WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 20, 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 : 493,271: 164,916 192,374 109,112 180,151 144,736 454,179 446,222: 39,092 47,049
Old : 295,639: 128,165 167,076 40,416 101,822 61,576 270,403 269,068: 25,236 26,571
Other: 197,632: 73,272 61,819 32,175 78,329 83,160 183,776 177,154: 13,856 20,478
: : :
: : Changes in Commitments from: February 13, 2018 :
: -12,193: 590 11,613 -9,737 -1,428 -14,279 -10,575 -12,403: -1,618 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 39.0 22.1 36.5 29.3 92.1 90.5: 7.9 9.5
Old : 100.0: 43.4 56.5 13.7 34.4 20.8 91.5 91.0: 8.5 9.0
Other: 100.0: 37.1 31.3 16.3 39.6 42.1 93.0 89.6: 7.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 120 142 131 88 101 297 304:
Old : 380: 128 122 69 78 82 241 246:
Other: 273: 76 89 61 60 83 174 199:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 9.3 21.3 16.9 10.4 8.3 17.4 14.9
Old : 16.3 12.4 26.2 22.4 14.6 12.1 23.4 20.6
Other: 19.4 15.5 28.9 27.6 19.1 14.6 27.7 24.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 20, 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 : 306,651: 93,998 60,503 59,131 129,241 162,101 282,370 281,735: 24,281 24,916
Old : 160,304: 81,496 61,154 8,923 55,820 77,856 146,239 147,933: 14,065 12,371
Other: 146,347: 42,688 29,535 20,022 73,421 84,245 136,131 133,802: 10,216 12,545
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,519: -45 1,840 -1,193 437 -3,151 -801 -2,504: -1,718 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 19.7 19.3 42.1 52.9 92.1 91.9: 7.9 8.1
Old : 100.0: 50.8 38.1 5.6 34.8 48.6 91.2 92.3: 8.8 7.7
Other: 100.0: 29.2 20.2 13.7 50.2 57.6 93.0 91.4: 7.0 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 97 57 85 76 85 214 200:
Old : 250: 95 54 39 56 70 166 149:
Other: 201: 60 47 43 56 68 140 139:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 20.5 26.1 31.2 9.1 15.3 15.4 23.0
Old : 22.8 23.4 32.7 35.1 22.4 23.4 31.2 35.0
Other: 26.0 33.4 35.8 45.2 22.7 25.2 31.2 36.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 20, 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 : 1,681,923: 495,901 329,969 301,695 712,301 844,388 1,509,897 1,476,052: 172,026 205,871
Old : 1,384,079: 465,307 346,395 212,261 559,848 677,470 1,237,416 1,236,126: 146,663 147,953
Other: 297,844: 102,377 55,357 17,651 152,453 166,918 272,481 239,926: 25,363 57,918
: : :
: : Changes in Commitments from: February 13, 2018 :
: 20,563: 18,391 -13,569 21,764 -13,128 6,186 27,027 14,381: -6,464 6,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.6 17.9 42.4 50.2 89.8 87.8: 10.2 12.2
Old : 100.0: 33.6 25.0 15.3 40.4 48.9 89.4 89.3: 10.6 10.7
Other: 100.0: 34.4 18.6 5.9 51.2 56.0 91.5 80.6: 8.5 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 189 158 186 290 345 591 609:
Old : 792: 198 158 155 275 325 557 567:
Other: 503: 80 93 37 102 280 203 392:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 10.5 16.7 16.3 7.9 8.3 13.7 12.8
Old : 10.9 11.8 18.2 18.5 9.8 11.3 16.0 16.4
Other: 25.0 13.8 37.0 21.5 21.6 12.5 33.6 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,848: 2,288 75 145 1,110 4,389 3,543 4,609: 2,305 1,239
Old : 5,212: 2,245 78 107 790 4,079 3,142 4,264: 2,070 948
Other: 636: 46 0 35 320 310 401 345: 235 291
: : :
: : Changes in Commitments from: February 13, 2018 :
: -368: -35 -52 -319 -64 -106 -418 -477: 50 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 1.3 2.5 19.0 75.1 60.6 78.8: 39.4 21.2
Old : 100.0: 43.1 1.5 2.1 15.2 78.3 60.3 81.8: 39.7 18.2
Other: 100.0: 7.2 0.0 5.5 50.3 48.7 63.1 54.2: 36.9 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 3 7 9 19 13:
Old : 24: 10 3 2 4 9 15 13:
Other: 12: 5 0 2 4 5 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 40.3 62.6 52.1 74.1 39.7 62.0 50.3 71.2
Old : 38.8 64.7 51.7 76.9 38.8 64.4 50.1 74.3
Other: 59.6 47.5 62.9 54.2 54.1 44.2 55.2 46.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 20, 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 : 804,370: 208,896 102,030 124,576 421,378 471,401 754,850 698,007: 49,520 106,363
Old : 652,522: 185,437 98,143 95,896 331,906 388,388 613,239 582,427: 39,283 70,095
Other: 151,848: 40,027 20,455 12,112 89,472 83,013 141,611 115,580: 10,237 36,268
: : :
: : Changes in Commitments from: February 13, 2018 :
: 47,082: 41,884 -13,819 2,568 672 51,721 45,124 40,470: 1,958 6,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.7 15.5 52.4 58.6 93.8 86.8: 6.2 13.2
Old : 100.0: 28.4 15.0 14.7 50.9 59.5 94.0 89.3: 6.0 10.7
Other: 100.0: 26.4 13.5 8.0 58.9 54.7 93.3 76.1: 6.7 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 601: 171 128 177 166 236 430 471:
Old : 585: 162 138 147 148 221 391 436:
Other: 378: 80 73 56 82 184 187 291:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 12.3 23.9 20.3 15.4 10.6 21.0 17.5
Old : 17.9 14.3 24.9 22.4 17.6 13.7 24.2 21.0
Other: 25.6 15.4 36.6 24.3 23.9 14.7 34.5 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 20, 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 : 505,348: 142,372 115,442 94,513 228,730 262,237 465,615 472,192: 39,733 33,156
Old : 422,224: 133,509 116,577 70,724 184,892 205,709 389,125 393,010: 33,099 29,214
Other: 83,124: 27,720 17,722 4,932 43,838 56,528 76,490 79,182: 6,634 3,942
: : :
: : Changes in Commitments from: February 13, 2018 :
: -2,163: 3,550 11,329 -10,061 4,041 -2,490 -2,470 -1,222: 307 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 22.8 18.7 45.3 51.9 92.1 93.4: 7.9 6.6
Old : 100.0: 31.6 27.6 16.8 43.8 48.7 92.2 93.1: 7.8 6.9
Other: 100.0: 33.3 21.3 5.9 52.7 68.0 92.0 95.3: 8.0 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 112 95 107 95 75 266 244:
Old : 351: 122 96 96 93 73 253 238:
Other: 147: 39 44 20 46 32 103 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 26.5 19.1 33.2 11.8 24.6 18.0 30.0
Old : 11.8 24.6 19.1 31.1 11.1 23.0 18.0 29.4
Other: 25.0 48.7 39.9 59.8 23.6 48.2 38.5 58.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 20, 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 : 855,355: 174,434 157,043 22,766 524,019 480,599 721,219 660,408: 134,136 194,947
Old : 855,355: 174,434 157,043 22,766 524,019 480,599 721,219 660,408: 134,136 194,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 25,514: 14,189 647 1,622 3,822 17,606 19,633 19,875: 5,881 5,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.4 2.7 61.3 56.2 84.3 77.2: 15.7 22.8
Old : 100.0: 20.4 18.4 2.7 61.3 56.2 84.3 77.2: 15.7 22.8
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 : 190: 33 48 34 81 79 134 141:
Old : 190: 33 48 34 81 79 134 141:
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 : 21.7 24.7 32.3 34.1 15.6 17.5 24.1 23.9
Old : 21.7 24.7 32.3 34.1 15.6 17.5 24.1 23.9
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, February 20, 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 : 1,008,146: 47,382 208,420 67,015 766,606 608,863 881,003 884,298: 127,143 123,848
Old : 1,008,146: 47,382 208,420 67,015 766,606 608,863 881,003 884,298: 127,143 123,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 70,150: 2,239 -1,242 31,120 25,850 28,083 59,209 57,961: 10,941 12,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 20.7 6.6 76.0 60.4 87.4 87.7: 12.6 12.3
Old : 100.0: 4.7 20.7 6.6 76.0 60.4 87.4 87.7: 12.6 12.3
