WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 19, 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 : 537,280: 176,465 275,149 98,000 218,669 119,584 493,134 492,733: 44,146 44,547
Old : 398,384: 149,897 251,930 52,600 162,223 63,042 364,720 367,572: 33,664 30,812
Other: 138,896: 54,545 51,196 17,423 56,446 56,542 128,414 125,161: 10,482 13,735
: : :
: : Changes in Commitments from: December 12, 2017 :
: 7,748: 1,570 391 1,311 5,231 6,522 8,112 8,224: -364 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 51.2 18.2 40.7 22.3 91.8 91.7: 8.2 8.3
Old : 100.0: 37.6 63.2 13.2 40.7 15.8 91.5 92.3: 8.5 7.7
Other: 100.0: 39.3 36.9 12.5 40.6 40.7 92.5 90.1: 7.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 133 161 112 102 100 303 317:
Old : 429: 132 153 70 97 82 268 271:
Other: 226: 63 66 32 54 75 134 157:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 8.7 23.5 16.7 12.8 8.4 19.3 15.6
Old : 17.1 11.6 25.6 21.4 16.5 10.9 23.5 20.6
Other: 21.7 19.4 33.5 31.7 18.0 18.4 27.5 28.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 19, 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 : 330,044: 109,700 119,792 48,790 146,312 139,105 304,802 307,687: 25,242 22,357
Old : 252,845: 107,585 117,688 24,923 101,436 95,649 233,944 238,260: 18,901 14,585
Other: 77,199: 18,760 18,749 7,222 44,876 43,456 70,858 69,427: 6,341 7,772
: : :
: : Changes in Commitments from: December 12, 2017 :
: 4,845: 3,557 464 -901 1,313 4,707 3,969 4,270: 876 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 36.3 14.8 44.3 42.1 92.4 93.2: 7.6 6.8
Old : 100.0: 42.5 46.5 9.9 40.1 37.8 92.5 94.2: 7.5 5.8
Other: 100.0: 24.3 24.3 9.4 58.1 56.3 91.8 89.9: 8.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 100 70 76 79 74 210 198:
Old : 271: 99 66 37 66 60 176 152:
Other: 168: 48 38 37 48 59 115 117:
:----------------------------------------------------------------------------------------------------
: 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 19.0 31.3 30.9 15.2 15.7 22.3 26.2
Old : 26.6 23.1 36.4 37.6 25.1 23.1 33.3 36.6
Other: 29.1 28.8 40.9 41.1 22.9 28.4 32.9 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 19, 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 : 1,549,922: 409,543 502,515 239,285 707,802 635,028 1,356,630 1,376,828: 193,292 173,094
Old : 1,375,361: 395,965 498,699 190,064 610,358 544,337 1,196,387 1,233,100: 178,974 142,261
Other: 174,561: 55,169 45,407 7,630 97,444 90,691 160,243 143,728: 14,318 30,833
: : :
: : Changes in Commitments from: December 12, 2017 :
: 29,453: 8,697 25,820 9,116 6,613 -2,998 24,426 31,938: 5,027 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 32.4 15.4 45.7 41.0 87.5 88.8: 12.5 11.2
Old : 100.0: 28.8 36.3 13.8 44.4 39.6 87.0 89.7: 13.0 10.3
Other: 100.0: 31.6 26.0 4.4 55.8 52.0 91.8 82.3: 8.2 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 180 160 152 274 313 538 560:
Old : 768: 189 160 123 267 295 516 526:
Other: 415: 62 64 29 72 246 152 323:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 9.9 17.8 17.0 8.4 9.5 14.5 15.1
Old : 10.8 10.8 18.2 18.5 10.0 10.1 15.6 16.5
Other: 31.1 24.6 45.1 34.0 31.1 24.6 44.9 34.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 19, 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 : 6,525: 2,696 380 392 1,769 4,714 4,857 5,486: 1,668 1,039
Old : 6,303: 2,654 349 351 1,651 4,672 4,656 5,372: 1,647 931
Other: 222: 83 72 0 118 42 201 114: 21 108
: : :
: : Changes in Commitments from: December 12, 2017 :
: 35: -60 24 28 277 -34 245 18: -210 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 5.8 6.0 27.1 72.2 74.4 84.1: 25.6 15.9
Old : 100.0: 42.1 5.5 5.6 26.2 74.1 73.9 85.2: 26.1 14.8
