WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 611,968: 148,631 132,252 217,460 213,340 217,183 579,431 566,895: 32,537 45,073
Old : 590,947: 148,686 133,383 207,869 204,672 209,001 561,226 550,252: 29,721 40,695
Other: 21,021: 4,211 3,135 5,326 8,668 8,182 18,205 16,643: 2,816 4,378
: : :
: : Changes in Commitments from: May 1, 2018 :
: -179: -244 -20,398 12,386 -12,852 8,286 -710 274: 532 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 21.6 35.5 34.9 35.5 94.7 92.6: 5.3 7.4
Old : 100.0: 25.2 22.6 35.2 34.6 35.4 95.0 93.1: 5.0 6.9
Other: 100.0: 20.0 14.9 25.3 41.2 38.9 86.6 79.2: 13.4 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 432: 122 149 164 106 127 339 347:
Old : 431: 123 155 158 104 127 332 345:
Other: 112: 21 15 20 26 57 57 88:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 10.6 21.5 17.8 11.1 7.3 17.5 12.7
Old : 14.5 10.8 21.8 18.3 11.3 7.5 18.0 12.9
Other: 33.7 27.6 49.4 39.4 29.4 15.5 37.5 24.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 14,240: 4,950 700 200 9,090 13,080 14,240 13,980: 0 260
Old : 14,240: 4,950 700 200 9,090 13,080 14,240 13,980: 0 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 4.9 1.4 63.8 91.9 100.0 98.2: 0.0 1.8
Old : 100.0: 34.8 4.9 1.4 63.8 91.9 100.0 98.2: 0.0 1.8
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: 4 3 1 8 10 13 13:
Old : 20: 4 3 1 8 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 71.5 93.6 88.3 68.3 67.2 82.3 79.1
Old : 76.0 71.5 93.6 88.3 68.3 67.2 82.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 282,330: 92,455 33,730 69,662 97,907 153,602 260,023 256,994: 22,307 25,336
Old : 276,372: 92,982 34,129 67,841 93,934 151,561 254,757 253,531: 21,615 22,841
Other: 5,958: 942 1,071 350 3,973 2,041 5,266 3,463: 692 2,495
: : :
: : Changes in Commitments from: May 1, 2018 :
: 9,300: 5,945 -2,348 2,031 1,449 8,876 9,425 8,559: -126 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.9 24.7 34.7 54.4 92.1 91.0: 7.9 9.0
Old : 100.0: 33.6 12.3 24.5 34.0 54.8 92.2 91.7: 7.8 8.3
Other: 100.0: 15.8 18.0 5.9 66.7 34.3 88.4 58.1: 11.6 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 96 44 77 81 97 211 193:
Old : 262: 97 47 76 79 97 209 192:
Other: 63: 9 8 7 14 40 25 53:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 21.2 23.2 29.4 8.9 15.3 15.9 22.0
Old : 14.3 21.6 23.6 29.9 9.0 16.7 16.2 23.5
Other: 71.6 22.8 82.3 32.9 69.0 19.9 75.8 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,362,419: 552,125 201,123 668,869 927,592 1,203,439 2,148,586 2,073,431: 213,833 288,988
Old : 1,446,637: 417,646 279,163 369,369 533,096 681,689 1,320,112 1,330,222: 126,525 116,415
Other: 915,783: 280,199 67,680 153,780 394,495 521,749 828,474 743,209: 87,309 172,573
: : :
: : Changes in Commitments from: May 1, 2018 :
: 44,289: 395 -20,390 15,986 36,322 41,195 52,702 36,791: -8,413 7,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.5 28.3 39.3 50.9 90.9 87.8: 9.1 12.2
Old : 100.0: 28.9 19.3 25.5 36.9 47.1 91.3 92.0: 8.7 8.0
Other: 100.0: 30.6 7.4 16.8 43.1 57.0 90.5 81.2: 9.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 982: 261 181 286 392 446 797 795:
Old : 920: 228 195 212 354 403 694 700:
Other: 768: 184 122 124 234 404 476 597:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 10.3 15.7 15.9 6.7 6.9 11.2 11.5
Old : 7.4 13.0 13.6 19.9 6.5 11.8 11.9 17.4
Other: 15.8 9.2 25.2 16.1 11.6 7.0 18.4 12.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 5,833: 1,331 1,490 120 1,053 1,995 2,505 3,606: 3,329 2,228
Old : 5,833: 1,331 1,490 120 1,053 1,995 2,505 3,606: 3,329 2,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -322: -102 134 19 -50 -320 -133 -167: -189 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.5 2.1 18.1 34.2 42.9 61.8: 57.1 38.2
