WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 635,650: 138,599 149,805 241,016 216,511 197,579 596,125 588,400: 39,525 47,251
Old : 292,524: 106,735 137,398 77,951 85,733 57,753 270,420 273,102: 22,105 19,422
Other: 343,126: 95,729 76,272 99,199 130,777 139,826 325,706 315,297: 17,421 27,829
: : :
: : Changes in Commitments from: March 6, 2018 :
: 19,837: -7,920 -1,350 17,282 9,925 2,638 19,287 18,570: 549 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 23.6 37.9 34.1 31.1 93.8 92.6: 6.2 7.4
Old : 100.0: 36.5 47.0 26.6 29.3 19.7 92.4 93.4: 7.6 6.6
Other: 100.0: 27.9 22.2 28.9 38.1 40.8 94.9 91.9: 5.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 133 159 175 97 127 348 367:
Old : 398: 149 116 83 71 104 255 270:
Other: 342: 86 125 108 77 111 239 274:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 9.3 21.7 16.3 11.2 6.7 17.8 11.5
Old : 14.0 12.4 22.8 21.7 11.8 11.7 19.3 20.0
Other: 20.6 14.6 29.3 23.2 17.3 11.3 23.9 17.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 322,509: 87,800 40,179 90,421 120,683 163,994 298,904 294,594: 23,605 27,915
Old : 137,785: 68,822 49,222 17,074 41,543 62,479 127,439 128,775: 10,346 9,010
Other: 184,724: 53,490 25,469 38,836 79,140 101,515 171,465 165,820: 13,259 18,904
: : :
: : Changes in Commitments from: March 6, 2018 :
: -11,226: -1,211 -7,296 -1,080 -7,755 -3,669 -10,046 -12,046: -1,180 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.5 28.0 37.4 50.8 92.7 91.3: 7.3 8.7
Old : 100.0: 49.9 35.7 12.4 30.2 45.3 92.5 93.5: 7.5 6.5
Other: 100.0: 29.0 13.8 21.0 42.8 55.0 92.8 89.8: 7.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 99 53 90 73 95 217 208:
Old : 241: 82 55 33 52 77 151 148:
Other: 216: 62 48 61 57 81 153 163:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 19.0 22.8 27.8 9.0 12.4 14.9 18.8
Old : 18.8 20.4 29.1 31.8 18.7 20.4 28.7 31.8
Other: 22.5 28.0 31.8 38.2 20.6 21.8 27.8 30.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 2,323,591: 588,351 215,597 632,360 888,929 1,185,306 2,109,640 2,033,262: 213,951 290,329
Old : 1,724,616: 518,408 272,971 421,604 627,174 865,777 1,567,185 1,560,352: 157,430 164,264
Other: 598,975: 175,691 48,373 105,008 261,756 319,529 542,455 472,910: 56,521 126,066
: : :
: : Changes in Commitments from: March 6, 2018 :
: 173,649: 43,207 -43,917 100,340 31,048 93,001 174,594 149,423: -945 24,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.3 27.2 38.3 51.0 90.8 87.5: 9.2 12.5
Old : 100.0: 30.1 15.8 24.4 36.4 50.2 90.9 90.5: 9.1 9.5
Other: 100.0: 29.3 8.1 17.5 43.7 53.3 90.6 79.0: 9.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 904: 261 154 258 357 399 740 715:
Old : 870: 239 169 214 338 376 680 661:
Other: 638: 129 106 101 180 346 362 506:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 12.0 16.4 17.8 7.0 8.4 11.5 12.9
Old : 9.7 14.4 15.7 20.7 9.0 12.9 14.9 18.2
Other: 19.9 10.7 30.1 17.2 16.1 7.7 25.2 12.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 5,726: 2,437 115 152 843 4,339 3,432 4,606: 2,294 1,120
Old : 4,632: 2,363 60 28 347 3,837 2,738 3,926: 1,893 706
Other: 1,094: 110 90 88 496 502 694 680: 400 414
: : :
: : Changes in Commitments from: March 6, 2018 :
: -18: 131 -2 48 -146 -221 33 -176: -51 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 2.0 2.7 14.7 75.8 59.9 80.4: 40.1 19.6
Old : 100.0: 51.0 1.3 0.6 7.5 82.8 59.1 84.8: 40.9 15.2
Other: 100.0: 10.0 8.2 8.1 45.3 45.9 63.4 62.2: 36.6 37.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 2 3 4 8 17 12:
Old : 24: 12 2 1 3 8 16 10:
Other: 15: 5 1 2 3 8 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 63.0 50.2 75.8 37.0 62.8 50.2 75.4
Old : 36.1 70.9 50.8 82.8 36.1 70.9 50.8 82.8
Other: 60.2 39.3 63.4 60.4 52.5 38.8 53.7 52.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 1,042,930: 289,609 86,561 245,579 450,356 577,915 985,543 910,054: 57,387 132,875
