WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 559,662: 141,139 173,982 178,653 202,668 161,251 522,460 513,885: 37,202 45,777
Old : 283,567: 107,220 143,997 58,770 96,657 59,271 262,646 262,038: 20,921 21,529
Other: 276,095: 67,555 63,620 86,247 106,012 101,980 259,814 251,847: 16,281 24,247
: : :
: : Changes in Commitments from: February 20, 2018 :
: -79,897: -6,478 -12,402 -50,722 -17,135 -11,187 -74,335 -74,311: -5,561 -5,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 31.1 31.9 36.2 28.8 93.4 91.8: 6.6 8.2
Old : 100.0: 37.8 50.8 20.7 34.1 20.9 92.6 92.4: 7.4 7.6
Other: 100.0: 24.5 23.0 31.2 38.4 36.9 94.1 91.2: 5.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 117 159 154 96 111 321 332:
Old : 380: 125 126 89 78 91 255 259:
Other: 300: 83 102 85 77 95 208 237:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 9.1 21.2 15.9 9.6 7.5 16.5 13.2
Old : 16.9 12.8 25.7 21.4 15.0 12.8 23.3 21.0
Other: 19.1 13.9 28.8 23.7 15.6 11.2 22.5 18.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 326,472: 90,419 62,091 81,937 129,364 157,128 301,720 301,156: 24,752 25,316
Old : 152,575: 78,376 63,704 14,074 47,413 64,389 139,863 142,167: 12,712 10,408
Other: 173,897: 46,921 33,265 32,985 81,950 92,739 161,857 158,989: 12,040 14,908
: : :
: : Changes in Commitments from: February 20, 2018 :
: -10,440: 1,560 2,788 -4,239 -6,119 -7,925 -8,798 -9,376: -1,642 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.0 25.1 39.6 48.1 92.4 92.2: 7.6 7.8
Old : 100.0: 51.4 41.8 9.2 31.1 42.2 91.7 93.2: 8.3 6.8
Other: 100.0: 27.0 19.1 19.0 47.1 53.3 93.1 91.4: 6.9 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 92 60 91 76 89 217 205:
Old : 241: 86 55 40 50 73 156 149:
Other: 205: 61 49 56 64 72 157 148:
:----------------------------------------------------------------------------------------------------
: 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 20.4 25.0 30.6 9.6 14.9 15.7 21.7
Old : 21.9 23.9 31.6 35.3 21.8 23.6 30.9 35.0
Other: 24.2 30.9 32.9 42.9 21.3 23.4 28.3 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 1,986,305: 467,291 292,060 492,369 810,259 956,061 1,769,919 1,740,490: 216,386 245,815
Old : 1,536,607: 426,197 312,993 336,484 603,077 728,751 1,365,758 1,378,228: 170,849 158,379
Other: 449,698: 115,164 53,137 81,815 207,182 227,310 404,161 362,262: 45,537 87,436
: : :
: : Changes in Commitments from: February 20, 2018 :
: -142,409: 27,444 -20,761 -118,603 -32,225 9,369 -123,385 -129,995: -19,025 -12,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 14.7 24.8 40.8 48.1 89.1 87.6: 10.9 12.4
Old : 100.0: 27.7 20.4 21.9 39.2 47.4 88.9 89.7: 11.1 10.3
Other: 100.0: 25.6 11.8 18.2 46.1 50.5 89.9 80.6: 10.1 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 861: 227 159 235 350 376 702 676:
Old : 834: 212 170 207 332 348 658 627:
Other: 572: 107 94 84 170 315 320 456:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 12.3 15.7 17.7 7.0 9.8 12.3 14.3
Old : 9.7 14.5 16.5 20.4 9.2 14.0 15.8 18.9
Other: 21.0 11.1 31.2 18.6 17.8 9.4 26.6 15.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 5,875: 2,388 60 77 1,001 4,631 3,467 4,769: 2,408 1,106
Old : 5,052: 2,313 60 37 654 4,203 3,004 4,301: 2,048 751
Other: 823: 76 1 39 347 428 462 468: 361 355
: : :
: : Changes in Commitments from: February 20, 2018 :
: -393: 105 41 -279 -159 64 -333 -174: -60 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 1.0 1.3 17.0 78.8 59.0 81.2: 41.0 18.8
Old : 100.0: 45.8 1.2 0.7 12.9 83.2 59.5 85.1: 40.5 14.9
Other: 100.0: 9.2 0.1 4.8 42.2 52.0 56.2 56.9: 43.8 43.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 1 2 5 9 16 12:
Old : 23: 11 1 1 2 9 13 11:
Other: 12: 2 1 2 4 7 7 9:
:----------------------------------------------------------------------------------------------------
: 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 : 40.8 64.7 52.8 77.2 40.8 64.5 52.2 76.4
Old : 41.4 69.1 53.3 82.0 41.4 69.1 53.3 82.0
Other: 53.6 45.5 56.2 56.4 46.3 40.3 46.3 47.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 931,437: 232,229 75,320 222,679 416,911 511,530 871,819 809,529: 59,618 121,908
Old : 720,960: 199,881 72,908 165,708 310,043 410,497 675,632 649,113: 45,328 71,847
Other: 210,477: 48,543 18,608 40,775 106,868 101,034 196,187 160,417: 14,290 50,060
: : :
: : Changes in Commitments from: February 20, 2018 :
: -72,857: 34,312 -9,788 -52,986 -53,126 -9,033 -71,800 -71,807: -1,057 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.1 23.9 44.8 54.9 93.6 86.9: 6.4 13.1
Old : 100.0: 27.7 10.1 23.0 43.0 56.9 93.7 90.0: 6.3 10.0
Other: 100.0: 23.1 8.8 19.4 50.8 48.0 93.2 76.2: 6.8 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 672: 184 156 233 191 268 506 561:
Old : 658: 164 178 194 172 259 455 533:
Other: 446: 105 88 97 107 217 262 356:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 12.0 21.1 19.3 12.5 9.0 17.7 15.0
Old : 15.3 14.7 21.5 21.6 14.8 11.3 20.7 17.8
Other: 19.0 13.1 28.3 20.3 17.1 11.6 25.5 17.9
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 3,733: 2,222 1,248 626 590 1,596 3,438 3,470: 295 263
Old : 3,726: 2,228 1,248 620 590 1,596 3,438 3,463: 289 263
Other: 6: 0 6 0 0 0 0 6: 6 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 33.4 16.8 15.8 42.7 92.1 92.9: 7.9 7.1
Old : 100.0: 59.8 33.5 16.6 15.8 42.8 92.3 92.9: 7.7 7.1
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 9 7 2 7 9 20:
Old : 20: 4 9 7 2 7 9 20:
Other: 3: 0 3 0 0 0 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 72.4 40.1 91.2 60.5 59.5 24.7 59.5 40.5
Old : 72.5 40.2 91.4 60.6 59.8 24.7 59.8 40.6
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 491,114: 133,975 94,561 94,983 222,085 270,745 451,043 460,289: 40,071 30,825
Old : 405,310: 120,108 94,384 74,164 178,291 209,989 372,562 378,536: 32,747 26,774
Other: 85,804: 27,901 14,211 6,785 43,794 60,757 78,481 81,753: 7,323 4,051
: : :
: : Changes in Commitments from: February 20, 2018 :
: -48,016: 1,683 -20,817 -23,993 -23,849 424 -46,160 -44,387: -1,856 -3,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.3 19.3 45.2 55.1 91.8 93.7: 8.2 6.3
Old : 100.0: 29.6 23.3 18.3 44.0 51.8 91.9 93.4: 8.1 6.6
Other: 100.0: 32.5 16.6 7.9 51.0 70.8 91.5 95.3: 8.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 100 89 112 86 81 255 241:
Old : 328: 106 92 99 83 79 241 232:
Other: 155: 46 39 32 49 35 115 89:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 28.2 19.1 34.7 11.9 26.0 18.2 31.8
Old : 11.8 26.4 19.5 33.7 11.5 24.4 18.9 31.4
Other: 24.1 48.6 39.2 60.2 22.7 47.7 37.8 58.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 987,488: 162,122 138,498 108,273 555,757 527,221 826,152 773,992: 161,336 213,496
Old : 987,488: 162,122 138,498 108,273 555,757 527,221 826,152 773,992: 161,336 213,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -150,153: -9,464 8,253 -78,777 -73,116 -79,658 -161,358 -150,183: 11,205 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.0 11.0 56.3 53.4 83.7 78.4: 16.3 21.6
Old : 100.0: 16.4 14.0 11.0 56.3 53.4 83.7 78.4: 16.3 21.6
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 : 180: 38 42 48 81 83 144 148:
Old : 180: 38 42 48 81 83 144 148:
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 : 19.9 23.4 29.1 32.4 13.9 17.2 21.5 23.7
Old : 19.9 23.4 29.1 32.4 13.9 17.2 21.5 23.7
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 27, 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 : 1,004,937: 52,518 211,058 21,109 775,708 649,351 849,335 881,519: 155,602 123,419
