WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 595,898: 130,896 120,958 205,314 229,781 221,216 565,991 547,488: 29,907 48,410
Old : 547,158: 122,471 122,563 187,162 211,473 197,632 521,107 507,357: 26,051 39,801
Other: 48,740: 16,681 6,652 9,895 18,308 23,584 44,884 40,132: 3,857 8,609
: : :
: : Changes in Commitments from: June 26, 2018 :
: 6,357: -641 -14,431 13,096 -6,741 6,292 5,714 4,957: 643 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 20.3 34.5 38.6 37.1 95.0 91.9: 5.0 8.1
Old : 100.0: 22.4 22.4 34.2 38.6 36.1 95.2 92.7: 4.8 7.3
Other: 100.0: 34.2 13.6 20.3 37.6 48.4 92.1 82.3: 7.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 138 130 154 101 122 330 332:
Old : 427: 138 137 147 100 121 322 328:
Other: 142: 28 31 31 25 68 75 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 10.7 20.7 17.7 10.0 6.2 16.3 10.7
Old : 13.0 10.9 20.9 18.2 9.7 6.6 16.4 11.2
Other: 39.4 21.2 54.3 34.9 38.6 13.0 46.7 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 22,360: 9,770 100 400 12,180 21,700 22,350 22,200: 10 160
Old : 22,360: 9,770 100 400 12,180 21,700 22,350 22,200: 10 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 460: 60 0 100 550 300 710 400: -250 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 0.4 1.8 54.5 97.0 100.0 99.3: 0.0 0.7
Old : 100.0: 43.7 0.4 1.8 54.5 97.0 100.0 99.3: 0.0 0.7
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 : 23: 4 1 2 9 16 14 18:
Old : 23: 4 1 2 9 16 14 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 : 70.3 69.2 91.5 86.9 67.1 64.2 78.0 74.2
Old : 70.3 69.2 91.5 86.9 67.1 64.2 78.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 270,436: 81,388 52,070 56,617 109,741 134,569 247,746 243,257: 22,690 27,179
Old : 257,242: 80,767 53,091 51,373 103,619 129,304 235,760 233,768: 21,482 23,474
Other: 13,194: 4,993 3,351 872 6,122 5,266 11,987 9,489: 1,207 3,705
: : :
: : Changes in Commitments from: June 26, 2018 :
: 6,013: -4,270 9,847 5,295 2,959 -8,397 3,985 6,745: 2,029 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 19.3 20.9 40.6 49.8 91.6 89.9: 8.4 10.1
Old : 100.0: 31.4 20.6 20.0 40.3 50.3 91.6 90.9: 8.4 9.1
Other: 100.0: 37.8 25.4 6.6 46.4 39.9 90.8 71.9: 9.2 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 56 65 81 88 189 188:
Old : 248: 74 60 62 77 84 182 181:
Other: 91: 13 19 10 22 50 40 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 17.3 22.4 26.5 10.4 14.2 16.9 22.4
Old : 15.1 18.1 23.4 27.6 11.0 16.0 17.6 24.2
Other: 51.9 23.4 72.7 35.3 51.9 22.4 71.2 32.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 2,360,868: 468,560 427,543 666,125 1,001,782 1,016,148 2,136,467 2,109,816: 224,400 251,052
Old : 922,667: 296,515 236,673 233,878 314,515 392,908 844,907 863,459: 77,760 59,209
Other: 1,438,200: 307,202 326,028 297,090 687,268 623,240 1,291,560 1,246,357: 146,640 191,843
: : :
: : Changes in Commitments from: June 26, 2018 :
: -25,525: -25,470 6,459 22,269 -22,666 -42,944 -25,867 -14,215: 341 -11,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 18.1 28.2 42.4 43.0 90.5 89.4: 9.5 10.6
Old : 100.0: 32.1 25.7 25.3 34.1 42.6 91.6 93.6: 8.4 6.4
Other: 100.0: 21.4 22.7 20.7 47.8 43.3 89.8 86.7: 10.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 966: 259 180 276 411 422 795 777:
Old : 800: 192 144 150 315 336 571 570:
Other: 872: 223 159 188 326 391 637 660:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 8.7 18.0 14.2 6.3 4.9 10.1 8.6
Old : 10.1 13.5 17.6 22.1 9.1 12.5 14.8 18.1
Other: 17.2 8.6 24.1 14.8 12.8 6.2 17.8 10.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 4,989: 1,068 1,272 131 1,600 1,908 2,799 3,312: 2,189 1,676
Old : 4,989: 1,068 1,272 131 1,600 1,908 2,799 3,312: 2,189 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -308: 17 -47 -53 -184 -184 -220 -284: -89 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 25.5 2.6 32.1 38.3 56.1 66.4: 43.9 33.6
Old : 100.0: 21.4 25.5 2.6 32.1 38.3 56.1 66.4: 43.9 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 10 2 8 8 13 19:
Old : 26: 4 10 2 8 8 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 31.2 50.4 48.4 36.1 30.1 49.8 47.2
Old : 36.3 31.2 50.4 48.4 36.1 30.1 49.8 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,006,046: 142,249 181,157 290,158 496,950 431,096 929,358 902,411: 76,688 103,634
Old : 147,395: 21,584 21,846 49,103 62,277 62,297 132,965 133,246: 14,430 14,149
Other: 858,651: 135,175 173,821 226,545 434,673 368,799 796,393 769,165: 62,258 89,486
: : :
: : Changes in Commitments from: June 26, 2018 :
: -14,574: -1,639 7,313 14,800 -27,676 -35,362 -14,516 -13,249: -58 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.0 28.8 49.4 42.9 92.4 89.7: 7.6 10.3
Old : 100.0: 14.6 14.8 33.3 42.3 42.3 90.2 90.4: 9.8 9.6
Other: 100.0: 15.7 20.2 26.4 50.6 43.0 92.7 89.6: 7.3 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 229 172 255 230 253 574 584:
Old : 438: 124 81 97 119 169 279 313:
Other: 698: 196 194 214 206 244 510 552:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 9.0 21.3 15.9 9.8 6.0 14.0 10.0
Old : 15.0 18.2 24.7 28.5 12.8 16.0 19.6 21.3
Other: 14.6 9.3 22.5 16.9 10.9 6.3 15.6 10.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 26,279: 10,559 3,519 377 644 7,522 11,580 11,418: 14,699 14,861
Old : 1,445: 534 197 1 600 203 1,135 401: 310 1,044
Other: 24,834: 10,268 3,565 133 44 7,319 10,445 11,017: 14,389 13,817
: : :
: : Changes in Commitments from: June 26, 2018 :
: -2,529: -2,129 104 -175 -18 113 -2,322 42: -207 -2,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 13.4 1.4 2.5 28.6 44.1 43.4: 55.9 56.6
Old : 100.0: 37.0 13.6 0.1 41.5 14.0 78.5 27.8: 21.5 72.2
Other: 100.0: 41.3 14.4 0.5 0.2 29.5 42.1 44.4: 57.9 55.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 9 5 5 20 11 31:
Old : 26: 4 7 1 5 11 10 18:
Other: 32: 3 9 4 1 20 6 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 16.8 44.0 24.9 41.7 16.2 41.7 24.2
Old : 77.7 21.1 78.4 24.4 77.7 21.1 78.4 24.4
Other: 41.9 17.1 42.1 25.5 41.3 16.9 41.3 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 520,902: 119,384 170,217 115,218 243,895 198,252 478,497 483,687: 42,405 37,215
Old : 133,604: 34,765 35,501 18,412 67,774 68,757 120,952 122,670: 12,652 10,934
Other: 387,298: 101,181 151,278 80,244 176,121 129,495 357,545 361,017: 29,753 26,281
: : :
: : Changes in Commitments from: June 26, 2018 :
: -3,563: -7,728 1,000 -1,556 6,721 -1,508 -2,564 -2,064: -999 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 32.7 22.1 46.8 38.1 91.9 92.9: 8.1 7.1
Old : 100.0: 26.0 26.6 13.8 50.7 51.5 90.5 91.8: 9.5 8.2
