WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 13, 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 : 505,464: 164,326 180,761 118,849 181,579 159,015 464,754 458,625: 40,710 46,839
Old : 320,184: 133,425 158,565 51,895 107,368 81,611 292,688 292,071: 27,496 28,113
Other: 185,280: 66,369 57,664 31,486 74,211 77,404 172,066 166,554: 13,214 18,726
: : :
: : Changes in Commitments from: February 6, 2018 :
: -31,290: 2,639 -29,634 -9,051 -22,968 2,768 -29,380 -35,917: -1,910 4,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 35.8 23.5 35.9 31.5 91.9 90.7: 8.1 9.3
Old : 100.0: 41.7 49.5 16.2 33.5 25.5 91.4 91.2: 8.6 8.8
Other: 100.0: 35.8 31.1 17.0 40.1 41.8 92.9 89.9: 7.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 134 141 141 85 106 308 316:
Old : 393: 132 126 84 74 94 249 273:
Other: 269: 79 80 61 58 80 171 194:
:----------------------------------------------------------------------------------------------------
: 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 8.6 21.1 16.1 10.5 8.3 17.2 14.0
Old : 14.0 11.8 23.4 21.4 12.4 10.9 20.5 18.9
Other: 19.2 16.1 28.9 28.1 18.6 15.0 27.5 25.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 13, 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 : 309,170: 94,043 58,663 60,324 128,804 165,252 283,171 284,239: 25,999 24,931
Old : 172,852: 83,151 59,096 14,348 58,782 87,291 156,281 160,735: 16,571 12,117
Other: 136,318: 40,221 28,896 16,647 70,022 77,961 126,890 123,504: 9,428 12,814
: : :
: : Changes in Commitments from: February 6, 2018 :
: -372: -9,389 -7,517 5,691 652 352 -3,046 -1,474: 2,674 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 19.0 19.5 41.7 53.5 91.6 91.9: 8.4 8.1
Old : 100.0: 48.1 34.2 8.3 34.0 50.5 90.4 93.0: 9.6 7.0
Other: 100.0: 29.5 21.2 12.2 51.4 57.2 93.1 90.6: 6.9 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 89 59 83 73 83 208 196:
Old : 245: 85 59 42 55 70 164 151:
Other: 192: 60 44 35 56 66 134 128:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 20.2 26.1 30.8 8.9 15.2 15.3 22.4
Old : 21.6 22.5 31.0 33.7 21.4 21.8 30.1 32.3
Other: 24.8 33.1 35.5 45.8 20.0 24.2 28.8 36.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 13, 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 : 1,661,360: 477,510 343,538 279,931 725,429 838,202 1,482,870 1,461,671: 178,490 199,689
Old : 1,379,211: 449,291 350,690 197,625 578,158 682,519 1,225,074 1,230,834: 154,137 148,377
Other: 282,149: 93,359 57,988 17,166 147,271 155,683 257,796 230,837: 24,353 51,312
: : :
: : Changes in Commitments from: February 6, 2018 :
: -50,544: 24,291 -61,611 -25,879 -36,997 29,071 -38,585 -58,419: -11,959 7,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.7 16.8 43.7 50.5 89.3 88.0: 10.7 12.0
Old : 100.0: 32.6 25.4 14.3 41.9 49.5 88.8 89.2: 11.2 10.8
Other: 100.0: 33.1 20.6 6.1 52.2 55.2 91.4 81.8: 8.6 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 793: 188 151 176 299 343 588 595:
Old : 783: 199 149 145 284 323 558 550:
Other: 504: 73 93 40 105 283 203 395:
:----------------------------------------------------------------------------------------------------
: 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 15.8 16.4 8.0 8.8 13.7 13.0
Old : 10.2 12.2 17.0 18.7 9.9 11.9 15.7 16.9
Other: 24.2 13.4 36.4 21.3 22.0 13.1 34.2 20.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 13, 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 : 6,216: 2,323 127 464 1,174 4,495 3,961 5,086: 2,255 1,130
Old : 5,609: 2,211 132 454 868 4,133 3,533 4,719: 2,076 890
Other: 607: 117 0 5 306 362 428 367: 179 240
: : :
: : Changes in Commitments from: February 6, 2018 :
: -11: 248 -106 -249 108 212 107 -143: -118 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.0 7.5 18.9 72.3 63.7 81.8: 36.3 18.2
