WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 623,639: 133,054 172,730 218,501 237,673 187,355 589,228 578,586: 34,411 45,053
Old : 270,839: 106,291 146,145 60,274 87,113 47,965 253,678 254,384: 17,162 16,455
Other: 352,800: 93,868 93,689 91,123 150,560 139,390 335,551 324,202: 17,249 28,598
: : :
: : Changes in Commitments from: March 20, 2018 :
: 10,114: 4,739 20,049 -9,813 18,340 348 13,266 10,584: -3,152 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.7 35.0 38.1 30.0 94.5 92.8: 5.5 7.2
Old : 100.0: 39.2 54.0 22.3 32.2 17.7 93.7 93.9: 6.3 6.1
Other: 100.0: 26.6 26.6 25.8 42.7 39.5 95.1 91.9: 4.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 128 161 171 117 125 352 370:
Old : 379: 124 126 80 89 87 246 261:
Other: 364: 96 130 103 92 113 259 279:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.3 21.7 16.5 9.9 6.4 16.4 11.0
Old : 15.2 17.0 23.6 27.7 13.4 14.4 21.3 24.6
Other: 20.4 14.1 30.1 24.0 18.1 11.0 26.8 18.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 304,207: 78,530 39,441 77,558 124,485 160,052 280,572 277,051: 23,635 27,156
Old : 116,710: 56,110 40,718 12,455 39,186 54,954 107,751 108,128: 8,958 8,582
Other: 187,497: 48,500 24,802 39,023 85,299 105,099 172,821 168,924: 14,676 18,574
: : :
: : Changes in Commitments from: March 20, 2018 :
: 5,530: -697 6,002 998 4,350 -373 4,651 6,627: 879 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.0 25.5 40.9 52.6 92.2 91.1: 7.8 8.9
Old : 100.0: 48.1 34.9 10.7 33.6 47.1 92.3 92.6: 7.7 7.4
Other: 100.0: 25.9 13.2 20.8 45.5 56.1 92.2 90.1: 7.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 98 50 88 81 92 216 206:
Old : 239: 78 56 31 60 67 152 141:
Other: 218: 65 48 58 65 84 160 163:
:----------------------------------------------------------------------------------------------------
: 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 19.2 22.9 27.5 7.9 12.8 13.7 19.3
Old : 19.7 20.1 30.2 31.7 19.4 20.1 29.8 31.7
Other: 20.7 28.6 29.3 37.4 18.2 22.4 25.4 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 2,315,457: 502,162 274,659 619,259 979,954 1,135,799 2,101,374 2,029,717: 214,083 285,740
Old : 1,664,270: 416,451 328,080 403,795 691,832 779,867 1,512,078 1,511,743: 152,192 152,527
Other: 651,187: 188,385 49,253 112,790 288,122 355,932 589,297 517,975: 61,891 133,213
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,845: -61,303 35,417 1,268 50,706 -26,212 -9,329 10,474: 14,174 -5,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.9 26.7 42.3 49.1 90.8 87.7: 9.2 12.3
Old : 100.0: 25.0 19.7 24.3 41.6 46.9 90.9 90.8: 9.1 9.2
Other: 100.0: 28.9 7.6 17.3 44.2 54.7 90.5 79.5: 9.5 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 911: 242 168 278 377 410 758 743:
Old : 874: 223 177 235 356 379 691 685:
Other: 653: 139 106 108 193 347 389 511:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 10.8 19.2 16.2 6.7 5.8 11.4 10.1
Old : 11.3 13.0 18.4 18.6 9.7 11.3 15.7 16.0
Other: 20.5 11.6 29.8 18.7 17.3 8.5 25.9 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 6,453: 1,507 1,142 399 1,114 3,350 3,020 4,891: 3,433 1,562
Old : 4,683: 1,524 1,134 61 550 2,410 2,136 3,605: 2,548 1,078
Other: 1,770: 239 264 82 564 940 885 1,286: 885 484
: : :
: : Changes in Commitments from: March 20, 2018 :
: 687: -235 731 204 163 -166 133 770: 554 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.7 6.2 17.3 51.9 46.8 75.8: 53.2 24.2
Old : 100.0: 32.5 24.2 1.3 11.7 51.5 45.6 77.0: 54.4 23.0
Other: 100.0: 13.5 14.9 4.6 31.9 53.1 50.0 72.7: 50.0 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 11 7 8 8 20 23:
Old : 30: 10 10 3 6 6 16 19:
Other: 16: 4 4 5 4 7 10 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 : 27.0 41.9 36.0 58.3 27.0 40.7 34.0 55.0
Old : 30.4 48.1 39.1 62.9 30.4 47.6 39.1 62.4
Other: 42.4 50.9 49.6 69.7 41.4 50.7 43.5 65.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 1,057,007: 262,550 78,802 243,680 497,913 597,731 1,004,142 920,212: 52,866 136,795