Old : 775,036: 244,547 84,146 176,501 312,180 444,599 733,228 705,247: 41,808 69,789
Other: 267,894: 66,729 24,082 47,410 138,175 133,315 252,315 204,807: 15,579 63,086
: : :
: : Changes in Commitments from: March 6, 2018 :
: 32,520: 18,125 11,151 8,478 8,254 11,953 34,857 31,582: -2,337 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 8.3 23.5 43.2 55.4 94.5 87.3: 5.5 12.7
Old : 100.0: 31.6 10.9 22.8 40.3 57.4 94.6 91.0: 5.4 9.0
Other: 100.0: 24.9 9.0 17.7 51.6 49.8 94.2 76.5: 5.8 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 209 176 246 203 281 536 595:
Old : 689: 174 197 201 176 270 465 563:
Other: 504: 129 109 110 128 227 314 393:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 11.7 18.9 20.0 10.8 8.1 16.2 14.4
Old : 13.5 14.8 20.3 22.8 12.9 11.3 18.9 18.4
Other: 17.2 11.5 24.9 18.0 15.1 9.9 22.0 15.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 30,436: 22,637 3,230 896 1,085 6,826 24,618 10,952: 5,818 19,484
Old : 11,372: 7,982 935 686 1,083 2,550 9,751 4,171: 1,621 7,201
Other: 19,064: 14,827 2,467 38 2 4,276 14,867 6,781: 4,197 12,283
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,770: 1,711 393 3 -71 758 1,643 1,154: 127 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 10.6 2.9 3.6 22.4 80.9 36.0: 19.1 64.0
Old : 100.0: 70.2 8.2 6.0 9.5 22.4 85.7 36.7: 14.3 63.3
Other: 100.0: 77.8 12.9 0.2 0.0 22.4 78.0 35.6: 22.0 64.4
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 7 4 2 13 8 24:
Old : 26: 5 7 3 2 13 8 22:
Other: 26: 5 7 3 1 13 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 74.1 16.1 80.9 23.4 71.8 16.1 77.5 23.0
Old : 74.2 19.9 85.7 27.3 69.0 16.9 79.6 23.4
Other: 77.9 18.4 78.0 25.7 77.7 18.4 77.8 25.7
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 5,062: 2,521 1,140 1,086 1,179 2,608 4,786 4,835: 277 228
Old : 5,056: 2,527 1,140 1,080 1,179 2,608 4,786 4,828: 270 228
Other: 7: 0 7 0 0 0 0 7: 7 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 191: -294 -359 46 439 552 191 239: -1 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 22.5 21.5 23.3 51.5 94.5 95.5: 5.5 4.5
Old : 100.0: 50.0 22.6 21.4 23.3 51.6 94.7 95.5: 5.3 4.5
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 : 24: 5 8 8 6 11 14 24:
Old : 24: 5 8 8 6 11 14 24:
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 : 65.2 31.5 84.9 51.4 48.8 23.7 52.2 36.2
Old : 65.3 31.5 85.0 51.5 49.0 23.7 52.4 36.2
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 13, 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 : 517,069: 134,629 106,373 107,256 237,074 272,870 478,960 486,499: 38,109 30,570
Old : 416,796: 122,403 107,419 76,540 187,873 206,716 386,817 390,675: 29,980 26,121
Other: 100,273: 32,310 19,037 10,632 49,201 66,155 92,143 95,824: 8,130 4,449
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,834: -3,770 8,139 3,775 4,025 -9,720 4,030 2,194: -1,196 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 20.6 20.7 45.8 52.8 92.6 94.1: 7.4 5.9
Old : 100.0: 29.4 25.8 18.4 45.1 49.6 92.8 93.7: 7.2 6.3
Other: 100.0: 32.2 19.0 10.6 49.1 66.0 91.9 95.6: 8.1 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 116 107 117 91 83 273 259:
Old : 353: 125 104 100 89 78 256 244:
Other: 175: 48 52 37 49 43 123 109:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 26.5 18.6 32.8 11.2 23.8 17.7 29.4
Old : 11.8 25.1 20.0 32.4 11.7 23.2 19.4 30.2
Other: 21.7 42.0 33.3 54.9 20.7 41.0 31.2 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 966,194: 195,279 114,939 101,368 535,204 542,822 831,851 759,130: 134,343 207,065
Old : 966,194: 195,279 114,939 101,368 535,204 542,822 831,851 759,130: 134,343 207,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -2,324: 27,644 -38,369 57 -24,272 23,988 3,429 -14,324: -5,753 12,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.9 10.5 55.4 56.2 86.1 78.6: 13.9 21.4
