WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 682,931: 143,822 258,983 217,498 274,897 160,100 636,217 636,581: 46,714 46,349
Old : 478,546: 131,779 239,597 123,032 189,447 85,039 444,258 447,668: 34,289 30,878
Other: 204,384: 53,869 61,212 52,640 85,450 75,061 191,959 188,913: 12,425 15,471
: : :
: : Changes in Commitments from: January 16, 2018 :
: 13,650: -4,639 -598 15,603 2,205 -2,620 13,169 12,385: 481 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 37.9 31.8 40.3 23.4 93.2 93.2: 6.8 6.8
Old : 100.0: 27.5 50.1 25.7 39.6 17.8 92.8 93.5: 7.2 6.5
Other: 100.0: 26.4 29.9 25.8 41.8 36.7 93.9 92.4: 6.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 155 177 182 115 112 370 387:
Old : 464: 157 159 148 109 104 335 352:
Other: 282: 71 98 73 65 87 185 216:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 7.6 21.6 14.0 11.3 6.3 16.5 11.8
Old : 15.8 9.6 23.2 17.0 14.6 8.8 20.3 16.1
Other: 18.0 14.2 29.8 25.0 15.0 11.3 25.4 20.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 358,516: 107,108 112,145 81,393 141,493 141,306 329,994 334,844: 28,523 23,672
Old : 251,168: 102,518 109,213 41,683 87,481 85,642 231,681 236,538: 19,487 14,631
Other: 107,348: 24,754 23,096 19,546 54,012 55,664 98,312 98,306: 9,036 9,042
: : :
: : Changes in Commitments from: January 16, 2018 :
: 19,311: 1,426 6,546 12,724 3,510 -1,123 17,659 18,147: 1,652 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 31.3 22.7 39.5 39.4 92.0 93.4: 8.0 6.6
Old : 100.0: 40.8 43.5 16.6 34.8 34.1 92.2 94.2: 7.8 5.8
Other: 100.0: 23.1 21.5 18.2 50.3 51.9 91.6 91.6: 8.4 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 100 79 93 89 84 236 222:
Old : 287: 98 75 59 80 72 206 181:
Other: 192: 57 47 56 61 65 146 141:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 17.0 27.7 26.7 11.8 12.8 17.9 21.0
Old : 23.8 19.9 34.0 32.5 22.2 19.3 30.7 30.1
Other: 24.7 29.0 35.6 41.7 16.1 22.0 24.9 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,038,080: 354,590 494,715 545,428 888,521 779,209 1,788,539 1,819,352: 249,541 218,728
Old : 1,750,672: 337,469 493,161 439,496 753,084 647,462 1,530,050 1,580,119: 220,623 170,553
Other: 287,407: 67,053 51,486 55,999 135,437 131,747 258,490 239,233: 28,918 48,175
: : :
: : Changes in Commitments from: January 16, 2018 :
: 58,348: -826 -9,625 28,640 29,158 39,828 56,972 58,843: 1,376 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 24.3 26.8 43.6 38.2 87.8 89.3: 12.2 10.7
Old : 100.0: 19.3 28.2 25.1 43.0 37.0 87.4 90.3: 12.6 9.7
Other: 100.0: 23.3 17.9 19.5 47.1 45.8 89.9 83.2: 10.1 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 203 194 241 383 375 719 695:
Old : 855: 219 180 221 375 357 699 661:
Other: 506: 77 95 80 137 287 260 417:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 8.8 14.2 14.5 6.1 7.4 10.6 11.7
Old : 8.7 9.9 14.7 16.1 7.5 8.5 11.8 13.5
Other: 17.3 15.1 27.6 24.9 16.4 14.9 25.4 21.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 6,734: 2,501 478 657 1,337 4,200 4,495 5,335: 2,239 1,399
Old : 6,321: 2,384 452 624 1,170 3,981 4,177 5,056: 2,143 1,265
Other: 413: 135 44 16 167 219 318 279: 95 134
: : :
: : Changes in Commitments from: January 16, 2018 :
: -278: 25 -261 213 -637 -337 -400 -385: 123 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 7.1 9.8 19.9 62.4 66.8 79.2: 33.2 20.8
Old : 100.0: 37.7 7.1 9.9 18.5 63.0 66.1 80.0: 33.9 20.0
