WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 650,116: 149,386 97,747 222,359 240,386 275,391 612,131 595,497: 37,984 54,619
Old : 583,741: 141,542 96,143 196,276 213,765 247,230 551,583 539,649: 32,157 44,092
Other: 66,375: 19,120 12,880 14,807 26,621 28,162 60,548 55,848: 5,827 10,527
: : :
: : Changes in Commitments from: July 24, 2018 :
: 50,414: 19,930 -10,811 20,433 3,958 33,878 44,321 43,501: 6,092 6,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 15.0 34.2 37.0 42.4 94.2 91.6: 5.8 8.4
Old : 100.0: 24.2 16.5 33.6 36.6 42.4 94.5 92.4: 5.5 7.6
Other: 100.0: 28.8 19.4 22.3 40.1 42.4 91.2 84.1: 8.8 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 433: 143 141 165 99 122 339 341:
Old : 425: 142 143 157 97 120 332 329:
Other: 167: 39 38 33 34 75 93 130:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 11.8 21.3 20.0 7.9 6.2 13.5 10.8
Old : 14.3 12.3 21.5 20.8 7.9 6.4 13.9 11.4
Other: 30.6 18.0 44.5 31.3 27.0 14.7 35.1 21.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 23,529: 5,670 100 1,100 16,389 21,714 23,159 22,914: 370 615
Old : 23,529: 5,670 100 1,100 16,389 21,714 23,159 22,914: 370 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -774: -3,100 0 -100 2,236 -592 -964 -692: 190 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.4 4.7 69.7 92.3 98.4 97.4: 1.6 2.6
Old : 100.0: 24.1 0.4 4.7 69.7 92.3 98.4 97.4: 1.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.5 69.3 79.0 83.1 49.4 61.0 65.5 67.6
Old : 57.5 69.3 79.0 83.1 49.4 61.0 65.5 67.6
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 with Delta-adjusted Options and Futures Combined, 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 : 312,538: 88,985 42,547 73,738 127,593 172,808 290,315 289,093: 22,223 23,445
Old : 294,623: 88,541 44,007 66,461 118,768 164,415 273,769 274,883: 20,854 19,740
Other: 17,915: 6,078 4,174 1,643 8,825 8,393 16,546 14,210: 1,369 3,706
: : :
: : Changes in Commitments from: July 24, 2018 :
: 9,855: 3,871 -11,251 3,250 1,949 19,398 9,070 11,398: 784 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 13.6 23.6 40.8 55.3 92.9 92.5: 7.1 7.5
Old : 100.0: 30.1 14.9 22.6 40.3 55.8 92.9 93.3: 7.1 6.7
Other: 100.0: 33.9 23.3 9.2 49.3 46.8 92.4 79.3: 7.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 88 65 84 90 104 220 220:
Old : 280: 84 71 81 86 96 213 209:
Other: 128: 21 25 13 26 74 52 108:
:----------------------------------------------------------------------------------------------------
: 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 19.5 20.0 28.0 9.6 16.7 16.8 24.6
Old : 12.1 20.5 20.9 29.1 10.3 18.9 17.7 26.9
Other: 37.7 21.7 56.5 31.8 36.8 20.0 54.6 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,369,980: 460,004 429,224 696,215 982,588 1,007,394 2,138,806 2,132,833: 231,174 237,147
Old : 750,680: 277,048 248,858 161,780 244,225 296,949 683,053 707,587: 67,626 43,092
Other: 1,619,301: 362,094 359,505 355,296 738,363 710,444 1,455,753 1,425,245: 163,548 194,055
: : :
: : Changes in Commitments from: July 24, 2018 :
: -100,659: 36,463 -47,764 -60,155 -75,027 9,435 -98,719 -98,484: -1,939 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.1 29.4 41.5 42.5 90.2 90.0: 9.8 10.0
Old : 100.0: 36.9 33.2 21.6 32.5 39.6 91.0 94.3: 9.0 5.7
Other: 100.0: 22.4 22.2 21.9 45.6 43.9 89.9 88.0: 10.1 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 947: 254 165 273 414 433 793 770:
Old : 738: 181 120 117 305 313 530 506:
Other: 896: 225 169 201 344 408 672 682:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 8.2 17.5 13.6 6.0 4.9 9.6 8.7
