WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 652,326: 149,356 268,706 195,311 259,116 141,482 603,784 605,499: 48,543 46,828
Old : 480,317: 130,519 244,789 124,263 188,166 78,532 442,948 447,585: 37,369 32,732
Other: 172,010: 45,186 50,266 44,699 70,951 62,949 160,835 157,914: 11,174 14,096
: : :
: : Changes in Commitments from: December 12, 2017 :
: 7,978: -1,433 39 5,005 5,088 3,240 8,660 8,285: -683 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 41.2 29.9 39.7 21.7 92.6 92.8: 7.4 7.2
Old : 100.0: 27.2 51.0 25.9 39.2 16.4 92.2 93.2: 7.8 6.8
Other: 100.0: 26.3 29.2 26.0 41.2 36.6 93.5 91.8: 6.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 475: 147 171 163 114 109 352 365:
Old : 454: 151 155 135 108 99 319 336:
Other: 237: 56 79 59 63 82 154 187:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 7.7 22.4 14.4 11.3 6.9 16.9 12.8
Old : 15.9 9.6 23.3 17.8 14.7 9.1 20.4 17.1
Other: 19.4 17.0 32.1 27.6 14.9 13.4 25.3 21.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 344,410: 103,648 119,767 60,990 152,993 140,548 317,631 321,305: 26,780 23,106
Old : 264,624: 101,907 117,656 35,243 107,536 96,749 244,686 249,648: 19,938 14,976
Other: 79,787: 18,382 18,752 9,106 45,457 43,799 72,945 71,657: 6,842 8,129
: : :
: : Changes in Commitments from: December 12, 2017 :
: 5,184: 3,024 376 -246 1,432 4,508 4,209 4,638: 975 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 34.8 17.7 44.4 40.8 92.2 93.3: 7.8 6.7
Old : 100.0: 38.5 44.5 13.3 40.6 36.6 92.5 94.3: 7.5 5.7
Other: 100.0: 23.0 23.5 11.4 57.0 54.9 91.4 89.8: 8.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 101 73 85 88 79 227 208:
Old : 280: 102 68 51 80 68 200 169:
Other: 170: 47 41 45 54 60 124 124:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 18.2 30.1 29.7 14.8 15.0 22.0 25.1
Old : 25.5 22.1 34.9 35.9 24.0 22.0 32.3 34.9
Other: 28.2 27.9 39.8 40.1 22.3 27.5 32.0 38.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,880,411: 344,437 494,244 470,004 822,342 702,635 1,636,783 1,666,883: 243,628 213,528
Old : 1,642,762: 332,611 492,335 382,721 705,300 595,073 1,420,632 1,470,129: 222,130 172,633
Other: 237,649: 54,233 44,317 44,876 117,042 107,562 216,151 196,754: 21,498 40,895
: : :
: : Changes in Commitments from: December 12, 2017 :
: 44,228: 1,349 22,963 23,148 12,685 -386 37,182 45,726: 7,046 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.3 25.0 43.7 37.4 87.0 88.6: 13.0 11.4
Old : 100.0: 20.2 30.0 23.3 42.9 36.2 86.5 89.5: 13.5 10.5
Other: 100.0: 22.8 18.6 18.9 49.3 45.3 91.0 82.8: 9.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 825: 204 175 211 356 350 669 644:
Old : 818: 211 173 194 346 339 649 622:
Other: 445: 61 81 64 112 261 216 364:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 8.5 15.2 14.5 7.2 7.3 12.2 12.0
Old : 9.3 9.3 15.7 15.8 8.4 7.8 13.1 13.1
Other: 23.5 18.4 34.9 28.3 22.8 18.0 33.0 25.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 6,921: 2,569 380 633 1,930 4,809 5,132 5,821: 1,789 1,100
Old : 6,682: 2,530 334 589 1,812 4,767 4,931 5,690: 1,751 992
Other: 239: 78 84 5 118 42 201 131: 38 108
: : :
: : Changes in Commitments from: December 12, 2017 :
: 62: -62 32 33 300 -25 270 40: -208 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 5.5 9.1 27.9 69.5 74.2 84.1: 25.8 15.9
Old : 100.0: 37.9 5.0 8.8 27.1 71.3 73.8 85.2: 26.2 14.8
