WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 06, 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 : 536,754: 161,687 210,395 127,900 204,547 156,247 494,134 494,542: 42,620 42,212
Old : 356,688: 140,925 194,723 55,239 130,019 80,968 326,183 330,930: 30,505 25,758
Other: 180,066: 64,885 59,795 28,538 74,528 75,279 167,951 163,612: 12,115 16,454
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,401: -7,331 -5,917 3,072 -2,520 -1,272 -6,779 -4,117: 378 -2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 39.2 23.8 38.1 29.1 92.1 92.1: 7.9 7.9
Old : 100.0: 39.5 54.6 15.5 36.5 22.7 91.4 92.8: 8.6 7.2
Other: 100.0: 36.0 33.2 15.8 41.4 41.8 93.3 90.9: 6.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 134 140 139 91 99 312 311:
Old : 398: 132 134 83 83 87 264 265:
Other: 255: 73 75 59 58 73 168 177:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 8.7 20.5 16.2 10.1 7.9 16.8 14.6
Old : 13.2 12.1 22.9 21.9 12.5 11.2 21.2 20.5
Other: 19.4 17.6 31.5 28.9 16.9 16.7 27.8 27.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 06, 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 : 309,542: 103,432 66,180 54,633 128,152 164,900 286,217 285,713: 23,325 23,829
Old : 193,903: 91,013 60,794 18,130 69,368 101,689 178,511 180,613: 15,392 13,290
Other: 115,639: 34,444 27,411 14,478 58,784 63,211 107,706 105,100: 7,933 10,539
: : :
: : Changes in Commitments from: January 30, 2018 :
: -16,350: -6,777 -28,096 -5,514 -2,681 16,030 -14,972 -17,580: -1,378 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 21.4 17.6 41.4 53.3 92.5 92.3: 7.5 7.7
Old : 100.0: 46.9 31.4 9.4 35.8 52.4 92.1 93.1: 7.9 6.9
Other: 100.0: 29.8 23.7 12.5 50.8 54.7 93.1 90.9: 6.9 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 90 68 75 77 81 207 193:
Old : 254: 89 63 42 59 70 165 159:
Other: 175: 51 38 34 58 64 125 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 20.8 25.3 30.5 9.8 15.6 16.3 23.2
Old : 20.2 24.7 29.7 33.5 20.2 24.2 29.4 32.7
Other: 26.0 31.2 38.0 48.1 17.6 24.2 28.2 36.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 06, 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 : 1,711,904: 453,219 405,149 305,810 762,426 809,131 1,521,455 1,520,090: 190,449 191,814
Old : 1,455,463: 435,598 411,055 225,847 627,132 670,492 1,288,577 1,307,394: 166,886 148,069
Other: 256,441: 82,134 58,607 15,450 135,294 138,639 232,878 212,696: 23,563 43,745
: : :
: : Changes in Commitments from: January 30, 2018 :
: 19,656: -277 -34,593 1,868 18,240 43,933 19,831 11,208: -175 8,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 23.7 17.9 44.5 47.3 88.9 88.8: 11.1 11.2
Old : 100.0: 29.9 28.2 15.5 43.1 46.1 88.5 89.8: 11.5 10.2
Other: 100.0: 32.0 22.9 6.0 52.8 54.1 90.8 82.9: 9.2 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 198 153 179 296 357 593 611:
Old : 799: 210 149 147 284 332 564 564:
Other: 496: 69 87 43 100 287 195 394:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.6 15.6 16.4 7.6 9.3 12.9 13.7
Old : 10.1 12.0 17.0 18.4 9.2 12.0 14.4 17.3
Other: 24.6 15.0 35.5 23.6 21.8 14.8 32.8 22.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 06, 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 : 6,227: 2,075 233 713 1,066 4,283 3,854 5,229: 2,373 998
Old : 5,713: 1,895 233 713 853 3,908 3,461 4,854: 2,252 859
Other: 514: 180 0 0 213 375 393 375: 121 139
: : :
: : Changes in Commitments from: January 30, 2018 :
: -179: -46 15 -146 47 112 -145 -19: -34 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 3.7 11.5 17.1 68.8 61.9 84.0: 38.1 16.0
Old : 100.0: 33.2 4.1 12.5 14.9 68.4 60.6 85.0: 39.4 15.0
