WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 09, 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 : 528,175: 169,311 247,689 102,389 212,979 132,694 484,679 482,772: 43,496 45,403
Old : 377,518: 147,751 227,736 47,110 150,605 71,650 345,466 346,496: 32,052 31,022
Other: 150,657: 57,752 56,145 19,087 62,374 61,044 139,213 136,276: 11,444 14,381
: : :
: : Changes in Commitments from: January 2, 2018 :
: 4,190: 6,728 1,868 -1,116 -2,059 2,543 3,553 3,295: 637 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 46.9 19.4 40.3 25.1 91.8 91.4: 8.2 8.6
Old : 100.0: 39.1 60.3 12.5 39.9 19.0 91.5 91.8: 8.5 8.2
Other: 100.0: 38.3 37.3 12.7 41.4 40.5 92.4 90.5: 7.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 124 156 114 97 103 296 309:
Old : 410: 128 140 75 93 87 263 266:
Other: 242: 73 68 37 51 79 144 167:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 9.0 22.7 17.1 12.3 8.6 18.8 15.4
Old : 16.9 12.2 25.0 22.3 15.6 11.5 22.7 21.0
Other: 19.7 18.4 33.5 30.9 15.9 17.6 26.0 27.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 09, 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 : 322,317: 113,838 112,191 52,121 131,877 136,413 297,836 300,725: 24,481 21,592
Old : 239,038: 109,290 108,362 27,919 84,342 89,504 221,551 225,785: 17,487 13,253
Other: 83,279: 21,714 20,995 7,036 47,535 46,909 76,285 74,940: 6,994 8,339
: : :
: : Changes in Commitments from: January 2, 2018 :
: -8,093: -2,358 -9,367 7,370 -11,569 -7,104 -6,557 -9,101: -1,536 1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 34.8 16.2 40.9 42.3 92.4 93.3: 7.6 6.7
Old : 100.0: 45.7 45.3 11.7 35.3 37.4 92.7 94.5: 7.3 5.5
Other: 100.0: 26.1 25.2 8.4 57.1 56.3 91.6 90.0: 8.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 104 64 71 78 79 210 195:
Old : 269: 99 61 34 67 64 176 150:
Other: 179: 52 42 35 48 63 117 124:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.0 30.0 30.3 13.8 15.4 20.6 25.3
Old : 26.7 23.0 36.9 36.4 23.6 22.8 32.1 34.8
Other: 29.2 29.1 39.5 42.6 22.6 28.0 32.1 39.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 09, 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 : 1,589,938: 410,298 497,012 266,048 721,354 652,692 1,397,700 1,415,752: 192,238 174,186
Old : 1,401,161: 391,701 493,406 213,050 619,765 552,712 1,224,516 1,259,168: 176,645 141,993
Other: 188,777: 63,018 48,027 8,577 101,589 99,980 173,184 156,584: 15,593 32,193
: : :
: : Changes in Commitments from: January 2, 2018 :
: 47,027: 6,867 23,850 27,392 11,099 -6,364 45,358 44,878: 1,669 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 31.3 16.7 45.4 41.1 87.9 89.0: 12.1 11.0
Old : 100.0: 28.0 35.2 15.2 44.2 39.4 87.4 89.9: 12.6 10.1
Other: 100.0: 33.4 25.4 4.5 53.8 53.0 91.7 82.9: 8.3 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 175 169 162 286 321 556 578:
Old : 780: 188 167 129 278 305 532 541:
Other: 439: 63 82 32 84 251 167 346:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 10.0 17.0 16.8 8.1 9.5 13.7 15.0
Old : 10.0 10.9 17.5 18.4 9.6 10.3 14.9 16.4
Other: 26.4 22.2 40.0 32.0 26.4 22.2 39.8 32.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 09, 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 : 6,575: 2,605 766 332 1,736 4,275 4,673 5,373: 1,902 1,202
Old : 6,281: 2,537 766 290 1,602 4,130 4,429 5,186: 1,852 1,095
Other: 294: 110 42 0 134 145 244 187: 50 107
: : :
: : Changes in Commitments from: January 2, 2018 :
: -99: -71 53 102 -35 -219 -4 -64: -95 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 11.7 5.0 26.4 65.0 71.1 81.7: 28.9 18.3
Old : 100.0: 40.4 12.2 4.6 25.5 65.8 70.5 82.6: 29.5 17.4