Old : 11.5 13.7 20.0 22.8 11.4 12.3 18.4 19.7
Other: 14.8 8.1 21.3 14.1 10.5 5.8 15.8 10.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 5,349: 1,203 1,131 190 1,616 2,150 3,010 3,471: 2,340 1,878
Old : 5,349: 1,203 1,131 190 1,616 2,150 3,010 3,471: 2,340 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 30: -27 11 -20 -70 -161 -116 -170: 146 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 21.1 3.5 30.2 40.2 56.3 64.9: 43.7 35.1
Old : 100.0: 22.5 21.1 3.5 30.2 40.2 56.3 64.9: 43.7 35.1
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 : 27: 7 8 3 8 8 15 19:
Old : 27: 7 8 3 8 8 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 36.5 44.9 50.8 28.5 31.9 42.3 45.7
Old : 28.7 36.5 44.9 50.8 28.5 31.9 42.3 45.7
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 with Delta-adjusted Options and Futures Combined, 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 : 1,000,785: 156,680 195,603 300,573 462,936 409,147 920,189 905,323: 80,596 95,462
Old : 6,662: 4,689 428 0 838 4,982 5,527 5,410: 1,135 1,252
Other: 994,123: 156,766 199,950 295,798 462,098 404,165 914,662 899,913: 79,461 94,210
: : :
: : Changes in Commitments from: July 24, 2018 :
: -89,243: 3,609 -2,157 -39,877 -51,849 -43,144 -88,117 -85,178: -1,126 -4,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.5 30.0 46.3 40.9 91.9 90.5: 8.1 9.5
Old : 100.0: 70.4 6.4 0.0 12.6 74.8 83.0 81.2: 17.0 18.8
Other: 100.0: 15.8 20.1 29.8 46.5 40.7 92.0 90.5: 8.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 209 185 248 217 250 553 578:
Old : 60: 17 8 0 7 28 24 36:
Other: 713: 207 199 239 217 248 544 576:
:----------------------------------------------------------------------------------------------------
: 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 9.2 19.9 15.6 9.2 6.5 13.4 11.6
Old : 28.0 49.2 50.6 65.5 28.0 49.2 50.6 65.5
Other: 12.9 9.0 20.0 15.5 9.3 6.4 13.6 11.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 542,097: 104,902 163,982 133,369 264,266 211,769 502,537 509,119: 39,560 32,977
Old : 78,214: 25,248 16,616 7,849 38,683 47,429 71,780 71,894: 6,433 6,320
Other: 463,883: 98,679 166,391 106,495 225,583 164,340 430,757 437,226: 33,126 26,657
: : :
: : Changes in Commitments from: July 24, 2018 :
: -23,485: -1,227 -1,319 -15,871 -4,398 -4,051 -21,497 -21,241: -1,988 -2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.2 24.6 48.7 39.1 92.7 93.9: 7.3 6.1
Old : 100.0: 32.3 21.2 10.0 49.5 60.6 91.8 91.9: 8.2 8.1
Other: 100.0: 21.3 35.9 23.0 48.6 35.4 92.9 94.3: 7.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 85 136 123 97 87 266 288:
Old : 188: 48 52 32 45 56 114 122:
Other: 338: 81 123 113 87 74 245 260:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 13.9 19.0 20.7 9.8 11.6 16.2 17.2
Old : 29.2 25.6 42.0 39.9 27.7 25.0 39.7 38.2
Other: 12.1 13.4 19.3 20.2 10.9 10.5 18.0 16.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 985,514: 120,379 144,522 106,916 604,490 539,165 831,784 790,603: 153,730 194,912
Old : 985,514: 120,379 144,522 106,916 604,490 539,165 831,784 790,603: 153,730 194,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -35,762: -12,089 4,349 -28,242 9,954 -9,554 -30,377 -33,448: -5,385 -2,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 14.7 10.8 61.3 54.7 84.4 80.2: 15.6 19.8
Old : 100.0: 12.2 14.7 10.8 61.3 54.7 84.4 80.2: 15.6 19.8
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 : 196: 48 31 52 91 97 159 160:
Old : 196: 48 31 52 91 97 159 160:
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 : 20.5 24.8 28.1 33.2 12.6 16.0 18.5 22.5
