WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 669,281: 148,461 259,581 201,895 272,692 162,721 623,048 624,196: 46,233 45,085
Old : 470,129: 138,248 240,329 110,302 187,499 88,550 436,049 439,181: 34,080 30,948
Other: 199,152: 50,158 59,197 51,648 85,193 74,171 186,999 185,016: 12,153 14,136
: : :
: : Changes in Commitments from: January 9, 2018 :
: 29,820: 1,654 15,346 7,652 21,480 9,929 30,786 32,927: -967 -3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 38.8 30.2 40.7 24.3 93.1 93.3: 6.9 6.7
Old : 100.0: 29.4 51.1 23.5 39.9 18.8 92.8 93.4: 7.2 6.6
Other: 100.0: 25.2 29.7 25.9 42.8 37.2 93.9 92.9: 6.1 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 151 181 173 116 115 360 389:
Old : 468: 157 162 142 110 106 327 358:
Other: 269: 62 93 71 63 90 175 210:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 8.1 22.4 14.6 11.3 6.7 16.5 12.4
Old : 15.9 10.0 24.1 17.8 14.7 9.1 20.8 16.9
Other: 17.7 14.5 29.6 24.9 14.6 11.1 23.9 19.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 339,206: 105,683 105,599 68,669 137,983 142,428 312,335 316,697: 26,871 22,509
Old : 243,479: 101,361 102,397 35,899 87,898 91,250 225,158 229,547: 18,320 13,932
Other: 95,727: 22,122 21,002 14,969 50,085 51,179 87,176 87,150: 8,551 8,577
: : :
: : Changes in Commitments from: January 9, 2018 :
: -49: -3,678 -6,991 2,254 808 4,506 -616 -231: 567 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 31.1 20.2 40.7 42.0 92.1 93.4: 7.9 6.6
Old : 100.0: 41.6 42.1 14.7 36.1 37.5 92.5 94.3: 7.5 5.7
Other: 100.0: 23.1 21.9 15.6 52.3 53.5 91.1 91.0: 8.9 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 101 73 87 88 86 231 216:
Old : 284: 99 72 49 80 73 201 173:
Other: 183: 52 43 49 59 67 133 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 17.6 27.9 27.6 13.0 13.8 19.3 22.5
Old : 24.5 21.6 34.5 34.1 23.7 21.5 32.0 32.3
Other: 26.0 25.6 36.6 39.7 20.0 24.5 29.4 35.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 1,979,732: 355,416 504,340 516,788 859,363 739,381 1,731,567 1,760,509: 248,165 219,223
Old : 1,709,786: 336,419 504,436 418,531 733,311 613,842 1,488,261 1,536,809: 221,525 172,977
Other: 269,946: 64,777 45,684 52,477 126,053 125,539 243,307 223,700: 26,640 46,246
: : :
: : Changes in Commitments from: January 9, 2018 :
: 63,943: 12,781 14,724 25,237 22,897 20,838 60,915 60,799: 3,028 3,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 25.5 26.1 43.4 37.3 87.5 88.9: 12.5 11.1
Old : 100.0: 19.7 29.5 24.5 42.9 35.9 87.0 89.9: 13.0 10.1
Other: 100.0: 24.0 16.9 19.4 46.7 46.5 90.1 82.9: 9.9 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 864: 199 201 237 378 371 708 695:
Old : 855: 209 195 216 370 358 685 670:
Other: 492: 79 85 77 135 277 257 399:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 9.0 14.4 14.9 6.4 7.7 11.1 12.2
Old : 8.7 9.8 14.9 16.1 7.8 8.3 12.2 13.3
Other: 18.5 16.2 29.2 26.8 17.6 15.6 27.4 23.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 7,012: 2,477 740 444 1,974 4,536 4,896 5,720: 2,116 1,291
Old : 6,649: 2,425 744 380 1,801 4,346 4,607 5,471: 2,043 1,179
Other: 362: 99 43 17 173 190 289 250: 73 113
: : :
: : Changes in Commitments from: January 9, 2018 :
: 57: 7 -32 -127 86 178 -35 19: 92 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 10.6 6.3 28.2 64.7 69.8 81.6: 30.2 18.4
Old : 100.0: 36.5 11.2 5.7 27.1 65.4 69.3 82.3: 30.7 17.7
Other: 100.0: 27.3 11.8 4.7 47.7 52.4 79.7 68.9: 20.3 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 8 6 12 12 22 23:
Old : 30: 8 7 6 11 12 21 23:
Other: 12: 2 2 1 5 4 7 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 : 47.7 53.3 57.4 67.2 47.2 51.5 56.6 63.0
