WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 26, 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 : 478,880: 150,453 134,828 111,624 190,246 187,983 452,323 434,435: 26,557 44,445
Old : 435,653: 142,836 136,749 95,514 174,582 167,429 412,932 399,692: 22,721 35,961
Other: 43,227: 16,758 7,220 6,969 15,664 20,554 39,391 34,743: 3,836 8,484
: : :
: : Changes in Commitments from: June 19, 2018 :
: -13,545: -9,502 -6,726 570 -3,804 -7,058 -12,736 -13,214: -809 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.2 23.3 39.7 39.3 94.5 90.7: 5.5 9.3
Old : 100.0: 32.8 31.4 21.9 40.1 38.4 94.8 91.7: 5.2 8.3
Other: 100.0: 38.8 16.7 16.1 36.2 47.5 91.1 80.4: 8.9 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 119 130 131 94 106 297 301:
Old : 396: 123 131 121 93 105 287 294:
Other: 141: 25 33 24 21 68 65 113:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 11.1 22.5 18.6 13.2 8.5 21.5 14.5
Old : 13.9 11.3 23.0 19.3 13.1 9.1 22.2 15.5
Other: 43.3 22.1 59.0 34.6 42.7 16.1 52.0 24.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 26, 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 : 21,900: 9,710 100 300 11,630 21,400 21,640 21,800: 260 100
Old : 21,900: 9,710 100 300 11,630 21,400 21,640 21,800: 260 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -40: -50 100 0 10 -140 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 0.5 1.4 53.1 97.7 98.8 99.5: 1.2 0.5
Old : 100.0: 44.3 0.5 1.4 53.1 97.7 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 11 16 15 17:
Old : 22: 3 1 1 11 16 15 17:
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 : 72.8 68.6 90.1 86.5 66.9 60.7 76.2 71.3
Old : 72.8 68.6 90.1 86.5 66.9 60.7 76.2 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 26, 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 : 249,919: 87,220 42,556 40,237 102,977 141,013 230,434 223,806: 19,485 26,113
Old : 237,265: 85,661 42,989 36,372 96,946 135,417 218,979 214,778: 18,286 22,487
Other: 12,654: 4,719 2,727 705 6,031 5,596 11,455 9,028: 1,199 3,626
: : :
: : Changes in Commitments from: June 19, 2018 :
: -22,032: -5,367 12,134 -10,243 -5,940 -23,802 -21,550 -21,911: -482 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.0 16.1 41.2 56.4 92.2 89.6: 7.8 10.4
Old : 100.0: 36.1 18.1 15.3 40.9 57.1 92.3 90.5: 7.7 9.5
Other: 100.0: 37.3 21.6 5.6 47.7 44.2 90.5 71.3: 9.5 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 86 52 63 77 82 188 182:
Old : 247: 83 54 59 74 78 182 174:
Other: 85: 9 19 5 16 50 29 71:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 21.7 21.2 31.3 9.5 16.9 17.0 25.0
Old : 12.9 22.3 22.3 32.3 10.0 19.1 17.7 27.0
Other: 54.4 23.6 75.4 37.3 54.4 22.4 74.2 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 26, 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 : 1,885,804: 617,457 436,108 270,206 828,203 964,912 1,715,866 1,671,226: 169,938 214,578
Old : 767,681: 402,961 286,879 31,586 260,593 386,306 695,140 704,771: 72,541 62,910
Other: 1,118,123: 347,797 282,530 105,319 567,610 578,606 1,020,726 966,455: 97,397 151,668
: : :
: : Changes in Commitments from: June 19, 2018 :
: -106,365: -60,945 22,628 -28,326 -18,384 -96,281 -107,655 -101,979: 1,290 -4,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 23.1 14.3 43.9 51.2 91.0 88.6: 9.0 11.4
Old : 100.0: 52.5 37.4 4.1 33.9 50.3 90.6 91.8: 9.4 8.2
Other: 100.0: 31.1 25.3 9.4 50.8 51.7 91.3 86.4: 8.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 880: 215 156 179 351 372 659 642:
Old : 732: 161 122 50 280 292 460 449:
Other: 775: 184 135 101 210 350 450 543:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 9.2 18.7 15.5 6.7 6.3 11.7 11.4
Old : 12.3 16.3 20.7 26.0 12.2 16.0 20.3 24.7
Other: 20.4 10.5 28.1 17.2 15.5 7.6 22.3 12.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 26, 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 : 5,084: 1,176 1,317 50 1,700 2,059 2,926 3,426: 2,158 1,658
Old : 5,084: 1,176 1,317 50 1,700 2,059 2,926 3,426: 2,158 1,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -212: 142 53 -257 -83 67 -198 -137: -14 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.9 1.0 33.4 40.5 57.6 67.4: 42.4 32.6
