WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 652,504: 149,036 131,040 242,119 225,105 231,650 616,260 604,809: 36,244 47,696
Old : 626,538: 149,261 134,682 227,906 216,005 222,354 593,171 584,942: 33,366 41,595
Other: 25,966: 7,801 4,383 6,188 9,100 9,295 23,088 19,866: 2,878 6,100
: : :
: : Changes in Commitments from: May 15, 2018 :
: 46,950: 147 -9,510 33,830 9,485 19,160 43,462 43,480: 3,487 3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.1 37.1 34.5 35.5 94.4 92.7: 5.6 7.3
Old : 100.0: 23.8 21.5 36.4 34.5 35.5 94.7 93.4: 5.3 6.6
Other: 100.0: 30.0 16.9 23.8 35.0 35.8 88.9 76.5: 11.1 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 438: 134 145 164 111 126 351 346:
Old : 436: 136 150 157 109 126 344 342:
Other: 125: 26 23 23 27 56 64 97:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.4 20.4 18.2 9.6 6.8 15.9 11.5
Old : 13.6 11.7 20.9 18.6 10.0 6.9 16.6 11.9
Other: 34.1 25.1 50.3 35.9 33.7 12.9 43.4 21.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 17,600: 7,060 600 200 10,190 16,590 17,450 17,390: 150 210
Old : 17,600: 7,060 600 200 10,190 16,590 17,450 17,390: 150 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 2,960: 1,810 -100 0 1,100 3,210 2,910 3,110: 50 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.4 1.1 57.9 94.3 99.1 98.8: 0.9 1.2
Old : 100.0: 40.1 3.4 1.1 57.9 94.3 99.1 98.8: 0.9 1.2
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 : 22: 4 3 1 8 12 13 15:
Old : 22: 4 3 1 8 12 13 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 : 71.5 68.1 92.8 87.2 59.4 59.8 75.2 72.9
Old : 71.5 68.1 92.8 87.2 59.4 59.8 75.2 72.9
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 22, 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 : 294,034: 89,041 30,486 72,863 108,799 164,697 270,703 268,046: 23,330 25,987
Old : 286,706: 89,055 30,673 71,128 103,877 161,983 264,060 263,785: 22,645 22,921
Other: 7,328: 1,287 1,113 434 4,922 2,714 6,643 4,262: 685 3,066
: : :
: : Changes in Commitments from: May 15, 2018 :
: 9,919: 857 -2,143 2,422 5,572 9,677 8,851 9,955: 1,068 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 10.4 24.8 37.0 56.0 92.1 91.2: 7.9 8.8
Old : 100.0: 31.1 10.7 24.8 36.2 56.5 92.1 92.0: 7.9 8.0
Other: 100.0: 17.6 15.2 5.9 67.2 37.0 90.6 58.2: 9.4 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 95 46 85 79 94 214 197:
Old : 265: 94 51 84 78 94 213 196:
Other: 74: 12 10 9 12 47 27 63:
:----------------------------------------------------------------------------------------------------
: 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 20.4 22.4 29.7 8.2 14.4 14.8 20.8
Old : 14.3 20.9 23.0 30.2 8.4 16.1 15.1 22.7
Other: 71.0 20.8 81.5 29.9 70.5 17.5 77.8 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 2,488,853: 559,423 225,261 738,707 959,269 1,226,973 2,257,399 2,190,941: 231,454 297,912
Old : 1,480,340: 403,225 315,171 410,404 532,472 639,310 1,346,101 1,364,885: 134,239 115,454
Other: 1,008,514: 310,953 64,845 173,548 426,797 587,663 911,298 826,056: 97,216 182,458
: : :
: : Changes in Commitments from: May 15, 2018 :
: 82,692: 14,191 8,852 47,243 13,749 23,067 75,183 79,163: 7,508 3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.1 29.7 38.5 49.3 90.7 88.0: 9.3 12.0
Old : 100.0: 27.2 21.3 27.7 36.0 43.2 90.9 92.2: 9.1 7.8
Other: 100.0: 30.8 6.4 17.2 42.3 58.3 90.4 81.9: 9.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 993: 284 175 293 399 445 816 803:
Old : 919: 235 190 218 357 399 696 706:
Other: 780: 206 112 144 243 398 515 596:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.9 9.7 15.1 15.2 6.1 6.5 10.3 10.8
Old : 7.1 12.0 13.1 19.5 5.8 11.2 11.0 16.4
Other: 14.8 8.8 23.4 15.8 11.1 6.8 17.1 12.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 5,469: 1,264 1,391 119 1,169 1,862 2,552 3,372: 2,917 2,097
Old : 5,469: 1,264 1,391 119 1,169 1,862 2,552 3,372: 2,917 2,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -328: 9 -172 -70 -251 -89 -312 -331: -16 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.4 2.2 21.4 34.0 46.7 61.7: 53.3 38.3