Other: 100.0: 37.4 32.4 0.0 53.2 18.9 90.5 51.4: 9.5 48.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 10 5 5 6 10 18 18:
Old : 29: 10 5 5 6 10 18 18:
Other: 12: 2 2 0 3 5 5 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 61.3 62.2 73.4 47.8 60.7 60.4 71.1
Old : 48.4 62.9 61.5 75.4 46.5 62.4 59.6 73.0
Other: 88.7 46.4 90.5 51.4 88.7 46.4 90.5 51.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 19, 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 : 758,065: 165,055 154,773 118,632 419,358 390,231 703,045 663,636: 55,020 94,429
Old : 682,364: 153,844 149,182 102,546 375,868 350,752 632,258 602,480: 50,106 79,884
Other: 75,701: 22,329 16,709 4,968 43,490 39,479 70,787 61,156: 4,914 14,545
: : :
: : Changes in Commitments from: December 12, 2017 :
: 25,845: 623 45,586 1,744 20,614 -23,468 22,981 23,862: 2,864 1,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.4 15.6 55.3 51.5 92.7 87.5: 7.3 12.5
Old : 100.0: 22.5 21.9 15.0 55.1 51.4 92.7 88.3: 7.3 11.7
Other: 100.0: 29.5 22.1 6.6 57.4 52.2 93.5 80.8: 6.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 151 148 199 178 206 441 482:
Old : 578: 158 147 167 175 199 425 451:
Other: 290: 54 68 34 53 140 123 230:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 12.2 25.4 19.5 15.5 10.0 20.9 16.3
Old : 18.9 12.2 26.1 19.6 17.0 11.0 22.2 17.9
Other: 36.8 33.0 49.0 41.8 35.9 31.4 47.7 39.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 19, 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 : 471,781: 127,725 89,240 97,901 213,262 256,356 438,888 443,497: 32,893 28,284
Old : 415,205: 117,084 92,312 78,607 190,891 218,359 386,582 389,278: 28,623 25,927
Other: 56,576: 24,766 11,053 5,169 22,371 37,997 52,306 54,219: 4,270 2,357
: : :
: : Changes in Commitments from: December 12, 2017 :
: 4,654: -545 4,979 4,557 266 -4,982 4,278 4,554: 376 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 18.9 20.8 45.2 54.3 93.0 94.0: 7.0 6.0
Old : 100.0: 28.2 22.2 18.9 46.0 52.6 93.1 93.8: 6.9 6.2
Other: 100.0: 43.8 19.5 9.1 39.5 67.2 92.5 95.8: 7.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 104 77 111 93 76 257 226:
Old : 315: 103 82 105 89 73 246 221:
Other: 112: 36 27 16 37 26 85 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 28.7 20.0 35.4 10.4 25.7 16.5 31.9
Old : 13.0 27.1 20.9 34.3 11.5 25.8 18.6 32.6
Other: 26.9 54.6 42.8 70.8 26.9 52.3 41.4 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 19, 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 : 769,882: 202,900 98,553 20,098 400,506 490,954 623,504 609,605: 146,378 160,277
Old : 769,882: 202,900 98,553 20,098 400,506 490,954 623,504 609,605: 146,378 160,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -6,966: -4,552 -7,989 -245 3,330 -2,896 -1,467 -11,130: -5,499 4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.8 2.6 52.0 63.8 81.0 79.2: 19.0 20.8
Old : 100.0: 26.4 12.8 2.6 52.0 63.8 81.0 79.2: 19.0 20.8
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 : 179: 35 41 19 71 73 112 127:
Old : 179: 35 41 19 71 73 112 127:
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 25.2 30.0 35.9 16.4 20.0 25.2 28.6
Old : 20.1 25.2 30.0 35.9 16.4 20.0 25.2 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, December 19, 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 : 888,848: 59,806 166,179 10,816 692,831 617,949 763,453 794,944: 125,395 93,904
Old : 888,848: 59,806 166,179 10,816 692,831 617,949 763,453 794,944: 125,395 93,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -10,420: 5,715 5,562 -2,995 -564 -14,962 2,156 -12,395: -12,576 1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 18.7 1.2 77.9 69.5 85.9 89.4: 14.1 10.6
