WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 681,306: 151,649 216,763 235,250 248,024 180,345 634,923 632,358: 46,383 48,948
Old : 467,320: 138,973 197,739 133,526 160,851 103,359 433,350 434,624: 33,970 32,697
Other: 213,986: 52,998 59,346 61,402 87,173 76,987 201,573 197,734: 12,413 16,251
: : :
: : Changes in Commitments from: January 23, 2018 :
: -1,624: 7,826 -42,220 17,752 -26,872 20,245 -1,294 -4,223: -331 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 31.8 34.5 36.4 26.5 93.2 92.8: 6.8 7.2
Old : 100.0: 29.7 42.3 28.6 34.4 22.1 92.7 93.0: 7.3 7.0
Other: 100.0: 24.8 27.7 28.7 40.7 36.0 94.2 92.4: 5.8 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 129 166 180 101 107 352 353:
Old : 423: 133 151 150 92 102 314 326:
Other: 271: 75 85 76 68 85 189 207:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 8.4 19.8 15.1 8.5 6.0 13.9 11.3
Old : 12.7 9.7 19.9 17.3 10.3 8.5 16.6 15.7
Other: 18.2 15.1 29.2 25.2 14.4 12.1 24.2 20.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 352,211: 106,991 94,669 82,034 135,784 152,046 324,808 328,748: 27,402 23,463
Old : 234,221: 98,892 93,810 37,494 79,043 89,096 215,429 220,400: 18,792 13,821
Other: 117,989: 29,682 22,442 22,956 56,741 62,949 109,380 108,348: 8,610 9,641
: : :
: : Changes in Commitments from: January 23, 2018 :
: -6,306: -117 -17,477 641 -5,709 10,740 -5,185 -6,096: -1,121 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 26.9 23.3 38.6 43.2 92.2 93.3: 7.8 6.7
Old : 100.0: 42.2 40.1 16.0 33.7 38.0 92.0 94.1: 8.0 5.9
Other: 100.0: 25.2 19.0 19.5 48.1 53.4 92.7 91.8: 7.3 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 105 74 94 86 80 235 215:
Old : 273: 98 69 58 76 70 199 174:
Other: 190: 55 47 54 61 66 144 141:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 18.1 24.8 27.3 9.6 13.8 15.8 20.9
Old : 20.7 21.2 30.6 30.5 20.6 21.2 28.5 30.2
Other: 24.1 29.2 35.6 42.2 16.4 21.0 23.7 31.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 2,093,775: 397,961 440,113 575,266 868,569 849,505 1,841,796 1,864,884: 251,980 228,891
Old : 1,770,808: 379,947 449,427 450,450 721,881 699,211 1,552,278 1,599,089: 218,530 171,720
Other: 322,967: 80,604 53,276 62,225 146,688 150,294 289,518 265,795: 33,449 57,172
: : :
: : Changes in Commitments from: January 23, 2018 :
: 55,695: 43,371 -54,602 29,838 -19,952 70,296 53,256 45,532: 2,439 10,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 21.0 27.5 41.5 40.6 88.0 89.1: 12.0 10.9
Old : 100.0: 21.5 25.4 25.4 40.8 39.5 87.7 90.3: 12.3 9.7
Other: 100.0: 25.0 16.5 19.3 45.4 46.5 89.6 82.3: 10.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 871: 229 166 239 374 376 723 685:
Old : 858: 228 169 216 367 357 701 648:
Other: 521: 82 91 78 139 300 261 430:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 9.3 13.7 14.8 6.0 7.9 10.3 11.7
Old : 8.5 10.4 14.3 16.3 7.3 9.7 11.7 14.2
Other: 18.1 13.3 28.2 22.3 15.3 12.3 24.0 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 6,804: 2,079 197 1,074 1,116 4,326 4,268 5,596: 2,535 1,208
Old : 6,349: 1,966 194 1,020 955 4,085 3,941 5,299: 2,407 1,050
Other: 455: 150 40 16 161 241 327 297: 128 158
: : :
: : Changes in Commitments from: January 23, 2018 :
: 70: -423 -282 416 -221 126 -227 261: 297 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.9 15.8 16.4 63.6 62.7 82.2: 37.3 17.8
Old : 100.0: 31.0 3.1 16.1 15.0 64.3 62.1 83.5: 37.9 16.5
Other: 100.0: 33.0 8.8 3.4 35.4 52.9 71.8 65.2: 28.2 34.8
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 4 7 10 12 22 20:
Old : 26: 10 3 7 7 12 19 20:
Other: 12: 2 2 2 5 5 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 53.1 53.8 67.5 36.0 48.3 42.4 58.4
