WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 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 : 473,974: 150,639 155,040 112,950 176,632 163,945 440,221 431,935: 33,753 42,039
Old : 217,575: 110,135 141,532 17,844 71,833 41,297 199,812 200,673: 17,763 16,902
Other: 256,399: 101,453 74,457 34,157 104,799 122,648 240,409 231,262: 15,990 25,137
: : :
: : Changes in Commitments from: March 13, 2018 :
: -21,302: -2,407 3,622 -15,258 -804 -9,135 -18,469 -20,771: -2,833 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 32.7 23.8 37.3 34.6 92.9 91.1: 7.1 8.9
Old : 100.0: 50.6 65.0 8.2 33.0 19.0 91.8 92.2: 8.2 7.8
Other: 100.0: 39.6 29.0 13.3 40.9 47.8 93.8 90.2: 6.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 130 129 131 95 110 303 313:
Old : 354: 118 111 23 63 69 194 190:
Other: 325: 99 100 76 70 101 215 235:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 9.4 23.8 17.9 12.7 9.1 20.9 16.3
Old : 16.9 17.7 27.0 31.5 14.9 16.9 24.5 29.7
Other: 20.7 15.5 29.8 26.5 20.6 13.8 29.1 23.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 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 : 271,630: 83,410 33,913 54,814 112,094 156,771 250,318 245,498: 21,312 26,132
Old : 109,443: 61,008 36,867 4,350 34,722 59,468 100,080 100,685: 9,363 8,758
Other: 162,187: 47,052 21,696 25,814 77,372 97,303 150,238 144,813: 11,949 17,374
: : :
: : Changes in Commitments from: March 13, 2018 :
: -19,705: -7,459 -7,408 -9,756 -2,052 -2,936 -19,267 -20,100: -438 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.5 20.2 41.3 57.7 92.2 90.4: 7.8 9.6
Old : 100.0: 55.7 33.7 4.0 31.7 54.3 91.4 92.0: 8.6 8.0
Other: 100.0: 29.0 13.4 15.9 47.7 60.0 92.6 89.3: 7.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 90 48 74 70 92 194 194:
Old : 229: 70 54 14 44 69 123 128:
Other: 205: 58 41 44 54 79 135 147:
:----------------------------------------------------------------------------------------------------
: 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 19.8 24.0 28.3 9.5 14.2 16.4 21.0
Old : 19.2 18.8 31.3 30.0 19.2 18.8 31.3 29.9
Other: 22.7 29.5 32.5 39.4 19.0 21.9 27.1 30.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 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 : 1,862,226: 624,742 246,141 315,823 774,935 1,068,468 1,715,500 1,630,432: 146,726 231,794
Old : 1,373,057: 551,778 301,865 177,102 534,269 760,300 1,263,149 1,239,267: 109,908 133,790
Other: 489,169: 184,063 55,375 27,622 240,666 308,168 452,351 391,165: 36,818 98,004
: : :
: : Changes in Commitments from: March 13, 2018 :
: 2,064: -5,198 31,651 -24,005 36,058 -5,614 6,855 2,032: -4,791 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 13.2 17.0 41.6 57.4 92.1 87.6: 7.9 12.4
Old : 100.0: 40.2 22.0 12.9 38.9 55.4 92.0 90.3: 8.0 9.7
Other: 100.0: 37.6 11.3 5.6 49.2 63.0 92.5 80.0: 7.5 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 232 135 193 268 371 599 630:
Old : 813: 222 145 150 242 337 539 564:
Other: 588: 106 96 46 122 325 256 447:
:----------------------------------------------------------------------------------------------------
: 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 13.1 19.5 19.3 8.1 9.0 13.9 14.1
Old : 12.2 16.4 19.7 23.3 12.1 16.1 19.4 22.3
Other: 26.5 12.9 37.7 20.2 23.4 10.3 34.4 16.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 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 : 5,621: 1,742 395 152 951 3,506 2,845 4,053: 2,776 1,568
Old : 4,234: 1,651 367 0 383 2,793 2,034 3,160: 2,200 1,074
Other: 1,387: 178 115 65 568 713 811 893: 576 494
: : :
: : Changes in Commitments from: March 13, 2018 :
: 64: -693 279 28 108 -778 -557 -471: 621 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.0 2.7 16.9 62.4 50.6 72.1: 49.4 27.9
Old : 100.0: 39.0 8.7 0.0 9.0 66.0 48.0 74.6: 52.0 25.4
Other: 100.0: 12.8 8.3 4.7 41.0 51.4 58.5 64.4: 41.5 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 4 5 7 6 19 13:
Old : 23: 9 5 0 4 5 13 10:
Other: 14: 6 1 3 4 6 10 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 : 33.8 51.5 42.9 67.9 33.8 51.0 41.8 64.8
Old : 35.9 62.3 42.7 74.0 35.9 62.3 42.7 74.0
Other: 52.0 48.0 58.1 63.7 47.4 45.6 49.2 55.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 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 : 851,441: 279,325 81,505 113,476 412,161 542,329 804,962 737,310: 46,479 114,131
Old : 622,071: 234,654 76,720 76,296 277,962 407,290 588,912 560,306: 33,159 61,765
Other: 229,370: 64,331 24,445 17,520 134,199 135,039 216,050 177,004: 13,320 52,366
: : :
: : Changes in Commitments from: March 13, 2018 :
: 1,698: -11,970 -8,408 -6,657 22,661 15,357 4,034 292: -2,336 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 9.6 13.3 48.4 63.7 94.5 86.6: 5.5 13.4
Old : 100.0: 37.7 12.3 12.3 44.7 65.5 94.7 90.1: 5.3 9.9
Other: 100.0: 28.0 10.7 7.6 58.5 58.9 94.2 77.2: 5.8 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 202 138 168 167 263 441 513:
Old : 632: 173 156 114 130 241 356 461:
Other: 474: 115 98 60 102 222 243 359:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.8 21.6 23.0 13.4 10.8 19.7 17.6
Old : 16.4 17.2 24.5 27.5 16.3 16.3 24.1 25.5
Other: 20.4 13.3 31.6 20.7 17.5 10.1 25.9 16.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 20, 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 : 30,953: 23,347 3,255 885 909 6,882 25,141 11,022: 5,812 19,931
Old : 11,398: 8,172 961 664 909 2,487 9,745 4,112: 1,653 7,286
Other: 19,555: 15,357 2,476 39 0 4,395 15,396 6,910: 4,159 12,645
: : :
: : Changes in Commitments from: March 13, 2018 :
: 517: 710 25 -11 -176 56 523 70: -6 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 10.5 2.9 2.9 22.2 81.2 35.6: 18.8 64.4
Old : 100.0: 71.7 8.4 5.8 8.0 21.8 85.5 36.1: 14.5 63.9
Other: 100.0: 78.5 12.7 0.2 0.0 22.5 78.7 35.3: 21.3 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 7 4 1 12 7 23:
Old : 24: 5 7 3 1 12 7 21:
Other: 24: 5 7 3 0 12 5 22:
:----------------------------------------------------------------------------------------------------
: 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 : 75.0 16.1 81.2 23.4 72.8 16.1 77.8 23.1
Old : 75.5 20.1 85.5 27.9 70.4 17.4 79.6 24.2
Other: 78.7 18.1 78.7 25.5 78.5 18.1 78.5 25.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 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 : 498,566: 141,384 111,802 96,781 222,935 259,872 461,100 468,455: 37,466 30,111
Old : 399,149: 131,849 111,575 64,293 174,642 198,164 370,784 374,032: 28,365 25,117
Other: 99,417: 32,030 22,722 9,993 48,293 61,708 90,316 94,423: 9,101 4,994
: : :
: : Changes in Commitments from: March 13, 2018 :
: 8,332: -365 3,694 9,494 -2,007 -5,088 7,122 8,100: 1,210 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.4 19.4 44.7 52.1 92.5 94.0: 7.5 6.0
Old : 100.0: 33.0 28.0 16.1 43.8 49.6 92.9 93.7: 7.1 6.3
Other: 100.0: 32.2 22.9 10.1 48.6 62.1 90.8 95.0: 9.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 106 113 114 86 67 261 252:
Old : 350: 120 108 97 81 61 242 235:
Other: 172: 47 54 33 49 39 122 103:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 27.8 19.9 34.3 12.8 26.0 19.4 31.9
Old : 13.5 26.9 21.6 34.4 13.4 26.2 21.2 33.4
Other: 21.8 41.1 34.0 53.3 20.7 40.2 32.7 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 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 : 791,443: 171,137 118,711 11,786 477,573 480,087 660,496 610,584: 130,947 180,859
Old : 791,443: 171,137 118,711 11,786 477,573 480,087 660,496 610,584: 130,947 180,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -28,174: -32,658 -1,527 -1,879 1,201 -10,776 -33,336 -14,182: 5,162 -13,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.0 1.5 60.3 60.7 83.5 77.1: 16.5 22.9
Old : 100.0: 21.6 15.0 1.5 60.3 60.7 83.5 77.1: 16.5 22.9
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 : 182: 44 31 16 74 78 122 121:
Old : 182: 44 31 16 74 78 122 121:
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 : 23.2 28.2 32.8 38.7 17.0 22.2 25.2 30.8
Old : 23.2 28.2 32.8 38.7 17.0 22.2 25.2 30.8
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 - Futures Only, March 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 : 946,169: 52,164 199,552 18,959 759,277 613,562 830,400 832,073: 115,769 114,096
Old : 946,169: 52,164 199,552 18,959 759,277 613,562 830,400 832,073: 115,769 114,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -10,721: -1,768 -2,800 3,203 8,371 -4,854 9,806 -4,451: -20,527 -6,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 21.1 2.0 80.2 64.8 87.8 87.9: 12.2 12.1
Old : 100.0: 5.5 21.1 2.0 80.2 64.8 87.8 87.9: 12.2 12.1
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 : 121: 14 18 16 60 69 84 93:
Old : 121: 14 18 16 60 69 84 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.1 41.6 48.5 22.9 36.1 34.6 47.1
Old : 28.5 36.1 41.6 48.5 22.9 36.1 34.6 47.1
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 - Futures Only, March 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 : 2,120: 1,208 238 216 340 1,496 1,764 1,950: 356 170
Old : 2,120: 1,208 238 216 340 1,496 1,764 1,950: 356 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 153: 196 -200 -3 -69 326 124 123: 29 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 11.2 10.2 16.0 70.6 83.2 92.0: 16.8 8.0
Old : 100.0: 57.0 11.2 10.2 16.0 70.6 83.2 92.0: 16.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 2 2 5 11 17 15:
Old : 25: 12 2 2 5 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 50.5 66.9 79.2 36.0 45.3 51.3 63.7
Old : 46.8 50.5 66.9 79.2 36.0 45.3 51.3 63.7
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 - Futures Only, March 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 : 446,889: 158,518 26,507 56,218 188,844 336,121 403,580 418,846: 43,309 28,043
Old : 351,603: 138,121 27,866 37,944 139,506 262,633 315,571 328,443: 36,032 23,160
Other: 95,286: 28,748 6,992 9,923 49,338 73,488 88,009 90,403: 7,277 4,883
: : :
: : Changes in Commitments from: March 13, 2018 :
: -6,468: -14,962 -128 5,100 3,511 -10,319 -6,351 -5,347: -117 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 5.9 12.6 42.3 75.2 90.3 93.7: 9.7 6.3
Old : 100.0: 39.3 7.9 10.8 39.7 74.7 89.8 93.4: 10.2 6.6
Other: 100.0: 30.2 7.3 10.4 51.8 77.1 92.4 94.9: 7.6 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 109 48 81 97 99 242 204:
Old : 295: 106 51 69 89 93 226 187:
Other: 160: 49 26 27 58 49 122 89:
:----------------------------------------------------------------------------------------------------
: 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 35.3 18.1 44.6 10.9 33.3 16.0 42.1
Old : 14.0 37.4 20.2 47.8 14.0 36.9 20.2 46.8
Other: 19.6 37.3 31.2 49.3 16.8 34.6 28.2 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 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 : 8,025: 846 1,478 532 4,367 4,469 5,745 6,479: 2,280 1,546
Old : 7,137: 850 1,779 222 4,090 3,729 5,162 5,730: 1,975 1,407
Other: 888: 306 9 0 277 740 583 749: 305 139
: : :
: : Changes in Commitments from: March 13, 2018 :
: -7: -4 17 58 -97 -33 -43 42: 36 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.4 6.6 54.4 55.7 71.6 80.7: 28.4 19.3
Old : 100.0: 11.9 24.9 3.1 57.3 52.2 72.3 80.3: 27.7 19.7
Other: 100.0: 34.5 1.0 0.0 31.2 83.3 65.7 84.3: 34.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 13 8 17 13 30 33:
Old : 48: 10 15 6 15 13 26 33:
Other: 17: 3 3 0 5 6 8 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 : 38.9 42.9 49.9 58.3 38.0 42.8 46.6 56.5
Old : 42.1 41.9 53.4 57.6 41.0 41.8 50.7 57.2
Other: 43.2 76.2 65.7 84.1 43.2 76.2 65.7 84.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 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 : 1,915,145: 289,704 473,740 102,707 1,393,778 1,161,353 1,786,189 1,737,800: 128,956 177,345