Old : 100.0: 6.7 18.7 1.2 77.9 69.5 85.9 89.4: 14.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 18 12 12 62 70 86 88:
Old : 117: 18 12 12 62 70 86 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 40.4 39.6 53.4 18.9 39.9 29.6 49.9
Old : 26.1 40.4 39.6 53.4 18.9 39.9 29.6 49.9
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 19, 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 : 2,748: 695 1,161 326 1,265 695 2,286 2,182: 462 566
Old : 2,748: 695 1,161 326 1,265 695 2,286 2,182: 462 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 403: -38 225 9 315 56 286 290: 117 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 42.2 11.9 46.0 25.3 83.2 79.4: 16.8 20.6
Old : 100.0: 25.3 42.2 11.9 46.0 25.3 83.2 79.4: 16.8 20.6
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 : 28: 10 7 6 8 8 19 21:
Old : 28: 10 7 6 8 8 19 21:
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 : 47.2 44.6 66.5 57.8 36.0 36.7 46.9 45.3
Old : 47.2 44.6 66.5 57.8 36.0 36.7 46.9 45.3
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 19, 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 : 403,020: 114,288 34,932 52,199 195,282 290,078 361,769 377,209: 41,251 25,811
Old : 358,276: 108,347 34,334 45,160 167,075 254,775 320,582 334,269: 37,694 24,007
Other: 44,744: 8,972 3,629 4,008 28,207 35,303 41,187 42,940: 3,557 1,804
: : :
: : Changes in Commitments from: December 12, 2017 :
: -12,858: -15,477 3,627 -297 7,140 -15,570 -8,634 -12,240: -4,224 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.7 13.0 48.5 72.0 89.8 93.6: 10.2 6.4
Old : 100.0: 30.2 9.6 12.6 46.6 71.1 89.5 93.3: 10.5 6.7
Other: 100.0: 20.1 8.1 9.0 63.0 78.9 92.1 96.0: 7.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 87 52 79 94 90 223 191:
Old : 265: 88 54 72 93 87 220 182:
Other: 111: 26 19 21 46 35 83 67:
:----------------------------------------------------------------------------------------------------
: 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 36.7 22.4 44.4 13.5 33.5 19.1 40.6
Old : 15.3 36.6 22.8 45.0 14.1 33.5 20.4 41.2
Other: 30.6 45.9 50.7 61.9 30.6 39.0 47.6 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 19, 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 : 10,700: 2,066 2,531 291 6,659 6,504 9,016 9,326: 1,684 1,374
Old : 10,467: 2,063 2,531 291 6,529 6,330 8,883 9,152: 1,584 1,315
Other: 233: 3 0 0 130 174 133 174: 100 59
: : :
: : Changes in Commitments from: December 12, 2017 :
: 378: 221 456 30 287 26 538 512: -160 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 23.7 2.7 62.2 60.8 84.3 87.2: 15.7 12.8
Old : 100.0: 19.7 24.2 2.8 62.4 60.5 84.9 87.4: 15.1 12.6
Other: 100.0: 1.3 0.0 0.0 55.8 74.7 57.1 74.7: 42.9 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 13 8 21 16 42 35:
Old : 60: 17 13 8 19 15 40 34:
Other: 9: 1 0 0 3 5 4 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 : 49.0 44.1 58.3 58.4 49.0 43.5 58.3 57.4
Old : 49.9 43.6 59.5 58.2 49.9 43.5 59.5 57.7
Other: 57.1 72.5 57.1 74.7 57.1 72.5 57.1 74.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 19, 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 : 1,765,141: 404,609 583,237 45,014 1,200,373 968,776 1,649,996 1,597,027: 115,145 168,114
Old : 1,765,141: 404,609 583,237 45,014 1,200,373 968,776 1,649,996 1,597,027: 115,145 168,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 9,176: -3,096 5,092 -6,716 16,409 15,977 6,597 14,353: 2,579 -5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.0 2.6 68.0 54.9 93.5 90.5: 6.5 9.5
Old : 100.0: 22.9 33.0 2.6 68.0 54.9 93.5 90.5: 6.5 9.5