Other: 100.0: 37.4 14.3 0.0 45.6 49.3 83.0 63.6: 17.0 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 8 5 7 10 18 21:
Old : 31: 9 8 4 7 10 18 20:
Other: 11: 2 1 0 4 4 6 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 : 49.1 54.5 60.7 68.6 47.0 54.0 58.5 65.3
Old : 48.3 54.9 60.3 69.5 46.1 54.4 58.0 66.4
Other: 79.9 60.2 83.0 63.6 79.9 60.2 83.0 63.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 09, 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 : 733,182: 150,395 215,828 111,045 420,670 323,630 682,110 650,503: 51,072 82,679
Old : 649,218: 142,628 207,683 93,852 367,826 280,945 604,306 582,480: 44,912 66,738
Other: 83,964: 19,135 19,513 5,825 52,844 42,685 77,804 68,023: 6,160 15,941
: : :
: : Changes in Commitments from: January 2, 2018 :
: 18,895: -5,440 15,239 4,549 20,322 1,236 19,431 21,024: -536 -2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 29.4 15.1 57.4 44.1 93.0 88.7: 7.0 11.3
Old : 100.0: 22.0 32.0 14.5 56.7 43.3 93.1 89.7: 6.9 10.3
Other: 100.0: 22.8 23.2 6.9 62.9 50.8 92.7 81.0: 7.3 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 152 150 170 159 202 400 463:
Old : 574: 159 150 140 150 193 378 432:
Other: 303: 49 74 36 66 142 138 235:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 9.2 26.7 15.8 17.7 8.6 23.9 14.7
Old : 19.8 9.9 27.5 17.2 18.7 9.8 25.0 16.7
Other: 35.1 27.4 46.5 35.5 34.3 27.1 45.2 34.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 09, 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 : 452,952: 120,723 87,697 90,274 208,756 246,816 419,753 424,787: 33,199 28,165
Old : 392,529: 110,241 93,655 71,727 182,923 203,060 364,891 368,442: 27,638 24,087
Other: 60,423: 26,120 9,680 2,909 25,833 43,756 54,862 56,345: 5,561 4,078
: : :
: : Changes in Commitments from: January 2, 2018 :
: 7,100: 580 -3,151 -550 6,340 12,156 6,370 8,455: 730 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 19.4 19.9 46.1 54.5 92.7 93.8: 7.3 6.2
Old : 100.0: 28.1 23.9 18.3 46.6 51.7 93.0 93.9: 7.0 6.1
Other: 100.0: 43.2 16.0 4.8 42.8 72.4 90.8 93.3: 9.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 105 76 107 91 72 253 225:
Old : 321: 104 85 97 88 66 243 214:
Other: 122: 40 27 14 40 27 89 60:
:----------------------------------------------------------------------------------------------------
: 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 28.9 21.1 35.8 11.6 26.7 17.8 33.0
Old : 14.1 26.9 22.5 34.1 12.9 26.3 20.8 32.9
Other: 26.1 56.0 38.9 67.8 26.1 53.1 38.8 64.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 09, 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 : 771,530: 184,034 117,297 22,781 409,908 468,127 616,723 608,205: 154,807 163,325
Old : 771,530: 184,034 117,297 22,781 409,908 468,127 616,723 608,205: 154,807 163,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 11,762: -9,734 7,289 4,446 14,414 -11,561 9,126 174: 2,636 11,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.2 3.0 53.1 60.7 79.9 78.8: 20.1 21.2
Old : 100.0: 23.9 15.2 3.0 53.1 60.7 79.9 78.8: 20.1 21.2
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 : 171: 29 47 22 65 70 106 127:
Old : 171: 29 47 22 65 70 106 127:
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 : 22.5 25.3 32.7 35.4 18.9 20.3 27.6 29.2
Old : 22.5 25.3 32.7 35.4 18.9 20.3 27.6 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, January 09, 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 : 886,839: 64,293 171,080 12,528 693,458 612,280 770,279 795,888: 116,560 90,951
Old : 886,839: 64,293 171,080 12,528 693,458 612,280 770,279 795,888: 116,560 90,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 8,534: 6,430 7,010 2,793 -1,767 -1,547 7,456 8,256: 1,078 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 19.3 1.4 78.2 69.0 86.9 89.7: 13.1 10.3
