WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 02, 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 : 523,985: 162,583 245,821 103,505 215,038 130,151 481,126 479,477: 42,859 44,508
Old : 378,688: 139,181 226,509 51,115 156,304 70,735 346,600 348,359: 32,088 30,329
Other: 145,297: 55,963 51,873 19,829 58,734 59,416 134,526 131,118: 10,771 14,179
: : :
: : Changes in Commitments from: December 26, 2017 :
: 499: -1,613 -13,142 3,776 -809 10,639 1,354 1,273: -855 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 46.9 19.8 41.0 24.8 91.8 91.5: 8.2 8.5
Old : 100.0: 36.8 59.8 13.5 41.3 18.7 91.5 92.0: 8.5 8.0
Other: 100.0: 38.5 35.7 13.6 40.4 40.9 92.6 90.2: 7.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 130 149 116 96 100 300 305:
Old : 411: 134 134 78 92 86 270 260:
Other: 232: 67 67 36 51 77 139 161:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 8.9 22.4 16.7 12.5 8.6 18.9 15.3
Old : 16.3 12.1 24.4 22.1 15.7 11.4 22.8 20.9
Other: 20.8 19.2 33.3 31.3 16.7 17.4 27.5 27.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 02, 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 : 330,410: 116,196 121,558 44,751 143,446 143,517 304,393 309,826: 26,017 20,584
Old : 248,945: 111,555 117,601 22,214 95,464 95,951 229,233 235,766: 19,712 13,179
Other: 81,465: 20,872 20,188 6,306 47,982 47,566 75,160 74,060: 6,305 7,405
: : :
: : Changes in Commitments from: December 26, 2017 :
: 485: 3,489 -1,125 -763 -3,436 2,608 -710 720: 1,195 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 36.8 13.5 43.4 43.4 92.1 93.8: 7.9 6.2
Old : 100.0: 44.8 47.2 8.9 38.3 38.5 92.1 94.7: 7.9 5.3
Other: 100.0: 25.6 24.8 7.7 58.9 58.4 92.3 90.9: 7.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 111 66 81 86 79 231 201:
Old : 283: 107 63 39 71 62 193 150:
Other: 182: 53 43 38 50 64 122 128:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 19.0 30.8 30.1 14.5 15.5 21.5 25.6
Old : 26.2 22.6 35.6 36.5 25.3 22.6 33.6 35.9
Other: 29.3 29.1 40.3 41.4 22.0 28.1 31.4 39.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 02, 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 : 1,542,911: 403,431 473,162 238,656 710,255 659,056 1,352,342 1,370,874: 190,569 172,037
Old : 1,361,768: 383,676 466,940 191,947 610,984 563,716 1,186,607 1,222,603: 175,161 139,165
Other: 181,143: 57,748 44,215 8,716 99,271 95,340 165,735 148,271: 15,408 32,872
: : :
: : Changes in Commitments from: December 26, 2017 :
: -1,411: -3,721 -8,647 8,002 -5,898 349 -1,617 -296: 206 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 30.7 15.5 46.0 42.7 87.6 88.8: 12.4 11.2
Old : 100.0: 28.2 34.3 14.1 44.9 41.4 87.1 89.8: 12.9 10.2
Other: 100.0: 31.9 24.4 4.8 54.8 52.6 91.5 81.9: 8.5 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 172 159 151 278 327 534 569:
Old : 764: 175 157 119 271 311 508 534:
Other: 429: 64 69 33 74 254 158 338:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.9 17.6 16.6 8.5 9.5 14.6 15.3
Old : 10.8 10.7 18.1 17.9 10.1 10.2 16.0 16.6
Other: 27.7 23.3 41.7 33.7 27.7 23.3 41.5 33.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,674: 2,676 713 230 1,771 4,494 4,677 5,437: 1,997 1,237
Old : 6,449: 2,633 713 188 1,653 4,449 4,474 5,350: 1,975 1,099
Other: 225: 85 42 0 118 45 203 87: 22 138
: : :
: : Changes in Commitments from: December 26, 2017 :
: 268: -150 327 24 124 -103 -2 248: 270 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 10.7 3.4 26.5 67.3 70.1 81.5: 29.9 18.5
Old : 100.0: 40.8 11.1 2.9 25.6 69.0 69.4 83.0: 30.6 17.0
Other: 100.0: 37.8 18.7 0.0 52.4 20.0 90.2 38.7: 9.8 61.3
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 4 6 10 16 21:
Old : 31: 9 8 3 6 10 16 20:
Other: 11: 2 1 0 3 5 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 57.2 60.0 71.0 46.9 56.7 59.4 67.8
Old : 46.3 58.6 59.1 72.8 45.6 58.1 58.4 69.5
Other: 88.4 35.6 90.2 38.7 88.4 35.6 90.2 38.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 02, 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 : 714,287: 155,835 200,589 106,496 400,348 322,394 662,679 629,479: 51,608 84,808
Old : 633,954: 147,235 195,387 88,969 351,978 280,112 588,182 564,468: 45,772 69,486
Other: 80,333: 20,455 17,057 5,672 48,370 42,282 74,497 65,011: 5,836 15,322
: : :
: : Changes in Commitments from: December 26, 2017 :
: -30,899: -649 20,774 -21,411 -8,347 -26,348 -30,407 -26,985: -492 -3,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 28.1 14.9 56.0 45.1 92.8 88.1: 7.2 11.9
Old : 100.0: 23.2 30.8 14.0 55.5 44.2 92.8 89.0: 7.2 11.0
Other: 100.0: 25.5 21.2 7.1 60.2 52.6 92.7 80.9: 7.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 584: 154 150 172 147 205 395 467:
Old : 577: 161 146 143 139 196 374 436:
Other: 302: 56 69 35 60 138 137 228:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 9.1 25.6 15.9 16.9 8.6 22.9 14.7
Old : 18.9 9.8 26.2 17.0 17.9 9.8 24.1 16.6
Other: 35.7 30.0 47.1 38.8 34.9 29.5 45.8 37.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 02, 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 : 445,852: 120,143 90,848 90,824 202,416 234,660 413,383 416,332: 32,469 29,520
Old : 389,316: 109,330 95,315 72,590 179,748 195,202 361,668 363,107: 27,648 26,209
Other: 56,536: 24,787 9,507 4,260 22,668 39,458 51,715 53,225: 4,821 3,311
: : :
: : Changes in Commitments from: December 26, 2017 :
: -8,610: -425 -3,159 8,968 -15,484 -15,551 -6,941 -9,742: -1,669 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.4 20.4 45.4 52.6 92.7 93.4: 7.3 6.6
Old : 100.0: 28.1 24.5 18.6 46.2 50.1 92.9 93.3: 7.1 6.7
Other: 100.0: 43.8 16.8 7.5 40.1 69.8 91.5 94.1: 8.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 100 79 102 88 73 240 218:
Old : 306: 99 85 94 84 68 229 210:
Other: 115: 38 25 14 40 27 86 58:
:----------------------------------------------------------------------------------------------------
: 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 28.0 20.6 34.6 10.6 26.1 16.8 32.3
Old : 13.7 25.9 21.8 33.0 11.9 24.5 19.4 31.4
Other: 27.7 56.3 42.7 68.8 27.7 53.4 41.2 63.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 02, 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 : 759,768: 193,768 110,008 18,335 395,494 479,688 607,597 608,031: 152,171 151,737
Old : 759,768: 193,768 110,008 18,335 395,494 479,688 607,597 608,031: 152,171 151,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -7,874: 5,386 6,377 969 -23,034 -10,375 -16,679 -3,029: 8,805 -4,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.5 2.4 52.1 63.1 80.0 80.0: 20.0 20.0
Old : 100.0: 25.5 14.5 2.4 52.1 63.1 80.0 80.0: 20.0 20.0
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 : 167: 29 41 16 65 73 101 123:
Old : 167: 29 41 16 65 73 101 123:
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 : 21.8 26.2 31.9 37.0 17.7 20.8 26.5 30.6
Old : 21.8 26.2 31.9 37.0 17.7 20.8 26.5 30.6
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, January 02, 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 : 878,305: 57,863 164,070 9,735 695,225 613,827 762,823 787,632: 115,482 90,673
Old : 878,305: 57,863 164,070 9,735 695,225 613,827 762,823 787,632: 115,482 90,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -4,311: 6,427 1,324 -2,997 1,033 -2,303 4,463 -3,976: -8,774 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.7 1.1 79.2 69.9 86.9 89.7: 13.1 10.3