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 : 301: 52 71 27 127 126 193 210:
Old : 301: 52 71 27 127 126 193 210:
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 : 23.3 28.8 35.4 40.1 22.9 26.4 33.5 36.4
Old : 23.3 28.8 35.4 40.1 22.9 26.4 33.5 36.4
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 19, 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 : 3,277,972: 685,295 729,525 142,536 2,127,918 1,885,873 2,955,749 2,757,934: 322,223 520,038
Old : 3,277,972: 685,295 729,525 142,536 2,127,918 1,885,873 2,955,749 2,757,934: 322,223 520,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -27,635: -106,007 -17,036 11,070 66,825 -14,289 -28,112 -20,255: 477 -7,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.3 4.3 64.9 57.5 90.2 84.1: 9.8 15.9
Old : 100.0: 20.9 22.3 4.3 64.9 57.5 90.2 84.1: 9.8 15.9
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 : 397: 73 96 52 150 176 250 297:
Old : 397: 73 96 52 150 176 250 297:
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 13.4 34.5 20.7 20.3 10.9 28.2 16.3
Old : 25.1 13.4 34.5 20.7 20.3 10.9 28.2 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 19, 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 : 512,438: 80,613 73,168 7,193 336,922 284,364 424,728 364,725: 87,710 147,713
Old : 512,438: 80,613 73,168 7,193 336,922 284,364 424,728 364,725: 87,710 147,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 5,190: 2,779 5,221 -1,771 5,409 6,303 6,417 9,753: -1,227 -4,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.3 1.4 65.7 55.5 82.9 71.2: 17.1 28.8
Old : 100.0: 15.7 14.3 1.4 65.7 55.5 82.9 71.2: 17.1 28.8
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 : 86: 10 12 10 48 49 64 65:
Old : 86: 10 12 10 48 49 64 65:
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 : 34.5 21.8 45.4 30.8 34.3 21.1 45.0 29.4
Old : 34.5 21.8 45.4 30.8 34.3 21.1 45.0 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, December 19, 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 : 3,046,985: 568,836 946,783 109,986 2,126,777 1,551,811 2,805,599 2,608,580: 241,386 438,405
Old : 3,046,985: 568,836 946,783 109,986 2,126,777 1,551,811 2,805,599 2,608,580: 241,386 438,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 33,785: 5,263 58,213 -4,247 28,776 -27,586 29,792 26,380: 3,993 7,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 31.1 3.6 69.8 50.9 92.1 85.6: 7.9 14.4
Old : 100.0: 18.7 31.1 3.6 69.8 50.9 92.1 85.6: 7.9 14.4
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 : 310: 58 68 38 125 145 206 228:
Old : 310: 58 68 38 125 145 206 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 14.4 44.3 23.9 29.4 14.2 39.1 21.4
Old : 33.4 14.4 44.3 23.9 29.4 14.2 39.1 21.4
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 19, 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 : 1,458,422: 116,921 191,883 312,909 1,000,530 899,454 1,430,360 1,404,246: 28,062 54,176
Old : 1,458,422: 116,921 191,883 312,909 1,000,530 899,454 1,430,360 1,404,246: 28,062 54,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -22,239: 10,913 -893 -24,101 -3,548 6,398 -16,736 -18,596: -5,503 -3,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.2 21.5 68.6 61.7 98.1 96.3: 1.9 3.7
Old : 100.0: 8.0 13.2 21.5 68.6 61.7 98.1 96.3: 1.9 3.7
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 : 151: 26 45 58 66 67 128 141:
Old : 151: 26 45 58 66 67 128 141:
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 : 35.7 26.3 49.1 36.5 21.6 13.2 27.5 18.2
Old : 35.7 26.3 49.1 36.5 21.6 13.2 27.5 18.2
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 19, 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 : 72,370: 40,410 5,712 3,579 16,245 56,565 60,234 65,856: 12,136 6,514
