WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 31, 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 : 490,809: 173,921 98,893 106,293 177,247 237,176 457,461 442,362: 33,348 48,447
Old : 434,911: 163,169 96,445 87,255 156,939 213,056 407,363 396,756: 27,548 38,155
Other: 55,898: 20,860 12,556 8,930 20,308 24,120 50,098 45,606: 5,800 10,292
: : :
: : Changes in Commitments from: July 24, 2018 :
: 38,677: 14,349 -11,202 17,423 2,090 28,146 33,862 34,367: 4,815 4,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 20.1 21.7 36.1 48.3 93.2 90.1: 6.8 9.9
Old : 100.0: 37.5 22.2 20.1 36.1 49.0 93.7 91.2: 6.3 8.8
Other: 100.0: 37.3 22.5 16.0 36.3 43.2 89.6 81.6: 10.4 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 142 110 124 83 117 291 297:
Old : 391: 143 111 111 80 113 279 281:
Other: 166: 43 33 27 30 75 88 124:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.7 22.4 21.8 9.5 9.7 16.9 15.9
Old : 15.0 13.4 23.6 23.1 9.3 10.0 17.4 16.5
Other: 33.4 20.1 48.3 32.8 32.0 17.5 42.3 26.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, July 31, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 23,440: 5,670 100 1,100 16,300 21,700 23,070 22,900: 370 540
Old : 23,440: 5,670 100 1,100 16,300 21,700 23,070 22,900: 370 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -750: -3,100 0 -100 2,260 -550 -940 -650: 190 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.4 4.7 69.5 92.6 98.4 97.7: 1.6 2.3
Old : 100.0: 24.2 0.4 4.7 69.5 92.6 98.4 97.7: 1.6 2.3
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 : 24: 5 1 3 13 15 20 18:
Old : 24: 5 1 3 13 15 20 18:
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 : 57.7 69.6 79.3 83.4 49.5 61.3 65.4 67.9
Old : 57.7 69.6 79.3 83.4 49.5 61.3 65.4 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, July 31, 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 : 284,058: 91,834 42,296 51,605 120,223 168,198 263,662 262,099: 20,396 21,959
Old : 267,519: 90,856 43,666 45,298 112,251 160,120 248,405 249,084: 19,114 18,435
Other: 16,539: 6,541 4,193 744 7,972 8,078 15,257 13,015: 1,282 3,524
: : :
: : Changes in Commitments from: July 24, 2018 :
: 3,337: 2,709 -11,107 -1,520 1,346 17,749 2,535 5,122: 802 -1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.9 18.2 42.3 59.2 92.8 92.3: 7.2 7.7
Old : 100.0: 34.0 16.3 16.9 42.0 59.9 92.9 93.1: 7.1 6.9
Other: 100.0: 39.5 25.4 4.5 48.2 48.8 92.2 78.7: 7.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 90 62 74 81 97 205 208:
Old : 278: 87 67 71 76 89 197 197:
Other: 126: 18 26 6 22 74 43 104:
:----------------------------------------------------------------------------------------------------
: 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 21.2 22.0 30.5 10.6 18.2 18.6 26.8
Old : 13.3 22.4 23.0 31.8 11.4 20.6 19.5 29.5
Other: 40.1 22.2 60.4 33.1 40.0 20.5 60.3 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 31, 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 : 1,851,246: 557,282 446,709 318,386 801,253 894,165 1,676,921 1,659,260: 174,325 191,986
Old : 557,013: 326,020 247,312 13,854 164,959 257,877 504,833 519,043: 52,180 37,970
Other: 1,294,233: 405,616 373,751 130,178 636,294 636,288 1,172,088 1,140,217: 122,145 154,016
: : :
: : Changes in Commitments from: July 24, 2018 :
: -55,045: -19,136 -58,334 -3,204 -29,172 8,876 -51,512 -52,662: -3,533 -2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 24.1 17.2 43.3 48.3 90.6 89.6: 9.4 10.4
Old : 100.0: 58.5 44.4 2.5 29.6 46.3 90.6 93.2: 9.4 6.8
Other: 100.0: 31.3 28.9 10.1 49.2 49.2 90.6 88.1: 9.4 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 884: 217 155 190 327 379 652 646:
Old : 681: 157 105 17 213 265 378 379:
Other: 829: 200 152 126 245 359 517 575:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 8.8 18.5 14.7 7.1 6.2 11.7 11.0
Old : 14.8 17.0 24.9 27.4 14.7 16.9 23.9 27.3
Other: 17.4 9.4 24.3 16.3 13.5 7.6 20.0 13.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 31, 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 : 5,116: 1,317 1,146 23 1,520 2,113 2,860 3,282: 2,256 1,834
