WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 639,559: 147,617 186,384 229,375 219,803 172,437 596,795 588,196: 42,763 51,362
Old : 383,339: 118,790 158,557 118,025 118,870 77,577 355,684 354,158: 27,655 29,181
Other: 256,220: 66,212 65,212 73,966 100,933 94,860 241,111 234,038: 15,109 22,182
: : :
: : Changes in Commitments from: February 13, 2018 :
: -25,474: 1,021 10,470 -20,575 -3,968 -14,798 -23,521 -24,902: -1,953 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 29.1 35.9 34.4 27.0 93.3 92.0: 6.7 8.0
Old : 100.0: 31.0 41.4 30.8 31.0 20.2 92.8 92.4: 7.2 7.6
Other: 100.0: 25.8 25.5 28.9 39.4 37.0 94.1 91.3: 5.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 131 160 171 104 110 344 350:
Old : 406: 143 126 127 93 99 298 300:
Other: 293: 75 106 85 74 90 203 232:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 8.6 19.4 15.5 8.2 6.5 13.9 11.8
Old : 13.9 9.8 21.9 18.1 11.7 9.6 18.5 16.1
Other: 18.1 13.5 27.7 23.7 15.8 11.3 23.1 18.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 336,912: 88,859 59,303 86,176 135,482 165,054 310,518 310,532: 26,394 26,380
Old : 177,814: 78,449 60,024 25,492 58,624 79,420 162,566 164,937: 15,248 12,877
Other: 159,098: 41,999 30,867 29,095 76,858 85,634 147,952 145,595: 11,146 13,503
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,788: 349 1,661 -1,095 -74 -3,446 -820 -2,880: -1,968 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 17.6 25.6 40.2 49.0 92.2 92.2: 7.8 7.8
Old : 100.0: 44.1 33.8 14.3 33.0 44.7 91.4 92.8: 8.6 7.2
Other: 100.0: 26.4 19.4 18.3 48.3 53.8 93.0 91.5: 7.0 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 99 62 97 82 89 230 212:
Old : 257: 95 58 54 68 76 189 163:
Other: 206: 61 54 58 61 71 154 153:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 18.8 24.4 28.8 8.2 14.0 14.1 21.0
Old : 20.9 21.2 30.2 31.8 20.3 21.1 27.8 31.5
Other: 24.0 30.7 33.0 42.6 20.9 23.1 28.8 33.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 2,128,714: 439,847 312,821 610,972 842,485 946,693 1,893,304 1,870,485: 235,410 258,229
Old : 1,726,182: 404,828 331,334 464,452 662,825 752,439 1,532,104 1,548,225: 194,078 177,957
Other: 402,532: 101,184 47,651 80,355 179,660 194,254 361,199 322,260: 41,333 80,272
: : :
: : Changes in Commitments from: February 13, 2018 :
: 23,765: 15,761 -17,722 28,528 -10,944 6,069 33,345 16,875: -9,580 6,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.7 28.7 39.6 44.5 88.9 87.9: 11.1 12.1
Old : 100.0: 23.5 19.2 26.9 38.4 43.6 88.8 89.7: 11.2 10.3
Other: 100.0: 25.1 11.8 20.0 44.6 48.3 89.7 80.1: 10.3 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 853: 218 163 246 367 373 717 680:
Old : 836: 221 165 221 355 357 686 646:
Other: 544: 97 95 85 163 299 303 440:
:----------------------------------------------------------------------------------------------------
: 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 9.7 14.6 15.1 6.0 7.2 10.6 10.8
Old : 9.1 10.8 15.0 16.5 7.6 9.7 12.5 13.7
Other: 18.9 11.8 29.3 19.8 15.9 10.2 24.8 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 6,268: 2,283 19 356 1,160 4,567 3,799 4,942: 2,468 1,325
Old : 5,585: 2,258 18 290 840 4,257 3,389 4,566: 2,196 1,019
Other: 683: 30 6 61 320 310 411 377: 272 306
: : :
: : Changes in Commitments from: February 13, 2018 :
: -410: -33 -52 -334 -90 -152 -456 -537: 47 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 0.3 5.7 18.5 72.9 60.6 78.9: 39.4 21.1
Old : 100.0: 40.4 0.3 5.2 15.0 76.2 60.7 81.8: 39.3 18.2
Other: 100.0: 4.4 0.8 8.9 46.8 45.4 60.1 55.1: 39.9 44.9
