WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 27, 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 : 442,255: 156,260 172,200 86,535 165,062 141,676 407,857 400,411: 34,398 41,844
Old : 232,752: 113,524 145,103 15,746 83,903 52,116 213,173 212,965: 19,579 19,787
Other: 209,503: 75,427 59,788 38,098 81,159 89,560 194,684 187,446: 14,819 22,057
: : :
: : Changes in Commitments from: February 20, 2018 :
: -51,016: -8,656 -20,174 -22,577 -15,089 -3,060 -46,322 -45,811: -4,694 -5,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 38.9 19.6 37.3 32.0 92.2 90.5: 7.8 9.5
Old : 100.0: 48.8 62.3 6.8 36.0 22.4 91.6 91.5: 8.4 8.5
Other: 100.0: 36.0 28.5 18.2 38.7 42.7 92.9 89.5: 7.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 124 131 120 85 105 289 292:
Old : 361: 124 111 38 60 73 203 208:
Other: 273: 81 83 62 62 85 177 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 9.7 23.0 17.7 11.8 9.2 20.1 16.5
Old : 19.0 15.3 29.7 25.7 17.4 15.3 27.5 25.7
Other: 20.7 15.7 30.3 27.5 19.3 14.7 27.9 24.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 27, 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 : 301,350: 93,765 62,441 60,836 123,946 154,078 278,547 277,355: 22,803 23,995
Old : 141,769: 80,254 64,272 4,156 45,589 63,178 129,999 131,606: 11,770 10,163
Other: 159,581: 47,288 31,946 22,903 78,357 90,900 148,548 145,749: 11,033 13,832
: : :
: : Changes in Commitments from: February 20, 2018 :
: -5,301: -233 1,938 1,705 -5,295 -8,023 -3,823 -4,380: -1,478 -921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 20.7 20.2 41.1 51.1 92.4 92.0: 7.6 8.0
Old : 100.0: 56.6 45.3 2.9 32.2 44.6 91.7 92.8: 8.3 7.2
Other: 100.0: 29.6 20.0 14.4 49.1 57.0 93.1 91.3: 6.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 93 54 75 72 85 205 189:
Old : 239: 87 52 18 42 68 136 132:
Other: 199: 59 46 43 57 69 142 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 22.0 26.7 32.7 10.4 16.1 17.0 23.4
Old : 23.2 25.7 33.3 38.0 23.2 25.4 33.3 37.7
Other: 26.3 33.7 35.8 45.5 23.2 25.5 30.8 36.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 27, 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 : 1,636,559: 507,477 292,985 269,309 701,570 877,816 1,478,356 1,440,110: 158,203 196,449
Old : 1,293,162: 469,351 311,327 170,702 523,618 678,278 1,163,671 1,160,307: 129,491 132,855
Other: 343,397: 117,150 60,682 19,583 177,952 199,538 314,685 279,803: 28,712 63,594
: : :
: : Changes in Commitments from: February 20, 2018 :
: -45,364: 11,576 -36,984 -32,386 -10,731 33,428 -31,541 -35,942: -13,823 -9,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.9 16.5 42.9 53.6 90.3 88.0: 9.7 12.0
Old : 100.0: 36.3 24.1 13.2 40.5 52.5 90.0 89.7: 10.0 10.3
Other: 100.0: 34.1 17.7 5.7 51.8 58.1 91.6 81.5: 8.4 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 814: 205 145 174 267 347 578 596:
Old : 794: 205 148 138 248 316 535 538:
Other: 527: 84 93 40 107 295 217 408:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 13.8 17.7 20.0 8.4 11.5 14.8 16.8
Old : 11.1 16.4 19.1 23.1 11.0 16.3 18.7 22.2
Other: 27.1 12.8 38.7 19.8 23.5 11.2 34.9 17.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 27, 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 : 5,687: 2,388 74 39 1,001 4,562 3,428 4,675: 2,259 1,012
Old : 4,918: 2,312 79 0 654 4,134 2,966 4,213: 1,952 705
Other: 769: 81 0 34 347 428 462 462: 307 307
: : :
: : Changes in Commitments from: February 20, 2018 :
: -161: 100 -1 -106 -109 173 -115 66: -46 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 1.3 0.7 17.6 80.2 60.3 82.2: 39.7 17.8
Old : 100.0: 47.0 1.6 0.0 13.3 84.1 60.3 85.7: 39.7 14.3
Other: 100.0: 10.5 0.0 4.4 45.1 55.7 60.1 60.1: 39.9 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 2 2 5 9 16 12:
Old : 23: 10 2 0 2 9 12 11:
Other: 12: 3 0 1 4 7 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 65.7 54.5 78.5 42.1 65.4 53.9 77.7
Old : 42.6 69.7 54.7 82.8 42.6 69.7 54.7 82.8
Other: 57.3 48.6 60.1 60.1 49.7 43.2 50.2 50.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 27, 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 : 772,367: 238,244 82,887 113,752 369,817 470,392 721,813 667,031: 50,554 105,336
Old : 603,019: 210,723 79,663 79,506 273,321 378,873 563,550 538,042: 39,469 64,977
Other: 169,348: 45,465 21,168 16,302 96,496 91,519 158,263 128,989: 11,085 40,359
: : :
: : Changes in Commitments from: February 20, 2018 :
: -32,003: 29,348 -19,143 -10,824 -51,561 -1,009 -33,037 -30,976: 1,034 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 10.7 14.7 47.9 60.9 93.5 86.4: 6.5 13.6
Old : 100.0: 34.9 13.2 13.2 45.3 62.8 93.5 89.2: 6.5 10.8
Other: 100.0: 26.8 12.5 9.6 57.0 54.0 93.5 76.2: 6.5 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 183 117 173 153 251 427 492:
Old : 620: 171 137 125 130 235 368 453:
Other: 418: 89 80 59 84 207 203 321:
:----------------------------------------------------------------------------------------------------
: 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 13.6 23.5 21.9 15.3 11.4 21.5 18.3
Old : 18.2 16.6 25.4 24.3 18.0 15.2 25.0 22.6
Other: 23.3 15.1 34.3 22.6 21.2 13.5 32.1 21.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 27, 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 : 471,002: 136,741 95,167 82,140 213,819 263,921 432,700 441,228: 38,302 29,774
Old : 386,170: 122,784 94,772 61,990 170,395 203,634 355,169 360,396: 31,001 25,774
Other: 84,832: 27,939 14,377 6,168 43,424 60,287 77,531 80,832: 7,301 4,000
: : :
: : Changes in Commitments from: February 20, 2018 :
: -34,346: -5,631 -20,275 -12,373 -14,911 1,684 -32,915 -30,964: -1,431 -3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 20.2 17.4 45.4 56.0 91.9 93.7: 8.1 6.3
Old : 100.0: 31.8 24.5 16.1 44.1 52.7 92.0 93.3: 8.0 6.7
Other: 100.0: 32.9 16.9 7.3 51.2 71.1 91.4 95.3: 8.6 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 96 87 102 81 68 244 220:
Old : 321: 108 85 89 77 66 229 211:
Other: 150: 41 40 23 49 33 109 80:
:----------------------------------------------------------------------------------------------------
: 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 29.3 19.6 36.1 12.4 27.6 19.0 33.7
Old : 12.4 27.7 20.4 35.3 12.0 26.3 19.8 33.8
Other: 24.3 49.1 39.5 60.9 22.9 48.3 38.1 59.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 27, 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 : 841,865: 166,546 139,062 25,680 498,717 474,877 690,943 639,619: 150,922 202,246
Old : 841,865: 166,546 139,062 25,680 498,717 474,877 690,943 639,619: 150,922 202,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -13,490: -7,888 -17,981 2,914 -25,302 -5,722 -30,276 -20,789: 16,786 7,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.5 3.1 59.2 56.4 82.1 76.0: 17.9 24.0
Old : 100.0: 19.8 16.5 3.1 59.2 56.4 82.1 76.0: 17.9 24.0
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 : 173: 40 34 27 72 74 124 123:
Old : 173: 40 34 27 72 74 124 123:
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 : 22.6 26.7 33.4 36.7 16.3 20.2 25.2 27.7
Old : 22.6 26.7 33.4 36.7 16.3 20.2 25.2 27.7
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 27, 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 : 1,004,836: 52,516 211,068 21,070 775,708 649,351 849,294 881,489: 155,542 123,347
