WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 673,598: 149,048 210,147 237,899 240,327 179,563 627,273 627,608: 46,324 45,990
Old : 442,127: 134,357 191,604 127,257 147,519 94,999 409,132 413,860: 32,995 28,267
Other: 231,470: 57,985 61,837 67,348 92,808 84,564 218,141 213,748: 13,330 17,722
: : :
: : Changes in Commitments from: January 30, 2018 :
: -7,708: -2,601 -6,616 2,649 -7,698 -783 -7,650 -4,750: -59 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.2 35.3 35.7 26.7 93.1 93.2: 6.9 6.8
Old : 100.0: 30.4 43.3 28.8 33.4 21.5 92.5 93.6: 7.5 6.4
Other: 100.0: 25.1 26.7 29.1 40.1 36.5 94.2 92.3: 5.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 140 161 183 104 108 361 356:
Old : 424: 138 147 143 97 102 322 317:
Other: 276: 76 88 81 70 80 197 206:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 8.0 19.0 14.6 8.5 6.4 14.0 11.9
Old : 12.0 10.1 20.2 18.3 10.9 9.1 18.0 16.9
Other: 17.6 15.1 28.4 24.8 13.8 12.0 23.2 20.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,170: 98,066 65,847 77,521 134,713 167,861 310,299 311,229: 25,871 24,942
Old : 209,737: 88,205 60,713 31,646 72,904 103,583 192,754 195,942: 16,983 13,796
Other: 126,433: 33,695 28,968 22,040 61,809 64,278 117,545 115,287: 8,888 11,146
: : :
: : Changes in Commitments from: January 30, 2018 :
: -16,040: -8,926 -28,822 -4,513 -1,071 15,816 -14,509 -17,519: -1,531 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 19.6 23.1 40.1 49.9 92.3 92.6: 7.7 7.4
Old : 100.0: 42.1 28.9 15.1 34.8 49.4 91.9 93.4: 8.1 6.6
Other: 100.0: 26.7 22.9 17.4 48.9 50.8 93.0 91.2: 7.0 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 101 68 92 84 83 228 207:
Old : 263: 95 64 60 74 74 194 174:
Other: 184: 52 45 52 63 67 142 137:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 19.2 23.6 28.2 9.0 14.4 15.0 21.4
Old : 19.1 22.9 27.9 31.3 19.1 22.4 27.6 30.3
Other: 23.8 28.5 34.9 44.5 16.1 22.1 25.8 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,132,218: 401,650 403,001 588,176 888,091 900,898 1,877,917 1,892,075: 254,301 240,143
Old : 1,783,672: 383,051 411,582 455,942 727,627 738,601 1,566,620 1,606,125: 217,052 177,547
Other: 348,547: 81,504 54,324 69,329 160,464 162,297 311,297 285,950: 37,249 62,596
: : :
: : Changes in Commitments from: January 30, 2018 :
: 38,443: 3,689 -37,111 12,910 19,523 51,393 36,122 27,191: 2,321 11,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 18.9 27.6 41.7 42.3 88.1 88.7: 11.9 11.3
Old : 100.0: 21.5 23.1 25.6 40.8 41.4 87.8 90.0: 12.2 10.0
Other: 100.0: 23.4 15.6 19.9 46.0 46.6 89.3 82.0: 10.7 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 862: 218 170 232 377 381 717 681:
Old : 847: 225 167 208 367 361 692 641:
Other: 537: 83 94 85 152 303 282 439:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 9.5 13.8 14.8 5.9 7.7 10.2 11.3
Old : 8.5 10.7 14.3 16.2 7.3 10.0 11.5 14.3
Other: 19.0 12.3 28.2 21.0 16.0 11.3 24.0 17.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,638: 2,047 191 928 1,158 4,471 4,133 5,590: 2,505 1,048
Old : 6,107: 1,882 191 913 945 4,096 3,740 5,199: 2,367 908
Other: 531: 166 1 14 213 375 393 391: 138 140
: : :
: : Changes in Commitments from: January 30, 2018 :
: -166: -32 -6 -145 41 145 -136 -6: -30 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 2.9 14.0 17.4 67.4 62.3 84.2: 37.7 15.8
Old : 100.0: 30.8 3.1 14.9 15.5 67.1 61.2 85.1: 38.8 14.9
