WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 626,431: 141,989 242,190 187,723 250,433 149,231 580,145 579,144: 46,286 47,287
Old : 447,118: 126,052 222,526 108,757 177,504 83,333 412,313 414,616: 34,805 32,502
Other: 179,313: 46,178 49,905 48,725 72,929 65,898 167,832 164,528: 11,482 14,785
: : :
: : Changes in Commitments from: December 26, 2017 :
: 3,917: -1,154 -13,669 7,576 -1,275 9,964 5,146 3,871: -1,230 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 38.7 30.0 40.0 23.8 92.6 92.5: 7.4 7.5
Old : 100.0: 28.2 49.8 24.3 39.7 18.6 92.2 92.7: 7.8 7.3
Other: 100.0: 25.8 27.8 27.2 40.7 36.8 93.6 91.8: 6.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 457: 135 166 157 110 108 344 346:
Old : 434: 137 150 130 105 101 315 316:
Other: 244: 60 80 60 62 85 161 189:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 8.1 22.8 14.9 11.3 7.2 16.9 12.8
Old : 16.1 10.2 23.4 18.7 15.0 9.7 21.1 17.7
Other: 18.8 16.3 31.0 27.1 14.9 12.6 24.2 20.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 343,536: 111,473 121,773 55,494 148,857 144,976 315,824 322,243: 27,712 21,293
Old : 259,223: 107,077 117,678 30,969 100,299 97,052 238,346 245,700: 20,878 13,524
Other: 84,313: 20,447 20,146 8,473 48,558 47,924 77,478 76,543: 6,834 7,770
: : :
: : Changes in Commitments from: December 26, 2017 :
: 827: 4,939 -956 -795 -4,671 2,829 -527 1,078: 1,355 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 35.4 16.2 43.3 42.2 91.9 93.8: 8.1 6.2
Old : 100.0: 41.3 45.4 11.9 38.7 37.4 91.9 94.8: 8.1 5.2
Other: 100.0: 24.3 23.9 10.0 57.6 56.8 91.9 90.8: 8.1 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 108 74 89 95 83 246 212:
Old : 291: 109 66 51 85 70 214 168:
Other: 186: 54 46 47 58 65 135 136:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 18.3 29.8 29.0 14.0 14.8 20.8 24.6
Old : 25.3 21.7 34.3 35.0 24.3 21.6 32.3 34.5
Other: 28.4 28.1 39.1 40.2 21.4 27.1 30.5 38.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,851,952: 347,445 470,476 445,831 817,751 724,731 1,611,027 1,641,037: 240,925 210,914
Old : 1,608,494: 332,224 468,393 359,397 698,757 613,110 1,390,378 1,440,900: 218,116 167,593
Other: 243,458: 54,425 41,286 47,231 118,994 111,621 220,649 200,137: 22,809 43,321
: : :
: : Changes in Commitments from: December 26, 2017 :
: -970: -1,386 -9,081 5,886 -5,733 3,178 -1,233 -17: 263 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 25.4 24.1 44.2 39.1 87.0 88.6: 13.0 11.4
Old : 100.0: 20.7 29.1 22.3 43.4 38.1 86.4 89.6: 13.6 10.4
Other: 100.0: 22.4 17.0 19.4 48.9 45.8 90.6 82.2: 9.4 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 815: 188 177 206 367 357 668 639:
Old : 802: 187 175 188 356 344 642 614:
Other: 462: 70 81 69 115 268 227 377:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 8.9 15.2 14.6 7.2 7.8 12.3 12.7
Old : 9.5 9.7 15.7 15.8 8.6 8.5 13.5 13.9
Other: 21.1 17.5 32.6 28.0 20.6 17.2 30.8 25.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,053: 2,524 720 478 1,946 4,569 4,949 5,767: 2,104 1,286
Old : 6,811: 2,486 708 431 1,828 4,524 4,746 5,663: 2,065 1,148
Other: 242: 80 54 5 118 45 203 104: 39 138
: : :
: : Changes in Commitments from: December 26, 2017 :
: 264: -157 326 25 125 -108 -6 244: 270 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.2 6.8 27.6 64.8 70.2 81.8: 29.8 18.2
Old : 100.0: 36.5 10.4 6.3 26.8 66.4 69.7 83.1: 30.3 16.9