Other: 100.0: 32.6 10.7 3.9 40.4 53.0 76.9 67.6: 23.1 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 7 6 11 12 22 22:
Old : 29: 8 7 6 9 12 20 22:
Other: 13: 2 2 2 5 5 8 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 : 45.6 50.8 54.6 61.6 43.3 49.4 50.9 58.0
Old : 44.4 51.5 53.9 62.5 41.9 50.1 50.0 58.8
Other: 72.1 60.0 76.9 67.6 67.9 56.9 70.1 60.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 914,648: 135,616 210,388 230,105 488,979 374,699 854,700 815,192: 59,947 99,455
Old : 795,543: 131,638 204,002 192,064 420,402 325,578 744,104 721,644: 51,439 73,899
Other: 119,105: 20,591 22,999 21,428 68,578 49,121 110,597 93,548: 8,508 25,557
: : :
: : Changes in Commitments from: January 16, 2018 :
: 28,301: 3,729 -14,992 16,454 9,096 21,891 29,279 23,353: -979 4,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.0 25.2 53.5 41.0 93.4 89.1: 6.6 10.9
Old : 100.0: 16.5 25.6 24.1 52.8 40.9 93.5 90.7: 6.5 9.3
Other: 100.0: 17.3 19.3 18.0 57.6 41.2 92.9 78.5: 7.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 174 185 245 198 214 505 536:
Old : 629: 167 193 221 187 203 480 509:
Other: 339: 68 81 67 91 154 195 271:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 8.2 23.9 14.0 15.3 6.5 20.7 11.3
Old : 17.3 8.7 24.3 14.7 15.5 7.0 21.3 12.4
Other: 27.1 19.6 36.5 29.9 26.4 19.0 35.3 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 540,168: 125,982 119,502 133,448 243,740 255,813 503,171 508,763: 36,998 31,405
Old : 471,741: 117,374 123,974 110,670 212,211 209,157 440,256 443,801: 31,485 27,939
Other: 68,427: 26,694 13,614 4,691 31,529 46,656 62,915 64,962: 5,513 3,466
: : :
: : Changes in Commitments from: January 16, 2018 :
: 42,057: 7,305 18,283 11,940 20,310 10,182 39,555 40,404: 2,502 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 22.1 24.7 45.1 47.4 93.2 94.2: 6.8 5.8
Old : 100.0: 24.9 26.3 23.5 45.0 44.3 93.3 94.1: 6.7 5.9
Other: 100.0: 39.0 19.9 6.9 46.1 68.2 91.9 94.9: 8.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 106 109 128 102 89 285 272:
Old : 360: 113 110 120 99 83 273 263:
Other: 147: 43 40 31 43 33 106 88:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 23.4 17.9 29.1 10.3 20.8 15.9 25.9
Old : 10.8 21.7 18.4 27.7 10.0 19.2 17.0 24.7
Other: 27.2 50.2 39.3 62.5 27.2 49.8 39.1 62.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,037,935: 203,682 100,221 153,807 517,411 593,524 874,900 847,552: 163,035 190,383
Old : 1,037,935: 203,682 100,221 153,807 517,411 593,524 874,900 847,552: 163,035 190,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 62,108: 10,619 7,387 28,206 29,510 20,386 68,335 55,979: -6,227 6,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.7 14.8 49.9 57.2 84.3 81.7: 15.7 18.3
Old : 100.0: 19.6 9.7 14.8 49.9 57.2 84.3 81.7: 15.7 18.3
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 : 191: 48 41 56 79 85 154 155:
Old : 191: 48 41 56 79 85 154 155:
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 : 18.8 23.5 26.4 32.9 11.1 14.9 17.2 22.1
Old : 18.8 23.5 26.4 32.9 11.1 14.9 17.2 22.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 898,053: 46,963 186,468 13,863 715,428 606,641 776,253 806,971: 121,800 91,082
Old : 898,053: 46,963 186,468 13,863 715,428 606,641 776,253 806,971: 121,800 91,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 11,498: -7,901 7,528 1,930 14,823 5,283 8,852 14,741: 2,646 -3,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 20.8 1.5 79.7 67.6 86.4 89.9: 13.6 10.1