Old : 100.0: 39.4 2.4 8.1 15.5 73.7 63.0 84.1: 37.0 15.9
Other: 100.0: 19.3 0.0 0.8 50.4 59.6 70.5 60.5: 29.5 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 3 5 8 11 20 17:
Old : 26: 9 4 4 4 11 15 17:
Other: 14: 5 0 1 6 6 11 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 : 43.6 57.8 54.2 72.5 38.6 57.5 48.8 66.7
Old : 42.7 58.7 54.3 74.1 37.6 58.7 48.2 68.4
Other: 61.1 53.4 68.9 60.5 57.8 47.9 61.1 51.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 13, 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 : 757,288: 167,012 115,849 122,008 420,706 419,680 709,726 657,537: 47,562 99,751
Old : 626,653: 155,929 110,442 93,857 338,194 354,261 587,980 558,560: 38,673 68,093
Other: 130,635: 29,356 23,680 9,878 82,512 65,419 121,746 98,977: 8,889 31,658
: : :
: : Changes in Commitments from: February 6, 2018 :
: -26,934: 16,212 -33,058 -18,306 -20,073 20,937 -22,167 -30,427: -4,767 3,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.3 16.1 55.6 55.4 93.7 86.8: 6.3 13.2
Old : 100.0: 24.9 17.6 15.0 54.0 56.5 93.8 89.1: 6.2 10.9
Other: 100.0: 22.5 18.1 7.6 63.2 50.1 93.2 75.8: 6.8 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 154 137 174 169 227 417 468:
Old : 568: 153 134 141 151 213 379 429:
Other: 355: 61 78 45 82 174 167 276:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 11.8 25.5 19.5 16.6 10.7 22.7 17.4
Old : 18.8 13.1 26.2 20.9 18.7 12.7 25.6 19.7
Other: 28.2 15.9 38.7 25.7 26.6 15.4 36.3 25.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 13, 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 : 507,511: 138,822 104,113 104,574 224,689 264,727 468,085 473,414: 39,426 34,097
Old : 430,831: 130,045 106,580 82,990 184,814 210,593 397,849 400,163: 32,982 30,668
Other: 76,680: 25,310 14,066 5,051 39,875 54,134 70,236 73,251: 6,444 3,429
: : :
: : Changes in Commitments from: February 6, 2018 :
: 5,159: 7,163 6,247 -9,293 4,918 2,089 2,788 -957: 2,371 6,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 20.5 20.6 44.3 52.2 92.2 93.3: 7.8 6.7
Old : 100.0: 30.2 24.7 19.3 42.9 48.9 92.3 92.9: 7.7 7.1
Other: 100.0: 33.0 18.3 6.6 52.0 70.6 91.6 95.5: 8.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 105 90 112 92 76 264 239:
Old : 340: 115 92 102 88 73 249 233:
Other: 144: 35 41 25 46 31 104 78:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 27.4 19.2 33.9 11.9 24.7 18.4 30.5
Old : 11.8 25.9 19.2 33.0 11.8 24.5 19.1 31.2
Other: 27.4 51.1 40.9 60.9 25.9 50.3 39.3 59.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 13, 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 : 829,841: 160,245 156,396 21,144 520,197 462,993 701,586 640,533: 128,255 189,308
Old : 829,841: 160,245 156,396 21,144 520,197 462,993 701,586 640,533: 128,255 189,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 39,061: -13,488 5,811 1,627 58,517 15,612 46,656 23,050: -7,595 16,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.8 2.5 62.7 55.8 84.5 77.2: 15.5 22.8
Old : 100.0: 19.3 18.8 2.5 62.7 55.8 84.5 77.2: 15.5 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 30 50 26 79 76 124 137:
Old : 184: 30 50 26 79 76 124 137:
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 : 24.5 23.7 35.4 32.9 18.4 16.9 27.2 23.9
Old : 24.5 23.7 35.4 32.9 18.4 16.9 27.2 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 13, 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 : 937,996: 45,143 209,662 35,895 740,756 580,780 821,794 826,337: 116,202 111,659
Old : 937,996: 45,143 209,662 35,895 740,756 580,780 821,794 826,337: 116,202 111,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 25,236: -12,748 6,227 19,987 20,935 -3,403 28,174 22,811: -2,938 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 22.4 3.8 79.0 61.9 87.6 88.1: 12.4 11.9
