WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 17, 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 : 471,652: 156,884 154,973 104,579 178,930 168,971 440,393 428,523: 31,259 43,129
Old : 85,615: 43,964 50,054 2,908 29,253 24,229 76,125 77,191: 9,490 8,424
Other: 386,037: 137,984 129,983 76,607 149,677 144,742 364,268 351,332: 21,769 34,705
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,814: -952 2,496 -2,865 8,514 3,886 4,697 3,517: -883 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 32.9 22.2 37.9 35.8 93.4 90.9: 6.6 9.1
Old : 100.0: 51.4 58.5 3.4 34.2 28.3 88.9 90.2: 11.1 9.8
Other: 100.0: 35.7 33.7 19.8 38.8 37.5 94.4 91.0: 5.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 129 128 131 98 112 305 313:
Old : 253: 84 60 12 65 49 156 116:
Other: 378: 105 132 103 78 109 246 290:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 9.4 23.3 17.7 12.5 8.9 20.7 16.2
Old : 14.9 26.9 25.1 40.7 14.9 26.9 24.3 40.3
Other: 16.7 10.8 26.9 18.9 15.0 9.6 24.2 16.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 17, 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 : 269,351: 87,230 38,343 56,825 103,896 149,873 247,951 245,041: 21,400 24,310
Old : 42,984: 22,155 9,062 63 15,664 29,921 37,882 39,046: 5,102 3,938
Other: 226,367: 74,815 39,021 47,022 88,232 119,952 210,069 205,995: 16,298 20,372
: : :
: : Changes in Commitments from: April 10, 2018 :
: -2,825: 5,556 4,422 -1,946 -4,406 -4,347 -796 -1,871: -2,029 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 14.2 21.1 38.6 55.6 92.1 91.0: 7.9 9.0
Old : 100.0: 51.5 21.1 0.1 36.4 69.6 88.1 90.8: 11.9 9.2
Other: 100.0: 33.1 17.2 20.8 39.0 53.0 92.8 91.0: 7.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 93 48 78 74 86 200 188:
Old : 156: 47 23 3 41 49 89 74:
Other: 242: 83 56 66 60 81 172 177:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.6 23.8 30.8 8.9 14.8 15.4 22.6
Old : 32.3 24.6 43.5 42.3 32.3 24.6 43.4 41.3
Other: 15.8 24.3 25.7 34.9 10.0 19.6 18.0 27.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 17, 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 : 1,854,949: 584,507 244,447 334,332 780,966 1,042,186 1,699,805 1,620,965: 155,144 233,984
Old : 1,254,167: 474,584 307,670 168,942 504,256 658,084 1,147,782 1,134,696: 106,385 119,471
Other: 600,782: 236,161 63,015 39,152 276,710 384,102 552,023 486,269: 48,759 114,513
: : :
: : Changes in Commitments from: April 10, 2018 :
: -27,064: -28,540 13,704 -7,913 9,331 -31,043 -27,122 -25,252: 58 -1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.2 18.0 42.1 56.2 91.6 87.4: 8.4 12.6
Old : 100.0: 37.8 24.5 13.5 40.2 52.5 91.5 90.5: 8.5 9.5
Other: 100.0: 39.3 10.5 6.5 46.1 63.9 91.9 80.9: 8.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 873: 230 138 211 319 379 663 654:
Old : 817: 203 146 147 284 342 567 567:
Other: 651: 147 92 68 145 336 331 471:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.9 18.7 17.8 8.2 8.4 14.0 13.3
Old : 10.6 15.2 18.3 22.1 10.1 14.9 17.5 20.7
Other: 21.2 11.4 32.5 18.7 15.9 8.0 25.0 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, April 17, 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 : 6,411: 1,651 1,315 96 1,087 2,996 2,834 4,407: 3,577 2,004
Old : 2,886: 924 973 0 329 1,001 1,253 1,974: 1,633 912
Other: 3,525: 823 438 0 758 1,995 1,581 2,433: 1,944 1,092
: : :
: : Changes in Commitments from: April 10, 2018 :
: -324: 10 106 -88 -115 -123 -193 -105: -131 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.5 1.5 17.0 46.7 44.2 68.7: 55.8 31.3
Old : 100.0: 32.0 33.7 0.0 11.4 34.7 43.4 68.4: 56.6 31.6
Other: 100.0: 23.3 12.4 0.0 21.5 56.6 44.9 69.0: 55.1 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 4 11 6 19 20:
Old : 23: 4 10 0 6 4 10 14:
Other: 24: 6 8 0 7 6 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 43.5 36.6 56.7 24.4 41.1 36.1 53.3
Old : 35.3 52.7 41.6 63.1 35.0 50.6 40.9 61.0
Other: 27.2 53.8 42.0 63.5 27.2 53.2 42.0 62.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 17, 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 : 970,469: 289,630 65,273 149,700 478,667 636,347 917,997 851,320: 52,472 119,149
Old : 660,951: 242,512 68,534 83,709 301,510 452,494 627,731 604,737: 33,220 56,214
Other: 309,518: 83,288 32,909 29,821 177,157 183,853 290,266 246,583: 19,252 62,935
: : :
: : Changes in Commitments from: April 10, 2018 :
: 34,022: 7,488 -6,604 7,978 17,204 29,048 32,670 30,422: 1,352 3,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 6.7 15.4 49.3 65.6 94.6 87.7: 5.4 12.3
Old : 100.0: 36.7 10.4 12.7 45.6 68.5 95.0 91.5: 5.0 8.5
Other: 100.0: 26.9 10.6 9.6 57.2 59.4 93.8 79.7: 6.2 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 196 123 180 192 264 479 508:
Old : 628: 174 140 114 148 240 386 444:
Other: 504: 127 102 85 128 224 301 373:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 16.5 20.6 25.7 10.0 11.8 15.9 19.3
Old : 14.5 21.4 23.6 31.7 14.0 18.3 21.6 27.6
Other: 17.7 12.8 29.2 21.0 12.6 9.8 21.3 15.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, April 17, 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 : 36,458: 21,285 3,972 789 671 9,291 22,745 14,052: 13,713 22,406
Old : 12,350: 9,990 1,038 504 671 3,084 11,165 4,626: 1,185 7,724
Other: 24,108: 11,541 3,180 39 0 6,207 11,580 9,426: 12,528 14,682
: : :
: : Changes in Commitments from: April 10, 2018 :
: 991: -6,914 160 -36 -69 333 -7,019 457: 8,010 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 10.9 2.2 1.8 25.5 62.4 38.5: 37.6 61.5
Old : 100.0: 80.9 8.4 4.1 5.4 25.0 90.4 37.5: 9.6 62.5
Other: 100.0: 47.9 13.2 0.2 0.0 25.7 48.0 39.1: 52.0 60.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 4 1 17 7 30:
Old : 31: 5 9 2 1 17 7 27:
Other: 31: 5 9 3 0 17 5 29:
:----------------------------------------------------------------------------------------------------
: 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 : 56.5 15.6 62.4 22.4 55.1 15.6 59.7 22.4
Old : 82.9 19.6 90.4 26.9 79.1 17.8 86.3 24.4
Other: 47.6 17.0 48.0 24.4 47.5 17.0 47.9 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 17, 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 : 526,302: 142,156 127,948 125,624 218,351 239,291 486,131 492,863: 40,171 33,439
Old : 377,361: 138,488 128,043 60,770 149,184 163,392 348,442 352,205: 28,919 25,156
Other: 148,941: 44,200 40,437 24,322 69,167 75,899 137,689 140,658: 11,252 8,283
: : :
: : Changes in Commitments from: April 10, 2018 :
: -15,874: -5,840 5,621 -7,740 -5,793 -16,597 -19,373 -18,716: 3,499 2,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 24.3 23.9 41.5 45.5 92.4 93.6: 7.6 6.4
Old : 100.0: 36.7 33.9 16.1 39.5 43.3 92.3 93.3: 7.7 6.7
Other: 100.0: 29.7 27.1 16.3 46.4 51.0 92.4 94.4: 7.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 111 110 126 91 70 278 269:
Old : 365: 139 104 98 81 62 252 239:
Other: 207: 56 76 52 52 44 147 134:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 21.1 19.0 28.2 12.2 19.8 18.5 25.5
Old : 13.2 21.0 20.5 29.0 12.7 20.3 19.3 27.8
Other: 18.9 28.8 30.0 39.5 18.8 28.4 29.3 37.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 17, 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 : 812,933: 160,146 114,849 15,813 490,089 501,301 666,048 631,963: 146,885 180,970
Old : 812,933: 160,146 114,849 15,813 490,089 501,301 666,048 631,963: 146,885 180,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 43,568: 17,740 7,293 3,488 11,951 36,697 33,179 47,478: 10,389 -3,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 14.1 1.9 60.3 61.7 81.9 77.7: 18.1 22.3