Old : 1,004,836: 52,516 211,068 21,070 775,708 649,351 849,294 881,489: 155,542 123,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -3,310: 5,134 2,648 -45,945 9,102 40,488 -31,709 -2,809: 28,399 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 21.0 2.1 77.2 64.6 84.5 87.7: 15.5 12.3
Old : 100.0: 5.2 21.0 2.1 77.2 64.6 84.5 87.7: 15.5 12.3
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 : 124: 13 17 18 67 75 91 99:
Old : 124: 13 17 18 67 75 91 99:
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 35.1 38.8 47.6 18.3 32.4 28.4 41.1
Old : 24.1 35.1 38.8 47.6 18.3 32.4 28.4 41.1
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 27, 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 : 1,899: 826 398 275 459 1,061 1,560 1,734: 339 165
Old : 1,899: 826 398 275 459 1,061 1,560 1,734: 339 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -153: 110 28 -16 -245 -127 -151 -115: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 21.0 14.5 24.2 55.9 82.1 91.3: 17.9 8.7
Old : 100.0: 43.5 21.0 14.5 24.2 55.9 82.1 91.3: 17.9 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 : 23: 10 4 4 5 7 17 14:
Old : 23: 10 4 4 5 7 17 14:
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 : 45.4 51.0 68.2 78.7 34.2 38.3 45.1 54.0
Old : 45.4 51.0 68.2 78.7 34.2 38.3 45.1 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 27, 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 : 454,972: 178,023 25,954 52,548 178,733 347,782 409,304 426,284: 45,668 28,688
Old : 374,016: 163,436 25,460 38,215 131,915 284,966 333,566 348,641: 40,450 25,375
Other: 80,956: 20,266 6,173 8,654 46,818 62,816 75,738 77,643: 5,218 3,313
: : :
: : Changes in Commitments from: February 20, 2018 :
: -27,522: 25,406 1,556 -15,826 -32,822 -11,364 -23,242 -25,634: -4,280 -1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 5.7 11.5 39.3 76.4 90.0 93.7: 10.0 6.3
Old : 100.0: 43.7 6.8 10.2 35.3 76.2 89.2 93.2: 10.8 6.8
Other: 100.0: 25.0 7.6 10.7 57.8 77.6 93.6 95.9: 6.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 124 49 87 85 95 249 210:
Old : 312: 122 52 72 77 88 234 190:
Other: 157: 54 22 25 57 42 123 79:
:----------------------------------------------------------------------------------------------------
: 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 36.4 17.4 46.3 10.4 34.3 15.5 44.0
Old : 13.4 36.9 19.9 47.6 13.4 36.3 19.4 46.8
Other: 22.8 41.9 38.4 55.7 19.9 38.9 35.4 48.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 27, 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 : 9,779: 988 2,611 405 6,254 5,123 7,647 8,139: 2,132 1,640
Old : 9,055: 988 2,849 167 6,054 4,540 7,209 7,556: 1,846 1,499
Other: 724: 238 0 0 200 583 438 583: 286 141
: : :
: : Changes in Commitments from: February 20, 2018 :
: -98: -358 329 -173 356 -179 -175 -23: 77 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 26.7 4.1 64.0 52.4 78.2 83.2: 21.8 16.8
Old : 100.0: 10.9 31.5 1.8 66.9 50.1 79.6 83.4: 20.4 16.6
Other: 100.0: 32.9 0.0 0.0 27.6 80.5 60.5 80.5: 39.5 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 16 5 19 12 31 33:
Old : 52: 10 18 4 18 12 29 33:
Other: 11: 2 0 0 4 5 6 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 : 42.1 37.8 55.0 55.0 38.2 33.6 46.9 49.5
Old : 44.9 37.3 58.4 55.2 40.7 35.8 50.1 50.8
Other: 48.3 77.8 60.5 80.5 48.3 77.8 60.5 80.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 27, 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 : 1,912,697: 314,522 419,469 144,173 1,293,880 1,126,543 1,752,575 1,690,185: 160,122 222,512
Old : 1,912,697: 314,522 419,469 144,173 1,293,880 1,126,543 1,752,575 1,690,185: 160,122 222,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -136,419: -81,011 -133,016 9,704 -88,107 -56,775 -159,414 -180,087: 22,995 43,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 21.9 7.5 67.6 58.9 91.6 88.4: 8.4 11.6