Old : 20.5 24.8 28.1 33.2 12.6 16.0 18.5 22.5
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, 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 : 1,023,446: 96,221 319,074 14,467 773,640 589,806 884,328 923,347: 139,118 100,099
Old : 1,023,446: 96,221 319,074 14,467 773,640 589,806 884,328 923,347: 139,118 100,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 16,059: 7,936 17,654 1,675 11,354 1,884 20,965 21,213: -4,906 -5,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 31.2 1.4 75.6 57.6 86.4 90.2: 13.6 9.8
Old : 100.0: 9.4 31.2 1.4 75.6 57.6 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: 18 23 23 67 66 97 100:
Old : 131: 18 23 23 67 66 97 100:
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 569,042: 127,508 37,591 161,153 227,306 333,837 515,966 532,581: 53,076 36,461
Old : 105,472: 42,430 9,384 11,573 40,463 75,896 94,466 96,853: 11,006 8,619
Other: 463,571: 116,292 59,422 118,365 186,843 257,941 421,500 435,729: 42,070 27,842
: : :
: : Changes in Commitments from: July 24, 2018 :
: -15,417: 4,441 259 -10,930 -9,546 -2,692 -16,035 -13,363: 618 -2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 6.6 28.3 39.9 58.7 90.7 93.6: 9.3 6.4
Old : 100.0: 40.2 8.9 11.0 38.4 72.0 89.6 91.8: 10.4 8.2
Other: 100.0: 25.1 12.8 25.5 40.3 55.6 90.9 94.0: 9.1 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 117 46 116 117 104 286 242:
Old : 209: 62 32 26 79 68 153 115:
Other: 311: 107 66 104 107 93 266 221:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 21.8 15.4 31.3 6.8 18.5 10.8 25.9
Old : 18.6 26.2 29.0 42.0 17.0 24.1 26.4 38.8
Other: 9.4 21.6 14.9 29.9 7.5 17.8 12.2 24.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 9,010: 2,354 1,288 442 4,373 6,074 7,169 7,804: 1,841 1,206
Old : 9,010: 2,354 1,288 442 4,373 6,074 7,169 7,804: 1,841 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 237: 218 105 -136 -25 178 57 146: 181 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.3 4.9 48.5 67.4 79.6 86.6: 20.4 13.4
Old : 100.0: 26.1 14.3 4.9 48.5 67.4 79.6 86.6: 20.4 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 : 54: 22 7 10 15 19 39 35:
Old : 54: 22 7 10 15 19 39 35:
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 : 39.9 42.4 53.0 60.2 39.9 37.4 49.8 52.2
Old : 39.9 42.4 53.0 60.2 39.9 37.4 49.8 52.2
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 with Delta-adjusted Options and Futures Combined, 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 : 2,011,998: 436,416 536,726 138,848 1,313,677 1,152,139 1,888,941 1,827,712: 123,057 184,286
Old : 2,011,998: 436,416 536,726 138,848 1,313,677 1,152,139 1,888,941 1,827,712: 123,057 184,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 16,463: -42,485 9,424 -10,685 71,499 20,466 18,329 19,205: -1,866 -2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.7 6.9 65.3 57.3 93.9 90.8: 6.1 9.2
Old : 100.0: 21.7 26.7 6.9 65.3 57.3 93.9 90.8: 6.1 9.2
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 : 342: 67 73 51 153 140 242 242:
Old : 342: 67 73 51 153 140 242 242:
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 : 19.9 21.6 30.4 34.3 15.3 19.5 24.3 28.4
Old : 19.9 21.6 30.4 34.3 15.3 19.5 24.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 4,339,413: 488,096 1,061,082 514,278 2,980,122 2,206,883 3,982,497 3,782,243: 356,916 557,170
Old : 4,339,413: 488,096 1,061,082 514,278 2,980,122 2,206,883 3,982,497 3,782,243: 356,916 557,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -184,241: -80,349 30,052 -94,854 -10,657 -126,915 -185,860 -191,717: 1,620 7,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 24.5 11.9 68.7 50.9 91.8 87.2: 8.2 12.8