Old : 100.0: 19.7 14.1 1.9 60.3 61.7 81.9 77.7: 18.1 22.3
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 : 176: 43 24 21 80 83 130 121:
Old : 176: 43 24 21 80 83 130 121:
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 : 22.0 23.8 31.6 35.7 15.8 18.3 23.7 28.1
Old : 22.0 23.8 31.6 35.7 15.8 18.3 23.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, April 17, 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 : 966,385: 57,025 213,706 14,445 768,848 637,524 840,318 865,675: 126,067 100,710
Old : 966,385: 57,025 213,706 14,445 768,848 637,524 840,318 865,675: 126,067 100,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 13,640: 2,365 5,380 -1,262 8,388 18,228 9,491 22,346: 4,149 -8,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 22.1 1.5 79.6 66.0 87.0 89.6: 13.0 10.4
Old : 100.0: 5.9 22.1 1.5 79.6 66.0 87.0 89.6: 13.0 10.4
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 : 122: 16 15 15 67 71 89 95:
Old : 122: 16 15 15 67 71 89 95:
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 : 28.2 37.7 40.7 49.4 23.5 37.7 34.9 48.6
Old : 28.2 37.7 40.7 49.4 23.5 37.7 34.9 48.6
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 17, 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 : 523,756: 168,371 24,964 106,414 198,481 359,861 473,266 491,239: 50,490 32,517
Old : 375,969: 156,711 30,112 54,434 125,334 268,131 336,479 352,677: 39,490 23,292
Other: 147,787: 44,596 27,788 19,044 73,147 91,730 136,787 138,562: 11,000 9,225
: : :
: : Changes in Commitments from: April 10, 2018 :
: 19,598: -5,409 -2,539 13,976 10,134 6,362 18,701 17,799: 897 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 4.8 20.3 37.9 68.7 90.4 93.8: 9.6 6.2
Old : 100.0: 41.7 8.0 14.5 33.3 71.3 89.5 93.8: 10.5 6.2
Other: 100.0: 30.2 18.8 12.9 49.5 62.1 92.6 93.8: 7.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 121 45 119 91 97 278 235:
Old : 325: 141 48 86 82 90 258 200:
Other: 213: 63 55 41 65 61 156 133:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 29.2 16.9 38.5 8.7 25.8 13.0 34.7
Old : 13.2 33.4 19.2 44.2 11.4 32.0 17.0 42.3
Other: 17.8 27.3 28.0 39.2 14.7 25.4 22.9 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 17, 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 : 9,170: 1,736 1,180 403 4,716 6,593 6,855 8,176: 2,315 994
Old : 7,171: 1,785 1,404 77 3,245 4,893 5,107 6,374: 2,064 797
Other: 1,999: 277 102 0 1,471 1,700 1,748 1,802: 251 197
: : :
: : Changes in Commitments from: April 10, 2018 :
: 572: 630 -54 -185 -36 1,019 409 780: 163 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.9 4.4 51.4 71.9 74.8 89.2: 25.2 10.8
Old : 100.0: 24.9 19.6 1.1 45.3 68.2 71.2 88.9: 28.8 11.1
Other: 100.0: 13.9 5.1 0.0 73.6 85.0 87.4 90.1: 12.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 10 7 17 15 35 30:
Old : 51: 15 11 4 13 15 29 29:
Other: 22: 3 4 0 8 7 11 11:
:----------------------------------------------------------------------------------------------------
: 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 : 34.3 49.6 46.3 65.4 34.3 47.3 44.5 60.2
Old : 31.3 49.4 45.0 63.1 31.3 49.4 44.5 62.2
Other: 70.1 71.2 86.2 87.5 70.1 71.2 86.2 87.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 17, 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 : 1,995,472: 417,217 503,965 101,375 1,346,936 1,209,665 1,865,528 1,815,005: 129,944 180,467
Old : 1,995,472: 417,217 503,965 101,375 1,346,936 1,209,665 1,865,528 1,815,005: 129,944 180,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 62,018: -3,673 1,270 7,751 57,994 50,933 62,072 59,954: -54 2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.3 5.1 67.5 60.6 93.5 91.0: 6.5 9.0
