WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 03, 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 : 498,866: 155,259 171,849 117,748 192,594 167,735 465,601 457,332: 33,265 41,534
Old : 208,687: 112,162 140,527 13,799 67,362 40,154 193,323 194,480: 15,364 14,207
Other: 290,179: 108,831 97,056 38,215 125,232 127,581 272,278 262,852: 17,901 27,327
: : :
: : Changes in Commitments from: March 27, 2018 :
: 520: -4,099 -2,725 2,680 -419 949 -1,838 904: 2,358 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 34.4 23.6 38.6 33.6 93.3 91.7: 6.7 8.3
Old : 100.0: 53.7 67.3 6.6 32.3 19.2 92.6 93.2: 7.4 6.8
Other: 100.0: 37.5 33.4 13.2 43.2 44.0 93.8 90.6: 6.2 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 129 125 134 108 112 317 312:
Old : 343: 117 101 20 77 57 205 167:
Other: 342: 101 102 83 76 104 226 247:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 9.6 23.1 18.1 11.2 8.3 18.7 14.8
Old : 18.2 20.8 28.2 34.6 16.4 19.1 25.8 32.3
Other: 21.4 15.2 31.6 26.0 21.3 13.6 31.2 22.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 03, 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 : 290,554: 83,109 43,281 62,722 122,039 160,010 267,870 266,013: 22,684 24,541
Old : 104,311: 58,655 40,604 2,980 34,166 52,963 95,801 96,547: 8,510 7,764
Other: 186,243: 53,524 31,747 30,672 87,873 107,047 172,069 169,466: 14,174 16,777
: : :
: : Changes in Commitments from: March 27, 2018 :
: 9,920: -203 3,108 4,202 5,347 3,155 9,346 10,465: 574 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.9 21.6 42.0 55.1 92.2 91.6: 7.8 8.4
Old : 100.0: 56.2 38.9 2.9 32.8 50.8 91.8 92.6: 8.2 7.4
Other: 100.0: 28.7 17.0 16.5 47.2 57.5 92.4 91.0: 7.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 99 50 81 76 90 213 196:
Old : 231: 69 60 15 49 57 128 122:
Other: 227: 82 39 50 58 80 158 154:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 21.4 25.9 31.3 7.9 13.6 13.5 20.6
Old : 23.2 25.3 35.6 37.5 23.2 25.3 35.5 37.5
Other: 21.0 32.8 29.7 42.3 18.1 24.0 26.0 31.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 03, 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 : 1,865,937: 628,395 261,078 304,185 777,817 1,067,826 1,710,397 1,633,089: 155,540 232,848
Old : 1,317,087: 518,325 318,953 157,544 532,510 715,138 1,208,379 1,191,635: 108,708 125,452
Other: 548,850: 222,331 54,386 34,380 245,307 352,688 502,018 441,454: 46,832 107,396
: : :
: : Changes in Commitments from: March 27, 2018 :
: 15,034: 45,549 -20,033 -2,904 -28,736 31,958 13,909 9,021: 1,125 6,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.0 16.3 41.7 57.2 91.7 87.5: 8.3 12.5
Old : 100.0: 39.4 24.2 12.0 40.4 54.3 91.7 90.5: 8.3 9.5
Other: 100.0: 40.5 9.9 6.3 44.7 64.3 91.5 80.4: 8.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 874: 248 137 205 288 380 639 649:
Old : 829: 223 147 152 256 347 555 577:
Other: 623: 131 97 61 130 334 297 463:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.4 20.3 18.8 8.1 8.3 13.9 13.6
Old : 12.9 16.2 20.8 23.4 12.0 15.7 19.7 22.0
Other: 25.6 12.2 36.2 19.4 22.1 8.9 32.0 15.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 03, 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 : 6,833: 1,704 1,308 254 1,357 3,367 3,315 4,929: 3,518 1,904
Old : 4,247: 1,354 1,337 0 480 1,745 1,834 3,082: 2,413 1,165
Other: 2,586: 604 225 0 877 1,622 1,481 1,847: 1,105 739
: : :
: : Changes in Commitments from: March 27, 2018 :
: 620: 155 164 -22 266 78 399 220: 221 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.1 3.7 19.9 49.3 48.5 72.1: 51.5 27.9
Old : 100.0: 31.9 31.5 0.0 11.3 41.1 43.2 72.6: 56.8 27.4
Other: 100.0: 23.4 8.7 0.0 33.9 62.7 57.3 71.4: 42.7 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 10 5 10 8 20 22:
Old : 30: 6 12 0 6 6 12 18:
Other: 19: 6 3 0 6 7 12 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 : 27.3 40.6 39.1 56.8 26.8 40.2 35.9 54.0