Old : 5,116: 1,317 1,146 23 1,520 2,113 2,860 3,282: 2,256 1,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 49: -49 18 0 -48 -170 -97 -152: 146 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 22.4 0.4 29.7 41.3 55.9 64.2: 44.1 35.8
Old : 100.0: 25.7 22.4 0.4 29.7 41.3 55.9 64.2: 44.1 35.8
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 : 27: 6 9 2 8 6 15 16:
Old : 27: 6 9 2 8 6 15 16:
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 38.2 45.8 53.0 28.9 33.3 43.3 47.8
Old : 28.9 38.2 45.8 53.0 28.9 33.3 43.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 31, 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 : 804,573: 177,548 191,631 159,535 402,047 369,023 739,130 720,189: 65,443 84,384
Old : 6,662: 4,689 428 0 838 4,982 5,527 5,410: 1,135 1,252
Other: 797,911: 177,593 195,937 154,801 401,209 364,041 733,603 714,779: 64,308 83,132
: : :
: : Changes in Commitments from: July 24, 2018 :
: -55,707: -8,657 -5,388 -2,278 -46,221 -44,740 -57,156 -52,406: 1,449 -3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.8 19.8 50.0 45.9 91.9 89.5: 8.1 10.5
Old : 100.0: 70.4 6.4 0.0 12.6 74.8 83.0 81.2: 17.0 18.8
Other: 100.0: 22.3 24.6 19.4 50.3 45.6 91.9 89.6: 8.1 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 173 162 182 183 233 462 507:
Old : 60: 17 8 0 7 28 24 36:
Other: 661: 174 177 172 183 231 452 505:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 10.5 21.6 18.0 10.5 8.4 15.8 14.8
Old : 28.0 49.2 50.6 65.5 28.0 49.2 50.6 65.5
Other: 14.6 10.4 21.7 17.9 10.7 8.3 16.0 14.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, July 31, 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 : 24,225: 10,104 3,996 147 8 6,948 10,259 11,091: 13,966 13,134
Old : 40: 0 1 0 0 6 0 7: 40 33
Other: 24,185: 10,104 3,995 147 8 6,942 10,259 11,084: 13,926 13,101
: : :
: : Changes in Commitments from: July 24, 2018 :
: -1,621: -528 550 -405 -50 -834 -983 -689: -638 -932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 16.5 0.6 0.0 28.7 42.3 45.8: 57.7 54.2
Old : 100.0: 0.0 2.5 0.0 0.0 15.0 0.0 17.5: 100.0 82.5
Other: 100.0: 41.8 16.5 0.6 0.0 28.7 42.4 45.8: 57.6 54.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 9 5 2 21 7 32:
Old : 3: 0 1 0 0 2 0 3:
Other: 32: 2 9 5 2 21 7 32:
:----------------------------------------------------------------------------------------------------
: 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 : 42.3 15.9 42.3 24.7 41.7 15.8 41.7 24.6
Old : 0.0 17.5 0.0 17.5 0.0 17.5 0.0 17.5
Other: 42.4 16.0 42.4 24.8 41.8 15.8 41.8 24.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 31, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 517,688: 110,467 163,770 116,912 252,371 205,287 479,750 485,969: 37,938 31,719
Old : 71,570: 25,833 17,654 3,039 37,073 45,236 65,945 65,929: 5,625 5,641
Other: 446,118: 104,229 165,711 94,278 215,298 160,051 413,805 420,040: 32,313 26,078
: : :
: : Changes in Commitments from: July 24, 2018 :
: -12,195: -5,266 -1,760 -7,489 1,382 -571 -11,373 -9,820: -822 -2,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 31.6 22.6 48.7 39.7 92.7 93.9: 7.3 6.1
Old : 100.0: 36.1 24.7 4.2 51.8 63.2 92.1 92.1: 7.9 7.9
Other: 100.0: 23.4 37.1 21.1 48.3 35.9 92.8 94.2: 7.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 91 128 117 95 78 260 275:
Old : 182: 44 54 14 40 48 96 107:
Other: 333: 89 113 108 83 67 239 248:
:----------------------------------------------------------------------------------------------------
: 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 14.6 19.3 21.7 10.0 12.4 16.8 18.2
Old : 31.8 27.8 45.6 43.4 30.9 27.8 44.7 42.6
Other: 11.9 13.9 19.4 21.0 11.2 11.0 18.2 17.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 31, 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 : 825,301: 124,484 145,107 12,098 546,490 484,891 683,072 642,096: 142,229 183,205
Old : 825,301: 124,484 145,107 12,098 546,490 484,891 683,072 642,096: 142,229 183,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -8,825: -21,556 1,472 -4,949 23,157 -3,860 -3,348 -7,337: -5,477 -1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.6 1.5 66.2 58.8 82.8 77.8: 17.2 22.2