Old : 43.1 54.3 52.9 68.6 34.1 49.3 41.0 59.2
Other: 68.8 57.6 71.8 65.2 64.0 53.8 64.9 58.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 929,890: 148,935 161,780 237,392 484,257 422,124 870,584 821,296: 59,305 108,594
Old : 793,423: 137,911 157,927 196,213 410,022 363,087 744,146 717,227: 49,277 76,196
Other: 136,467: 27,944 20,773 24,259 74,236 59,037 126,439 104,069: 10,028 32,398
: : :
: : Changes in Commitments from: January 23, 2018 :
: 15,242: 13,319 -48,608 7,287 -4,722 47,424 15,884 6,103: -642 9,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.4 25.5 52.1 45.4 93.6 88.3: 6.4 11.7
Old : 100.0: 17.4 19.9 24.7 51.7 45.8 93.8 90.4: 6.2 9.6
Other: 100.0: 20.5 15.2 17.8 54.4 43.3 92.7 76.3: 7.3 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 163 183 225 202 229 490 531:
Old : 620: 155 186 199 187 222 458 509:
Other: 354: 75 69 69 98 168 204 279:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 9.0 23.4 15.2 14.1 6.8 19.7 11.8
Old : 16.6 9.8 24.1 16.1 15.0 7.6 21.0 13.3
Other: 24.3 17.0 33.4 26.2 23.7 15.7 32.1 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 536,440: 128,897 110,533 132,485 237,129 261,369 498,511 504,387: 37,929 32,053
Old : 465,919: 119,922 113,554 111,439 202,365 212,305 433,726 437,297: 32,193 28,621
Other: 70,521: 25,082 13,086 4,939 34,764 49,064 64,785 67,089: 5,736 3,432
: : :
: : Changes in Commitments from: January 23, 2018 :
: -3,728: 2,915 -8,970 -963 -6,612 5,556 -4,660 -4,377: 931 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.6 24.7 44.2 48.7 92.9 94.0: 7.1 6.0
Old : 100.0: 25.7 24.4 23.9 43.4 45.6 93.1 93.9: 6.9 6.1
Other: 100.0: 35.6 18.6 7.0 49.3 69.6 91.9 95.1: 8.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 113 96 122 101 91 280 268:
Old : 356: 120 101 113 97 86 268 260:
Other: 146: 46 34 32 46 33 109 86:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 23.9 18.1 29.8 10.7 21.5 16.7 26.6
Old : 11.1 22.0 18.5 28.6 10.4 20.0 17.5 25.7
Other: 26.4 50.5 39.2 61.2 26.4 49.9 38.0 60.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 982,758: 188,164 114,106 111,065 508,853 575,819 808,082 800,989: 174,676 181,769
Old : 982,758: 188,164 114,106 111,065 508,853 575,819 808,082 800,989: 174,676 181,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -55,177: -15,518 13,884 -42,742 -8,558 -17,705 -66,819 -46,563: 11,641 -8,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.6 11.3 51.8 58.6 82.2 81.5: 17.8 18.5
Old : 100.0: 19.1 11.6 11.3 51.8 58.6 82.2 81.5: 17.8 18.5
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 : 177: 44 31 43 81 82 139 142:
Old : 177: 44 31 43 81 82 139 142:
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 : 18.2 23.3 26.2 33.3 12.0 15.8 18.7 23.6
Old : 18.2 23.3 26.2 33.3 12.0 15.8 18.7 23.6
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 30, 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 : 897,404: 48,928 187,261 10,728 713,695 592,325 773,351 790,314: 124,053 107,090
Old : 897,404: 48,928 187,261 10,728 713,695 592,325 773,351 790,314: 124,053 107,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -649: 1,965 793 -3,135 -1,732 -14,315 -2,902 -16,657: 2,253 16,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.9 1.2 79.5 66.0 86.2 88.1: 13.8 11.9
Old : 100.0: 5.5 20.9 1.2 79.5 66.0 86.2 88.1: 13.8 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 16 14 15 61 67 88 85:
Old : 114: 16 14 15 61 67 88 85:
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 : 27.5 39.1 40.8 52.0 20.3 38.8 31.1 48.5
Old : 27.5 39.1 40.8 52.0 20.3 38.8 31.1 48.5
