WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 18, 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 : 472,608: 160,504 123,875 110,429 166,630 193,938 437,563 428,242: 35,045 44,366
Old : 382,175: 145,274 117,659 80,654 128,520 152,517 354,448 350,830: 27,727 31,345
Other: 90,433: 31,581 22,567 13,424 38,110 41,421 83,115 77,412: 7,318 13,021
: : :
: : Changes in Commitments from: September 11, 2018 :
: 18,606: -1,810 7,084 13,217 6,151 -1,821 17,558 18,480: 1,048 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 26.2 23.4 35.3 41.0 92.6 90.6: 7.4 9.4
Old : 100.0: 38.0 30.8 21.1 33.6 39.9 92.7 91.8: 7.3 8.2
Other: 100.0: 34.9 25.0 14.8 42.1 45.8 91.9 85.6: 8.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 141 118 139 103 120 325 312:
Old : 417: 137 123 117 92 104 298 284:
Other: 209: 54 48 28 42 92 115 156:
:----------------------------------------------------------------------------------------------------
: 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 : 1.3 0.3 1.4 0.4 0.7 0.4 1.0 0.5
Old : 0.0 0.2 0.4 0.4 0.0 0.2 0.4 0.4
Other: 2.1 0.9 2.2 5.4 1.6 0.3 1.7 4.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, September 18, 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 : 21,038: 2,894 900 1,000 16,744 18,258 20,638 20,158: 400 880
Old : 20,738: 2,894 900 1,000 16,444 17,958 20,338 19,858: 400 880
Other: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,426: -300 500 0 1,526 926 1,226 1,426: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 4.3 4.8 79.6 86.8 98.1 95.8: 1.9 4.2
Old : 100.0: 14.0 4.3 4.8 79.3 86.6 98.1 95.8: 1.9 4.2
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 3 16 16 25 21:
Old : 31: 8 2 3 15 16 24 21:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 6.2 20.9 13.4 32.5 0.0 14.6 1.4 20.6
Old : 15.2 15.9 30.5 23.3 8.7 9.5 17.5 10.4
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 18, 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 : 272,070: 93,574 45,366 48,642 107,317 153,875 249,533 247,883: 22,537 24,187
Old : 242,747: 92,306 49,095 33,990 96,553 140,604 222,849 223,689: 19,898 19,058
Other: 29,323: 14,460 9,463 1,460 10,764 13,271 26,684 24,194: 2,639 5,129
: : :
: : Changes in Commitments from: September 11, 2018 :
: 8,763: 2,458 8,476 4,373 1,978 -4,077 8,809 8,772: -46 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 16.7 17.9 39.4 56.6 91.7 91.1: 8.3 8.9
Old : 100.0: 38.0 20.2 14.0 39.8 57.9 91.8 92.1: 8.2 7.9
Other: 100.0: 49.3 32.3 5.0 36.7 45.3 91.0 82.5: 9.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 93 46 73 77 96 199 197:
Old : 271: 91 56 57 74 88 189 179:
Other: 149: 30 29 9 31 74 63 111:
:----------------------------------------------------------------------------------------------------
: 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 : 0.4 0.1 2.2 0.6 3.1 0.2 5.8 0.2
Old : 0.9 1.6 1.2 3.2 0.9 1.6 0.9 2.8
Other: 5.6 0.2 5.7 8.9 5.5 0.1 5.6 8.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 18, 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 : 1,726,248: 469,442 483,957 290,302 794,641 771,352 1,554,385 1,545,611: 171,863 180,637
Old : 1,594,779: 454,315 490,029 249,970 732,192 693,161 1,436,477 1,433,160: 158,302 161,619
Other: 131,469: 51,786 30,587 3,673 62,449 78,191 117,908 112,451: 13,561 19,018
: : :
: : Changes in Commitments from: September 11, 2018 :
: 49,183: -21,428 62,295 16,863 41,232 -32,783 36,667 46,375: 12,516 2,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 28.0 16.8 46.0 44.7 90.0 89.5: 10.0 10.5
Old : 100.0: 28.5 30.7 15.7 45.9 43.5 90.1 89.9: 9.9 10.1
Other: 100.0: 39.4 23.3 2.8 47.5 59.5 89.7 85.5: 10.3 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 837: 196 160 151 291 344 579 586:
Old : 834: 192 174 131 285 335 560 568:
Other: 378: 61 43 19 75 217 146 273:
:----------------------------------------------------------------------------------------------------
: 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 : 0.2 0.1 0.3 0.3 0.0 0.0 0.1 0.2
Old : 0.1 0.2 0.3 0.2 0.0 0.1 0.2 0.2