Old : 100.0: 20.9 25.3 5.1 67.5 60.6 93.5 91.0: 6.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 57 80 27 145 138 217 230:
Old : 341: 57 80 27 145 138 217 230:
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 : 19.9 22.4 31.9 32.5 17.8 16.7 26.9 25.2
Old : 19.9 22.4 31.9 32.5 17.8 16.7 26.9 25.2
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, April 17, 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 : 3,579,519: 647,754 1,019,443 132,869 2,446,325 1,902,503 3,226,948 3,054,815: 352,571 524,704
Old : 3,579,519: 647,754 1,019,443 132,869 2,446,325 1,902,503 3,226,948 3,054,815: 352,571 524,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 114,038: 12,270 53,324 5,939 86,403 78,559 104,612 137,822: 9,426 -23,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 28.5 3.7 68.3 53.1 90.2 85.3: 9.8 14.7
Old : 100.0: 18.1 28.5 3.7 68.3 53.1 90.2 85.3: 9.8 14.7
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 : 445: 69 118 78 172 195 288 344:
Old : 445: 69 118 78 172 195 288 344:
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 : 27.3 13.5 38.5 22.5 24.0 12.9 33.4 20.0
Old : 27.3 13.5 38.5 22.5 24.0 12.9 33.4 20.0
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 17, 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 : 546,288: 69,509 71,501 7,923 360,419 296,472 437,851 375,896: 108,437 170,392
Old : 546,288: 69,509 71,501 7,923 360,419 296,472 437,851 375,896: 108,437 170,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -6,165: 4,191 -18,637 5,478 -17,213 458 -7,544 -12,701: 1,379 6,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.1 1.5 66.0 54.3 80.2 68.8: 19.8 31.2
Old : 100.0: 12.7 13.1 1.5 66.0 54.3 80.2 68.8: 19.8 31.2
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 : 98: 15 10 7 53 52 71 66:
Old : 98: 15 10 7 53 52 71 66:
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 12.5 41.7 21.3 32.6 10.7 40.9 19.0
Old : 32.8 12.5 41.7 21.3 32.6 10.7 40.9 19.0
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 17, 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 : 3,527,238: 569,784 1,143,283 118,874 2,584,746 1,825,759 3,273,404 3,087,916: 253,834 439,322
Old : 3,527,238: 569,784 1,143,283 118,874 2,584,746 1,825,759 3,273,404 3,087,916: 253,834 439,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 96,522: -15,795 37,221 12,267 103,065 47,671 99,537 97,159: -3,015 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 32.4 3.4 73.3 51.8 92.8 87.5: 7.2 12.5
Old : 100.0: 16.2 32.4 3.4 73.3 51.8 92.8 87.5: 7.2 12.5
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 : 339: 47 87 39 134 159 206 260:
Old : 339: 47 87 39 134 159 206 260:
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 : 35.5 18.8 47.1 28.6 30.0 15.8 41.4 24.0
Old : 35.5 18.8 47.1 28.6 30.0 15.8 41.4 24.0
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 17, 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 : 2,397,577: 380,866 188,314 673,523 1,308,798 1,475,004 2,363,187 2,336,841: 34,390 60,736
Old : 2,397,577: 380,866 188,314 673,523 1,308,798 1,475,004 2,363,187 2,336,841: 34,390 60,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 26,948: 42,455 3,758 -7,015 -10,397 32,382 25,043 29,125: 1,905 -2,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.9 28.1 54.6 61.5 98.6 97.5: 1.4 2.5
Old : 100.0: 15.9 7.9 28.1 54.6 61.5 98.6 97.5: 1.4 2.5
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 : 167: 35 49 59 57 74 126 155:
Old : 167: 35 49 59 57 74 126 155:
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 : 28.9 27.9 47.7 40.6 22.1 15.5 30.1 21.2
Old : 28.9 27.9 47.7 40.6 22.1 15.5 30.1 21.2
