WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 639,461: 146,807 244,235 194,243 251,212 152,791 592,262 591,269: 47,199 48,192 Old : 452,171: 135,484 226,525 107,593 174,301 84,791 417,377 418,908: 34,794 33,263 Other: 187,290: 48,259 54,646 49,714 76,911 68,001 174,884 172,361: 12,406 14,929 : : : : : Changes in Commitments from: January 2, 2018 : : 13,030: 4,818 2,045 6,520 779 3,560 12,117 12,125: 913 905 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 38.2 30.4 39.3 23.9 92.6 92.5: 7.4 7.5 Old : 100.0: 30.0 50.1 23.8 38.5 18.8 92.3 92.6: 7.7 7.4 Other: 100.0: 25.8 29.2 26.5 41.1 36.3 93.4 92.0: 6.6 8.0 : : : :# Traders : Number of Traders in Each Category : All : 459: 135 171 166 112 111 344 362: Old : 439: 136 155 139 108 104 317 333: Other: 256: 65 84 65 62 86 167 199: :---------------------------------------------------------------------------------------------------- : 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 : 14.2 8.3 22.5 15.1 11.2 7.1 16.7 12.8 Old : 15.8 10.3 23.5 18.7 14.7 9.6 20.9 17.5 Other: 18.3 16.1 31.0 27.1 14.7 12.7 23.7 21.0 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 339,255: 109,361 112,590 66,415 137,175 137,923 312,951 316,928: 26,304 22,327 Old : 250,955: 104,912 108,444 38,335 88,978 90,588 232,225 237,366: 18,730 13,589 Other: 88,300: 21,775 21,472 10,754 48,197 47,335 80,726 79,561: 7,573 8,738 : : : : : Changes in Commitments from: January 2, 2018 : : -4,281: -2,112 -9,183 10,921 -11,682 -7,054 -2,873 -5,315: -1,408 1,034 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 33.2 19.6 40.4 40.7 92.2 93.4: 7.8 6.6 Old : 100.0: 41.8 43.2 15.3 35.5 36.1 92.5 94.6: 7.5 5.4 Other: 100.0: 24.7 24.3 12.2 54.6 53.6 91.4 90.1: 8.6 9.9 : : : :# Traders : Number of Traders in Each Category : All : 296: 104 71 82 88 84 229 209: Old : 279: 100 66 49 82 71 201 168: Other: 185: 52 48 46 56 65 132 135: :---------------------------------------------------------------------------------------------------- : 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 : 19.1 18.1 28.6 28.9 13.1 14.6 19.6 24.0 Old : 25.6 21.9 35.3 34.7 22.5 21.7 30.6 33.1 Other: 27.5 27.5 37.6 40.4 21.4 26.4 30.6 37.7 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 1,915,789: 342,635 489,615 491,551 836,466 718,543 1,670,652 1,699,709: 245,137 216,080 Old : 1,659,985: 330,038 491,430 394,241 714,274 601,762 1,438,554 1,487,432: 221,432 172,553 Other: 255,804: 59,840 45,429 50,067 122,192 116,781 232,099 212,277: 23,705 43,527 : : : : : Changes in Commitments from: January 2, 2018 : : 63,837: -4,810 19,140 45,720 18,715 -6,188 59,625 58,672: 4,212 5,166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 25.6 25.7 43.7 37.5 87.2 88.7: 12.8 11.3 Old : 100.0: 19.9 29.6 23.7 43.0 36.3 86.7 89.6: 13.3 10.4 Other: 100.0: 23.4 17.8 19.6 47.8 45.7 90.7 83.0: 9.3 17.0 : : : :# Traders : Number of Traders in Each Category : All : 830: 203 177 218 366 353 679 656: Old : 818: 207 178 199 355 340 654 630: Other: 473: 71 93 71 126 265 239 387: :---------------------------------------------------------------------------------------------------- : 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 : 9.0 8.9 14.7 14.7 6.8 7.6 11.6 12.1 Old : 8.9 9.8 15.2 16.1 8.2 8.3 12.6 13.5 Other: 20.2 16.9 31.1 26.8 19.5 16.3 29.3 24.5 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 6,955: 2,470 771 572 1,889 4,359 4,930 5,701: 2,024 1,253 Old : 6,642: 2,424 775 508 1,755 4,214 4,686 5,496: 1,956 1,146 Other: 313: 92 43 18 134 145 244 205: 69 107 : : : : : Changes in Commitments from: January 2, 2018 : : -98: -54 51 94 -58 -210 -18 -65: -80 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 11.1 8.2 27.2 62.7 70.9 82.0: 29.1 18.0 Old : 100.0: 36.5 11.7 7.6 26.4 63.4 70.6 82.7: 29.4 17.3 Other: 100.0: 29.5 13.6 5.7 42.9 46.4 78.1 65.7: 21.9 34.3 : : : :# Traders : Number of Traders in Each Category : All : 31: 8 9 6 9 11 20 23: Old : 31: 8 9 6 9 11 20 23: Other: 12: 2 2 1 4 4 6 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 : 46.5 52.3 57.6 65.7 44.5 50.3 55.5 61.0 Old : 45.7 52.7 57.2 66.6 43.6 50.7 55.1 62.0 Other: 75.2 57.8 78.1 65.7 69.7 56.6 72.4 60.