Old : 100.0: 15.1 17.6 1.5 66.2 58.8 82.8 77.8: 17.2 22.2
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 : 186: 51 21 25 78 90 137 128:
Old : 186: 51 21 25 78 90 137 128:
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 27.9 31.7 37.5 14.5 19.2 21.2 27.0
Old : 23.0 27.9 31.7 37.5 14.5 19.2 21.2 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, July 31, 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 : 1,023,012: 96,514 319,050 14,108 773,634 589,804 884,256 922,962: 138,756 100,050
Old : 1,023,012: 96,514 319,050 14,108 773,634 589,804 884,256 922,962: 138,756 100,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 16,395: 7,789 17,651 1,913 11,384 1,882 21,086 21,446: -4,691 -5,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 31.2 1.4 75.6 57.7 86.4 90.2: 13.6 9.8
Old : 100.0: 9.4 31.2 1.4 75.6 57.7 86.4 90.2: 13.6 9.8
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 : 131: 19 22 22 67 65 97 98:
Old : 131: 19 22 22 67 65 97 98:
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 : 24.1 32.5 37.2 44.2 18.3 32.4 29.7 43.0
Old : 24.1 32.5 37.2 44.2 18.3 32.4 29.7 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, July 31, 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 : 1,630: 596 614 132 540 609 1,268 1,355: 362 275
Old : 1,630: 596 614 132 540 609 1,268 1,355: 362 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 37.7 8.1 33.1 37.4 77.8 83.1: 22.2 16.9
Old : 100.0: 36.6 37.7 8.1 33.1 37.4 77.8 83.1: 22.2 16.9
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 : 20: 7 4 1 7 7 15 11:
Old : 20: 7 4 1 7 7 15 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 : 44.8 60.6 61.8 76.0 33.8 44.2 44.0 50.3
Old : 44.8 60.6 61.8 76.0 33.8 44.2 44.0 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, July 31, 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 : 514,543: 136,188 38,613 117,777 210,921 323,107 464,886 479,497: 49,657 35,046
Old : 93,621: 44,285 10,406 1,649 37,442 73,300 83,376 85,355: 10,245 8,266
Other: 420,922: 124,402 60,706 83,629 173,479 249,807 381,510 394,142: 39,412 26,780
: : :
: : Changes in Commitments from: July 24, 2018 :
: -7,199: 1,532 674 -3,189 -6,294 -2,522 -7,951 -5,037: 752 -2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.5 22.9 41.0 62.8 90.3 93.2: 9.7 6.8
Old : 100.0: 47.3 11.1 1.8 40.0 78.3 89.1 91.2: 10.9 8.8
Other: 100.0: 29.6 14.4 19.9 41.2 59.3 90.6 93.6: 9.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 114 41 109 108 97 274 227:
Old : 204: 64 28 6 66 58 131 92:
Other: 300: 102 64 95 98 84 253 202:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 23.9 14.9 33.4 7.5 21.0 12.0 29.2
Old : 18.8 29.4 30.2 46.6 18.8 27.7 30.2 44.7
Other: 9.2 23.5 15.2 31.5 8.2 20.2 13.4 27.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 31, 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 : 8,416: 2,264 1,389 136 4,240 5,735 6,640 7,260: 1,776 1,156
Old : 8,416: 2,264 1,389 136 4,240 5,735 6,640 7,260: 1,776 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 349: 278 104 -97 -17 257 164 264: 185 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.5 1.6 50.4 68.1 78.9 86.3: 21.1 13.7
Old : 100.0: 26.9 16.5 1.6 50.4 68.1 78.9 86.3: 21.1 13.7
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 : 52: 17 11 6 13 18 34 32:
Old : 52: 17 11 6 13 18 34 32:
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 44.1 55.7 62.9 42.7 40.0 53.3 55.6
Old : 42.8 44.1 55.7 62.9 42.7 40.0 53.3 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 31, 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 : 1,959,875: 435,834 534,893 99,630 1,304,963 1,142,409 1,840,427 1,776,932: 119,448 182,943
Old : 1,959,875: 435,834 534,893 99,630 1,304,963 1,142,409 1,840,427 1,776,932: 119,448 182,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 31,894: -38,480 11,522 -1,139 75,312 24,169 35,693 34,552: -3,799 -2,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 27.3 5.1 66.6 58.3 93.9 90.7: 6.1 9.3
Old : 100.0: 22.2 27.3 5.1 66.6 58.3 93.9 90.7: 6.1 9.3
