6 0.0 99.6 100.0: 0.4 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 : 48: 37 8 2 3 0 41 9:
Old : 48: 37 8 2 3 0 41 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 94.3 88.5 99.8 72.7 94.3 88.3 99.7
Old : 72.9 94.3 88.5 99.8 72.7 94.3 88.3 99.7
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 30, 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 : 27,593: 9,876 6,919 0 17,684 20,529 27,560 27,448: 33 145
Old : 27,593: 9,876 6,919 0 17,684 20,529 27,560 27,448: 33 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -588: 1,632 -89 0 -2,216 -488 -584 -577: -4 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 25.1 0.0 64.1 74.4 99.9 99.5: 0.1 0.5
Old : 100.0: 35.8 25.1 0.0 64.1 74.4 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 14 0 8 20 16 34:
Old : 48: 8 14 0 8 20 16 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 : 79.8 39.0 97.2 61.0 79.8 39.0 97.2 61.0
Old : 79.8 39.0 97.2 61.0 79.8 39.0 97.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, January 30, 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 : 23,829: 19,810 5,841 18 3,966 17,880 23,794 23,739: 35 90
Old : 23,829: 19,810 5,841 18 3,966 17,880 23,794 23,739: 35 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 452: 304 -18 0 157 450 461 432: -9 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 24.5 0.1 16.6 75.0 99.9 99.6: 0.1 0.4
Old : 100.0: 83.1 24.5 0.1 16.6 75.0 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 : 36: 6 13 1 5 13 12 26:
Old : 36: 6 13 1 5 13 12 26:
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 : 93.0 61.8 99.2 82.5 93.0 61.8 96.3 81.5
Old : 93.0 61.8 99.2 82.5 93.0 61.8 96.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018