Old : 100.0: 23.1 25.4 2.2 21.4 34.0 46.7 61.7: 53.3 38.3
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 : 28: 6 11 2 10 6 17 18:
Old : 28: 6 11 2 10 6 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 35.8 39.5 49.4 27.1 35.2 39.0 48.3
Old : 27.1 35.8 39.5 49.4 27.1 35.2 39.0 48.3
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 22, 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 : 1,094,121: 213,492 85,669 267,377 551,111 621,603 1,031,980 974,650: 62,141 119,471
Old : 561,389: 149,646 86,821 117,583 261,924 314,822 529,153 519,226: 32,237 42,163
Other: 532,731: 106,289 41,291 107,351 289,187 306,781 502,827 455,424: 29,904 77,308
: : :
: : Changes in Commitments from: May 15, 2018 :
: 24,967: -18,708 -2,035 11,201 29,136 17,165 21,629 26,331: 3,338 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.8 24.4 50.4 56.8 94.3 89.1: 5.7 10.9
Old : 100.0: 26.7 15.5 20.9 46.7 56.1 94.3 92.5: 5.7 7.5
Other: 100.0: 20.0 7.8 20.2 54.3 57.6 94.4 85.5: 5.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 722: 237 158 266 229 272 587 589:
Old : 664: 189 171 174 167 248 446 508:
Other: 598: 173 129 152 181 248 438 451:
:----------------------------------------------------------------------------------------------------
: 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 13.7 20.4 22.8 8.5 8.9 12.9 14.1
Old : 12.1 18.9 19.3 27.4 11.7 14.6 18.1 21.5
Other: 17.4 14.2 26.9 23.7 8.1 6.7 13.1 10.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 30,828: 15,131 3,895 591 626 7,864 16,348 12,350: 14,480 18,478
Old : 6,308: 4,420 772 466 626 1,599 5,512 2,837: 796 3,471
Other: 24,520: 10,711 3,123 125 0 6,265 10,836 9,513: 13,684 15,007
: : :
: : Changes in Commitments from: May 15, 2018 :
: -25: -24 80 12 -3 49 -15 141: -10 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 12.6 1.9 2.0 25.5 53.0 40.1: 47.0 59.9
Old : 100.0: 70.1 12.2 7.4 9.9 25.3 87.4 45.0: 12.6 55.0
Other: 100.0: 43.7 12.7 0.5 0.0 25.6 44.2 38.8: 55.8 61.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 10 3 1 16 5 29:
Old : 28: 4 9 1 1 15 5 25:
Other: 30: 4 10 3 0 16 4 29:
:----------------------------------------------------------------------------------------------------
: 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 : 51.0 15.4 53.0 22.8 49.1 15.4 50.5 22.7
Old : 77.5 25.3 87.4 36.9 73.9 21.6 79.9 31.1
Other: 44.2 15.8 44.2 23.4 43.7 15.8 43.7 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 542,209: 133,377 136,289 138,570 228,913 236,360 500,860 511,219: 41,349 30,990
Old : 343,875: 141,242 139,958 46,444 130,536 136,114 318,222 322,516: 25,653 21,360
Other: 198,334: 52,125 56,321 32,137 98,377 100,246 182,638 188,703: 15,696 9,631
: : :
: : Changes in Commitments from: May 15, 2018 :
: 5,832: -1,113 -11,569 6,269 -658 12,339 4,498 7,039: 1,334 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 25.1 25.6 42.2 43.6 92.4 94.3: 7.6 5.7
Old : 100.0: 41.1 40.7 13.5 38.0 39.6 92.5 93.8: 7.5 6.2
Other: 100.0: 26.3 28.4 16.2 49.6 50.5 92.1 95.1: 7.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 98 110 137 96 85 285 281:
Old : 346: 122 101 85 89 75 241 234:
Other: 243: 67 76 72 62 58 180 167:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 18.5 18.6 25.9 11.5 16.3 17.6 22.1
Old : 14.2 18.0 22.4 26.3 13.8 17.5 21.7 25.8
Other: 15.4 24.2 24.7 34.5 14.5 22.5 23.7 31.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 1,137,172: 146,187 147,819 168,962 674,963 598,442 990,111 915,223: 147,061 221,949
Old : 1,137,172: 146,187 147,819 168,962 674,963 598,442 990,111 915,223: 147,061 221,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 32,910: 3,701 19,507 10,470 24,287 616 38,457 30,593: -5,547 2,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.0 14.9 59.4 52.6 87.1 80.5: 12.9 19.5
Old : 100.0: 12.9 13.0 14.9 59.4 52.6 87.1 80.5: 12.9 19.5
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 : 203: 47 33 53 102 103 169 170:
Old : 203: 47 33 53 102 103 169 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 20.1 27.5 28.5 13.6 13.9 19.7 19.9
Old : 20.3 20.1 27.5 28.5 13.6 13.9 19.7 19.9
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 22, 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 : 1,052,453: 80,296 275,245 21,924 820,487 623,045 922,707 920,214: 129,746 132,239
Old : 1,052,453: 80,296 275,245 21,924 820,487 623,045 922,707 920,214: 129,746 132,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 15,739: -3,046 3,554 4,404 15,255 -3,854 16,613 4,104: -874 11,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.2 2.1 78.0 59.2 87.7 87.4: 12.3 12.6
Old : 100.0: 7.6 26.2 2.1 78.0 59.2 87.7 87.4: 12.3 12.6
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 : 130: 16 20 22 75 70 103 100:
Old : 130: 16 20 22 75 70 103 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.5 37.6 44.4 19.2 33.4 30.7 42.9
Old : 24.5 33.5 37.6 44.4 19.2 33.4 30.7 42.9
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 22, 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 : 1,881: 405 343 440 690 881 1,535 1,664: 346 217
Old : 1,881: 405 343 440 690 881 1,535 1,664: 346 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 52: -418 47 134 288 -88 4 93: 48 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.2 23.4 36.7 46.8 81.6 88.5: 18.4 11.5
Old : 100.0: 21.5 18.2 23.4 36.7 46.8 81.6 88.5: 18.4 11.5
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: 5 5 4 8 8 16 15:
Old : 21: 5 5 4 8 8 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 : 53.9 59.5 71.9 76.3 35.6 36.6 42.4 47.8
Old : 53.9 59.5 71.9 76.3 35.6 36.6 42.4 47.8
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 22, 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 : 584,648: 168,244 25,354 133,233 230,149 392,555 531,626 551,142: 53,022 33,506
Old : 360,682: 149,678 34,006 53,339 120,024 253,383 323,040 340,727: 37,642 19,954
Other: 223,966: 63,263 36,045 35,197 110,125 139,172 208,585 210,414: 15,381 13,552
: : :
: : Changes in Commitments from: May 15, 2018 :
: -3,964: -6,547 1,756 997 -1,420 -7,230 -6,970 -4,478: 3,006 514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 4.3 22.8 39.4 67.1 90.9 94.3: 9.1 5.7
Old : 100.0: 41.5 9.4 14.8 33.3 70.3 89.6 94.5: 10.4 5.5
Other: 100.0: 28.2 16.1 15.7 49.2 62.1 93.1 93.9: 6.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 134 49 114 109 110 290 244:
Old : 322: 135 51 74 96 103 254 207:
Other: 233: 72 58 58 78 76 186 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 27.0 17.3 36.9 7.8 24.9 11.7 32.4
Old : 14.1 30.9 21.1 43.0 13.9 30.1 19.4 41.5
Other: 16.3 26.3 24.2 36.0 13.4 25.2 20.7 32.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 9,066: 1,213 1,402 1,447 4,355 5,002 7,015 7,851: 2,051 1,215
Old : 6,145: 1,167 2,041 659 2,720 2,475 4,547 5,176: 1,598 969
Other: 2,921: 817 132 16 1,635 2,527 2,468 2,675: 454 246
: : :
: : Changes in Commitments from: May 15, 2018 :
: 161: 74 682 144 104 -808 323 18: -161 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.5 16.0 48.0 55.2 77.4 86.6: 22.6 13.4
Old : 100.0: 19.0 33.2 10.7 44.3 40.3 74.0 84.2: 26.0 15.8
Other: 100.0: 28.0 4.5 0.6 56.0 86.5 84.5 91.6: 15.5 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 13 15 16 13 39 36:
Old : 51: 13 17 9 13 12 31 33:
Other: 31: 9 8 4 7 8 19 17:
:----------------------------------------------------------------------------------------------------
: 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 : 35.2 41.9 47.9 58.5 30.5 36.2 38.4 46.5
Old : 32.1 34.4 47.7 55.4 25.1 28.3 36.8 42.6
Other: 61.4 69.7 76.0 87.5 60.7 69.7 75.3 87.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 2,373,411: 470,746 466,772 206,198 1,547,867 1,499,210 2,224,811 2,172,180: 148,600 201,231
Old : 2,373,411: 470,746 466,772 206,198 1,547,867 1,499,210 2,224,811 2,172,180: 148,600 201,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 37,171: 7,989 -26,934 -22,566 38,725 70,762 24,147 21,261: 13,024 15,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 19.7 8.7 65.2 63.2 93.7 91.5: 6.3 8.5
