WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 523,486: 164,196 258,963 99,729 215,847 119,512 479,772 478,204: 43,714 45,282
Old : 383,995: 140,895 238,888 51,050 159,082 62,371 351,027 352,309: 32,968 31,686
Other: 139,491: 53,805 50,579 18,175 56,765 57,141 128,745 125,895: 10,746 13,596
: : :
: : Changes in Commitments from: December 19, 2017 :
: -13,794: -12,269 -16,186 1,729 -2,822 -72 -13,362 -14,529: -432 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 49.5 19.1 41.2 22.8 91.6 91.3: 8.4 8.7
Old : 100.0: 36.7 62.2 13.3 41.4 16.2 91.4 91.7: 8.6 8.3
Other: 100.0: 38.6 36.3 13.0 40.7 41.0 92.3 90.3: 7.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 121 153 109 101 100 296 303:
Old : 411: 132 133 75 97 84 265 262:
Other: 231: 64 68 33 50 78 133 162:
:----------------------------------------------------------------------------------------------------
: 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 8.9 22.5 16.8 12.8 8.6 19.3 15.7
Old : 16.8 11.9 24.4 21.9 16.3 11.3 23.1 21.1
Other: 20.9 19.0 33.0 31.1 16.7 17.8 27.2 27.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 329,925: 112,707 122,683 45,514 146,882 140,909 305,103 309,106: 24,822 20,819
Old : 249,999: 110,963 119,526 20,811 99,229 95,779 231,003 236,116: 18,996 13,883
Other: 79,926: 19,252 20,665 7,195 47,653 45,130 74,100 72,990: 5,826 6,936
: : :
: : Changes in Commitments from: December 19, 2017 :
: -119: 3,007 2,891 -3,276 570 1,804 301 1,419: -420 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 37.2 13.8 44.5 42.7 92.5 93.7: 7.5 6.3
Old : 100.0: 44.4 47.8 8.3 39.7 38.3 92.4 94.4: 7.6 5.6
Other: 100.0: 24.1 25.9 9.0 59.6 56.5 92.7 91.3: 7.3 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 105 71 84 82 75 223 204:
Old : 281: 102 68 38 68 60 186 151:
Other: 179: 49 46 38 48 60 118 126:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 19.0 31.3 30.5 14.9 15.6 22.0 26.1
Old : 26.5 22.9 35.8 37.0 25.8 22.9 33.9 36.5
Other: 29.8 29.1 40.9 40.9 22.8 27.9 32.6 39.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,544,322: 407,152 481,809 230,654 716,153 658,707 1,353,959 1,371,170: 190,363 173,152
Old : 1,366,457: 387,270 473,850 186,873 616,890 563,749 1,191,033 1,224,472: 175,424 141,985
Other: 177,865: 55,368 43,445 8,295 99,263 94,958 162,926 146,698: 14,939 31,167
: : :
: : Changes in Commitments from: December 19, 2017 :
: -5,600: -2,391 -20,706 -8,631 8,351 23,679 -2,671 -5,658: -2,929 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.2 14.9 46.4 42.7 87.7 88.8: 12.3 11.2
Old : 100.0: 28.3 34.7 13.7 45.1 41.3 87.2 89.6: 12.8 10.4
Other: 100.0: 31.1 24.4 4.7 55.8 53.4 91.6 82.5: 8.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 169 156 146 280 324 528 564:
Old : 760: 175 155 114 273 306 505 526:
Other: 425: 60 69 29 75 253 154 334:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.0 17.7 16.7 8.7 9.5 14.8 15.3
Old : 11.0 10.9 18.0 18.2 10.0 10.2 15.9 16.6
Other: 28.2 24.5 42.4 34.4 28.2 24.5 42.2 34.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,406: 2,826 386 206 1,647 4,597 4,679 5,189: 1,727 1,217
Old : 6,181: 2,783 386 164 1,529 4,552 4,476 5,102: 1,705 1,079
Other: 225: 85 42 0 118 45 203 87: 22 138
: : :
: : Changes in Commitments from: December 19, 2017 :
: -119: 130 6 -186 -122 -117 -178 -297: 59 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 6.0 3.2 25.7 71.8 73.0 81.0: 27.0 19.0