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 5 8 9 21 14:
Old : 24: 12 1 5 5 9 18 14:
Other: 12: 3 2 3 4 5 9 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 : 37.6 60.2 48.6 72.1 37.1 58.9 46.9 68.4
Old : 36.2 62.5 48.3 75.0 36.2 61.3 46.8 71.6
Other: 56.8 44.9 60.0 55.1 48.6 41.1 49.0 44.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,004,294: 197,917 85,108 275,665 470,037 520,563 943,619 881,336: 60,675 122,958
Old : 815,497: 166,409 79,653 229,252 372,315 428,761 767,976 737,666: 47,521 77,832
Other: 188,797: 44,021 17,968 33,900 97,722 91,802 175,643 143,671: 13,154 45,126
: : :
: : Changes in Commitments from: February 13, 2018 :
: 74,811: 37,311 -22,257 28,961 6,932 59,595 73,204 66,298: 1,607 8,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.5 27.4 46.8 51.8 94.0 87.8: 6.0 12.2
Old : 100.0: 20.4 9.8 28.1 45.7 52.6 94.2 90.5: 5.8 9.5
Other: 100.0: 23.3 9.5 18.0 51.8 48.6 93.0 76.1: 7.0 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 182 156 233 208 250 512 538:
Old : 627: 166 167 209 194 241 479 512:
Other: 406: 101 77 91 106 193 247 323:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 10.3 20.8 17.3 12.0 8.0 16.5 13.6
Old : 14.8 11.8 20.7 18.8 13.9 9.5 19.0 15.3
Other: 20.6 13.7 29.7 21.9 19.2 12.7 27.8 20.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 539,130: 132,292 115,378 118,976 245,935 270,322 497,203 504,676: 41,927 34,454
Old : 455,376: 122,663 115,904 95,559 201,900 213,453 420,122 424,916: 35,255 30,461
Other: 83,754: 27,788 17,633 5,258 44,035 56,868 77,081 79,760: 6,672 3,994
: : :
: : Changes in Commitments from: February 13, 2018 :
: -852: 1,440 11,840 -7,782 4,984 -3,784 -1,358 273: 506 -1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 21.4 22.1 45.6 50.1 92.2 93.6: 7.8 6.4
Old : 100.0: 26.9 25.5 21.0 44.3 46.9 92.3 93.3: 7.7 6.7
Other: 100.0: 33.2 21.1 6.3 52.6 67.9 92.0 95.2: 8.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 111 106 115 98 84 276 262:
Old : 362: 118 108 104 97 82 264 256:
Other: 153: 47 40 28 47 34 111 86:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 25.1 18.8 31.4 11.2 22.4 17.1 27.5
Old : 11.0 23.1 18.3 29.2 10.4 20.5 17.0 26.2
Other: 24.9 48.4 39.7 59.4 23.5 47.7 38.3 58.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,137,640: 171,586 130,246 187,050 628,873 606,879 987,509 924,175: 150,131 213,466
Old : 1,137,640: 171,586 130,246 187,050 628,873 606,879 987,509 924,175: 150,131 213,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 35,939: 9,283 1,460 4,783 15,981 25,133 30,048 31,377: 5,891 4,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.4 16.4 55.3 53.3 86.8 81.2: 13.2 18.8
Old : 100.0: 15.1 11.4 16.4 55.3 53.3 86.8 81.2: 13.2 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 : 199: 43 45 53 91 90 158 164:
Old : 199: 43 45 53 91 90 158 164:
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 : 17.8 20.8 26.4 29.8 11.8 14.4 18.2 19.2
Old : 17.8 20.8 26.4 29.8 11.8 14.4 18.2 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 20, 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 : 1,009,498: 47,061 208,778 67,448 767,383 608,991 881,892 885,217: 127,606 124,281
Old : 1,009,498: 47,061 208,778 67,448 767,383 608,991 881,892 885,217: 127,606 124,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 70,130: 2,251 -1,224 31,075 26,620 28,202 59,946 58,053: 10,184 12,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 20.7 6.7 76.0 60.3 87.4 87.7: 12.6 12.3
Old : 100.0: 4.7 20.7 6.7 76.0 60.3 87.4 87.7: 12.6 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 : 129: 16 17 23 70 72 100 101:
Old : 129: 16 17 23 70 72 100 101:
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 32.1 35.3 42.6 18.0 32.1 28.0 40.4
Old : 23.5 32.1 35.3 42.6 18.0 32.1 28.0 40.4
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 20, 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 : 2,052: 716 370 291 704 1,188 1,711 1,849: 341 203
Old : 2,052: 716 370 291 704 1,188 1,711 1,849: 341 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -88: 23 -277 13 -109 254 -73 -10: -15 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.0 14.2 34.3 57.9 83.4 90.1: 16.6 9.9
Old : 100.0: 34.9 18.0 14.2 34.3 57.9 83.4 90.1: 16.6 9.9
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 : 24: 9 5 3 6 8 16 16:
Old : 24: 9 5 3 6 8 16 16:
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 : 42.5 47.6 68.2 76.6 29.3 32.0 39.0 42.7
Old : 42.5 47.6 68.2 76.6 29.3 32.0 39.0 42.7
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 20, 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 : 557,582: 151,384 21,685 121,174 231,124 380,578 503,681 523,436: 53,900 34,146
Old : 478,078: 141,349 19,922 105,837 183,168 322,917 430,354 448,676: 47,723 29,401
Other: 79,504: 15,916 7,644 9,455 47,956 57,660 73,327 74,760: 6,177 4,744
: : :
: : Changes in Commitments from: February 13, 2018 :
: 18,507: 14,340 -4,161 1,244 -2,230 17,293 13,354 14,375: 5,153 4,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.9 21.7 41.5 68.3 90.3 93.9: 9.7 6.1
Old : 100.0: 29.6 4.2 22.1 38.3 67.5 90.0 93.9: 10.0 6.1
Other: 100.0: 20.0 9.6 11.9 60.3 72.5 92.2 94.0: 7.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 127 53 112 99 106 278 232:
Old : 316: 125 58 107 95 106 271 227:
Other: 154: 53 17 30 62 46 125 85:
:----------------------------------------------------------------------------------------------------
: 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 31.9 18.0 40.3 9.0 27.9 13.1 35.4
Old : 12.1 30.9 17.7 40.0 9.6 26.7 14.2 34.6
Other: 21.2 42.3 36.2 54.0 21.2 38.7 36.2 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 10,298: 1,192 2,234 959 6,054 5,344 8,205 8,536: 2,093 1,762
Old : 9,577: 1,203 2,494 675 5,852 4,771 7,730 7,939: 1,847 1,638
Other: 721: 273 24 0 202 573 475 597: 246 124
: : :
: : Changes in Commitments from: February 13, 2018 :
: 104: -169 332 238 129 -504 199 66: -94 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.7 9.3 58.8 51.9 79.7 82.9: 20.3 17.1
Old : 100.0: 12.6 26.0 7.0 61.1 49.8 80.7 82.9: 19.3 17.1
Other: 100.0: 37.9 3.3 0.0 28.0 79.5 65.9 82.8: 34.1 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 22 17 20 14 45 45:
Old : 62: 15 24 15 19 14 43 44:
Other: 16: 3 4 0 4 5 7 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 : 35.7 36.3 48.0 51.5 32.1 30.4 40.1 43.4
Old : 37.9 35.8 50.9 49.6 34.0 32.4 42.6 43.9
Other: 48.0 77.9 65.9 82.5 48.0 77.9 65.9 82.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 2,181,113: 386,753 525,049 243,849 1,412,509 1,231,545 2,043,111 2,000,443: 138,002 180,670
Old : 2,181,113: 386,753 525,049 243,849 1,412,509 1,231,545 2,043,111 2,000,443: 138,002 180,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 19,918: -23,578 5,522 13,565 21,667 8,906 11,653 27,993: 8,264 -8,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 24.1 11.2 64.8 56.5 93.7 91.7: 6.3 8.3
Old : 100.0: 17.7 24.1 11.2 64.8 56.5 93.7 91.7: 6.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 59 84 47 146 144 233 247:
Old : 347: 59 84 47 146 144 233 247:
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 : 18.2 21.4 30.2 29.2 14.6 15.3 24.3 21.2
