WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 495,276: 153,046 151,418 128,208 177,436 173,080 458,690 452,706: 36,586 42,570
Old : 227,696: 114,635 143,209 19,415 72,898 47,714 206,948 210,338: 20,748 17,358
Other: 267,580: 102,217 72,015 44,987 104,538 125,366 251,742 242,368: 15,838 25,212
: : :
: : Changes in Commitments from: March 6, 2018 :
: 29,852: -7,921 -742 24,851 11,670 3,445 28,600 27,554: 1,252 2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 30.6 25.9 35.8 34.9 92.6 91.4: 7.4 8.6
Old : 100.0: 50.3 62.9 8.5 32.0 21.0 90.9 92.4: 9.1 7.6
Other: 100.0: 38.2 26.9 16.8 39.1 46.9 94.1 90.6: 5.9 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 133 132 141 85 115 310 320:
Old : 368: 135 108 24 53 77 203 196:
Other: 320: 89 103 83 65 103 204 245:
:----------------------------------------------------------------------------------------------------
: 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 9.6 24.1 18.4 13.7 8.4 21.5 15.1
Old : 16.7 15.4 26.2 26.8 14.7 14.6 23.9 25.1
Other: 23.1 16.5 31.9 26.7 21.3 15.5 29.0 24.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 291,335: 90,869 41,321 64,570 114,146 159,707 269,585 265,598: 21,750 25,737
Old : 123,908: 71,217 50,563 4,013 39,085 60,818 114,315 115,394: 9,593 8,514
Other: 167,427: 53,270 24,376 26,939 75,061 98,889 155,270 150,204: 12,157 17,223
: : :
: : Changes in Commitments from: March 6, 2018 :
: -8,776: -1,747 -7,499 1,707 -7,870 -3,739 -7,910 -9,531: -866 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 14.2 22.2 39.2 54.8 92.5 91.2: 7.5 8.8
Old : 100.0: 57.5 40.8 3.2 31.5 49.1 92.3 93.1: 7.7 6.9
Other: 100.0: 31.8 14.6 16.1 44.8 59.1 92.7 89.7: 7.3 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 98 45 75 65 91 199 193:
Old : 233: 80 52 10 36 69 122 125:
Other: 209: 57 44 46 50 78 135 149:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 21.0 25.0 30.3 9.9 13.6 16.4 20.6
Old : 20.7 22.7 31.8 35.4 20.7 22.7 31.7 35.4
Other: 24.8 30.9 35.1 41.6 22.8 24.1 30.6 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,860,162: 629,940 214,490 339,828 738,877 1,074,082 1,708,645 1,628,400: 151,517 231,762
Old : 1,402,788: 570,807 272,134 200,770 515,718 791,389 1,287,295 1,264,293: 115,493 138,495
Other: 457,374: 174,418 57,641 23,773 223,159 282,693 421,350 364,107: 36,024 93,267
: : :
: : Changes in Commitments from: March 6, 2018 :
: 116,211: 51,841 -43,225 59,011 6,306 79,516 117,158 95,302: -947 20,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.5 18.3 39.7 57.7 91.9 87.5: 8.1 12.5
Old : 100.0: 40.7 19.4 14.3 36.8 56.4 91.8 90.1: 8.2 9.9
Other: 100.0: 38.1 12.6 5.2 48.8 61.8 92.1 79.6: 7.9 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 851: 234 136 194 261 369 597 632:
Old : 820: 224 146 138 240 339 530 564:
Other: 592: 108 103 53 115 323 255 454:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 13.5 18.6 20.1 8.8 9.9 14.4 15.4
Old : 11.4 16.2 18.7 23.6 11.4 15.4 18.5 22.3
Other: 25.9 12.4 38.1 19.0 21.2 9.1 33.2 15.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,557: 2,435 116 124 843 4,284 3,402 4,524: 2,155 1,033
Old : 4,512: 2,363 65 0 347 3,782 2,710 3,847: 1,802 665
Other: 1,045: 111 90 85 496 502 692 677: 353 368
: : :
: : Changes in Commitments from: March 6, 2018 :
: -6: 129 -15 56 -146 -211 39 -170: -45 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 2.1 2.2 15.2 77.1 61.2 81.4: 38.8 18.6
Old : 100.0: 52.4 1.4 0.0 7.7 83.8 60.1 85.3: 39.9 14.7
Other: 100.0: 10.6 8.6 8.1 47.5 48.0 66.2 64.8: 33.8 35.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 3 3 4 8 17 12:
Old : 24: 12 2 0 3 8 15 10:
Other: 15: 5 1 1 3 8 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 38.1 64.0 51.7 77.1 38.1 63.8 51.7 76.8
Old : 37.0 71.6 52.1 83.8 37.0 71.6 52.1 83.8
Other: 63.1 41.1 66.2 63.3 54.9 40.6 56.4 54.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 849,743: 291,295 89,913 120,133 389,500 526,972 800,928 737,018: 48,815 112,725
Old : 635,695: 250,712 86,809 80,961 267,555 406,049 599,228 573,819: 36,467 61,876
Other: 214,048: 63,885 26,406 15,870 121,945 120,923 201,700 163,199: 12,348 50,849
: : :
: : Changes in Commitments from: March 6, 2018 :
: 30,509: 18,321 11,816 6,651 7,105 12,127 32,077 30,594: -1,568 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.6 14.1 45.8 62.0 94.3 86.7: 5.7 13.3
Old : 100.0: 39.4 13.7 12.7 42.1 63.9 94.3 90.3: 5.7 9.7
Other: 100.0: 29.8 12.3 7.4 57.0 56.5 94.2 76.2: 5.8 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 669: 197 140 182 162 260 447 521:
Old : 638: 178 155 129 126 241 366 471:
Other: 474: 109 106 62 97 217 237 360:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 13.5 21.3 22.8 13.4 10.7 20.0 18.3
Old : 16.1 16.8 23.7 25.9 16.0 15.6 23.5 23.9
Other: 21.1 12.9 29.9 20.1 18.8 11.9 27.4 18.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 30,436: 22,637 3,230 896 1,085 6,826 24,618 10,952: 5,818 19,484
Old : 11,372: 7,982 935 686 1,083 2,550 9,751 4,171: 1,621 7,201
Other: 19,064: 14,827 2,467 38 2 4,276 14,867 6,781: 4,197 12,283
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,770: 1,711 393 3 -71 758 1,643 1,154: 127 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 10.6 2.9 3.6 22.4 80.9 36.0: 19.1 64.0
Old : 100.0: 70.2 8.2 6.0 9.5 22.4 85.7 36.7: 14.3 63.3
Other: 100.0: 77.8 12.9 0.2 0.0 22.4 78.0 35.6: 22.0 64.4
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 7 4 2 13 8 24:
Old : 26: 5 7 3 2 13 8 22:
Other: 26: 5 7 3 1 13 6 23:
:----------------------------------------------------------------------------------------------------
: 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 : 74.1 16.1 80.9 23.4 71.8 16.1 77.5 23.0
Old : 74.2 19.9 85.7 27.3 69.0 16.9 79.6 23.4
Other: 77.9 18.4 78.0 25.7 77.7 18.4 77.8 25.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 490,234: 141,749 108,108 87,287 224,942 264,960 453,978 460,355: 36,256 29,879
Old : 391,861: 128,966 108,751 58,022 176,714 199,605 363,702 366,378: 28,159 25,483
Other: 98,373: 32,519 19,093 9,529 48,228 65,355 90,276 93,977: 8,097 4,396
: : :
: : Changes in Commitments from: March 6, 2018 :
: 5,090: -3,614 9,528 4,309 5,710 -9,489 6,405 4,348: -1,315 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.1 17.8 45.9 54.0 92.6 93.9: 7.4 6.1
Old : 100.0: 32.9 27.8 14.8 45.1 50.9 92.8 93.5: 7.2 6.5
Other: 100.0: 33.1 19.4 9.7 49.0 66.4 91.8 95.5: 8.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 110 107 105 86 71 258 240:
Old : 344: 123 101 88 82 64 239 223:
Other: 170: 51 46 29 48 40 120 97:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 27.8 19.3 34.5 11.8 25.8 18.6 31.9
Old : 12.5 26.6 21.0 34.4 12.4 25.8 20.6 33.2
Other: 22.1 42.9 33.8 55.9 21.0 42.0 31.8 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 819,617: 203,795 120,238 13,665 476,372 490,863 693,832 624,766: 125,785 194,851
Old : 819,617: 203,795 120,238 13,665 476,372 490,863 693,832 624,766: 125,785 194,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 6,936: 31,573 -37,698 2,867 -23,026 29,842 11,414 -4,989: -4,478 11,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.7 1.7 58.1 59.9 84.7 76.2: 15.3 23.8
Old : 100.0: 24.9 14.7 1.7 58.1 59.9 84.7 76.2: 15.3 23.8