Old : 46.9 53.8 57.0 68.0 46.4 52.0 56.2 63.8
Other: 74.0 60.2 79.7 68.9 69.3 56.8 71.7 60.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 886,347: 131,887 225,380 213,651 479,883 352,808 825,421 791,839: 60,926 94,508
Old : 776,787: 131,978 219,994 175,324 416,937 307,108 724,239 702,426: 52,547 74,360
Other: 109,560: 18,481 23,958 19,755 62,946 45,700 101,182 89,412: 8,379 20,148
: : :
: : Changes in Commitments from: January 9, 2018 :
: 43,290: 1,872 12,947 16,454 23,480 10,996 41,806 40,397: 1,484 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.4 24.1 54.1 39.8 93.1 89.3: 6.9 10.7
Old : 100.0: 17.0 28.3 22.6 53.7 39.5 93.2 90.4: 6.8 9.6
Other: 100.0: 16.9 21.9 18.0 57.5 41.7 92.4 81.6: 7.6 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 630: 167 183 222 203 218 494 521:
Old : 623: 169 183 199 193 207 470 496:
Other: 333: 60 81 65 89 155 187 269:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 8.3 24.3 14.4 15.4 6.6 20.7 11.9
Old : 17.8 9.1 25.0 15.4 16.3 7.3 22.0 13.3
Other: 27.5 22.5 37.0 32.2 26.8 21.8 36.2 28.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 498,111: 118,677 101,219 121,509 223,430 245,631 463,616 468,359: 34,495 29,752
Old : 435,248: 109,913 105,919 101,815 193,704 201,213 405,432 408,947: 29,815 26,301
Other: 62,863: 24,511 11,048 3,946 29,726 44,418 58,183 59,412: 4,680 3,451
: : :
: : Changes in Commitments from: January 9, 2018 :
: 22,292: 319 13,556 17,480 4,352 -9,084 22,151 21,952: 141 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.3 24.4 44.9 49.3 93.1 94.0: 6.9 6.0
Old : 100.0: 25.3 24.3 23.4 44.5 46.2 93.1 94.0: 6.9 6.0
Other: 100.0: 39.0 17.6 6.3 47.3 70.7 92.6 94.5: 7.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 103 98 123 95 91 269 265:
Old : 343: 104 105 112 91 86 257 254:
Other: 136: 46 30 27 43 30 102 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 : 11.9 24.9 19.2 30.9 10.3 22.8 16.2 27.9
Old : 12.6 22.9 20.0 29.4 11.4 21.0 18.8 26.8
Other: 27.2 51.5 39.5 65.3 27.2 51.0 39.5 62.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 975,828: 193,063 92,834 125,601 487,901 573,137 806,566 791,573: 169,262 184,255
Old : 975,828: 193,063 92,834 125,601 487,901 573,137 806,566 791,573: 169,262 184,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 23,786: 3,920 4,815 1,780 19,242 13,370 24,943 19,965: -1,157 3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 9.5 12.9 50.0 58.7 82.7 81.1: 17.3 18.9
Old : 100.0: 19.8 9.5 12.9 50.0 58.7 82.7 81.1: 17.3 18.9
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 : 177: 45 35 46 75 78 139 140:
Old : 177: 45 35 46 75 78 139 140:
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 : 19.5 25.1 27.7 34.4 11.9 16.6 18.8 23.8
Old : 19.5 25.1 27.7 34.4 11.9 16.6 18.8 23.8
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 16, 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 : 886,555: 54,864 178,940 11,933 700,605 601,357 767,402 792,230: 119,154 94,325
Old : 886,555: 54,864 178,940 11,933 700,605 601,357 767,402 792,230: 119,154 94,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -1,638: -9,323 7,808 -1,012 6,629 -11,267 -3,706 -4,471: 2,068 2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 20.2 1.3 79.0 67.8 86.6 89.4: 13.4 10.6
Old : 100.0: 6.2 20.2 1.3 79.0 67.8 86.6 89.4: 13.4 10.6
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 : 116: 16 15 12 59 69 83 88:
Old : 116: 16 15 12 59 69 83 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.0 41.2 50.9 21.1 37.7 31.6 48.4
Old : 28.1 38.0 41.2 50.9 21.1 37.7 31.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 2,956: 1,009 1,419 345 1,237 749 2,591 2,513: 365 443
