WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, January 23, 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 : 572,693: 167,840 263,811 123,949 238,247 140,663 530,036 528,423: 42,657 44,270
Old : 407,740: 147,467 244,490 60,965 167,934 72,948 376,366 378,403: 31,374 29,337
Other: 164,953: 62,312 61,260 21,045 70,313 67,715 153,670 150,020: 11,283 14,933
: : :
: : Changes in Commitments from: January 16, 2018 :
: 14,436: -2,592 -1,785 14,780 1,555 192 13,743 13,187: 693 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 46.1 21.6 41.6 24.6 92.6 92.3: 7.4 7.7
Old : 100.0: 36.2 60.0 15.0 41.2 17.9 92.3 92.8: 7.7 7.2
Other: 100.0: 37.8 37.1 12.8 42.6 41.1 93.2 90.9: 6.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 130 174 136 102 104 322 341:
Old : 439: 137 157 83 96 88 282 287:
Other: 263: 75 81 49 53 79 159 184:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 8.5 22.3 15.7 12.2 7.6 18.3 14.1
Old : 17.0 11.1 25.2 19.9 15.6 10.4 22.2 19.0
Other: 19.3 16.2 31.9 28.7 16.6 15.3 28.7 26.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, January 23, 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 : 341,290: 112,828 111,790 66,687 135,154 139,954 314,669 318,431: 26,621 22,859
Old : 239,771: 107,773 109,179 31,562 82,118 84,766 221,453 225,507: 18,318 14,264
Other: 101,519: 24,884 22,440 15,296 53,036 55,188 93,216 92,924: 8,303 8,595
: : :
: : Changes in Commitments from: January 16, 2018 :
: 19,003: 1,522 6,614 12,467 3,543 -1,163 17,532 17,918: 1,471 1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 32.8 19.5 39.6 41.0 92.2 93.3: 7.8 6.7
Old : 100.0: 44.9 45.5 13.2 34.2 35.4 92.4 94.1: 7.6 5.9
Other: 100.0: 24.5 22.1 15.1 52.2 54.4 91.8 91.5: 8.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 102 71 80 81 82 221 209:
Old : 282: 100 70 42 67 68 185 165:
Other: 186: 57 41 43 53 63 131 128:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.9 28.9 27.9 12.3 13.5 18.7 22.1
Old : 24.8 20.9 35.4 34.1 23.1 20.2 32.1 31.6
Other: 26.0 30.7 37.5 43.9 16.9 23.3 25.9 34.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, January 23, 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 : 1,668,554: 424,433 501,458 288,743 761,842 703,674 1,475,018 1,493,875: 193,536 174,679
Old : 1,457,532: 401,870 494,941 230,859 649,866 591,726 1,282,595 1,317,526: 174,937 140,006
Other: 211,022: 69,978 53,932 10,469 111,976 111,948 192,423 176,349: 18,599 34,673
: : :
: : Changes in Commitments from: January 16, 2018 :
: 31,390: 3,312 -11,910 5,595 23,654 35,893 32,561 29,578: -1,171 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 30.1 17.3 45.7 42.2 88.4 89.5: 11.6 10.5
Old : 100.0: 27.6 34.0 15.8 44.6 40.6 88.0 90.4: 12.0 9.6
Other: 100.0: 33.2 25.6 5.0 53.1 53.1 91.2 83.6: 8.8 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 180 173 175 300 343 585 610:
Old : 808: 198 164 141 292 320 561 566:
Other: 469: 63 87 38 94 273 182 374:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 9.8 16.2 16.3 7.5 9.2 12.8 14.5
Old : 9.9 10.8 16.9 18.1 9.0 10.4 14.4 16.4
Other: 22.4 20.5 34.9 29.2 22.4 20.4 34.7 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, January 23, 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 : 6,296: 2,585 503 411 1,218 4,046 4,214 4,960: 2,082 1,336
Old : 5,900: 2,435 460 410 1,051 3,827 3,896 4,697: 2,004 1,203
Other: 396: 150 43 1 167 219 318 263: 78 133
: : :
: : Changes in Commitments from: January 16, 2018 :
: -353: -7 -229 188 -589 -404 -408 -445: 55 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 8.0 6.5 19.3 64.3 66.9 78.8: 33.1 21.2
Old : 100.0: 41.3 7.8 6.9 17.8 64.9 66.0 79.6: 34.0 20.4
