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