Old : 100.0: 23.1 25.9 1.0 33.4 40.5 57.6 67.4: 42.4 32.6
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 : 26: 5 8 2 9 7 14 17:
Old : 26: 5 8 2 9 7 14 17:
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 : 34.8 32.5 50.3 50.5 34.8 28.6 48.2 46.5
Old : 34.8 32.5 50.3 50.5 34.8 28.6 48.2 46.5
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, June 26, 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 : 838,292: 173,089 171,804 136,852 466,519 437,521 776,460 746,177: 61,832 92,115
Old : 150,809: 32,407 27,400 8,376 92,955 97,117 133,738 132,893: 17,071 17,916
Other: 687,483: 157,740 161,462 111,418 373,564 340,404 642,722 613,284: 44,761 74,199
: : :
: : Changes in Commitments from: June 19, 2018 :
: -79,253: -51,576 5,318 -11,721 -18,527 -70,217 -81,824 -76,620: 2,571 -2,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.5 16.3 55.7 52.2 92.6 89.0: 7.4 11.0
Old : 100.0: 21.5 18.2 5.6 61.6 64.4 88.7 88.1: 11.3 11.9
Other: 100.0: 22.9 23.5 16.2 54.3 49.5 93.5 89.2: 6.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 169 146 172 206 238 471 499:
Old : 404: 89 74 38 119 171 229 272:
Other: 634: 157 165 137 170 230 402 477:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 11.1 24.0 19.7 10.9 8.1 15.8 13.8
Old : 24.6 25.2 32.7 38.2 19.0 24.3 26.4 33.0
Other: 16.6 11.2 25.3 20.0 12.3 7.8 18.1 12.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, June 26, 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 : 28,808: 12,688 3,415 552 662 7,409 13,902 11,376: 14,906 17,432
Old : 3,832: 2,520 243 213 615 328 3,348 784: 484 3,048
Other: 24,976: 10,376 3,380 131 47 7,081 10,554 10,592: 14,422 14,384
: : :
: : Changes in Commitments from: June 19, 2018 :
: -2,479: -1,780 385 -506 46 -680 -2,240 -801: -239 -1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.9 1.9 2.3 25.7 48.3 39.5: 51.7 60.5
Old : 100.0: 65.8 6.3 5.6 16.0 8.6 87.4 20.5: 12.6 79.5
Other: 100.0: 41.5 13.5 0.5 0.2 28.4 42.3 42.4: 57.7 57.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 9 5 6 20 12 31:
Old : 27: 3 8 3 5 15 10 24:
Other: 32: 3 9 3 3 20 7 31:
:----------------------------------------------------------------------------------------------------
: 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 : 47.1 14.9 48.2 22.2 45.5 14.2 45.5 21.3
Old : 87.0 12.2 87.3 17.0 81.5 8.3 81.5 12.2
Other: 42.1 16.4 42.3 24.7 41.5 16.1 41.5 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 26, 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 : 500,152: 132,103 169,293 100,538 226,842 192,790 459,483 462,621: 40,669 37,531
Old : 142,866: 46,253 38,655 16,922 66,101 74,555 129,276 130,132: 13,590 12,734
Other: 357,286: 103,983 148,771 65,483 160,741 118,235 330,207 332,489: 27,079 24,797
: : :
: : Changes in Commitments from: June 19, 2018 :
: -25,491: -2,564 -1,566 -16,238 -10,168 -10,510 -28,970 -28,314: 3,479 2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 33.8 20.1 45.4 38.5 91.9 92.5: 8.1 7.5
Old : 100.0: 32.4 27.1 11.8 46.3 52.2 90.5 91.1: 9.5 8.9
Other: 100.0: 29.1 41.6 18.3 45.0 33.1 92.4 93.1: 7.6 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 83 107 116 90 72 248 257:
Old : 213: 63 48 47 66 54 148 137:
Other: 304: 78 114 89 70 56 204 220:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 16.1 19.0 23.1 11.0 14.8 18.2 21.0
Old : 18.7 23.3 30.7 38.1 18.5 22.1 29.6 34.9
Other: 13.3 14.7 22.2 22.9 13.3 13.9 21.8 21.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 26, 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 : 796,382: 109,128 119,105 19,538 522,284 472,894 650,950 611,537: 145,432 184,845
Old : 796,382: 109,128 119,105 19,538 522,284 472,894 650,950 611,537: 145,432 184,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -10,199: -1,177 65 -939 -15,999 -9,533 -18,115 -10,407: 7,916 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.0 2.5 65.6 59.4 81.7 76.8: 18.3 23.2
Old : 100.0: 13.7 15.0 2.5 65.6 59.4 81.7 76.8: 18.3 23.2