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 5,000 BUSHELS) : : : : All : 843,057: 130,015 212,433 197,197 456,403 341,812 783,615 751,442: 59,442 91,615 Old : 740,761: 122,225 204,301 168,891 398,062 295,086 689,178 668,278: 51,583 72,484 Other: 102,296: 18,945 19,288 17,150 58,342 46,726 94,437 83,164: 7,859 19,131 : : : : : Changes in Commitments from: January 2, 2018 : : 28,259: -4,150 14,642 10,448 22,383 4,732 28,682 29,822: -423 -1,563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 25.2 23.4 54.1 40.5 92.9 89.1: 7.1 10.9 Old : 100.0: 16.5 27.6 22.8 53.7 39.8 93.0 90.2: 7.0 9.8 Other: 100.0: 18.5 18.9 16.8 57.0 45.7 92.3 81.3: 7.7 18.7 : : : :# Traders : Number of Traders in Each Category : All : 626: 167 179 226 197 214 487 521: Old : 620: 171 179 203 188 206 466 498: Other: 321: 57 79 61 85 149 178 258: :---------------------------------------------------------------------------------------------------- : 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 : 17.5 8.2 24.0 14.0 15.6 6.0 21.1 11.3 Old : 17.7 8.8 24.7 15.3 16.5 6.9 22.1 12.9 Other: 28.8 22.7 38.3 31.3 28.1 21.7 37.2 28.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 60,000 POUNDS) : : : : All : 475,819: 118,358 87,664 104,028 219,078 254,715 441,464 446,407: 34,355 29,412 Old : 415,098: 107,889 93,678 85,301 193,138 210,837 386,328 389,816: 28,770 25,282 Other: 60,721: 26,129 9,645 3,068 25,940 43,878 55,137 56,591: 5,585 4,130 : : : : : Changes in Commitments from: January 2, 2018 : : 7,807: 2,492 -3,668 -681 5,187 13,602 6,998 9,253: 808 -1,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 18.4 21.9 46.0 53.5 92.8 93.8: 7.2 6.2 Old : 100.0: 26.0 22.6 20.5 46.5 50.8 93.1 93.9: 6.9 6.1 Other: 100.0: 43.0 15.9 5.1 42.7 72.3 90.8 93.2: 9.2 6.8 : : : :# Traders : Number of Traders in Each Category : All : 333: 101 88 114 94 84 263 243: Old : 330: 99 98 105 91 78 254 232: Other: 126: 46 24 21 41 27 95 65: :---------------------------------------------------------------------------------------------------- : 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 : 12.9 27.9 20.7 34.5 11.1 25.1 17.1 31.0 Old : 13.5 25.8 21.5 32.7 12.3 24.8 19.8 31.0 Other: 25.9 55.8 38.7 67.4 25.9 52.7 38.6 64.1 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 952,042: 189,143 88,019 123,821 468,659 559,768 781,623 771,608: 170,419 180,434 Old : 952,042: 189,143 88,019 123,821 468,659 559,768 781,623 771,608: 170,419 180,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 44,319: -5,299 2,574 21,884 20,154 4,274 36,740 28,732: 7,580 15,587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 9.2 13.0 49.2 58.8 82.1 81.0: 17.9 19.0 Old : 100.0: 19.9 9.2 13.0 49.2 58.8 82.1 81.0: 17.9 19.0 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 : 179: 48 34 49 78 78 145 142: Old : 179: 48 34 49 78 78 145 142: 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 : 19.0 25.4 27.4 34.2 11.7 16.7 18.3 23.9 Old : 19.0 25.4 27.4 34.2 11.7 16.7 18.3 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 with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 888,193: 