Other: 100.0: 33.1 22.2 2.1 48.8 18.6 84.0 42.9: 16.0 57.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 10 6 8 11 19 23:
Old : 31: 8 9 6 8 11 19 23:
Other: 12: 1 3 1 3 5 5 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 : 45.0 54.8 57.0 67.9 44.5 52.7 56.4 63.2
Old : 43.9 56.2 56.2 69.7 43.3 54.1 55.6 64.9
Other: 82.3 38.1 84.0 42.9 81.9 36.0 81.9 40.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 814,798: 134,164 197,791 186,748 434,020 337,080 754,933 721,620: 59,865 93,178
Old : 717,288: 126,680 193,316 157,869 380,238 290,962 664,787 642,146: 52,501 75,142
Other: 97,509: 19,544 16,536 16,820 53,782 46,119 90,145 79,474: 7,364 18,035
: : :
: : Changes in Commitments from: December 26, 2017 :
: -26,424: -4,796 18,843 -16,271 -5,324 -25,361 -26,392 -22,789: -33 -3,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.3 22.9 53.3 41.4 92.7 88.6: 7.3 11.4
Old : 100.0: 17.7 27.0 22.0 53.0 40.6 92.7 89.5: 7.3 10.5
Other: 100.0: 20.0 17.0 17.2 55.2 47.3 92.4 81.5: 7.6 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 171 167 226 190 217 479 520:
Old : 612: 172 167 204 180 208 456 497:
Other: 319: 62 74 63 80 146 178 253:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 8.1 23.1 14.2 14.9 6.1 20.3 11.5
Old : 16.8 8.8 23.7 15.2 15.9 7.0 21.3 13.0
Other: 29.4 25.0 39.0 34.2 28.7 24.5 37.9 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 468,013: 115,866 91,332 104,709 213,891 241,113 434,466 437,154: 33,547 30,859
Old : 411,187: 105,051 95,826 86,320 191,112 201,544 382,484 383,691: 28,702 27,496
Other: 56,826: 24,783 9,474 4,420 22,778 39,569 51,982 53,463: 4,844 3,363
: : :
: : Changes in Commitments from: December 26, 2017 :
: -7,629: -160 -2,666 9,342 -15,144 -15,469 -5,961 -8,793: -1,667 1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 19.5 22.4 45.7 51.5 92.8 93.4: 7.2 6.6
Old : 100.0: 25.5 23.3 21.0 46.5 49.0 93.0 93.3: 7.0 6.7
Other: 100.0: 43.6 16.7 7.8 40.1 69.6 91.5 94.1: 8.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 98 84 108 91 83 248 232:
Old : 311: 96 92 101 87 78 238 224:
Other: 118: 43 22 20 41 27 91 62:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 26.8 20.0 33.2 10.2 24.0 16.2 29.8
Old : 13.1 24.7 20.8 31.4 11.4 22.7 18.5 28.9
Other: 27.5 56.1 42.5 68.4 27.5 52.9 41.0 63.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 907,723: 194,442 85,445 101,937 448,505 555,494 744,884 742,876: 162,839 164,847
Old : 907,723: 194,442 85,445 101,937 448,505 555,494 744,884 742,876: 162,839 164,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -6,054: 5,850 195 5,800 -26,987 -8,848 -15,338 -2,853: 9,284 -3,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 9.4 11.2 49.4 61.2 82.1 81.8: 17.9 18.2
Old : 100.0: 21.4 9.4 11.2 49.4 61.2 82.1 81.8: 17.9 18.2
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 : 175: 49 27 43 76 82 138 139:
Old : 175: 49 27 43 76 82 138 139:
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 : 19.2 26.1 27.7 35.7 12.3 17.5 19.1 25.7
Old : 19.2 26.1 27.7 35.7 12.3 17.5 19.1 25.7
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 with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 879,529: 57,781 164,119 10,147 695,737 613,976 763,665 788,242: 115,865 91,288
