WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 665,032: 146,595 175,913 249,950 223,771 187,235 620,316 613,099: 44,716 51,934
Old : 422,032: 124,330 151,620 140,055 127,516 98,913 391,902 390,588: 30,129 31,443
Other: 243,001: 58,696 60,725 73,464 96,254 88,322 228,414 222,510: 14,587 20,490
: : :
: : Changes in Commitments from: February 6, 2018 :
: -8,565: -2,453 -34,233 12,052 -16,556 7,672 -6,957 -14,509: -1,608 5,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.5 37.6 33.6 28.2 93.3 92.2: 6.7 7.8
Old : 100.0: 29.5 35.9 33.2 30.2 23.4 92.9 92.5: 7.1 7.5
Other: 100.0: 24.2 25.0 30.2 39.6 36.3 94.0 91.6: 6.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 137 163 180 101 113 356 355:
Old : 415: 141 136 141 91 108 310 319:
Other: 290: 76 100 82 72 87 201 223:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 8.4 19.4 14.8 8.1 6.7 13.6 11.3
Old : 12.3 9.0 20.7 17.2 10.4 8.5 16.7 14.7
Other: 18.0 13.7 27.8 23.9 15.0 10.9 22.5 18.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 339,700: 88,511 57,642 87,271 135,557 168,500 311,338 313,412: 28,362 26,288
Old : 191,185: 79,778 58,221 31,117 62,352 89,180 173,248 178,518: 17,938 12,667
Other: 148,514: 39,534 30,222 25,352 73,205 79,319 138,090 134,893: 10,424 13,621
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,529: -9,555 -8,205 9,750 844 638 1,039 2,183: 2,491 1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.0 25.7 39.9 49.6 91.7 92.3: 8.3 7.7
Old : 100.0: 41.7 30.5 16.3 32.6 46.6 90.6 93.4: 9.4 6.6
Other: 100.0: 26.6 20.3 17.1 49.3 53.4 93.0 90.8: 7.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 100 59 97 80 85 228 207:
Old : 252: 90 59 56 68 76 188 165:
Other: 199: 62 49 53 61 69 150 145:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 18.5 24.5 28.2 8.1 13.9 14.1 20.4
Old : 20.0 20.4 28.9 30.8 19.6 19.7 27.3 29.2
Other: 22.8 30.4 32.7 43.0 18.3 22.2 26.5 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 2,104,949: 424,087 330,543 582,444 853,428 940,624 1,859,959 1,853,610: 244,990 251,339
Old : 1,721,865: 393,837 341,320 442,978 679,907 758,999 1,516,722 1,543,297: 205,143 178,568
Other: 383,084: 92,671 51,644 77,044 173,521 181,624 343,236 310,313: 39,848 72,771
: : :
: : Changes in Commitments from: February 6, 2018 :
: -27,269: 22,437 -72,459 -5,733 -34,663 39,726 -17,959 -38,465: -9,311 11,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.7 27.7 40.5 44.7 88.4 88.1: 11.6 11.9
Old : 100.0: 22.9 19.8 25.7 39.5 44.1 88.1 89.6: 11.9 10.4
Other: 100.0: 24.2 13.5 20.1 45.3 47.4 89.6 81.0: 10.4 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 840: 213 158 234 374 374 703 672:
Old : 824: 213 161 215 363 356 679 637:
Other: 543: 90 94 90 162 301 298 444:
:----------------------------------------------------------------------------------------------------
: 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 9.8 13.9 15.2 6.0 7.6 10.5 11.1
Old : 8.5 11.1 14.1 16.7 7.6 10.2 12.2 14.2
Other: 18.5 11.7 28.6 19.2 16.1 10.3 25.1 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 6,677: 2,316 70 690 1,250 4,719 4,256 5,480: 2,421 1,198
Old : 6,029: 2,220 73 654 944 4,357 3,817 5,084: 2,211 945
Other: 649: 102 3 31 306 362 438 396: 210 253
: : :
: : Changes in Commitments from: February 6, 2018 :
: 39: 269 -120 -238 92 248 123 -110: -84 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 1.1 10.3 18.7 70.7 63.7 82.1: 36.3 17.9
Old : 100.0: 36.8 1.2 10.8 15.7 72.3 63.3 84.3: 36.7 15.7
Other: 100.0: 15.7 0.5 4.7 47.2 55.8 67.6 61.0: 32.4 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 3 7 9 11 22 18:
Old : 26: 10 3 7 6 11 19 18:
Other: 15: 4 2 1 6 6 11 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 : 40.6 55.9 50.6 70.0 35.9 54.7 45.4 64.1
Old : 39.8 57.0 50.5 71.5 35.0 55.9 44.9 65.9
Other: 58.7 49.9 65.9 61.0 53.2 44.9 54.9 48.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 929,483: 160,607 107,366 246,704 463,105 460,968 870,416 815,038: 59,068 114,445
Old : 766,587: 142,675 100,335 202,991 373,394 387,879 719,060 691,205: 47,528 75,382
Other: 162,896: 32,812 21,911 28,833 89,711 73,089 151,356 123,833: 11,540 39,063
: : :
: : Changes in Commitments from: February 6, 2018 :
: 2,269: 19,336 -37,155 7,915 -21,623 26,206 5,628 -3,034: -3,359 5,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.6 26.5 49.8 49.6 93.6 87.7: 6.4 12.3
Old : 100.0: 18.6 13.1 26.5 48.7 50.6 93.8 90.2: 6.2 9.8
Other: 100.0: 20.1 13.5 17.7 55.1 44.9 92.9 76.0: 7.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 625: 158 173 234 207 238 498 533:
Old : 611: 152 171 206 194 230 467 504:
Other: 381: 80 83 79 104 179 221 305:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 10.1 21.8 16.8 13.2 7.8 18.3 13.4
Old : 15.8 11.4 22.2 17.9 15.2 8.6 20.6 14.5
Other: 22.6 13.8 31.8 22.6 21.3 12.9 29.2 20.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 539,982: 130,852 103,538 126,759 240,950 274,106 498,561 504,403: 41,421 35,579
Old : 462,784: 121,601 105,605 105,354 200,889 219,727 427,845 430,686: 34,939 32,098
Other: 77,198: 25,351 14,034 5,303 40,061 54,379 70,716 73,716: 6,481 3,481
: : :
: : Changes in Commitments from: February 6, 2018 :
: 14,705: 3,050 5,692 -2,643 11,175 4,994 11,583 8,044: 3,123 6,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 19.2 23.5 44.6 50.8 92.3 93.4: 7.7 6.6
Old : 100.0: 26.3 22.8 22.8 43.4 47.5 92.5 93.1: 7.5 6.9
Other: 100.0: 32.8 18.2 6.9 51.9 70.4 91.6 95.5: 8.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 107 97 120 96 86 275 257:
Old : 350: 115 99 110 92 84 260 252:
Other: 148: 41 39 32 47 31 111 82:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 26.2 18.8 32.3 11.4 22.4 17.5 27.9
Old : 11.2 24.6 18.3 31.3 11.1 21.9 18.0 28.2
Other: 27.3 50.8 40.7 60.5 25.8 49.8 39.2 58.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,101,701: 162,304 128,785 182,267 612,892 581,746 957,462 892,798: 144,239 208,903
Old : 1,101,701: 162,304 128,785 182,267 612,892 581,746 957,462 892,798: 144,239 208,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 79,664: -9,592 -4,737 33,496 62,775 34,294 86,678 63,053: -7,014 16,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.7 16.5 55.6 52.8 86.9 81.0: 13.1 19.0
Old : 100.0: 14.7 11.7 16.5 55.6 52.8 86.9 81.0: 13.1 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 : 195: 40 48 52 89 87 156 160:
Old : 195: 40 48 52 89 87 156 160:
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 : 19.4 20.7 28.1 28.5 13.4 13.8 19.8 19.0
Old : 19.4 20.7 28.1 28.5 13.4 13.8 19.8 19.0
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, February 13, 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 : 939,369: 44,810 210,001 36,373 740,764 580,790 821,947 827,164: 117,422 112,205
Old : 939,369: 44,810 210,001 36,373 740,764 580,790 821,947 827,164: 117,422 112,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 25,220: -12,692 6,430 19,774 20,938 -3,403 28,019 22,801: -2,800 2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 22.4 3.9 78.9 61.8 87.5 88.1: 12.5 11.9
Old : 100.0: 4.8 22.4 3.9 78.9 61.8 87.5 88.1: 12.5 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 : 124: 13 19 21 68 72 95 100:
Old : 124: 13 19 21 68 72 95 100:
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 : 25.0 33.8 37.7 46.0 18.8 33.8 29.7 42.8
Old : 25.0 33.8 37.7 46.0 18.8 33.8 29.7 42.8