Old : 100.0: 19.8 19.7 8.7 65.2 63.2 93.7 91.5: 6.3 8.5
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 : 346: 55 81 52 148 149 236 250:
Old : 346: 55 81 52 148 149 236 250:
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 : 21.8 19.9 32.8 31.7 15.1 15.4 23.6 22.6
Old : 21.8 19.9 32.8 31.7 15.1 15.4 23.6 22.6
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 22, 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 : 4,993,705: 681,782 1,041,592 794,065 3,137,937 2,501,200 4,613,783 4,336,857: 379,922 656,849
Old : 4,993,705: 681,782 1,041,592 794,065 3,137,937 2,501,200 4,613,783 4,336,857: 379,922 656,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 168,440: -4,907 -20,399 87,461 127,663 111,260 210,217 178,322: -41,776 -9,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 20.9 15.9 62.8 50.1 92.4 86.8: 7.6 13.2
Old : 100.0: 13.7 20.9 15.9 62.8 50.1 92.4 86.8: 7.6 13.2
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 : 462: 76 115 113 218 230 354 399:
Old : 462: 76 115 113 218 230 354 399:
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 : 22.5 11.8 32.1 18.8 20.4 7.4 26.5 12.5
Old : 22.5 11.8 32.1 18.8 20.4 7.4 26.5 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 558,775: 59,111 54,592 2,913 383,832 312,833 445,856 370,338: 112,919 188,437
Old : 558,775: 59,111 54,592 2,913 383,832 312,833 445,856 370,338: 112,919 188,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 10,807: -11,601 -23,720 -1,557 12,738 21,258 -420 -4,019: 11,227 14,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.8 0.5 68.7 56.0 79.8 66.3: 20.2 33.7
Old : 100.0: 10.6 9.8 0.5 68.7 56.0 79.8 66.3: 20.2 33.7
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 : 96: 13 10 7 52 58 68 72:
Old : 96: 13 10 7 52 58 68 72:
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 : 34.9 10.5 44.5 19.3 34.7 9.6 42.6 17.8
Old : 34.9 10.5 44.5 19.3 34.7 9.6 42.6 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 4,323,772: 502,948 1,109,773 486,600 3,037,185 2,259,762 4,026,733 3,856,135: 297,039 467,636
Old : 4,323,772: 502,948 1,109,773 486,600 3,037,185 2,259,762 4,026,733 3,856,135: 297,039 467,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 64,065: -12,043 -22,613 52,415 16,788 20,357 57,161 50,159: 6,904 13,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 25.7 11.3 70.2 52.3 93.1 89.2: 6.9 10.8
Old : 100.0: 11.6 25.7 11.3 70.2 52.3 93.1 89.2: 6.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 58 84 71 164 178 264 293:
Old : 367: 58 84 71 164 178 264 293:
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 : 29.7 16.3 40.4 26.2 24.7 13.6 34.7 20.3
Old : 29.7 16.3 40.4 26.2 24.7 13.6 34.7 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 2,200,263: 304,186 224,651 610,767 1,251,169 1,304,954 2,166,122 2,140,372: 34,141 59,891
Old : 2,200,263: 304,186 224,651 610,767 1,251,169 1,304,954 2,166,122 2,140,372: 34,141 59,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -6,978: 16,158 3,443 -255 -23,350 -13,664 -7,447 -10,475: 469 3,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.2 27.8 56.9 59.3 98.4 97.3: 1.6 2.7
Old : 100.0: 13.8 10.2 27.8 56.9 59.3 98.4 97.3: 1.6 2.7
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 : 161: 38 43 59 59 69 130 144:
Old : 161: 38 43 59 59 69 130 144:
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 : 27.1 28.6 43.4 39.9 20.0 17.7 27.8 23.7
Old : 27.1 28.6 43.4 39.9 20.0 17.7 27.8 23.7
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 22, 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 : 52,736: 15,875 8,854 1,556 26,022 35,473 43,453 45,884: 9,283 6,852
Old : 52,736: 15,875 8,854 1,556 26,022 35,473 43,453 45,884: 9,283 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 275: -211 -2,249 527 -407 2,182 -92 460: 367 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.8 3.0 49.3 67.3 82.4 87.0: 17.6 13.0