Old : 100.0: 6.6 18.7 1.1 79.2 69.9 86.9 89.7: 13.1 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 : 118: 18 10 12 59 72 83 88:
Old : 118: 18 10 12 59 72 83 88:
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 : 27.3 40.3 40.9 52.8 20.4 40.3 31.0 50.6
Old : 27.3 40.3 40.9 52.8 20.4 40.3 31.0 50.6
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, January 02, 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 : 2,596: 472 1,229 293 1,453 616 2,218 2,138: 378 458
Old : 2,596: 472 1,229 293 1,453 616 2,218 2,138: 378 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -126: -11 -35 -56 30 -82 -37 -173: -89 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.3 11.3 56.0 23.7 85.4 82.4: 14.6 17.6
Old : 100.0: 18.2 47.3 11.3 56.0 23.7 85.4 82.4: 14.6 17.6
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 : 25: 7 8 6 8 7 17 20:
Old : 25: 7 8 6 8 7 17 20:
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 : 50.4 47.2 69.7 62.3 40.8 41.6 53.8 51.0
Old : 50.4 47.2 69.7 62.3 40.8 41.6 53.8 51.0
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, January 02, 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 : 382,719: 103,528 49,059 55,174 184,850 251,701 343,552 355,934: 39,167 26,785
Old : 335,193: 98,546 49,026 47,188 154,460 214,601 300,194 310,815: 34,999 24,378
Other: 47,526: 8,870 3,921 4,098 30,390 37,100 43,358 45,119: 4,168 2,407
: : :
: : Changes in Commitments from: December 26, 2017 :
: -11,195: -5,385 4,552 802 -7,979 -18,555 -12,562 -13,201: 1,367 2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.8 14.4 48.3 65.8 89.8 93.0: 10.2 7.0
Old : 100.0: 29.4 14.6 14.1 46.1 64.0 89.6 92.7: 10.4 7.3
Other: 100.0: 18.7 8.3 8.6 63.9 78.1 91.2 94.9: 8.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 88 49 80 87 83 214 189:
Old : 263: 92 50 70 84 80 208 177:
Other: 113: 24 19 19 47 34 80 67:
:----------------------------------------------------------------------------------------------------
: 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 31.3 22.2 38.7 13.3 30.1 19.1 37.3
Old : 15.4 30.8 22.9 38.8 14.4 30.0 20.6 37.9
Other: 29.7 42.2 49.0 58.5 29.7 37.9 46.7 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 02, 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 : 9,738: 1,478 2,557 144 6,446 5,541 8,068 8,242: 1,670 1,496
Old : 9,484: 1,492 2,557 130 6,316 5,358 7,938 8,045: 1,546 1,439
Other: 254: 0 14 0 130 183 130 197: 124 57
: : :
: : Changes in Commitments from: December 26, 2017 :
: -699: 39 247 -324 -197 -558 -482 -635: -217 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 26.3 1.5 66.2 56.9 82.9 84.6: 17.1 15.4
Old : 100.0: 15.7 27.0 1.4 66.6 56.5 83.7 84.8: 16.3 15.2
Other: 100.0: 0.0 5.5 0.0 51.2 72.0 51.2 77.6: 48.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 14 6 16 12 34 30:
Old : 53: 15 14 4 15 12 33 28:
Other: 9: 0 2 0 3 4 3 6:
:----------------------------------------------------------------------------------------------------
: 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 : 54.8 42.1 64.0 60.4 54.8 41.5 63.6 59.7
Old : 56.0 41.8 65.5 60.3 56.0 41.7 65.1 60.1
Other: 51.2 75.2 51.2 77.6 51.2 75.2 51.2 77.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 02, 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 : 1,800,461: 410,668 648,593 47,087 1,218,668 941,182 1,676,423 1,636,862: 124,038 163,599
Old : 1,800,461: 410,668 648,593 47,087 1,218,668 941,182 1,676,423 1,636,862: 124,038 163,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 14,540: 5,478 51,974 -1,775 4,801 -36,426 8,504 13,773: 6,036 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 36.0 2.6 67.7 52.3 93.1 90.9: 6.9 9.1
Old : 100.0: 22.8 36.0 2.6 67.7 52.3 93.1 90.9: 6.9 9.1