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, February 13, 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 : 2,140: 693 647 278 813 934 1,784 1,859: 356 281
Old : 2,140: 693 647 278 813 934 1,784 1,859: 356 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 10: 62 10 37 -32 6 67 53: -57 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 30.2 13.0 38.0 43.6 83.4 86.9: 16.6 13.1
Old : 100.0: 32.4 30.2 13.0 38.0 43.6 83.4 86.9: 16.6 13.1
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 : 21: 8 5 4 6 6 15 15:
Old : 21: 8 5 4 6 6 15 15:
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 : 48.4 50.1 69.4 72.9 31.0 39.9 43.1 50.2
Old : 48.4 50.1 69.4 72.9 31.0 39.9 43.1 50.2
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, February 13, 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 : 539,075: 137,044 25,845 119,930 233,353 363,285 490,327 509,061: 48,748 30,014
Old : 462,044: 127,314 24,056 105,261 185,232 306,823 417,806 436,140: 44,238 25,904
Other: 77,031: 15,105 7,164 9,295 48,121 56,462 72,521 72,921: 4,510 4,110
: : :
: : Changes in Commitments from: February 6, 2018 :
: 46,760: 19,774 -6,644 15,825 10,099 40,254 45,697 49,434: 1,062 -2,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 4.8 22.2 43.3 67.4 91.0 94.4: 9.0 5.6
Old : 100.0: 27.6 5.2 22.8 40.1 66.4 90.4 94.4: 9.6 5.6
Other: 100.0: 19.6 9.3 12.1 62.5 73.3 94.1 94.7: 5.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 117 55 114 98 101 271 229:
Old : 308: 118 55 108 96 98 264 221:
Other: 155: 50 21 30 59 46 121 87:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 31.8 18.1 40.4 9.2 28.2 13.7 36.0
Old : 12.0 31.2 17.9 40.6 10.0 27.6 15.1 36.1
Other: 21.5 41.1 36.2 53.3 21.4 35.3 36.2 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 10,194: 1,361 1,902 720 5,925 5,848 8,007 8,470: 2,188 1,724
Old : 9,504: 1,374 2,134 475 5,747 5,306 7,597 7,915: 1,908 1,589
Other: 690: 232 13 0 178 542 410 555: 280 135
: : :
: : Changes in Commitments from: February 6, 2018 :
: -179: -107 -281 41 -62 -34 -128 -274: -52 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.7 7.1 58.1 57.4 78.5 83.1: 21.5 16.9
Old : 100.0: 14.5 22.4 5.0 60.5 55.8 79.9 83.3: 20.1 16.7
Other: 100.0: 33.6 1.9 0.0 25.8 78.6 59.4 80.4: 40.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 16 15 19 13 42 38:
Old : 55: 16 17 13 19 13 41 37:
Other: 12: 3 1 0 4 4 7 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 : 35.4 39.6 47.7 56.4 32.3 33.4 40.5 48.0
Old : 37.5 39.4 50.6 56.5 34.1 35.6 42.9 49.1
Other: 49.7 78.8 59.4 80.4 49.7 78.8 59.4 80.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 2,161,195: 410,331 519,527 230,284 1,390,843 1,222,639 2,031,458 1,972,450: 129,737 188,745
Old : 2,161,195: 410,331 519,527 230,284 1,390,843 1,222,639 2,031,458 1,972,450: 129,737 188,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 66,483: -12,786 -102,311 63,682 7,668 83,489 58,564 44,860: 7,919 21,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.0 10.7 64.4 56.6 94.0 91.3: 6.0 8.7
Old : 100.0: 19.0 24.0 10.7 64.4 56.6 94.0 91.3: 6.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 54 78 47 145 141 229 236:
Old : 334: 54 78 47 145 141 229 236:
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 : 17.2 22.9 29.6 32.4 14.9 17.4 24.8 24.2
Old : 17.2 22.9 29.6 32.4 14.9 17.4 24.8 24.2
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, February 13, 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 : 4,930,278: 560,505 890,711 951,833 3,044,483 2,455,099 4,556,820 4,297,643: 373,458 632,635