Old : 34.1 47.0 41.3 59.8 34.1 47.0 41.3 59.8
Other: 44.9 59.0 55.8 70.3 44.9 58.9 55.0 69.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 03, 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 : 906,217: 284,051 73,590 133,074 441,910 582,604 859,035 789,268: 47,182 116,949
Old : 629,531: 231,179 72,253 80,385 285,918 417,217 597,482 569,855: 32,049 59,676
Other: 276,686: 80,333 28,798 25,228 155,992 165,387 261,553 219,413: 15,133 57,273
: : :
: : Changes in Commitments from: March 27, 2018 :
: 33,423: 11,029 -6,632 8,355 11,583 29,783 30,967 31,506: 2,456 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.1 14.7 48.8 64.3 94.8 87.1: 5.2 12.9
Old : 100.0: 36.7 11.5 12.8 45.4 66.3 94.9 90.5: 5.1 9.5
Other: 100.0: 29.0 10.4 9.1 56.4 59.8 94.5 79.3: 5.5 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 202 118 187 180 265 467 517:
Old : 623: 166 146 127 142 244 370 464:
Other: 507: 134 100 74 120 220 294 361:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 13.9 21.6 22.6 12.4 10.7 18.2 17.4
Old : 17.2 17.5 25.7 27.3 16.9 16.4 24.8 25.1
Other: 17.8 12.6 28.4 20.6 12.7 9.5 20.4 15.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 03, 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 : 34,106: 26,837 3,770 834 794 8,283 28,465 12,887: 5,641 21,219
Old : 11,678: 9,130 1,153 579 794 2,838 10,503 4,570: 1,175 7,108
Other: 22,428: 17,930 2,840 32 0 5,445 17,962 8,317: 4,466 14,111
: : :
: : Changes in Commitments from: March 27, 2018 :
: 3,085: 3,059 498 -17 -85 921 2,957 1,402: 128 1,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 11.1 2.4 2.3 24.3 83.5 37.8: 16.5 62.2
Old : 100.0: 78.2 9.9 5.0 6.8 24.3 89.9 39.1: 10.1 60.9
Other: 100.0: 79.9 12.7 0.1 0.0 24.3 80.1 37.1: 19.9 62.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 8 4 1 15 8 27:
Old : 29: 6 8 2 1 15 8 24:
Other: 28: 5 8 4 0 15 5 27:
:----------------------------------------------------------------------------------------------------
: 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 : 76.8 15.7 83.5 22.6 75.2 15.7 80.5 22.4
Old : 79.2 20.4 89.9 27.9 74.6 17.8 84.9 24.5
Other: 78.7 17.1 80.1 24.4 78.6 17.1 79.9 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 03, 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 : 517,457: 142,692 109,811 118,143 219,352 260,001 480,187 487,955: 37,270 29,502
Old : 401,525: 138,292 110,968 72,473 162,810 194,233 373,575 377,674: 27,950 23,851
Other: 115,932: 35,207 29,650 14,863 56,542 65,768 106,612 110,281: 9,320 5,651
: : :
: : Changes in Commitments from: March 27, 2018 :
: -1,415: -1,762 -12,091 8,963 -6,811 2,327 390 -801: -1,805 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.2 22.8 42.4 50.2 92.8 94.3: 7.2 5.7
Old : 100.0: 34.4 27.6 18.0 40.5 48.4 93.0 94.1: 7.0 5.9
Other: 100.0: 30.4 25.6 12.8 48.8 56.7 92.0 95.1: 8.0 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 109 100 117 87 77 271 253:
Old : 352: 135 93 98 78 69 250 231:
Other: 187: 51 58 43 52 42 136 114:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 25.3 19.6 32.1 12.6 23.1 19.0 29.1
Old : 12.8 24.9 20.6 32.3 12.7 24.4 20.0 31.6
Other: 22.5 34.6 33.9 46.2 21.4 33.3 32.8 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 03, 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 : 773,737: 133,920 124,243 14,218 484,974 453,046 633,112 591,507: 140,625 182,230
Old : 773,737: 133,920 124,243 14,218 484,974 453,046 633,112 591,507: 140,625 182,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -26,495: -34,826 249 1,902 4,589 -28,594 -28,335 -26,443: 1,840 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.1 1.8 62.7 58.6 81.8 76.4: 18.2 23.6
Old : 100.0: 17.3 16.1 1.8 62.7 58.6 81.8 76.4: 18.2 23.6
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 : 167: 31 35 13 70 75 105 119:
Old : 167: 31 35 13 70 75 105 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 27.2 34.4 37.7 18.3 21.4 26.7 29.5
Old : 24.3 27.2 34.4 37.7 18.3 21.4 26.7 29.5
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, April 03, 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 : 938,134: 56,109 206,065 16,049 744,322 607,855 816,480 829,969: 121,654 108,165
Old : 938,134: 56,109 206,065 16,049 744,322 607,855 816,480 829,969: 121,654 108,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -12,166: 7,913 5,257 -3,669 -13,674 -11,106 -9,430 -9,518: -2,736 -2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.0 1.7 79.3 64.8 87.0 88.5: 13.0 11.5
Old : 100.0: 6.0 22.0 1.7 79.3 64.8 87.0 88.5: 13.0 11.5
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 : 120: 16 16 14 59 67 83 89:
Old : 120: 16 16 14 59 67 83 89:
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 : 28.7 36.8 41.1 48.6 23.6 36.8 35.4 47.7
Old : 28.7 36.8 41.1 48.6 23.6 36.8 35.4 47.7
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, April 03, 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 : 1,946: 938 60 119 545 1,554 1,602 1,733: 344 213
Old : 1,946: 938 60 119 545 1,554 1,602 1,733: 344 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -64: -182 -25 4 120 -81 -58 -102: -6 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 3.1 6.1 28.0 79.9 82.3 89.1: 17.7 10.9
Old : 100.0: 48.2 3.1 6.1 28.0 79.9 82.3 89.1: 17.7 10.9
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 : 23: 11 2 1 7 8 18 11:
Old : 23: 11 2 1 7 8 18 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 : 42.8 69.0 64.2 83.9 33.2 62.5 49.4 69.1
Old : 42.8 69.0 64.2 83.9 33.2 62.5 49.4 69.1
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, April 03, 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 : 477,478: 162,212 23,342 75,336 192,584 347,334 430,132 446,012: 47,346 31,466
Old : 360,717: 144,411 27,045 42,154 135,462 266,595 322,027 335,794: 38,690 24,923
Other: 116,761: 36,074 14,570 14,909 57,122 80,739 108,105 110,218: 8,656 6,543
: : :
: : Changes in Commitments from: March 27, 2018 :
: 14,346: 1,730 -680 12,420 -9 777 14,141 12,517: 205 1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.9 15.8 40.3 72.7 90.1 93.4: 9.9 6.6
Old : 100.0: 40.0 7.5 11.7 37.6 73.9 89.3 93.1: 10.7 6.9
Other: 100.0: 30.9 12.5 12.8 48.9 69.1 92.6 94.4: 7.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 116 41 97 95 99 258 214:
Old : 301: 128 41 66 86 88 239 175:
Other: 185: 59 36 33 60 61 137 115:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 31.4 16.9 41.4 10.1 28.3 14.9 37.8
Old : 13.3 34.1 19.4 45.6 13.3 34.0 19.2 44.8
Other: 19.1 32.7 30.4 44.9 16.3 30.3 25.8 38.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 03, 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 : 8,303: 812 1,435 664 4,621 4,685 6,097 6,784: 2,206 1,519
Old : 7,111: 822 1,742 347 3,983 3,664 5,152 5,753: 1,959 1,358
Other: 1,192: 307 10 0 638 1,021 945 1,031: 247 161
: : :
: : Changes in Commitments from: March 27, 2018 :
: 95: 9 -122 148 -42 53 115 79: -20 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.3 8.0 55.7 56.4 73.4 81.7: 26.6 18.3
Old : 100.0: 11.6 24.5 4.9 56.0 51.5 72.5 80.9: 27.5 19.1
Other: 100.0: 25.8 0.8 0.0 53.5 85.7 79.3 86.5: 20.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 11 11 17 13 34 35:
Old : 52: 11 17 9 15 13 31 34:
Other: 19: 6 2 0 5 6 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 38.7 42.7 49.5 56.1 38.2 42.7 46.6 54.3
Old : 40.3 40.7 51.7 54.2 40.3 40.7 49.7 54.2
Other: 52.9 76.0 74.3 86.5 52.9 76.0 74.3 86.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 03, 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 : 1,918,159: 358,502 491,138 100,174 1,329,198 1,158,617 1,787,874 1,749,929: 130,285 168,230