Old : 100.0: 30.1 16.8 3.0 49.3 67.3 82.4 87.0: 17.6 13.0
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 : 102: 37 19 11 29 29 71 54:
Old : 102: 37 19 11 29 29 71 54:
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 : 38.5 33.6 46.9 53.7 38.5 31.1 46.9 50.4
Old : 38.5 33.6 46.9 53.7 38.5 31.1 46.9 50.4
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 with Delta-adjusted Options and Futures Combined, May 22, 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 : 105,471: 31,749 17,709 3,113 52,044 70,947 86,906 91,768: 18,565 13,703
Old : 105,471: 31,749 17,709 3,113 52,044 70,947 86,906 91,768: 18,565 13,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 551: -423 -4,498 1,053 -814 4,365 -183 920: 734 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.8 3.0 49.3 67.3 82.4 87.0: 17.6 13.0
Old : 100.0: 30.1 16.8 3.0 49.3 67.3 82.4 87.0: 17.6 13.0
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 : 102: 37 19 11 29 29 71 54:
Old : 102: 37 19 11 29 29 71 54:
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 : 38.5 33.6 46.9 53.7 38.5 31.1 46.9 50.4
Old : 38.5 33.6 46.9 53.7 38.5 31.1 46.9 50.4
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 with Delta-adjusted Options and Futures Combined, May 22, 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 : 23,012: 210 239 0 21,456 22,023 21,666 22,262: 1,346 750
Old : 23,012: 210 239 0 21,456 22,023 21,666 22,262: 1,346 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.0 93.2 95.7 94.2 96.7: 5.8 3.3
Old : 100.0: 0.9 1.0 0.0 93.2 95.7 94.2 96.7: 5.8 3.3
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 : 20: 1 1 0 8 11 9 12:
Old : 20: 1 1 0 8 11 9 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 : 83.7 71.3 93.2 92.1 83.3 71.3 92.8 92.1
Old : 83.7 71.3 93.2 92.1 83.3 71.3 92.8 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 78,801: 68,560 76,873 295 9,727 1,633 78,582 78,801: 219 0
Old : 78,801: 68,560 76,873 295 9,727 1,633 78,582 78,801: 219 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 4,915: 4,861 4,871 44 -7 0 4,898 4,915: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 97.6 0.4 12.3 2.1 99.7 100.0: 0.3 0.0
Old : 100.0: 87.0 97.6 0.4 12.3 2.1 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 : 47: 35 8 2 3 1 39 10:
Old : 47: 35 8 2 3 1 39 10:
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 : 70.2 92.2 84.3 99.6 70.0 92.2 84.0 99.5
Old : 70.2 92.2 84.3 99.6 70.0 92.2 84.0 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 22, 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 : 29,672: 2,599 9,255 264 26,762 20,041 29,625 29,560: 47 112
Old : 29,672: 2,599 9,255 264 26,762 20,041 29,625 29,560: 47 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 329: 556 1,015 0 -250 -691 306 324: 23 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 0.9 90.2 67.5 99.8 99.6: 0.2 0.4
Old : 100.0: 8.8 31.2 0.9 90.2 67.5 99.8 99.6: 0.2 0.4
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 : 49: 6 17 1 8 19 15 36:
Old : 49: 6 17 1 8 19 15 36:
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 : 86.2 39.9 96.6 63.1 86.2 39.9 96.6 63.1
Old : 86.2 39.9 96.6 63.1 86.2 39.9 96.6 63.1
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 22, 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 : 19,573: 18,111 8,931 0 1,391 10,594 19,502 19,525: 71 48
Old : 19,573: 18,111 8,931 0 1,391 10,594 19,502 19,525: 71 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 636: 628 2,435 0 -40 -1,775 588 660: 48 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 45.6 0.0 7.1 54.1 99.6 99.8: 0.4 0.2
Old : 100.0: 92.5 45.6 0.0 7.1 54.1 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 15 0 3 13 9 28:
Old : 36: 6 15 0 3 13 9 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 42.9 99.2 68.4 91.4 42.9 95.7 68.4
Old : 94.5 42.9 99.2 68.4 91.4 42.9 95.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2018