Other: 100.0: 37.9 10.9 0.3 42.2 55.3 80.3 66.4: 19.7 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 7 5 9 12 20 21:
Old : 29: 8 7 5 7 12 18 21:
Other: 12: 2 1 1 5 5 8 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 53.0 57.9 64.4 46.3 53.0 54.4 61.6
Old : 47.6 53.8 57.3 65.4 44.9 53.8 53.6 62.5
Other: 75.3 62.6 80.3 66.4 74.7 59.3 77.0 63.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, January 23, 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 : 783,339: 146,676 213,766 132,442 453,767 348,121 732,885 694,329: 50,454 89,010
Old : 686,997: 145,088 207,492 106,720 391,135 304,589 642,943 618,801: 44,054 68,196
Other: 96,342: 19,396 24,082 7,914 62,632 43,532 89,942 75,528: 6,400 20,814
: : :
: : Changes in Commitments from: January 16, 2018 :
: 16,653: -4,981 -16,539 11,793 10,806 17,136 17,618 12,390: -965 4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.3 16.9 57.9 44.4 93.6 88.6: 6.4 11.4
Old : 100.0: 21.1 30.2 15.5 56.9 44.3 93.6 90.1: 6.4 9.9
Other: 100.0: 20.1 25.0 8.2 65.0 45.2 93.4 78.4: 6.6 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 160 153 180 159 204 421 466:
Old : 580: 167 150 149 146 189 391 429:
Other: 318: 47 84 36 73 152 146 252:
:----------------------------------------------------------------------------------------------------
: 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 9.3 27.0 15.6 18.0 8.6 24.3 14.2
Old : 19.6 9.9 27.4 16.6 18.1 9.7 25.0 16.0
Other: 33.5 23.7 44.3 34.2 32.7 23.5 43.5 32.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, January 23, 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 : 510,003: 134,187 120,349 111,609 228,673 247,589 474,469 479,547: 35,534 30,456
Old : 441,924: 125,737 124,936 88,868 197,266 201,077 411,871 414,881: 30,053 27,043
Other: 68,079: 26,678 13,641 4,513 31,407 46,512 62,598 64,666: 5,481 3,413
: : :
: : Changes in Commitments from: January 16, 2018 :
: 37,291: 10,808 18,411 6,904 17,153 10,101 34,865 35,416: 2,426 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 23.6 21.9 44.8 48.5 93.0 94.0: 7.0 6.0
Old : 100.0: 28.5 28.3 20.1 44.6 45.5 93.2 93.9: 6.8 6.1
Other: 100.0: 39.2 20.0 6.6 46.1 68.3 91.9 95.0: 8.1 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 108 99 118 97 77 273 251:
Old : 350: 116 100 108 93 71 259 241:
Other: 143: 38 42 25 42 33 100 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 24.3 18.7 30.4 10.8 22.4 16.7 27.8
Old : 11.4 22.6 19.4 29.1 10.5 20.9 18.0 26.8
Other: 27.4 50.4 39.4 62.9 27.4 50.1 39.3 62.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, January 23, 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 : 809,179: 204,496 148,765 14,165 444,704 476,898 663,365 639,828: 145,814 169,351
Old : 809,179: 204,496 148,765 14,165 444,704 476,898 663,365 639,828: 145,814 169,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 23,632: 11,152 22,522 -713 21,652 -808 32,091 21,001: -8,459 2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.4 1.8 55.0 58.9 82.0 79.1: 18.0 20.9
Old : 100.0: 25.3 18.4 1.8 55.0 58.9 82.0 79.1: 18.0 20.9
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 : 184: 38 45 30 68 74 122 133:
Old : 184: 38 45 30 68 74 122 133:
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 : 22.7 23.2 32.2 33.0 18.8 18.5 27.4 27.2
Old : 22.7 23.2 32.2 33.0 18.8 18.5 27.4 27.2
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 23, 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 : 896,672: 47,180 186,427 13,423 714,895 606,359 775,498 806,209: 121,174 90,463
Old : 896,672: 47,180 186,427 13,423 714,895 606,359 775,498 806,209: 121,174 90,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 11,301: -7,798 7,534 1,872 14,792 5,225 8,866 14,631: 2,435 -3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 20.8 1.5 79.7 67.6 86.5 89.9: 13.5 10.1