Old : 1,004,937: 52,518 211,058 21,109 775,708 649,351 849,335 881,519: 155,602 123,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -4,561: 5,457 2,281 -46,339 8,325 40,360 -32,557 -3,698: 27,996 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 21.0 2.1 77.2 64.6 84.5 87.7: 15.5 12.3
Old : 100.0: 5.2 21.0 2.1 77.2 64.6 84.5 87.7: 15.5 12.3
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 : 124: 14 16 19 67 75 92 99:
Old : 124: 14 16 19 67 75 92 99:
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 : 24.1 35.1 38.8 47.6 18.3 32.4 28.3 41.1
Old : 24.1 35.1 38.8 47.6 18.3 32.4 28.3 41.1
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 27, 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 : 1,899: 826 398 275 459 1,061 1,560 1,734: 339 165
Old : 1,899: 826 398 275 459 1,061 1,560 1,734: 339 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -153: 110 28 -16 -245 -127 -151 -115: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 21.0 14.5 24.2 55.9 82.1 91.3: 17.9 8.7
Old : 100.0: 43.5 21.0 14.5 24.2 55.9 82.1 91.3: 17.9 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 : 23: 10 4 4 5 7 17 14:
Old : 23: 10 4 4 5 7 17 14:
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 : 45.4 51.0 68.2 78.7 34.2 38.3 45.1 54.0
Old : 45.4 51.0 68.2 78.7 34.2 38.3 45.1 54.0
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, February 27, 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 : 508,077: 175,096 25,538 90,148 193,407 360,392 458,651 476,077: 49,425 31,999
Old : 422,777: 160,501 24,836 73,362 145,068 296,161 378,930 394,358: 43,847 28,419
Other: 85,300: 20,095 6,202 11,286 48,339 64,231 79,721 81,719: 5,579 3,581
: : :
: : Changes in Commitments from: February 20, 2018 :
: -49,505: 23,713 3,853 -31,026 -37,717 -20,186 -45,030 -47,359: -4,475 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.0 17.7 38.1 70.9 90.3 93.7: 9.7 6.3
Old : 100.0: 38.0 5.9 17.4 34.3 70.1 89.6 93.3: 10.4 6.7
Other: 100.0: 23.6 7.3 13.2 56.7 75.3 93.5 95.8: 6.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 124 56 102 91 109 268 231:
Old : 322: 122 58 93 85 105 256 220:
Other: 164: 61 18 31 61 48 132 89:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 32.8 16.4 41.8 9.4 30.5 13.9 39.3
Old : 11.9 32.9 17.7 42.6 11.6 31.9 17.0 41.2
Other: 21.8 40.1 36.6 53.2 19.0 37.2 33.7 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 9,928: 985 2,670 427 6,313 5,154 7,726 8,250: 2,203 1,678
Old : 9,184: 985 2,894 189 6,113 4,571 7,288 7,653: 1,896 1,530
Other: 745: 238 14 0 200 583 438 597: 307 148
: : :
: : Changes in Commitments from: February 20, 2018 :
: -370: -207 436 -531 259 -190 -479 -286: 109 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 26.9 4.3 63.6 51.9 77.8 83.1: 22.2 16.9
Old : 100.0: 10.7 31.5 2.1 66.6 49.8 79.4 83.3: 20.6 16.7
Other: 100.0: 31.9 1.9 0.0 26.8 78.3 58.8 80.1: 41.2 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 17 6 20 12 32 34:
Old : 52: 9 19 5 19 12 30 34:
Other: 12: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: 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 : 41.4 37.3 54.2 54.2 37.3 32.5 45.9 48.2
Old : 44.3 36.8 57.6 54.4 39.8 34.7 49.1 49.4
Other: 47.0 75.6 58.8 80.1 47.0 75.6 58.8 80.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,974,003: 313,971 417,315 185,220 1,313,804 1,147,291 1,812,995 1,749,826: 161,008 224,177
Old : 1,974,003: 313,971 417,315 185,220 1,313,804 1,147,291 1,812,995 1,749,826: 161,008 224,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -207,110: -72,782 -107,733 -58,629 -98,705 -84,254 -230,116 -250,617: 23,006 43,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 21.1 9.4 66.6 58.1 91.8 88.6: 8.2 11.4