Old : 2,956: 1,009 1,419 345 1,237 749 2,591 2,513: 365 443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 206: 247 82 32 -85 97 194 211: 12 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 48.0 11.7 41.8 25.3 87.7 85.0: 12.3 15.0
Old : 100.0: 34.1 48.0 11.7 41.8 25.3 87.7 85.0: 12.3 15.0
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 : 26: 8 8 5 6 7 16 19:
Old : 26: 8 8 5 6 7 16 19:
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 : 50.7 49.8 72.9 66.4 41.0 43.3 53.4 53.0
Old : 50.7 49.8 72.9 66.4 41.0 43.3 53.4 53.0
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 16, 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 : 428,531: 96,101 59,107 80,059 209,431 258,473 385,590 397,639: 42,941 30,892
Old : 368,972: 90,353 59,822 66,974 174,505 214,508 331,831 341,304: 37,140 27,667
Other: 59,559: 11,047 4,585 7,785 34,926 43,965 53,758 56,335: 5,801 3,224
: : :
: : Changes in Commitments from: January 9, 2018 :
: 9,819: -3,274 10,059 1,323 12,733 -3,509 10,782 7,873: -963 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.8 18.7 48.9 60.3 90.0 92.8: 10.0 7.2
Old : 100.0: 24.5 16.2 18.2 47.3 58.1 89.9 92.5: 10.1 7.5
Other: 100.0: 18.5 7.7 13.1 58.6 73.8 90.3 94.6: 9.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 77 70 97 100 86 237 207:
Old : 280: 81 73 90 99 84 233 200:
Other: 126: 33 18 29 52 40 99 75:
:----------------------------------------------------------------------------------------------------
: 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 26.9 19.2 33.9 11.9 25.6 17.0 31.8
Old : 13.8 26.3 20.3 33.9 13.2 25.3 18.9 32.2
Other: 24.8 36.2 41.6 50.7 24.8 32.9 40.0 43.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 10,468: 1,183 2,795 523 6,900 5,734 8,607 9,052: 1,861 1,415
Old : 10,076: 1,196 2,795 510 6,674 5,421 8,381 8,726: 1,695 1,349
Other: 392: 0 13 0 226 313 226 326: 166 66
: : :
: : Changes in Commitments from: January 9, 2018 :
: -104: -98 -157 88 -100 152 -111 83: 7 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 26.7 5.0 65.9 54.8 82.2 86.5: 17.8 13.5
Old : 100.0: 11.9 27.7 5.1 66.2 53.8 83.2 86.6: 16.8 13.4
Other: 100.0: 0.0 3.3 0.0 57.7 79.8 57.7 83.2: 42.3 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 19 12 18 13 36 40:
Old : 55: 14 19 11 17 13 35 39:
Other: 8: 0 1 0 4 3 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 38.8 57.0 56.0 47.9 37.2 54.6 53.6
Old : 50.2 38.9 58.4 56.5 49.3 37.8 56.2 54.8
Other: 57.7 83.2 57.7 83.2 57.7 83.2 57.7 83.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,005,398: 409,645 695,320 127,148 1,345,377 1,003,448 1,882,171 1,825,916: 123,227 179,482
Old : 2,005,398: 409,645 695,320 127,148 1,345,377 1,003,448 1,882,171 1,825,916: 123,227 179,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 44,847: -3,544 24,618 9,666 31,373 5,055 37,495 39,339: 7,352 5,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 34.7 6.3 67.1 50.0 93.9 91.1: 6.1 8.9
Old : 100.0: 20.4 34.7 6.3 67.1 50.0 93.9 91.1: 6.1 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 : 319: 60 70 45 134 134 218 225:
Old : 319: 60 70 45 134 134 218 225:
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 : 18.3 26.3 28.4 36.1 16.5 23.6 25.9 32.9
Old : 18.3 26.3 28.4 36.1 16.5 23.6 25.9 32.9
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 16, 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 : 4,110,183: 622,983 709,696 554,261 2,573,832 2,240,669 3,751,077 3,504,626: 359,106 605,557