64,187 171,133 12,945 693,976 612,624 771,107 796,702: 117,086 91,491 Old : 888,193: 64,187 171,133 12,945 693,976 612,624 771,107 796,702: 117,086 91,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 8,663: 6,406 7,013 2,798 -1,762 -1,352 7,443 8,460: 1,221 203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 19.3 1.5 78.1 69.0 86.8 89.7: 13.2 10.3 Old : 100.0: 7.2 19.3 1.5 78.1 69.0 86.8 89.7: 13.2 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 120: 16 14 14 60 75 84 95: Old : 120: 16 14 14 60 75 84 95: 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 : 27.2 37.7 40.5 51.2 20.4 37.7 30.7 48.9 Old : 27.2 37.7 40.5 51.2 20.4 37.7 30.7 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 29,000 U.S. GALLONS) : : : : All : 2,750: 762 1,337 313 1,322 652 2,397 2,302: 353 448 Old : 2,750: 762 1,337 313 1,322 652 2,397 2,302: 353 448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 154: 290 108 20 -131 36 179 164: -25 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 48.6 11.4 48.1 23.7 87.2 83.7: 12.8 16.3 Old : 100.0: 27.7 48.6 11.4 48.1 23.7 87.2 83.7: 12.8 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 7 7 7 7 8 16 21: Old : 24: 7 7 7 7 8 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 49.1 73.3 65.6 40.1 45.3 55.1 54.4 Old : 52.3 49.1 73.3 65.6 40.1 45.3 55.1 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100 TONS) : : : : All : 418,712: 99,375 49,049 78,736 196,697 261,982 374,807 389,766: 43,904 28,945 Old : 366,033: 94,480 49,891 68,315 164,684 221,823 327,480 340,030: 38,553 26,003 Other: 52,679: 9,488 3,751 5,827 32,013 40,159 47,328 49,737: 5,351 2,942 : : : : : Changes in Commitments from: January 2, 2018 : : 3,916: 935 230 1,132 -465 1,474 1,601 2,836: 2,315 1,080 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 11.7 18.8 47.0 62.6 89.5 93.1: 10.5 6.9 Old : 100.0: 25.8 13.6 18.7 45.0 60.6 89.5 92.9: 10.5 7.1 Other: 100.0: 18.0 7.1 11.1 60.8 76.2 89.8 94.4: 10.2 5.6 : : : :# Traders : Number of Traders in Each Category : All : 276: 91 55 92 95 86 231 204: Old : 275: 99 54 87 95 84 229 198: Other: 119: 26 22 27 50 38 90 76: :---------------------------------------------------------------------------------------------------- : 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 29.7 20.0 36.4 11.8 28.2 17.1 34.7 Old : 13.7 29.2 20.1 36.5 12.9 28.0 18.6 35.1 Other: 27.0 40.1 45.4 55.1 27.0 36.2 43.5 45.9 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 10,571: 1,282 2,952 436 7,000 5,582 8,718 8,969: 1,854 1,602 Old : 10,256: 1,290 2,952 423 6,843 5,337 8,556 8,711: 1,701 1,545 Other: 315: 5 13 0 157 245 162 258: 153 57 : : : : : Changes in Commitments from: January 2, 2018 : : 483: -50 347 83 322 -16 356 414: 127 69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 27.9 4.1 66.2 52.8 82.5 84.8: 17.5 15.2 Old : 100.0: 12.6 28.8 4.1 66.7 52.0 83.4 84.9: 16.6 15.1 Other: 100.0: 1.6 4.1 0.0 49.8 77.8 51.4 81.9: 48.6 18.1 : : : :# Traders : Number of Traders in Each Category : All : 57: 13 18 10 20 13 37 38: Old : 56: 13 18 9 19 13 36 37: Other: 9: 1 1 0 3 4 4 5: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 38.4 59.3 55.5 50.4 37.2 58.0 53.9 Old : 52.3 38.2 60.6 55.7 51.4 37.5 59.3 54.5 Other: 51.4 80.3 51.4 81.9 51.4 80.3 51.4 81.9 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $200,000 FACE VALUE) : : : : All : 1,960,551: 413,189 670,702 117,483 1,314,004 998,393 1,844,676 1,786,577: 115,875 173,974 Old : 1,960,551: 413,189 670,702 117,483 1,314,004 998,393 1,844,676 1,786,577: 115,875 173,974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 72,415: 1,947 33,463 8,189 70,703 