Old : 100.0: 16.4 21.9 7.5 67.6 58.9 91.6 88.4: 8.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 58 71 38 150 147 230 236:
Old : 337: 58 71 38 150 147 230 236:
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 : 18.0 22.8 30.2 32.4 16.0 17.9 25.8 25.2
Old : 18.0 22.8 30.2 32.4 16.0 17.9 25.8 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 27, 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 : 3,707,544: 542,104 884,993 225,404 2,566,104 1,934,307 3,333,612 3,044,704: 373,932 662,840
Old : 3,707,544: 542,104 884,993 225,404 2,566,104 1,934,307 3,333,612 3,044,704: 373,932 662,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -129,221: -139,435 -11,026 -85,978 51,793 -94,498 -173,620 -191,502: 44,399 62,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.9 6.1 69.2 52.2 89.9 82.1: 10.1 17.9
Old : 100.0: 14.6 23.9 6.1 69.2 52.2 89.9 82.1: 10.1 17.9
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 : 422: 79 103 76 176 195 293 336:
Old : 422: 79 103 76 176 195 293 336:
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 : 26.2 11.3 36.0 19.7 23.3 9.0 31.1 15.0
Old : 26.2 11.3 36.0 19.7 23.3 9.0 31.1 15.0
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 27, 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 : 578,845: 89,594 93,075 13,008 365,278 287,241 467,880 393,324: 110,965 185,521
Old : 578,845: 89,594 93,075 13,008 365,278 287,241 467,880 393,324: 110,965 185,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,233: 10,653 17,052 -110 -10,755 -31,450 -212 -14,508: 7,445 21,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.1 2.2 63.1 49.6 80.8 67.9: 19.2 32.1
Old : 100.0: 15.5 16.1 2.2 63.1 49.6 80.8 67.9: 19.2 32.1
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 : 95: 13 14 12 50 56 69 76:
Old : 95: 13 14 12 50 56 69 76:
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 : 31.4 12.5 40.6 20.5 31.2 11.8 39.5 19.1
Old : 31.4 12.5 40.6 20.5 31.2 11.8 39.5 19.1
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 27, 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 : 3,469,039: 510,479 962,356 110,445 2,468,441 1,869,628 3,089,365 2,942,429: 379,674 526,610
Old : 3,469,039: 510,479 962,356 110,445 2,468,441 1,869,628 3,089,365 2,942,429: 379,674 526,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -167,499: -125,601 -101,307 -48,984 -89,573 -111,281 -264,158 -261,572: 96,659 94,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 27.7 3.2 71.2 53.9 89.1 84.8: 10.9 15.2
Old : 100.0: 14.7 27.7 3.2 71.2 53.9 89.1 84.8: 10.9 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 : 332: 52 77 44 145 166 223 261:
Old : 332: 52 77 44 145 166 223 261:
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 15.8 44.2 25.1 29.0 14.5 38.3 22.2
Old : 33.6 15.8 44.2 25.1 29.0 14.5 38.3 22.2
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 27, 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 : 2,253,690: 316,386 301,913 542,785 1,351,710 1,343,876 2,210,881 2,188,574: 42,809 65,116
Old : 2,253,690: 316,386 301,913 542,785 1,351,710 1,343,876 2,210,881 2,188,574: 42,809 65,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 233,966: 17,070 -16,628 105,783 106,623 138,459 229,476 227,614: 4,490 6,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.4 24.1 60.0 59.6 98.1 97.1: 1.9 2.9
Old : 100.0: 14.0 13.4 24.1 60.0 59.6 98.1 97.1: 1.9 2.9
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 : 175: 40 52 60 68 73 139 160:
Old : 175: 40 52 60 68 73 139 160:
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 : 29.3 28.6 43.2 42.5 21.0 17.5 26.7 22.4
Old : 29.3 28.6 43.2 42.5 21.0 17.5 26.7 22.4