Old : 4,110,183: 622,983 709,696 554,261 2,573,832 2,240,669 3,751,077 3,504,626: 359,106 605,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 50,130: 57,196 -5,534 3,743 -23,448 45,392 37,491 43,601: 12,639 6,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.3 13.5 62.6 54.5 91.3 85.3: 8.7 14.7
Old : 100.0: 15.2 17.3 13.5 62.6 54.5 91.3 85.3: 8.7 14.7
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 : 435: 87 109 109 180 203 316 372:
Old : 435: 87 109 109 180 203 316 372:
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 : 21.5 9.6 31.0 16.9 18.3 6.8 24.7 11.4
Old : 21.5 9.6 31.0 16.9 18.3 6.8 24.7 11.4
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 16, 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 : 526,858: 93,928 53,662 6,756 333,118 321,596 433,802 382,014: 93,056 144,844
Old : 526,858: 93,928 53,662 6,756 333,118 321,596 433,802 382,014: 93,056 144,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,779: 4,299 -11,177 -95 -913 16,599 3,291 5,327: 3,488 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.2 1.3 63.2 61.0 82.3 72.5: 17.7 27.5
Old : 100.0: 17.8 10.2 1.3 63.2 61.0 82.3 72.5: 17.7 27.5
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 : 90: 10 12 8 48 52 63 67:
Old : 90: 10 12 8 48 52 63 67:
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 : 33.1 23.1 45.5 31.0 32.9 22.6 45.3 29.5
Old : 33.1 23.1 45.5 31.0 32.9 22.6 45.3 29.5
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 16, 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 : 3,469,939: 521,894 1,025,535 328,356 2,359,266 1,649,033 3,209,516 3,002,924: 260,423 467,015
Old : 3,469,939: 521,894 1,025,535 328,356 2,359,266 1,649,033 3,209,516 3,002,924: 260,423 467,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 83,128: -36,918 5,885 57,573 60,393 999 81,048 64,458: 2,080 18,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 29.6 9.5 68.0 47.5 92.5 86.5: 7.5 13.5
Old : 100.0: 15.0 29.6 9.5 68.0 47.5 92.5 86.5: 7.5 13.5
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 : 336: 54 85 69 145 161 242 272:
Old : 336: 54 85 69 145 161 242 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 13.9 42.0 22.6 28.5 12.0 37.7 17.8
Old : 31.8 13.9 42.0 22.6 28.5 12.0 37.7 17.8
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 16, 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 : 1,521,064: 163,640 172,969 315,225 1,009,096 974,095 1,487,961 1,462,289: 33,103 58,775
Old : 1,521,064: 163,640 172,969 315,225 1,009,096 974,095 1,487,961 1,462,289: 33,103 58,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 57,093: 48,223 -15,023 4,819 3,287 65,899 56,329 55,695: 764 1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.4 20.7 66.3 64.0 97.8 96.1: 2.2 3.9
Old : 100.0: 10.8 11.4 20.7 66.3 64.0 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: 30 42 53 65 71 123 142:
Old : 151: 30 42 53 65 71 123 142:
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 : 35.6 29.4 46.8 38.9 22.2 15.5 28.4 20.7
Old : 35.6 29.4 46.8 38.9 22.2 15.5 28.4 20.7
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 16, 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 : 80,133: 43,666 9,184 4,752 19,710 58,962 68,127 72,898: 12,006 7,235
Old : 80,133: 43,666 9,184 4,752 19,710 58,962 68,127 72,898: 12,006 7,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,399: 2,927 1,437 -243 1,554 1,056 4,238 2,250: -839 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 11.5 5.9 24.6 73.6 85.0 91.0: 15.0 9.0
Old : 100.0: 54.5 11.5 5.9 24.6 73.6 85.0 91.0: 15.0 9.0
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 : 135: 60 23 12 32 32 96 63:
Old : 135: 60 23 12 32 32 96 63:
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 : 17.9 38.0 30.8 55.1 17.0 36.3 29.0 53.3
