WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 529,532: 174,895 274,758 96,689 213,438 113,062 485,022 484,509: 44,510 45,023
Old : 394,400: 152,426 254,723 49,954 157,697 57,945 360,077 362,622: 34,323 31,778
Other: 135,132: 53,310 50,876 15,894 55,741 55,117 124,945 121,887: 10,187 13,245
: : :
: : Changes in Commitments from: December 5, 2017 :
: 33,822: 6,586 32,378 6,484 17,105 -6,227 30,175 32,635: 3,647 1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 51.9 18.3 40.3 21.4 91.6 91.5: 8.4 8.5
Old : 100.0: 38.6 64.6 12.7 40.0 14.7 91.3 91.9: 8.7 8.1
Other: 100.0: 39.5 37.6 11.8 41.2 40.8 92.5 90.2: 7.5 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 137 159 103 106 99 300 313:
Old : 426: 138 148 69 99 80 270 267:
Other: 220: 57 65 32 55 76 130 156:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 9.0 23.4 16.9 13.1 8.5 19.3 15.7
Old : 17.7 11.7 26.1 21.5 16.7 11.1 23.8 20.6
Other: 23.0 19.2 36.0 31.6 19.7 17.8 30.6 28.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 325,199: 106,143 119,328 49,691 144,999 134,398 300,833 303,417: 24,366 21,782
Old : 256,015: 103,032 116,936 28,768 105,368 95,431 237,168 241,135: 18,847 14,880
Other: 69,184: 17,123 16,404 6,911 39,631 38,967 63,665 62,282: 5,519 6,902
: : :
: : Changes in Commitments from: December 5, 2017 :
: 12,485: 649 8,446 6,491 4,659 -2,810 11,799 12,127: 686 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 36.7 15.3 44.6 41.3 92.5 93.3: 7.5 6.7
Old : 100.0: 40.2 45.7 11.2 41.2 37.3 92.6 94.2: 7.4 5.8
Other: 100.0: 24.7 23.7 10.0 57.3 56.3 92.0 90.0: 8.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 95 71 71 83 74 207 193:
Old : 270: 91 68 37 70 61 175 152:
Other: 160: 42 39 34 46 58 108 112:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 19.5 30.6 31.5 15.4 16.2 22.8 26.9
Old : 25.6 24.0 35.0 38.4 24.3 24.0 32.6 37.3
Other: 28.4 30.6 40.7 43.5 26.9 30.0 37.6 42.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,520,469: 400,846 476,695 230,169 701,189 638,026 1,332,204 1,344,890: 188,265 175,579
Old : 1,348,299: 387,893 475,812 182,096 603,500 544,519 1,173,489 1,202,427: 174,810 145,872
Other: 172,170: 53,508 41,438 7,518 97,689 93,507 158,715 142,463: 13,455 29,707
: : :
: : Changes in Commitments from: December 5, 2017 :
: 36,264: -3,712 18,429 4,502 25,728 10,620 26,518 33,551: 9,746 2,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.4 15.1 46.1 42.0 87.6 88.5: 12.4 11.5
Old : 100.0: 28.8 35.3 13.5 44.8 40.4 87.0 89.2: 13.0 10.8
Other: 100.0: 31.1 24.1 4.4 56.7 54.3 92.2 82.7: 7.8 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 183 148 157 264 315 529 556:
Old : 755: 186 151 126 255 297 504 521:
Other: 409: 65 62 29 77 236 159 312:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.1 18.4 17.2 8.9 9.7 14.8 15.3
Old : 11.3 10.8 18.9 18.8 10.4 10.4 16.1 16.7
Other: 30.9 24.8 45.3 35.3 30.9 24.8 45.0 35.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,490: 2,756 356 364 1,492 4,748 4,612 5,468: 1,878 1,022
Old : 6,336: 2,680 356 361 1,440 4,713 4,481 5,430: 1,855 906
Other: 154: 79 3 0 52 35 131 38: 23 116
: : :
: : Changes in Commitments from: December 5, 2017 :
: -387: -221 90 88 -36 -696 -169 -518: -218 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 5.5 5.6 23.0 73.2 71.1 84.3: 28.9 15.7
Old : 100.0: 42.3 5.6 5.7 22.7 74.4 70.7 85.7: 29.3 14.3