Other: 100.0: 31.2 0.3 2.7 40.1 70.6 74.0 73.5: 26.0 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 3 6 10 12 20 19:
Old : 25: 8 3 6 7 12 17 19:
Other: 14: 3 1 1 6 7 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 44.9 55.6 53.3 69.0 37.5 51.5 43.9 60.9
Old : 44.0 56.7 52.8 69.9 36.0 52.5 42.7 61.4
Other: 68.7 64.8 73.4 73.3 65.3 61.8 67.4 66.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 927,214: 141,271 144,521 238,789 484,728 434,763 864,788 818,072: 62,427 109,142
Old : 781,423: 130,357 137,362 194,272 405,788 374,269 730,418 705,903: 51,005 75,520
Other: 145,791: 28,651 24,897 26,779 78,940 60,493 134,370 112,169: 11,421 33,622
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,676: -7,664 -17,259 1,397 470 12,639 -5,797 -3,223: 3,121 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.6 25.8 52.3 46.9 93.3 88.2: 6.7 11.8
Old : 100.0: 16.7 17.6 24.9 51.9 47.9 93.5 90.3: 6.5 9.7
Other: 100.0: 19.7 17.1 18.4 54.1 41.5 92.2 76.9: 7.8 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 619: 157 175 230 209 228 497 531:
Old : 606: 157 168 203 196 218 466 501:
Other: 359: 74 77 75 99 168 208 290:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 9.6 22.4 15.6 14.0 6.9 19.1 11.8
Old : 15.8 10.6 23.0 16.7 14.9 8.0 20.2 13.4
Other: 23.6 17.5 32.8 26.2 22.3 16.9 31.0 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 525,277: 127,802 97,846 129,402 229,775 269,112 486,978 496,359: 38,298 28,918
Old : 454,221: 118,237 100,667 110,033 194,135 218,274 422,405 428,975: 31,816 25,247
Other: 71,055: 23,733 11,347 5,200 35,640 50,837 64,573 67,385: 6,482 3,671
: : :
: : Changes in Commitments from: January 30, 2018 :
: -11,163: -1,095 -12,687 -3,083 -7,354 7,743 -11,533 -8,028: 369 -3,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.6 24.6 43.7 51.2 92.7 94.5: 7.3 5.5
Old : 100.0: 26.0 22.2 24.2 42.7 48.1 93.0 94.4: 7.0 5.6
Other: 100.0: 33.4 16.0 7.3 50.2 71.5 90.9 94.8: 9.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 105 93 128 94 88 277 267:
Old : 353: 108 102 119 90 85 265 260:
Other: 145: 45 33 28 48 31 109 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 : 11.4 25.0 17.8 30.9 11.1 22.8 17.2 27.9
Old : 11.0 23.1 18.1 29.8 10.7 21.3 17.7 27.1
Other: 26.7 51.3 39.5 61.0 26.7 50.6 38.2 60.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,022,037: 171,896 133,522 148,770 550,117 547,452 870,784 829,745: 151,254 192,292
Old : 1,022,037: 171,896 133,522 148,770 550,117 547,452 870,784 829,745: 151,254 192,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 39,279: -16,268 19,417 37,705 41,264 -28,366 62,702 28,756: -23,423 10,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.1 14.6 53.8 53.6 85.2 81.2: 14.8 18.8
Old : 100.0: 16.8 13.1 14.6 53.8 53.6 85.2 81.2: 14.8 18.8
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 : 185: 44 35 47 84 86 143 153:
Old : 185: 44 35 47 84 86 143 153:
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 : 18.3 21.4 26.7 29.2 11.9 13.2 18.6 19.2
Old : 18.3 21.4 26.7 29.2 11.9 13.2 18.6 19.2
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 914,149: 57,502 203,571 16,599 719,826 584,193 793,927 804,363: 120,222 109,786
Old : 914,149: 57,502 203,571 16,599 719,826 584,193 793,927 804,363: 120,222 109,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 16,745: 8,574 16,310 5,871 6,130 -8,132 20,576 14,049: -3,831 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.3 1.8 78.7 63.9 86.8 88.0: 13.2 12.0
