WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 612,485: 137,219 158,366 214,579 226,744 193,156 578,542 566,100: 33,943 46,385
Old : 121,442: 35,552 43,888 38,486 37,395 29,836 111,432 112,210: 10,010 9,232
Other: 491,043: 122,074 134,884 155,687 189,349 163,320 467,110 453,890: 23,934 37,153
: : :
: : Changes in Commitments from: April 10, 2018 :
: -18,084: 163 885 -20,199 3,517 2,707 -16,519 -16,607: -1,564 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 25.9 35.0 37.0 31.5 94.5 92.4: 5.5 7.6
Old : 100.0: 29.3 36.1 31.7 30.8 24.6 91.8 92.4: 8.2 7.6
Other: 100.0: 24.9 27.5 31.7 38.6 33.3 95.1 92.4: 4.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 124 156 167 110 128 344 359:
Old : 272: 93 65 66 80 69 201 175:
Other: 401: 102 154 132 93 120 283 327:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 9.4 21.8 16.4 10.3 6.8 16.7 12.0
Old : 13.5 20.6 21.3 31.1 10.4 18.6 17.1 27.9
Other: 15.7 10.4 24.7 17.5 12.5 7.4 20.3 12.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 293,491: 83,728 37,231 76,120 110,495 153,709 270,342 267,060: 23,149 26,430
Old : 50,913: 20,443 8,329 7,571 17,430 30,637 45,443 46,537: 5,470 4,376
Other: 242,578: 72,977 38,594 58,857 93,065 123,073 224,899 220,524: 17,679 22,054
: : :
: : Changes in Commitments from: April 10, 2018 :
: -8,459: 6,262 4,532 -6,855 -5,133 -5,431 -5,726 -7,754: -2,732 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.7 25.9 37.6 52.4 92.1 91.0: 7.9 9.0
Old : 100.0: 40.2 16.4 14.9 34.2 60.2 89.3 91.4: 10.7 8.6
Other: 100.0: 30.1 15.9 24.3 38.4 50.7 92.7 90.9: 7.3 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 98 48 87 83 88 220 194:
Old : 163: 48 26 19 50 57 107 94:
Other: 247: 88 55 76 72 84 193 185:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.2 22.0 28.7 8.2 13.6 14.2 21.0
Old : 28.2 20.7 39.6 35.9 27.8 20.7 37.2 34.8
Other: 14.8 23.0 24.0 32.8 9.4 18.5 16.8 26.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,382,243: 502,460 235,110 688,758 970,286 1,167,363 2,161,504 2,091,231: 220,739 291,012
Old : 1,610,719: 390,344 301,905 431,401 644,337 738,012 1,466,082 1,471,319: 144,637 139,400
Other: 771,524: 235,485 56,573 133,988 325,949 429,351 695,423 619,913: 76,102 151,611
: : :
: : Changes in Commitments from: April 10, 2018 :
: -66,188: -38,340 12,126 -29,556 10,380 -44,146 -57,515 -61,577: -8,673 -4,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 9.9 28.9 40.7 49.0 90.7 87.8: 9.3 12.2
Old : 100.0: 24.2 18.7 26.8 40.0 45.8 91.0 91.3: 9.0 8.7
Other: 100.0: 30.5 7.3 17.4 42.2 55.6 90.1 80.3: 9.9 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 944: 266 159 295 406 425 811 770:
Old : 892: 231 171 243 380 392 732 696:
Other: 704: 167 102 122 215 372 441 547:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.3 17.3 15.9 6.4 6.0 11.0 9.9
Old : 9.3 12.6 15.8 19.0 8.0 10.4 13.7 15.0
Other: 16.8 9.7 25.7 16.6 12.1 6.9 19.3 11.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,659: 1,567 1,315 252 1,112 3,040 2,932 4,607: 3,727 2,052
Old : 3,000: 926 951 59 344 1,045 1,329 2,055: 1,671 945
Other: 3,659: 719 442 115 769 1,995 1,603 2,552: 2,056 1,106
: : :
: : Changes in Commitments from: April 10, 2018 :
: -312: 4 94 -72 -99 -106 -166 -84: -146 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 19.8 3.8 16.7 45.7 44.0 69.2: 56.0 30.8
Old : 100.0: 30.9 31.7 2.0 11.5 34.8 44.3 68.5: 55.7 31.5
Other: 100.0: 19.7 12.1 3.1 21.0 54.5 43.8 69.8: 56.2 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 12 5 11 7 19 22:
Old : 23: 6 8 3 7 5 13 16:
Other: 24: 4 10 3 7 6 13 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 41.9 35.6 54.6 23.6 39.4 34.9 51.1
Old : 34.0 50.7 40.0 60.7 33.5 48.2 38.0 58.2
Other: 26.2 51.8 40.9 61.3 26.2 51.2 39.6 60.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,174,860: 275,066 64,701 285,551 553,214 685,048 1,113,832 1,035,300: 61,028 139,560
Old : 785,513: 226,649 67,806 172,389 348,787 482,690 747,824 722,885: 37,688 62,628
Other: 389,347: 83,982 32,459 77,599 204,427 202,358 366,008 312,415: 23,339 76,931
: : :
: : Changes in Commitments from: April 10, 2018 :
: 21,224: 4,493 -5,723 -2,508 18,781 26,899 20,766 18,668: 458 2,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.5 24.3 47.1 58.3 94.8 88.1: 5.2 11.9
Old : 100.0: 28.9 8.6 21.9 44.4 61.4 95.2 92.0: 4.8 8.0
Other: 100.0: 21.6 8.3 19.9 52.5 52.0 94.0 80.2: 6.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 223 159 254 233 282 579 591:
Old : 680: 178 182 190 192 265 483 537:
Other: 547: 153 115 130 153 238 371 423:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 14.0 18.0 22.0 8.6 8.3 13.5 14.7
Old : 12.5 18.4 20.9 27.6 12.0 13.6 18.4 21.3
Other: 15.2 11.3 24.8 18.5 10.6 8.0 17.7 12.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 36,458: 21,285 3,972 789 671 9,291 22,745 14,052: 13,713 22,406
Old : 12,350: 9,990 1,038 504 671 3,084 11,165 4,626: 1,185 7,724
Other: 24,108: 11,541 3,180 39 0 6,207 11,580 9,426: 12,528 14,682
: : :
: : Changes in Commitments from: April 10, 2018 :
: 991: -6,914 160 -36 -69 333 -7,019 457: 8,010 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 10.9 2.2 1.8 25.5 62.4 38.5: 37.6 61.5
Old : 100.0: 80.9 8.4 4.1 5.4 25.0 90.4 37.5: 9.6 62.5
Other: 100.0: 47.9 13.2 0.2 0.0 25.7 48.0 39.1: 52.0 60.9
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 4 1 17 7 30:
Old : 31: 5 9 2 1 17 7 27:
Other: 31: 5 9 3 0 17 5 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 15.6 62.4 22.4 55.1 15.6 59.7 22.4
Old : 82.9 19.6 90.4 26.9 79.1 17.8 86.3 24.4
Other: 47.6 17.0 48.0 24.4 47.5 17.0 47.9 24.4
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,643: 2,001 532 1,264 852 2,458 4,117 4,254: 527 389
Old : 4,614: 2,008 532 1,257 852 2,458 4,117 4,247: 497 367
Other: 30: 0 7 0 0 0 0 7: 30 23
: : :
: : Changes in Commitments from: April 10, 2018 :
: 25: -76 -112 7 -32 55 -101 -50: 126 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 11.5 27.2 18.3 52.9 88.7 91.6: 11.3 8.4
Old : 100.0: 43.5 11.5 27.2 18.5 53.3 89.2 92.1: 10.8 7.9
Other: 100.0: 0.0 23.8 0.0 0.0 0.0 0.0 23.8: 100.0 76.2
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 6 5 11 11 20:
Old : 21: 6 3 6 5 11 11 20:
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 : 60.5 39.2 82.5 62.9 37.4 27.3 45.7 39.9
Old : 60.9 39.5 83.1 63.3 37.8 27.5 46.1 40.1
Other: 0.0 23.8 0.0 23.8 0.0 23.8 0.0 23.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 558,796: 133,314 127,533 148,640 235,319 247,999 517,273 524,172: 41,523 34,624
Old : 406,497: 129,462 127,564 82,120 164,685 170,527 376,266 380,211: 30,231 26,286
Other: 152,299: 44,230 40,347 26,143 70,634 77,472 141,007 143,962: 11,292 8,337
: : :
: : Changes in Commitments from: April 10, 2018 :
: -13,211: -7,671 6,888 -6,774 -2,275 -16,074 -16,720 -15,960: 3,509 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.8 26.6 42.1 44.4 92.6 93.8: 7.4 6.2
Old : 100.0: 31.8 31.4 20.2 40.5 42.0 92.6 93.5: 7.4 6.5
Other: 100.0: 29.0 26.5 17.2 46.4 50.9 92.6 94.5: 7.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 115 109 135 97 86 289 291:
Old : 372: 139 106 109 89 81 266 265:
Other: 213: 57 77 58 54 50 153 144:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 20.2 18.3 26.9 11.5 18.0 17.5 23.4
Old : 12.4 19.7 19.4 27.3 11.8 17.8 17.7 24.4
Other: 18.5 28.2 29.4 38.6 18.4 27.7 28.6 36.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 962,555: 145,546 109,055 106,101 553,743 551,003 805,389 766,159: 157,166 196,396
Old : 962,555: 145,546 109,055 106,101 553,743 551,003 805,389 766,159: 157,166 196,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 64,084: 13,708 8,036 22,562 19,311 38,692 55,580 69,289: 8,504 -5,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 11.3 11.0 57.5 57.2 83.7 79.6: 16.3 20.4
Old : 100.0: 15.1 11.3 11.0 57.5 57.2 83.7 79.6: 16.3 20.4
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: 40 36 43 93 93 151 154:
Old : 187: 40 36 43 93 93 151 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.8 28.2 32.6 13.5 15.4 20.1 23.3
Old : 20.2 21.8 28.2 32.6 13.5 15.4 20.1 23.3
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 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 966,747: 57,022 213,681 14,613 768,856 637,534 840,490 865,828: 126,257 100,919
Old : 966,747: 57,022 213,681 14,613 768,856 637,534 840,490 865,828: 126,257 100,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 13,643: 2,397 5,430 -1,300 8,389 18,229 9,486 22,359: 4,156 -8,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 22.1 1.5 79.5 65.9 86.9 89.6: 13.1 10.4
Old : 100.0: 5.9 22.1 1.5 79.5 65.9 86.9 89.6: 13.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 16 15 16 67 72 89 97:
Old : 122: 16 15 16 67 72 89 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.7 40.7 49.4 23.5 37.7 34.9 48.6
Old : 28.2 37.7 40.7 49.4 23.5 37.7 34.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 588,589: 165,367 22,639 151,447 217,571 379,339 534,384 553,424: 54,204 35,165
Old : 429,662: 153,398 27,079 92,505 141,028 284,448 386,930 404,032: 42,731 25,629
Other: 158,927: 44,147 27,737 26,764 76,543 94,890 147,454 149,392: 11,473 9,535
: : :
: : Changes in Commitments from: April 10, 2018 :
: 18,521: -5,267 -2,857 12,567 10,536 7,503 17,836 17,213: 685 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.8 25.7 37.0 64.4 90.8 94.0: 9.2 6.0
Old : 100.0: 35.7 6.3 21.5 32.8 66.2 90.1 94.0: 9.9 6.0
Other: 100.0: 27.8 17.5 16.8 48.2 59.7 92.8 94.0: 7.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 126 53 136 102 115 301 266:
Old : 340: 142 54 106 95 113 284 237:
Other: 223: 67 57 51 72 65 170 145:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 26.4 16.0 35.2 7.8 22.9 11.6 30.8
Old : 11.6 29.6 17.4 39.4 10.0 28.0 14.9 37.0
Other: 16.6 25.9 26.1 37.2 13.7 23.3 21.4 29.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,914: 1,776 1,005 718 4,923 7,131 7,418 8,854: 2,496 1,059
Old : 7,880: 1,831 1,229 378 3,451 5,411 5,660 7,018: 2,220 861
Other: 2,034: 282 112 4 1,473 1,720 1,758 1,836: 276 198
: : :
: : Changes in Commitments from: April 10, 2018 :
: 841: 644 -151 -52 35 1,241 627 1,038: 215 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.1 7.2 49.7 71.9 74.8 89.3: 25.2 10.7
Old : 100.0: 23.2 15.6 4.8 43.8 68.7 71.8 89.1: 28.2 10.9
Other: 100.0: 13.9 5.5 0.2 72.4 84.6 86.5 90.3: 13.5 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 8 10 17 16 37 32:
Old : 51: 17 9 8 13 16 31 32:
Other: 24: 5 4 2 8 8 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 45.9 44.3 62.0 31.6 43.7 41.1 57.8
Old : 28.5 44.9 43.3 62.7 28.4 44.9 40.4 61.1
Other: 69.0 70.0 84.8 86.0 68.0 70.0 83.8 86.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,064,727: 419,904 497,782 147,293 1,366,413 1,236,800 1,933,611 1,881,876: 131,116 182,851