Old : 1,915,145: 289,704 473,740 102,707 1,393,778 1,161,353 1,786,189 1,737,800: 128,956 177,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 19,902: -24,692 40,081 -3,978 44,910 -6,878 16,240 29,225: 3,662 -9,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.7 5.4 72.8 60.6 93.3 90.7: 6.7 9.3
Old : 100.0: 15.1 24.7 5.4 72.8 60.6 93.3 90.7: 6.7 9.3
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 : 345: 62 81 30 136 142 211 240:
Old : 345: 62 81 30 136 142 211 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 20.9 30.2 31.6 16.3 15.1 24.9 24.1
Old : 19.1 20.9 30.2 31.6 16.3 15.1 24.9 24.1
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 - Futures Only, March 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 : 3,524,954: 638,461 951,765 148,847 2,415,032 1,863,913 3,202,340 2,964,525: 322,614 560,429
Old : 3,524,954: 638,461 951,765 148,847 2,415,032 1,863,913 3,202,340 2,964,525: 322,614 560,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 132,904: 47,889 89,824 11,378 63,240 23,780 122,507 124,982: 10,397 7,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 27.0 4.2 68.5 52.9 90.8 84.1: 9.2 15.9
Old : 100.0: 18.1 27.0 4.2 68.5 52.9 90.8 84.1: 9.2 15.9
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 : 438: 77 107 60 161 196 268 333:
Old : 438: 77 107 60 161 196 268 333:
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 : 25.5 12.8 36.1 21.5 22.4 11.5 31.2 18.4
Old : 25.5 12.8 36.1 21.5 22.4 11.5 31.2 18.4
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 - Futures Only, March 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 : 553,389: 87,413 83,923 3,616 365,324 297,961 456,353 385,500: 97,036 167,889
Old : 553,389: 87,413 83,923 3,616 365,324 297,961 456,353 385,500: 97,036 167,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 7,959: 4,737 844 -102 109 7,793 4,744 8,535: 3,215 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 15.2 0.7 66.0 53.8 82.5 69.7: 17.5 30.3
Old : 100.0: 15.8 15.2 0.7 66.0 53.8 82.5 69.7: 17.5 30.3
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 : 96: 14 14 9 50 52 70 69:
Old : 96: 14 14 9 50 52 70 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 : 34.2 15.0 44.3 24.7 33.7 14.8 43.5 24.0
Old : 34.2 15.0 44.3 24.7 33.7 14.8 43.5 24.0
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 - Futures Only, March 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 : 3,380,064: 594,634 1,059,359 98,398 2,415,248 1,770,674 3,108,280 2,928,431: 271,784 451,633
Old : 3,380,064: 594,634 1,059,359 98,398 2,415,248 1,770,674 3,108,280 2,928,431: 271,784 451,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 57,325: 50,931 61,190 -6,084 7,969 607 52,816 55,713: 4,509 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 31.3 2.9 71.5 52.4 92.0 86.6: 8.0 13.4
Old : 100.0: 17.6 31.3 2.9 71.5 52.4 92.0 86.6: 8.0 13.4
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 : 327: 52 80 34 128 151 205 240:
Old : 327: 52 80 34 128 151 205 240:
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 : 35.9 17.8 47.8 28.3 30.7 15.2 42.0 23.9
Old : 35.9 17.8 47.8 28.3 30.7 15.2 42.0 23.9
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 - Futures Only, March 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 : 2,284,689: 373,226 268,653 599,722 1,274,194 1,352,750 2,247,142 2,221,125: 37,547 63,564
Old : 2,284,689: 373,226 268,653 599,722 1,274,194 1,352,750 2,247,142 2,221,125: 37,547 63,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 177,788: 57,030 -22,335 73,827 42,844 121,147 173,701 172,639: 4,087 5,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.8 26.2 55.8 59.2 98.4 97.2: 1.6 2.8
Old : 100.0: 16.3 11.8 26.2 55.8 59.2 98.4 97.2: 1.6 2.8
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 : 166: 41 43 60 62 72 134 150:
Old : 166: 41 43 60 62 72 134 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 27.7 44.8 40.7 23.5 16.5 29.5 22.4