Old : 17.9 38.0 30.8 55.1 17.0 36.3 29.0 53.3
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 16, 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 : 160,267: 87,331 18,368 9,503 39,420 117,925 136,255 145,796: 24,012 14,470
Old : 160,267: 87,331 18,368 9,503 39,420 117,925 136,255 145,796: 24,012 14,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 6,799: 5,854 2,874 -487 3,108 2,112 8,476 4,499: -1,677 2,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 11.5 5.9 24.6 73.6 85.0 91.0: 15.0 9.0
Old : 100.0: 54.5 11.5 5.9 24.6 73.6 85.0 91.0: 15.0 9.0
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 : 135: 60 23 12 32 32 96 63:
Old : 135: 60 23 12 32 32 96 63:
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 : 17.9 38.0 30.8 55.1 17.0 36.3 29.0 53.3
Old : 17.9 38.0 30.8 55.1 17.0 36.3 29.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 17,857: 500 495 0 15,452 17,080 15,952 17,575: 1,905 282
Old : 17,857: 500 495 0 15,452 17,080 15,952 17,575: 1,905 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.8 0.0 86.5 95.6 89.3 98.4: 10.7 1.6
Old : 100.0: 2.8 2.8 0.0 86.5 95.6 89.3 98.4: 10.7 1.6
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 : 20: 1 2 0 9 11 10 13:
Old : 20: 1 2 0 9 11 10 13:
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 : 70.2 66.5 87.4 90.0 66.0 66.5 83.2 89.4
Old : 70.2 66.5 87.4 90.0 66.0 66.5 83.2 89.4
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 16, 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 : 81,034: 67,450 80,761 251 13,078 0 80,779 81,012: 255 22
Old : 81,034: 67,450 80,761 251 13,078 0 80,779 81,012: 255 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 3,895: 3,563 3,898 0 264 0 3,827 3,898: 68 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 99.7 0.3 16.1 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 83.2 99.7 0.3 16.1 0.0 99.7 100.0: 0.3 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 : 41: 28 10 2 3 0 32 11:
Old : 41: 28 10 2 3 0 32 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 : 79.2 92.6 91.4 99.4 79.0 92.6 91.2 99.3
Old : 79.2 92.6 91.4 99.4 79.0 92.6 91.2 99.3
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 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 26,210: 8,667 6,095 0 17,504 19,953 26,171 26,048: 39 162
Old : 26,210: 8,667 6,095 0 17,504 19,953 26,171 26,048: 39 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 586: -305 227 0 883 355 578 582: 8 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.3 0.0 66.8 76.1 99.9 99.4: 0.1 0.6
Old : 100.0: 33.1 23.3 0.0 66.8 76.1 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: 8 13 0 8 20 16 33:
Old : 47: 8 13 0 8 20 16 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 : 76.7 36.6 96.0 61.4 76.7 36.6 96.0 61.4
Old : 76.7 36.6 96.0 61.4 76.7 36.6 96.0 61.4
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 16, 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 : 21,566: 19,122 5,363 18 2,398 16,116 21,538 21,497: 28 69
Old : 21,566: 19,122 5,363 18 2,398 16,116 21,538 21,497: 28 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,613: 1,593 785 -5 65 831 1,653 1,611: -40 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 24.9 0.1 11.1 74.7 99.9 99.7: 0.1 0.3
Old : 100.0: 88.7 24.9 0.1 11.1 74.7 99.9 99.7: 0.1 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 : 37: 8 12 1 5 13 14 25:
Old : 37: 8 12 1 5 13 14 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 : 92.5 60.5 98.6 79.0 92.5 60.5 96.6 78.9
Old : 92.5 60.5 98.6 79.0 92.5 60.5 96.6 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018