Other: 100.0: 35.0 0.0 0.0 41.4 73.0 76.5 73.0: 23.5 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 4 4 9 12 18 18:
Old : 25: 7 4 4 6 12 15 18:
Other: 13: 3 0 0 6 7 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 47.9 57.4 56.2 71.7 40.0 54.3 46.7 63.6
Old : 47.0 58.7 55.9 72.7 38.4 55.4 45.7 64.4
Other: 71.0 66.9 75.9 73.0 70.0 63.8 72.4 68.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 06, 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 : 784,222: 150,800 148,907 140,314 440,779 398,743 731,893 687,964: 52,329 96,258
Old : 667,085: 144,765 143,098 109,746 369,068 345,163 623,579 598,007: 43,506 69,078
Other: 117,137: 26,875 26,649 9,728 71,711 53,580 108,314 89,957: 8,823 27,180
: : :
: : Changes in Commitments from: January 30, 2018 :
: -6,001: -3,486 -18,178 875 -6,179 10,973 -8,790 -6,330: 2,789 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.0 17.9 56.2 50.8 93.3 87.7: 6.7 12.3
Old : 100.0: 21.7 21.5 16.5 55.3 51.7 93.5 89.6: 6.5 10.4
Other: 100.0: 22.9 22.8 8.3 61.2 45.7 92.5 76.8: 7.5 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 144 142 178 171 216 412 471:
Old : 561: 150 135 147 154 204 378 437:
Other: 328: 50 75 38 77 163 151 259:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 10.7 25.4 17.7 16.6 9.4 22.6 15.2
Old : 18.1 11.9 26.2 18.8 17.5 11.3 23.8 17.6
Other: 29.3 20.7 39.6 30.0 27.8 20.6 38.1 29.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 06, 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 : 502,352: 131,659 97,866 113,867 219,771 262,638 465,297 474,371: 37,055 27,981
Old : 431,713: 122,214 100,738 94,617 184,273 211,995 401,104 407,350: 30,609 24,363
Other: 70,639: 23,712 11,395 4,983 35,498 50,643 64,193 67,021: 6,446 3,618
: : :
: : Changes in Commitments from: January 30, 2018 :
: -9,108: -1,724 -12,850 -1,333 -6,530 8,076 -9,587 -6,107: 479 -3,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.5 22.7 43.7 52.3 92.6 94.4: 7.4 5.6
Old : 100.0: 28.3 23.3 21.9 42.7 49.1 92.9 94.4: 7.1 5.6
Other: 100.0: 33.6 16.1 7.1 50.3 71.7 90.9 94.9: 9.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 103 88 118 88 80 261 253:
Old : 344: 108 96 108 83 77 248 245:
Other: 141: 38 36 21 47 31 102 75:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 25.9 18.4 32.1 11.5 24.2 17.8 29.6
Old : 11.4 24.1 18.9 31.1 11.1 22.9 18.5 29.0
Other: 26.9 51.6 39.6 61.4 26.9 51.0 38.4 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 06, 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 : 790,780: 173,733 150,585 19,517 461,680 447,381 654,930 617,483: 135,850 173,297
Old : 790,780: 173,733 150,585 19,517 461,680 447,381 654,930 617,483: 135,850 173,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -12,916: -14,293 15,958 7,511 16,080 -46,515 9,298 -23,046: -22,214 10,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 19.0 2.5 58.4 56.6 82.8 78.1: 17.2 21.9
Old : 100.0: 22.0 19.0 2.5 58.4 56.6 82.8 78.1: 17.2 21.9
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 : 178: 29 45 30 73 76 120 133:
Old : 178: 29 45 30 73 76 120 133:
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 : 22.5 24.9 32.8 34.1 15.3 16.3 24.1 23.9
Old : 22.5 24.9 32.8 34.1 15.3 16.3 24.1 23.9
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, February 06, 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 : 912,760: 57,891 203,435 15,908 719,821 584,183 793,620 803,526: 119,140 109,234
Old : 912,760: 57,891 203,435 15,908 719,821 584,183 793,620 803,526: 119,140 109,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 16,244: 8,771 16,264 5,583 6,129 -8,134 20,483 13,713: -4,239 2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.3 1.7 78.9 64.0 86.9 88.0: 13.1 12.0