21,639 80,838 63,290: -8,423 9,125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 34.2 6.0 67.0 50.9 94.1 91.1: 5.9 8.9 Old : 100.0: 21.1 34.2 6.0 67.0 50.9 94.1 91.1: 5.9 8.9 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 : 323: 57 76 42 135 133 219 224: Old : 323: 57 76 42 135 133 219 224: 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 : 18.4 26.9 29.7 37.3 17.1 24.6 27.1 34.3 Old : 18.4 26.9 29.7 37.3 17.1 24.6 27.1 34.3 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 with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 4,060,053: 565,787 715,230 550,518 2,597,281 2,195,277 3,713,585 3,461,025: 346,467 599,028 Old : 4,060,053: 565,787 715,230 550,518 2,597,281 2,195,277 3,713,585 3,461,025: 346,467 599,028 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 322,914: -87,915 9,646 170,942 238,681 112,241 321,708 292,829: 1,205 30,084 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 17.6 13.6 64.0 54.1 91.5 85.2: 8.5 14.8 Old : 100.0: 13.9 17.6 13.6 64.0 54.1 91.5 85.2: 8.5 14.8 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 : 422: 78 107 102 178 200 311 354: Old : 422: 78 107 102 178 200 311 354: 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 : 22.3 10.9 32.1 17.9 18.9 8.3 25.5 12.6 Old : 22.3 10.9 32.1 17.9 18.9 8.3 25.5 12.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 520,079: 89,629 64,839 6,851 334,031 304,997 430,511 376,687: 89,568 143,392 Old : 520,079: 89,629 64,839 6,851 334,031 304,997 430,511 376,687: 89,568 143,392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 604: -3,784 -7,634 54 9,835 1,908 6,105 -5,672: -5,501 6,276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 12.5 1.3 64.2 58.6 82.8 72.4: 17.2 27.6 Old : 100.0: 17.2 12.5 1.3 64.2 58.6 82.8 72.4: 17.2 27.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 12 14 9 46 49 64 66: Old : 89: 12 14 9 46 49 64 66: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.2 22.5 45.8 30.4 34.0 22.0 45.6 29.4 Old : 34.2 22.5 45.8 30.4 34.0 22.0 45.6 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $100,000 FACE VALUE) : : : : All : 3,386,811: 558,812 1,019,649 270,784 2,298,873 1,648,034 3,128,468 2,938,467: 258,343 448,344 Old : 3,386,811: 558,812 1,019,649 270,784 2,298,873 1,648,034 3,128,468 2,938,467: 258,343 448,344 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 123,346: 24,067 38,021 42,525 54,730 27,976 121,322 108,521: 2,024 14,825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 30.1 8.0 67.9 48.7 92.4 86.8: 7.6 13.2 Old : 100.0: 16.5 30.1 8.0 67.9 48.7 92.4 86.8: 7.6 13.2 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 : 332: 56 81 67 139 159 236 266: Old : 332: 56 81 67 139 159 236 266: 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 : 31.6 14.8 41.9 23.8 27.5 12.3 36.7 19.5 Old : 31.6 14.8 41.9 23.8 27.5 12.3 36.7 19.5 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 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $5,000,000) : : : : All : 1,463,971: 115,417 187,992 310,406 1,005,809 908,196 1,431,632 1,406,594: 32,339 57,377 Old : 1,463,971: 115,417 187,992 310,406 1,005,809 908,196 1,431,632 1,406,594: 32,339 57,377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 68,247: -14,469 -34,408 32,316 47,539 67,297 65,386 65,205: 2,861 3,042 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 12.8 21.2 68.7 62.0 97.8 96.1: 2.2 3.9 Old : 100.0: 7.9 12.8 21.2 68.7 62.0 97.8 96.1: 2.