Other: 100.0: 32.6 35.2 2.1 49.3 17.5 84.0 54.9: 16.0 45.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 6 7 8 11 21 20:
Old : 29: 11 4 7 8 11 21 20:
Other: 13: 1 4 1 3 5 5 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 : 46.8 58.7 58.7 70.1 45.1 56.7 57.0 66.4
Old : 45.6 60.3 58.0 72.1 43.9 58.3 56.3 68.3
Other: 82.3 44.1 84.0 54.5 81.9 43.0 81.9 52.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 893,209: 133,764 147,312 229,161 465,952 412,636 828,877 789,108: 64,333 104,101
Old : 800,602: 123,724 142,074 202,030 416,885 369,628 742,638 713,732: 57,964 86,870
Other: 92,607: 20,683 15,880 16,488 49,067 43,008 86,238 75,376: 6,369 17,231
: : :
: : Changes in Commitments from: December 12, 2017 :
: 46,590: -12,885 41,056 24,915 31,128 -21,759 43,158 44,213: 3,432 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.5 25.7 52.2 46.2 92.8 88.3: 7.2 11.7
Old : 100.0: 15.5 17.7 25.2 52.1 46.2 92.8 89.1: 7.2 10.9
Other: 100.0: 22.3 17.1 17.8 53.0 46.4 93.1 81.4: 6.9 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 624: 176 166 248 208 219 513 535:
Old : 618: 180 163 227 204 212 498 514:
Other: 304: 58 73 58 74 145 162 249:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 10.5 23.6 17.2 13.2 6.2 18.2 11.3
Old : 17.1 10.6 24.1 17.2 14.4 6.8 19.0 12.4
Other: 30.1 27.7 40.3 36.3 29.3 25.1 39.1 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 500,990: 121,329 89,817 117,688 228,050 264,202 467,068 471,708: 33,923 29,282
Old : 444,169: 110,571 92,827 98,366 205,591 226,100 414,528 417,293: 29,641 26,876
Other: 56,821: 24,789 11,022 5,291 22,460 38,102 52,540 54,415: 4,281 2,406
: : :
: : Changes in Commitments from: December 12, 2017 :
: 6,689: -1,122 5,734 5,340 2,086 -4,506 6,304 6,568: 385 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 17.9 23.5 45.5 52.7 93.2 94.2: 6.8 5.8
Old : 100.0: 24.9 20.9 22.1 46.3 50.9 93.3 93.9: 6.7 6.1
Other: 100.0: 43.6 19.4 9.3 39.5 67.1 92.5 95.8: 7.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 98 86 120 98 91 266 249:
Old : 320: 96 92 114 94 89 255 245:
Other: 114: 40 24 21 38 26 89 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 27.2 19.7 33.5 9.9 23.7 15.6 29.4
Old : 12.6 25.6 20.7 32.3 10.9 23.6 17.6 29.9
Other: 26.8 54.3 42.6 70.5 26.8 51.9 41.2 64.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 929,073: 207,253 84,414 100,762 456,715 569,785 764,730 754,961: 164,343 174,112
Old : 929,073: 207,253 84,414 100,762 456,715 569,785 764,730 754,961: 164,343 174,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 41,484: 2,662 -13,890 20,595 17,485 29,811 40,743 36,516: 741 4,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.1 10.8 49.2 61.3 82.3 81.3: 17.7 18.7
Old : 100.0: 22.3 9.1 10.8 49.2 61.3 82.3 81.3: 17.7 18.7
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 : 187: 45 35 46 86 87 149 150:
Old : 187: 45 35 46 86 87 149 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 24.7 26.2 34.9 12.0 16.5 18.8 24.0
Old : 18.0 24.7 26.2 34.9 12.0 16.5 18.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 889,850: 59,639 166,224 11,190 692,843 617,949 763,671 795,363: 126,179 94,487
Old : 889,850: 59,639 166,224 11,190 692,843 617,949 763,671 795,363: 126,179 94,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -10,354: 5,711 5,553 -2,972 -567 -14,967 2,172 -12,385: -12,526 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 18.7 1.3 77.9 69.4 85.8 89.4: 14.2 10.6