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 : 338: 64 74 33 149 138 231 227:
Old : 338: 64 74 33 149 138 231 227:
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 : 20.4 22.2 31.2 35.2 15.7 20.0 25.0 29.1
Old : 20.4 22.2 31.2 35.2 15.7 20.0 25.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, July 31, 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 : 3,761,004: 471,702 1,061,830 186,301 2,768,437 1,985,421 3,426,440 3,233,552: 334,564 527,452
Old : 3,761,004: 471,702 1,061,830 186,301 2,768,437 1,985,421 3,426,440 3,233,552: 334,564 527,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -24,279: -54,480 26,150 -17,012 45,234 -39,278 -26,258 -30,140: 1,979 5,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 28.2 5.0 73.6 52.8 91.1 86.0: 8.9 14.0
Old : 100.0: 12.5 28.2 5.0 73.6 52.8 91.1 86.0: 8.9 14.0
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 : 437: 74 97 60 183 202 293 323:
Old : 437: 74 97 60 183 202 293 323:
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 : 30.3 15.8 38.2 25.4 25.2 13.2 31.4 21.0
Old : 30.3 15.8 38.2 25.4 25.2 13.2 31.4 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, July 31, 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 : 583,389: 70,602 63,176 16,584 395,728 324,719 482,914 404,479: 100,475 178,910
Old : 583,389: 70,602 63,176 16,584 395,728 324,719 482,914 404,479: 100,475 178,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 4,227: -5,102 2,985 -1,678 10,352 -9,153 3,572 -7,846: 655 12,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.8 2.8 67.8 55.7 82.8 69.3: 17.2 30.7
Old : 100.0: 12.1 10.8 2.8 67.8 55.7 82.8 69.3: 17.2 30.7
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 : 100: 13 14 13 56 54 79 71:
Old : 100: 13 14 13 56 54 79 71:
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 : 30.6 13.5 41.1 22.7 30.0 12.5 39.0 19.6
Old : 30.6 13.5 41.1 22.7 30.0 12.5 39.0 19.6
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 - Futures Only, July 31, 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 : 3,957,790: 513,568 1,354,611 152,653 3,010,535 2,011,241 3,676,756 3,518,505: 281,034 439,285
Old : 3,957,790: 513,568 1,354,611 152,653 3,010,535 2,011,241 3,676,756 3,518,505: 281,034 439,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 43,599: -30,348 94,730 -20,487 102,411 -31,027 51,576 43,216: -7,977 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 34.2 3.9 76.1 50.8 92.9 88.9: 7.1 11.1
Old : 100.0: 13.0 34.2 3.9 76.1 50.8 92.9 88.9: 7.1 11.1
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 : 344: 53 77 40 137 162 216 253:
Old : 344: 53 77 40 137 162 216 253:
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 18.7 48.2 30.0 28.3 17.2 39.9 25.0
Old : 35.7 18.7 48.2 30.0 28.3 17.2 39.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 31, 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 : 1,989,127: 288,866 129,778 541,114 1,128,125 1,256,411 1,958,105 1,927,303: 31,022 61,824
Old : 1,989,127: 288,866 129,778 541,114 1,128,125 1,256,411 1,958,105 1,927,303: 31,022 61,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 52,901: -6,219 -10,160 38,721 21,869 22,666 54,371 51,227: -1,470 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.5 27.2 56.7 63.2 98.4 96.9: 1.6 3.1
Old : 100.0: 14.5 6.5 27.2 56.7 63.2 98.4 96.9: 1.6 3.1
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 : 147: 34 32 50 63 69 119 134:
Old : 147: 34 32 50 63 69 119 134:
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 : 31.4 31.3 45.5 43.5 22.7 18.3 27.8 24.2
Old : 31.4 31.3 45.5 43.5 22.7 18.3 27.8 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 31, 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 : 46,664: 20,384 7,700 1,086 16,602 30,794 38,071 39,580: 8,593 7,085
Old : 46,664: 20,384 7,700 1,086 16,602 30,794 38,071 39,580: 8,593 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,777: 1,613 -382 -312 311 2,048 1,612 1,355: 165 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 16.5 2.3 35.6 66.0 81.6 84.8: 18.4 15.2
