WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,809 COMMITMENTS 173,921 98,893 106,293 177,247 237,176 457,461 442,362 33,348 48,447 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 38,677) 14,349 -11,202 17,423 2,090 28,146 33,862 34,367 4,815 4,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 20.1 21.7 36.1 48.3 93.2 90.1 6.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 142 110 124 83 117 291 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,440 COMMITMENTS 5,670 100 1,100 16,300 21,700 23,070 22,900 370 540 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -750) -3,100 0 -100 2,260 -550 -940 -650 190 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 0.4 4.7 69.5 92.6 98.4 97.7 1.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 3 13 15 20 18 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 284,058 COMMITMENTS 91,834 42,296 51,605 120,223 168,198 263,662 262,099 20,396 21,959 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,337) 2,709 -11,107 -1,520 1,346 17,749 2,535 5,122 802 -1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 14.9 18.2 42.3 59.2 92.8 92.3 7.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 90 62 74 81 97 205 208 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,851,246 COMMITMENTS 557,282 446,709 318,386 801,253 894,165 1676921 1659260 174,325 191,986 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -55,045) -19,136 -58,334 -3,204 -29,172 8,876 -51,512 -52,662 -3,533 -2,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 24.1 17.2 43.3 48.3 90.6 89.6 9.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 884) 217 155 190 327 379 652 646 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,116 COMMITMENTS 1,317 1,146 23 1,520 2,113 2,860 3,282 2,256 1,834 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 49) -49 18 0 -48 -170 -97 -152 146 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 22.4 0.4 29.7 41.3 55.9 64.2 44.1 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 9 2 8 6 15 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,573 COMMITMENTS 177,548 191,631 159,535 402,047 369,023 739,130 720,189 65,443 84,384 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -55,707) -8,657 -5,388 -2,278 -46,221 -44,740 -57,156 -52,406 1,449 -3,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 23.8 19.8 50.0 45.9 91.9 89.5 8.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661) 173 162 182 183 233 462 507 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,225 COMMITMENTS 10,104 3,996 147 8 6,948 10,259 11,091 13,966 13,134 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -1,621) -528 550 -405 -50 -834 -983 -689 -638 -932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 16.5 0.6 0.0 28.7 42.3 45.8 57.7 54.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 9 5 2 21 7 32 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,688 COMMITMENTS 110,467 163,770 116,912 252,371 205,287 479,750 485,969 37,938 31,719 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -12,195) -5,266 -1,760 -7,489 1,382 -571 -11,373 -9,820 -822 -2,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 31.6 22.6 48.7 39.7 92.7 93.9 7.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 91 128 117 95 78 260 275 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 825,301 COMMITMENTS 124,484 145,107 12,098 546,490 484,891 683,072 642,096 142,229 183,205 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -8,825) -21,556 1,472 -4,949 23,157 -3,860 -3,348 -7,337 -5,477 -1,488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 17.6 1.5 66.2 58.8 82.8 77.8 17.2 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 51 21 25 78 90 137 128 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,023,012 COMMITMENTS 96,514 319,050 14,108 773,634 589,804 884,256 922,962 138,756 100,050 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 16,395) 7,789 17,651 1,913 11,384 1,882 21,086 21,446 -4,691 -5,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 31.2 1.4 75.6 57.7 86.4 90.2 13.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 19 22 22 67 65 97 98 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630 COMMITMENTS 596 614 132 540 609 1,268 1,355 362 275 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 37.7 8.1 33.1 37.4 77.8 83.1 22.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 1 7 7 15 11 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 514,543 COMMITMENTS 136,188 38,613 117,777 210,921 323,107 464,886 479,497 49,657 35,046 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -7,199) 1,532 674 -3,189 -6,294 -2,522 -7,951 -5,037 752 -2,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 7.5 22.9 41.0 62.8 90.3 93.2 9.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 114 41 109 108 97 274 227 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,416 COMMITMENTS 2,264 1,389 136 4,240 5,735 6,640 7,260 1,776 1,156 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 349) 278 104 -97 -17 257 164 264 185 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 16.5 1.6 50.4 68.1 78.9 86.3 21.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 11 6 13 18 34 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,959,875 COMMITMENTS 435,834 534,893 99,630 1304963 1142409 1840427 1776932 119,448 182,943 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 31,894) -38,480 11,522 -1,139 75,312 24,169 35,693 34,552 -3,799 -2,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 27.3 5.1 66.6 58.3 93.9 90.7 6.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 64 74 33 149 138 231 227 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,761,004 COMMITMENTS 471,702 1061830 186,301 2768437 1985421 3426440 3233552 334,564 527,452 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -24,279) -54,480 26,150 -17,012 45,234 -39,278 -26,258 -30,140 1,979 5,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 28.2 5.0 73.6 52.8 91.1 86.0 8.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437) 74 97 60 183 202 293 323 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,389 COMMITMENTS 70,602 63,176 16,584 395,728 324,719 482,914 404,479 100,475 178,910 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 4,227) -5,102 2,985 -1,678 10,352 -9,153 3,572 -7,846 655 12,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 10.8 2.8 67.8 55.7 82.8 69.3 17.2 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 13 14 13 56 54 79 71 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,957,790 COMMITMENTS 513,568 1354611 152,653 3010535 2011241 3676756 3518505 281,034 439,285 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 43,599) -30,348 94,730 -20,487 102,411 -31,027 51,576 43,216 -7,977 383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 34.2 3.9 76.1 50.8 92.9 88.9 7.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 53 77 40 137 162 216 253 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,989,127 COMMITMENTS 288,866 129,778 541,114 1128125 1256411 1958105 1927303 31,022 61,824 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 52,901) -6,219 -10,160 38,721 21,869 22,666 54,371 51,227 -1,470 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.5 27.2 56.7 63.2 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 34 32 50 63 69 119 134 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,664 COMMITMENTS 20,384 7,700 1,086 16,602 30,794 38,071 39,580 8,593 7,085 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 1,777) 1,613 -382 -312 311 2,048 1,612 1,355 165 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 16.5 2.3 35.6 66.0 81.6 84.8 18.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 19 7 24 29 60 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,328 COMMITMENTS 40,767 15,400 2,171 33,204 61,588 76,142 79,159 17,186 14,169 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 3,553) 3,225 -764 -623 621 4,096 3,223 2,709 330 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 16.5 2.3 35.6 66.0 81.6 84.8 18.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 19 7 24 29 60 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 27,768 COMMITMENTS 2,857 461 0 23,019 27,127 25,876 27,588 1,892 180 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -247) 623 -203 0 -602 -14 21 -217 -268 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 1.7 0.0 82.9 97.7 93.2 99.4 6.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 13 12 16 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 32,728 COMMITMENTS 27,317 29,992 452 4,773 2,254 32,542 32,698 186 30 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: -451) -428 -256 0 -25 -220 -453 -476 2 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.5 91.6 1.4 14.6 6.9 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 28 13 2 2 1 31 15 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,051 COMMITMENTS 18,399 14,242 215 13,338 17,534 31,952 31,991 99 60 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 485) 1,644 416 0 -1,187 92 457 508 28 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 44.4 0.7 41.6 54.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 14 1 8 16 13 30 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 07/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 15,497 COMMITMENTS 11,679 6,562 9 3,775 8,833 15,463 15,404 34 93 CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST: 434) 448 132 0 0 270 448 402 -14 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.4 42.3 0.1 24.4 57.0 99.8 99.4 0.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 11 1 3 11 9 22
Updated August 3, 2018