Old : 879,529: 57,781 164,119 10,147 695,737 613,976 763,665 788,242: 115,865 91,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -4,368: 6,426 1,320 -3,006 1,011 -2,329 4,431 -4,015: -8,799 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 18.7 1.2 79.1 69.8 86.8 89.6: 13.2 10.4
Old : 100.0: 6.6 18.7 1.2 79.1 69.8 86.8 89.6: 13.2 10.4
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 : 118: 17 11 14 60 73 85 90:
Old : 118: 17 11 14 60 73 85 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 40.3 40.8 52.7 20.4 40.3 31.0 50.6
Old : 27.3 40.3 40.8 52.7 20.4 40.3 31.0 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,596: 472 1,229 293 1,453 616 2,218 2,138: 378 458
Old : 2,596: 472 1,229 293 1,453 616 2,218 2,138: 378 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -126: -11 -35 -56 30 -82 -37 -173: -89 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.3 11.3 56.0 23.7 85.4 82.4: 14.6 17.6
Old : 100.0: 18.2 47.3 11.3 56.0 23.7 85.4 82.4: 14.6 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 8 6 8 7 17 20:
Old : 25: 7 8 6 8 7 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 47.2 69.7 62.3 40.8 41.6 53.8 51.0
Old : 50.4 47.2 69.7 62.3 40.8 41.6 53.8 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 414,796: 98,440 48,818 77,604 197,163 260,508 373,206 386,930: 41,589 27,865
Old : 365,858: 93,066 48,465 69,065 166,511 222,928 328,642 340,458: 37,216 25,400
Other: 48,938: 9,116 4,095 4,797 30,651 37,580 44,564 46,472: 4,373 2,466
: : :
: : Changes in Commitments from: December 26, 2017 :
: -10,551: -6,069 4,944 1,566 -7,474 -19,065 -11,977 -12,554: 1,426 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 11.8 18.7 47.5 62.8 90.0 93.3: 10.0 6.7
Old : 100.0: 25.4 13.2 18.9 45.5 60.9 89.8 93.1: 10.2 6.9
Other: 100.0: 18.6 8.4 9.8 62.6 76.8 91.1 95.0: 8.9 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 83 60 93 98 86 232 202:
Old : 272: 89 58 88 97 84 228 196:
Other: 114: 25 19 24 47 36 83 72:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 29.4 20.8 36.2 12.3 27.9 17.6 34.5
Old : 14.3 28.7 21.2 36.2 13.2 27.6 18.9 34.8
Other: 28.9 40.9 47.6 57.2 28.8 36.9 45.4 47.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,088: 1,332 2,605 352 6,678 5,598 8,362 8,555: 1,727 1,533
Old : 9,834: 1,346 2,605 338 6,548 5,415 8,232 8,358: 1,603 1,476
Other: 254: 0 14 0 130 183 130 197: 124 57
: : :
: : Changes in Commitments from: December 26, 2017 :
: -524: -33 286 -241 -53 -517 -327 -472: -197 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 25.8 3.5 66.2 55.5 82.9 84.8: 17.1 15.2
Old : 100.0: 13.7 26.5 3.4 66.6 55.1 83.7 85.0: 16.3 15.0
Other: 100.0: 0.0 5.5 0.0 51.2 72.0 51.2 77.6: 48.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 16 11 17 14 35 37:
Old : 53: 13 16 10 16 14 34 36:
Other: 9: 0 2 0 3 4 3 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 40.8 61.8 58.4 52.6 39.7 61.1 56.8
Old : 54.0 40.5 63.2 58.3 53.7 39.8 62.5 57.2
Other: 51.2 75.2 51.2 77.6 51.2 75.2 51.2 77.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,888,136: 411,242 637,239 109,294 1,243,302 976,754 1,763,838 1,723,287: 124,298 164,849
Old : 1,888,136: 411,242 637,239 109,294 1,243,302 976,754 1,763,838 1,723,287: 124,298 164,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 15,301: 5,621 47,702 3,226 4,698 -36,349 13,546 14,580: 1,755 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 33.7 5.8 65.8 51.7 93.4 91.3: 6.6 8.7