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, April 17, 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 : 50,772: 17,349 8,721 1,020 24,586 33,640 42,955 43,381: 7,817 7,391
Old : 50,772: 17,349 8,721 1,020 24,586 33,640 42,955 43,381: 7,817 7,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,329: 482 571 -391 1,667 1,492 1,759 1,672: 571 657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 17.2 2.0 48.4 66.3 84.6 85.4: 15.4 14.6
Old : 100.0: 34.2 17.2 2.0 48.4 66.3 84.6 85.4: 15.4 14.6
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 : 102: 31 24 5 27 29 61 55:
Old : 102: 31 24 5 27 29 61 55:
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 : 40.8 35.3 50.2 55.3 40.5 33.4 49.8 52.5
Old : 40.8 35.3 50.2 55.3 40.5 33.4 49.8 52.5
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 17, 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 : 101,543: 34,698 17,441 2,040 49,171 67,280 85,909 86,761: 15,634 14,782
Old : 101,543: 34,698 17,441 2,040 49,171 67,280 85,909 86,761: 15,634 14,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 4,658: 964 1,142 -781 3,334 2,983 3,517 3,344: 1,141 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 17.2 2.0 48.4 66.3 84.6 85.4: 15.4 14.6
Old : 100.0: 34.2 17.2 2.0 48.4 66.3 84.6 85.4: 15.4 14.6
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 : 102: 31 24 5 27 29 61 55:
Old : 102: 31 24 5 27 29 61 55:
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 : 40.8 35.3 50.2 55.3 40.5 33.4 49.8 52.5
Old : 40.8 35.3 50.2 55.3 40.5 33.4 49.8 52.5
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 17, 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 : 47,891: 37,461 46,007 251 9,907 1,633 47,619 47,891: 272 0
Old : 47,891: 37,461 46,007 251 9,907 1,633 47,619 47,891: 272 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,758: 3,786 2,128 0 -53 1,633 3,733 3,761: 25 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 96.1 0.5 20.7 3.4 99.4 100.0: 0.6 0.0
Old : 100.0: 78.2 96.1 0.5 20.7 3.4 99.4 100.0: 0.6 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 : 45: 33 8 2 3 1 37 10:
Old : 45: 33 8 2 3 1 37 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 : 61.9 91.5 82.8 99.4 61.6 91.5 82.4 99.2
Old : 61.9 91.5 82.8 99.4 61.6 91.5 82.4 99.2
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 17, 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 : 29,755: 2,757 8,914 264 26,711 20,487 29,732 29,665: 23 90
Old : 29,755: 2,757 8,914 264 26,711 20,487 29,732 29,665: 23 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 328: 0 5 0 322 311 322 316: 6 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 30.0 0.9 89.8 68.9 99.9 99.7: 0.1 0.3
Old : 100.0: 9.3 30.0 0.9 89.8 68.9 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 : 47: 4 17 1 7 20 12 37:
Old : 47: 4 17 1 7 20 12 37:
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 : 89.6 38.6 98.8 60.3 89.6 38.6 98.4 60.3
Old : 89.6 38.6 98.8 60.3 89.6 38.6 98.4 60.3
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 17, 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 : 18,219: 16,328 6,761 0 1,874 11,406 18,202 18,167: 17 52
Old : 18,219: 16,328 6,761 0 1,874 11,406 18,202 18,167: 17 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -458: -427 -112 0 -15 -351 -442 -463: -16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 37.1 0.0 10.3 62.6 99.9 99.7: 0.1 0.3
Old : 100.0: 89.6 37.1 0.0 10.3 62.6 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 : 37: 8 13 0 5 12 13 25:
Old : 37: 8 13 0 5 12 13 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 49.6 98.3 74.6 89.7 49.6 94.6 74.6
Old : 92.0 49.6 98.3 74.6 89.7 49.6 94.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2018