Other: 100.0: 51.3 1.9 0.0 33.8 22.7 85.1 24.7: 14.9 75.3
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 5 5 7 9 20 17:
Old : 29: 11 5 5 7 9 20 17:
Other: 11: 2 1 0 3 5 5 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 : 44.9 59.6 58.0 75.1 43.5 59.0 56.5 72.3
Old : 44.1 60.6 57.5 76.4 42.6 60.0 56.0 73.5
Other: 83.8 20.8 85.1 24.7 83.8 20.8 85.1 24.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 732,220: 164,432 109,187 116,888 398,744 413,699 680,064 639,774: 52,156 92,446
Old : 659,239: 152,858 105,314 100,922 358,174 373,888 611,954 580,124: 47,285 79,115
Other: 72,981: 23,866 16,165 3,674 40,570 39,811 68,110 59,650: 4,871 13,331
: : :
: : Changes in Commitments from: December 5, 2017 :
: -37,141: -22,186 15,154 -20,592 8,313 -31,504 -34,465 -36,942: -2,676 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 14.9 16.0 54.5 56.5 92.9 87.4: 7.1 12.6
Old : 100.0: 23.2 16.0 15.3 54.3 56.7 92.8 88.0: 7.2 12.0
Other: 100.0: 32.7 22.1 5.0 55.6 54.5 93.3 81.7: 6.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 158 127 189 168 211 431 461:
Old : 565: 161 131 167 164 204 416 439:
Other: 290: 53 63 28 56 144 125 224:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 13.2 25.5 21.8 15.5 11.4 21.0 17.8
Old : 19.0 14.1 26.4 22.3 17.4 12.8 23.3 19.9
Other: 36.3 34.8 49.3 44.0 36.2 33.9 48.8 42.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 467,127: 128,270 84,261 93,344 212,996 261,338 434,610 438,943: 32,517 28,184
Old : 413,618: 120,341 89,062 73,255 191,491 225,376 385,087 387,693: 28,531 25,925
Other: 53,509: 22,720 9,990 5,298 21,505 35,962 49,523 51,250: 3,986 2,259
: : :
: : Changes in Commitments from: December 5, 2017 :
: -8,260: 7,800 10,634 -13,395 -2,342 -4,874 -7,937 -7,635: -323 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 18.0 20.0 45.6 55.9 93.0 94.0: 7.0 6.0
Old : 100.0: 29.1 21.5 17.7 46.3 54.5 93.1 93.7: 6.9 6.3
Other: 100.0: 42.5 18.7 9.9 40.2 67.2 92.6 95.8: 7.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 105 70 104 92 80 250 223:
Old : 312: 107 74 96 88 77 241 216:
Other: 104: 33 22 16 38 23 81 51:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 29.9 20.7 37.2 10.5 28.0 16.3 34.3
Old : 13.0 28.8 21.6 36.3 11.8 28.4 18.8 35.3
Other: 28.9 55.3 45.1 71.2 28.5 53.1 43.3 64.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 776,848: 207,452 106,542 20,343 397,176 493,850 624,971 620,735: 151,877 156,113
Old : 776,848: 207,452 106,542 20,343 397,176 493,850 624,971 620,735: 151,877 156,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -7,798: 18,609 -7,759 3,634 -22,641 -2,264 -398 -6,389: -7,400 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 13.7 2.6 51.1 63.6 80.4 79.9: 19.6 20.1
Old : 100.0: 26.7 13.7 2.6 51.1 63.6 80.4 79.9: 19.6 20.1
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 : 174: 36 38 17 70 73 112 122:
Old : 174: 36 38 17 70 73 112 122:
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 : 20.1 25.0 29.5 38.1 16.3 20.3 24.4 32.1
Old : 20.1 25.0 29.5 38.1 16.3 20.3 24.4 32.1
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 899,268: 54,091 160,617 13,811 693,395 632,911 761,297 807,339: 137,971 91,929
Old : 899,268: 54,091 160,617 13,811 693,395 632,911 761,297 807,339: 137,971 91,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 672: -1,257 3,677 -17,901 8,560 14,104 -10,598 -120: 11,270 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 17.9 1.5 77.1 70.4 84.7 89.8: 15.3 10.2
