WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 629,801: 129,986 170,596 224,945 238,104 189,039 593,035 584,580: 36,766 45,221
Old : 254,342: 100,726 134,719 57,345 79,324 46,808 237,395 238,872: 16,947 15,471
Other: 375,458: 93,760 100,377 103,100 158,780 142,231 355,640 345,708: 19,819 29,750
: : :
: : Changes in Commitments from: March 27, 2018 :
: 6,162: -3,068 -2,134 6,444 431 1,684 3,807 5,994: 2,355 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.1 35.7 37.8 30.0 94.2 92.8: 5.8 7.2
Old : 100.0: 39.6 53.0 22.5 31.2 18.4 93.3 93.9: 6.7 6.1
Other: 100.0: 25.0 26.7 27.5 42.3 37.9 94.7 92.1: 5.3 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 132 140 165 120 128 351 356:
Old : 362: 125 108 76 92 83 250 235:
Other: 363: 99 120 107 94 116 260 282:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 8.9 21.3 16.0 9.6 6.4 15.7 10.9
Old : 15.4 17.2 23.7 28.8 13.5 14.5 21.4 25.4
Other: 19.9 13.2 28.7 22.5 17.6 10.2 25.5 16.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 315,769: 78,339 42,618 83,368 129,550 163,454 291,257 289,440: 24,512 26,328
Old : 113,482: 55,350 39,613 11,805 37,228 54,028 104,383 105,446: 9,099 8,037
Other: 202,287: 51,846 31,863 42,706 92,323 109,427 186,874 183,995: 15,413 18,292
: : :
: : Changes in Commitments from: March 27, 2018 :
: 11,562: -191 3,178 5,810 5,066 3,402 10,685 12,389: 877 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.5 26.4 41.0 51.8 92.2 91.7: 7.8 8.3
Old : 100.0: 48.8 34.9 10.4 32.8 47.6 92.0 92.9: 8.0 7.1
Other: 100.0: 25.6 15.8 21.1 45.6 54.1 92.4 91.0: 7.6 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 100 53 89 82 93 224 205:
Old : 234: 72 58 33 59 66 145 144:
Other: 233: 80 45 63 68 84 178 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 19.9 23.9 29.1 7.3 12.5 12.5 19.1
Old : 21.6 23.2 33.2 34.5 21.4 23.2 32.9 34.5
Other: 19.3 30.4 27.4 39.2 16.7 22.3 23.9 29.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,403,876: 547,858 258,182 662,422 964,034 1,190,875 2,174,314 2,111,479: 229,562 292,397
Old : 1,687,457: 433,666 317,681 425,764 671,935 795,655 1,531,365 1,539,100: 156,092 148,357
Other: 716,419: 222,956 49,265 127,893 292,100 395,220 642,949 572,379: 73,470 144,040
: : :
: : Changes in Commitments from: March 27, 2018 :
: 88,419: 45,696 -16,477 43,163 -15,919 55,076 72,940 81,762: 15,479 6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.7 27.6 40.1 49.5 90.5 87.8: 9.5 12.2
Old : 100.0: 25.7 18.8 25.2 39.8 47.2 90.7 91.2: 9.3 8.8
Other: 100.0: 31.1 6.9 17.9 40.8 55.2 89.7 79.9: 10.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 936: 274 159 288 379 420 788 754:
Old : 895: 237 177 247 356 389 717 695:
Other: 669: 152 101 112 197 362 403 525:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 10.8 17.9 16.3 6.2 6.4 10.7 10.6
Old : 10.9 13.4 17.4 19.4 9.2 11.9 15.2 16.7
Other: 19.8 10.5 28.3 17.3 16.6 7.3 24.1 13.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 7,078: 1,643 1,319 386 1,382 3,410 3,412 5,115: 3,667 1,963
Old : 4,389: 1,353 1,325 62 505 1,788 1,920 3,175: 2,468 1,214
Other: 2,690: 530 234 84 877 1,622 1,491 1,940: 1,199 750
: : :
: : Changes in Commitments from: March 27, 2018 :
: 625: 136 176 -13 268 60 391 224: 234 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 18.6 5.5 19.5 48.2 48.2 72.3: 51.8 27.7
Old : 100.0: 30.8 30.2 1.4 11.5 40.7 43.8 72.3: 56.2 27.7
Other: 100.0: 19.7 8.7 3.1 32.6 60.3 55.4 72.1: 44.6 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 13 6 10 9 20 24:
Old : 30: 6 12 3 7 7 15 20:
Other: 19: 4 5 3 6 7 12 13:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 39.2 37.8 54.8 25.9 38.5 34.6 51.9