Old : 18.2 21.4 30.2 29.2 14.6 15.3 24.3 21.2
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 with Delta-adjusted Options and Futures Combined, February 20, 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 : 5,140,432: 544,853 834,470 1,118,673 3,109,121 2,533,078 4,772,648 4,486,221: 367,784 654,211
Old : 5,140,432: 544,853 834,470 1,118,673 3,109,121 2,533,078 4,772,648 4,486,221: 367,784 654,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 210,154: -15,652 -56,241 166,840 64,639 77,978 215,828 188,578: -5,674 21,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 21.8 60.5 49.3 92.8 87.3: 7.2 12.7
Old : 100.0: 10.6 16.2 21.8 60.5 49.3 92.8 87.3: 7.2 12.7
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 : 457: 79 122 121 204 216 356 386:
Old : 457: 79 122 121 204 216 356 386:
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 : 20.7 12.5 32.2 19.5 17.1 6.9 23.0 10.7
Old : 20.7 12.5 32.2 19.5 17.1 6.9 23.0 10.7
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 20, 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 : 571,612: 78,941 76,023 13,118 376,033 318,691 468,092 407,832: 103,520 163,780
Old : 571,612: 78,941 76,023 13,118 376,033 318,691 468,092 407,832: 103,520 163,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 8,826: -2,671 7,705 1,840 -5,224 -2,893 -6,055 6,652: 14,881 2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.3 2.3 65.8 55.8 81.9 71.3: 18.1 28.7
Old : 100.0: 13.8 13.3 2.3 65.8 55.8 81.9 71.3: 18.1 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 12 12 12 51 58 70 75:
Old : 93: 12 12 12 51 58 70 75:
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 : 34.8 14.0 44.9 22.7 34.7 13.5 43.2 21.9
Old : 34.8 14.0 44.9 22.7 34.7 13.5 43.2 21.9
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 20, 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 : 4,117,956: 511,035 964,596 600,140 2,705,478 2,108,928 3,816,653 3,673,664: 301,303 444,293
Old : 4,117,956: 511,035 964,596 600,140 2,705,478 2,108,928 3,816,653 3,673,664: 301,303 444,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 237,223: -17,220 61,254 64,919 174,659 92,332 222,358 218,505: 14,865 18,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.4 14.6 65.7 51.2 92.7 89.2: 7.3 10.8
Old : 100.0: 12.4 23.4 14.6 65.7 51.2 92.7 89.2: 7.3 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 54 86 70 154 178 252 291:
Old : 353: 54 86 70 154 178 252 291:
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 : 29.5 13.9 39.2 22.9 23.9 10.0 32.1 17.0
Old : 29.5 13.9 39.2 22.9 23.9 10.0 32.1 17.0
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 20, 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 : 2,020,746: 299,285 318,530 437,438 1,245,382 1,205,735 1,982,105 1,961,703: 38,641 59,043
Old : 2,020,746: 299,285 318,530 437,438 1,245,382 1,205,735 1,982,105 1,961,703: 38,641 59,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 143,106: 36,046 -24,468 48,085 53,432 122,397 137,563 146,014: 5,542 -2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.8 21.6 61.6 59.7 98.1 97.1: 1.9 2.9
Old : 100.0: 14.8 15.8 21.6 61.6 59.7 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 : 166: 35 49 59 66 73 133 154:
Old : 166: 35 49 59 66 73 133 154:
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 : 32.0 27.5 44.9 40.8 23.7 18.3 29.9 24.4
Old : 32.0 27.5 44.9 40.8 23.7 18.3 29.9 24.4
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 with Delta-adjusted Options and Futures Combined, February 20, 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 : 60,538: 23,229 13,929 1,644 26,227 37,251 51,100 52,825: 9,438 7,713