Old : 100.0: 6.0 17.9 1.5 77.1 70.4 84.7 89.8: 15.3 10.2
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 : 120: 19 10 11 65 74 89 90:
Old : 120: 19 10 11 65 74 89 90:
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 : 25.7 38.9 38.8 51.3 18.5 38.3 29.1 48.4
Old : 25.7 38.9 38.8 51.3 18.5 38.3 29.1 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,345: 733 936 317 950 639 2,000 1,892: 345 453
Old : 2,345: 733 936 317 950 639 2,000 1,892: 345 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 561: 23 199 191 372 -20 586 370: -25 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 39.9 13.5 40.5 27.2 85.3 80.7: 14.7 19.3
Old : 100.0: 31.3 39.9 13.5 40.5 27.2 85.3 80.7: 14.7 19.3
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 : 26: 9 6 5 8 8 19 19:
Old : 26: 9 6 5 8 8 19 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 : 43.5 46.8 62.9 63.0 34.5 41.4 47.9 50.7
Old : 43.5 46.8 62.9 63.0 34.5 41.4 47.9 50.7
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 415,878: 129,765 31,305 52,496 188,142 305,648 370,403 389,449: 45,475 26,429
Old : 373,072: 124,113 30,835 45,065 161,757 272,831 330,935 348,731: 42,137 24,341
Other: 42,806: 8,710 3,528 4,373 26,385 32,817 39,468 40,718: 3,338 2,088
: : :
: : Changes in Commitments from: December 5, 2017 :
: -22,395: -2,931 -2,042 -15,039 -7,202 -6,174 -25,172 -23,255: 2,777 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 7.5 12.6 45.2 73.5 89.1 93.6: 10.9 6.4
Old : 100.0: 33.3 8.3 12.1 43.4 73.1 88.7 93.5: 11.3 6.5
Other: 100.0: 20.3 8.2 10.2 61.6 76.7 92.2 95.1: 7.8 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 95 56 89 91 90 235 203:
Old : 283: 96 58 84 89 87 230 197:
Other: 103: 25 16 18 41 33 76 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 36.7 21.2 45.2 13.2 35.4 19.1 43.6
Old : 14.7 36.8 21.7 45.8 13.7 35.8 20.4 44.5
Other: 32.0 46.8 52.1 61.7 32.0 38.8 48.6 50.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,322: 1,845 2,075 261 6,372 6,478 8,478 8,814: 1,844 1,508
Old : 10,123: 1,840 2,075 261 6,242 6,337 8,343 8,673: 1,780 1,450
Other: 199: 5 0 0 130 141 135 141: 64 58
: : :
: : Changes in Commitments from: December 5, 2017 :
: 156: -23 -115 50 -40 18 -13 -47: 169 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 20.1 2.5 61.7 62.8 82.1 85.4: 17.9 14.6
Old : 100.0: 18.2 20.5 2.6 61.7 62.6 82.4 85.7: 17.6 14.3
Other: 100.0: 2.5 0.0 0.0 65.3 70.9 67.8 70.9: 32.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 16 12 9 19 13 40 31:
Old : 57: 16 12 9 17 13 38 31:
Other: 7: 1 0 0 3 3 4 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 : 49.8 47.8 58.9 61.3 49.8 47.3 58.7 60.8
Old : 50.7 47.4 60.0 61.2 50.7 47.4 59.9 61.2
Other: 67.8 70.9 67.8 70.9 67.8 70.9 67.8 70.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,755,965: 407,705 578,145 51,730 1,183,964 952,799 1,643,399 1,582,674: 112,566 173,291
Old : 1,755,965: 407,705 578,145 51,730 1,183,964 952,799 1,643,399 1,582,674: 112,566 173,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -10,587: 24,359 5,671 -2,728 -29,524 -23,570 -7,893 -20,627: -2,694 10,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 32.9 2.9 67.4 54.3 93.6 90.1: 6.4 9.9
Old : 100.0: 23.2 32.9 2.9 67.4 54.3 93.6 90.1: 6.4 9.9
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 : 298: 54 70 28 131 118 200 201:
Old : 298: 54 70 28 131 118 200 201:
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 29.9 34.1 40.6 21.8 27.4 32.7 36.9
Old : 22.1 29.9 34.1 40.6 21.8 27.4 32.7 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,305,607: 791,302 746,561 131,466 2,061,093 1,900,162 2,983,861 2,778,189: 321,746 527,418
Old : 3,305,607: 791,302 746,561 131,466 2,061,093 1,900,162 2,983,861 2,778,189: 321,746 527,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 31,900: 65,348 34,952 -10,882 -28,680 8,364 25,786 32,434: 6,114 -534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.6 4.0 62.4 57.5 90.3 84.0: 9.7 16.0
Old : 100.0: 23.9 22.6 4.0 62.4 57.5 90.3 84.0: 9.7 16.0
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 : 395: 69 101 51 145 178 243 301:
Old : 395: 69 101 51 145 178 243 301:
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 : 25.1 14.0 35.5 21.5 20.8 10.8 29.1 16.3
Old : 25.1 14.0 35.5 21.5 20.8 10.8 29.1 16.3
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,248: 77,834 67,947 8,964 331,513 278,061 418,311 354,972: 88,937 152,276
Old : 507,248: 77,834 67,947 8,964 331,513 278,061 418,311 354,972: 88,937 152,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -22,827: 1,436 -14,501 -2,835 -21,862 -5,632 -23,261 -22,968: 434 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.4 1.8 65.4 54.8 82.5 70.0: 17.5 30.0
Old : 100.0: 15.3 13.4 1.8 65.4 54.8 82.5 70.0: 17.5 30.0
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 : 84: 11 11 12 42 50 59 67:
Old : 84: 11 11 12 42 50 59 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 : 35.0 20.0 46.1 29.1 34.8 19.0 45.1 27.7
Old : 35.0 20.0 46.1 29.1 34.8 19.0 45.1 27.7
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,013,200: 563,573 888,570 114,233 2,098,001 1,579,397 2,775,807 2,582,200: 237,393 431,000
Old : 3,013,200: 563,573 888,570 114,233 2,098,001 1,579,397 2,775,807 2,582,200: 237,393 431,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -58,828: 19,563 -26,928 -18,678 -41,127 -8,390 -40,242 -53,996: -18,586 -4,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 29.5 3.8 69.6 52.4 92.1 85.7: 7.9 14.3
Old : 100.0: 18.7 29.5 3.8 69.6 52.4 92.1 85.7: 7.9 14.3
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 : 309: 58 68 36 121 146 203 226:
Old : 309: 58 68 36 121 146 203 226:
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 : 33.0 15.6 43.6 25.3 28.8 14.1 38.2 20.4
Old : 33.0 15.6 43.6 25.3 28.8 14.1 38.2 20.4
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,480,661: 106,008 192,776 337,010 1,004,078 893,056 1,447,096 1,422,842: 33,565 57,819
Old : 1,480,661: 106,008 192,776 337,010 1,004,078 893,056 1,447,096 1,422,842: 33,565 57,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 58,498: 15,141 9,523 14,439 26,595 36,548 56,175 60,510: 2,323 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.0 22.8 67.8 60.3 97.7 96.1: 2.3 3.9
Old : 100.0: 7.2 13.0 22.8 67.8 60.3 97.7 96.1: 2.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 24 45 55 66 68 126 137:
Old : 150: 24 45 55 66 68 126 137:
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 : 33.9 26.4 47.9 37.0 21.7 13.0 28.4 19.1
Old : 33.9 26.4 47.9 37.0 21.7 13.0 28.4 19.1
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,632: 42,164 5,808 5,173 27,325 67,239 74,661 78,220: 11,971 8,412