Old : 33.0 45.4 40.1 57.9 32.9 45.1 39.2 57.5
Other: 43.2 56.7 53.8 69.4 43.2 56.6 50.4 66.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,101,433: 274,128 73,406 259,465 511,760 629,554 1,045,354 962,425: 56,080 139,008
Old : 758,054: 216,272 71,426 170,558 333,990 448,832 720,820 690,815: 37,234 67,239
Other: 343,379: 83,466 27,589 63,299 177,770 180,722 324,534 271,610: 18,845 71,770
: : :
: : Changes in Commitments from: March 27, 2018 :
: 44,426: 11,579 -5,396 15,786 13,847 31,823 41,212 42,213: 3,214 2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.7 23.6 46.5 57.2 94.9 87.4: 5.1 12.6
Old : 100.0: 28.5 9.4 22.5 44.1 59.2 95.1 91.1: 4.9 8.9
Other: 100.0: 24.3 8.0 18.4 51.8 52.6 94.5 79.1: 5.5 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 220 147 250 216 284 546 591:
Old : 671: 172 176 199 187 269 467 547:
Other: 540: 151 112 116 143 234 350 409:
:----------------------------------------------------------------------------------------------------
: 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 12.1 19.4 19.7 10.6 7.5 15.4 13.2
Old : 14.9 15.2 22.3 23.8 14.2 11.4 20.8 18.8
Other: 14.9 11.5 23.9 18.6 10.6 7.9 16.6 12.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 5,106: 2,394 712 1,224 1,140 2,948 4,759 4,885: 348 221
Old : 5,099: 2,402 712 1,217 1,140 2,948 4,759 4,877: 340 221
Other: 7: 0 7 0 0 0 0 7: 7 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -255: -290 -403 98 2 55 -191 -251: -64 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 13.9 24.0 22.3 57.7 93.2 95.7: 6.8 4.3
Old : 100.0: 47.1 14.0 23.9 22.4 57.8 93.3 95.7: 6.7 4.3
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 : 25: 6 6 8 7 12 16 23:
Old : 25: 6 6 8 7 12 16 23:
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 : 62.1 33.6 79.8 55.7 43.7 24.0 49.3 38.1
Old : 62.2 33.7 79.9 55.8 43.9 24.0 49.5 38.2
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, 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 : 545,053: 137,474 108,525 137,087 231,996 268,603 506,557 514,215: 38,496 30,838
Old : 426,446: 133,262 109,844 89,847 174,238 201,622 397,346 401,313: 29,100 25,133
Other: 118,607: 34,935 29,403 16,518 57,758 66,981 109,210 112,902: 9,396 5,705
: : :
: : Changes in Commitments from: March 27, 2018 :
: -2,046: -115 -12,847 8,652 -8,322 2,680 215 -1,515: -2,260 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.9 25.2 42.6 49.3 92.9 94.3: 7.1 5.7
Old : 100.0: 31.2 25.8 21.1 40.9 47.3 93.2 94.1: 6.8 5.9
Other: 100.0: 29.5 24.8 13.9 48.7 56.5 92.1 95.2: 7.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 115 98 126 93 94 285 274:
Old : 359: 138 93 107 85 89 265 255:
Other: 192: 49 62 49 52 46 139 123:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 24.3 19.1 30.8 11.9 21.2 18.0 26.9
Old : 12.3 23.5 19.7 30.5 11.9 22.1 18.8 28.9
Other: 22.1 33.8 33.2 45.1 20.9 32.4 32.0 43.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 902,184: 127,290 109,494 90,565 532,843 504,389 750,697 704,447: 151,487 197,737
Old : 902,184: 127,290 109,494 90,565 532,843 504,389 750,697 704,447: 151,487 197,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -19,291: -36,974 -6,191 10,730 5,001 -24,397 -21,244 -19,858: 1,953 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.1 10.0 59.1 55.9 83.2 78.1: 16.8 21.9
Old : 100.0: 14.1 12.1 10.0 59.1 55.9 83.2 78.1: 16.8 21.9
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 : 177: 38 35 39 84 89 137 148:
Old : 177: 38 35 39 84 89 137 148:
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 : 21.8 25.3 30.5 34.4 14.9 18.6 22.2 25.4