Old : 1,918,159: 358,502 491,138 100,174 1,329,198 1,158,617 1,787,874 1,749,929: 130,285 168,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 4,098: 8,127 27,536 -7,305 3,955 -9,173 4,777 11,058: -679 -6,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 25.6 5.2 69.3 60.4 93.2 91.2: 6.8 8.8
Old : 100.0: 18.7 25.6 5.2 69.3 60.4 93.2 91.2: 6.8 8.8
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 : 346: 60 82 30 139 137 215 233:
Old : 346: 60 82 30 139 137 215 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 20.9 28.7 30.3 16.0 14.1 24.4 22.8
Old : 17.5 20.9 28.7 30.3 16.0 14.1 24.4 22.8
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, April 03, 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 : 3,439,319: 566,954 942,319 131,306 2,394,138 1,828,086 3,092,398 2,901,711: 346,921 537,608
Old : 3,439,319: 566,954 942,319 131,306 2,394,138 1,828,086 3,092,398 2,901,711: 346,921 537,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -65,963: -58,655 11,498 1,489 -19,569 -50,182 -76,735 -37,195: 10,772 -28,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.4 3.8 69.6 53.2 89.9 84.4: 10.1 15.6
Old : 100.0: 16.5 27.4 3.8 69.6 53.2 89.9 84.4: 10.1 15.6
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 : 437: 72 118 62 166 187 271 334:
Old : 437: 72 118 62 166 187 271 334:
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 : 26.4 13.8 37.3 22.3 22.8 12.6 32.0 19.0
Old : 26.4 13.8 37.3 22.3 22.8 12.6 32.0 19.0
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, April 03, 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 : 553,135: 68,519 83,475 2,478 377,456 293,273 448,453 379,226: 104,682 173,909
Old : 553,135: 68,519 83,475 2,478 377,456 293,273 448,453 379,226: 104,682 173,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 2,870: -6,883 6,525 357 5,291 -2,561 -1,235 4,321: 4,105 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.1 0.4 68.2 53.0 81.1 68.6: 18.9 31.4
Old : 100.0: 12.4 15.1 0.4 68.2 53.0 81.1 68.6: 18.9 31.4
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 : 94: 14 10 7 50 51 67 65:
Old : 94: 14 10 7 50 51 67 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 : 33.7 16.0 43.6 25.2 33.6 15.6 42.6 24.1
Old : 33.7 16.0 43.6 25.2 33.6 15.6 42.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 03, 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 : 3,397,735: 536,540 1,115,846 103,651 2,502,588 1,724,129 3,142,779 2,943,626: 254,956 454,109
Old : 3,397,735: 536,540 1,115,846 103,651 2,502,588 1,724,129 3,142,779 2,943,626: 254,956 454,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 11,352: -26,516 118,185 -14,193 86,309 -85,134 45,600 18,858: -34,248 -7,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 32.8 3.1 73.7 50.7 92.5 86.6: 7.5 13.4
Old : 100.0: 15.8 32.8 3.1 73.7 50.7 92.5 86.6: 7.5 13.4
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 : 319: 46 78 29 127 153 194 239:
Old : 319: 46 78 29 127 153 194 239:
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 : 36.5 18.1 48.5 28.0 30.9 15.3 42.4 23.4
Old : 36.5 18.1 48.5 28.0 30.9 15.3 42.4 23.4
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, April 03, 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 : 2,325,474: 340,874 267,341 628,081 1,322,804 1,369,218 2,291,759 2,264,640: 33,715 60,834
Old : 2,325,474: 340,874 267,341 628,081 1,322,804 1,369,218 2,291,759 2,264,640: 33,715 60,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -135,832: -31,987 9,885 -40,104 -60,198 -103,532 -132,289 -133,751: -3,543 -2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.5 27.0 56.9 58.9 98.6 97.4: 1.4 2.6
Old : 100.0: 14.7 11.5 27.0 56.9 58.9 98.6 97.4: 1.4 2.6
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 : 167: 35 49 56 57 74 124 154:
Old : 167: 35 49 56 57 74 124 154:
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 26.7 45.8 41.3 23.3 16.2 30.5 21.9