Old : 28.5 27.7 44.8 40.7 23.5 16.5 29.5 22.4
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 - Futures Only, March 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 : 53,163: 21,703 8,069 1,360 21,964 37,339 45,026 46,768: 8,137 6,395
Old : 53,163: 21,703 8,069 1,360 21,964 37,339 45,026 46,768: 8,137 6,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -19,839: -1,197 -3,559 -660 -17,119 -15,715 -18,975 -19,934: -864 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 15.2 2.6 41.3 70.2 84.7 88.0: 15.3 12.0
Old : 100.0: 40.8 15.2 2.6 41.3 70.2 84.7 88.0: 15.3 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 : 95: 36 14 10 26 26 67 45:
Old : 95: 36 14 10 26 26 67 45:
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 : 36.1 40.7 46.5 60.9 35.4 38.4 45.6 58.1
Old : 36.1 40.7 46.5 60.9 35.4 38.4 45.6 58.1
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 - Futures Only, March 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 : 106,325: 43,405 16,137 2,720 43,927 74,678 90,052 93,535: 16,273 12,790
Old : 106,325: 43,405 16,137 2,720 43,927 74,678 90,052 93,535: 16,273 12,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -39,678: -2,393 -7,118 -1,320 -34,237 -31,430 -37,950 -39,868: -1,728 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 15.2 2.6 41.3 70.2 84.7 88.0: 15.3 12.0
Old : 100.0: 40.8 15.2 2.6 41.3 70.2 84.7 88.0: 15.3 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 : 95: 36 14 10 26 26 67 45:
Old : 95: 36 14 10 26 26 67 45:
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 : 36.1 40.7 46.5 60.9 35.4 38.4 45.6 58.1
Old : 36.1 40.7 46.5 60.9 35.4 38.4 45.6 58.1
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 - Futures Only, March 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 : 57,007: 35,960 53,374 3,611 17,198 0 56,769 56,985: 238 22
Old : 57,007: 35,960 53,374 3,611 17,198 0 56,769 56,985: 238 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: 3,447: 1,045 1,222 2,251 195 0 3,491 3,473: -44 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 93.6 6.3 30.2 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 63.1 93.6 6.3 30.2 0.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 32 9 5 3 0 39 10:
Old : 44: 32 9 5 3 0 39 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 : 58.1 91.3 79.8 99.7 57.8 85.4 79.5 93.6
Old : 58.1 91.3 79.8 99.7 57.8 85.4 79.5 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 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 : 28,689: 3,550 6,615 83 25,050 21,875 28,683 28,573: 6 116
Old : 28,689: 3,550 6,615 83 25,050 21,875 28,683 28,573: 6 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -6,488: -4,385 -189 -214 -1,860 -6,085 -6,459 -6,488: -29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.1 0.3 87.3 76.2 100.0 99.6: 0.0 0.4
Old : 100.0: 12.4 23.1 0.3 87.3 76.2 100.0 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 : 48: 6 16 1 8 19 14 36:
Old : 48: 6 16 1 8 19 14 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 : 82.2 45.6 96.5 66.4 82.2 45.6 96.5 66.4
Old : 82.2 45.6 96.5 66.4 82.2 45.6 96.5 66.4
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 - Futures Only, March 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 : 19,000: 17,700 6,683 0 1,270 12,283 18,970 18,966: 30 34
Old : 19,000: 17,700 6,683 0 1,270 12,283 18,970 18,966: 30 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2018 :
: -10,130: -8,442 703 -261 -1,406 -10,543 -10,109 -10,101: -21 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 35.2 0.0 6.7 64.6 99.8 99.8: 0.2 0.2
Old : 100.0: 93.2 35.2 0.0 6.7 64.6 99.8 99.8: 0.2 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 : 38: 6 15 0 4 14 10 29:
Old : 38: 6 15 0 4 14 10 29:
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 : 96.0 48.2 99.5 72.7 93.4 48.2 95.8 72.7
Old : 96.0 48.2 99.5 72.7 93.4 48.2 95.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2018