WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 644,349: 150,789 268,667 190,306 254,028 138,241 595,123 597,214: 49,225 47,134
Old : 476,980: 135,894 247,746 118,773 183,859 76,885 438,526 443,403: 38,455 33,577
Other: 167,368: 45,082 51,108 41,346 70,170 61,357 156,598 153,811: 10,771 13,558
: : :
: : Changes in Commitments from: December 5, 2017 :
: 62,947: -1,251 29,349 32,489 27,075 -55 58,313 61,783: 4,635 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 41.7 29.5 39.4 21.5 92.4 92.7: 7.6 7.3
Old : 100.0: 28.5 51.9 24.9 38.5 16.1 91.9 93.0: 8.1 7.0
Other: 100.0: 26.9 30.5 24.7 41.9 36.7 93.6 91.9: 6.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 467: 148 168 149 115 109 341 358:
Old : 446: 154 150 125 108 98 312 327:
Other: 232: 51 78 56 65 82 151 183:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 7.7 21.9 14.5 11.3 7.0 16.4 12.9
Old : 15.9 9.8 23.1 17.9 14.0 9.2 19.7 17.0
Other: 20.9 16.6 34.1 27.4 16.7 13.1 28.0 21.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 339,227: 100,624 119,391 61,236 151,561 136,040 313,421 316,667: 25,805 22,560
Old : 267,584: 97,756 116,910 38,636 111,365 96,730 247,757 252,276: 19,827 15,308
Other: 71,643: 16,815 16,428 8,653 40,196 39,310 65,665 64,391: 5,978 7,252
: : :
: : Changes in Commitments from: December 5, 2017 :
: 16,290: -1,791 8,595 10,186 7,133 -2,858 15,528 15,923: 762 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 35.2 18.1 44.7 40.1 92.4 93.3: 7.6 6.7
Old : 100.0: 36.5 43.7 14.4 41.6 36.1 92.6 94.3: 7.4 5.7
Other: 100.0: 23.5 22.9 12.1 56.1 54.9 91.7 89.9: 8.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 94 74 79 92 79 222 202:
Old : 277: 94 69 52 83 69 197 170:
Other: 161: 41 42 41 51 58 116 117:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 18.7 30.0 30.3 15.3 15.5 22.5 25.7
Old : 24.6 23.0 34.3 36.8 23.2 22.9 31.9 35.7
Other: 27.7 29.6 39.6 42.4 26.3 29.0 36.6 41.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,836,183: 343,088 471,281 446,856 809,658 703,021 1,599,601 1,621,158: 236,582 215,025
Old : 1,603,857: 330,066 471,856 363,030 694,228 593,272 1,387,324 1,428,158: 216,533 175,699
Other: 232,325: 54,546 40,949 42,302 115,429 109,749 212,277 193,000: 20,048 39,326
: : :
: : Changes in Commitments from: December 5, 2017 :
: 44,164: -11,560 14,555 17,965 26,869 8,948 33,274 41,468: 10,890 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 25.7 24.3 44.1 38.3 87.1 88.3: 12.9 11.7
Old : 100.0: 20.6 29.4 22.6 43.3 37.0 86.5 89.0: 13.5 11.0
Other: 100.0: 23.5 17.6 18.2 49.7 47.2 91.4 83.1: 8.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 208 167 214 350 350 660 644:
Old : 807: 203 174 198 339 339 639 622:
Other: 437: 68 75 65 112 252 218 355:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 8.7 15.7 14.7 7.6 7.5 12.5 12.3
Old : 9.7 9.5 16.3 16.2 8.8 8.2 13.6 13.5
Other: 23.7 18.7 35.9 29.5 22.9 18.3 33.4 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,859: 2,631 347 600 1,631 4,834 4,862 5,782: 1,997 1,078
Old : 6,688: 2,561 335 592 1,579 4,799 4,731 5,726: 1,957 962
Other: 172: 74 16 5 52 35 131 56: 41 116
: : :
: : Changes in Commitments from: December 5, 2017 :
: -404: -316 80 138 -35 -770 -213 -551: -192 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 5.1 8.8 23.8 70.5 70.9 84.3: 29.1 15.7
Old : 100.0: 38.3 5.0 8.8 23.6 71.8 70.7 85.6: 29.3 14.4