Old : 100.0: 4.8 22.4 3.8 79.0 61.9 87.6 88.1: 12.4 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 : 124: 13 19 20 68 71 95 98:
Old : 124: 13 19 20 68 71 95 98:
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 : 25.0 33.9 37.7 46.1 18.9 33.9 29.7 42.9
Old : 25.0 33.9 37.7 46.1 18.9 33.9 29.7 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, February 13, 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 : 2,140: 693 647 278 813 934 1,784 1,859: 356 281
Old : 2,140: 693 647 278 813 934 1,784 1,859: 356 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 10: 62 10 37 -32 6 67 53: -57 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 30.2 13.0 38.0 43.6 83.4 86.9: 16.6 13.1
Old : 100.0: 32.4 30.2 13.0 38.0 43.6 83.4 86.9: 16.6 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 5 4 6 6 15 15:
Old : 21: 8 5 4 6 6 15 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 : 48.4 50.1 69.4 72.9 31.0 39.9 43.1 50.2
Old : 48.4 50.1 69.4 72.9 31.0 39.9 43.1 50.2
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 13, 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 : 478,654: 138,918 26,905 77,945 216,902 346,667 433,765 451,517: 44,889 27,137
Old : 405,450: 129,250 25,619 65,244 170,237 291,325 364,731 382,188: 40,719 23,262
Other: 73,204: 15,462 7,080 6,907 46,665 55,342 69,034 69,329: 4,170 3,875
: : :
: : Changes in Commitments from: February 6, 2018 :
: 27,739: 20,479 -6,204 1,020 6,181 35,859 27,680 30,675: 59 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.6 16.3 45.3 72.4 90.6 94.3: 9.4 5.7
Old : 100.0: 31.9 6.3 16.1 42.0 71.9 90.0 94.3: 10.0 5.7
Other: 100.0: 21.1 9.7 9.4 63.7 75.6 94.3 94.7: 5.7 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 118 45 100 92 90 256 207:
Old : 298: 119 46 93 88 84 246 195:
Other: 149: 44 25 25 55 40 113 78:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 35.4 19.4 44.6 10.4 31.9 15.5 40.7
Old : 13.4 35.0 19.6 45.2 11.6 31.6 17.5 41.3
Other: 22.5 42.9 38.1 55.4 22.5 36.9 38.1 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 13, 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 : 9,648: 1,379 1,880 430 5,740 5,678 7,549 7,988: 2,099 1,660
Old : 8,964: 1,391 2,111 186 5,562 5,136 7,139 7,433: 1,825 1,531
Other: 684: 232 13 0 178 542 410 555: 274 129
: : :
: : Changes in Commitments from: February 6, 2018 :
: -4: -30 -204 39 21 44 30 -121: -34 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.5 4.5 59.5 58.9 78.2 82.8: 21.8 17.2
Old : 100.0: 15.5 23.5 2.1 62.0 57.3 79.6 82.9: 20.4 17.1
Other: 100.0: 33.9 1.9 0.0 26.0 79.2 59.9 81.1: 40.1 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 16 9 19 12 38 35:
Old : 55: 16 17 7 18 12 36 34:
Other: 12: 3 1 0 4 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 : 37.4 41.3 50.1 59.0 35.0 36.2 43.7 51.8
Old : 39.7 41.2 53.4 59.3 37.1 38.5 46.5 52.9
Other: 50.1 79.5 59.9 81.1 50.1 79.5 59.9 81.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 13, 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 : 2,032,285: 411,175 545,161 131,256 1,361,184 1,168,834 1,903,615 1,845,251: 128,670 187,034
Old : 2,032,285: 411,175 545,161 131,256 1,361,184 1,168,834 1,903,615 1,845,251: 128,670 187,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 33,775: -13,233 -90,005 42,955 -4,023 59,819 25,699 12,769: 8,076 21,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.8 6.5 67.0 57.5 93.7 90.8: 6.3 9.2
Old : 100.0: 20.2 26.8 6.5 67.0 57.5 93.7 90.8: 6.3 9.2
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 : 329: 51 77 34 141 140 211 232:
Old : 329: 51 77 34 141 140 211 232:
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 : 18.3 24.3 31.5 32.9 15.9 18.6 26.3 25.2
Old : 18.3 24.3 31.5 32.9 15.9 18.6 26.3 25.2