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 : 176: 43 30 19 73 77 121 121:
Old : 176: 43 30 19 73 77 121 121:
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 : 23.0 27.7 33.5 37.9 17.1 21.7 26.0 29.7
Old : 23.0 27.7 33.5 37.9 17.1 21.7 26.0 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 956,890: 53,932 202,352 15,756 750,906 618,416 820,594 836,524: 136,296 120,366
Old : 956,890: 53,932 202,352 15,756 750,906 618,416 820,594 836,524: 136,296 120,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -10,680: 5,920 -16,070 196 -12,847 1,294 -6,731 -14,580: -3,949 3,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 21.1 1.6 78.5 64.6 85.8 87.4: 14.2 12.6
Old : 100.0: 5.6 21.1 1.6 78.5 64.6 85.8 87.4: 14.2 12.6
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 : 120: 13 16 15 64 69 84 93:
Old : 120: 13 16 15 64 69 84 93:
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 : 27.5 34.6 39.9 46.5 21.9 34.6 33.2 44.9
Old : 27.5 34.6 39.9 46.5 21.9 34.6 33.2 44.9
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 1,967: 1,012 438 219 409 1,170 1,640 1,827: 327 140
Old : 1,967: 1,012 438 219 409 1,170 1,640 1,827: 327 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 52: 106 144 -32 -16 -30 58 82: -6 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 22.3 11.1 20.8 59.5 83.4 92.9: 16.6 7.1
Old : 100.0: 51.4 22.3 11.1 20.8 59.5 83.4 92.9: 16.6 7.1
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 : 25: 10 4 4 6 9 18 15:
Old : 25: 10 4 4 6 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 54.3 64.9 78.8 39.8 40.8 53.4 61.8
Old : 41.9 54.3 64.9 78.8 39.8 40.8 53.4 61.8
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 453,357: 173,480 26,635 51,118 185,333 346,440 409,931 424,193: 43,426 29,164
Old : 361,058: 152,969 26,511 35,893 135,506 274,122 324,368 336,526: 36,690 24,532
Other: 92,299: 26,965 6,578 8,771 49,827 72,318 85,563 87,667: 6,736 4,632
: : :
: : Changes in Commitments from: March 6, 2018 :
: 261: -6,853 -996 4,152 3,123 -3,667 422 -511: -161 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 5.9 11.3 40.9 76.4 90.4 93.6: 9.6 6.4
Old : 100.0: 42.4 7.3 9.9 37.5 75.9 89.8 93.2: 10.2 6.8
Other: 100.0: 29.2 7.1 9.5 54.0 78.4 92.7 95.0: 7.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 116 46 79 90 92 239 194:
Old : 290: 113 50 63 82 86 219 177:
Other: 158: 48 27 27 56 47 122 85:
:----------------------------------------------------------------------------------------------------
: 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 36.8 18.0 46.5 10.8 34.7 15.8 43.9
Old : 13.9 39.2 20.0 49.2 13.9 38.8 20.0 47.9
Other: 21.0 38.8 33.3 51.5 18.4 35.5 30.1 45.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,032: 850 1,461 474 4,464 4,502 5,788 6,437: 2,244 1,595
Old : 7,219: 853 1,698 228 4,228 3,837 5,309 5,763: 1,910 1,456
Other: 813: 243 9 0 236 665 479 674: 334 139
: : :
: : Changes in Commitments from: March 6, 2018 :
: -91: -8 -57 -1 66 -62 57 -120: -148 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 18.2 5.9 55.6 56.1 72.1 80.1: 27.9 19.9
Old : 100.0: 11.8 23.5 3.2 58.6 53.2 73.5 79.8: 26.5 20.2
Other: 100.0: 29.9 1.1 0.0 29.0 81.8 58.9 82.9: 41.1 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 13 7 16 13 28 32:
Old : 47: 10 14 6 14 13 25 32:
Other: 16: 2 3 0 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.1 51.0 59.4 39.5 44.1 48.2 57.5
Old : 43.5 43.5 54.6 58.9 42.8 43.5 52.6 58.4
Other: 44.4 77.0 58.9 82.7 44.4 77.0 58.9 82.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,895,243: 314,396 433,659 106,685 1,348,868 1,168,231 1,769,949 1,708,575: 125,294 186,668