Old : 4,930,278: 560,505 890,711 951,833 3,044,483 2,455,099 4,556,820 4,297,643: 373,458 632,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 202,809: -32,525 13,216 185,472 48,083 20,068 201,030 218,755: 1,779 -15,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 18.1 19.3 61.8 49.8 92.4 87.2: 7.6 12.8
Old : 100.0: 11.4 18.1 19.3 61.8 49.8 92.4 87.2: 7.6 12.8
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 : 460: 87 120 121 200 214 355 387:
Old : 460: 87 120 121 200 214 355 387:
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 : 20.7 11.3 32.5 19.0 17.6 6.7 23.4 11.0
Old : 20.7 11.3 32.5 19.0 17.6 6.7 23.4 11.0
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, February 13, 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 : 562,786: 81,612 68,318 11,278 381,257 321,584 474,147 401,180: 88,639 161,606
Old : 562,786: 81,612 68,318 11,278 381,257 321,584 474,147 401,180: 88,639 161,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -9,786: -14,095 16,877 6 6,111 -25,163 -7,978 -8,280: -1,808 -1,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.1 2.0 67.7 57.1 84.2 71.3: 15.8 28.7
Old : 100.0: 14.5 12.1 2.0 67.7 57.1 84.2 71.3: 15.8 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 : 94: 12 12 12 53 53 72 70:
Old : 94: 12 12 12 53 53 72 70:
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 : 34.7 17.0 44.2 25.9 34.5 16.0 42.9 24.6
Old : 34.7 17.0 44.2 25.9 34.5 16.0 42.9 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 3,880,734: 528,256 903,342 535,221 2,530,819 2,016,596 3,594,295 3,455,159: 286,439 425,575
Old : 3,880,734: 528,256 903,342 535,221 2,530,819 2,016,596 3,594,295 3,455,159: 286,439 425,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 3,488: -9,293 -95,539 83,704 -45,681 48,606 28,730 36,771: -25,242 -33,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.3 13.8 65.2 52.0 92.6 89.0: 7.4 11.0
Old : 100.0: 13.6 23.3 13.8 65.2 52.0 92.6 89.0: 7.4 11.0
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 : 344: 57 85 70 149 170 248 283:
Old : 344: 57 85 70 149 170 248 283:
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 : 30.6 14.4 40.0 23.4 24.4 10.9 32.5 16.6
Old : 30.6 14.4 40.0 23.4 24.4 10.9 32.5 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, February 13, 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 : 1,877,641: 263,239 342,999 389,353 1,191,950 1,083,338 1,844,542 1,815,690: 33,099 61,951
Old : 1,877,641: 263,239 342,999 389,353 1,191,950 1,083,338 1,844,542 1,815,690: 33,099 61,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 246,304: 130,473 91,598 15,146 96,706 147,202 242,325 253,946: 3,979 -7,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.3 20.7 63.5 57.7 98.2 96.7: 1.8 3.3
Old : 100.0: 14.0 18.3 20.7 63.5 57.7 98.2 96.7: 1.8 3.3
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 : 165: 31 52 51 63 75 123 153:
Old : 165: 31 52 51 63 75 123 153:
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 : 34.4 26.4 46.6 39.7 25.2 17.9 31.9 24.5
Old : 34.4 26.4 46.6 39.7 25.2 17.9 31.9 24.5
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, February 13, 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 : 64,810: 25,446 15,135 1,976 28,254 40,692 55,675 57,803: 9,135 7,007
Old : 64,810: 25,446 15,135 1,976 28,254 40,692 55,675 57,803: 9,135 7,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -3,044: -7,010 4,498 -333 5,574 -8,252 -1,769 -4,087: -1,275 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 23.4 3.0 43.6 62.8 85.9 89.2: 14.1 10.8
Old : 100.0: 39.3 23.4 3.0 43.6 62.8 85.9 89.2: 14.1 10.8
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 : 101: 41 14 12 31 26 77 47:
Old : 101: 41 14 12 31 26 77 47:
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 : 30.2 45.1 44.1 64.7 30.2 42.8 44.0 62.2