Old : 100.0: 22.8 25.5 2.1 18.1 34.2 42.9 61.8: 57.1 38.2
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 : 31: 7 12 2 10 7 18 20:
Old : 31: 7 12 2 10 7 18 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 : 23.7 35.1 34.3 46.8 23.7 34.5 33.3 45.8
Old : 23.7 35.1 34.3 46.8 23.7 34.5 33.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 1,034,304: 237,431 73,522 235,783 502,288 599,510 975,502 908,815: 58,802 125,489
Old : 567,761: 169,530 69,203 106,685 259,820 344,935 536,035 520,823: 31,726 46,937
Other: 466,544: 103,615 40,032 93,385 242,467 254,574 439,467 387,992: 27,077 78,552
: : :
: : Changes in Commitments from: May 1, 2018 :
: 14,249: -32,165 6,347 14,703 31,417 -6,735 13,956 14,315: 294 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.1 22.8 48.6 58.0 94.3 87.9: 5.7 12.1
Old : 100.0: 29.9 12.2 18.8 45.8 60.8 94.4 91.7: 5.6 8.3
Other: 100.0: 22.2 8.6 20.0 52.0 54.6 94.2 83.2: 5.8 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 228 156 251 228 278 566 589:
Old : 675: 187 173 177 174 253 450 519:
Other: 580: 172 117 145 168 248 409 447:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 12.6 19.1 21.9 8.8 8.6 13.4 14.3
Old : 13.5 17.4 20.3 26.5 13.0 14.2 19.6 21.6
Other: 15.8 12.6 24.6 20.4 9.9 8.9 16.3 13.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 31,160: 15,442 3,934 565 637 7,838 16,644 12,337: 14,516 18,823
Old : 6,427: 4,455 763 471 637 1,620 5,563 2,854: 864 3,573
Other: 24,733: 10,987 3,171 94 0 6,218 11,081 9,483: 13,652 15,250
: : :
: : Changes in Commitments from: May 1, 2018 :
: -238: -60 -153 -8 -2 49 -70 -112: -168 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 12.6 1.8 2.0 25.2 53.4 39.6: 46.6 60.4
Old : 100.0: 69.3 11.9 7.3 9.9 25.2 86.6 44.4: 13.4 55.6
Other: 100.0: 44.4 12.8 0.4 0.0 25.1 44.8 38.3: 55.2 61.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 9 3 1 16 5 28:
Old : 28: 4 8 1 1 16 5 25:
Other: 29: 4 9 3 0 16 4 28:
:----------------------------------------------------------------------------------------------------
: 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 : 51.4 15.3 53.4 23.0 49.6 15.3 51.0 23.0
Old : 77.9 24.7 86.6 36.7 73.1 20.9 79.1 30.9
Other: 44.8 16.0 44.8 23.9 44.4 16.0 44.4 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 538,981: 131,687 155,617 125,925 240,388 223,777 498,000 505,319: 40,981 33,662
Old : 360,960: 137,312 156,168 43,007 153,780 137,627 334,099 336,802: 26,862 24,159
Other: 178,021: 46,274 51,348 31,019 86,608 86,150 163,902 168,518: 14,119 9,503
: : :
: : Changes in Commitments from: May 1, 2018 :
: 6,195: -3,892 -4,860 7,871 2,053 4,381 6,031 7,392: 164 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 28.9 23.4 44.6 41.5 92.4 93.8: 7.6 6.2
Old : 100.0: 38.0 43.3 11.9 42.6 38.1 92.6 93.3: 7.4 6.7
Other: 100.0: 26.0 28.8 17.4 48.7 48.4 92.1 94.7: 7.9 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 106 112 129 99 83 285 281:
Old : 362: 128 107 84 92 76 251 239:
Other: 238: 67 77 67 60 56 173 162:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 18.1 20.0 25.0 12.5 16.6 18.6 22.4
Old : 15.4 19.0 23.3 27.4 15.0 18.7 22.8 26.9
Other: 15.7 24.9 26.2 34.8 15.6 23.9 25.1 32.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 1,030,672: 137,825 131,909 117,072 623,482 568,186 878,379 817,167: 152,293 213,505
Old : 1,030,672: 137,825 131,909 117,072 623,482 568,186 878,379 817,167: 152,293 213,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 17,093: -341 -11,037 2,208 10,781 32,307 12,648 23,477: 4,445 -6,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.8 11.4 60.5 55.1 85.2 79.3: 14.8 20.7
Old : 100.0: 13.4 12.8 11.4 60.5 55.1 85.2 79.3: 14.8 20.7
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 : 190: 38 39 47 95 95 157 157:
Old : 190: 38 39 47 95 95 157 157:
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 : 22.2 21.5 29.2 32.2 15.0 16.0 21.0 23.7
Old : 22.2 21.5 29.2 32.2 15.0 16.0 21.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 1,012,491: 66,626 244,307 16,720 797,909 638,222 881,255 899,250: 131,235 113,241
Old : 1,012,491: 66,626 244,307 16,720 797,909 638,222 881,255 899,250: 131,235 113,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 27,116: 1,887 7,681 189 17,921 17,329 19,996 25,199: 7,119 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 24.1 1.7 78.8 63.0 87.0 88.8: 13.0 11.2
Old : 100.0: 6.6 24.1 1.7 78.8 63.0 87.0 88.8: 13.0 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 : 124: 17 15 19 73 70 98 96:
Old : 124: 17 15 19 73 70 98 96:
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 : 25.3 34.5 38.1 44.9 19.6 34.1 31.1 43.3
Old : 25.3 34.5 38.1 44.9 19.6 34.1 31.1 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 2,064: 686 164 330 679 1,351 1,695 1,845: 369 219
Old : 2,064: 686 164 330 679 1,351 1,695 1,845: 369 219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 222: 193 -56 63 -36 187 220 194: 2 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.9 16.0 32.9 65.5 82.1 89.4: 17.9 10.6
Old : 100.0: 33.2 7.9 16.0 32.9 65.5 82.1 89.4: 17.9 10.6
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: 9 4 3 6 7 15 14:
Old : 22: 9 4 3 6 7 15 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 : 55.8 67.8 71.9 79.7 39.5 50.5 50.1 59.1
Old : 55.8 67.8 71.9 79.7 39.5 50.5 50.1 59.1
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 with Delta-adjusted Options and Futures Combined, May 08, 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 : 580,661: 180,622 20,395 128,293 219,887 399,444 528,802 548,132: 51,859 32,529
Old : 380,172: 163,950 27,798 55,606 122,658 276,259 342,214 359,663: 37,958 20,509
Other: 200,489: 57,466 33,391 31,893 97,229 123,185 186,588 188,469: 13,901 12,020
: : :
: : Changes in Commitments from: May 1, 2018 :
: -6,904: -7,636 -1,569 -3,191 4,927 -915 -5,900 -5,675: -1,003 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 3.5 22.1 37.9 68.8 91.1 94.4: 8.9 5.6
Old : 100.0: 43.1 7.3 14.6 32.3 72.7 90.0 94.6: 10.0 5.4
Other: 100.0: 28.7 16.7 15.9 48.5 61.4 93.1 94.0: 6.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 142 39 114 105 112 290 240:
Old : 321: 141 46 77 98 106 265 204:
Other: 230: 76 53 54 70 74 177 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 27.4 17.1 37.8 7.9 24.0 11.9 33.3
Old : 13.1 32.5 19.7 45.3 12.5 32.1 18.1 44.4
Other: 18.1 23.7 26.3 33.3 15.2 22.0 22.4 29.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,343: 1,740 608 1,003 4,063 6,745 6,806 8,356: 2,538 988
Old : 6,659: 1,786 1,267 223 2,473 4,422 4,482 5,912: 2,177 747
Other: 2,684: 724 112 9 1,590 2,323 2,324 2,444: 361 241
: : :
: : Changes in Commitments from: May 1, 2018 :
: 37: -132 -42 291 -83 -154 77 95: -40 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.5 10.7 43.5 72.2 72.8 89.4: 27.2 10.6
Old : 100.0: 26.8 19.0 3.4 37.1 66.4 67.3 88.8: 32.7 11.2
Other: 100.0: 27.0 4.2 0.4 59.2 86.5 86.6 91.0: 13.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 5 11 19 15 41 30:
Old : 50: 16 10 6 15 14 33 28:
Other: 28: 7 4 3 10 8 17 15:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 50.8 40.8 68.7 29.6 48.2 38.2 60.3
Old : 27.8 49.5 40.4 68.8 27.6 45.9 39.1 64.3
Other: 61.3 72.8 78.3 87.7 60.6 72.8 77.5 87.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 2,185,630: 435,723 487,917 182,593 1,433,103 1,330,492 2,051,420 2,001,002: 134,211 184,628
Old : 2,185,630: 435,723 487,917 182,593 1,433,103 1,330,492 2,051,420 2,001,002: 134,211 184,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 104,999: 23,137 15,704 18,055 66,289 67,993 107,481 101,752: -2,482 3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.3 8.4 65.6 60.9 93.9 91.6: 6.1 8.4