Old : 752,202: 215,182 81,599 164,743 336,251 437,171 716,176 683,512: 36,026 68,690
Other: 304,805: 73,092 22,928 53,212 161,662 160,560 287,966 236,701: 16,839 68,105
: : :
: : Changes in Commitments from: March 20, 2018 :
: 11,648: -9,655 2,684 1,815 21,096 5,951 13,256 10,450: -1,608 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 7.5 23.1 47.1 56.5 95.0 87.1: 5.0 12.9
Old : 100.0: 28.6 10.8 21.9 44.7 58.1 95.2 90.9: 4.8 9.1
Other: 100.0: 24.0 7.5 17.5 53.0 52.7 94.5 77.7: 5.5 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 208 148 240 208 280 524 574:
Old : 653: 162 178 189 180 265 452 531:
Other: 510: 134 108 108 135 230 322 397:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 12.0 19.9 19.6 11.5 6.8 16.5 12.1
Old : 15.4 15.1 23.0 23.1 14.6 10.8 21.3 17.9
Other: 16.2 10.7 25.3 17.6 11.8 7.1 18.3 11.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 31,021: 23,778 3,272 851 879 7,362 25,508 11,485: 5,513 19,536
Old : 11,067: 8,253 973 621 877 2,609 9,751 4,203: 1,316 6,864
Other: 19,954: 15,713 2,487 42 2 4,753 15,757 7,282: 4,197 12,672
: : :
: : Changes in Commitments from: March 20, 2018 :
: 68: 431 17 -34 -30 480 367 463: -299 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 10.5 2.7 2.8 23.7 82.2 37.0: 17.8 63.0
Old : 100.0: 74.6 8.8 5.6 7.9 23.6 88.1 38.0: 11.9 62.0
Other: 100.0: 78.7 12.5 0.2 0.0 23.8 79.0 36.5: 21.0 63.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 7 4 2 14 8 25:
Old : 26: 5 7 3 2 14 8 23:
Other: 26: 5 7 3 1 14 6 24:
:----------------------------------------------------------------------------------------------------
: 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 : 75.9 16.2 82.2 23.3 73.9 16.2 78.9 22.9
Old : 78.1 20.9 88.1 28.4 72.8 18.1 82.3 24.6
Other: 78.9 17.8 79.0 25.3 78.7 17.8 78.7 25.3
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 5,361: 2,684 1,115 1,127 1,138 2,893 4,950 5,135: 412 226
Old : 5,355: 2,691 1,115 1,120 1,138 2,893 4,950 5,129: 405 226
Other: 6: 0 6 0 0 0 0 6: 6 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 332: 156 -11 93 28 243 278 324: 54 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 20.8 21.0 21.2 54.0 92.3 95.8: 7.7 4.2
Old : 100.0: 50.2 20.8 20.9 21.3 54.0 92.4 95.8: 7.6 4.2
Other: 100.0: 0.0 100.0 0.0 0.0 0.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 8 8 6 12 15 25:
Old : 26: 6 8 8 6 12 15 25:
Other: 3: 0 3 0 0 0 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 61.8 30.3 80.2 51.3 46.6 22.4 51.5 36.0
Old : 61.9 30.3 80.3 51.3 46.8 22.4 51.7 36.1
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 547,098: 137,590 121,372 128,435 240,318 265,923 506,342 515,730: 40,756 31,368
Old : 436,167: 131,107 123,400 86,435 186,560 200,633 404,102 410,468: 32,065 25,698
Other: 110,931: 34,926 26,415 13,556 53,757 65,290 102,240 105,261: 8,692 5,670
: : :
: : Changes in Commitments from: March 20, 2018 :
: 20,665: 2,542 10,332 12,077 4,886 -2,284 19,506 20,125: 1,159 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 22.2 23.5 43.9 48.6 92.6 94.3: 7.4 5.7
Old : 100.0: 30.1 28.3 19.8 42.8 46.0 92.6 94.1: 7.4 5.9
Other: 100.0: 31.5 23.8 12.2 48.5 58.9 92.2 94.9: 7.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 105 104 122 99 88 278 275:
Old : 358: 125 104 102 92 84 259 255:
Other: 193: 50 60 46 54 45 138 123:
:----------------------------------------------------------------------------------------------------
: 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 24.5 18.1 30.6 11.3 21.8 17.4 27.3
Old : 11.7 23.7 19.2 30.5 11.4 21.7 18.3 28.3
Other: 21.1 36.6 32.2 48.1 19.8 35.3 30.8 46.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 921,475: 164,264 115,685 79,834 527,842 528,785 771,940 724,305: 149,535 197,170
Old : 921,475: 164,264 115,685 79,834 527,842 528,785 771,940 724,305: 149,535 197,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -18,217: -544 666 -22,114 -4,589 -1,879 -27,248 -23,327: 9,030 5,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 12.6 8.7 57.3 57.4 83.8 78.6: 16.2 21.4