Old : 27.5 26.7 45.8 41.3 23.3 16.2 30.5 21.9
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, April 03, 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 : 48,454: 18,560 8,779 1,126 21,616 32,462 41,302 42,366: 7,152 6,088
Old : 48,454: 18,560 8,779 1,126 21,616 32,462 41,302 42,366: 7,152 6,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -3,414: -2,544 1,241 155 -265 -4,692 -2,654 -3,297: -760 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.1 2.3 44.6 67.0 85.2 87.4: 14.8 12.6
Old : 100.0: 38.3 18.1 2.3 44.6 67.0 85.2 87.4: 14.8 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 : 99: 36 18 9 25 28 66 50:
Old : 99: 36 18 9 25 28 66 50:
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 : 39.8 39.9 49.6 61.2 39.8 37.7 49.5 58.8
Old : 39.8 39.9 49.6 61.2 39.8 37.7 49.5 58.8
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, April 03, 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 : 96,907: 37,119 17,557 2,252 43,232 64,923 82,603 84,732: 14,304 12,175
Old : 96,907: 37,119 17,557 2,252 43,232 64,923 82,603 84,732: 14,304 12,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -6,828: -5,088 2,481 310 -530 -9,384 -5,308 -6,593: -1,520 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.1 2.3 44.6 67.0 85.2 87.4: 14.8 12.6
Old : 100.0: 38.3 18.1 2.3 44.6 67.0 85.2 87.4: 14.8 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 : 99: 36 18 9 25 28 66 50:
Old : 99: 36 18 9 25 28 66 50:
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 : 39.8 39.9 49.6 61.2 39.8 37.7 49.5 58.8
Old : 39.8 39.9 49.6 61.2 39.8 37.7 49.5 58.8
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, April 03, 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 : 45,339: 34,874 45,083 251 10,006 0 45,131 45,334: 208 5
Old : 45,339: 34,874 45,083 251 10,006 0 45,131 45,334: 208 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -6,155: -222 -6,157 0 -5,935 0 -6,157 -6,157: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 99.4 0.6 22.1 0.0 99.5 100.0: 0.5 0.0
Old : 100.0: 76.9 99.4 0.6 22.1 0.0 99.5 100.0: 0.5 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 : 44: 32 9 2 3 0 36 10:
Old : 44: 32 9 2 3 0 36 10:
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 : 59.9 94.5 82.0 99.8 59.6 94.5 81.7 99.4
Old : 59.9 94.5 82.0 99.8 59.6 94.5 81.7 99.4
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, April 03, 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 : 29,255: 2,717 8,467 264 26,272 20,447 29,253 29,178: 2 77
Old : 29,255: 2,717 8,467 264 26,272 20,447 29,253 29,178: 2 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 2,032: 158 2,093 -34 1,912 13 2,036 2,072: -4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.9 0.9 89.8 69.9 100.0 99.7: 0.0 0.3
Old : 100.0: 9.3 28.9 0.9 89.8 69.9 100.0 99.7: 0.0 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 : 49: 4 19 1 8 19 13 38:
Old : 49: 4 19 1 8 19 13 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 : 87.7 38.5 97.7 60.7 87.7 38.5 97.5 60.7
Old : 87.7 38.5 97.7 60.7 87.7 38.5 97.5 60.7
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, April 03, 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 : 19,670: 17,714 7,069 0 1,952 12,544 19,666 19,613: 4 57
Old : 19,670: 17,714 7,069 0 1,952 12,544 19,666 19,613: 4 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 474: 417 412 0 59 48 476 460: -2 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 35.9 0.0 9.9 63.8 100.0 99.7: 0.0 0.3
Old : 100.0: 90.1 35.9 0.0 9.9 63.8 100.0 99.7: 0.0 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 : 36: 5 14 0 5 13 10 27:
Old : 36: 5 14 0 5 13 10 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.6 48.7 99.4 73.8 91.2 48.7 95.8 73.8
Old : 92.6 48.7 99.4 73.8 91.2 48.7 95.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2018