Old : 100.0: 45.0 6.2 2.7 24.7 73.6 72.4 82.5: 27.6 17.5
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 : 28: 10 4 4 6 10 17 17:
Old : 28: 10 4 3 6 10 17 16:
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 : 48.8 61.5 61.7 74.3 48.5 60.9 61.4 71.4
Old : 47.5 63.2 60.9 76.3 47.3 62.6 60.6 73.4
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 745,186: 156,484 179,815 127,907 408,695 348,742 693,086 656,464: 52,100 88,722
Old : 668,118: 147,367 174,815 110,920 362,760 308,486 621,047 594,221: 47,071 73,897
Other: 77,068: 20,844 16,727 5,260 45,935 40,256 72,039 62,243: 5,029 14,825
: : :
: : Changes in Commitments from: December 19, 2017 :
: -12,879: -8,571 25,042 9,275 -10,663 -41,489 -9,959 -7,172: -2,920 -5,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 24.1 17.2 54.8 46.8 93.0 88.1: 7.0 11.9
Old : 100.0: 22.1 26.2 16.6 54.3 46.2 93.0 88.9: 7.0 11.1
Other: 100.0: 27.0 21.7 6.8 59.6 52.2 93.5 80.8: 6.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 156 137 180 171 202 427 464:
Old : 573: 161 141 152 165 193 409 433:
Other: 294: 54 68 32 57 138 128 227:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 9.2 24.2 15.8 15.5 8.0 21.3 14.0
Old : 17.7 9.6 24.8 16.9 16.7 9.0 22.1 15.5
Other: 36.9 32.4 48.9 41.0 36.0 32.0 47.7 39.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 454,462: 120,568 94,007 81,856 217,900 250,211 420,324 426,074: 34,138 28,388
Old : 398,922: 109,127 96,616 64,711 195,685 211,930 369,523 373,257: 29,399 25,665
Other: 55,540: 23,511 9,461 5,075 22,215 38,281 50,801 52,817: 4,739 2,723
: : :
: : Changes in Commitments from: December 19, 2017 :
: -17,319: -7,157 4,767 -16,045 4,638 -6,145 -18,564 -17,423: 1,245 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 20.7 18.0 47.9 55.1 92.5 93.8: 7.5 6.2
Old : 100.0: 27.4 24.2 16.2 49.1 53.1 92.6 93.6: 7.4 6.4
Other: 100.0: 42.3 17.0 9.1 40.0 68.9 91.5 95.1: 8.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 96 83 98 91 76 239 221:
Old : 305: 95 88 92 87 71 229 214:
Other: 112: 37 24 15 40 26 85 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 30.0 20.6 36.8 10.5 25.9 16.9 32.1
Old : 13.3 28.4 21.4 35.5 11.8 25.0 19.1 31.5
Other: 27.6 56.7 43.1 70.6 27.6 53.6 41.4 63.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 767,642: 188,382 103,631 17,366 418,528 490,063 624,276 611,060: 143,366 156,582
Old : 767,642: 188,382 103,631 17,366 418,528 490,063 624,276 611,060: 143,366 156,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -2,240: -14,518 5,078 -2,732 18,022 -891 772 1,455: -3,012 -3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.5 2.3 54.5 63.8 81.3 79.6: 18.7 20.4
Old : 100.0: 24.5 13.5 2.3 54.5 63.8 81.3 79.6: 18.7 20.4
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 : 172: 34 39 17 69 72 108 123:
Old : 172: 34 39 17 69 72 108 123:
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 : 21.5 25.4 30.9 36.3 17.9 20.3 25.9 29.2
Old : 21.5 25.4 30.9 36.3 17.9 20.3 25.9 29.2
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 882,616: 51,436 162,746 12,732 694,192 616,130 758,360 791,608: 124,256 91,008
Old : 882,616: 51,436 162,746 12,732 694,192 616,130 758,360 791,608: 124,256 91,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -6,232: -8,370 -3,433 1,916 1,361 -1,819 -5,093 -3,336: -1,139 -2,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 18.4 1.4 78.7 69.8 85.9 89.7: 14.1 10.3