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 : 129: 16 17 22 69 71 99 99:
Old : 129: 16 17 22 69 71 99 99:
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 : 23.5 32.1 35.3 42.6 18.0 32.1 28.1 40.4
Old : 23.5 32.1 35.3 42.6 18.0 32.1 28.1 40.4
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, February 20, 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 : 2,052: 716 370 291 704 1,188 1,711 1,849: 341 203
Old : 2,052: 716 370 291 704 1,188 1,711 1,849: 341 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -88: 23 -277 13 -109 254 -73 -10: -15 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.0 14.2 34.3 57.9 83.4 90.1: 16.6 9.9
Old : 100.0: 34.9 18.0 14.2 34.3 57.9 83.4 90.1: 16.6 9.9
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 : 24: 9 5 3 6 8 16 16:
Old : 24: 9 5 3 6 8 16 16:
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 : 42.5 47.6 68.2 76.6 29.3 32.0 39.0 42.7
Old : 42.5 47.6 68.2 76.6 29.3 32.0 39.0 42.7
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, February 20, 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 : 482,494: 152,617 24,398 68,374 211,555 359,146 432,546 451,918: 49,948 30,576
Old : 407,150: 142,768 23,215 55,114 165,156 302,628 363,038 380,957: 44,112 26,193
Other: 75,344: 16,225 7,559 6,884 46,399 56,518 69,508 70,961: 5,836 4,383
: : :
: : Changes in Commitments from: February 13, 2018 :
: 3,840: 13,699 -2,507 -9,571 -5,347 12,479 -1,219 401: 5,059 3,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 5.1 14.2 43.8 74.4 89.6 93.7: 10.4 6.3
Old : 100.0: 35.1 5.7 13.5 40.6 74.3 89.2 93.6: 10.8 6.4
Other: 100.0: 21.5 10.0 9.1 61.6 75.0 92.3 94.2: 7.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 120 44 92 91 90 257 198:
Old : 298: 123 45 85 86 87 247 189:
Other: 148: 46 22 23 57 40 116 74:
:----------------------------------------------------------------------------------------------------
: 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 36.4 19.6 45.5 10.4 32.5 15.2 41.2
Old : 13.9 35.7 20.2 45.8 11.3 31.6 16.7 40.9
Other: 22.4 44.7 38.1 57.0 22.4 40.9 38.1 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 20, 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 : 9,877: 1,346 2,282 578 5,898 5,302 7,822 8,162: 2,055 1,715
Old : 9,163: 1,353 2,545 298 5,696 4,729 7,347 7,572: 1,816 1,591
Other: 714: 273 17 0 202 573 475 590: 239 124
: : :
: : Changes in Commitments from: February 13, 2018 :
: 229: -33 402 148 158 -376 273 174: -44 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.1 5.9 59.7 53.7 79.2 82.6: 20.8 17.4
Old : 100.0: 14.8 27.8 3.3 62.2 51.6 80.2 82.6: 19.8 17.4
Other: 100.0: 38.2 2.4 0.0 28.3 80.3 66.5 82.6: 33.5 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 19 11 19 13 41 41:
Old : 62: 17 22 9 18 13 39 40:
Other: 15: 3 3 0 4 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 37.8 50.0 53.6 33.7 32.6 42.1 46.1
Old : 39.5 37.3 53.2 51.7 35.7 34.7 44.8 46.8
Other: 48.5 78.7 66.5 82.6 48.5 78.7 66.5 82.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 20, 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 : 2,049,116: 395,533 552,485 134,469 1,381,987 1,183,318 1,911,989 1,870,272: 137,127 178,844
Old : 2,049,116: 395,533 552,485 134,469 1,381,987 1,183,318 1,911,989 1,870,272: 137,127 178,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 16,831: -15,642 7,324 3,213 20,803 14,484 8,374 25,021: 8,457 -8,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 27.0 6.6 67.4 57.7 93.3 91.3: 6.7 8.7
Old : 100.0: 19.3 27.0 6.6 67.4 57.7 93.3 91.3: 6.7 8.7
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 : 345: 58 84 38 142 144 221 245:
Old : 345: 58 84 38 142 144 221 245:
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 : 19.3 21.7 32.1 29.4 15.6 16.0 25.8 22.2
Old : 19.3 21.7 32.1 29.4 15.6 16.0 25.8 22.2
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, February 20, 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 : 3,836,765: 681,539 896,019 311,382 2,514,311 2,028,805 3,507,232 3,236,206: 329,533 600,559
Old : 3,836,765: 681,539 896,019 311,382 2,514,311 2,028,805 3,507,232 3,236,206: 329,533 600,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 154,968: 22,880 -59,575 104,985 20,675 79,768 148,540 125,178: 6,428 29,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 23.4 8.1 65.5 52.9 91.4 84.3: 8.6 15.7
Old : 100.0: 17.8 23.4 8.1 65.5 52.9 91.4 84.3: 8.6 15.7
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 : 439: 85 107 78 177 199 303 343:
Old : 439: 85 107 78 177 199 303 343:
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 : 24.9 11.1 35.7 19.1 21.8 9.1 30.2 14.8
Old : 24.9 11.1 35.7 19.1 21.8 9.1 30.2 14.8
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, February 20, 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 : 571,612: 78,941 76,023 13,118 376,033 318,691 468,092 407,832: 103,520 163,780
Old : 571,612: 78,941 76,023 13,118 376,033 318,691 468,092 407,832: 103,520 163,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 8,826: -2,671 7,705 1,840 -5,224 -2,893 -6,055 6,652: 14,881 2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.3 2.3 65.8 55.8 81.9 71.3: 18.1 28.7
Old : 100.0: 13.8 13.3 2.3 65.8 55.8 81.9 71.3: 18.1 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 : 93: 12 12 12 51 58 70 75:
Old : 93: 12 12 12 51 58 70 75:
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 : 34.8 14.0 44.9 22.7 34.7 13.5 43.2 21.9
Old : 34.8 14.0 44.9 22.7 34.7 13.5 43.2 21.9
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, February 20, 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 : 3,636,538: 636,080 1,063,663 159,429 2,558,014 1,980,909 3,353,523 3,204,001: 283,015 432,537
Old : 3,636,538: 636,080 1,063,663 159,429 2,558,014 1,980,909 3,353,523 3,204,001: 283,015 432,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 207,325: 7,485 82,561 10,745 181,939 95,285 200,169 188,591: 7,156 18,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.2 4.4 70.3 54.5 92.2 88.1: 7.8 11.9
Old : 100.0: 17.5 29.2 4.4 70.3 54.5 92.2 88.1: 7.8 11.9
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 : 344: 56 77 42 140 175 222 269:
Old : 344: 56 77 42 140 175 222 269:
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 : 32.6 15.5 43.1 25.2 26.9 14.1 36.2 22.0
Old : 32.6 15.5 43.1 25.2 26.9 14.1 36.2 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, February 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 2,019,724: 299,316 318,541 437,002 1,245,087 1,205,417 1,981,405 1,960,960: 38,319 58,764
Old : 2,019,724: 299,316 318,541 437,002 1,245,087 1,205,417 1,981,405 1,960,960: 38,319 58,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 143,044: 36,035 -24,509 48,058 53,394 122,415 137,487 145,964: 5,557 -2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.8 21.6 61.6 59.7 98.1 97.1: 1.9 2.9
Old : 100.0: 14.8 15.8 21.6 61.6 59.7 98.1 97.1: 1.9 2.9
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 : 166: 35 49 58 66 73 133 153:
Old : 166: 35 49 58 66 73 133 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 27.5 44.9 40.8 23.7 18.3 30.0 24.4
Old : 32.0 27.5 44.9 40.8 23.7 18.3 30.0 24.4
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, February 20, 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 : 58,963: 23,250 13,677 968 25,572 36,791 49,790 51,436: 9,173 7,527