Old : 100.0: 43.7 16.5 2.3 35.6 66.0 81.6 84.8: 18.4 15.2
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 : 99: 35 19 7 24 29 60 54:
Old : 99: 35 19 7 24 29 60 54:
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 : 27.2 34.6 41.2 52.1 26.9 34.6 39.0 52.1
Old : 27.2 34.6 41.2 52.1 26.9 34.6 39.0 52.1
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 - Futures Only, July 31, 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 : 93,328: 40,767 15,400 2,171 33,204 61,588 76,142 79,159: 17,186 14,169
Old : 93,328: 40,767 15,400 2,171 33,204 61,588 76,142 79,159: 17,186 14,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 3,553: 3,225 -764 -623 621 4,096 3,223 2,709: 330 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 16.5 2.3 35.6 66.0 81.6 84.8: 18.4 15.2
Old : 100.0: 43.7 16.5 2.3 35.6 66.0 81.6 84.8: 18.4 15.2
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 : 99: 35 19 7 24 29 60 54:
Old : 99: 35 19 7 24 29 60 54:
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 : 27.2 34.6 41.2 52.1 26.9 34.6 39.0 52.1
Old : 27.2 34.6 41.2 52.1 26.9 34.6 39.0 52.1
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 - Futures Only, July 31, 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 : 27,768: 2,857 461 0 23,019 27,127 25,876 27,588: 1,892 180
Old : 27,768: 2,857 461 0 23,019 27,127 25,876 27,588: 1,892 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -247: 623 -203 0 -602 -14 21 -217: -268 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.7 0.0 82.9 97.7 93.2 99.4: 6.8 0.6
Old : 100.0: 10.3 1.7 0.0 82.9 97.7 93.2 99.4: 6.8 0.6
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 : 25: 3 1 0 13 12 16 13:
Old : 25: 3 1 0 13 12 16 13:
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 : 62.2 76.4 83.4 96.2 61.5 76.4 82.7 96.1
Old : 62.2 76.4 83.4 96.2 61.5 76.4 82.7 96.1
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 - Futures Only, July 31, 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 : 32,728: 27,317 29,992 452 4,773 2,254 32,542 32,698: 186 30
Old : 32,728: 27,317 29,992 452 4,773 2,254 32,542 32,698: 186 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -451: -428 -256 0 -25 -220 -453 -476: 2 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 91.6 1.4 14.6 6.9 99.4 99.9: 0.6 0.1
Old : 100.0: 83.5 91.6 1.4 14.6 6.9 99.4 99.9: 0.6 0.1
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 : 43: 28 13 2 2 1 31 15:
Old : 43: 28 13 2 2 1 31 15:
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 : 60.3 82.7 80.0 97.3 59.6 82.7 78.7 93.1
Old : 60.3 82.7 80.0 97.3 59.6 82.7 78.7 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, July 31, 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 : 32,051: 18,399 14,242 215 13,338 17,534 31,952 31,991: 99 60
Old : 32,051: 18,399 14,242 215 13,338 17,534 31,952 31,991: 99 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 485: 1,644 416 0 -1,187 92 457 508: 28 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 44.4 0.7 41.6 54.7 99.7 99.8: 0.3 0.2
Old : 100.0: 57.4 44.4 0.7 41.6 54.7 99.7 99.8: 0.3 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 : 42: 4 14 1 8 16 13 30:
Old : 42: 4 14 1 8 16 13 30:
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 : 86.9 43.5 98.2 66.7 86.9 43.5 98.2 66.7
Old : 86.9 43.5 98.2 66.7 86.9 43.5 98.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, July 31, 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 : 15,497: 11,679 6,562 9 3,775 8,833 15,463 15,404: 34 93
Old : 15,497: 11,679 6,562 9 3,775 8,833 15,463 15,404: 34 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 434: 448 132 0 0 270 448 402: -14 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 42.3 0.1 24.4 57.0 99.8 99.4: 0.2 0.6
Old : 100.0: 75.4 42.3 0.1 24.4 57.0 99.8 99.4: 0.2 0.6
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 : 30: 5 11 1 3 11 9 22:
Old : 30: 5 11 1 3 11 9 22:
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 : 94.1 50.4 99.7 77.4 94.1 50.4 99.7 77.3
Old : 94.1 50.4 99.7 77.4 94.1 50.4 99.7 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2018