Old : 100.0: 5.2 20.8 1.5 79.7 67.6 86.4 89.9: 13.6 10.1
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 : 118: 17 14 16 62 70 89 90:
Old : 118: 17 14 16 62 70 89 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 39.1 41.7 53.0 21.7 38.9 32.1 49.9
Old : 28.7 39.1 41.7 53.0 21.7 38.9 32.1 49.9
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,979: 988 1,367 391 1,156 777 2,535 2,535: 444 444
Old : 2,979: 988 1,367 391 1,156 777 2,535 2,535: 444 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 23: -21 -52 46 -81 28 -56 22: 79 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 45.9 13.1 38.8 26.1 85.1 85.1: 14.9 14.9
Old : 100.0: 33.2 45.9 13.1 38.8 26.1 85.1 85.1: 14.9 14.9
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 : 26: 9 7 5 7 9 17 20:
Old : 26: 9 7 5 7 9 17 20:
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 : 48.7 50.4 69.5 67.5 40.3 43.8 52.8 54.1
Old : 48.7 50.4 69.5 67.5 40.3 43.8 52.8 54.1
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 457,462: 110,619 47,376 86,771 214,283 291,118 411,672 425,265: 45,790 32,197
Old : 391,647: 104,300 47,527 73,686 173,949 241,463 351,935 362,676: 39,712 28,971
Other: 65,815: 12,358 5,890 7,045 40,334 49,654 59,737 62,589: 6,078 3,226
: : :
: : Changes in Commitments from: January 16, 2018 :
: 28,931: 14,518 -11,731 6,712 4,852 32,645 26,082 27,626: 2,849 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.4 19.0 46.8 63.6 90.0 93.0: 10.0 7.0
Old : 100.0: 26.6 12.1 18.8 44.4 61.7 89.9 92.6: 10.1 7.4
Other: 100.0: 18.8 8.9 10.7 61.3 75.4 90.8 95.1: 9.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 89 72 108 97 89 251 218:
Old : 292: 93 73 100 96 88 248 209:
Other: 136: 38 22 31 52 40 104 83:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 29.4 18.6 36.2 11.1 27.1 16.1 33.5
Old : 13.1 28.8 19.2 36.3 12.4 26.6 17.9 33.9
Other: 23.2 40.0 38.8 52.7 23.2 33.5 38.6 43.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 10,041: 1,205 2,523 646 6,202 5,351 8,053 8,521: 1,988 1,520
Old : 9,606: 1,217 2,583 573 5,982 5,019 7,772 8,176: 1,834 1,430
Other: 435: 61 13 0 220 332 281 345: 154 90
: : :
: : Changes in Commitments from: January 16, 2018 :
: -427: 21 -271 123 -698 -383 -553 -532: 127 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 25.1 6.4 61.8 53.3 80.2 84.9: 19.8 15.1
Old : 100.0: 12.7 26.9 6.0 62.3 52.2 80.9 85.1: 19.1 14.9
Other: 100.0: 14.0 3.0 0.0 50.6 76.3 64.6 79.3: 35.4 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 19 14 19 14 39 42:
Old : 57: 15 19 13 18 14 38 41:
Other: 10: 2 1 0 4 3 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 36.1 50.6 51.1 39.1 33.6 47.4 48.7
Old : 42.8 37.6 52.4 52.3 40.3 35.7 49.0 49.8
Other: 54.9 79.3 64.6 79.3 54.9 79.3 64.6 79.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 2,078,007: 405,400 708,198 150,665 1,396,159 1,036,069 1,952,224 1,894,932: 125,782 183,074
Old : 2,078,007: 405,400 708,198 150,665 1,396,159 1,036,069 1,952,224 1,894,932: 125,782 183,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 72,609: -4,246 12,879 23,517 50,782 32,620 70,053 69,016: 2,555 3,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 34.1 7.3 67.2 49.9 93.9 91.2: 6.1 8.8
Old : 100.0: 19.5 34.1 7.3 67.2 49.9 93.9 91.2: 6.1 8.8
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 : 317: 54 75 46 134 136 215 230:
Old : 317: 54 75 46 134 136 215 230:
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 : 19.4 24.8 29.5 34.9 17.6 22.2 27.0 30.9
Old : 19.4 24.8 29.5 34.9 17.6 22.2 27.0 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 4,436,025: 628,526 773,635 663,495 2,797,889 2,359,848 4,089,910 3,796,978: 346,115 639,046
Old : 4,436,025: 628,526 773,635 663,495 2,797,889 2,359,848 4,089,910 3,796,978: 346,115 639,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 325,842: 5,543 63,939 109,234 224,056 119,179 338,833 292,352: -12,991 33,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.4 15.0 63.1 53.2 92.2 85.6: 7.8 14.4
Old : 100.0: 14.2 17.4 15.0 63.1 53.2 92.2 85.6: 7.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 79 123 110 207 216 347 388:
Old : 462: 79 123 110 207 216 347 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 9.7 30.7 16.8 17.5 6.8 24.2 11.2
Old : 20.4 9.7 30.7 16.8 17.5 6.8 24.2 11.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 536,155: 107,351 52,655 6,953 321,028 327,257 435,332 386,865: 100,823 149,290
Old : 536,155: 107,351 52,655 6,953 321,028 327,257 435,332 386,865: 100,823 149,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 9,297: 13,423 -1,007 197 -12,090 5,661 1,530 4,851: 7,767 4,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 1.3 59.9 61.0 81.2 72.2: 18.8 27.8
Old : 100.0: 20.0 9.8 1.3 59.9 61.0 81.2 72.2: 18.8 27.8
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 : 90: 13 11 9 49 50 67 65:
Old : 90: 13 11 9 49 50 67 65:
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 : 32.2 23.7 44.9 31.6 32.0 23.3 44.2 30.7
Old : 32.2 23.7 44.9 31.6 32.0 23.3 44.2 30.7
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 3,683,252: 527,866 997,083 428,922 2,458,210 1,791,527 3,414,997 3,217,531: 268,255 465,721
Old : 3,683,252: 527,866 997,083 428,922 2,458,210 1,791,527 3,414,997 3,217,531: 268,255 465,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 213,313: 5,972 -28,452 100,566 98,944 142,494 205,481 214,607: 7,832 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.1 11.6 66.7 48.6 92.7 87.4: 7.3 12.6
Old : 100.0: 14.3 27.1 11.6 66.7 48.6 92.7 87.4: 7.3 12.6
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 : 347: 59 82 66 148 171 241 285:
Old : 347: 59 82 66 148 171 241 285:
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 : 31.8 12.9 41.1 21.4 27.7 10.7 35.8 16.3
Old : 31.8 12.9 41.1 21.4 27.7 10.7 35.8 16.3
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 1,611,772: 181,408 188,936 323,929 1,068,648 1,037,048 1,573,986 1,549,913: 37,786 61,859
Old : 1,611,772: 181,408 188,936 323,929 1,068,648 1,037,048 1,573,986 1,549,913: 37,786 61,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 90,708: 17,768 15,967 8,704 59,552 62,953 86,025 87,624: 4,684 3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.7 20.1 66.3 64.3 97.7 96.2: 2.3 3.8
Old : 100.0: 11.3 11.7 20.1 66.3 64.3 97.7 96.2: 2.3 3.8
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 : 153: 34 39 55 64 70 125 142:
Old : 153: 34 39 55 64 70 125 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 27.4 46.0 37.6 23.1 14.5 28.9 20.1
Old : 34.7 27.4 46.0 37.6 23.1 14.5 28.9 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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 79,706: 39,911 8,994 4,077 22,101 60,462 66,088 73,532: 13,618 6,173