Old : 100.0: 17.8 12.6 8.7 57.3 57.4 83.8 78.6: 16.2 21.4
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 : 187: 39 37 39 89 94 146 152:
Old : 187: 39 37 39 89 94 146 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 24.5 29.8 34.8 14.9 18.5 22.1 25.6
Old : 21.2 24.5 29.8 34.8 14.9 18.5 22.1 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 950,685: 48,198 200,636 19,969 757,996 618,961 826,162 839,566: 124,522 111,119
Old : 950,685: 48,198 200,636 19,969 757,996 618,961 826,162 839,566: 124,522 111,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 4,068: -3,966 1,266 721 -1,284 5,399 -4,529 7,386: 8,597 -3,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.1 2.1 79.7 65.1 86.9 88.3: 13.1 11.7
Old : 100.0: 5.1 21.1 2.1 79.7 65.1 86.9 88.3: 13.1 11.7
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 : 119: 16 16 18 61 67 85 93:
Old : 119: 16 16 18 61 67 85 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 : 28.4 36.2 41.3 49.0 22.7 36.2 34.6 47.5
Old : 28.4 36.2 41.3 49.0 22.7 36.2 34.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 2,010: 1,120 85 115 425 1,635 1,660 1,835: 350 175
Old : 2,010: 1,120 85 115 425 1,635 1,660 1,835: 350 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -110: -88 -153 -101 85 139 -104 -115: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 4.2 5.7 21.1 81.3 82.6 91.3: 17.4 8.7
Old : 100.0: 55.7 4.2 5.7 21.1 81.3 82.6 91.3: 17.4 8.7
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 : 23: 11 2 1 5 9 16 12:
Old : 23: 11 2 1 5 9 16 12:
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 : 43.7 60.5 64.7 82.8 36.5 52.6 52.5 64.1
Old : 43.7 60.5 64.7 82.8 36.5 52.6 52.5 64.1
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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 517,981: 157,940 21,121 101,115 208,219 362,946 467,274 485,182: 50,707 32,799
Old : 404,480: 133,814 24,404 73,206 155,041 280,161 362,061 377,771: 42,419 26,709
Other: 113,501: 34,925 7,516 17,110 53,178 82,786 105,213 107,412: 8,288 6,089
: : :
: : Changes in Commitments from: March 20, 2018 :
: 10,112: 1,299 -621 656 4,312 8,598 6,267 8,634: 3,845 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.1 19.5 40.2 70.1 90.2 93.7: 9.8 6.3
Old : 100.0: 33.1 6.0 18.1 38.3 69.3 89.5 93.4: 10.5 6.6
Other: 100.0: 30.8 6.6 15.1 46.9 72.9 92.7 94.6: 7.3 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 120 46 100 100 113 262 228:
Old : 301: 119 49 86 95 109 248 213:
Other: 172: 55 30 39 61 61 136 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 29.7 16.8 38.5 9.4 27.3 13.8 35.1
Old : 12.1 31.4 17.9 41.0 12.1 30.8 17.2 39.7
Other: 19.5 34.9 30.7 46.1 16.1 32.4 26.4 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 8,541: 801 1,514 649 4,786 4,804 6,237 6,967: 2,304 1,573
Old : 7,389: 812 1,857 283 4,274 3,831 5,370 5,971: 2,020 1,419
Other: 1,151: 351 19 4 512 973 867 997: 284 155
: : :
: : Changes in Commitments from: March 20, 2018 :
: 114: -62 90 -45 282 133 175 178: -61 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.7 7.6 56.0 56.2 73.0 81.6: 27.0 18.4
Old : 100.0: 11.0 25.1 3.8 57.8 51.8 72.7 80.8: 27.3 19.2
Other: 100.0: 30.5 1.7 0.3 44.4 84.5 75.3 86.5: 24.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 11 14 18 13 36 36:
Old : 51: 13 14 11 16 13 31 36:
Other: 21: 7 3 2 5 7 12 12:
:----------------------------------------------------------------------------------------------------
: 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 : 38.6 41.5 48.3 55.6 36.1 40.9 44.0 53.7
Old : 40.2 39.8 51.3 54.5 38.9 39.2 47.8 53.9
Other: 45.0 72.4 68.7 85.6 42.9 72.4 66.6 84.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 1,971,358: 355,540 460,717 145,857 1,337,557 1,187,433 1,838,954 1,794,007: 132,404 177,351