Other: 1.2 0.0 2.3 0.3 1.2 0.0 2.3 0.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 18, 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 : 3,966: 1,030 1,066 137 1,219 1,550 2,386 2,753: 1,580 1,213
Old : 3,966: 1,030 1,066 137 1,219 1,550 2,386 2,753: 1,580 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 26.9 3.5 30.7 39.1 60.2 69.4: 39.8 30.6
Old : 100.0: 26.0 26.9 3.5 30.7 39.1 60.2 69.4: 39.8 30.6
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 : 22: 6 5 1 9 4 16 9:
Old : 22: 6 5 1 9 4 16 9:
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 : 8.1 9.5 16.7 24.9 8.1 9.5 16.7 24.9
Old : 8.8 20.1 18.3 26.9 7.7 19.0 16.1 24.7
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 - Futures Only, September 18, 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 : 868,535: 163,103 232,629 176,280 471,349 372,262 810,732 781,171: 57,803 87,364
Old : 839,878: 170,667 227,263 161,358 454,641 368,224 786,666 756,845: 53,212 83,033
Other: 28,657: 6,278 19,208 1,080 16,708 4,038 24,066 24,326: 4,591 4,331
: : :
: : Changes in Commitments from: September 11, 2018 :
: 42,266: 9,074 12,048 19,237 13,120 10,558 41,431 41,843: 835 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 26.8 20.3 54.3 42.9 93.3 89.9: 6.7 10.1
Old : 100.0: 20.3 27.1 19.2 54.1 43.8 93.7 90.1: 6.3 9.9
Other: 100.0: 21.9 67.0 3.8 58.3 14.1 84.0 84.9: 16.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 146 179 180 189 213 452 496:
Old : 635: 151 180 169 187 209 442 488:
Other: 181: 32 42 12 42 80 83 125:
:----------------------------------------------------------------------------------------------------
: 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 : 0.2 0.1 0.3 0.1 1.1 0.0 1.3 0.0
Old : 0.9 0.3 1.2 1.3 0.8 0.3 1.0 1.1
Other: 1.0 0.2 1.0 15.9 1.0 0.2 1.0 15.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 18, 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 : 18,331: 10,085 2,991 152 21 4,640 10,258 7,783: 8,073 10,548
Old : 18,046: 10,082 2,990 126 20 4,591 10,228 7,707: 7,818 10,339
Other: 285: 28 26 1 1 49 30 76: 255 209
: : :
: : Changes in Commitments from: September 11, 2018 :
: -1,136: 7 -732 18 10 -117 35 -831: -1,171 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 16.3 0.8 0.1 25.3 56.0 42.5: 44.0 57.5
Old : 100.0: 55.9 16.6 0.7 0.1 25.4 56.7 42.7: 43.3 57.3
Other: 100.0: 9.8 9.1 0.4 0.4 17.2 10.5 26.7: 89.5 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 3 2 12 5 20:
Old : 20: 2 6 2 1 12 4 19:
Other: 11: 2 3 1 1 5 3 9:
:----------------------------------------------------------------------------------------------------
: 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 : 55.2 2.3 55.2 13.4 55.0 2.2 55.0 13.3
Old : 0.0 6.1 0.7 17.8 0.0 6.1 0.0 17.1
Other: 8.8 1.1 8.8 17.5 8.8 1.1 8.8 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 18, 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 : 601,384: 111,430 181,248 157,381 293,949 228,603 562,760 567,232: 38,624 34,152
Old : 576,173: 114,691 181,689 145,602 280,950 217,112 541,243 544,403: 34,930 31,770
Other: 25,211: 2,750 5,570 5,768 12,999 11,491 21,517 22,829: 3,694 2,382
: : :
: : Changes in Commitments from: September 11, 2018 :
: 37,355: 1,098 10,738 16,898 19,179 9,577 37,175 37,213: 180 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 30.1 26.2 48.9 38.0 93.6 94.3: 6.4 5.7
Old : 100.0: 19.9 31.5 25.3 48.8 37.7 93.9 94.5: 6.1 5.5
Other: 100.0: 10.9 22.1 22.9 51.6 45.6 85.3 90.6: 14.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 89 126 122 98 69 274 266:
Old : 368: 93 126 118 98 67 274 260:
Other: 60: 8 13 12 28 12 45 33:
:----------------------------------------------------------------------------------------------------
: 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 : 0.7 0.6 1.5 0.9 0.4 0.3 1.0 0.4
Old : 2.6 2.5 6.0 3.5 0.2 0.1 2.9 0.4
Other: 13.3 12.4 16.7 32.4 8.6 7.7 9.2 24.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 18, 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 : 857,405: 133,856 200,781 10,705 566,526 463,879 711,087 675,365: 146,318 182,040