Old : 100.0: 5.8 18.4 1.4 78.7 69.8 85.9 89.7: 14.1 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 : 115: 17 11 13 60 70 82 89:
Old : 115: 17 11 13 60 70 82 89:
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 : 27.0 40.2 40.4 53.4 19.4 39.7 30.3 49.9
Old : 27.0 40.2 40.4 53.4 19.4 39.7 30.3 49.9
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 - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,722: 483 1,264 349 1,423 698 2,255 2,311: 467 411
Old : 2,722: 483 1,264 349 1,423 698 2,255 2,311: 467 411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -26: -212 103 23 158 3 -31 129: 5 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 46.4 12.8 52.3 25.6 82.8 84.9: 17.2 15.1
Old : 100.0: 17.7 46.4 12.8 52.3 25.6 82.8 84.9: 17.2 15.1
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 : 26: 7 8 7 8 9 17 23:
Old : 26: 7 8 7 8 9 17 23:
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 : 46.1 44.9 67.2 59.7 35.7 39.8 49.3 48.1
Old : 46.1 44.9 67.2 59.7 35.7 39.8 49.3 48.1
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 393,914: 108,913 44,507 54,372 192,829 270,256 356,114 369,135: 37,800 24,779
Old : 347,466: 103,729 44,298 46,518 163,197 233,825 313,444 324,641: 34,022 22,825
Other: 46,448: 9,001 4,026 4,037 29,632 36,431 42,670 44,494: 3,778 1,954
: : :
: : Changes in Commitments from: December 19, 2017 :
: -9,106: -5,375 9,575 2,173 -2,453 -19,822 -5,655 -8,074: -3,451 -1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 11.3 13.8 49.0 68.6 90.4 93.7: 9.6 6.3
Old : 100.0: 29.9 12.7 13.4 47.0 67.3 90.2 93.4: 9.8 6.6
Other: 100.0: 19.4 8.7 8.7 63.8 78.4 91.9 95.8: 8.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 85 46 82 96 88 225 191:
Old : 263: 87 49 73 94 86 221 180:
Other: 114: 24 19 18 48 34 81 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 33.6 22.3 40.5 13.5 31.1 19.2 37.8
Old : 15.6 33.2 22.8 40.7 14.3 30.9 20.5 38.3
Other: 29.9 44.3 50.0 60.8 29.9 39.1 47.1 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,437: 1,439 2,310 468 6,643 6,099 8,550 8,877: 1,887 1,560
Old : 10,192: 1,437 2,310 468 6,518 5,911 8,423 8,689: 1,769 1,503
Other: 245: 2 0 0 125 188 127 188: 118 57
: : :
: : Changes in Commitments from: December 19, 2017 :
: -263: -627 -221 177 -16 -405 -466 -449: 203 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.1 4.5 63.6 58.4 81.9 85.1: 18.1 14.9
Old : 100.0: 14.1 22.7 4.6 64.0 58.0 82.6 85.3: 17.4 14.7
Other: 100.0: 0.8 0.0 0.0 51.0 76.7 51.8 76.7: 48.2 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 13 6 19 15 36 33:
Old : 55: 14 13 6 17 14 34 32:
Other: 9: 1 0 0 3 5 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 50.6 40.8 60.1 56.1 50.6 40.4 60.1 55.2
Old : 51.7 40.3 61.4 55.9 51.7 40.2 61.4 55.4
Other: 51.8 74.7 51.8 76.7 51.8 74.7 51.8 76.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,785,921: 405,190 596,619 48,862 1,213,867 977,608 1,667,919 1,623,089: 118,002 162,832
Old : 1,785,921: 405,190 596,619 48,862 1,213,867 977,608 1,667,919 1,623,089: 118,002 162,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 20,780: 581 13,382 3,848 13,494 8,832 17,923 26,062: 2,857 -5,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 33.4 2.7 68.0 54.7 93.4 90.9: 6.6 9.1
