WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 615,814: 146,519 151,155 223,734 206,586 194,940 576,838 569,829: 38,976 45,985
Old : 302,437: 116,524 136,507 77,684 86,731 68,229 280,939 282,420: 21,498 20,017
Other: 313,377: 78,774 63,429 97,269 119,855 126,711 295,899 287,409: 17,478 25,967
: : :
: : Changes in Commitments from: February 27, 2018 :
: 56,152: 5,380 -22,826 45,081 3,917 33,690 54,378 55,944: 1,774 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 24.5 36.3 33.5 31.7 93.7 92.5: 6.3 7.5
Old : 100.0: 38.5 45.1 25.7 28.7 22.6 92.9 93.4: 7.1 6.6
Other: 100.0: 25.1 20.2 31.0 38.2 40.4 94.4 91.7: 5.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 133 156 156 94 127 332 349:
Old : 388: 131 127 83 69 103 243 271:
Other: 323: 87 100 97 77 111 224 257:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 9.6 21.1 16.7 10.5 7.2 17.2 12.2
Old : 14.2 11.4 23.6 20.1 12.1 11.1 20.1 18.3
Other: 20.3 14.7 29.6 23.0 16.2 10.1 22.2 16.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 333,735: 89,011 47,475 91,502 128,438 167,663 308,951 306,640: 24,784 27,094
Old : 148,866: 73,681 53,722 17,189 45,757 68,122 136,627 139,033: 12,239 9,834
Other: 184,868: 51,310 29,733 38,333 82,681 99,542 172,324 167,608: 12,545 17,261
: : :
: : Changes in Commitments from: February 27, 2018 :
: 7,263: -1,408 -14,616 9,565 -925 10,535 7,231 5,484: 32 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 14.2 27.4 38.5 50.2 92.6 91.9: 7.4 8.1
Old : 100.0: 49.5 36.1 11.5 30.7 45.8 91.8 93.4: 8.2 6.6
Other: 100.0: 27.8 16.1 20.7 44.7 53.8 93.2 90.7: 6.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 107 55 91 75 96 227 211:
Old : 251: 89 58 33 51 77 161 147:
Other: 220: 65 48 62 60 82 160 163:
:----------------------------------------------------------------------------------------------------
: 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 20.6 24.9 30.7 8.9 14.0 14.8 20.4
Old : 22.0 25.7 32.1 35.4 21.9 25.4 32.0 35.2
Other: 23.5 28.6 32.5 39.9 20.5 21.0 27.2 30.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,149,942: 545,144 259,514 532,020 857,881 1,092,305 1,935,046 1,883,839: 214,897 266,104
Old : 1,619,868: 489,110 302,657 346,036 619,633 812,429 1,454,779 1,461,122: 165,089 158,746
Other: 530,074: 149,600 50,423 92,418 238,249 279,875 480,266 422,716: 49,808 107,358
: : :
: : Changes in Commitments from: February 27, 2018 :
: 163,638: 77,853 -32,545 39,651 47,622 136,243 165,127 143,349: -1,489 20,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.1 24.7 39.9 50.8 90.0 87.6: 10.0 12.4
Old : 100.0: 30.2 18.7 21.4 38.3 50.2 89.8 90.2: 10.2 9.8
Other: 100.0: 28.2 9.5 17.4 44.9 52.8 90.6 79.7: 9.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 872: 236 158 231 356 386 711 678:
Old : 844: 214 173 194 340 366 664 631:
Other: 597: 112 99 89 174 329 333 477:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 13.3 17.0 18.9 7.3 9.7 12.2 14.2
Old : 10.1 15.9 16.6 22.0 9.6 15.0 15.8 20.1
Other: 24.1 11.0 33.8 18.5 20.1 8.7 29.0 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 5,744: 2,306 117 104 989 4,560 3,399 4,782: 2,344 962
Old : 4,837: 2,196 64 35 658 4,127 2,889 4,226: 1,948 610
Other: 907: 147 90 32 331 433 510 555: 397 352
: : :
: : Changes in Commitments from: February 27, 2018 :
: -131: -82 57 27 -12 -72 -67 13: -64 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 2.0 1.8 17.2 79.4 59.2 83.3: 40.8 16.7
Old : 100.0: 45.4 1.3 0.7 13.6 85.3 59.7 87.4: 40.3 12.6
Other: 100.0: 16.2 9.9 3.6 36.5 47.7 56.3 61.2: 43.7 38.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 3 3 5 9 17 13:
Old : 24: 11 2 1 3 9 15 11:
Other: 15: 5 1 2 4 7 9 10:
:----------------------------------------------------------------------------------------------------
: 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 : 39.8 64.4 52.1 77.7 39.8 64.2 51.6 77.1