Old : 100.0: 15.9 21.1 9.4 66.6 58.1 91.8 88.6: 8.2 11.4
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 : 340: 56 75 52 153 148 241 245:
Old : 340: 56 75 52 153 148 241 245:
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 : 17.6 22.1 29.4 32.1 15.6 17.3 25.2 24.7
Old : 17.6 22.1 29.4 32.1 15.6 17.3 25.2 24.7
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 27, 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 : 4,520,297: 531,561 826,920 705,201 2,877,635 2,285,294 4,114,398 3,817,415: 405,899 702,882
Old : 4,520,297: 531,561 826,920 705,201 2,877,635 2,285,294 4,114,398 3,817,415: 405,899 702,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -620,135: -13,292 -7,550 -413,472 -231,486 -247,784 -658,250 -668,806: 38,115 48,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.3 15.6 63.7 50.6 91.0 84.5: 9.0 15.5
Old : 100.0: 11.8 18.3 15.6 63.7 50.6 91.0 84.5: 9.0 15.5
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 : 439: 84 108 113 193 211 334 375:
Old : 439: 84 108 113 193 211 334 375:
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 : 22.1 11.0 31.9 18.7 19.4 8.0 25.9 12.8
Old : 22.1 11.0 31.9 18.7 19.4 8.0 25.9 12.8
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 27, 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 : 578,845: 89,594 93,075 13,008 365,278 287,241 467,880 393,324: 110,965 185,521
Old : 578,845: 89,594 93,075 13,008 365,278 287,241 467,880 393,324: 110,965 185,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,233: 10,653 17,052 -110 -10,755 -31,450 -212 -14,508: 7,445 21,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 16.1 2.2 63.1 49.6 80.8 67.9: 19.2 32.1
Old : 100.0: 15.5 16.1 2.2 63.1 49.6 80.8 67.9: 19.2 32.1
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 : 95: 13 14 12 50 56 69 76:
Old : 95: 13 14 12 50 56 69 76:
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 12.5 40.6 20.5 31.2 11.8 39.5 19.1
Old : 31.4 12.5 40.6 20.5 31.2 11.8 39.5 19.1
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 27, 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 : 3,773,956: 477,485 905,700 358,100 2,555,216 1,975,918 3,390,800 3,239,718: 383,156 534,238
Old : 3,773,956: 477,485 905,700 358,100 2,555,216 1,975,918 3,390,800 3,239,718: 383,156 534,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -344,000: -33,550 -58,897 -242,040 -150,263 -133,010 -425,853 -433,946: 81,852 89,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 24.0 9.5 67.7 52.4 89.8 85.8: 10.2 14.2
Old : 100.0: 12.7 24.0 9.5 67.7 52.4 89.8 85.8: 10.2 14.2
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 : 340: 53 83 68 153 171 249 279:
Old : 340: 53 83 68 153 171 249 279:
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 : 31.2 14.9 40.9 23.7 26.3 11.9 34.9 19.0
Old : 31.2 14.9 40.9 23.7 26.3 11.9 34.9 19.0
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 27, 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 : 2,254,771: 316,431 302,022 543,155 1,352,081 1,344,168 2,211,667 2,189,344: 43,104 65,427
Old : 2,254,771: 316,431 302,022 543,155 1,352,081 1,344,168 2,211,667 2,189,344: 43,104 65,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 234,025: 17,146 -16,509 105,716 106,699 138,433 229,562 227,641: 4,463 6,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.4 24.1 60.0 59.6 98.1 97.1: 1.9 2.9
Old : 100.0: 14.0 13.4 24.1 60.0 59.6 98.1 97.1: 1.9 2.9
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 : 175: 40 52 61 68 73 139 161:
Old : 175: 40 52 61 68 73 139 161:
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 : 29.2 28.6 43.1 42.5 21.0 17.5 26.7 22.4
Old : 29.2 28.6 43.1 42.5 21.0 17.5 26.7 22.4