Other: 100.0: 43.1 9.2 2.9 30.3 20.4 76.3 32.5: 23.7 67.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 6 7 8 10 22 19:
Old : 29: 11 5 7 8 10 22 19:
Other: 12: 1 3 1 3 5 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 57.2 54.9 72.0 41.1 55.5 53.5 67.9
Old : 41.8 58.3 54.5 73.3 40.4 56.6 53.1 69.1
Other: 75.1 26.2 76.3 32.5 73.4 23.3 73.4 29.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 846,620: 146,649 106,255 204,246 434,824 434,395 785,719 744,896: 60,901 101,724
Old : 757,531: 135,276 102,275 178,285 389,271 391,207 702,832 671,767: 54,699 85,764
Other: 89,089: 22,866 15,473 14,468 45,553 43,188 82,887 73,128: 6,202 15,960
: : :
: : Changes in Commitments from: December 5, 2017 :
: -43,136: -25,065 12,759 -22,317 8,018 -33,188 -39,364 -42,746: -3,772 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 12.6 24.1 51.4 51.3 92.8 88.0: 7.2 12.0
Old : 100.0: 17.9 13.5 23.5 51.4 51.6 92.8 88.7: 7.2 11.3
Other: 100.0: 25.7 17.4 16.2 51.1 48.5 93.0 82.1: 7.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 181 150 243 203 223 506 522:
Old : 607: 178 153 228 198 217 493 505:
Other: 305: 57 69 55 73 149 160 248:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 11.7 23.1 19.4 13.3 8.2 18.2 13.7
Old : 16.8 12.5 23.8 19.7 14.9 9.0 20.1 15.0
Other: 29.8 28.8 40.6 38.7 29.6 26.9 40.1 34.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 494,301: 122,451 84,083 112,349 225,964 268,709 460,764 465,141: 33,537 29,161
Old : 440,576: 114,649 89,065 92,000 204,383 232,658 411,032 413,723: 29,543 26,852
Other: 53,726: 22,741 9,957 5,409 21,581 36,051 49,732 51,417: 3,994 2,309
: : :
: : Changes in Commitments from: December 5, 2017 :
: -7,356: 6,463 10,052 -11,815 -1,691 -4,844 -7,043 -6,607: -313 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 17.0 22.7 45.7 54.4 93.2 94.1: 6.8 5.9
Old : 100.0: 26.0 20.2 20.9 46.4 52.8 93.3 93.9: 6.7 6.1
Other: 100.0: 42.3 18.5 10.1 40.2 67.1 92.6 95.7: 7.4 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 98 81 118 97 92 260 248:
Old : 317: 99 86 111 93 90 251 243:
Other: 105: 38 18 20 38 23 84 53:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 28.5 20.5 35.4 10.0 26.1 15.5 32.0
Old : 12.9 27.1 21.6 34.3 11.2 26.2 17.9 32.7
Other: 28.8 55.1 45.0 70.9 28.3 52.8 43.1 64.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 887,589: 204,591 98,304 80,167 439,229 539,974 723,987 718,445: 163,602 169,144
Old : 887,589: 204,591 98,304 80,167 439,229 539,974 723,987 718,445: 163,602 169,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 2,122: 18,700 -12,025 13,183 -22,620 6,029 9,263 7,188: -7,141 -5,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 11.1 9.0 49.5 60.8 81.6 80.9: 18.4 19.1
Old : 100.0: 23.1 11.1 9.0 49.5 60.8 81.6 80.9: 18.4 19.1
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 : 181: 49 27 44 84 84 145 143:
Old : 181: 49 27 44 84 84 145 143:
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 23.5 26.6 35.9 13.3 17.6 20.4 28.0
Old : 18.5 23.5 26.6 35.9 13.3 17.6 20.4 28.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 900,204: 53,928 160,671 14,162 693,409 632,916 761,499 807,748: 138,705 92,455
Old : 900,204: 53,928 160,671 14,162 693,409 632,916 761,499 807,748: 138,705 92,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 866: -1,270 3,773 -17,847 8,119 13,934 -10,999 -141: 11,864 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 17.8 1.6 77.0 70.3 84.6 89.7: 15.4 10.3