Old : 100.0: 11.2 24.5 11.9 68.7 50.9 91.8 87.2: 8.2 12.8
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 : 454: 71 111 101 215 224 347 375:
Old : 454: 71 111 101 215 224 347 375:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 14.1 34.0 22.6 22.1 11.4 27.8 18.5
Old : 26.7 14.1 34.0 22.6 22.1 11.4 27.8 18.5
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, 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 with Delta-adjusted Options and Futures Combined, 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 : 4,156,590: 508,111 1,318,043 283,305 3,076,652 2,107,768 3,868,068 3,709,116: 288,522 447,473
Old : 4,156,590: 508,111 1,318,043 283,305 3,076,652 2,107,768 3,868,068 3,709,116: 288,522 447,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: -2,423: -25,183 94,804 -54,094 87,046 -43,453 7,769 -2,743: -10,192 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 31.7 6.8 74.0 50.7 93.1 89.2: 6.9 10.8
Old : 100.0: 12.2 31.7 6.8 74.0 50.7 93.1 89.2: 6.9 10.8
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: 54 77 66 148 166 242 269:
Old : 346: 54 77 66 148 166 242 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 18.0 46.0 28.9 26.9 15.7 37.9 23.2
Old : 34.2 18.0 46.0 28.9 26.9 15.7 37.9 23.2
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, 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 : 1,989,323: 288,849 129,782 541,217 1,128,131 1,256,411 1,958,198 1,927,410: 31,125 61,913
Old : 1,989,323: 288,849 129,782 541,217 1,128,131 1,256,411 1,958,198 1,927,410: 31,125 61,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 52,772: -6,236 -10,252 38,740 21,735 22,666 54,239 51,154: -1,467 1,619
: : :
: : 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 45.4 43.5 22.7 18.3 27.8 24.2
Old : 31.4 31.3 45.4 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 with Delta-adjusted Options and Futures Combined, 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 : 47,996: 20,340 7,902 1,605 17,338 31,229 39,283 40,736: 8,713 7,260
Old : 47,996: 20,340 7,902 1,605 17,338 31,229 39,283 40,736: 8,713 7,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 1,910: 1,738 -259 -366 367 2,040 1,739 1,415: 171 495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 16.5 3.3 36.1 65.1 81.8 84.9: 18.2 15.1
Old : 100.0: 42.4 16.5 3.3 36.1 65.1 81.8 84.9: 18.2 15.1
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 : 101: 34 22 11 25 30 64 58:
Old : 101: 34 22 11 25 30 64 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 33.6 40.1 50.6 26.1 33.6 37.9 50.6
Old : 26.4 33.6 40.1 50.6 26.1 33.6 37.9 50.6
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, 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 : 95,992: 40,680 15,804 3,211 34,675 62,458 78,566 81,473: 17,426 14,520
Old : 95,992: 40,680 15,804 3,211 34,675 62,458 78,566 81,473: 17,426 14,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2018 :
: 3,820: 3,476 -518 -733 734 4,081 3,477 2,830: 343 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 16.5 3.3 36.1 65.1 81.8 84.9: 18.2 15.1
Old : 100.0: 42.4 16.5 3.3 36.1 65.1 81.8 84.9: 18.2 15.1
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 : 101: 34 22 11 25 30 64 58:
Old : 101: 34 22 11 25 30 64 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 33.6 40.1 50.6 26.1 33.6 37.9 50.6
Old : 26.4 33.6 40.1 50.6 26.1 33.6 37.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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