Old : 100.0: 6.7 18.7 1.3 77.9 69.4 85.8 89.4: 14.2 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 14 62 71 87 90:
Old : 117: 18 12 14 62 71 87 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 : 26.1 40.4 39.6 53.3 18.8 39.9 29.6 49.8
Old : 26.1 40.4 39.6 53.3 18.8 39.9 29.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 445,181: 111,697 32,568 80,784 208,902 304,524 401,384 417,876: 43,797 27,304
Old : 399,105: 105,339 31,674 73,224 180,440 268,754 359,003 373,652: 40,102 25,453
Other: 46,076: 9,115 3,651 4,803 28,463 35,771 42,381 44,224: 3,695 1,851
: : :
: : Changes in Commitments from: December 12, 2017 :
: -11,561: -16,496 2,659 1,913 7,221 -15,440 -7,361 -10,868: -4,199 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.3 18.1 46.9 68.4 90.2 93.9: 9.8 6.1
Old : 100.0: 26.4 7.9 18.3 45.2 67.3 90.0 93.6: 10.0 6.4
Other: 100.0: 19.8 7.9 10.4 61.8 77.6 92.0 96.0: 8.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 94 52 93 102 94 244 203:
Old : 276: 95 54 89 101 92 241 198:
Other: 113: 26 20 26 47 37 87 72:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 34.7 20.8 41.7 12.2 31.3 17.3 37.8
Old : 13.9 34.5 20.9 42.1 12.8 31.2 18.4 38.2
Other: 29.8 44.6 49.2 60.5 29.8 37.9 46.3 50.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 11,850: 1,370 2,503 1,222 7,499 6,690 10,091 10,415: 1,759 1,434
Old : 11,617: 1,367 2,503 1,222 7,369 6,516 9,958 10,241: 1,659 1,375
Other: 233: 3 0 0 130 174 133 174: 100 59
: : :
: : Changes in Commitments from: December 12, 2017 :
: 387: -83 399 195 473 -93 585 501: -198 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.1 10.3 63.3 56.5 85.2 87.9: 14.8 12.1
Old : 100.0: 11.8 21.5 10.5 63.4 56.1 85.7 88.2: 14.3 11.8
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: 13 17 16 23 18 46 43:
Old : 60: 13 17 16 22 17 45 42:
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 : 46.7 40.0 55.7 54.2 45.0 34.9 53.0 48.6
Old : 47.3 39.5 56.2 53.9 45.8 34.7 53.9 48.7
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 with Delta-adjusted Options and Futures Combined, 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 : 1,842,711: 406,078 578,035 96,553 1,220,616 998,793 1,723,247 1,673,381: 119,463 169,330
Old : 1,842,711: 406,078 578,035 96,553 1,220,616 998,793 1,723,247 1,673,381: 119,463 169,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 21,404: -3,189 6,560 -2,140 23,609 22,067 18,280 26,487: 3,123 -5,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 31.4 5.2 66.2 54.2 93.5 90.8: 6.5 9.2
Old : 100.0: 22.0 31.4 5.2 66.2 54.2 93.5 90.8: 6.5 9.2
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 : 301: 53 70 43 130 126 207 215:
Old : 301: 53 70 43 130 126 207 215:
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 : 22.3 27.6 33.9 38.5 21.9 25.3 32.1 34.9
Old : 22.3 27.6 33.9 38.5 21.9 25.3 32.1 34.9
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 with Delta-adjusted Options and Futures Combined, 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 : 3,941,936: 680,619 714,095 450,542 2,457,645 2,222,743 3,588,806 3,387,381: 353,130 554,555
Old : 3,941,936: 680,619 714,095 450,542 2,457,645 2,222,743 3,588,806 3,387,381: 353,130 554,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 64,997: -106,908 7,686 35,602 129,538 24,748 58,232 68,036: 6,764 -3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.1 11.4 62.3 56.4 91.0 85.9: 9.0 14.1