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 : 175: 48 19 21 81 78 134 113:
Old : 175: 48 19 21 81 78 134 113:
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 : 24.8 27.7 33.7 36.4 15.3 17.9 22.0 24.3
Old : 24.8 27.7 33.7 36.4 15.3 17.9 22.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, June 26, 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 : 963,543: 83,814 269,531 18,095 730,995 576,675 832,904 864,301: 130,639 99,242
Old : 963,543: 83,814 269,531 18,095 730,995 576,675 832,904 864,301: 130,639 99,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -13,453: -219 -3,783 -11,436 -9,265 -341 -20,920 -15,560: 7,467 2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 28.0 1.9 75.9 59.8 86.4 89.7: 13.6 10.3
Old : 100.0: 8.7 28.0 1.9 75.9 59.8 86.4 89.7: 13.6 10.3
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 : 131: 20 19 22 68 67 97 99:
Old : 131: 20 19 22 68 67 97 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 33.2 37.5 45.9 16.7 33.1 29.5 44.6
Old : 23.2 33.2 37.5 45.9 16.7 33.1 29.5 44.6
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, June 26, 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 : 1,943: 625 623 178 879 801 1,682 1,602: 261 341
Old : 1,943: 625 623 178 879 801 1,682 1,602: 261 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -57: 13 155 -110 80 -92 -17 -47: -40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 32.1 9.2 45.2 41.2 86.6 82.4: 13.4 17.6
Old : 100.0: 32.2 32.1 9.2 45.2 41.2 86.6 82.4: 13.4 17.6
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 : 21: 6 5 3 8 9 16 15:
Old : 21: 6 5 3 8 9 16 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 : 49.3 54.2 72.7 69.5 34.4 44.1 49.9 51.5
Old : 49.3 54.2 72.7 69.5 34.4 44.1 49.9 51.5
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, June 26, 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 : 495,303: 136,835 31,096 105,427 206,369 321,797 448,631 458,320: 46,672 36,983
Old : 158,941: 60,783 13,566 13,941 64,445 117,438 139,169 144,945: 19,772 13,996
Other: 336,362: 112,639 54,117 54,899 141,924 204,359 309,462 313,375: 26,900 22,987
: : :
: : Changes in Commitments from: June 19, 2018 :
: -16,111: -17,119 -956 3,444 -2,986 -21,476 -16,661 -18,988: 550 2,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.3 21.3 41.7 65.0 90.6 92.5: 9.4 7.5
Old : 100.0: 38.2 8.5 8.8 40.5 73.9 87.6 91.2: 12.4 8.8
Other: 100.0: 33.5 16.1 16.3 42.2 60.8 92.0 93.2: 8.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 106 40 114 105 102 273 234:
Old : 240: 91 25 35 89 84 187 138:
Other: 285: 92 74 90 81 77 227 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 26.0 16.7 36.2 7.9 24.2 12.4 33.5
Old : 20.0 31.5 29.9 45.6 19.8 30.2 29.6 43.7
Other: 11.1 24.8 18.0 33.1 10.2 22.5 15.9 30.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,207: 1,669 3,186 73 4,563 3,579 6,305 6,838: 1,902 1,369
Old : 835: 129 44 0 490 662 619 706: 216 129
Other: 7,372: 1,590 3,192 23 4,073 2,917 5,686 6,132: 1,686 1,240
: : :
: : Changes in Commitments from: June 19, 2018 :
: -1,945: -773 -886 -478 -646 -307 -1,897 -1,671: -48 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 38.8 0.9 55.6 43.6 76.8 83.3: 23.2 16.7
Old : 100.0: 15.4 5.3 0.0 58.7 79.3 74.1 84.6: 25.9 15.4
Other: 100.0: 21.6 43.3 0.3 55.2 39.6 77.1 83.2: 22.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 13 4 13 11 32 28:
Old : 15: 3 2 0 5 5 8 7:
Other: 50: 18 14 3 13 10 31 27:
:----------------------------------------------------------------------------------------------------
: 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 : 37.0 39.3 51.5 60.4 33.7 37.6 44.1 52.6
Old : 67.7 78.9 74.1 84.6 67.7 78.9 74.1 84.6
Other: 39.2 39.5 53.5 59.1 34.9 35.4 45.7 51.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,852,280: 491,457 468,006 57,454 1,179,362 1,151,800 1,728,273 1,677,260: 124,007 175,020
Old : 1,852,280: 491,457 468,006 57,454 1,179,362 1,151,800 1,728,273 1,677,260: 124,007 175,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 35,863: 34,663 15,616 -2,118 -1,045 25,393 31,500 38,891: 4,363 -3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 25.3 3.1 63.7 62.2 93.3 90.6: 6.7 9.4