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 13, 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 : 3,681,797: 658,659 955,594 206,397 2,493,636 1,949,037 3,358,692 3,111,028: 323,105 570,769
Old : 3,681,797: 658,659 955,594 206,397 2,493,636 1,949,037 3,358,692 3,111,028: 323,105 570,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 21,979: 46,848 16,243 14,223 -27,705 5,873 33,366 36,339: -11,387 -14,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.0 5.6 67.7 52.9 91.2 84.5: 8.8 15.5
Old : 100.0: 17.9 26.0 5.6 67.7 52.9 91.2 84.5: 8.8 15.5
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 : 443: 84 112 76 170 191 298 335:
Old : 443: 84 112 76 170 191 298 335:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 11.4 36.5 18.2 22.6 8.6 30.6 14.3
Old : 25.9 11.4 36.5 18.2 22.6 8.6 30.6 14.3
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 13, 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 : 562,786: 81,612 68,318 11,278 381,257 321,584 474,147 401,180: 88,639 161,606
Old : 562,786: 81,612 68,318 11,278 381,257 321,584 474,147 401,180: 88,639 161,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -9,786: -14,095 16,877 6 6,111 -25,163 -7,978 -8,280: -1,808 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.1 2.0 67.7 57.1 84.2 71.3: 15.8 28.7
Old : 100.0: 14.5 12.1 2.0 67.7 57.1 84.2 71.3: 15.8 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 : 94: 12 12 12 53 53 72 70:
Old : 94: 12 12 12 53 53 72 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 : 34.7 17.0 44.2 25.9 34.5 16.0 42.9 24.6
Old : 34.7 17.0 44.2 25.9 34.5 16.0 42.9 24.6
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 13, 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 : 3,429,213: 628,595 981,102 148,684 2,376,075 1,885,624 3,153,354 3,015,410: 275,859 413,803
Old : 3,429,213: 628,595 981,102 148,684 2,376,075 1,885,624 3,153,354 3,015,410: 275,859 413,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -21,467: 11,556 -89,542 29,750 -52,685 52,719 -11,379 -7,073: -10,088 -14,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 28.6 4.3 69.3 55.0 92.0 87.9: 8.0 12.1
Old : 100.0: 18.3 28.6 4.3 69.3 55.0 92.0 87.9: 8.0 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 60 76 42 133 168 217 262:
Old : 336: 60 76 42 133 168 217 262:
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 : 33.9 16.1 44.2 25.9 28.3 14.8 37.3 21.2
Old : 33.9 16.1 44.2 25.9 28.3 14.8 37.3 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 13, 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 : 1,876,680: 263,281 343,050 388,944 1,191,693 1,083,002 1,843,918 1,814,996: 32,762 61,684
Old : 1,876,680: 263,281 343,050 388,944 1,191,693 1,083,002 1,843,918 1,814,996: 32,762 61,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 245,974: 130,385 91,519 14,998 96,578 147,237 241,961 253,754: 4,013 -7,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.3 20.7 63.5 57.7 98.3 96.7: 1.7 3.3
Old : 100.0: 14.0 18.3 20.7 63.5 57.7 98.3 96.7: 1.7 3.3
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 : 165: 31 52 51 63 75 123 153:
Old : 165: 31 52 51 63 75 123 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 26.4 46.6 39.7 25.2 17.9 31.9 24.5
Old : 34.4 26.4 46.6 39.7 25.2 17.9 31.9 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, February 13, 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 : 63,084: 25,694 15,037 1,001 27,571 40,207 54,265 56,245: 8,819 6,839
Old : 63,084: 25,694 15,037 1,001 27,571 40,207 54,265 56,245: 8,819 6,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -3,158: -6,948 4,499 -445 5,477 -8,269 -1,916 -4,216: -1,242 1,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 23.8 1.6 43.7 63.7 86.0 89.2: 14.0 10.8
Old : 100.0: 40.7 23.8 1.6 43.7 63.7 86.0 89.2: 14.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 38 14 7 30 24 70 43:
Old : 98: 38 14 7 30 24 70 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 46.4 45.3 66.5 31.1 44.0 45.3 63.9
Old : 31.1 46.4 45.3 66.5 31.1 44.0 45.3 63.9
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 13, 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 : 126,167: 51,387 30,074 2,002 55,141 80,413 108,530 112,489: 17,637 13,678
Old : 126,167: 51,387 30,074 2,002 55,141 80,413 108,530 112,489: 17,637 13,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -6,315: -13,895 8,997 -890 10,953 -16,538 -3,832 -8,431: -2,483 2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 23.8 1.6 43.7 63.7 86.0 89.2: 14.0 10.8
Old : 100.0: 40.7 23.8 1.6 43.7 63.7 86.0 89.2: 14.0 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 38 14 7 30 24 70 43:
Old : 98: 38 14 7 30 24 70 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 46.4 45.3 66.5 31.1 44.0 45.3 63.9
Old : 31.1 46.4 45.3 66.5 31.1 44.0 45.3 63.9
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, February 13, 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 : 24,631: 500 663 0 22,189 23,533 22,689 24,196: 1,942 435
Old : 24,631: 500 663 0 22,189 23,533 22,689 24,196: 1,942 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.7 0.0 90.1 95.5 92.1 98.2: 7.9 1.8
Old : 100.0: 2.0 2.7 0.0 90.1 95.5 92.1 98.2: 7.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 8 12 9 13:
Old : 20: 1 1 0 8 12 9 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 : 73.0 75.1 90.8 91.8 72.8 75.1 89.5 91.8
Old : 73.0 75.1 90.8 91.8 72.8 75.1 89.5 91.8
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 13, 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 : 47,042: 30,203 46,771 251 16,353 0 46,807 47,022: 235 20
Old : 47,042: 30,203 46,771 251 16,353 0 46,807 47,022: 235 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -18,263: -18,395 -18,260 0 175 0 -18,220 -18,260: -43 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 99.4 0.5 34.8 0.0 99.5 100.0: 0.5 0.0
Old : 100.0: 64.2 99.4 0.5 34.8 0.0 99.5 100.0: 0.5 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 : 46: 33 10 2 3 0 37 11:
Old : 46: 33 10 2 3 0 37 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 : 65.7 89.8 84.1 99.2 65.3 89.8 83.8 99.1
Old : 65.7 89.8 84.1 99.2 65.3 89.8 83.8 99.1
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 13, 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 : 30,391: 10,370 6,755 98 19,875 23,431 30,343 30,284: 48 107
Old : 30,391: 10,370 6,755 98 19,875 23,431 30,343 30,284: 48 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 979: -428 -221 98 1,285 1,146 955 1,023: 24 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 22.2 0.3 65.4 77.1 99.8 99.6: 0.2 0.4
Old : 100.0: 34.1 22.2 0.3 65.4 77.1 99.8 99.6: 0.2 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 : 47: 5 16 1 8 20 13 37:
Old : 47: 5 16 1 8 20 13 37:
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 : 82.9 41.3 98.0 64.6 82.9 41.3 97.6 64.6
Old : 82.9 41.3 98.0 64.6 82.9 41.3 97.6 64.6
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 13, 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 : 25,647: 22,752 5,730 6 2,839 19,874 25,597 25,610: 50 37
Old : 25,647: 22,752 5,730 6 2,839 19,874 25,597 25,610: 50 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,653: 2,293 445 -7 -634 1,293 1,652 1,731: 1 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 22.3 0.0 11.1 77.5 99.8 99.9: 0.2 0.1
Old : 100.0: 88.7 22.3 0.0 11.1 77.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 12 1 4 14 9 26:
Old : 33: 4 12 1 4 14 9 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 : 97.8 58.5 99.8 81.8 95.3 58.5 97.3 81.8
Old : 97.8 58.5 99.8 81.8 95.3 58.5 97.3 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2018