Old : 58,963: 23,250 13,677 968 25,572 36,791 49,790 51,436: 9,173 7,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -4,121: -2,444 -1,360 -33 -1,999 -3,416 -4,475 -4,809: 354 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 23.2 1.6 43.4 62.4 84.4 87.2: 15.6 12.8
Old : 100.0: 39.4 23.2 1.6 43.4 62.4 84.4 87.2: 15.6 12.8
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 : 103: 40 14 7 31 26 73 45:
Old : 103: 40 14 7 31 26 73 45:
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 : 31.8 43.7 45.6 64.1 31.8 42.0 45.5 60.6
Old : 31.8 43.7 45.6 64.1 31.8 42.0 45.5 60.6
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, February 20, 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 : 117,925: 46,500 27,354 1,936 51,144 73,582 99,580 102,872: 18,345 15,053
Old : 117,925: 46,500 27,354 1,936 51,144 73,582 99,580 102,872: 18,345 15,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: -8,242: -4,887 -2,720 -66 -3,997 -6,831 -8,950 -9,617: 708 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 23.2 1.6 43.4 62.4 84.4 87.2: 15.6 12.8
Old : 100.0: 39.4 23.2 1.6 43.4 62.4 84.4 87.2: 15.6 12.8
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 : 103: 40 14 7 31 26 73 45:
Old : 103: 40 14 7 31 26 73 45:
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 : 31.8 43.7 45.6 64.1 31.8 42.0 45.5 60.6
Old : 31.8 43.7 45.6 64.1 31.8 42.0 45.5 60.6
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, February 20, 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 : 49,107: 31,980 48,843 251 16,593 0 48,824 49,094: 283 13
Old : 49,107: 31,980 48,843 251 16,593 0 48,824 49,094: 283 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 2,065: 1,777 2,072 0 240 0 2,017 2,072: 48 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 99.5 0.5 33.8 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 65.1 99.5 0.5 33.8 0.0 99.4 100.0: 0.6 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 : 46: 34 9 2 3 0 38 10:
Old : 46: 34 9 2 3 0 38 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 : 63.4 89.9 82.3 99.4 63.1 89.9 82.0 99.2
Old : 63.4 89.9 82.3 99.4 63.1 89.9 82.0 99.2
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, February 20, 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 : 31,641: 10,411 7,330 101 21,109 24,078 31,621 31,509: 20 132
Old : 31,641: 10,411 7,330 101 21,109 24,078 31,621 31,509: 20 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 1,250: 41 575 3 1,234 647 1,278 1,225: -28 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 23.2 0.3 66.7 76.1 99.9 99.6: 0.1 0.4
Old : 100.0: 32.9 23.2 0.3 66.7 76.1 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 : 47: 6 15 1 7 20 13 36:
Old : 47: 6 15 1 7 20 13 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 : 83.5 42.4 98.0 65.7 83.5 42.4 97.6 65.7
Old : 83.5 42.4 98.0 65.7 83.5 42.4 97.6 65.7
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, February 20, 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 : 26,602: 23,630 5,783 0 2,943 20,772 26,573 26,555: 29 47
Old : 26,602: 23,630 5,783 0 2,943 20,772 26,573 26,555: 29 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2018 :
: 955: 878 53 -6 104 898 976 945: -21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 21.7 0.0 11.1 78.1 99.9 99.8: 0.1 0.2
Old : 100.0: 88.8 21.7 0.0 11.1 78.1 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 12 0 4 14 7 26:
Old : 32: 3 12 0 4 14 7 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 : 98.6 58.9 99.9 81.5 96.5 58.9 97.8 81.5
Old : 98.6 58.9 99.9 81.5 96.5 58.9 97.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2018