Old : 40.0 70.0 52.6 84.0 40.0 70.0 52.6 84.0
Other: 51.1 43.7 55.8 60.4 48.0 42.1 49.8 54.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,010,410: 271,484 75,410 237,101 442,102 565,961 950,686 878,473: 59,724 131,937
Old : 762,821: 231,044 77,211 167,139 321,282 445,025 719,466 689,375: 43,355 73,446
Other: 247,589: 64,808 22,568 45,593 120,819 120,937 231,221 189,097: 16,369 58,492
: : :
: : Changes in Commitments from: February 27, 2018 :
: 78,972: 39,255 90 14,422 25,191 54,431 78,867 68,943: 105 10,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 7.5 23.5 43.8 56.0 94.1 86.9: 5.9 13.1
Old : 100.0: 30.3 10.1 21.9 42.1 58.3 94.3 90.4: 5.7 9.6
Other: 100.0: 26.2 9.1 18.4 48.8 48.8 93.4 76.4: 6.6 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 691: 204 157 234 195 283 513 580:
Old : 670: 168 185 190 177 273 451 554:
Other: 486: 130 94 101 118 226 298 373:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 11.8 19.6 19.4 10.8 8.9 16.1 14.8
Old : 13.5 15.1 20.4 22.4 12.8 11.8 18.9 18.7
Other: 16.3 12.0 24.4 18.7 14.6 10.8 22.0 16.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 28,666: 20,926 2,837 893 1,156 6,068 22,975 9,798: 5,691 18,868
Old : 11,094: 7,585 817 714 1,154 2,360 9,453 3,891: 1,641 7,203
Other: 17,572: 13,482 2,161 38 2 3,708 13,522 5,907: 4,050 11,665
: : :
: : Changes in Commitments from: February 27, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 9.9 3.1 4.0 21.2 80.1 34.2: 19.9 65.8
Old : 100.0: 68.4 7.4 6.4 10.4 21.3 85.2 35.1: 14.8 64.9
Other: 100.0: 76.7 12.3 0.2 0.0 21.1 77.0 33.6: 23.0 66.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 4 2 12 8 22:
Old : 23: 5 6 3 2 12 8 20:
Other: 23: 5 6 3 1 11 6 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 16.3 80.1 23.7 70.6 16.3 76.6 23.1
Old : 74.2 19.9 85.2 26.8 69.2 16.8 78.7 22.7
Other: 76.0 19.0 77.0 26.4 75.8 19.0 76.7 26.4
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,872: 2,814 1,499 1,040 739 2,056 4,594 4,596: 277 276
Old : 4,865: 2,821 1,499 1,034 739 2,056 4,594 4,589: 271 276
Other: 7: 0 7 0 0 0 0 7: 7 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 1,139: 592 252 414 149 460 1,156 1,126: -18 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 30.8 21.4 15.2 42.2 94.3 94.3: 5.7 5.7
Old : 100.0: 58.0 30.8 21.2 15.2 42.3 94.4 94.3: 5.6 5.7
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 9 8 5 9 13 23:
Old : 23: 5 9 8 5 9 13 23:
Other: 3: 0 3 0 0 0 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 67.9 35.7 86.3 56.3 56.6 26.1 57.8 38.7
Old : 68.0 35.8 86.4 56.4 56.8 26.1 58.0 38.8
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 514,235: 138,400 98,233 103,481 233,049 282,591 474,929 484,305: 39,306 29,930
Old : 422,237: 124,018 98,573 78,401 188,283 219,699 390,702 396,672: 31,535 25,565
Other: 91,998: 29,955 15,234 9,507 44,765 62,892 84,228 87,633: 7,771 4,365
: : :
: : Changes in Commitments from: February 27, 2018 :
: 23,121: 4,425 3,672 8,498 10,963 11,846 23,886 24,016: -765 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 19.1 20.1 45.3 55.0 92.4 94.2: 7.6 5.8
Old : 100.0: 29.4 23.3 18.6 44.6 52.0 92.5 93.9: 7.5 6.1
Other: 100.0: 32.6 16.6 10.3 48.7 68.4 91.6 95.3: 8.4 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 111 99 115 91 84 270 250:
Old : 343: 119 100 101 88 81 253 240:
Other: 169: 50 45 34 50 43 121 103:
:----------------------------------------------------------------------------------------------------
: 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 27.8 18.6 34.7 11.5 24.9 17.6 30.8
Old : 11.7 26.3 19.3 33.5 11.1 24.2 18.3 31.1
Other: 22.7 46.4 37.3 59.2 21.6 45.4 36.0 57.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 968,518: 167,635 153,308 101,311 559,476 518,834 828,422 773,454: 140,096 195,064