Old : 100.0: 6.3 22.3 1.8 78.7 63.9 86.8 88.0: 13.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 19 20 63 69 91 95:
Old : 120: 15 19 20 63 69 91 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 36.7 38.8 49.8 18.7 36.4 29.5 46.0
Old : 25.8 36.7 38.8 49.8 18.7 36.4 29.5 46.0
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,130: 631 637 241 845 928 1,717 1,806: 413 324
Old : 2,130: 631 637 241 845 928 1,717 1,806: 413 324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -701: -397 -719 31 -374 79 -740 -609: 39 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 29.9 11.3 39.7 43.6 80.6 84.8: 19.4 15.2
Old : 100.0: 29.6 29.9 11.3 39.7 43.6 80.6 84.8: 19.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 3 5 8 14 15:
Old : 22: 8 4 3 5 8 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 45.2 70.9 68.5 30.2 43.4 44.5 54.2
Old : 52.2 45.2 70.9 68.5 30.2 43.4 44.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 492,316: 117,270 32,490 104,106 223,254 323,031 444,630 459,627: 47,685 32,689
Old : 421,185: 110,610 32,557 89,669 180,224 270,523 380,504 392,750: 40,681 28,435
Other: 71,131: 13,219 6,492 7,877 43,030 52,508 64,126 66,877: 7,005 4,254
: : :
: : Changes in Commitments from: January 30, 2018 :
: 22,919: 1,214 -2,475 11,021 11,971 14,682 24,206 23,228: -1,287 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 6.6 21.1 45.3 65.6 90.3 93.4: 9.7 6.6
Old : 100.0: 26.3 7.7 21.3 42.8 64.2 90.3 93.2: 9.7 6.8
Other: 100.0: 18.6 9.1 11.1 60.5 73.8 90.2 94.0: 9.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 94 58 99 95 91 239 209:
Old : 276: 97 59 92 93 88 235 199:
Other: 133: 34 26 26 52 42 101 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 : 11.6 30.6 18.6 38.6 9.4 25.8 14.3 33.2
Old : 12.5 29.6 19.4 38.3 10.5 24.7 15.9 32.9
Other: 23.1 41.7 38.8 54.4 23.1 35.9 38.6 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,374: 1,468 2,182 680 5,987 5,882 8,134 8,744: 2,239 1,629
Old : 9,745: 1,480 2,347 502 5,787 5,393 7,768 8,242: 1,976 1,502
Other: 629: 166 13 0 200 489 366 502: 263 127
: : :
: : Changes in Commitments from: January 30, 2018 :
: 123: 187 -298 99 -218 133 68 -66: 55 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.0 6.6 57.7 56.7 78.4 84.3: 21.6 15.7
Old : 100.0: 15.2 24.1 5.2 59.4 55.3 79.7 84.6: 20.3 15.4
Other: 100.0: 26.4 2.1 0.0 31.8 77.8 58.2 79.8: 41.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 20 14 16 20 14 45 40:
Old : 57: 19 16 14 19 14 43 39:
Other: 13: 3 1 0 4 5 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 39.5 46.4 56.3 35.1 35.2 44.1 50.5
Old : 38.9 38.6 48.9 56.5 36.9 35.6 46.4 51.2
Other: 43.4 77.5 58.2 79.8 43.4 77.5 58.2 79.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,094,713: 423,118 621,838 166,602 1,383,175 1,139,151 1,972,894 1,927,590: 121,819 167,123
Old : 2,094,713: 423,118 621,838 166,602 1,383,175 1,139,151 1,972,894 1,927,590: 121,819 167,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 15,281: 12,566 -64,955 11,786 -4,345 97,407 20,006 44,238: -4,726 -28,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.7 8.0 66.0 54.4 94.2 92.0: 5.8 8.0
Old : 100.0: 20.2 29.7 8.0 66.0 54.4 94.2 92.0: 5.8 8.0