Old : 100.0: 22.7 33.4 2.7 68.0 54.7 93.4 90.9: 6.6 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: 53 70 25 136 127 202 209:
Old : 309: 53 70 25 136 127 202 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 29.4 33.5 40.8 20.4 27.2 31.1 37.2
Old : 21.3 29.4 33.5 40.8 20.4 27.2 31.1 37.2
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,289,719: 636,113 719,779 164,111 2,162,217 1,887,291 2,962,441 2,771,181: 327,278 518,538
Old : 3,289,719: 636,113 719,779 164,111 2,162,217 1,887,291 2,962,441 2,771,181: 327,278 518,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 11,747: -49,182 -9,746 21,575 34,299 1,418 6,692 13,247: 5,055 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.9 5.0 65.7 57.4 90.1 84.2: 9.9 15.8
Old : 100.0: 19.3 21.9 5.0 65.7 57.4 90.1 84.2: 9.9 15.8
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 : 384: 71 95 53 149 170 246 292:
Old : 384: 71 95 53 149 170 246 292:
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 : 25.1 13.9 34.9 21.0 21.0 11.3 28.8 16.6
Old : 25.1 13.9 34.9 21.0 21.0 11.3 28.8 16.6
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 508,274: 78,786 74,465 6,612 323,924 281,503 409,322 362,580: 98,952 145,694
Old : 508,274: 78,786 74,465 6,612 323,924 281,503 409,322 362,580: 98,952 145,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -4,164: -1,827 1,297 -581 -12,998 -2,861 -15,406 -2,145: 11,242 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.7 1.3 63.7 55.4 80.5 71.3: 19.5 28.7
Old : 100.0: 15.5 14.7 1.3 63.7 55.4 80.5 71.3: 19.5 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 9 14 8 47 49 62 65:
Old : 84: 9 14 8 47 49 62 65:
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 20.1 45.2 29.0 34.0 19.0 44.8 26.9
Old : 34.2 20.1 45.2 29.0 34.0 19.0 44.8 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,094,652: 522,908 947,223 136,150 2,184,668 1,580,435 2,843,726 2,663,808: 250,926 430,844
Old : 3,094,652: 522,908 947,223 136,150 2,184,668 1,580,435 2,843,726 2,663,808: 250,926 430,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 47,667: -45,928 440 26,164 57,891 28,624 38,127 55,228: 9,540 -7,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 30.6 4.4 70.6 51.1 91.9 86.1: 8.1 13.9
Old : 100.0: 16.9 30.6 4.4 70.6 51.1 91.9 86.1: 8.1 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 : 308: 56 68 35 123 145 199 228:
Old : 308: 56 68 35 123 145 199 228:
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 : 33.0 14.5 43.7 23.9 29.1 13.9 38.6 21.2
Old : 33.0 14.5 43.7 23.9 29.1 13.9 38.6 21.2
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,484,545: 141,549 201,673 311,393 1,000,933 917,352 1,453,875 1,430,418: 30,670 54,127
Old : 1,484,545: 141,549 201,673 311,393 1,000,933 917,352 1,453,875 1,430,418: 30,670 54,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 26,123: 24,628 9,790 -1,516 403 17,898 23,515 26,172: 2,608 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 13.6 21.0 67.4 61.8 97.9 96.4: 2.1 3.6
Old : 100.0: 9.5 13.6 21.0 67.4 61.8 97.9 96.4: 2.1 3.6
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 : 151: 26 46 55 64 69 124 141:
Old : 151: 26 46 55 64 69 124 141:
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 : 36.3 26.5 49.4 36.3 22.2 14.0 28.2 18.5
Old : 36.3 26.5 49.4 36.3 22.2 14.0 28.2 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 72,295: 41,615 5,529 3,542 15,492 56,520 60,649 65,591: 11,646 6,704