Old : 100.0: 21.8 33.7 5.8 65.8 51.7 93.4 91.3: 6.6 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 : 311: 53 74 41 138 124 218 212:
Old : 311: 53 74 41 138 124 218 212:
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 27.9 30.9 38.7 18.3 25.8 28.4 35.2
Old : 19.3 27.9 30.9 38.7 18.3 25.8 28.4 35.2
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 with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,737,139: 653,701 705,584 379,576 2,358,600 2,083,036 3,391,877 3,168,196: 345,262 568,943
Old : 3,737,139: 653,701 705,584 379,576 2,358,600 2,083,036 3,391,877 3,168,196: 345,262 568,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -13,751: 24,506 9,162 -25,794 -9,896 -20,675 -11,184 -37,307: -2,568 23,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.9 10.2 63.1 55.7 90.8 84.8: 9.2 15.2
Old : 100.0: 17.5 18.9 10.2 63.1 55.7 90.8 84.8: 9.2 15.2
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 : 393: 76 93 92 164 193 288 330:
Old : 393: 76 93 92 164 193 288 330:
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 12.2 32.8 19.1 19.2 9.7 26.8 14.3
Old : 22.7 12.2 32.8 19.1 19.2 9.7 26.8 14.3
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 with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 519,475: 93,413 72,473 6,797 324,196 303,089 424,406 382,359: 95,069 137,116
Old : 519,475: 93,413 72,473 6,797 324,196 303,089 424,406 382,359: 95,069 137,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,201: 14,627 -1,992 185 272 21,586 15,084 19,779: -3,883 -8,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.0 1.3 62.4 58.3 81.7 73.6: 18.3 26.4
Old : 100.0: 18.0 14.0 1.3 62.4 58.3 81.7 73.6: 18.3 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 12 12 11 45 51 63 68:
Old : 88: 12 12 11 45 51 63 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 22.9 45.4 31.1 33.2 21.8 45.1 29.6
Old : 33.4 22.9 45.4 31.1 33.2 21.8 45.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,263,465: 534,745 981,629 228,259 2,244,143 1,620,058 3,007,147 2,829,946: 256,319 433,519
Old : 3,263,465: 534,745 981,629 228,259 2,244,143 1,620,058 3,007,147 2,829,946: 256,319 433,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 11,427: 35,489 55,011 -25,989 1,371 -14,444 10,872 14,578: 555 -3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 30.1 7.0 68.8 49.6 92.1 86.7: 7.9 13.3
Old : 100.0: 16.4 30.1 7.0 68.8 49.6 92.1 86.7: 7.9 13.3
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 : 317: 54 77 67 132 152 226 256:
Old : 317: 54 77 67 132 152 226 256:
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 : 32.1 14.5 42.4 23.4 28.3 12.9 37.4 20.2
Old : 32.1 14.5 42.4 23.4 28.3 12.9 37.4 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,395,724: 129,886 222,400 278,090 958,270 840,899 1,366,246 1,341,389: 29,478 54,335
Old : 1,395,724: 129,886 222,400 278,090 958,270 840,899 1,366,246 1,341,389: 29,478 54,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: -88,829: -11,663 20,719 -33,303 -42,663 -76,453 -87,629 -89,037: -1,200 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.9 19.9 68.7 60.2 97.9 96.1: 2.1 3.9
Old : 100.0: 9.3 15.9 19.9 68.7 60.2 97.9 96.1: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 24 50 52 63 67 120 140:
Old : 149: 24 50 52 63 67 120 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 26.7 50.7 36.7 22.6 15.1 29.4 20.1