Old : 968,518: 167,635 153,308 101,311 559,476 518,834 828,422 773,454: 140,096 195,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -18,970: 5,513 14,810 -6,961 3,719 -8,387 2,270 -538: -21,240 -18,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.8 10.5 57.8 53.6 85.5 79.9: 14.5 20.1
Old : 100.0: 17.3 15.8 10.5 57.8 53.6 85.5 79.9: 14.5 20.1
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 : 185: 39 42 48 83 88 145 155:
Old : 185: 39 42 48 83 88 145 155:
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 : 20.7 24.2 29.2 33.0 14.4 18.1 21.4 24.8
Old : 20.7 24.2 29.2 33.0 14.4 18.1 21.4 24.8
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, March 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 : 967,739: 48,012 218,369 15,658 763,757 617,123 827,426 851,149: 140,313 116,589
Old : 967,739: 48,012 218,369 15,658 763,757 617,123 827,426 851,149: 140,313 116,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -37,198: -4,506 7,311 -5,452 -11,951 -32,228 -21,909 -30,369: -15,290 -6,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.6 1.6 78.9 63.8 85.5 88.0: 14.5 12.0
Old : 100.0: 5.0 22.6 1.6 78.9 63.8 85.5 88.0: 14.5 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 : 123: 13 18 19 65 71 88 98:
Old : 123: 13 18 19 65 71 88 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 34.0 39.6 46.8 20.3 33.2 31.5 42.8
Old : 26.1 34.0 39.6 46.8 20.3 33.2 31.5 42.8
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, March 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 : 1,915: 906 294 251 425 1,200 1,582 1,745: 333 170
Old : 1,915: 906 294 251 425 1,200 1,582 1,745: 333 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 16: 80 -104 -24 -34 139 22 11: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 15.4 13.1 22.2 62.7 82.6 91.1: 17.4 8.9
Old : 100.0: 47.3 15.4 13.1 22.2 62.7 82.6 91.1: 17.4 8.9
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 : 22: 9 3 3 6 8 16 13:
Old : 22: 9 3 3 6 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 49.8 66.7 80.1 34.4 41.0 48.4 58.7
Old : 44.6 49.8 66.7 80.1 34.4 41.0 48.4 58.7
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, March 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 : 510,861: 178,594 25,259 87,689 196,932 365,749 463,214 478,696: 47,647 32,165
Old : 423,047: 160,168 25,054 70,922 150,240 298,758 381,330 394,735: 41,718 28,313
Other: 87,814: 23,540 5,319 11,653 46,692 66,990 81,884 83,962: 5,929 3,852
: : :
: : Changes in Commitments from: February 27, 2018 :
: 2,784: 3,497 -279 -2,459 3,524 5,357 4,563 2,619: -1,779 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.9 17.2 38.5 71.6 90.7 93.7: 9.3 6.3
Old : 100.0: 37.9 5.9 16.8 35.5 70.6 90.1 93.3: 9.9 6.7
Other: 100.0: 26.8 6.1 13.3 53.2 76.3 93.2 95.6: 6.8 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 121 60 94 96 113 265 225:
Old : 314: 114 64 85 89 112 251 217:
Other: 166: 58 22 32 61 50 133 91:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 34.1 16.1 43.0 9.3 31.7 13.9 40.5
Old : 11.9 35.2 17.6 44.0 11.8 34.2 17.0 42.9
Other: 21.3 40.1 34.1 52.4 18.3 36.4 30.9 45.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 8,503: 931 1,405 643 4,441 4,841 6,015 6,890: 2,489 1,614
Old : 7,681: 932 1,635 389 4,230 4,186 5,551 6,210: 2,130 1,471
Other: 823: 242 14 11 211 655 464 680: 359 143
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,425: -54 -1,265 216 -1,873 -312 -1,711 -1,361: 286 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.5 7.6 52.2 56.9 70.7 81.0: 29.3 19.0
Old : 100.0: 12.1 21.3 5.1 55.1 54.5 72.3 80.9: 27.7 19.1
Other: 100.0: 29.5 1.7 1.3 25.6 79.6 56.4 82.6: 43.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 14 9 11 18 13 33 33:
Old : 48: 13 11 10 16 13 30 33:
Other: 17: 5 2 3 4 7 9 12:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 42.5 46.4 57.3 33.7 42.2 42.1 55.3
Old : 39.0 42.4 49.7 57.3 36.9 42.0 46.3 56.5