Old : 60,538: 23,229 13,929 1,644 26,227 37,251 51,100 52,825: 9,438 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4,272: -2,217 -1,206 -331 -2,027 -3,440 -4,575 -4,978: 303 706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 23.0 2.7 43.3 61.5 84.4 87.3: 15.6 12.7
Old : 100.0: 38.4 23.0 2.7 43.3 61.5 84.4 87.3: 15.6 12.7
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 : 105: 41 15 10 31 28 75 50:
Old : 105: 41 15 10 31 28 75 50:
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 : 31.0 42.6 44.4 62.4 30.9 40.9 44.4 59.0
Old : 31.0 42.6 44.4 62.4 30.9 40.9 44.4 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 121,077: 46,458 27,859 3,289 52,453 74,503 102,200 105,650: 18,877 15,426
Old : 121,077: 46,458 27,859 3,289 52,453 74,503 102,200 105,650: 18,877 15,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -8,544: -4,433 -2,412 -663 -4,054 -6,880 -9,150 -9,955: 606 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 23.0 2.7 43.3 61.5 84.4 87.3: 15.6 12.7
Old : 100.0: 38.4 23.0 2.7 43.3 61.5 84.4 87.3: 15.6 12.7
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 : 105: 41 15 10 31 28 75 50:
Old : 105: 41 15 10 31 28 75 50:
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 : 31.0 42.6 44.4 62.4 30.9 40.9 44.4 59.0
Old : 31.0 42.6 44.4 62.4 30.9 40.9 44.4 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 49,107: 31,980 48,843 251 16,593 0 48,824 49,094: 283 13
Old : 49,107: 31,980 48,843 251 16,593 0 48,824 49,094: 283 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,065: 1,777 2,072 0 240 0 2,017 2,072: 48 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 99.5 0.5 33.8 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 65.1 99.5 0.5 33.8 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 : 46: 34 9 2 3 0 38 10:
Old : 46: 34 9 2 3 0 38 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 : 63.4 89.9 82.3 99.4 63.1 89.9 82.0 99.2
Old : 63.4 89.9 82.3 99.4 63.1 89.9 82.0 99.2
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 20, 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 : 31,641: 10,411 7,330 101 21,109 24,078 31,621 31,509: 20 132
Old : 31,641: 10,411 7,330 101 21,109 24,078 31,621 31,509: 20 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,250: 41 575 3 1,234 647 1,278 1,225: -28 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 23.2 0.3 66.7 76.1 99.9 99.6: 0.1 0.4
Old : 100.0: 32.9 23.2 0.3 66.7 76.1 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: 6 15 1 7 20 13 36:
Old : 47: 6 15 1 7 20 13 36:
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 : 83.5 42.4 98.0 65.7 83.5 42.4 97.6 65.7
Old : 83.5 42.4 98.0 65.7 83.5 42.4 97.6 65.7
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, February 20, 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 : 26,602: 23,630 5,783 0 2,943 20,772 26,573 26,555: 29 47
Old : 26,602: 23,630 5,783 0 2,943 20,772 26,573 26,555: 29 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 955: 878 53 -6 104 898 976 945: -21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 21.7 0.0 11.1 78.1 99.9 99.8: 0.1 0.2
Old : 100.0: 88.8 21.7 0.0 11.1 78.1 99.9 99.8: 0.1 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 : 32: 3 12 0 4 14 7 26:
Old : 32: 3 12 0 4 14 7 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 : 98.6 58.9 99.9 81.5 96.5 58.9 97.8 81.5
Old : 98.6 58.9 99.9 81.5 96.5 58.9 97.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018