Old : 100.0: 20.2 11.9 10.5 55.4 56.2 86.1 78.6: 13.9 21.4
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 : 184: 47 33 52 87 86 153 152:
Old : 184: 47 33 52 87 86 153 152:
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 24.5 29.7 33.9 14.9 18.5 22.4 25.4
Old : 20.7 24.5 29.7 33.9 14.9 18.5 22.4 25.4
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 13, 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 : 957,199: 53,932 202,165 15,987 750,909 618,416 820,828 836,568: 136,371 120,631
Old : 957,199: 53,932 202,165 15,987 750,909 618,416 820,828 836,568: 136,371 120,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -10,540: 5,920 -16,205 330 -12,847 1,294 -6,598 -14,581: -3,942 4,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 21.1 1.7 78.4 64.6 85.8 87.4: 14.2 12.6
Old : 100.0: 5.6 21.1 1.7 78.4 64.6 85.8 87.4: 14.2 12.6
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 : 120: 13 16 16 64 70 85 94:
Old : 120: 13 16 16 64 70 85 94:
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 : 27.5 34.6 39.9 46.5 21.9 34.6 33.2 44.9
Old : 27.5 34.6 39.9 46.5 21.9 34.6 33.2 44.9
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 13, 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 : 1,967: 1,012 438 219 409 1,170 1,640 1,827: 327 140
Old : 1,967: 1,012 438 219 409 1,170 1,640 1,827: 327 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 52: 106 144 -32 -16 -30 58 82: -6 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 22.3 11.1 20.8 59.5 83.4 92.9: 16.6 7.1
Old : 100.0: 51.4 22.3 11.1 20.8 59.5 83.4 92.9: 16.6 7.1
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 : 25: 10 4 4 6 9 18 15:
Old : 25: 10 4 4 6 9 18 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 : 41.9 54.3 64.9 78.8 39.8 40.8 53.4 61.8
Old : 41.9 54.3 64.9 78.8 39.8 40.8 53.4 61.8
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 13, 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 : 512,779: 171,639 23,423 93,512 200,256 363,154 465,408 480,089: 47,372 32,690
Old : 414,815: 151,396 24,270 74,420 148,754 288,330 374,570 387,020: 40,245 27,795
Other: 97,964: 26,854 5,764 12,481 51,502 74,825 90,837 93,069: 7,127 4,895
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,918: -6,954 -1,836 5,823 3,325 -2,594 2,194 1,393: -275 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 4.6 18.2 39.1 70.8 90.8 93.6: 9.2 6.4
Old : 100.0: 36.5 5.9 17.9 35.9 69.5 90.3 93.3: 9.7 6.7
Other: 100.0: 27.4 5.9 12.7 52.6 76.4 92.7 95.0: 7.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 121 55 96 99 110 266 221:
Old : 308: 120 55 85 93 109 249 214:
Other: 166: 54 24 33 61 53 132 95:
:----------------------------------------------------------------------------------------------------
: 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 33.0 16.6 41.7 9.5 30.8 14.0 38.9
Old : 12.1 34.6 17.7 43.3 12.0 33.9 17.3 41.9
Other: 19.9 37.4 31.5 49.7 17.1 33.7 28.2 43.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 8,409: 896 1,386 631 4,547 4,735 6,073 6,752: 2,336 1,657
Old : 7,545: 901 1,629 360 4,305 4,044 5,566 6,034: 1,979 1,511
Other: 864: 252 15 13 242 691 507 719: 357 145
: : :
: : Changes in Commitments from: March 6, 2018 :
: -94: -35 -19 -12 106 -106 58 -137: -153 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.5 7.5 54.1 56.3 72.2 80.3: 27.8 19.7
Old : 100.0: 11.9 21.6 4.8 57.1 53.6 73.8 80.0: 26.2 20.0
Other: 100.0: 29.2 1.7 1.5 28.0 80.0 58.7 83.2: 41.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 13 9 11 17 13 32 33:
Old : 47: 12 12 10 15 13 29 33:
Other: 18: 5 2 3 5 7 10 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 : 38.4 42.2 48.8 56.7 36.6 41.7 44.9 54.5
Old : 41.6 41.7 52.3 56.4 40.0 41.2 49.3 55.4
Other: 41.8 72.5 57.4 82.0 41.8 72.5 53.7 78.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 1,962,687: 314,202 429,344 156,551 1,365,623 1,188,755 1,836,375 1,774,649: 126,312 188,038