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 27, 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 : 59,086: 22,003 10,867 1,291 26,112 39,932 49,405 52,090: 9,681 6,996
Old : 59,086: 22,003 10,867 1,291 26,112 39,932 49,405 52,090: 9,681 6,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 123: -1,248 -2,810 323 540 3,141 -386 654: 509 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 18.4 2.2 44.2 67.6 83.6 88.2: 16.4 11.8
Old : 100.0: 37.2 18.4 2.2 44.2 67.6 83.6 88.2: 16.4 11.8
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 : 102: 36 15 6 30 30 68 49:
Old : 102: 36 15 6 30 30 68 49:
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 : 31.5 41.4 45.3 61.8 31.4 39.6 45.2 58.2
Old : 31.5 41.4 45.3 61.8 31.4 39.6 45.2 58.2
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 27, 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 : 118,171: 44,005 21,734 2,581 52,223 79,864 98,809 104,179: 19,362 13,992
Old : 118,171: 44,005 21,734 2,581 52,223 79,864 98,809 104,179: 19,362 13,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 246: -2,495 -5,620 645 1,079 6,282 -771 1,307: 1,017 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 18.4 2.2 44.2 67.6 83.6 88.2: 16.4 11.8
Old : 100.0: 37.2 18.4 2.2 44.2 67.6 83.6 88.2: 16.4 11.8
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 : 102: 36 15 6 30 30 68 49:
Old : 102: 36 15 6 30 30 68 49:
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 : 31.5 41.4 45.3 61.8 31.4 39.6 45.2 58.2
Old : 31.5 41.4 45.3 61.8 31.4 39.6 45.2 58.2
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 27, 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 : 51,299: 33,913 51,047 251 16,851 0 51,015 51,298: 284 1
Old : 51,299: 33,913 51,047 251 16,851 0 51,015 51,298: 284 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 2,192: 1,933 2,204 0 258 0 2,191 2,204: 1 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 99.5 0.5 32.8 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 66.1 99.5 0.5 32.8 0.0 99.4 100.0: 0.6 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: 35 10 2 3 0 39 11:
Old : 48: 35 10 2 3 0 39 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 : 61.2 90.1 83.0 99.0 60.9 90.1 82.7 98.9
Old : 61.2 90.1 83.0 99.0 60.9 90.1 82.7 98.9
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 27, 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 : 39,106: 9,490 7,436 6,073 23,521 25,428 39,084 38,937: 22 169
Old : 39,106: 9,490 7,436 6,073 23,521 25,428 39,084 38,937: 22 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,465: -921 106 5,972 2,412 1,350 7,463 7,428: 2 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.0 15.5 60.1 65.0 99.9 99.6: 0.1 0.4
Old : 100.0: 24.3 19.0 15.5 60.1 65.0 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 : 47: 5 16 2 7 20 12 38:
Old : 47: 5 16 2 7 20 12 38:
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 : 86.9 46.2 98.6 67.0 71.9 37.4 83.2 56.0
Old : 86.9 46.2 98.6 67.0 71.9 37.4 83.2 56.0
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, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,920: 24,297 5,681 0 2,623 21,195 26,920 26,876: 0 44
Old : 26,920: 24,297 5,681 0 2,623 21,195 26,920 26,876: 0 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 318: 667 -102 0 -320 423 347 321: -29 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 21.1 0.0 9.7 78.7 100.0 99.8: 0.0 0.2
Old : 100.0: 90.3 21.1 0.0 9.7 78.7 100.0 99.8: 0.0 0.2
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 : 34: 4 13 0 4 14 8 27:
Old : 34: 4 13 0 4 14 8 27:
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 : 98.7 59.1 100.0 81.2 96.6 59.1 97.7 81.2
Old : 98.7 59.1 100.0 81.2 96.6 59.1 97.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018