Old : 100.0: 5.3 20.8 1.5 79.7 67.6 86.5 89.9: 13.5 10.1
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 : 118: 17 14 14 61 69 87 88:
Old : 118: 17 14 14 61 69 87 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 : 28.7 39.2 41.7 53.1 21.8 38.9 32.2 50.0
Old : 28.7 39.2 41.7 53.1 21.8 38.9 32.2 50.0
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 23, 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 : 2,979: 988 1,367 391 1,156 777 2,535 2,535: 444 444
Old : 2,979: 988 1,367 391 1,156 777 2,535 2,535: 444 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 23: -21 -52 46 -81 28 -56 22: 79 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 45.9 13.1 38.8 26.1 85.1 85.1: 14.9 14.9
Old : 100.0: 33.2 45.9 13.1 38.8 26.1 85.1 85.1: 14.9 14.9
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 : 26: 9 7 5 7 9 17 20:
Old : 26: 9 7 5 7 9 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 : 48.7 50.4 69.5 67.5 40.3 43.8 52.8 54.1
Old : 48.7 50.4 69.5 67.5 40.3 43.8 52.8 54.1
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, January 23, 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 : 413,551: 115,732 46,424 55,890 199,148 281,528 370,770 383,842: 42,781 29,709
Old : 350,659: 109,010 46,943 44,521 160,183 232,597 313,714 324,061: 36,945 26,598
Other: 62,892: 12,978 5,737 5,113 38,965 48,931 57,056 59,781: 5,836 3,111
: : :
: : Changes in Commitments from: January 16, 2018 :
: 19,944: 13,495 -12,257 112 3,812 32,155 17,419 20,010: 2,525 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 11.2 13.5 48.2 68.1 89.7 92.8: 10.3 7.2
Old : 100.0: 31.1 13.4 12.7 45.7 66.3 89.5 92.4: 10.5 7.6
Other: 100.0: 20.6 9.1 8.1 62.0 77.8 90.7 95.1: 9.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 101 54 93 88 83 236 197:
Old : 283: 105 55 83 85 80 231 184:
Other: 133: 39 20 23 50 36 99 73:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 32.3 19.7 39.7 12.3 30.0 17.8 37.1
Old : 14.6 31.8 21.3 40.1 14.0 29.8 20.2 37.9
Other: 24.3 41.9 40.5 54.8 24.3 35.1 40.4 45.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, January 23, 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 : 9,512: 1,377 2,540 300 5,927 5,229 7,604 8,069: 1,908 1,443
Old : 9,077: 1,389 2,600 227 5,707 4,897 7,323 7,724: 1,754 1,353
Other: 435: 61 13 0 220 332 281 345: 154 90
: : :
: : Changes in Commitments from: January 16, 2018 :
: -457: 35 -257 90 -705 -381 -580 -548: 123 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 26.7 3.2 62.3 55.0 79.9 84.8: 20.1 15.2
Old : 100.0: 15.3 28.6 2.5 62.9 53.9 80.7 85.1: 19.3 14.9
Other: 100.0: 14.0 3.0 0.0 50.6 76.3 64.6 79.3: 35.4 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 17 17 8 19 13 38 36:
Old : 57: 17 17 7 17 13 36 35:
Other: 10: 2 1 0 4 3 6 4:
:----------------------------------------------------------------------------------------------------
: 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 : 43.2 37.6 52.9 53.4 41.7 36.7 50.1 52.6
Old : 44.7 39.2 54.9 54.8 43.2 39.0 51.9 54.0
Other: 54.9 79.3 64.6 79.3 54.9 79.3 64.6 79.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, January 23, 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 : 1,931,579: 415,984 717,070 49,910 1,342,915 983,317 1,808,809 1,750,297: 122,770 181,282
Old : 1,931,579: 415,984 717,070 49,910 1,342,915 983,317 1,808,809 1,750,297: 122,770 181,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 55,198: 2,192 12,636 8,379 44,360 30,468 54,931 51,483: 267 3,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 37.1 2.6 69.5 50.9 93.6 90.6: 6.4 9.4