Old : 100.0: 17.3 18.1 11.4 62.3 56.4 91.0 85.9: 9.0 14.1
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 : 407: 83 91 98 174 201 305 342:
Old : 407: 83 91 98 174 201 305 342:
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 : 21.6 12.2 30.5 18.5 17.3 9.5 23.8 13.9
Old : 21.6 12.2 30.5 18.5 17.3 9.5 23.8 13.9
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 3,249,773: 547,072 927,740 250,175 2,200,728 1,624,569 2,997,974 2,802,484: 251,799 447,289
Old : 3,249,773: 547,072 927,740 250,175 2,200,728 1,624,569 2,997,974 2,802,484: 251,799 447,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: 40,539: -4,735 41,045 14,706 32,272 -25,778 42,243 29,972: -1,703 10,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 28.5 7.7 67.7 50.0 92.3 86.2: 7.7 13.8
Old : 100.0: 16.8 28.5 7.7 67.7 50.0 92.3 86.2: 7.7 13.8
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 : 315: 51 77 65 134 156 227 256:
Old : 315: 51 77 65 134 156 227 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 13.5 42.5 22.6 28.1 12.5 37.1 19.3
Old : 32.1 13.5 42.5 22.6 28.1 12.5 37.1 19.3
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, 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 : 1,458,430: 116,921 191,891 312,909 1,000,530 899,454 1,430,360 1,404,254: 28,070 54,176
Old : 1,458,430: 116,921 191,891 312,909 1,000,530 899,454 1,430,360 1,404,254: 28,070 54,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -22,243: 10,913 -897 -24,101 -3,548 6,398 -16,736 -18,600: -5,507 -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 with Delta-adjusted Options and Futures Combined, 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 : 73,631: 40,086 5,763 4,233 17,062 56,908 61,382 66,904: 12,249 6,727
Old : 73,631: 40,086 5,763 4,233 17,062 56,908 61,382 66,904: 12,249 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -15,194: -2,027 213 -2,084 -11,235 -11,309 -15,346 -13,180: 151 -2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 7.8 5.7 23.2 77.3 83.4 90.9: 16.6 9.1
Old : 100.0: 54.4 7.8 5.7 23.2 77.3 83.4 90.9: 16.6 9.1
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 : 115: 47 19 12 29 31 80 58:
Old : 115: 47 19 12 29 31 80 58:
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 : 21.0 41.3 33.9 59.4 19.3 39.5 30.8 57.6
Old : 21.0 41.3 33.9 59.4 19.3 39.5 30.8 57.6
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, 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 : 147,263: 80,172 11,526 8,467 34,125 113,815 122,764 133,808: 24,499 13,454
Old : 147,263: 80,172 11,526 8,467 34,125 113,815 122,764 133,808: 24,499 13,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2017 :
: -30,388: -4,053 426 -4,168 -22,470 -22,619 -30,691 -26,361: 303 -4,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 7.8 5.7 23.2 77.3 83.4 90.9: 16.6 9.1
Old : 100.0: 54.4 7.8 5.7 23.2 77.3 83.4 90.9: 16.6 9.1
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 : 115: 47 19 12 29 31 80 58:
Old : 115: 47 19 12 29 31 80 58:
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 : 21.0 41.3 33.9 59.4 19.3 39.5 30.8 57.6
Old : 21.0 41.3 33.9 59.4 19.3 39.5 30.8 57.6
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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