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 : 330: 58 76 48 140 139 224 237:
Old : 330: 58 76 48 140 139 224 237:
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 : 18.5 23.9 29.1 32.9 16.5 19.6 26.5 27.6
Old : 18.5 23.9 29.1 32.9 16.5 19.6 26.5 27.6
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,727,469: 593,030 877,495 766,361 2,996,400 2,435,032 4,355,791 4,078,888: 371,679 648,582
Old : 4,727,469: 593,030 877,495 766,361 2,996,400 2,435,032 4,355,791 4,078,888: 371,679 648,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 279,800: -71,950 51,753 110,270 216,005 112,427 254,324 274,450: 25,476 5,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.6 16.2 63.4 51.5 92.1 86.3: 7.9 13.7
Old : 100.0: 12.5 18.6 16.2 63.4 51.5 92.1 86.3: 7.9 13.7
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 : 450: 70 127 116 194 214 338 383:
Old : 450: 70 127 116 194 214 338 383:
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 : 22.3 9.7 32.8 16.7 19.2 6.7 26.6 10.9
Old : 22.3 9.7 32.8 16.7 19.2 6.7 26.6 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 572,572: 95,707 51,441 11,272 375,146 346,747 482,125 409,460: 90,447 163,112
Old : 572,572: 95,707 51,441 11,272 375,146 346,747 482,125 409,460: 90,447 163,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 18,704: -11,331 -5,280 -563 28,276 20,636 16,382 14,793: 2,322 3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.0 2.0 65.5 60.6 84.2 71.5: 15.8 28.5
Old : 100.0: 16.7 9.0 2.0 65.5 60.6 84.2 71.5: 15.8 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 12 13 12 50 53 70 70:
Old : 94: 12 13 12 50 53 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 20.5 43.4 28.8 33.1 20.1 42.2 27.8
Old : 33.3 20.5 43.4 28.8 33.1 20.1 42.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,877,245: 537,548 998,881 451,517 2,576,500 1,967,990 3,565,565 3,418,388: 311,680 458,858
Old : 3,877,245: 537,548 998,881 451,517 2,576,500 1,967,990 3,565,565 3,418,388: 311,680 458,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 193,692: -2,605 33,241 25,644 133,519 137,072 156,559 195,957: 37,133 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 25.8 11.6 66.5 50.8 92.0 88.2: 8.0 11.8
Old : 100.0: 13.9 25.8 11.6 66.5 50.8 92.0 88.2: 8.0 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 : 359: 62 85 66 153 176 249 293:
Old : 359: 62 85 66 153 176 249 293:
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 : 30.7 13.5 40.1 22.2 25.3 10.2 34.0 16.8
Old : 30.7 13.5 40.1 22.2 25.3 10.2 34.0 16.8
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,631,337: 132,765 251,400 374,207 1,095,244 936,136 1,602,217 1,561,743: 29,120 69,594
Old : 1,631,337: 132,765 251,400 374,207 1,095,244 936,136 1,602,217 1,561,743: 29,120 69,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -106,726: -69,596 68,834 22,900 -55,418 -212,372 -102,113 -120,638: -4,613 13,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.4 22.9 67.1 57.4 98.2 95.7: 1.8 4.3
Old : 100.0: 8.1 15.4 22.9 67.1 57.4 98.2 95.7: 1.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 19 57 52 62 71 117 148:
Old : 156: 19 57 52 62 71 117 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 23.1 45.2 35.9 22.4 14.2 30.5 20.1
Old : 32.4 23.1 45.2 35.9 22.4 14.2 30.5 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 67,854: 32,456 10,637 2,309 22,680 48,944 57,444 61,890: 10,410 5,964