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 : 309: 54 71 26 135 124 203 207:
Old : 309: 54 71 26 135 124 203 207:
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 : 20.2 29.3 32.4 40.5 19.2 27.1 29.8 36.9
Old : 20.2 29.3 32.4 40.5 19.2 27.1 29.8 36.9
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, January 02, 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 : 3,255,430: 660,245 736,085 128,066 2,142,091 1,849,881 2,930,402 2,714,032: 325,028 541,398
Old : 3,255,430: 660,245 736,085 128,066 2,142,091 1,849,881 2,930,402 2,714,032: 325,028 541,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -34,289: 24,132 16,306 -36,045 -20,126 -37,410 -32,039 -57,149: -2,250 22,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.6 3.9 65.8 56.8 90.0 83.4: 10.0 16.6
Old : 100.0: 20.3 22.6 3.9 65.8 56.8 90.0 83.4: 10.0 16.6
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 : 385: 67 99 53 141 174 236 298:
Old : 385: 67 99 53 141 174 236 298:
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 : 25.4 13.2 36.6 20.8 21.8 10.7 30.6 16.0
Old : 25.4 13.2 36.6 20.8 21.8 10.7 30.6 16.0
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, January 02, 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 : 519,475: 93,413 72,473 6,797 324,196 303,089 424,406 382,359: 95,069 137,116
Old : 519,475: 93,413 72,473 6,797 324,196 303,089 424,406 382,359: 95,069 137,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,201: 14,627 -1,992 185 272 21,586 15,084 19,779: -3,883 -8,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.0 1.3 62.4 58.3 81.7 73.6: 18.3 26.4
Old : 100.0: 18.0 14.0 1.3 62.4 58.3 81.7 73.6: 18.3 26.4
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 : 88: 12 12 11 45 51 63 68:
Old : 88: 12 12 11 45 51 63 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 22.9 45.4 31.1 33.2 21.8 45.1 29.6
Old : 33.4 22.9 45.4 31.1 33.2 21.8 45.1 29.6
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, January 02, 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 : 3,105,956: 556,440 995,662 113,735 2,183,289 1,568,477 2,853,464 2,677,874: 252,492 428,082
Old : 3,105,956: 556,440 995,662 113,735 2,183,289 1,568,477 2,853,464 2,677,874: 252,492 428,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,304: 33,532 48,439 -22,415 -1,379 -11,958 9,738 14,066: 1,566 -2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 32.1 3.7 70.3 50.5 91.9 86.2: 8.1 13.8
Old : 100.0: 17.9 32.1 3.7 70.3 50.5 91.9 86.2: 8.1 13.8
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 : 314: 56 74 37 122 145 202 232:
Old : 314: 56 74 37 122 145 202 232:
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 : 33.2 14.9 44.1 24.2 29.5 14.2 39.0 21.9
Old : 33.2 14.9 44.1 24.2 29.5 14.2 39.0 21.9
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, January 02, 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 : 1,395,717: 129,886 222,393 278,090 958,270 840,899 1,366,246 1,341,382: 29,471 54,335
Old : 1,395,717: 129,886 222,393 278,090 958,270 840,899 1,366,246 1,341,382: 29,471 54,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -88,828: -11,663 20,720 -33,303 -42,663 -76,453 -87,629 -89,036: -1,199 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.9 19.9 68.7 60.2 97.9 96.1: 2.1 3.9
Old : 100.0: 9.3 15.9 19.9 68.7 60.2 97.9 96.1: 2.1 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 : 149: 24 50 52 63 67 120 140:
Old : 149: 24 50 52 63 67 120 140:
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 : 37.0 26.7 50.7 36.7 22.6 15.1 29.4 20.1
Old : 37.0 26.7 50.7 36.7 22.6 15.1 29.4 20.1
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 - Futures Only, January 02, 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 : 74,369: 43,233 5,472 3,362 15,403 59,370 61,998 68,204: 12,371 6,165