Old : 100.0: 6.3 22.3 1.7 78.9 64.0 86.9 88.0: 13.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 16 18 18 63 68 90 93:
Old : 120: 16 18 18 63 68 90 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 36.7 38.8 49.8 18.7 36.4 29.6 46.1
Old : 25.8 36.7 38.8 49.8 18.7 36.4 29.6 46.1
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, February 06, 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 : 2,130: 631 637 241 845 928 1,717 1,806: 413 324
Old : 2,130: 631 637 241 845 928 1,717 1,806: 413 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -701: -397 -719 31 -374 79 -740 -609: 39 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 29.9 11.3 39.7 43.6 80.6 84.8: 19.4 15.2
Old : 100.0: 29.6 29.9 11.3 39.7 43.6 80.6 84.8: 19.4 15.2
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 : 22: 8 4 3 5 8 14 15:
Old : 22: 8 4 3 5 8 14 15:
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 : 52.2 45.2 70.9 68.5 30.2 43.4 44.5 54.2
Old : 52.2 45.2 70.9 68.5 30.2 43.4 44.5 54.2
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, February 06, 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 : 450,915: 118,439 33,109 76,925 210,721 310,808 406,085 420,842: 44,830 30,073
Old : 382,929: 111,732 34,107 63,839 169,259 259,059 344,830 357,005: 38,099 25,924
Other: 67,986: 14,246 6,541 5,547 41,462 51,749 61,255 63,837: 6,731 4,149
: : :
: : Changes in Commitments from: January 30, 2018 :
: 23,491: 352 -1,894 11,937 12,365 13,583 24,654 23,626: -1,163 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.3 17.1 46.7 68.9 90.1 93.3: 9.9 6.7
Old : 100.0: 29.2 8.9 16.7 44.2 67.7 90.1 93.2: 9.9 6.8
Other: 100.0: 21.0 9.6 8.2 61.0 76.1 90.1 93.9: 9.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 96 48 89 88 83 224 192:
Old : 266: 99 50 81 83 79 217 180:
Other: 129: 38 21 20 50 37 97 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 33.0 19.6 41.6 10.3 27.9 15.6 36.1
Old : 13.6 32.0 21.1 41.5 11.6 26.9 17.6 35.9
Other: 24.1 43.6 40.6 56.6 24.1 37.6 40.3 47.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 06, 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 : 9,652: 1,409 2,084 391 5,719 5,634 7,519 8,109: 2,133 1,543
Old : 9,029: 1,417 2,245 217 5,519 5,145 7,153 7,607: 1,876 1,422
Other: 623: 166 13 0 200 489 366 502: 257 121
: : :
: : Changes in Commitments from: January 30, 2018 :
: 35: 137 -317 94 -233 82 -2 -141: 37 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 21.6 4.1 59.3 58.4 77.9 84.0: 22.1 16.0
Old : 100.0: 15.7 24.9 2.4 61.1 57.0 79.2 84.3: 20.8 15.7
Other: 100.0: 26.6 2.1 0.0 32.1 78.5 58.7 80.6: 41.3 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 17 10 20 13 41 37:
Old : 57: 16 18 8 18 13 38 36:
Other: 13: 3 1 0 4 5 7 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 : 39.0 41.4 49.1 59.5 38.5 38.7 48.1 55.2
Old : 41.2 40.5 52.0 59.9 40.6 39.4 50.8 56.3
Other: 43.8 78.2 58.7 80.6 43.8 78.2 58.7 80.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 06, 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 : 1,998,510: 424,408 635,166 88,301 1,365,207 1,109,015 1,877,916 1,832,482: 120,594 166,028
Old : 1,998,510: 424,408 635,166 88,301 1,365,207 1,109,015 1,877,916 1,832,482: 120,594 166,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 26,816: 18,524 -99,784 22,516 -14,465 122,192 26,575 44,924: 241 -18,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.8 4.4 68.3 55.5 94.0 91.7: 6.0 8.3
Old : 100.0: 21.2 31.8 4.4 68.3 55.5 94.0 91.7: 6.0 8.3
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 : 328: 53 79 36 138 138 211 233:
Old : 328: 53 79 36 138 138 211 233:
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 25.0 30.5 34.3 17.3 20.5 27.7 29.0
Old : 19.3 25.0 30.5 34.3 17.3 20.5 27.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, February 06, 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 : 3,659,818: 611,811 939,351 192,174 2,521,341 1,943,164 3,325,326 3,074,689: 334,492 585,129
Old : 3,659,818: 611,811 939,351 192,174 2,521,341 1,943,164 3,325,326 3,074,689: 334,492 585,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 93,163: -59,440 52,500 19,814 104,728 25,816 65,102 98,130: 28,061 -4,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.7 5.3 68.9 53.1 90.9 84.0: 9.1 16.0
Old : 100.0: 16.7 25.7 5.3 68.9 53.1 90.9 84.0: 9.1 16.0
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 : 435: 70 117 76 170 196 291 338:
Old : 435: 70 117 76 170 196 291 338:
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 : 27.9 9.9 39.0 17.1 24.2 7.9 33.7 12.9
Old : 27.9 9.9 39.0 17.1 24.2 7.9 33.7 12.9
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, February 06, 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 : 572,572: 95,707 51,441 11,272 375,146 346,747 482,125 409,460: 90,447 163,112
Old : 572,572: 95,707 51,441 11,272 375,146 346,747 482,125 409,460: 90,447 163,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 18,704: -11,331 -5,280 -563 28,276 20,636 16,382 14,793: 2,322 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.0 2.0 65.5 60.6 84.2 71.5: 15.8 28.5
Old : 100.0: 16.7 9.0 2.0 65.5 60.6 84.2 71.5: 15.8 28.5
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 : 94: 12 13 12 50 53 70 70:
Old : 94: 12 13 12 50 53 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 20.5 43.4 28.8 33.1 20.1 42.2 27.8
Old : 33.3 20.5 43.4 28.8 33.1 20.1 42.2 27.8
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, February 06, 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 : 3,450,680: 617,039 1,070,644 118,934 2,428,760 1,832,905 3,164,733 3,022,483: 285,947 428,197
Old : 3,450,680: 617,039 1,070,644 118,934 2,428,760 1,832,905 3,164,733 3,022,483: 285,947 428,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 73,550: -14,672 45,486 -5,090 75,004 55,637 55,242 96,033: 18,308 -22,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 31.0 3.4 70.4 53.1 91.7 87.6: 8.3 12.4
Old : 100.0: 17.9 31.0 3.4 70.4 53.1 91.7 87.6: 8.3 12.4
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 : 355: 67 79 38 140 170 227 267:
Old : 355: 67 79 38 140 170 227 267:
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 : 33.7 14.7 44.3 24.5 29.1 13.7 38.8 21.2
Old : 33.7 14.7 44.3 24.5 29.1 13.7 38.8 21.2
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, February 06, 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 : 1,630,706: 132,896 251,531 373,946 1,095,115 935,765 1,601,957 1,561,242: 28,749 69,464
Old : 1,630,706: 132,896 251,531 373,946 1,095,115 935,765 1,601,957 1,561,242: 28,749 69,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -107,224: -69,597 68,833 22,903 -55,547 -212,743 -102,241 -121,007: -4,983 13,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.4 22.9 67.2 57.4 98.2 95.7: 1.8 4.3
Old : 100.0: 8.1 15.4 22.9 67.2 57.4 98.2 95.7: 1.8 4.3
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 : 156: 19 57 52 62 71 117 148:
Old : 156: 19 57 52 62 71 117 148:
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 : 32.4 23.1 45.2 35.9 22.5 14.2 30.5 20.1
Old : 32.4 23.1 45.2 35.9 22.5 14.2 30.5 20.1
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, February 06, 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 : 66,241: 32,641 10,539 1,446 22,094 48,476 56,181 60,460: 10,060 5,781