Old : 100.0: 19.9 22.3 8.4 65.6 60.9 93.9 91.6: 6.1 8.4
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 : 343: 56 77 50 154 149 241 245:
Old : 343: 56 77 50 154 149 241 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 20.6 31.6 31.7 16.3 17.4 25.4 25.9
Old : 19.9 20.6 31.6 31.7 16.3 17.4 25.4 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 4,483,849: 697,939 1,069,906 555,753 2,854,885 2,243,305 4,108,577 3,868,964: 375,272 614,884
Old : 4,483,849: 697,939 1,069,906 555,753 2,854,885 2,243,305 4,108,577 3,868,964: 375,272 614,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 94,059: 73,588 35,042 8,871 27,972 52,595 110,431 96,508: -16,372 -2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.9 12.4 63.7 50.0 91.6 86.3: 8.4 13.7
Old : 100.0: 15.6 23.9 12.4 63.7 50.0 91.6 86.3: 8.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 452: 85 114 108 198 214 338 381:
Old : 452: 85 114 108 198 214 338 381:
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 : 23.3 12.2 34.3 20.1 21.1 9.9 29.0 16.0
Old : 23.3 12.2 34.3 20.1 21.1 9.9 29.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 538,736: 63,253 76,581 5,659 363,730 287,328 432,642 369,568: 106,094 169,168
Old : 538,736: 63,253 76,581 5,659 363,730 287,328 432,642 369,568: 106,094 169,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 6,879: -8,285 12,849 -1,256 15,519 32 5,978 11,625: 901 -4,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 1.1 67.5 53.3 80.3 68.6: 19.7 31.4
Old : 100.0: 11.7 14.2 1.1 67.5 53.3 80.3 68.6: 19.7 31.4
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 : 98: 15 12 6 52 53 71 67:
Old : 98: 15 12 6 52 53 71 67:
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 : 34.3 11.6 43.3 21.0 34.0 10.6 40.9 19.3
Old : 34.3 11.6 43.3 21.0 34.0 10.6 40.9 19.3
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 with Delta-adjusted Options and Futures Combined, May 08, 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 : 4,005,148: 528,147 1,158,346 355,528 2,835,442 2,052,612 3,719,118 3,566,486: 286,030 438,662
Old : 4,005,148: 528,147 1,158,346 355,528 2,835,442 2,052,612 3,719,118 3,566,486: 286,030 438,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 16,800: -18,235 34,384 -5,776 29,332 13,794 5,321 42,401: 11,479 -25,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 28.9 8.9 70.8 51.2 92.9 89.0: 7.1 11.0
Old : 100.0: 13.2 28.9 8.9 70.8 51.2 92.9 89.0: 7.1 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 : 352: 53 82 63 159 175 251 281:
Old : 352: 53 82 63 159 175 251 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 16.5 42.9 27.9 27.2 13.4 38.0 21.2
Old : 31.9 16.5 42.9 27.9 27.2 13.4 38.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 2,159,413: 268,470 222,037 572,716 1,288,001 1,309,748 2,129,187 2,104,501: 30,226 54,912
Old : 2,159,413: 268,470 222,037 572,716 1,288,001 1,309,748 2,129,187 2,104,501: 30,226 54,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -13,558: -6,269 56,085 -53,651 47,092 -11,413 -12,828 -8,980: -730 -4,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 10.3 26.5 59.6 60.7 98.6 97.5: 1.4 2.5
Old : 100.0: 12.4 10.3 26.5 59.6 60.7 98.6 97.5: 1.4 2.5
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 : 161: 30 49 57 62 71 126 148:
Old : 161: 30 49 57 62 71 126 148:
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 : 27.4 28.3 45.4 41.0 21.1 17.1 28.2 22.9
Old : 27.4 28.3 45.4 41.0 21.1 17.1 28.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 52,875: 16,803 15,501 848 27,248 29,792 44,899 46,141: 7,976 6,734