Old : 100.0: 21.5 37.1 2.6 69.5 50.9 93.6 90.6: 6.4 9.4
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 : 317: 60 69 34 132 136 209 222:
Old : 317: 60 69 34 132 136 209 222:
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 : 20.9 26.7 31.7 36.5 18.9 23.9 29.0 33.3
Old : 20.9 26.7 31.7 36.5 18.9 23.9 29.0 33.3
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 23, 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 : 3,512,126: 680,153 798,030 186,126 2,335,238 1,937,757 3,201,517 2,921,913: 310,609 590,213
Old : 3,512,126: 680,153 798,030 186,126 2,335,238 1,937,757 3,201,517 2,921,913: 310,609 590,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 138,357: 29,501 58,119 16,175 110,336 36,771 156,012 111,065: -17,655 27,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 22.7 5.3 66.5 55.2 91.2 83.2: 8.8 16.8
Old : 100.0: 19.4 22.7 5.3 66.5 55.2 91.2 83.2: 8.8 16.8
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 : 444: 78 113 68 174 190 288 335:
Old : 444: 78 113 68 174 190 288 335:
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 : 24.8 10.9 35.7 19.0 21.4 8.2 29.9 14.1
Old : 24.8 10.9 35.7 19.0 21.4 8.2 29.9 14.1
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 23, 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 : 536,135: 107,351 52,655 6,953 321,028 327,257 435,332 386,865: 100,803 149,270
Old : 536,135: 107,351 52,655 6,953 321,028 327,257 435,332 386,865: 100,803 149,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 9,277: 13,423 -1,007 197 -12,090 5,661 1,530 4,851: 7,747 4,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 1.3 59.9 61.0 81.2 72.2: 18.8 27.8
Old : 100.0: 20.0 9.8 1.3 59.9 61.0 81.2 72.2: 18.8 27.8
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 : 90: 13 11 9 49 50 67 65:
Old : 90: 13 11 9 49 50 67 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 : 32.2 23.7 44.9 31.6 32.0 23.3 44.2 30.7
Old : 32.2 23.7 44.9 31.6 32.0 23.3 44.2 30.7
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 23, 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 : 3,316,705: 612,262 1,047,269 123,513 2,318,442 1,688,688 3,054,217 2,859,470: 262,488 457,235
Old : 3,316,705: 612,262 1,047,269 123,513 2,318,442 1,688,688 3,054,217 2,859,470: 262,488 457,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 121,163: 49,450 -1,803 7,944 53,559 116,740 110,953 122,881: 10,210 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.6 3.7 69.9 50.9 92.1 86.2: 7.9 13.8
Old : 100.0: 18.5 31.6 3.7 69.9 50.9 92.1 86.2: 7.9 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 : 345: 62 78 42 135 163 219 261:
Old : 345: 62 78 42 135 163 219 261:
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 : 34.0 13.9 44.3 23.2 29.7 13.4 38.8 19.7
Old : 34.0 13.9 44.3 23.2 29.7 13.4 38.8 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, January 23, 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 : 1,611,640: 181,534 189,055 323,678 1,068,648 1,037,048 1,573,860 1,549,781: 37,780 61,859
Old : 1,611,640: 181,534 189,055 323,678 1,068,648 1,037,048 1,573,860 1,549,781: 37,780 61,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 90,583: 17,894 16,093 8,453 59,552 62,953 85,899 87,499: 4,684 3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 11.7 20.1 66.3 64.3 97.7 96.2: 2.3 3.8
Old : 100.0: 11.3 11.7 20.1 66.3 64.3 97.7 96.2: 2.3 3.8
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 : 153: 34 39 53 64 70 124 141:
Old : 153: 34 39 53 64 70 124 141:
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 : 34.7 27.4 46.0 37.6 23.1 14.5 28.9 20.1