Old : 1,895,243: 314,396 433,659 106,685 1,348,868 1,168,231 1,769,949 1,708,575: 125,294 186,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 55,067: 20,956 47,425 -12,437 48,598 23,170 57,117 58,158: -2,050 -3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 22.9 5.6 71.2 61.6 93.4 90.2: 6.6 9.8
Old : 100.0: 16.6 22.9 5.6 71.2 61.6 93.4 90.2: 6.6 9.8
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 : 336: 58 74 30 140 143 210 235:
Old : 336: 58 74 30 140 143 210 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 22.2 30.1 33.4 16.4 17.2 25.1 26.2
Old : 19.0 22.2 30.1 33.4 16.4 17.2 25.1 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,392,050: 590,572 861,941 137,469 2,351,792 1,840,133 3,079,833 2,839,543: 312,217 552,507
Old : 3,392,050: 590,572 861,941 137,469 2,351,792 1,840,133 3,079,833 2,839,543: 312,217 552,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -87,292: 4,438 -86,343 -18,879 -61,040 40,142 -75,481 -65,080: -11,811 -22,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 25.4 4.1 69.3 54.2 90.8 83.7: 9.2 16.3
Old : 100.0: 17.4 25.4 4.1 69.3 54.2 90.8 83.7: 9.2 16.3
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 : 434: 78 108 60 162 193 276 326:
Old : 434: 78 108 60 162 193 276 326:
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 : 26.7 12.2 36.5 21.6 22.5 10.6 31.4 17.4
Old : 26.7 12.2 36.5 21.6 22.5 10.6 31.4 17.4
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 545,430: 82,676 83,079 3,718 365,215 290,168 451,609 376,965: 93,821 168,465
Old : 545,430: 82,676 83,079 3,718 365,215 290,168 451,609 376,965: 93,821 168,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -10,486: 8,671 -6,110 -3,972 -16,501 -1,485 -11,802 -11,567: 1,316 1,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.2 0.7 67.0 53.2 82.8 69.1: 17.2 30.9
Old : 100.0: 15.2 15.2 0.7 67.0 53.2 82.8 69.1: 17.2 30.9
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 : 94: 12 13 8 52 52 70 67:
Old : 94: 12 13 8 52 52 70 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 : 32.2 14.8 41.7 23.7 31.8 14.6 40.9 22.5
Old : 32.2 14.8 41.7 23.7 31.8 14.6 40.9 22.5
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,322,739: 543,703 998,169 104,482 2,407,279 1,770,067 3,055,464 2,872,718: 267,275 450,021
Old : 3,322,739: 543,703 998,169 104,482 2,407,279 1,770,067 3,055,464 2,872,718: 267,275 450,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -52,507: 10,477 -24,687 -4,776 -63,019 -24,309 -57,318 -53,772: 4,811 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 30.0 3.1 72.4 53.3 92.0 86.5: 8.0 13.5
Old : 100.0: 16.4 30.0 3.1 72.4 53.3 92.0 86.5: 8.0 13.5
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 : 331: 52 76 32 133 161 205 249:
Old : 331: 52 76 32 133 161 205 249:
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 : 36.6 16.7 48.3 27.3 31.2 15.0 42.3 23.7
Old : 36.6 16.7 48.3 27.3 31.2 15.0 42.3 23.7
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 2,106,901: 316,196 290,988 525,895 1,231,350 1,231,603 2,073,441 2,048,486: 33,460 58,415
Old : 2,106,901: 316,196 290,988 525,895 1,231,350 1,231,603 2,073,441 2,048,486: 33,460 58,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 95,002: 118 16,514 18,914 73,706 58,415 92,738 93,843: 2,264 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.8 25.0 58.4 58.5 98.4 97.2: 1.6 2.8
Old : 100.0: 15.0 13.8 25.0 58.4 58.5 98.4 97.2: 1.6 2.8
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 : 172: 41 50 60 64 71 136 156:
Old : 172: 41 50 60 64 71 136 156:
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 : 28.1 27.7 42.6 41.3 23.4 15.6 29.1 22.2