Old : 72,295: 41,615 5,529 3,542 15,492 56,520 60,649 65,591: 11,646 6,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -75: 1,205 -183 -37 -753 -46 415 -265: -490 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 7.6 4.9 21.4 78.2 83.9 90.7: 16.1 9.3
Old : 100.0: 57.6 7.6 4.9 21.4 78.2 83.9 90.7: 16.1 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 : 113: 47 18 8 28 28 77 52:
Old : 113: 47 18 8 28 28 77 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 42.6 34.4 61.4 20.4 40.6 32.0 59.4
Old : 21.3 42.6 34.4 61.4 20.4 40.6 32.0 59.4
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 144,589: 83,230 11,058 7,084 30,983 113,039 121,297 131,181: 23,292 13,408
Old : 144,589: 83,230 11,058 7,084 30,983 113,039 121,297 131,181: 23,292 13,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -150: 2,410 -365 -74 -1,506 -91 830 -530: -980 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 7.6 4.9 21.4 78.2 83.9 90.7: 16.1 9.3
Old : 100.0: 57.6 7.6 4.9 21.4 78.2 83.9 90.7: 16.1 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 : 113: 47 18 8 28 28 77 52:
Old : 113: 47 18 8 28 28 77 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 42.6 34.4 61.4 20.4 40.6 32.0 59.4
Old : 21.3 42.6 34.4 61.4 20.4 40.6 32.0 59.4
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 51,532: 40,371 51,124 274 10,784 100 51,429 51,498: 103 34
Old : 51,532: 40,371 51,124 274 10,784 100 51,429 51,498: 103 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: -21,194: 512 398 -21,705 5 100 -21,188 -21,207: -6 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 99.2 0.5 20.9 0.2 99.8 99.9: 0.2 0.1
Old : 100.0: 78.3 99.2 0.5 20.9 0.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 26 7 3 3 1 30 10:
Old : 37: 26 7 3 3 1 30 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 : 66.8 96.5 88.8 99.7 66.4 96.5 88.5 99.4
Old : 66.8 96.5 88.8 99.7 66.4 96.5 88.5 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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,912: 9,388 6,568 0 15,500 18,236 24,888 24,804: 24 108
Old : 24,912: 9,388 6,568 0 15,500 18,236 24,888 24,804: 24 108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 455: -441 693 0 884 -244 443 449: 12 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 26.4 0.0 62.2 73.2 99.9 99.6: 0.1 0.4
Old : 100.0: 37.7 26.4 0.0 62.2 73.2 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 17 0 8 19 15 36:
Old : 49: 7 17 0 8 19 15 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 : 76.4 37.6 96.5 64.9 76.4 37.6 96.5 64.9
Old : 76.4 37.6 96.5 64.9 76.4 37.6 96.5 64.9
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, December 26, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 21,162: 17,701 4,933 23 3,409 16,089 21,133 21,045: 29 117
Old : 21,162: 17,701 4,933 23 3,409 16,089 21,133 21,045: 29 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2017 :
: 914: -269 376 22 1,148 476 901 874: 13 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 23.3 0.1 16.1 76.0 99.9 99.4: 0.1 0.6
Old : 100.0: 83.6 23.3 0.1 16.1 76.0 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 : 32: 4 11 1 5 13 10 24:
Old : 32: 4 11 1 5 13 10 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 56.6 99.6 78.9 92.0 56.6 97.6 78.8
Old : 92.0 56.6 99.6 78.9 92.0 56.6 97.6 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2017