Old : 100.0: 26.5 25.3 3.1 63.7 62.2 93.3 90.6: 6.7 9.4
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 : 335: 65 69 34 135 136 217 222:
Old : 335: 65 69 34 135 136 217 222:
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 : 18.3 20.9 29.6 31.3 15.9 18.7 26.0 27.3
Old : 18.3 20.9 29.6 31.3 15.9 18.7 26.0 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 26, 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 : 3,468,935: 535,849 891,173 162,526 2,429,952 1,906,600 3,128,327 2,960,299: 340,608 508,636
Old : 3,468,935: 535,849 891,173 162,526 2,429,952 1,906,600 3,128,327 2,960,299: 340,608 508,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 18,048: -21,921 -26,060 13,092 8,222 48,037 -607 35,069: 18,655 -17,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 25.7 4.7 70.0 55.0 90.2 85.3: 9.8 14.7
Old : 100.0: 15.4 25.7 4.7 70.0 55.0 90.2 85.3: 9.8 14.7
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 : 436: 74 96 50 177 203 275 325:
Old : 436: 74 96 50 177 203 275 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 13.5 35.8 21.6 23.9 11.3 31.0 17.7
Old : 27.7 13.5 35.8 21.6 23.9 11.3 31.0 17.7
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, June 26, 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 : 543,463: 69,721 52,190 11,645 361,982 306,234 443,348 370,069: 100,115 173,394
Old : 543,463: 69,721 52,190 11,645 361,982 306,234 443,348 370,069: 100,115 173,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 14,543: 7,893 9,438 1,215 67 2,858 9,175 13,511: 5,368 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.6 2.1 66.6 56.3 81.6 68.1: 18.4 31.9
Old : 100.0: 12.8 9.6 2.1 66.6 56.3 81.6 68.1: 18.4 31.9
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 : 101: 16 11 8 56 56 77 70:
Old : 101: 16 11 8 56 56 77 70:
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 14.0 38.2 22.6 28.5 13.1 36.8 20.3
Old : 28.7 14.0 38.2 22.6 28.5 13.1 36.8 20.3
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, June 26, 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 : 3,749,875: 559,838 1,106,064 163,157 2,770,088 2,075,849 3,493,083 3,345,070: 256,792 404,805
Old : 3,749,875: 559,838 1,106,064 163,157 2,770,088 2,075,849 3,493,083 3,345,070: 256,792 404,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -11,882: -5,044 27,076 -6,332 -1,824 -33,614 -13,200 -12,870: 1,318 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 29.5 4.4 73.9 55.4 93.2 89.2: 6.8 10.8
Old : 100.0: 14.9 29.5 4.4 73.9 55.4 93.2 89.2: 6.8 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 : 345: 51 78 41 131 175 210 266:
Old : 345: 51 78 41 131 175 210 266:
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 : 34.1 19.3 46.5 30.7 27.4 18.7 39.2 25.9
Old : 34.1 19.3 46.5 30.7 27.4 18.7 39.2 25.9
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, June 26, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 2,033,397: 361,315 140,752 482,280 1,160,144 1,356,941 2,003,739 1,979,973: 29,658 53,424
Old : 2,033,397: 361,315 140,752 482,280 1,160,144 1,356,941 2,003,739 1,979,973: 29,658 53,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -42,493: -6,875 -14,826 -12,577 -9,162 -235 -28,614 -27,638: -13,879 -14,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.9 23.7 57.1 66.7 98.5 97.4: 1.5 2.6
Old : 100.0: 17.8 6.9 23.7 57.1 66.7 98.5 97.4: 1.5 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 : 142: 30 36 55 59 67 116 136:
Old : 142: 30 36 55 59 67 116 136:
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 : 30.8 33.6 44.7 43.8 23.2 22.4 30.2 29.1
Old : 30.8 33.6 44.7 43.8 23.2 22.4 30.2 29.1
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, June 26, 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 : 43,398: 15,398 11,797 1,148 17,539 25,635 34,084 38,580: 9,314 4,818