Old : 857,405: 133,856 200,781 10,705 566,526 463,879 711,087 675,365: 146,318 182,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 12,661: 1,381 21,216 662 6,282 -12,737 8,325 9,141: 4,336 3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.4 1.2 66.1 54.1 82.9 78.8: 17.1 21.2
Old : 100.0: 15.6 23.4 1.2 66.1 54.1 82.9 78.8: 17.1 21.2
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: 42 30 18 83 82 132 123:
Old : 186: 42 30 18 83 82 132 123:
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 : 1.1 0.2 2.4 12.8 0.5 0.1 0.5 8.8
Old : 0.5 0.2 4.5 12.8 0.5 0.1 0.5 8.8
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, September 18, 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 : 1,039,500: 91,452 321,427 23,629 779,185 580,124 894,266 925,180: 145,234 114,320
Old : 1,039,500: 91,452 321,427 23,629 779,185 580,124 894,266 925,180: 145,234 114,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 7,738: -6,828 -532 -4,575 16,509 4,121 5,106 -986: 2,632 8,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 30.9 2.3 75.0 55.8 86.0 89.0: 14.0 11.0
Old : 100.0: 8.8 30.9 2.3 75.0 55.8 86.0 89.0: 14.0 11.0
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 : 127: 19 20 22 66 63 96 94:
Old : 127: 19 20 22 66 63 96 94:
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 : 1.0 0.6 1.5 1.3 0.9 0.5 1.4 1.2
Old : 7.4 0.3 9.7 3.6 7.3 0.2 7.9 1.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, September 18, 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 : 2,132: 808 1,077 139 928 462 1,875 1,678: 257 454
Old : 2,132: 808 1,077 139 928 462 1,875 1,678: 257 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 109: 120 54 -2 16 129 134 181: -25 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 50.5 6.5 43.5 21.7 87.9 78.7: 12.1 21.3
Old : 100.0: 37.9 50.5 6.5 43.5 21.7 87.9 78.7: 12.1 21.3
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 : 25: 8 7 2 8 8 17 16:
Old : 25: 8 7 2 8 8 17 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 : 7.3 19.7 20.7 22.4 5.8 6.2 10.2 21.1
Old : 9.6 16.9 38.4 43.8 4.4 11.7 29.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 18, 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 : 531,670: 117,385 59,259 99,177 262,701 328,776 479,263 487,212: 52,407 44,458
Old : 499,373: 120,908 61,278 88,529 240,259 308,332 449,696 458,139: 49,677 41,234
Other: 32,297: 2,891 4,395 4,234 22,442 20,444 29,567 29,073: 2,730 3,224
: : :
: : Changes in Commitments from: September 11, 2018 :
: 2,871: -3,876 8,500 -8,401 15,059 252 2,782 351: 89 2,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.1 18.7 49.4 61.8 90.1 91.6: 9.9 8.4
Old : 100.0: 24.2 12.3 17.7 48.1 61.7 90.1 91.7: 9.9 8.3
Other: 100.0: 9.0 13.6 13.1 69.5 63.3 91.5 90.0: 8.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 91 62 108 119 101 273 234:
Old : 318: 94 66 107 119 98 272 231:
Other: 86: 15 15 11 44 23 65 45:
:----------------------------------------------------------------------------------------------------
: 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 : 0.6 2.1 3.4 3.8 0.0 2.0 0.2 2.0
Old : 1.4 2.8 1.6 3.6 1.1 2.5 1.2 3.3
Other: 3.0 0.0 8.0 3.3 3.0 0.0 5.0 0.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 18, 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 : 7,689: 1,236 2,964 60 4,986 3,284 6,282 6,308: 1,407 1,381
Old : 7,689: 1,236 2,964 60 4,986 3,284 6,282 6,308: 1,407 1,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 121: 57 248 4 30 -251 91 1: 30 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 38.5 0.8 64.8 42.7 81.7 82.0: 18.3 18.0
Old : 100.0: 16.1 38.5 0.8 64.8 42.7 81.7 82.0: 18.3 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 11 3 18 13 32 25:
Old : 45: 12 11 3 18 13 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 27.5 51.5 29.5 0.0 26.4 0.7 27.7
Old : 7.6 1.8 9.3 5.9 6.7 0.9 7.9 4.4
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, September 18, 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 : 2,189,374: 471,032 680,399 98,040 1,489,209 1,230,323 2,058,281 2,008,762: 131,093 180,612
Old : 2,189,374: 471,032 680,399 98,040 1,489,209 1,230,323 2,058,281 2,008,762: 131,093 180,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 116,695: 45,459 57,698 -1,805 66,454 44,619 110,108 100,512: 6,587 16,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 31.1 4.5 68.0 56.2 94.0 91.8: 6.0 8.2