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 30, 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 : 2,831: 1,028 1,356 210 1,219 849 2,457 2,415: 374 416
Old : 2,831: 1,028 1,356 210 1,219 849 2,457 2,415: 374 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -148: 40 -11 -181 63 72 -78 -120: -70 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 47.9 7.4 43.1 30.0 86.8 85.3: 13.2 14.7
Old : 100.0: 36.3 47.9 7.4 43.1 30.0 86.8 85.3: 13.2 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 : 28: 10 8 3 8 8 18 19:
Old : 28: 10 8 3 8 8 18 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 : 53.6 49.1 72.3 66.8 38.5 46.6 53.3 55.9
Old : 53.6 49.1 72.3 66.8 38.5 46.6 53.3 55.9
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 30, 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 : 469,396: 116,056 34,965 93,085 211,283 308,349 420,424 436,399: 48,973 32,997
Old : 399,178: 109,871 34,806 78,908 168,064 256,523 356,843 370,237: 42,335 28,941
Other: 70,219: 12,581 6,555 7,781 43,219 51,826 63,581 66,162: 6,638 4,057
: : :
: : Changes in Commitments from: January 23, 2018 :
: 11,934: 5,437 -12,411 6,314 -3,000 17,231 8,752 11,134: 3,183 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.4 19.8 45.0 65.7 89.6 93.0: 10.4 7.0
Old : 100.0: 27.5 8.7 19.8 42.1 64.3 89.4 92.7: 10.6 7.3
Other: 100.0: 17.9 9.3 11.1 61.5 73.8 90.5 94.2: 9.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 93 59 97 96 90 240 206:
Old : 280: 98 58 91 95 89 237 199:
Other: 134: 37 23 28 51 43 100 84:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 30.3 17.8 38.2 10.2 27.5 15.1 34.8
Old : 12.4 29.3 19.3 38.0 11.4 26.7 16.6 34.9
Other: 23.0 41.1 38.3 53.9 23.0 35.3 38.1 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 10,251: 1,281 2,481 580 6,205 5,749 8,066 8,810: 2,184 1,440
Old : 9,707: 1,293 2,561 487 5,989 5,330 7,769 8,378: 1,937 1,328
Other: 544: 81 13 0 216 419 297 432: 247 112
: : :
: : Changes in Commitments from: January 23, 2018 :
: 210: 76 -43 -66 3 399 13 290: 197 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 24.2 5.7 60.5 56.1 78.7 86.0: 21.3 14.0
Old : 100.0: 13.3 26.4 5.0 61.7 54.9 80.0 86.3: 20.0 13.7
Other: 100.0: 14.9 2.4 0.0 39.7 77.0 54.6 79.4: 45.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 17 14 21 14 42 42:
Old : 58: 18 17 13 20 14 41 41:
Other: 10: 2 1 0 4 3 6 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 : 38.0 38.2 48.0 54.5 34.7 34.5 44.3 49.5
Old : 39.7 37.9 50.2 54.5 36.2 36.0 46.2 50.2
Other: 47.1 79.4 54.6 79.4 47.1 79.4 54.6 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 2,079,432: 410,552 686,793 154,816 1,387,520 1,041,743 1,952,888 1,883,352: 126,544 196,080
Old : 2,079,432: 410,552 686,793 154,816 1,387,520 1,041,743 1,952,888 1,883,352: 126,544 196,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 1,425: 5,153 -21,405 4,150 -8,640 5,675 663 -11,580: 762 13,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 33.0 7.4 66.7 50.1 93.9 90.6: 6.1 9.4
Old : 100.0: 19.7 33.0 7.4 66.7 50.1 93.9 90.6: 6.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 54 81 47 143 139 227 237:
Old : 332: 54 81 47 143 139 227 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.4 29.7 33.8 17.3 21.7 27.0 30.2
Old : 19.2 24.4 29.7 33.8 17.3 21.7 27.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 4,447,669: 664,980 825,742 656,091 2,780,395 2,322,604 4,101,466 3,804,438: 346,203 643,231
Old : 4,447,669: 664,980 825,742 656,091 2,780,395 2,322,604 4,101,466 3,804,438: 346,203 643,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 11,644: 36,454 52,107 -7,404 -17,494 -37,244 11,557 7,459: 88 4,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 18.6 14.8 62.5 52.2 92.2 85.5: 7.8 14.5