Other: 42.7 71.4 55.9 81.5 42.7 71.4 51.3 77.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,906,975: 296,161 387,494 161,354 1,321,473 1,166,910 1,778,988 1,715,759: 127,987 191,216
Old : 1,906,975: 296,161 387,494 161,354 1,321,473 1,166,910 1,778,988 1,715,759: 127,987 191,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -67,028: -17,810 -29,821 -23,866 7,668 19,619 -34,007 -34,067: -33,021 -32,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.3 8.5 69.3 61.2 93.3 90.0: 6.7 10.0
Old : 100.0: 15.5 20.3 8.5 69.3 61.2 93.3 90.0: 6.7 10.0
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 : 334: 53 78 46 146 138 225 236:
Old : 334: 53 78 46 146 138 225 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 23.1 30.4 34.5 16.3 18.3 25.4 26.8
Old : 18.8 23.1 30.4 34.5 16.3 18.3 25.4 26.8
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, March 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 : 4,339,285: 580,759 891,627 655,754 2,753,219 2,183,347 3,989,731 3,730,727: 349,554 608,558
Old : 4,339,285: 580,759 891,627 655,754 2,753,219 2,183,347 3,989,731 3,730,727: 349,554 608,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -181,012: 49,197 64,707 -49,447 -124,417 -101,947 -124,667 -86,688: -56,345 -94,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 20.5 15.1 63.4 50.3 91.9 86.0: 8.1 14.0
Old : 100.0: 13.4 20.5 15.1 63.4 50.3 91.9 86.0: 8.1 14.0
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 : 446: 78 122 114 188 209 331 380:
Old : 446: 78 122 114 188 209 331 380:
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 : 22.9 10.5 33.3 19.0 20.1 8.2 27.0 13.3
Old : 22.9 10.5 33.3 19.0 20.1 8.2 27.0 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 555,916: 74,005 89,189 7,690 381,716 291,653 463,411 388,532: 92,505 167,384
Old : 555,916: 74,005 89,189 7,690 381,716 291,653 463,411 388,532: 92,505 167,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -22,929: -15,589 -3,886 -5,318 16,438 4,412 -4,469 -4,792: -18,460 -18,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.0 1.4 68.7 52.5 83.4 69.9: 16.6 30.1
Old : 100.0: 13.3 16.0 1.4 68.7 52.5 83.4 69.9: 16.6 30.1
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 : 94: 12 11 9 55 56 72 71:
Old : 94: 12 11 9 55 56 72 71:
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 : 31.6 13.7 40.5 21.8 31.2 13.3 39.3 20.9
Old : 31.6 13.7 40.5 21.8 31.2 13.3 39.3 20.9
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, March 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 : 3,702,813: 507,004 967,162 363,096 2,566,283 1,916,454 3,436,384 3,246,712: 266,429 456,100
Old : 3,702,813: 507,004 967,162 363,096 2,566,283 1,916,454 3,436,384 3,246,712: 266,429 456,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -71,143: 29,520 61,463 4,996 11,068 -59,464 45,584 6,995: -116,727 -78,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 26.1 9.8 69.3 51.8 92.8 87.7: 7.2 12.3
Old : 100.0: 13.7 26.1 9.8 69.3 51.8 92.8 87.7: 7.2 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 : 340: 50 87 67 148 167 244 275:
Old : 340: 50 87 67 148 167 244 275:
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 : 33.4 15.3 44.3 24.2 28.1 11.8 38.4 18.7
Old : 33.4 15.3 44.3 24.2 28.1 11.8 38.4 18.7
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, March 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 : 2,012,859: 315,953 274,406 507,417 1,157,999 1,173,480 1,981,369 1,955,302: 31,491 57,557
Old : 2,012,859: 315,953 274,406 507,417 1,157,999 1,173,480 1,981,369 1,955,302: 31,491 57,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -241,912: -478 -27,616 -35,738 -194,082 -170,688 -230,298 -234,041: -11,614 -7,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.6 25.2 57.5 58.3 98.4 97.1: 1.6 2.9
Old : 100.0: 15.7 13.6 25.2 57.5 58.3 98.4 97.1: 1.6 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 : 169: 39 46 58 64 74 130 157:
Old : 169: 39 46 58 64 74 130 157:
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 : 29.4 27.5 44.4 41.1 24.4 15.4 29.8 21.5
Old : 29.4 27.5 44.4 41.1 24.4 15.4 29.8 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 60,156: 23,331 10,690 2,185 25,540 40,719 51,056 53,594: 9,100 6,562
Old : 60,156: 23,331 10,690 2,185 25,540 40,719 51,056 53,594: 9,100 6,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -607: 1,505 -235 47 -1,309 231 243 43: -850 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 17.8 3.6 42.5 67.7 84.9 89.1: 15.1 10.9
Old : 100.0: 38.8 17.8 3.6 42.5 67.7 84.9 89.1: 15.1 10.9
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 : 108: 39 15 11 34 32 78 54:
Old : 108: 39 15 11 34 32 78 54:
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 : 32.7 38.8 44.6 59.6 32.7 36.8 44.5 56.6
Old : 32.7 38.8 44.6 59.6 32.7 36.8 44.5 56.6
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, March 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 : 120,312: 46,663 21,381 4,370 51,079 81,438 102,112 107,188: 18,200 13,123
Old : 120,312: 46,663 21,381 4,370 51,079 81,438 102,112 107,188: 18,200 13,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -1,214: 3,009 -470 94 -2,617 461 487 85: -1,700 -1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 17.8 3.6 42.5 67.7 84.9 89.1: 15.1 10.9
Old : 100.0: 38.8 17.8 3.6 42.5 67.7 84.9 89.1: 15.1 10.9
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 : 108: 39 15 11 34 32 78 54:
Old : 108: 39 15 11 34 32 78 54:
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 : 32.7 38.8 44.6 59.6 32.7 36.8 44.5 56.6
Old : 32.7 38.8 44.6 59.6 32.7 36.8 44.5 56.6
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, March 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 : 51,065: 33,692 50,715 349 16,735 0 50,776 51,064: 289 1
Old : 51,065: 33,692 50,715 349 16,735 0 50,776 51,064: 289 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: -234: -221 -332 98 -116 0 -239 -234: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 99.3 0.7 32.8 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 66.0 99.3 0.7 32.8 0.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 33 9 3 3 0 38 10:
Old : 45: 33 9 3 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 : 62.0 90.9 84.7 99.4 61.6 90.7 84.3 99.1
Old : 62.0 90.9 84.7 99.4 61.6 90.7 84.3 99.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 43,440: 8,560 7,228 9,216 25,659 26,825 43,435 43,269: 5 171
Old : 43,440: 8,560 7,228 9,216 25,659 26,825 43,435 43,269: 5 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 4,334: -930 -208 3,143 2,138 1,397 4,351 4,332: -17 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.6 21.2 59.1 61.8 100.0 99.6: 0.0 0.4
Old : 100.0: 19.7 16.6 21.2 59.1 61.8 100.0 99.6: 0.0 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 : 46: 4 16 2 8 20 12 38:
Old : 46: 4 16 2 8 20 12 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.7 51.2 98.1 70.0 67.0 33.9 75.7 50.5
Old : 87.7 51.2 98.1 70.0 67.0 33.9 75.7 50.5
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, March 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 : 27,642: 24,992 5,797 0 2,624 21,767 27,616 27,564: 26 78
Old : 27,642: 24,992 5,797 0 2,624 21,767 27,616 27,564: 26 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2018 :
: 722: 695 116 0 1 572 696 688: 26 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 21.0 0.0 9.5 78.7 99.9 99.7: 0.1 0.3
Old : 100.0: 90.4 21.0 0.0 9.5 78.7 99.9 99.7: 0.1 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 : 33: 3 13 0 5 14 8 27:
Old : 33: 3 13 0 5 14 8 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.2 58.6 99.9 80.8 96.7 58.6 97.4 80.8
Old : 99.2 58.6 99.9 80.8 96.7 58.6 97.4 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2018