Old : 2,064,727: 419,904 497,782 147,293 1,366,413 1,236,800 1,933,611 1,881,876: 131,116 182,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 74,918: -2,887 3,527 14,983 63,393 54,472 75,489 72,982: -571 1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 24.1 7.1 66.2 59.9 93.6 91.1: 6.4 8.9
Old : 100.0: 20.3 24.1 7.1 66.2 59.9 93.6 91.1: 6.4 8.9
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 : 343: 63 76 43 148 139 233 236:
Old : 343: 63 76 43 148 139 233 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 21.7 30.9 31.9 17.3 16.1 26.1 24.3
Old : 19.3 21.7 30.9 31.9 17.3 16.1 26.1 24.3
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 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,108,560: 643,078 988,039 416,511 2,677,128 2,154,871 3,736,717 3,559,421: 371,844 549,139
Old : 4,108,560: 643,078 988,039 416,511 2,677,128 2,154,871 3,736,717 3,559,421: 371,844 549,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 86,929: 10,171 72,273 -12,924 81,320 51,625 78,566 110,973: 8,363 -24,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 24.0 10.1 65.2 52.4 90.9 86.6: 9.1 13.4
Old : 100.0: 15.7 24.0 10.1 65.2 52.4 90.9 86.6: 9.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 80 120 107 197 221 334 391:
Old : 463: 80 120 107 197 221 334 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 12.4 34.5 20.9 21.0 11.2 29.4 17.3
Old : 24.2 12.4 34.5 20.9 21.0 11.2 29.4 17.3
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 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 546,288: 69,509 71,501 7,923 360,419 296,472 437,851 375,896: 108,437 170,392
Old : 546,288: 69,509 71,501 7,923 360,419 296,472 437,851 375,896: 108,437 170,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -6,165: 4,191 -18,637 5,478 -17,213 458 -7,544 -12,701: 1,379 6,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.1 1.5 66.0 54.3 80.2 68.8: 19.8 31.2
Old : 100.0: 12.7 13.1 1.5 66.0 54.3 80.2 68.8: 19.8 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 15 10 7 53 52 71 66:
Old : 98: 15 10 7 53 52 71 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 12.5 41.7 21.3 32.6 10.7 40.9 19.0
Old : 32.8 12.5 41.7 21.3 32.6 10.7 40.9 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,783,204: 552,491 1,110,202 300,060 2,671,787 1,924,794 3,524,338 3,335,055: 258,867 448,149
Old : 3,783,204: 552,491 1,110,202 300,060 2,671,787 1,924,794 3,524,338 3,335,055: 258,867 448,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 101,844: -17,172 31,219 23,103 99,118 49,392 105,048 103,715: -3,204 -1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.3 7.9 70.6 50.9 93.2 88.2: 6.8 11.8
Old : 100.0: 14.6 29.3 7.9 70.6 50.9 93.2 88.2: 6.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 46 93 65 150 168 241 281:
Old : 346: 46 93 65 150 168 241 281:
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 : 33.5 17.8 44.4 27.0 28.1 13.9 38.8 21.7
Old : 33.5 17.8 44.4 27.0 28.1 13.9 38.8 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 2,399,346: 380,019 187,531 675,163 1,309,401 1,475,770 2,364,582 2,338,464: 34,764 60,882
Old : 2,399,346: 380,019 187,531 675,163 1,309,401 1,475,770 2,364,582 2,338,464: 34,764 60,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 27,018: 42,438 3,586 -6,816 -10,325 32,384 25,296 29,153: 1,722 -2,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.8 28.1 54.6 61.5 98.6 97.5: 1.4 2.5
Old : 100.0: 15.8 7.8 28.1 54.6 61.5 98.6 97.5: 1.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 35 49 60 57 74 126 156:
Old : 167: 35 49 60 57 74 126 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.9 47.6 40.6 22.1 15.5 30.1 21.2
Old : 28.9 27.9 47.6 40.6 22.1 15.5 30.1 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 52,246: 17,539 8,748 1,635 25,162 34,344 44,336 44,728: 7,910 7,518
Old : 52,246: 17,539 8,748 1,635 25,162 34,344 44,336 44,728: 7,910 7,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,253: 415 485 -342 1,643 1,464 1,715 1,607: 538 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 16.7 3.1 48.2 65.7 84.9 85.6: 15.1 14.4
Old : 100.0: 33.6 16.7 3.1 48.2 65.7 84.9 85.6: 15.1 14.4
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 : 106: 35 24 9 27 30 66 59:
Old : 106: 35 24 9 27 30 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 34.3 48.8 53.7 39.4 32.4 48.4 51.0
Old : 39.7 34.3 48.8 53.7 39.4 32.4 48.4 51.0
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 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,491: 35,077 17,497 3,270 50,324 68,689 88,671 89,456: 15,820 15,035
Old : 104,491: 35,077 17,497 3,270 50,324 68,689 88,671 89,456: 15,820 15,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 4,507: 829 969 -684 3,285 2,929 3,430 3,214: 1,076 1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 16.7 3.1 48.2 65.7 84.9 85.6: 15.1 14.4
Old : 100.0: 33.6 16.7 3.1 48.2 65.7 84.9 85.6: 15.1 14.4
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 : 106: 35 24 9 27 30 66 59:
Old : 106: 35 24 9 27 30 66 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 34.3 48.8 53.7 39.4 32.4 48.4 51.0
Old : 39.7 34.3 48.8 53.7 39.4 32.4 48.4 51.0
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 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 47,891: 37,461 46,007 251 9,907 1,633 47,619 47,891: 272 0
Old : 47,891: 37,461 46,007 251 9,907 1,633 47,619 47,891: 272 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,758: 3,786 2,128 0 -53 1,633 3,733 3,761: 25 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 96.1 0.5 20.7 3.4 99.4 100.0: 0.6 0.0
Old : 100.0: 78.2 96.1 0.5 20.7 3.4 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 33 8 2 3 1 37 10:
Old : 45: 33 8 2 3 1 37 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 91.5 82.8 99.4 61.6 91.5 82.4 99.2
Old : 61.9 91.5 82.8 99.4 61.6 91.5 82.4 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,755: 2,757 8,914 264 26,711 20,487 29,732 29,665: 23 90
Old : 29,755: 2,757 8,914 264 26,711 20,487 29,732 29,665: 23 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 328: 0 5 0 322 311 322 316: 6 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 30.0 0.9 89.8 68.9 99.9 99.7: 0.1 0.3
Old : 100.0: 9.3 30.0 0.9 89.8 68.9 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 17 1 7 20 12 37:
Old : 47: 4 17 1 7 20 12 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 38.6 98.8 60.3 89.6 38.6 98.4 60.3
Old : 89.6 38.6 98.8 60.3 89.6 38.6 98.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 18,219: 16,328 6,761 0 1,874 11,406 18,202 18,167: 17 52
Old : 18,219: 16,328 6,761 0 1,874 11,406 18,202 18,167: 17 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -458: -427 -112 0 -15 -351 -442 -463: -16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 37.1 0.0 10.3 62.6 99.9 99.7: 0.1 0.3
Old : 100.0: 89.6 37.1 0.0 10.3 62.6 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 8 13 0 5 12 13 25:
Old : 37: 8 13 0 5 12 13 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 49.6 98.3 74.6 89.7 49.6 94.6 74.6
Old : 92.0 49.6 98.3 74.6 89.7 49.6 94.6 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2018