Old : 100.0: 15.0 18.6 14.8 62.5 52.2 92.2 85.5: 7.8 14.5
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 : 445: 84 108 111 200 211 339 375:
Old : 445: 84 108 111 200 211 339 375:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 9.6 31.9 16.5 18.9 7.1 25.7 12.1
Old : 21.7 9.6 31.9 16.5 18.9 7.1 25.7 12.1
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 30, 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 : 553,868: 107,038 56,721 11,835 346,870 326,111 465,743 394,667: 88,125 159,201
Old : 553,868: 107,038 56,721 11,835 346,870 326,111 465,743 394,667: 88,125 159,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 17,713: -313 4,066 4,882 25,842 -1,146 30,411 7,802: -12,698 9,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.2 2.1 62.6 58.9 84.1 71.3: 15.9 28.7
Old : 100.0: 19.3 10.2 2.1 62.6 58.9 84.1 71.3: 15.9 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 11 13 12 51 50 70 67:
Old : 93: 11 13 12 51 50 70 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 : 32.9 20.6 44.7 29.0 32.7 19.8 44.5 27.4
Old : 32.9 20.6 44.7 29.0 32.7 19.8 44.5 27.4
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 30, 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 : 3,683,553: 540,153 965,640 425,872 2,442,981 1,830,918 3,409,006 3,222,431: 274,547 461,123
Old : 3,683,553: 540,153 965,640 425,872 2,442,981 1,830,918 3,409,006 3,222,431: 274,547 461,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 301: 12,287 -31,442 -3,049 -15,229 39,391 -5,992 4,899: 6,293 -4,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 26.2 11.6 66.3 49.7 92.5 87.5: 7.5 12.5
Old : 100.0: 14.7 26.2 11.6 66.3 49.7 92.5 87.5: 7.5 12.5
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 : 351: 51 90 66 143 174 237 287:
Old : 351: 51 90 66 143 174 237 287:
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 : 31.4 12.9 41.0 21.6 27.6 10.2 36.0 16.6
Old : 31.4 12.9 41.0 21.6 27.6 10.2 36.0 16.6
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 30, 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 : 1,738,063: 202,361 182,566 351,307 1,150,662 1,148,508 1,704,330 1,682,382: 33,733 55,681
Old : 1,738,063: 202,361 182,566 351,307 1,150,662 1,148,508 1,704,330 1,682,382: 33,733 55,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 126,291: 20,953 -6,369 27,378 82,014 111,460 130,344 132,469: -4,053 -6,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.5 20.2 66.2 66.1 98.1 96.8: 1.9 3.2
Old : 100.0: 11.6 10.5 20.2 66.2 66.1 98.1 96.8: 1.9 3.2
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 : 164: 36 47 59 63 70 129 151:
Old : 164: 36 47 59 63 70 129 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 26.3 44.1 37.3 21.1 14.9 26.1 20.3
Old : 33.4 26.3 44.1 37.3 21.1 14.9 26.1 20.3
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 30, 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 : 79,224: 40,536 7,680 3,634 21,296 61,711 65,465 73,025: 13,758 6,199
Old : 79,224: 40,536 7,680 3,634 21,296 61,711 65,465 73,025: 13,758 6,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -482: 625 -1,315 -443 -805 1,250 -623 -508: 141 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.7 4.6 26.9 77.9 82.6 92.2: 17.4 7.8
Old : 100.0: 51.2 9.7 4.6 26.9 77.9 82.6 92.2: 17.4 7.8
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 : 120: 55 14 11 33 28 92 49:
Old : 120: 55 14 11 33 28 92 49:
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 : 18.6 38.2 30.2 56.4 18.6 36.5 30.2 54.6