Old : 21.8 25.3 30.5 34.4 14.9 18.6 22.2 25.4
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, 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 : 938,524: 56,081 205,917 16,297 744,322 607,855 816,700 830,069: 121,824 108,455
Old : 938,524: 56,081 205,917 16,297 744,322 607,855 816,700 830,069: 121,824 108,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -12,161: 7,883 5,281 -3,672 -13,674 -11,106 -9,463 -9,496: -2,698 -2,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.9 1.7 79.3 64.8 87.0 88.4: 13.0 11.6
Old : 100.0: 6.0 21.9 1.7 79.3 64.8 87.0 88.4: 13.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 17 15 59 67 83 90:
Old : 120: 15 17 15 59 67 83 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 534,398: 158,863 21,438 114,641 209,768 363,839 483,272 499,918: 51,126 34,480
Old : 410,337: 140,681 24,602 77,488 150,161 280,598 368,330 382,688: 42,007 27,649
Other: 124,061: 35,219 13,873 20,116 59,607 83,241 114,943 117,230: 9,119 6,831
: : :
: : Changes in Commitments from: March 27, 2018 :
: 16,417: 923 316 13,527 1,549 893 15,998 14,736: 419 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 4.0 21.5 39.3 68.1 90.4 93.5: 9.6 6.5
Old : 100.0: 34.3 6.0 18.9 36.6 68.4 89.8 93.3: 10.2 6.7
Other: 100.0: 28.4 11.2 16.2 48.0 67.1 92.6 94.5: 7.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 121 49 114 105 117 282 244:
Old : 318: 130 50 87 99 112 267 215:
Other: 195: 60 39 41 68 66 150 127:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 28.3 16.0 37.5 9.0 25.1 13.3 33.7
Old : 11.8 30.3 17.6 40.8 11.7 29.7 16.8 39.2
Other: 18.0 31.6 28.8 43.1 15.4 29.0 24.5 36.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 8,595: 791 1,399 791 4,726 4,820 6,308 7,010: 2,287 1,585
Old : 7,357: 811 1,706 454 4,084 3,776 5,349 5,936: 2,008 1,421
Other: 1,238: 311 24 6 642 1,044 959 1,074: 279 163
: : :
: : Changes in Commitments from: March 27, 2018 :
: 54: -10 -115 142 -60 16 71 43: -17 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 16.3 9.2 55.0 56.1 73.4 81.6: 26.6 18.4
Old : 100.0: 11.0 23.2 6.2 55.5 51.3 72.7 80.7: 27.3 19.3
Other: 100.0: 25.2 2.0 0.5 51.9 84.4 77.5 86.8: 22.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 9 15 19 13 38 37:
Old : 52: 13 15 14 17 13 35 37:
Other: 22: 8 3 2 5 7 13 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 : 37.4 41.3 47.8 54.2 36.9 40.8 44.7 52.0
Old : 38.9 39.3 50.0 52.4 38.9 38.8 48.1 51.8
Other: 51.2 73.2 71.9 85.4 49.3 73.2 70.0 84.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,969,361: 363,023 487,037 132,037 1,342,340 1,179,673 1,837,401 1,798,747: 131,961 170,614
Old : 1,969,361: 363,023 487,037 132,037 1,342,340 1,179,673 1,837,401 1,798,747: 131,961 170,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -1,997: 7,483 26,320 -13,819 4,782 -7,761 -1,553 4,740: -443 -6,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.7 6.7 68.2 59.9 93.3 91.3: 6.7 8.7
Old : 100.0: 18.4 24.7 6.7 68.2 59.9 93.3 91.3: 6.7 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 : 347: 64 79 47 143 138 234 237:
Old : 347: 64 79 47 143 138 234 237:
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 : 17.1 20.4 28.1 30.0 15.5 13.7 23.8 22.4
Old : 17.1 20.4 28.1 30.0 15.5 13.7 23.8 22.4
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, 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 : 4,023,792: 570,145 895,800 446,353 2,634,631 2,115,679 3,651,129 3,457,832: 372,663 565,960
Old : 4,023,792: 570,145 895,800 446,353 2,634,631 2,115,679 3,651,129 3,457,832: 372,663 565,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -44,771: -53,210 9,935 497 -4,101 -29,664 -56,814 -19,231: 12,043 -25,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.3 11.1 65.5 52.6 90.7 85.9: 9.3 14.1