Old : 72,370: 40,410 5,712 3,579 16,245 56,565 60,234 65,856: 12,136 6,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -14,262: -1,754 -97 -1,594 -11,080 -10,674 -14,428 -12,364: 166 -1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 7.9 4.9 22.4 78.2 83.2 91.0: 16.8 9.0
Old : 100.0: 55.8 7.9 4.9 22.4 78.2 83.2 91.0: 16.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 45 18 9 28 30 76 54:
Old : 112: 45 18 9 28 30 76 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 : 21.4 42.0 34.5 60.5 19.7 40.2 31.4 58.6
Old : 21.4 42.0 34.5 60.5 19.7 40.2 31.4 58.6
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 - Futures Only, December 19, 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 : 144,739: 80,820 11,423 7,158 32,489 113,130 120,467 131,711: 24,272 13,028
Old : 144,739: 80,820 11,423 7,158 32,489 113,130 120,467 131,711: 24,272 13,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -28,524: -3,507 -193 -3,188 -22,160 -21,347 -28,855 -24,728: 331 -3,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 7.9 4.9 22.4 78.2 83.2 91.0: 16.8 9.0
Old : 100.0: 55.8 7.9 4.9 22.4 78.2 83.2 91.0: 16.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 45 18 9 28 30 76 54:
Old : 112: 45 18 9 28 30 76 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 : 21.4 42.0 34.5 60.5 19.7 40.2 31.4 58.6
Old : 21.4 42.0 34.5 60.5 19.7 40.2 31.4 58.6
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 - Futures Only, December 19, 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 : 72,726: 39,859 50,726 21,979 10,779 0 72,617 72,705: 109 21
Old : 72,726: 39,859 50,726 21,979 10,779 0 72,617 72,705: 109 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 16,722: -1,375 -2,677 19,419 -1,339 0 16,705 16,742: 17 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 69.7 30.2 14.8 0.0 99.9 100.0: 0.1 0.0
Old : 100.0: 54.8 69.7 30.2 14.8 0.0 99.9 100.0: 0.1 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 : 38: 25 10 5 3 0 32 11:
Old : 38: 25 10 5 3 0 32 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 93.5 83.3 99.6 47.1 63.8 62.6 69.5
Old : 54.4 93.5 83.3 99.6 47.1 63.8 62.6 69.5
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 19, 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 : 24,457: 9,829 5,875 0 14,616 18,480 24,445 24,355: 12 102
Old : 24,457: 9,829 5,875 0 14,616 18,480 24,445 24,355: 12 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -2,084: -1,178 191 -42 -861 -2,220 -2,081 -2,071: -3 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 24.0 0.0 59.8 75.6 100.0 99.6: 0.0 0.4
Old : 100.0: 40.2 24.0 0.0 59.8 75.6 100.0 99.6: 0.0 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 : 50: 9 16 0 9 18 18 34:
Old : 50: 9 16 0 9 18 18 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 41.0 95.9 66.5 78.3 41.0 95.9 66.5
Old : 78.3 41.0 95.9 66.5 78.3 41.0 95.9 66.5
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 19, 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 : 20,248: 17,970 4,557 1 2,261 15,613 20,232 20,171: 16 77
Old : 20,248: 17,970 4,557 1 2,261 15,613 20,232 20,171: 16 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -2,551: -2,524 126 -135 154 -2,513 -2,505 -2,522: -46 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 22.5 0.0 11.2 77.1 99.9 99.6: 0.1 0.4
Old : 100.0: 88.7 22.5 0.0 11.2 77.1 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 13 1 5 13 12 26:
Old : 36: 6 13 1 5 13 12 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 57.7 99.4 78.7 95.0 57.7 97.6 78.2
Old : 95.0 57.7 99.4 78.7 95.0 57.7 97.6 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2017