Old : 30.2 45.1 44.1 64.7 30.2 42.8 44.0 62.2
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, February 13, 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 : 129,621: 50,891 30,271 3,952 56,507 81,383 111,350 115,606: 18,271 14,015
Old : 129,621: 50,891 30,271 3,952 56,507 81,383 111,350 115,606: 18,271 14,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -6,087: -14,020 8,996 -666 11,148 -16,504 -3,538 -8,173: -2,549 2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 23.4 3.0 43.6 62.8 85.9 89.2: 14.1 10.8
Old : 100.0: 39.3 23.4 3.0 43.6 62.8 85.9 89.2: 14.1 10.8
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 : 101: 41 14 12 31 26 77 47:
Old : 101: 41 14 12 31 26 77 47:
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 : 30.2 45.1 44.1 64.7 30.2 42.8 44.0 62.2
Old : 30.2 45.1 44.1 64.7 30.2 42.8 44.0 62.2
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, February 13, 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 : 24,631: 500 663 0 22,189 23,533 22,689 24,196: 1,942 435
Old : 24,631: 500 663 0 22,189 23,533 22,689 24,196: 1,942 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.7 0.0 90.1 95.5 92.1 98.2: 7.9 1.8
Old : 100.0: 2.0 2.7 0.0 90.1 95.5 92.1 98.2: 7.9 1.8
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 : 20: 1 1 0 8 12 9 13:
Old : 20: 1 1 0 8 12 9 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 : 73.0 75.1 90.8 91.8 72.8 75.1 89.5 91.8
Old : 73.0 75.1 90.8 91.8 72.8 75.1 89.5 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 47,042: 30,203 46,771 251 16,353 0 46,807 47,022: 235 20
Old : 47,042: 30,203 46,771 251 16,353 0 46,807 47,022: 235 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: -18,263: -18,395 -18,260 0 175 0 -18,220 -18,260: -43 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 99.4 0.5 34.8 0.0 99.5 100.0: 0.5 0.0
Old : 100.0: 64.2 99.4 0.5 34.8 0.0 99.5 100.0: 0.5 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 : 46: 33 10 2 3 0 37 11:
Old : 46: 33 10 2 3 0 37 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 : 65.7 89.8 84.1 99.2 65.3 89.8 83.8 99.1
Old : 65.7 89.8 84.1 99.2 65.3 89.8 83.8 99.1
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, February 13, 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 : 30,391: 10,370 6,755 98 19,875 23,431 30,343 30,284: 48 107
Old : 30,391: 10,370 6,755 98 19,875 23,431 30,343 30,284: 48 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 979: -428 -221 98 1,285 1,146 955 1,023: 24 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 22.2 0.3 65.4 77.1 99.8 99.6: 0.2 0.4
Old : 100.0: 34.1 22.2 0.3 65.4 77.1 99.8 99.6: 0.2 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 : 47: 5 16 1 8 20 13 37:
Old : 47: 5 16 1 8 20 13 37:
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 : 82.9 41.3 98.0 64.6 82.9 41.3 97.6 64.6
Old : 82.9 41.3 98.0 64.6 82.9 41.3 97.6 64.6
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, February 13, 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 : 25,647: 22,752 5,730 6 2,839 19,874 25,597 25,610: 50 37
Old : 25,647: 22,752 5,730 6 2,839 19,874 25,597 25,610: 50 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2018 :
: 1,653: 2,293 445 -7 -634 1,293 1,652 1,731: 1 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 22.3 0.0 11.1 77.5 99.8 99.9: 0.2 0.1
Old : 100.0: 88.7 22.3 0.0 11.1 77.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 12 1 4 14 9 26:
Old : 33: 4 12 1 4 14 9 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 : 97.8 58.5 99.8 81.8 95.3 58.5 97.3 81.8
Old : 97.8 58.5 99.8 81.8 95.3 58.5 97.3 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2018