Old : 67,854: 32,456 10,637 2,309 22,680 48,944 57,444 61,890: 10,410 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -11,370: -8,080 2,958 -1,325 1,384 -12,768 -8,021 -11,135: -3,349 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 15.7 3.4 33.4 72.1 84.7 91.2: 15.3 8.8
Old : 100.0: 47.8 15.7 3.4 33.4 72.1 84.7 91.2: 15.3 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 : 116: 56 11 13 31 26 89 48:
Old : 116: 56 11 13 31 26 89 48:
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 : 23.5 42.7 36.9 62.9 23.5 40.5 36.9 60.5
Old : 23.5 42.7 36.9 62.9 23.5 40.5 36.9 60.5
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 135,708: 64,911 21,275 4,618 45,359 97,887 114,888 123,779: 20,820 11,929
Old : 135,708: 64,911 21,275 4,618 45,359 97,887 114,888 123,779: 20,820 11,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -22,739: -16,160 5,915 -2,650 2,768 -25,535 -16,042 -22,270: -6,697 -469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 15.7 3.4 33.4 72.1 84.7 91.2: 15.3 8.8
Old : 100.0: 47.8 15.7 3.4 33.4 72.1 84.7 91.2: 15.3 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 : 116: 56 11 13 31 26 89 48:
Old : 116: 56 11 13 31 26 89 48:
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 : 23.5 42.7 36.9 62.9 23.5 40.5 36.9 60.5
Old : 23.5 42.7 36.9 62.9 23.5 40.5 36.9 60.5
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, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 65,305: 48,598 65,031 251 16,178 0 65,027 65,282: 278 23
Old : 65,305: 48,598 65,031 251 16,178 0 65,027 65,282: 278 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -13,290: -13,270 -13,310 0 -21 0 -13,291 -13,310: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 99.6 0.4 24.8 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 74.4 99.6 0.4 24.8 0.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 36 8 2 3 0 40 9:
Old : 47: 36 8 2 3 0 40 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 93.8 85.8 99.8 66.9 93.8 85.5 99.6
Old : 67.2 93.8 85.8 99.8 66.9 93.8 85.5 99.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,412: 10,798 6,976 0 18,590 22,285 29,388 29,261: 24 151
Old : 29,412: 10,798 6,976 0 18,590 22,285 29,388 29,261: 24 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,819: 922 57 0 906 1,756 1,828 1,813: -9 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 23.7 0.0 63.2 75.8 99.9 99.5: 0.1 0.5
Old : 100.0: 36.7 23.7 0.0 63.2 75.8 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 15 0 8 20 14 35:
Old : 47: 6 15 0 8 20 14 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 39.6 96.8 62.9 80.2 39.6 96.8 62.8
Old : 80.2 39.6 96.8 62.9 80.2 39.6 96.8 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 23,994: 20,459 5,285 13 3,473 18,581 23,945 23,879: 49 115
Old : 23,994: 20,459 5,285 13 3,473 18,581 23,945 23,879: 49 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 165: 649 -556 -5 -493 701 151 140: 14 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 22.0 0.1 14.5 77.4 99.8 99.5: 0.2 0.5
Old : 100.0: 85.3 22.0 0.1 14.5 77.4 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 12 1 5 13 10 25:
Old : 33: 4 12 1 5 13 10 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.9 63.0 99.6 83.2 93.9 63.0 96.6 82.3
Old : 93.9 63.0 99.6 83.2 93.9 63.0 96.6 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018