Old : 37.0 26.7 50.7 36.7 22.6 15.1 29.4 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 75,598: 42,952 5,522 3,993 16,172 59,725 63,117 69,241: 12,482 6,358
Old : 75,598: 42,952 5,522 3,993 16,172 59,725 63,117 69,241: 12,482 6,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 2,043: 1,655 -49 -211 -139 2,863 1,306 2,603: 737 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 7.3 5.3 21.4 79.0 83.5 91.6: 16.5 8.4
Old : 100.0: 56.8 7.3 5.3 21.4 79.0 83.5 91.6: 16.5 8.4
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 : 123: 54 20 10 28 32 85 59:
Old : 123: 54 20 10 28 32 85 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 40.7 34.7 58.9 20.1 38.7 31.9 56.8
Old : 21.3 40.7 34.7 58.9 20.1 38.7 31.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 151,197: 85,903 11,044 7,987 32,343 119,451 126,233 138,481: 24,963 12,715
Old : 151,197: 85,903 11,044 7,987 32,343 119,451 126,233 138,481: 24,963 12,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 4,086: 3,310 -98 -421 -277 5,726 2,611 5,207: 1,475 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 7.3 5.3 21.4 79.0 83.5 91.6: 16.5 8.4
Old : 100.0: 56.8 7.3 5.3 21.4 79.0 83.5 91.6: 16.5 8.4
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 : 123: 54 20 10 28 32 85 59:
Old : 123: 54 20 10 28 32 85 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 40.7 34.7 58.9 20.1 38.7 31.9 56.8
Old : 21.3 40.7 34.7 58.9 20.1 38.7 31.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 71,818: 60,644 71,539 251 10,784 0 71,679 71,790: 139 28
Old : 71,818: 60,644 71,539 251 10,784 0 71,679 71,790: 139 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 20,286: 20,273 20,415 -23 0 -100 20,250 20,292: 36 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 99.6 0.3 15.0 0.0 99.8 100.0: 0.2 0.0
Old : 100.0: 84.4 99.6 0.3 15.0 0.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 28 9 2 3 0 32 10:
Old : 40: 28 9 2 3 0 32 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 93.5 91.4 99.6 73.0 93.5 91.1 99.4
Old : 73.3 93.5 91.4 99.6 73.0 93.5 91.1 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 25,514: 9,828 6,294 0 15,669 19,060 25,497 25,354: 17 160
Old : 25,514: 9,828 6,294 0 15,669 19,060 25,497 25,354: 17 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 602: 440 -274 0 169 824 609 550: -7 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 24.7 0.0 61.4 74.7 99.9 99.4: 0.1 0.6
Old : 100.0: 38.5 24.7 0.0 61.4 74.7 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 15 0 8 19 15 34:
Old : 47: 7 15 0 8 19 15 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 38.2 96.2 64.4 76.6 38.2 96.2 64.4
Old : 76.6 38.2 96.2 64.4 76.6 38.2 96.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 21,440: 17,450 5,183 23 3,962 16,121 21,435 21,327: 5 113
Old : 21,440: 17,450 5,183 23 3,962 16,121 21,435 21,327: 5 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2017 :
: 278: -251 250 0 553 32 302 282: -24 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 24.2 0.1 18.5 75.2 100.0 99.5: 0.0 0.5
Old : 100.0: 81.4 24.2 0.1 18.5 75.2 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 12 1 5 13 10 25:
Old : 33: 4 12 1 5 13 10 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.1 55.6 99.7 78.3 93.1 55.6 97.7 78.3
Old : 93.1 55.6 99.7 78.3 93.1 55.6 97.7 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 5, 2018