Old : 79,706: 39,911 8,994 4,077 22,101 60,462 66,088 73,532: 13,618 6,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -427: -3,755 -190 -675 2,391 1,499 -2,039 634: 1,612 -1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 11.3 5.1 27.7 75.9 82.9 92.3: 17.1 7.7
Old : 100.0: 50.1 11.3 5.1 27.7 75.9 82.9 92.3: 17.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 52 20 12 33 30 91 56:
Old : 124: 52 20 12 33 30 91 56:
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 38.1 30.2 55.9 18.3 36.4 30.2 54.2
Old : 18.3 38.1 30.2 55.9 18.3 36.4 30.2 54.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 159,412: 79,822 17,988 8,153 44,202 120,923 132,177 147,065: 27,235 12,347
Old : 159,412: 79,822 17,988 8,153 44,202 120,923 132,177 147,065: 27,235 12,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -855: -7,509 -380 -1,350 4,781 2,998 -4,078 1,268: 3,223 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 11.3 5.1 27.7 75.9 82.9 92.3: 17.1 7.7
Old : 100.0: 50.1 11.3 5.1 27.7 75.9 82.9 92.3: 17.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 52 20 12 33 30 91 56:
Old : 124: 52 20 12 33 30 91 56:
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 38.1 30.2 55.9 18.3 36.4 30.2 54.2
Old : 18.3 38.1 30.2 55.9 18.3 36.4 30.2 54.2
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 67,857: 53,730 67,584 251 13,595 0 67,576 67,835: 281 22
Old : 67,857: 53,730 67,584 251 13,595 0 67,576 67,835: 281 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -13,177: -13,720 -13,177 0 517 0 -13,203 -13,177: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 99.6 0.4 20.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 79.2 99.6 0.4 20.0 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 : 42: 30 9 2 3 0 34 10:
Old : 42: 30 9 2 3 0 34 10:
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 : 74.5 91.6 89.1 99.5 74.2 91.6 88.8 99.4
Old : 74.5 91.6 89.1 99.5 74.2 91.6 88.8 99.4
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 28,181: 8,244 7,008 0 19,900 21,017 28,144 28,025: 37 156
Old : 28,181: 8,244 7,008 0 19,900 21,017 28,144 28,025: 37 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,971: -423 913 0 2,396 1,064 1,973 1,977: -2 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.9 0.0 70.6 74.6 99.9 99.4: 0.1 0.6
Old : 100.0: 29.3 24.9 0.0 70.6 74.6 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 15 0 8 20 17 35:
Old : 50: 9 15 0 8 20 17 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 : 77.9 36.6 95.4 61.7 77.9 36.6 95.4 61.7
Old : 77.9 36.6 95.4 61.7 77.9 36.6 95.4 61.7
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 with Delta-adjusted Options and Futures Combined, January 23, 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 : 23,377: 19,506 5,859 18 3,809 17,430 23,333 23,307: 44 70
Old : 23,377: 19,506 5,859 18 3,809 17,430 23,333 23,307: 44 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,811: 384 496 0 1,411 1,314 1,795 1,810: 16 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 25.1 0.1 16.3 74.6 99.8 99.7: 0.2 0.3
Old : 100.0: 83.4 25.1 0.1 16.3 74.6 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 13 1 5 13 12 26:
Old : 36: 6 13 1 5 13 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 61.7 98.8 81.9 91.9 61.7 96.3 81.4
Old : 91.9 61.7 98.8 81.9 91.9 61.7 96.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018