Old : 1,962,687: 314,202 429,344 156,551 1,365,623 1,188,755 1,836,375 1,774,649: 126,312 188,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 55,712: 18,041 41,849 -4,804 44,150 21,844 57,387 58,890: -1,676 -3,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 21.9 8.0 69.6 60.6 93.6 90.4: 6.4 9.6
Old : 100.0: 16.0 21.9 8.0 69.6 60.6 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 : 338: 61 73 49 145 144 228 244:
Old : 338: 61 73 49 145 144 228 244:
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 : 18.4 21.4 29.2 32.7 15.9 16.5 24.3 25.5
Old : 18.4 21.4 29.2 32.7 15.9 16.5 24.3 25.5
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 13, 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 : 4,183,017: 572,889 817,970 598,047 2,678,308 2,187,548 3,849,244 3,603,565: 333,773 579,451
Old : 4,183,017: 572,889 817,970 598,047 2,678,308 2,187,548 3,849,244 3,603,565: 333,773 579,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -156,268: -7,870 -73,657 -57,707 -74,910 4,202 -140,487 -127,162: -15,781 -29,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.6 14.3 64.0 52.3 92.0 86.1: 8.0 13.9
Old : 100.0: 13.7 19.6 14.3 64.0 52.3 92.0 86.1: 8.0 13.9
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 : 452: 87 111 113 197 213 340 381:
Old : 452: 87 111 113 197 213 340 381:
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 : 22.0 10.9 31.4 19.8 18.4 8.6 25.5 14.4
Old : 22.0 10.9 31.4 19.8 18.4 8.6 25.5 14.4
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 with Delta-adjusted Options and Futures Combined, March 13, 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 : 545,430: 82,676 83,079 3,718 365,215 290,168 451,609 376,965: 93,821 168,465
Old : 545,430: 82,676 83,079 3,718 365,215 290,168 451,609 376,965: 93,821 168,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -10,486: 8,671 -6,110 -3,972 -16,501 -1,485 -11,802 -11,567: 1,316 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.2 0.7 67.0 53.2 82.8 69.1: 17.2 30.9
Old : 100.0: 15.2 15.2 0.7 67.0 53.2 82.8 69.1: 17.2 30.9
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 : 94: 12 13 8 52 52 70 67:
Old : 94: 12 13 8 52 52 70 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 : 32.2 14.8 41.7 23.7 31.8 14.6 40.9 22.5
Old : 32.2 14.8 41.7 23.7 31.8 14.6 40.9 22.5
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 13, 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 : 3,623,433: 518,659 946,353 336,390 2,497,666 1,882,341 3,352,715 3,165,085: 270,719 458,349
Old : 3,623,433: 518,659 946,353 336,390 2,497,666 1,882,341 3,352,715 3,165,085: 270,719 458,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -79,380: 11,655 -20,809 -26,707 -68,618 -34,112 -83,670 -81,628: 4,290 2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 26.1 9.3 68.9 51.9 92.5 87.4: 7.5 12.6
Old : 100.0: 14.3 26.1 9.3 68.9 51.9 92.5 87.4: 7.5 12.6
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 : 338: 47 86 68 146 167 241 273:
Old : 338: 47 86 68 146 167 241 273:
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 : 33.8 15.9 44.6 25.6 28.5 12.7 38.6 20.7
Old : 33.8 15.9 44.6 25.6 28.5 12.7 38.6 20.7
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 13, 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 : 2,108,514: 316,111 290,947 526,294 1,232,059 1,232,147 2,074,464 2,049,388: 34,050 59,126
Old : 2,108,514: 316,111 290,947 526,294 1,232,059 1,232,147 2,074,464 2,049,388: 34,050 59,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 95,655: 158 16,541 18,877 74,060 58,668 93,096 94,086: 2,559 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.8 25.0 58.4 58.4 98.4 97.2: 1.6 2.8
Old : 100.0: 15.0 13.8 25.0 58.4 58.4 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 : 172: 41 50 61 64 71 136 157:
Old : 172: 41 50 61 64 71 136 157:
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 : 28.1 27.7 42.6 41.2 23.4 15.6 29.1 22.2
Old : 28.1 27.7 42.6 41.2 23.4 15.6 29.1 22.2
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 13, 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 : 74,849: 22,744 11,481 3,107 39,786 53,797 65,637 68,386: 9,212 6,464
Old : 74,849: 22,744 11,481 3,107 39,786 53,797 65,637 68,386: 9,212 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 14,693: -587 791 922 14,246 13,079 14,581 14,791: 112 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.3 4.2 53.2 71.9 87.7 91.4: 12.3 8.6
Old : 100.0: 30.4 15.3 4.2 53.2 71.9 87.7 91.4: 12.3 8.6
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 : 109: 39 17 16 41 38 85 66:
Old : 109: 39 17 16 41 38 85 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 40.3 46.0 58.9 26.0 29.5 35.5 44.7
Old : 32.0 40.3 46.0 58.9 26.0 29.5 35.5 44.7
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 13, 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 : 149,699: 45,488 22,963 6,214 79,572 107,595 131,274 136,771: 18,425 12,927
Old : 149,699: 45,488 22,963 6,214 79,572 107,595 131,274 136,771: 18,425 12,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 29,387: -1,175 1,582 1,844 28,493 26,157 29,162 29,583: 225 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.3 4.2 53.2 71.9 87.7 91.4: 12.3 8.6
Old : 100.0: 30.4 15.3 4.2 53.2 71.9 87.7 91.4: 12.3 8.6
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 : 109: 39 17 16 41 38 85 66:
Old : 109: 39 17 16 41 38 85 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 40.3 46.0 58.9 26.0 29.5 35.5 44.7
Old : 32.0 40.3 46.0 58.9 26.0 29.5 35.5 44.7
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 13, 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 : 53,560: 34,915 52,152 1,360 17,003 0 53,278 53,512: 282 48
Old : 53,560: 34,915 52,152 1,360 17,003 0 53,278 53,512: 282 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,495: 1,223 1,437 1,011 268 0 2,502 2,448: -7 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 97.4 2.5 31.7 0.0 99.5 99.9: 0.5 0.1
Old : 100.0: 65.2 97.4 2.5 31.7 0.0 99.5 99.9: 0.5 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 : 43: 32 8 4 3 0 38 9:
Old : 43: 32 8 4 3 0 38 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 91.1 82.6 99.7 59.2 89.0 82.2 97.4
Old : 59.6 91.1 82.6 99.7 59.2 89.0 82.2 97.4
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 13, 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 : 35,177: 7,935 6,804 297 26,910 27,960 35,142 35,061: 35 116
Old : 35,177: 7,935 6,804 297 26,910 27,960 35,142 35,061: 35 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -8,263: -625 -424 -8,919 1,251 1,135 -8,293 -8,208: 30 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.3 0.8 76.5 79.5 99.9 99.7: 0.1 0.3
Old : 100.0: 22.6 19.3 0.8 76.5 79.5 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 : 48: 5 17 2 8 20 14 38:
Old : 48: 5 17 2 8 20 14 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 : 83.8 47.6 96.5 68.8 83.8 44.9 94.6 66.1
Old : 83.8 47.6 96.5 68.8 83.8 44.9 94.6 66.1
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 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,130: 26,142 5,980 261 2,676 22,826 29,079 29,067: 51 63
Old : 29,130: 26,142 5,980 261 2,676 22,826 29,079 29,067: 51 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,488: 1,150 183 261 52 1,059 1,463 1,503: 25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 20.5 0.9 9.2 78.4 99.8 99.8: 0.2 0.2
Old : 100.0: 89.7 20.5 0.9 9.2 78.4 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 : 34: 3 13 3 4 14 10 28:
Old : 34: 3 13 3 4 14 10 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 : 97.3 58.8 99.5 79.8 95.7 58.8 96.5 79.8
Old : 97.3 58.8 99.5 79.8 95.7 58.8 96.5 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018