Old : 1,971,358: 355,540 460,717 145,857 1,337,557 1,187,433 1,838,954 1,794,007: 132,404 177,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -19,704: 63,511 -11,416 -9,528 -76,492 2,357 -22,508 -18,587: 2,804 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.4 7.4 67.8 60.2 93.3 91.0: 6.7 9.0
Old : 100.0: 18.0 23.4 7.4 67.8 60.2 93.3 91.0: 6.7 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 : 349: 68 80 46 140 142 236 240:
Old : 349: 68 80 46 140 142 236 240:
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 : 17.0 20.4 27.6 30.0 15.0 13.7 22.9 22.6
Old : 17.0 20.4 27.6 30.0 15.0 13.7 22.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 4,068,563: 623,354 885,865 445,856 2,638,733 2,145,343 3,707,943 3,477,063: 360,620 591,500
Old : 4,068,563: 623,354 885,865 445,856 2,638,733 2,145,343 3,707,943 3,477,063: 360,620 591,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -232,781: 1,958 -18,627 -145,321 -101,916 -68,425 -245,278 -232,373: 12,497 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.8 11.0 64.9 52.7 91.1 85.5: 8.9 14.5
Old : 100.0: 15.3 21.8 11.0 64.9 52.7 91.1 85.5: 8.9 14.5
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 : 440: 77 111 102 180 210 309 371:
Old : 440: 77 111 102 180 210 309 371:
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 13.6 32.8 21.7 19.4 10.7 27.5 16.0
Old : 23.0 13.6 32.8 21.7 19.4 10.7 27.5 16.0
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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 550,265: 75,402 76,950 2,121 372,165 295,834 449,688 374,905: 100,577 175,360
Old : 550,265: 75,402 76,950 2,121 372,165 295,834 449,688 374,905: 100,577 175,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -3,124: -12,011 -6,973 -1,495 6,841 -2,127 -6,665 -10,595: 3,541 7,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.0 0.4 67.6 53.8 81.7 68.1: 18.3 31.9
Old : 100.0: 13.7 14.0 0.4 67.6 53.8 81.7 68.1: 18.3 31.9
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 : 92: 14 11 7 49 49 67 63:
Old : 92: 14 11 7 49 49 67 63:
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 : 35.6 15.0 46.1 24.8 35.1 14.6 44.5 23.6
Old : 35.6 15.0 46.1 24.8 35.1 14.6 44.5 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 3,615,214: 552,854 974,282 275,059 2,490,763 1,891,690 3,318,676 3,141,030: 296,537 474,183
Old : 3,615,214: 552,854 974,282 275,059 2,490,763 1,891,690 3,318,676 3,141,030: 296,537 474,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -102,788: -15,694 -29,881 -87,384 -19,207 3,534 -122,284 -113,730: 19,497 10,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 26.9 7.6 68.9 52.3 91.8 86.9: 8.2 13.1
Old : 100.0: 15.3 26.9 7.6 68.9 52.3 91.8 86.9: 8.2 13.1
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 : 324: 51 76 57 136 160 221 259:
Old : 324: 51 76 57 136 160 221 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 17.1 45.0 27.6 28.7 13.6 38.9 21.8
Old : 34.4 17.1 45.0 27.6 28.7 13.6 38.9 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 2,463,293: 372,731 257,427 668,441 1,383,952 1,474,112 2,425,124 2,399,980: 38,169 63,313
Old : 2,463,293: 372,731 257,427 668,441 1,383,952 1,474,112 2,425,124 2,399,980: 38,169 63,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 176,486: -377 -11,049 67,973 108,922 120,159 176,518 177,082: -32 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 10.5 27.1 56.2 59.8 98.5 97.4: 1.5 2.6
Old : 100.0: 15.1 10.5 27.1 56.2 59.8 98.5 97.4: 1.5 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 : 168: 37 47 57 61 76 128 156:
Old : 168: 37 47 57 61 76 128 156:
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 : 26.4 26.8 44.3 40.3 21.5 15.6 28.3 20.9
Old : 26.4 26.8 44.3 40.3 21.5 15.6 28.3 20.9
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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 53,169: 21,328 7,783 1,326 22,420 37,756 45,074 46,865: 8,095 6,304
Old : 53,169: 21,328 7,783 1,326 22,420 37,756 45,074 46,865: 8,095 6,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -991: -517 -361 -353 23 -79 -847 -794: -144 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 14.6 2.5 42.2 71.0 84.8 88.1: 15.2 11.9