Old : 100.0: 7.2 19.3 1.4 78.2 69.0 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 : 120: 17 13 12 59 74 82 93:
Old : 120: 17 13 12 59 74 82 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 37.8 40.5 51.3 20.4 37.8 30.8 49.0
Old : 27.3 37.8 40.5 51.3 20.4 37.8 30.8 49.0
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 09, 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 : 2,750: 762 1,337 313 1,322 652 2,397 2,302: 353 448
Old : 2,750: 762 1,337 313 1,322 652 2,397 2,302: 353 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 154: 290 108 20 -131 36 179 164: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 48.6 11.4 48.1 23.7 87.2 83.7: 12.8 16.3
Old : 100.0: 27.7 48.6 11.4 48.1 23.7 87.2 83.7: 12.8 16.3
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 : 24: 7 7 7 7 8 16 21:
Old : 24: 7 7 7 7 8 16 21:
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 : 52.3 49.1 73.3 65.6 40.1 45.3 55.1 54.4
Old : 52.3 49.1 73.3 65.6 40.1 45.3 55.1 54.4
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 09, 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 : 385,688: 104,204 48,538 56,183 183,978 253,145 344,365 357,866: 41,323 27,822
Old : 334,515: 99,443 49,494 46,589 152,255 213,460 298,287 309,543: 36,228 24,972
Other: 51,173: 9,352 3,635 5,003 31,723 39,685 46,078 48,323: 5,095 2,850
: : :
: : Changes in Commitments from: January 2, 2018 :
: 2,969: 676 -521 1,009 -872 1,444 813 1,932: 2,156 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.6 14.6 47.7 65.6 89.3 92.8: 10.7 7.2
Old : 100.0: 29.7 14.8 13.9 45.5 63.8 89.2 92.5: 10.8 7.5
Other: 100.0: 18.3 7.1 9.8 62.0 77.6 90.0 94.4: 10.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 91 49 82 86 83 216 192:
Old : 267: 98 49 72 84 80 212 180:
Other: 117: 26 21 22 48 36 85 71:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 31.7 21.1 39.0 12.8 30.5 18.5 37.5
Old : 14.8 31.3 21.7 39.3 14.1 30.6 20.3 38.2
Other: 27.8 41.2 46.7 56.4 27.8 37.1 44.8 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 09, 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 : 10,136: 1,448 2,936 175 6,763 5,469 8,386 8,580: 1,750 1,556
Old : 9,821: 1,456 2,936 162 6,606 5,224 8,224 8,322: 1,597 1,499
Other: 315: 5 13 0 157 245 162 258: 153 57
: : :
: : Changes in Commitments from: January 2, 2018 :
: 398: -30 379 31 317 -72 318 338: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 29.0 1.7 66.7 54.0 82.7 84.6: 17.3 15.4
Old : 100.0: 14.8 29.9 1.6 67.3 53.2 83.7 84.7: 16.3 15.3
Other: 100.0: 1.6 4.1 0.0 49.8 77.8 51.4 81.9: 48.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 14 17 5 19 12 35 33:
Old : 56: 14 17 4 18 12 34 32:
Other: 9: 1 1 0 3 4 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 : 53.4 39.8 61.8 57.7 52.9 39.3 60.8 57.2
Old : 54.6 39.7 63.2 58.0 54.1 39.7 62.2 57.9
Other: 51.4 80.3 51.4 81.9 51.4 80.3 51.4 81.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 09, 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 : 1,851,906: 414,419 682,041 43,081 1,279,361 954,628 1,736,861 1,679,750: 115,045 172,156
Old : 1,851,906: 414,419 682,041 43,081 1,279,361 954,628 1,736,861 1,679,750: 115,045 172,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 51,445: 3,751 33,448 -4,006 60,693 13,446 60,438 42,888: -8,993 8,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 36.8 2.3 69.1 51.5 93.8 90.7: 6.2 9.3
Old : 100.0: 22.4 36.8 2.3 69.1 51.5 93.8 90.7: 6.2 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 : 321: 59 72 27 132 133 206 217:
Old : 321: 59 72 27 132 133 206 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 28.5 31.5 39.3 18.1 26.1 28.6 36.2
Old : 19.4 28.5 31.5 39.3 18.1 26.1 28.6 36.2
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, January 09, 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 : 3,361,285: 561,307 758,160 196,527 2,287,382 1,849,624 3,045,216 2,804,311: 316,069 556,974
Old : 3,361,285: 561,307 758,160 196,527 2,287,382 1,849,624 3,045,216 2,804,311: 316,069 556,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 105,855: -98,938 22,075 68,461 145,291 -257 114,814 90,279: -8,959 15,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 22.6 5.8 68.1 55.0 90.6 83.4: 9.4 16.6
Old : 100.0: 16.7 22.6 5.8 68.1 55.0 90.6 83.4: 9.4 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 : 404: 66 110 61 151 175 255 308:
Old : 404: 66 110 61 151 175 255 308:
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 : 26.0 12.0 36.7 19.7 22.4 9.3 30.5 14.6
Old : 26.0 12.0 36.7 19.7 22.4 9.3 30.5 14.6
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, January 09, 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 : 520,079: 89,629 64,839 6,851 334,031 304,997 430,511 376,687: 89,568 143,392
Old : 520,079: 89,629 64,839 6,851 334,031 304,997 430,511 376,687: 89,568 143,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 604: -3,784 -7,634 54 9,835 1,908 6,105 -5,672: -5,501 6,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 1.3 64.2 58.6 82.8 72.4: 17.2 27.6
Old : 100.0: 17.2 12.5 1.3 64.2 58.6 82.8 72.4: 17.2 27.6
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 : 89: 12 14 9 46 49 64 66:
Old : 89: 12 14 9 46 49 64 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 : 34.2 22.5 45.8 30.4 34.0 22.0 45.6 29.4
Old : 34.2 22.5 45.8 30.4 34.0 22.0 45.6 29.4
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 09, 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 : 3,167,648: 598,720 1,042,485 105,627 2,211,737 1,577,741 2,916,084 2,725,853: 251,564 441,795
Old : 3,167,648: 598,720 1,042,485 105,627 2,211,737 1,577,741 2,916,084 2,725,853: 251,564 441,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 61,692: 42,280 46,823 -8,108 28,448 9,264 62,620 47,979: -928 13,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 32.9 3.3 69.8 49.8 92.1 86.1: 7.9 13.9
Old : 100.0: 18.9 32.9 3.3 69.8 49.8 92.1 86.1: 7.9 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 : 330: 63 74 40 128 150 211 244:
Old : 330: 63 74 40 128 150 211 244:
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 : 33.0 15.5 44.0 25.1 29.0 14.3 38.8 22.0
Old : 33.0 15.5 44.0 25.1 29.0 14.3 38.8 22.0
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 09, 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 : 1,463,964: 115,417 187,985 310,406 1,005,809 908,196 1,431,632 1,406,587: 32,332 57,377
Old : 1,463,964: 115,417 187,985 310,406 1,005,809 908,196 1,431,632 1,406,587: 32,332 57,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 68,247: -14,469 -34,408 32,316 47,539 67,297 65,386 65,205: 2,861 3,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.8 21.2 68.7 62.0 97.8 96.1: 2.2 3.9
Old : 100.0: 7.9 12.8 21.2 68.7 62.0 97.8 96.1: 2.2 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 : 151: 25 45 54 67 72 123 144:
Old : 151: 25 45 54 67 72 123 144:
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 : 36.5 29.1 48.4 39.0 22.7 16.0 29.0 21.0
Old : 36.5 29.1 48.4 39.0 22.7 16.0 29.0 21.0
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 09, 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 : 75,319: 41,129 7,736 4,244 17,240 57,415 62,612 69,394: 12,708 5,925