Old : 100.0: 6.0 17.8 1.6 77.0 70.3 84.6 89.7: 15.4 10.3
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 : 120: 18 11 13 65 75 90 92:
Old : 120: 18 11 13 65 75 90 92:
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 : 25.6 38.9 38.8 51.3 18.5 38.2 29.1 48.3
Old : 25.6 38.9 38.8 51.3 18.5 38.2 29.1 48.3
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,345: 733 936 317 950 639 2,000 1,892: 345 453
Old : 2,345: 733 936 317 950 639 2,000 1,892: 345 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 561: 23 199 191 372 -20 586 370: -25 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 39.9 13.5 40.5 27.2 85.3 80.7: 14.7 19.3
Old : 100.0: 31.3 39.9 13.5 40.5 27.2 85.3 80.7: 14.7 19.3
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 : 26: 9 6 5 8 8 19 19:
Old : 26: 9 6 5 8 8 19 19:
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 : 43.5 46.8 62.9 63.0 34.5 41.4 47.9 50.7
Old : 43.5 46.8 62.9 63.0 34.5 41.4 47.9 50.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 456,741: 128,193 29,909 78,871 201,681 319,965 408,745 428,744: 47,996 27,997
Old : 412,682: 121,931 29,038 71,152 175,082 286,638 368,165 386,828: 44,517 25,854
Other: 44,059: 8,720 3,329 5,261 26,599 33,327 40,580 41,916: 3,479 2,143
: : :
: : Changes in Commitments from: December 5, 2017 :
: -18,855: -1,418 -3,921 -12,055 -7,965 -3,456 -21,439 -19,432: 2,584 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.5 17.3 44.2 70.1 89.5 93.9: 10.5 6.1
Old : 100.0: 29.5 7.0 17.2 42.4 69.5 89.2 93.7: 10.8 6.3
Other: 100.0: 19.8 7.6 11.9 60.4 75.6 92.1 95.1: 7.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 106 54 103 99 93 258 212:
Old : 292: 105 57 99 98 91 254 208:
Other: 105: 27 15 23 42 35 80 66:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 34.4 19.6 42.3 12.0 32.8 17.4 40.2
Old : 13.5 34.4 19.9 42.7 12.4 33.0 18.5 40.8
Other: 31.0 45.6 50.6 60.4 31.0 38.1 47.2 49.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,463: 1,453 2,104 1,027 7,026 6,783 9,506 9,914: 1,957 1,549
Old : 11,264: 1,449 2,105 1,025 6,896 6,642 9,371 9,773: 1,893 1,491
Other: 199: 5 0 0 130 141 135 141: 64 58
: : :
: : Changes in Commitments from: December 5, 2017 :
: 135: -35 -120 33 -48 1 -49 -85: 184 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 18.4 9.0 61.3 59.2 82.9 86.5: 17.1 13.5
Old : 100.0: 12.9 18.7 9.1 61.2 59.0 83.2 86.8: 16.8 13.2
Other: 100.0: 2.5 0.0 0.0 65.3 70.9 67.8 70.9: 32.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 13 15 22 16 45 38:
Old : 57: 14 14 15 21 16 44 38:
Other: 7: 1 0 0 3 3 4 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 : 46.3 45.1 55.6 57.5 45.4 40.5 53.4 52.9
Old : 46.7 44.7 56.1 57.3 46.2 40.4 54.2 53.1
Other: 67.8 70.9 67.8 70.9 67.8 70.9 67.8 70.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,821,307: 409,267 571,475 98,694 1,197,007 976,725 1,704,967 1,646,894: 116,340 174,414
Old : 1,821,307: 409,267 571,475 98,694 1,197,007 976,725 1,704,967 1,646,894: 116,340 174,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,440: 22,827 4,900 3,593 -25,596 -20,814 824 -12,320: -3,263 9,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 31.4 5.4 65.7 53.6 93.6 90.4: 6.4 9.6