Old : 52,875: 16,803 15,501 848 27,248 29,792 44,899 46,141: 7,976 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -410: 585 431 -290 -394 -1,001 -100 -860: -310 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 29.3 1.6 51.5 56.3 84.9 87.3: 15.1 12.7
Old : 100.0: 31.8 29.3 1.6 51.5 56.3 84.9 87.3: 15.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 36 19 8 30 27 67 53:
Old : 100: 36 19 8 30 27 67 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 : 38.4 37.1 47.3 57.6 38.3 34.6 47.3 55.2
Old : 38.4 37.1 47.3 57.6 38.3 34.6 47.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 105,750: 33,605 31,002 1,696 54,497 59,583 89,798 92,281: 15,952 13,469
Old : 105,750: 33,605 31,002 1,696 54,497 59,583 89,798 92,281: 15,952 13,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: -821: 1,169 862 -581 -789 -2,002 -200 -1,720: -620 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 29.3 1.6 51.5 56.3 84.9 87.3: 15.1 12.7
Old : 100.0: 31.8 29.3 1.6 51.5 56.3 84.9 87.3: 15.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 36 19 8 30 27 67 53:
Old : 100: 36 19 8 30 27 67 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 : 38.4 37.1 47.3 57.6 38.3 34.6 47.3 55.2
Old : 38.4 37.1 47.3 57.6 38.3 34.6 47.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 21,442: 0 444 0 20,183 20,244 20,183 20,688: 1,259 754
Old : 21,442: 0 444 0 20,183 20,244 20,183 20,688: 1,259 754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 94.1 94.4 94.1 96.5: 5.9 3.5
Old : 100.0: 0.0 2.1 0.0 94.1 94.4 94.1 96.5: 5.9 3.5
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 : 21: 0 2 0 9 11 9 13:
Old : 21: 0 2 0 9 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.9 74.0 93.0 89.9 81.7 74.0 91.8 89.9
Old : 82.9 74.0 93.0 89.9 81.7 74.0 91.8 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 80,427: 70,321 78,543 251 9,634 1,633 80,206 80,427: 221 0
Old : 80,427: 70,321 78,543 251 9,634 1,633 80,206 80,427: 221 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 12,119: 12,272 12,109 10 -142 0 12,140 12,119: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 97.7 0.3 12.0 2.0 99.7 100.0: 0.3 0.0
Old : 100.0: 87.4 97.7 0.3 12.0 2.0 99.7 100.0: 0.3 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 9 2 3 1 37 11:
Old : 46: 33 9 2 3 1 37 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 92.2 88.7 99.6 74.9 92.2 88.5 99.5
Old : 75.1 92.2 88.7 99.6 74.9 92.2 88.5 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 29,386: 2,054 8,690 264 26,998 20,342 29,316 29,296: 70 90
Old : 29,386: 2,054 8,690 264 26,998 20,342 29,316 29,296: 70 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 185: -75 34 0 234 155 159 189: 26 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 29.6 0.9 91.9 69.2 99.8 99.7: 0.2 0.3
Old : 100.0: 7.0 29.6 0.9 91.9 69.2 99.8 99.7: 0.2 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 : 45: 3 16 1 8 19 12 35:
Old : 45: 3 16 1 8 19 12 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 38.9 98.1 63.7 89.4 38.9 97.9 63.7
Old : 89.4 38.9 98.1 63.7 89.4 38.9 97.9 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 08, 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 : 18,690: 17,225 6,460 0 1,431 12,143 18,656 18,603: 34 87
Old : 18,690: 17,225 6,460 0 1,431 12,143 18,656 18,603: 34 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2018 :
: 185: 140 -16 0 27 222 167 206: 18 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 34.6 0.0 7.7 65.0 99.8 99.5: 0.2 0.5
Old : 100.0: 92.2 34.6 0.0 7.7 65.0 99.8 99.5: 0.2 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 : 35: 6 12 0 4 14 10 26:
Old : 35: 6 12 0 4 14 10 26:
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 : 93.8 45.6 99.2 71.0 91.1 45.6 95.5 71.0
Old : 93.8 45.6 99.2 71.0 91.1 45.6 95.5 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2018