Old : 100.0: 21.5 31.1 4.5 68.0 56.2 94.0 91.8: 6.0 8.2
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 : 345: 70 64 31 149 140 234 220:
Old : 345: 70 64 31 149 140 234 220:
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 : 0.0 0.3 0.2 0.6 1.1 0.3 1.6 0.5
Old : 0.0 0.8 0.1 2.2 0.0 0.8 0.0 2.2
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, September 18, 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 : 3,986,241: 510,780 1,195,492 224,281 2,850,523 2,119,756 3,585,584 3,539,529: 400,657 446,712
Old : 3,986,241: 510,780 1,195,492 224,281 2,850,523 2,119,756 3,585,584 3,539,529: 400,657 446,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 117,593: 79,335 81,363 -10,329 59,804 65,632 128,810 136,666: -11,217 -19,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 30.0 5.6 71.5 53.2 89.9 88.8: 10.1 11.2
Old : 100.0: 12.8 30.0 5.6 71.5 53.2 89.9 88.8: 10.1 11.2
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 : 463: 90 88 59 197 211 314 331:
Old : 463: 90 88 59 197 211 314 331:
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 : 0.5 1.3 0.6 1.4 0.3 0.1 0.3 0.6
Old : 0.3 0.1 0.3 0.4 0.3 0.1 0.3 0.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, September 18, 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 : 609,132: 72,741 86,111 13,603 421,708 340,868 508,052 440,582: 101,080 168,550
Old : 609,132: 72,741 86,111 13,603 421,708 340,868 508,052 440,582: 101,080 168,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 33,602: -4,543 9,192 4,547 29,475 19,583 29,479 33,322: 4,123 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.1 2.2 69.2 56.0 83.4 72.3: 16.6 27.7
Old : 100.0: 11.9 14.1 2.2 69.2 56.0 83.4 72.3: 16.6 27.7
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 : 107: 12 17 13 57 59 79 79:
Old : 107: 12 17 13 57 59 79 79:
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 : 4.0 0.1 6.0 1.5 8.4 0.0 10.4 1.1
Old : 2.1 1.5 2.1 3.5 1.4 0.8 1.4 2.8
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, September 18, 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 : 4,429,991: 595,992 1,405,646 187,367 3,336,631 2,402,789 4,119,990 3,995,802: 310,001 434,189
Old : 4,429,991: 595,992 1,405,646 187,367 3,336,631 2,402,789 4,119,990 3,995,802: 310,001 434,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 92,790: 59,012 16,098 -44,621 91,193 106,122 105,584 77,599: -12,794 15,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 31.7 4.2 75.3 54.2 93.0 90.2: 7.0 9.8
Old : 100.0: 13.5 31.7 4.2 75.3 54.2 93.0 90.2: 7.0 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 : 353: 58 73 41 149 169 232 258:
Old : 353: 58 73 41 149 169 232 258:
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 : 0.0 0.3 0.2 3.2 0.0 0.2 0.1 2.9
Old : 0.4 0.2 0.4 0.4 0.3 0.1 0.3 0.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 18, 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 : 1,795,587: 126,750 202,111 477,785 1,157,866 1,066,200 1,762,401 1,746,096: 33,186 49,491
Old : 1,795,587: 126,750 202,111 477,785 1,157,866 1,066,200 1,762,401 1,746,096: 33,186 49,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -12,195: -8,816 5,394 -53,610 49,666 32,450 -12,760 -15,766: 565 3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.3 26.6 64.5 59.4 98.2 97.2: 1.8 2.8
Old : 100.0: 7.1 11.3 26.6 64.5 59.4 98.2 97.2: 1.8 2.8
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 : 151: 35 33 49 68 68 128 131:
Old : 151: 35 33 49 68 68 128 131:
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 : 1.5 0.8 11.4 0.9 0.0 0.5 0.9 0.5
Old : 3.7 3.4 6.3 6.0 0.5 0.1 0.9 0.5
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, September 18, 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 : 64,537: 27,090 6,465 4,156 22,866 44,861 54,112 55,482: 10,425 9,055
Old : 64,537: 27,090 6,465 4,156 22,866 44,861 54,112 55,482: 10,425 9,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 10,100: 184 -1,139 2,375 6,122 8,275 8,680 9,511: 1,420 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 10.0 6.4 35.4 69.5 83.8 86.0: 16.2 14.0