Old : 43,398: 15,398 11,797 1,148 17,539 25,635 34,084 38,580: 9,314 4,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 98: -792 2,290 376 50 -1,676 -366 990: 464 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 27.2 2.6 40.4 59.1 78.5 88.9: 21.5 11.1
Old : 100.0: 35.5 27.2 2.6 40.4 59.1 78.5 88.9: 21.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 32 16 9 27 32 63 53:
Old : 101: 32 16 9 27 32 63 53:
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 : 25.7 34.7 36.3 52.9 25.7 34.3 35.9 52.4
Old : 25.7 34.7 36.3 52.9 25.7 34.3 35.9 52.4
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, June 26, 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 : 86,795: 30,795 23,594 2,295 35,077 51,270 68,167 77,159: 18,628 9,636
Old : 86,795: 30,795 23,594 2,295 35,077 51,270 68,167 77,159: 18,628 9,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 195: -1,584 4,579 752 100 -3,352 -732 1,979: 927 -1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 27.2 2.6 40.4 59.1 78.5 88.9: 21.5 11.1
Old : 100.0: 35.5 27.2 2.6 40.4 59.1 78.5 88.9: 21.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 32 16 9 27 32 63 53:
Old : 101: 32 16 9 27 32 63 53:
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 : 25.7 34.7 36.3 52.9 25.7 34.3 35.9 52.4
Old : 25.7 34.7 36.3 52.9 25.7 34.3 35.9 52.4
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, June 26, 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 : 27,203: 2,378 0 0 23,249 26,432 25,627 26,432: 1,576 771
Old : 27,203: 2,378 0 0 23,249 26,432 25,627 26,432: 1,576 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 85.5 97.2 94.2 97.2: 5.8 2.8
Old : 100.0: 8.7 0.0 0.0 85.5 97.2 94.2 97.2: 5.8 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 : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 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 : 72.7 76.5 87.3 96.5 72.1 76.5 86.7 96.5
Old : 72.7 76.5 87.3 96.5 72.1 76.5 86.7 96.5
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, June 26, 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 : 52,025: 45,163 51,725 295 6,376 0 51,834 52,020: 191 5
Old : 52,025: 45,163 51,725 295 6,376 0 51,834 52,020: 191 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -11,973: -2,693 -2,787 -9,191 -124 0 -12,008 -11,978: 35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 99.4 0.6 12.3 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 86.8 99.4 0.6 12.3 0.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 33 11 2 2 0 36 12:
Old : 46: 33 11 2 2 0 36 12:
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 : 63.4 91.4 84.3 99.6 63.0 91.4 83.9 99.2
Old : 63.4 91.4 84.3 99.6 63.0 91.4 83.9 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, June 26, 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 : 31,528: 18,490 13,332 229 12,781 17,920 31,500 31,481: 28 47
Old : 31,528: 18,490 13,332 229 12,781 17,920 31,500 31,481: 28 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -656: -414 -633 -13 -186 9 -613 -637: -43 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 42.3 0.7 40.5 56.8 99.9 99.9: 0.1 0.1
Old : 100.0: 58.6 42.3 0.7 40.5 56.8 99.9 99.9: 0.1 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 : 45: 5 15 1 9 17 15 32:
Old : 45: 5 15 1 9 17 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 41.7 97.5 65.8 86.0 41.7 97.5 65.8
Old : 86.0 41.7 97.5 65.8 86.0 41.7 97.5 65.8
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, June 26, 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 : 16,838: 13,038 8,294 9 3,775 8,479 16,822 16,782: 16 56
Old : 16,838: 13,038 8,294 9 3,775 8,479 16,822 16,782: 16 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 173: 548 176 0 -380 4 168 180: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 49.3 0.1 22.4 50.4 99.9 99.7: 0.1 0.3
Old : 100.0: 77.4 49.3 0.1 22.4 50.4 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 12 1 3 12 11 24:
Old : 33: 7 12 1 3 12 11 24:
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 : 93.6 46.7 99.4 75.2 93.6 46.6 95.9 75.0
Old : 93.6 46.7 99.4 75.2 93.6 46.6 95.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018