Old : 100.0: 22.5 31.4 5.4 65.7 53.6 93.6 90.4: 6.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 55 70 44 134 119 216 206:
Old : 299: 55 70 44 134 119 216 206:
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 : 21.3 28.9 32.9 39.2 21.0 26.4 31.5 35.7
Old : 21.3 28.9 32.9 39.2 21.0 26.4 31.5 35.7
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,876,939: 787,527 706,409 414,940 2,328,106 2,197,995 3,530,574 3,319,344: 346,365 557,595
Old : 3,876,939: 787,527 706,409 414,940 2,328,106 2,197,995 3,530,574 3,319,344: 346,365 557,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 57,453: 66,958 32,022 2,266 -14,282 25,725 54,943 60,013: 2,510 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 18.2 10.7 60.1 56.7 91.1 85.6: 8.9 14.4
Old : 100.0: 20.3 18.2 10.7 60.1 56.7 91.1 85.6: 8.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 77 98 97 168 198 301 337:
Old : 405: 77 98 97 168 198 301 337:
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 : 21.9 13.0 31.6 19.5 18.1 9.4 25.1 14.2
Old : 21.9 13.0 31.6 19.5 18.1 9.4 25.1 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,248: 77,834 67,947 8,964 331,513 278,061 418,311 354,972: 88,937 152,276
Old : 507,248: 77,834 67,947 8,964 331,513 278,061 418,311 354,972: 88,937 152,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -22,827: 1,436 -14,501 -2,835 -21,862 -5,632 -23,261 -22,968: 434 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.4 1.8 65.4 54.8 82.5 70.0: 17.5 30.0
Old : 100.0: 15.3 13.4 1.8 65.4 54.8 82.5 70.0: 17.5 30.0
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 : 84: 11 11 12 42 50 59 67:
Old : 84: 11 11 12 42 50 59 67:
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 : 35.0 20.0 46.1 29.1 34.8 19.0 45.1 27.7
Old : 35.0 20.0 46.1 29.1 34.8 19.0 45.1 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,209,234: 551,806 886,696 235,469 2,168,456 1,650,347 2,955,732 2,772,512: 253,502 436,722
Old : 3,209,234: 551,806 886,696 235,469 2,168,456 1,650,347 2,955,732 2,772,512: 253,502 436,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -23,481: 12,855 -28,402 2,014 -28,859 8,908 -13,990 -17,479: -9,491 -6,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.6 7.3 67.6 51.4 92.1 86.4: 7.9 13.6
Old : 100.0: 17.2 27.6 7.3 67.6 51.4 92.1 86.4: 7.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 50 79 65 133 154 227 254:
Old : 314: 50 79 65 133 154 227 254:
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 : 31.7 14.7 41.7 24.1 27.5 12.9 36.2 18.8
Old : 31.7 14.7 41.7 24.1 27.5 12.9 36.2 18.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,480,673: 106,008 192,788 337,010 1,004,078 893,056 1,447,096 1,422,854: 33,577 57,819
Old : 1,480,673: 106,008 192,788 337,010 1,004,078 893,056 1,447,096 1,422,854: 33,577 57,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 58,494: 15,141 9,520 14,439 26,595 36,548 56,175 60,507: 2,319 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.0 22.8 67.8 60.3 97.7 96.1: 2.3 3.9
Old : 100.0: 7.2 13.0 22.8 67.8 60.3 97.7 96.1: 2.3 3.9
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 : 150: 24 45 55 66 68 126 137:
Old : 150: 24 45 55 66 68 126 137:
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 : 33.9 26.4 47.9 37.0 21.7 13.0 28.4 19.1
Old : 33.9 26.4 47.9 37.0 21.7 13.0 28.4 19.1
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,825: 42,113 5,550 6,318 28,297 68,217 76,728 80,084: 12,098 8,741