Old : 86,632: 42,164 5,808 5,173 27,325 67,239 74,661 78,220: 11,971 8,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 8,176: -895 -1,175 1,361 7,307 8,511 7,773 8,697: 403 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 6.7 6.0 31.5 77.6 86.2 90.3: 13.8 9.7
Old : 100.0: 48.7 6.7 6.0 31.5 77.6 86.2 90.3: 13.8 9.7
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 : 124: 50 20 17 39 33 94 67:
Old : 124: 50 20 17 39 33 94 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 : 21.5 39.4 34.4 57.3 18.3 32.9 29.7 49.2
Old : 21.5 39.4 34.4 57.3 18.3 32.9 29.7 49.2
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 173,263: 84,327 11,616 10,346 54,649 134,477 149,322 156,439: 23,941 16,824
Old : 173,263: 84,327 11,616 10,346 54,649 134,477 149,322 156,439: 23,941 16,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 16,351: -1,790 -2,350 2,722 14,613 17,022 15,545 17,394: 806 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 6.7 6.0 31.5 77.6 86.2 90.3: 13.8 9.7
Old : 100.0: 48.7 6.7 6.0 31.5 77.6 86.2 90.3: 13.8 9.7
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 : 124: 50 20 17 39 33 94 67:
Old : 124: 50 20 17 39 33 94 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 : 21.5 39.4 34.4 57.3 18.3 32.9 29.7 49.2
Old : 21.5 39.4 34.4 57.3 18.3 32.9 29.7 49.2
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 56,004: 41,234 53,403 2,560 12,118 0 55,912 55,963: 92 41
Old : 56,004: 41,234 53,403 2,560 12,118 0 55,912 55,963: 92 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -11,216: -12,898 -13,546 2,309 -600 0 -11,189 -11,237: -27 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 95.4 4.6 21.6 0.0 99.8 99.9: 0.2 0.1
Old : 100.0: 73.6 95.4 4.6 21.6 0.0 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 : 42: 28 11 4 3 0 34 12:
Old : 42: 28 11 4 3 0 34 12:
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 : 61.4 91.3 82.5 99.2 61.1 87.2 81.2 94.8
Old : 61.4 91.3 82.5 99.2 61.1 87.2 81.2 94.8
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,541: 11,007 5,684 42 15,477 20,700 26,526 26,426: 15 115
Old : 26,541: 11,007 5,684 42 15,477 20,700 26,526 26,426: 15 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,448: -2,060 -56 22 590 -1,372 -1,448 -1,406: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 21.4 0.2 58.3 78.0 99.9 99.6: 0.1 0.4
Old : 100.0: 41.5 21.4 0.2 58.3 78.0 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 : 48: 9 15 2 8 19 18 35:
Old : 48: 9 15 2 8 19 18 35:
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 : 82.0 38.4 95.8 64.8 82.0 38.3 94.7 64.8
Old : 82.0 38.4 95.8 64.8 82.0 38.3 94.7 64.8
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 - Futures Only, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,799: 20,494 4,431 136 2,107 18,126 22,737 22,693: 62 106
Old : 22,799: 20,494 4,431 136 2,107 18,126 22,737 22,693: 62 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 83: 183 -433 -371 269 912 81 108: 2 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 19.4 0.6 9.2 79.5 99.7 99.5: 0.3 0.5
Old : 100.0: 89.9 19.4 0.6 9.2 79.5 99.7 99.5: 0.3 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 : 35: 5 12 1 6 15 11 28:
Old : 35: 5 12 1 6 15 11 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 52.9 98.9 77.2 91.1 52.5 93.5 76.9
Old : 92.0 52.9 98.9 77.2 91.1 52.5 93.5 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017