Old : 28.1 27.7 42.6 41.3 23.4 15.6 29.1 22.2
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 73,002: 22,899 11,628 2,020 39,082 53,054 64,001 66,702: 9,001 6,300
Old : 73,002: 22,899 11,628 2,020 39,082 53,054 64,001 66,702: 9,001 6,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 14,604: -621 815 819 14,233 13,046 14,431 14,679: 173 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 15.9 2.8 53.5 72.7 87.7 91.4: 12.3 8.6
Old : 100.0: 31.4 15.9 2.8 53.5 72.7 87.7 91.4: 12.3 8.6
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 : 106: 36 17 14 41 36 82 62:
Old : 106: 36 17 14 41 36 82 62:
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 : 32.8 41.4 47.2 60.4 26.6 30.2 36.4 45.8
Old : 32.8 41.4 47.2 60.4 26.6 30.2 36.4 45.8
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 146,003: 45,798 23,255 4,040 78,164 106,108 128,002 133,403: 18,001 12,600
Old : 146,003: 45,798 23,255 4,040 78,164 106,108 128,002 133,403: 18,001 12,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 29,207: -1,242 1,629 1,637 28,466 26,091 28,861 29,357: 346 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 15.9 2.8 53.5 72.7 87.7 91.4: 12.3 8.6
Old : 100.0: 31.4 15.9 2.8 53.5 72.7 87.7 91.4: 12.3 8.6
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 : 106: 36 17 14 41 36 82 62:
Old : 106: 36 17 14 41 36 82 62:
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 : 32.8 41.4 47.2 60.4 26.6 30.2 36.4 45.8
Old : 32.8 41.4 47.2 60.4 26.6 30.2 36.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 53,560: 34,915 52,152 1,360 17,003 0 53,278 53,512: 282 48
Old : 53,560: 34,915 52,152 1,360 17,003 0 53,278 53,512: 282 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 2,495: 1,223 1,437 1,011 268 0 2,502 2,448: -7 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 97.4 2.5 31.7 0.0 99.5 99.9: 0.5 0.1
Old : 100.0: 65.2 97.4 2.5 31.7 0.0 99.5 99.9: 0.5 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 : 43: 32 8 4 3 0 38 9:
Old : 43: 32 8 4 3 0 38 9:
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 : 59.6 91.1 82.6 99.7 59.2 89.0 82.2 97.4
Old : 59.6 91.1 82.6 99.7 59.2 89.0 82.2 97.4
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 35,177: 7,935 6,804 297 26,910 27,960 35,142 35,061: 35 116
Old : 35,177: 7,935 6,804 297 26,910 27,960 35,142 35,061: 35 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: -8,263: -625 -424 -8,919 1,251 1,135 -8,293 -8,208: 30 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 19.3 0.8 76.5 79.5 99.9 99.7: 0.1 0.3
Old : 100.0: 22.6 19.3 0.8 76.5 79.5 99.9 99.7: 0.1 0.3
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 : 48: 5 17 2 8 20 14 38:
Old : 48: 5 17 2 8 20 14 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.8 47.6 96.5 68.8 83.8 44.9 94.6 66.1
Old : 83.8 47.6 96.5 68.8 83.8 44.9 94.6 66.1
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, March 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,130: 26,142 5,980 261 2,676 22,826 29,079 29,067: 51 63
Old : 29,130: 26,142 5,980 261 2,676 22,826 29,079 29,067: 51 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2018 :
: 1,488: 1,150 183 261 52 1,059 1,463 1,503: 25 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 20.5 0.9 9.2 78.4 99.8 99.8: 0.2 0.2
Old : 100.0: 89.7 20.5 0.9 9.2 78.4 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 13 3 4 14 10 28:
Old : 34: 3 13 3 4 14 10 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 : 97.3 58.8 99.5 79.8 95.7 58.8 96.5 79.8
Old : 97.3 58.8 99.5 79.8 95.7 58.8 96.5 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2018