Old : 88,825: 42,113 5,550 6,318 28,297 68,217 76,728 80,084: 12,098 8,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 8,111: -935 -1,195 1,313 7,354 8,524 7,732 8,643: 380 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 6.2 7.1 31.9 76.8 86.4 90.2: 13.6 9.8
Old : 100.0: 47.4 6.2 7.1 31.9 76.8 86.4 90.2: 13.6 9.8
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 : 125: 51 20 18 39 35 96 69:
Old : 125: 51 20 18 39 35 96 69:
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 : 21.0 38.4 33.8 55.9 17.8 32.1 28.9 48.0
Old : 21.0 38.4 33.8 55.9 17.8 32.1 28.9 48.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 177,651: 84,226 11,100 12,635 56,594 136,434 153,455 160,169: 24,196 17,482
Old : 177,651: 84,226 11,100 12,635 56,594 136,434 153,455 160,169: 24,196 17,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 16,223: -1,871 -2,390 2,627 14,707 17,049 15,463 17,285: 759 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 6.2 7.1 31.9 76.8 86.4 90.2: 13.6 9.8
Old : 100.0: 47.4 6.2 7.1 31.9 76.8 86.4 90.2: 13.6 9.8
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 : 125: 51 20 18 39 35 96 69:
Old : 125: 51 20 18 39 35 96 69:
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 : 21.0 38.4 33.8 55.9 17.8 32.1 28.9 48.0
Old : 21.0 38.4 33.8 55.9 17.8 32.1 28.9 48.0
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 56,004: 41,234 53,403 2,560 12,118 0 55,912 55,963: 92 41
Old : 56,004: 41,234 53,403 2,560 12,118 0 55,912 55,963: 92 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -11,216: -12,898 -13,546 2,309 -600 0 -11,189 -11,237: -27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 95.4 4.6 21.6 0.0 99.8 99.9: 0.2 0.1
Old : 100.0: 73.6 95.4 4.6 21.6 0.0 99.8 99.9: 0.2 0.1
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 : 42: 28 11 4 3 0 34 12:
Old : 42: 28 11 4 3 0 34 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 91.3 82.5 99.2 61.1 87.2 81.2 94.8
Old : 61.4 91.3 82.5 99.2 61.1 87.2 81.2 94.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,541: 11,007 5,684 42 15,477 20,700 26,526 26,426: 15 115
Old : 26,541: 11,007 5,684 42 15,477 20,700 26,526 26,426: 15 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,448: -2,060 -56 22 590 -1,372 -1,448 -1,406: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 21.4 0.2 58.3 78.0 99.9 99.6: 0.1 0.4
Old : 100.0: 41.5 21.4 0.2 58.3 78.0 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 15 2 8 19 18 35:
Old : 48: 9 15 2 8 19 18 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 : 82.0 38.4 95.8 64.8 82.0 38.3 94.7 64.8
Old : 82.0 38.4 95.8 64.8 82.0 38.3 94.7 64.8
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,799: 20,494 4,431 136 2,107 18,126 22,737 22,693: 62 106
Old : 22,799: 20,494 4,431 136 2,107 18,126 22,737 22,693: 62 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 83: 183 -433 -371 269 912 81 108: 2 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 19.4 0.6 9.2 79.5 99.7 99.5: 0.3 0.5
Old : 100.0: 89.9 19.4 0.6 9.2 79.5 99.7 99.5: 0.3 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 : 35: 5 12 1 6 15 11 28:
Old : 35: 5 12 1 6 15 11 28:
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 : 92.0 52.9 98.9 77.2 91.1 52.5 93.5 76.9
Old : 92.0 52.9 98.9 77.2 91.1 52.5 93.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017