Old : 18.6 38.2 30.2 56.4 18.6 36.5 30.2 54.6
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 30, 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 : 158,447: 81,071 15,359 7,268 42,591 123,422 130,930 146,049: 27,517 12,398
Old : 158,447: 81,071 15,359 7,268 42,591 123,422 130,930 146,049: 27,517 12,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -965: 1,249 -2,629 -885 -1,610 2,499 -1,246 -1,015: 282 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.7 4.6 26.9 77.9 82.6 92.2: 17.4 7.8
Old : 100.0: 51.2 9.7 4.6 26.9 77.9 82.6 92.2: 17.4 7.8
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 : 120: 55 14 11 33 28 92 49:
Old : 120: 55 14 11 33 28 92 49:
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 : 18.6 38.2 30.2 56.4 18.6 36.5 30.2 54.6
Old : 18.6 38.2 30.2 56.4 18.6 36.5 30.2 54.6
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 30, 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 : 17,184: 500 319 0 15,140 16,546 15,640 16,865: 1,544 319
Old : 17,184: 500 319 0 15,140 16,546 15,640 16,865: 1,544 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.9 0.0 88.1 96.3 91.0 98.1: 9.0 1.9
Old : 100.0: 2.9 1.9 0.0 88.1 96.3 91.0 98.1: 9.0 1.9
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 : 20: 1 1 0 9 12 10 13:
Old : 20: 1 1 0 9 12 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 : 66.1 69.7 89.0 88.2 63.0 69.7 84.7 88.1
Old : 66.1 69.7 89.0 88.2 63.0 69.7 84.7 88.1
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 30, 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 : 78,595: 61,868 78,341 251 16,199 0 78,318 78,592: 277 3
Old : 78,595: 61,868 78,341 251 16,199 0 78,318 78,592: 277 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 10,738: 8,138 10,757 0 2,604 0 10,742 10,757: -4 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 99.7 0.3 20.6 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 78.7 99.7 0.3 20.6 0.0 99.6 100.0: 0.4 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 : 48: 37 8 2 3 0 41 9:
Old : 48: 37 8 2 3 0 41 9:
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 : 72.9 94.3 88.5 99.8 72.7 94.3 88.3 99.7
Old : 72.9 94.3 88.5 99.8 72.7 94.3 88.3 99.7
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 30, 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 : 27,593: 9,876 6,919 0 17,684 20,529 27,560 27,448: 33 145
Old : 27,593: 9,876 6,919 0 17,684 20,529 27,560 27,448: 33 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: -588: 1,632 -89 0 -2,216 -488 -584 -577: -4 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 25.1 0.0 64.1 74.4 99.9 99.5: 0.1 0.5
Old : 100.0: 35.8 25.1 0.0 64.1 74.4 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 14 0 8 20 16 34:
Old : 48: 8 14 0 8 20 16 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 39.0 97.2 61.0 79.8 39.0 97.2 61.0
Old : 79.8 39.0 97.2 61.0 79.8 39.0 97.2 61.0
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 30, 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 : 23,829: 19,810 5,841 18 3,966 17,880 23,794 23,739: 35 90
Old : 23,829: 19,810 5,841 18 3,966 17,880 23,794 23,739: 35 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2018 :
: 452: 304 -18 0 157 450 461 432: -9 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 24.5 0.1 16.6 75.0 99.9 99.6: 0.1 0.4
Old : 100.0: 83.1 24.5 0.1 16.6 75.0 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 13 1 5 13 12 26:
Old : 36: 6 13 1 5 13 12 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 : 93.0 61.8 99.2 82.5 93.0 61.8 96.3 81.5
Old : 93.0 61.8 99.2 82.5 93.0 61.8 96.3 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2018