Old : 66,241: 32,641 10,539 1,446 22,094 48,476 56,181 60,460: 10,060 5,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -11,584: -8,098 2,865 -1,493 1,422 -12,741 -8,169 -11,370: -3,415 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 15.9 2.2 33.4 73.2 84.8 91.3: 15.2 8.7
Old : 100.0: 49.3 15.9 2.2 33.4 73.2 84.8 91.3: 15.2 8.7
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 : 113: 52 12 10 30 24 83 45:
Old : 113: 52 12 10 30 24 83 45:
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 : 24.1 43.7 37.8 64.5 24.0 41.4 37.8 62.0
Old : 24.1 43.7 37.8 64.5 24.0 41.4 37.8 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, February 06, 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 : 132,482: 65,282 21,077 2,892 44,188 96,951 112,362 120,920: 20,120 11,562
Old : 132,482: 65,282 21,077 2,892 44,188 96,951 112,362 120,920: 20,120 11,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -23,168: -16,195 5,729 -2,986 2,843 -25,482 -16,338 -22,739: -6,830 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 15.9 2.2 33.4 73.2 84.8 91.3: 15.2 8.7
Old : 100.0: 49.3 15.9 2.2 33.4 73.2 84.8 91.3: 15.2 8.7
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 : 113: 52 12 10 30 24 83 45:
Old : 113: 52 12 10 30 24 83 45:
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 : 24.1 43.7 37.8 64.5 24.0 41.4 37.8 62.0
Old : 24.1 43.7 37.8 64.5 24.0 41.4 37.8 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 06, 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 : 65,305: 48,598 65,031 251 16,178 0 65,027 65,282: 278 23
Old : 65,305: 48,598 65,031 251 16,178 0 65,027 65,282: 278 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -13,290: -13,270 -13,310 0 -21 0 -13,291 -13,310: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 99.6 0.4 24.8 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 74.4 99.6 0.4 24.8 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 : 47: 36 8 2 3 0 40 9:
Old : 47: 36 8 2 3 0 40 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 : 67.2 93.8 85.8 99.8 66.9 93.8 85.5 99.6
Old : 67.2 93.8 85.8 99.8 66.9 93.8 85.5 99.6
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, February 06, 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 : 29,412: 10,798 6,976 0 18,590 22,285 29,388 29,261: 24 151
Old : 29,412: 10,798 6,976 0 18,590 22,285 29,388 29,261: 24 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,819: 922 57 0 906 1,756 1,828 1,813: -9 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 23.7 0.0 63.2 75.8 99.9 99.5: 0.1 0.5
Old : 100.0: 36.7 23.7 0.0 63.2 75.8 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 : 47: 6 15 0 8 20 14 35:
Old : 47: 6 15 0 8 20 14 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 39.6 96.8 62.9 80.2 39.6 96.8 62.8
Old : 80.2 39.6 96.8 62.9 80.2 39.6 96.8 62.8
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, February 06, 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 : 23,994: 20,459 5,285 13 3,473 18,581 23,945 23,879: 49 115
Old : 23,994: 20,459 5,285 13 3,473 18,581 23,945 23,879: 49 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 165: 649 -556 -5 -493 701 151 140: 14 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 22.0 0.1 14.5 77.4 99.8 99.5: 0.2 0.5
Old : 100.0: 85.3 22.0 0.1 14.5 77.4 99.8 99.5: 0.2 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 : 33: 4 12 1 5 13 10 25:
Old : 33: 4 12 1 5 13 10 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 : 93.9 63.0 99.6 83.2 93.9 63.0 96.6 82.3
Old : 93.9 63.0 99.6 83.2 93.9 63.0 96.6 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018