Old : 34.7 27.4 46.0 37.6 23.1 14.5 28.9 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 23, 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 : 78,388: 40,162 9,006 3,424 21,417 59,962 65,002 72,392: 13,386 5,996
Old : 78,388: 40,162 9,006 3,424 21,417 59,962 65,002 72,392: 13,386 5,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -231: -3,889 -186 -481 2,567 1,505 -1,803 838: 1,572 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 11.5 4.4 27.3 76.5 82.9 92.4: 17.1 7.6
Old : 100.0: 51.2 11.5 4.4 27.3 76.5 82.9 92.4: 17.1 7.6
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 : 122: 50 20 9 33 27 87 52:
Old : 122: 50 20 9 33 27 87 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 : 18.6 38.8 30.7 56.9 18.6 37.1 30.7 55.1
Old : 18.6 38.8 30.7 56.9 18.6 37.1 30.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, January 23, 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 : 156,775: 80,323 18,012 6,848 42,833 119,924 130,004 144,784: 26,771 11,991
Old : 156,775: 80,323 18,012 6,848 42,833 119,924 130,004 144,784: 26,771 11,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -461: -7,777 -372 -962 5,134 3,009 -3,605 1,675: 3,144 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 11.5 4.4 27.3 76.5 82.9 92.4: 17.1 7.6
Old : 100.0: 51.2 11.5 4.4 27.3 76.5 82.9 92.4: 17.1 7.6
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 : 122: 50 20 9 33 27 87 52:
Old : 122: 50 20 9 33 27 87 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 : 18.6 38.8 30.7 56.9 18.6 37.1 30.7 55.1
Old : 18.6 38.8 30.7 56.9 18.6 37.1 30.7 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, January 23, 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 : 67,857: 53,730 67,584 251 13,595 0 67,576 67,835: 281 22
Old : 67,857: 53,730 67,584 251 13,595 0 67,576 67,835: 281 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: -13,177: -13,720 -13,177 0 517 0 -13,203 -13,177: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 99.6 0.4 20.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 79.2 99.6 0.4 20.0 0.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 30 9 2 3 0 34 10:
Old : 42: 30 9 2 3 0 34 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 : 74.5 91.6 89.1 99.5 74.2 91.6 88.8 99.4
Old : 74.5 91.6 89.1 99.5 74.2 91.6 88.8 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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 28,181: 8,244 7,008 0 19,900 21,017 28,144 28,025: 37 156
Old : 28,181: 8,244 7,008 0 19,900 21,017 28,144 28,025: 37 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,971: -423 913 0 2,396 1,064 1,973 1,977: -2 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 24.9 0.0 70.6 74.6 99.9 99.4: 0.1 0.6
Old : 100.0: 29.3 24.9 0.0 70.6 74.6 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 : 50: 9 15 0 8 20 17 35:
Old : 50: 9 15 0 8 20 17 35:
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 : 77.9 36.6 95.4 61.7 77.9 36.6 95.4 61.7
Old : 77.9 36.6 95.4 61.7 77.9 36.6 95.4 61.7
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 23, 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 : 23,377: 19,506 5,859 18 3,809 17,430 23,333 23,307: 44 70
Old : 23,377: 19,506 5,859 18 3,809 17,430 23,333 23,307: 44 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2018 :
: 1,811: 384 496 0 1,411 1,314 1,795 1,810: 16 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 25.1 0.1 16.3 74.6 99.8 99.7: 0.2 0.3
Old : 100.0: 83.4 25.1 0.1 16.3 74.6 99.8 99.7: 0.2 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 : 36: 6 13 1 5 13 12 26:
Old : 36: 6 13 1 5 13 12 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 : 91.9 61.7 98.8 81.9 91.9 61.7 96.3 81.4
Old : 91.9 61.7 98.8 81.9 91.9 61.7 96.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018