Old : 100.0: 40.1 14.6 2.5 42.2 71.0 84.8 88.1: 15.2 11.9
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 : 104: 42 16 12 26 29 72 53:
Old : 104: 42 16 12 26 29 72 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 40.6 45.7 60.3 35.6 38.6 45.3 57.9
Old : 35.7 40.6 45.7 60.3 35.6 38.6 45.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 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 : 106,339: 42,656 15,566 2,651 44,840 75,512 90,148 93,730: 16,191 12,609
Old : 106,339: 42,656 15,566 2,651 44,840 75,512 90,148 93,730: 16,191 12,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -1,982: -1,034 -722 -707 46 -158 -1,695 -1,587: -287 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 14.6 2.5 42.2 71.0 84.8 88.1: 15.2 11.9
Old : 100.0: 40.1 14.6 2.5 42.2 71.0 84.8 88.1: 15.2 11.9
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 : 104: 42 16 12 26 29 72 53:
Old : 104: 42 16 12 26 29 72 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 40.6 45.7 60.3 35.6 38.6 45.3 57.9
Old : 35.7 40.6 45.7 60.3 35.6 38.6 45.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 21,819: 500 1,598 0 19,917 19,450 20,417 21,048: 1,402 771
Old : 21,819: 500 1,598 0 19,917 19,450 20,417 21,048: 1,402 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.3 0.0 91.3 89.1 93.6 96.5: 6.4 3.5
Old : 100.0: 2.3 7.3 0.0 91.3 89.1 93.6 96.5: 6.4 3.5
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 : 20: 1 3 0 7 11 8 14:
Old : 20: 1 3 0 7 11 8 14:
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 : 84.3 75.2 93.6 90.5 83.3 75.2 92.6 90.5
Old : 84.3 75.2 93.6 90.5 83.3 75.2 92.6 90.5
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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 51,494: 35,096 51,240 251 15,941 0 51,288 51,491: 206 3
Old : 51,494: 35,096 51,240 251 15,941 0 51,288 51,491: 206 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -5,513: -864 -2,134 -3,360 -1,257 0 -5,481 -5,494: -32 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 99.5 0.5 31.0 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 68.2 99.5 0.5 31.0 0.0 99.6 100.0: 0.4 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 : 43: 31 9 2 3 0 35 10:
Old : 43: 31 9 2 3 0 35 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 95.2 85.2 99.9 61.6 95.2 84.9 99.4
Old : 61.9 95.2 85.2 99.9 61.6 95.2 84.9 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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 27,223: 2,559 6,374 298 24,360 20,434 27,217 27,106: 6 117
Old : 27,223: 2,559 6,374 298 24,360 20,434 27,217 27,106: 6 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: -1,466: -991 -241 215 -690 -1,441 -1,466 -1,467: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.4 1.1 89.5 75.1 100.0 99.6: 0.0 0.4
Old : 100.0: 9.4 23.4 1.1 89.5 75.1 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 18 1 8 19 13 38:
Old : 49: 5 18 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 : 84.2 42.5 97.5 64.3 84.2 42.5 97.1 64.3
Old : 84.2 42.5 97.5 64.3 84.2 42.5 97.1 64.3
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 with Delta-adjusted Options and Futures Combined, March 27, 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 : 19,196: 17,297 6,657 0 1,893 12,496 19,190 19,153: 6 43
Old : 19,196: 17,297 6,657 0 1,893 12,496 19,190 19,153: 6 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2018 :
: 196: -403 -26 0 623 213 220 187: -24 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 34.7 0.0 9.9 65.1 100.0 99.8: 0.0 0.2
Old : 100.0: 90.1 34.7 0.0 9.9 65.1 100.0 99.8: 0.0 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 : 38: 6 15 0 5 13 11 28:
Old : 38: 6 15 0 5 13 11 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 : 93.4 48.0 98.8 73.2 91.2 48.0 95.2 73.2
Old : 93.4 48.0 98.8 73.2 91.2 48.0 95.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2018