Old : 100.0: 42.0 10.0 6.4 35.4 69.5 83.8 86.0: 16.2 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 : 108: 38 18 15 37 32 81 60:
Old : 108: 38 18 15 37 32 81 60:
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 : 4.5 3.5 4.9 8.5 0.6 1.8 0.8 6.7
Old : 2.2 3.5 2.6 8.5 0.6 1.8 0.8 6.7
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, September 18, 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 : 129,073: 54,180 12,930 8,312 45,732 89,722 108,224 110,964: 20,849 18,109
Old : 129,073: 54,180 12,930 8,312 45,732 89,722 108,224 110,964: 20,849 18,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 20,200: 367 -2,277 4,749 12,244 16,550 17,360 19,022: 2,840 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 10.0 6.4 35.4 69.5 83.8 86.0: 16.2 14.0
Old : 100.0: 42.0 10.0 6.4 35.4 69.5 83.8 86.0: 16.2 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 : 108: 38 18 15 37 32 81 60:
Old : 108: 38 18 15 37 32 81 60:
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 : 1.6 0.6 4.8 3.9 1.6 0.6 2.7 1.8
Old : 1.1 7.2 2.9 10.6 1.1 7.2 2.8 10.6
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 - Futures Only, September 18, 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 : 39,493: 3,544 461 0 33,340 37,614 36,884 38,075: 2,609 1,418
Old : 39,493: 3,544 461 0 33,340 37,614 36,884 38,075: 2,609 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 9,842: 292 0 0 8,457 8,719 8,749 8,719: 1,093 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.2 0.0 84.4 95.2 93.4 96.4: 6.6 3.6
Old : 100.0: 9.0 1.2 0.0 84.4 95.2 93.4 96.4: 6.6 3.6
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: 4 1 0 13 13 17 14:
Old : 24: 4 1 0 13 13 17 14:
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 : 9.9 19.1 28.6 20.3 33.9 16.2 38.9 49.8
Old : 2.6 6.7 9.7 42.3 2.6 6.7 7.8 40.3
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, September 18, 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 : 36,678: 29,001 19,389 1,863 5,594 15,326 36,458 36,578: 220 100
Old : 36,678: 29,001 19,389 1,863 5,594 15,326 36,458 36,578: 220 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -312: -251 55 -154 60 -215 -345 -314: 33 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 52.9 5.1 15.3 41.8 99.4 99.7: 0.6 0.3
Old : 100.0: 79.1 52.9 5.1 15.3 41.8 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 30 13 4 4 4 35 20:
Old : 48: 30 13 4 4 4 35 20:
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 : 1.3 26.5 6.5 32.4 0.8 25.9 2.4 28.3
Old : 17.4 0.3 19.8 36.4 17.4 0.3 19.8 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, September 18, 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 : 31,419: 19,234 11,420 212 11,936 17,461 31,382 29,093: 37 2,326
Old : 31,419: 19,234 11,420 212 11,936 17,461 31,382 29,093: 37 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -2: 2,326 423 -493 -1,814 244 19 174: -21 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 36.3 0.7 38.0 55.6 99.9 92.6: 0.1 7.4
Old : 100.0: 61.2 36.3 0.7 38.0 55.6 99.9 92.6: 0.1 7.4
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 : 37: 4 11 1 6 16 11 27:
Old : 37: 4 11 1 6 16 11 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 0.7 8.8 53.9 37.9 0.0 6.2 56.7 11.6
Old : 0.1 9.2 5.6 9.3 0.1 9.2 5.6 9.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, September 18, 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 : 16,770: 14,107 7,125 9 2,648 7,725 16,764 14,859: 6 1,911
Old : 16,770: 14,107 7,125 9 2,648 7,725 16,764 14,859: 6 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -3,394: -2,290 5 -40 -1,052 -3,285 -3,382 -3,320: -12 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 42.5 0.1 15.8 46.1 100.0 88.6: 0.0 11.4
Old : 100.0: 84.1 42.5 0.1 15.8 46.1 100.0 88.6: 0.0 11.4
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 : 27: 4 9 1 3 11 8 20:
Old : 27: 4 9 1 3 11 8 20:
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 : 14.4 24.3 14.4 44.6 11.9 24.2 14.0 44.5
Old : 79.6 10.1 79.6 12.5 79.6 10.1 79.6 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2018