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 27, 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 : 60,763: 21,827 10,926 2,138 26,848 40,488 50,812 53,552: 9,950 7,211
Old : 60,763: 21,827 10,926 2,138 26,848 40,488 50,812 53,552: 9,950 7,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 224: -1,402 -3,004 493 622 3,237 -288 726: 512 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.0 3.5 44.2 66.6 83.6 88.1: 16.4 11.9
Old : 100.0: 35.9 18.0 3.5 44.2 66.6 83.6 88.1: 16.4 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 : 104: 38 15 9 30 32 70 54:
Old : 104: 38 15 9 30 32 70 54:
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 40.2 44.1 60.1 30.5 38.5 43.9 56.6
Old : 30.6 40.2 44.1 60.1 30.5 38.5 43.9 56.6
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, February 27, 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 : 121,525: 43,653 21,851 4,275 53,697 80,977 101,625 107,103: 19,901 14,422
Old : 121,525: 43,653 21,851 4,275 53,697 80,977 101,625 107,103: 19,901 14,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 449: -2,805 -6,007 986 1,243 6,474 -575 1,453: 1,024 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 18.0 3.5 44.2 66.6 83.6 88.1: 16.4 11.9
Old : 100.0: 35.9 18.0 3.5 44.2 66.6 83.6 88.1: 16.4 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 : 104: 38 15 9 30 32 70 54:
Old : 104: 38 15 9 30 32 70 54:
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 40.2 44.1 60.1 30.5 38.5 43.9 56.6
Old : 30.6 40.2 44.1 60.1 30.5 38.5 43.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 51,299: 33,913 51,047 251 16,851 0 51,015 51,298: 284 1
Old : 51,299: 33,913 51,047 251 16,851 0 51,015 51,298: 284 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 2,192: 1,933 2,204 0 258 0 2,191 2,204: 1 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 99.5 0.5 32.8 0.0 99.4 100.0: 0.6 0.0
Old : 100.0: 66.1 99.5 0.5 32.8 0.0 99.4 100.0: 0.6 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: 35 10 2 3 0 39 11:
Old : 48: 35 10 2 3 0 39 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 : 61.2 90.1 83.0 99.0 60.9 90.1 82.7 98.9
Old : 61.2 90.1 83.0 99.0 60.9 90.1 82.7 98.9
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 27, 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 : 39,106: 9,490 7,436 6,073 23,521 25,428 39,084 38,937: 22 169
Old : 39,106: 9,490 7,436 6,073 23,521 25,428 39,084 38,937: 22 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 7,465: -921 106 5,972 2,412 1,350 7,463 7,428: 2 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 19.0 15.5 60.1 65.0 99.9 99.6: 0.1 0.4
Old : 100.0: 24.3 19.0 15.5 60.1 65.0 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 : 47: 5 16 2 7 20 12 38:
Old : 47: 5 16 2 7 20 12 38:
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 : 86.9 46.2 98.6 67.0 71.9 37.4 83.2 56.0
Old : 86.9 46.2 98.6 67.0 71.9 37.4 83.2 56.0
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, February 27, 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 : 26,920: 24,297 5,681 0 2,623 21,195 26,920 26,876: 0 44
Old : 26,920: 24,297 5,681 0 2,623 21,195 26,920 26,876: 0 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 318: 667 -102 0 -320 423 347 321: -29 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 21.1 0.0 9.7 78.7 100.0 99.8: 0.0 0.2
Old : 100.0: 90.3 21.1 0.0 9.7 78.7 100.0 99.8: 0.0 0.2
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 : 34: 4 13 0 4 14 8 27:
Old : 34: 4 13 0 4 14 8 27:
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 : 98.7 59.1 100.0 81.2 96.6 59.1 97.7 81.2
Old : 98.7 59.1 100.0 81.2 96.6 59.1 97.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018