Old : 100.0: 14.2 22.3 11.1 65.5 52.6 90.7 85.9: 9.3 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 84 113 107 184 214 318 384:
Old : 451: 84 113 107 184 214 318 384:
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 : 22.9 12.7 32.7 20.8 19.4 10.8 27.4 16.2
Old : 22.9 12.7 32.7 20.8 19.4 10.8 27.4 16.2
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 3,650,094: 517,541 1,094,111 279,547 2,593,151 1,811,845 3,390,239 3,185,503: 259,855 464,592
Old : 3,650,094: 517,541 1,094,111 279,547 2,593,151 1,811,845 3,390,239 3,185,503: 259,855 464,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: 34,881: -35,313 119,829 4,489 102,388 -79,845 71,563 44,473: -36,682 -9,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 30.0 7.7 71.0 49.6 92.9 87.3: 7.1 12.7
Old : 100.0: 14.2 30.0 7.7 71.0 49.6 92.9 87.3: 7.1 12.7
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 : 327: 41 89 59 142 160 227 264:
Old : 327: 41 89 59 142 160 227 264:
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 : 34.2 17.2 45.4 26.7 28.6 13.7 39.3 21.3
Old : 34.2 17.2 45.4 26.7 28.6 13.7 39.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,327,117: 340,659 267,111 628,972 1,323,378 1,370,108 2,293,008 2,266,190: 34,109 60,926
Old : 2,327,117: 340,659 267,111 628,972 1,323,378 1,370,108 2,293,008 2,266,190: 34,109 60,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -136,177: -32,073 9,684 -39,469 -60,575 -104,004 -132,116 -133,790: -4,060 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.5 27.0 56.9 58.9 98.5 97.4: 1.5 2.6
Old : 100.0: 14.6 11.5 27.0 56.9 58.9 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 : 167: 35 49 57 57 74 124 155:
Old : 167: 35 49 57 57 74 124 155:
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 : 27.5 26.6 45.7 41.3 23.3 16.1 30.5 21.8
Old : 27.5 26.6 45.7 41.3 23.3 16.1 30.5 21.8
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, 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 : 49,894: 18,676 8,921 1,651 22,220 33,121 42,547 43,692: 7,347 6,201
Old : 49,894: 18,676 8,921 1,651 22,220 33,121 42,547 43,692: 7,347 6,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -3,276: -2,652 1,138 325 -200 -4,635 -2,527 -3,172: -749 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 17.9 3.3 44.5 66.4 85.3 87.6: 14.7 12.4
Old : 100.0: 37.4 17.9 3.3 44.5 66.4 85.3 87.6: 14.7 12.4
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 : 103: 39 19 12 26 30 71 55:
Old : 103: 39 19 12 26 30 71 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 : 38.7 38.8 48.1 59.5 38.6 36.6 48.1 57.1
Old : 38.7 38.8 48.1 59.5 38.6 36.6 48.1 57.1
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, 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 : 99,787: 37,353 17,842 3,301 44,440 66,242 85,094 87,385: 14,694 12,403
Old : 99,787: 37,353 17,842 3,301 44,440 66,242 85,094 87,385: 14,694 12,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2018 :
: -6,551: -5,304 2,276 650 -400 -9,270 -5,054 -6,345: -1,497 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 17.9 3.3 44.5 66.4 85.3 87.6: 14.7 12.4
Old : 100.0: 37.4 17.9 3.3 44.5 66.4 85.3 87.6: 14.7 12.4
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 : 103: 39 19 12 26 30 71 55:
Old : 103: 39 19 12 26 30 71 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 : 38.7 38.8 48.1 59.5 38.6 36.6 48.1 57.1
Old : 38.7 38.8 48.1 59.5 38.6 36.6 48.1 57.1
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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