Old : 75,319: 41,129 7,736 4,244 17,240 57,415 62,612 69,394: 12,708 5,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 951: -2,105 2,264 882 1,837 -1,956 614 1,191: 337 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 10.3 5.6 22.9 76.2 83.1 92.1: 16.9 7.9
Old : 100.0: 54.6 10.3 5.6 22.9 76.2 83.1 92.1: 16.9 7.9
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 : 119: 48 21 9 31 28 81 56:
Old : 119: 48 21 9 31 28 81 56:
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 : 21.4 41.2 34.2 58.6 19.4 39.3 31.0 56.7
Old : 21.4 41.2 34.2 58.6 19.4 39.3 31.0 56.7
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 - Futures Only, January 09, 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 : 150,638: 82,257 15,472 8,487 34,479 114,829 125,223 138,788: 25,415 11,850
Old : 150,638: 82,257 15,472 8,487 34,479 114,829 125,223 138,788: 25,415 11,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 1,901: -4,209 4,528 1,764 3,673 -3,911 1,228 2,381: 673 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 10.3 5.6 22.9 76.2 83.1 92.1: 16.9 7.9
Old : 100.0: 54.6 10.3 5.6 22.9 76.2 83.1 92.1: 16.9 7.9
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 : 119: 48 21 9 31 28 81 56:
Old : 119: 48 21 9 31 28 81 56:
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 : 21.4 41.2 34.2 58.6 19.4 39.3 31.0 56.7
Old : 21.4 41.2 34.2 58.6 19.4 39.3 31.0 56.7
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 - Futures Only, January 09, 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 : 77,139: 63,887 76,863 251 12,814 0 76,952 77,114: 187 25
Old : 77,139: 63,887 76,863 251 12,814 0 76,952 77,114: 187 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 5,321: 3,243 5,324 0 2,030 0 5,273 5,324: 48 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 99.6 0.3 16.6 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 82.8 99.6 0.3 16.6 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: 27 10 2 3 0 31 11:
Old : 40: 27 10 2 3 0 31 11:
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 : 79.0 93.4 91.6 99.5 78.7 93.4 91.4 99.4
Old : 79.0 93.4 91.6 99.5 78.7 93.4 91.4 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 09, 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 : 25,624: 8,972 5,868 0 16,621 19,598 25,593 25,466: 31 158
Old : 25,624: 8,972 5,868 0 16,621 19,598 25,593 25,466: 31 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: 110: -856 -426 0 952 538 96 112: 14 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.9 0.0 64.9 76.5 99.9 99.4: 0.1 0.6
Old : 100.0: 35.0 22.9 0.0 64.9 76.5 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 : 48: 9 14 0 8 19 17 33:
Old : 48: 9 14 0 8 19 17 33:
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 : 75.7 37.8 95.3 62.4 75.7 37.7 95.3 62.4
Old : 75.7 37.8 95.3 62.4 75.7 37.7 95.3 62.4
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 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 19,953: 17,529 4,578 23 2,333 15,285 19,885 19,886: 68 67
Old : 19,953: 17,529 4,578 23 2,333 15,285 19,885 19,886: 68 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,487: 79 -605 0 -1,629 -836 -1,550 -1,441: 63 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 22.9 0.1 11.7 76.6 99.7 99.7: 0.3 0.3
Old : 100.0: 87.9 22.9 0.1 11.7 76.6 99.7 99.7: 0.3 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 : 34: 5 13 1 4 13 10 26:
Old : 34: 5 13 1 4 13 10 26:
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 : 93.5 60.1 99.3 77.5 93.5 60.1 97.1 77.5
Old : 93.5 60.1 99.3 77.5 93.5 60.1 97.1 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018