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 151: 25 45 54 67 72 123 144: Old : 151: 25 45 54 67 72 123 144: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 29.1 48.4 39.0 22.7 16.0 29.0 21.0 Old : 36.5 29.1 48.4 39.0 22.7 16.0 29.0 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($10 X DJIA INDEX) : : : : All : 76,734: 40,738 7,747 4,995 18,156 57,906 63,889 70,649: 12,844 6,085 Old : 76,734: 40,738 7,747 4,995 18,156 57,906 63,889 70,649: 12,844 6,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 1,136: -2,213 2,225 1,002 1,984 -1,819 773 1,408: 363 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 10.1 6.5 23.7 75.5 83.3 92.1: 16.7 7.9 Old : 100.0: 53.1 10.1 6.5 23.7 75.5 83.3 92.1: 16.7 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 121: 50 21 12 31 30 85 59: Old : 121: 50 21 12 31 30 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 : 21.0 40.4 33.6 57.5 19.1 38.5 30.5 55.6 Old : 21.0 40.4 33.6 57.5 19.1 38.5 30.5 55.6 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 with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($5 X DJIA INDEX) : : : : All : 153,468: 81,477 15,495 9,990 36,312 115,813 127,779 141,297: 25,689 12,171 Old : 153,468: 81,477 15,495 9,990 36,312 115,813 127,779 141,297: 25,689 12,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 2,271: -4,426 4,451 2,003 3,969 -3,638 1,546 2,816: 726 -545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 10.1 6.5 23.7 75.5 83.3 92.1: 16.7 7.9 Old : 100.0: 53.1 10.1 6.5 23.7 75.5 83.3 92.1: 16.7 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 121: 50 21 12 31 30 85 59: Old : 121: 50 21 12 31 30 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 : 21.0 40.4 33.6 57.5 19.1 38.5 30.5 55.6 Old : 21.0 40.4 33.6 57.5 19.1 38.5 30.5 55.6 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 with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 77,139: 63,887 76,863 251 12,814 0 76,952 77,114: 187 25 Old : 77,139: 63,887 76,863 251 12,814 0 76,952 77,114: 187 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 5,321: 3,243 5,324 0 2,030 0 5,273 5,324: 48 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 99.6 0.3 16.6 0.0 99.8 100.0: 0.2 0.0 Old : 100.0: 82.8 99.6 0.3 16.6 0.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 27 10 2 3 0 31 11: Old : 40: 27 10 2 3 0 31 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 93.4 91.6 99.5 78.7 93.4 91.4 99.4 Old : 79.0 93.4 91.6 99.5 78.7 93.4 91.4 99.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 25,624: 8,972 5,868 0 16,621 19,598 25,593 25,466: 31 158 Old : 25,624: 8,972 5,868 0 16,621 19,598 25,593 25,466: 31 158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : 110: -856 -426 0 952 538 96 112: 14 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 22.9 0.0 64.9 76.5 99.9 99.4: 0.1 0.6 Old : 100.0: 35.0 22.9 0.0 64.9 76.5 99.9 99.4: 0.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 9 14 0 8 19 17 33: Old : 48: 9 14 0 8 19 17 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 37.8 95.3 62.4 75.7 37.7 95.3 62.4 Old : 75.7 37.8 95.3 62.4 75.7 37.7 95.3 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 19,953: 17,529 4,578 23 2,333 15,285 19,885 19,886: 68 67 Old : 19,953: 17,529 4,578 23 2,333 15,285 19,885 19,886: 68 67 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 2, 2018 : : -1,487: 79 -605 0 -1,629 -836 -1,550 -1,441: 63 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 22.9 0.1 11.7 76.6 99.7 99.7: 0.3 0.3 Old : 100.0: 87.9 22.9 0.1 11.7 76.6 99.7 99.7: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 5 13 1 4 13 10 26: Old : 34: 5 13 1 4 13 10 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 93.5 60.1 99.3 77.5 93.5 60.1 97.1 77.5 Old : 93.5 60.1 99.3 77.5 93.5 60.1 97.1 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018