Old : 74,369: 43,233 5,472 3,362 15,403 59,370 61,998 68,204: 12,371 6,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 2,074: 1,618 -57 -181 -89 2,851 1,349 2,613: 725 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 7.4 4.5 20.7 79.8 83.4 91.7: 16.6 8.3
Old : 100.0: 58.1 7.4 4.5 20.7 79.8 83.4 91.7: 16.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 51 19 9 27 30 81 55:
Old : 119: 51 19 9 27 30 81 55:
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 : 21.7 41.4 35.3 59.9 20.5 39.4 32.4 57.8
Old : 21.7 41.4 35.3 59.9 20.5 39.4 32.4 57.8
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, January 02, 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 : 148,737: 86,466 10,944 6,723 30,806 118,740 123,995 136,407: 24,742 12,330
Old : 148,737: 86,466 10,944 6,723 30,806 118,740 123,995 136,407: 24,742 12,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 4,148: 3,236 -114 -361 -177 5,701 2,698 5,226: 1,450 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 7.4 4.5 20.7 79.8 83.4 91.7: 16.6 8.3
Old : 100.0: 58.1 7.4 4.5 20.7 79.8 83.4 91.7: 16.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 51 19 9 27 30 81 55:
Old : 119: 51 19 9 27 30 81 55:
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 : 21.7 41.4 35.3 59.9 20.5 39.4 32.4 57.8
Old : 21.7 41.4 35.3 59.9 20.5 39.4 32.4 57.8
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, January 02, 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 : 71,818: 60,644 71,539 251 10,784 0 71,679 71,790: 139 28
Old : 71,818: 60,644 71,539 251 10,784 0 71,679 71,790: 139 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 20,286: 20,273 20,415 -23 0 -100 20,250 20,292: 36 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 99.6 0.3 15.0 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 84.4 99.6 0.3 15.0 0.0 99.8 100.0: 0.2 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 : 40: 28 9 2 3 0 32 10:
Old : 40: 28 9 2 3 0 32 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 : 73.3 93.5 91.4 99.6 73.0 93.5 91.1 99.4
Old : 73.3 93.5 91.4 99.6 73.0 93.5 91.1 99.4
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 - Futures Only, January 02, 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 : 25,514: 9,828 6,294 0 15,669 19,060 25,497 25,354: 17 160
Old : 25,514: 9,828 6,294 0 15,669 19,060 25,497 25,354: 17 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 602: 440 -274 0 169 824 609 550: -7 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 24.7 0.0 61.4 74.7 99.9 99.4: 0.1 0.6
Old : 100.0: 38.5 24.7 0.0 61.4 74.7 99.9 99.4: 0.1 0.6
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 : 47: 7 15 0 8 19 15 34:
Old : 47: 7 15 0 8 19 15 34:
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 : 76.6 38.2 96.2 64.4 76.6 38.2 96.2 64.4
Old : 76.6 38.2 96.2 64.4 76.6 38.2 96.2 64.4
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, January 02, 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 : 21,440: 17,450 5,183 23 3,962 16,121 21,435 21,327: 5 113
Old : 21,440: 17,450 5,183 23 3,962 16,121 21,435 21,327: 5 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 278: -251 250 0 553 32 302 282: -24 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 24.2 0.1 18.5 75.2 100.0 99.5: 0.0 0.5
Old : 100.0: 81.4 24.2 0.1 18.5 75.2 100.0 99.5: 0.0 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 : 33: 4 12 1 5 13 10 25:
Old : 33: 4 12 1 5 13 10 25:
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 : 93.1 55.6 99.7 78.3 93.1 55.6 97.7 78.3
Old : 93.1 55.6 99.7 78.3 93.1 55.6 97.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018