Other: 100.0: 26.1 39.1 20.7 45.5 33.4 92.3 93.2: 7.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 73 133 124 90 79 254 275:
Old : 208: 58 56 51 61 58 144 143:
Other: 312: 74 120 101 76 64 216 237:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 14.9 20.0 21.6 11.8 13.5 18.5 19.5
Old : 25.5 21.8 36.6 35.6 23.8 21.2 34.4 33.1
Other: 13.1 14.0 21.4 21.8 12.7 12.7 20.7 19.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 973,367: 108,337 133,509 119,688 587,679 526,504 815,703 779,701: 157,663 193,666
Old : 973,367: 108,337 133,509 119,688 587,679 526,504 815,703 779,701: 157,663 193,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 26,818: 8,519 17,484 7,126 9,138 5,730 24,784 30,339: 2,034 -3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.7 12.3 60.4 54.1 83.8 80.1: 16.2 19.9
Old : 100.0: 11.1 13.7 12.3 60.4 54.1 83.8 80.1: 16.2 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 45 33 49 91 93 156 155:
Old : 191: 45 33 49 91 93 156 155:
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 : 21.4 24.6 28.4 31.9 12.1 15.0 17.6 20.1
Old : 21.4 24.6 28.4 31.9 12.1 15.0 17.6 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 970,340: 79,120 273,614 19,985 735,500 576,866 834,606 870,465: 135,734 99,874
Old : 970,340: 79,120 273,614 19,985 735,500 576,866 834,606 870,465: 135,734 99,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 6,276: -4,636 4,090 1,595 4,505 191 1,464 5,875: 4,812 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 28.2 2.1 75.8 59.4 86.0 89.7: 14.0 10.3
Old : 100.0: 8.2 28.2 2.1 75.8 59.4 86.0 89.7: 14.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 17 19 21 67 67 94 97:
Old : 128: 17 19 21 67 67 94 97:
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 : 22.6 33.3 36.5 45.8 16.1 33.2 28.8 44.8
Old : 22.6 33.3 36.5 45.8 16.1 33.2 28.8 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 1,945: 762 595 209 692 769 1,663 1,573: 282 372
Old : 1,945: 762 595 209 692 769 1,663 1,573: 282 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 2: 137 -28 31 -187 -32 -19 -29: 21 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.6 10.7 35.6 39.5 85.5 80.9: 14.5 19.1
Old : 100.0: 39.2 30.6 10.7 35.6 39.5 85.5 80.9: 14.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 4 3 8 9 16 15:
Old : 21: 7 4 3 8 9 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.7 66.7 70.9 36.4 46.9 48.5 51.5
Old : 46.4 54.7 66.7 70.9 36.4 46.9 48.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 565,599: 124,631 31,587 162,695 228,376 331,915 515,702 526,197: 49,897 39,402
Old : 171,094: 56,313 11,841 32,514 63,563 112,729 152,390 157,084: 18,704 14,010
Other: 394,505: 107,367 58,795 91,131 164,813 219,187 363,311 369,113: 31,193 25,392
: : :
: : Changes in Commitments from: June 26, 2018 :
: 19,830: -2,574 1,088 17,583 5,012 163 20,021 18,834: -191 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 5.6 28.8 40.4 58.7 91.2 93.0: 8.8 7.0
Old : 100.0: 32.9 6.9 19.0 37.2 65.9 89.1 91.8: 10.9 8.2
Other: 100.0: 27.2 14.9 23.1 41.8 55.6 92.1 93.6: 7.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 106 46 124 113 107 283 250:
Old : 237: 88 25 43 90 83 191 139:
Other: 300: 84 91 103 92 92 247 220:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 22.7 16.7 32.1 7.4 20.5 11.7 28.2
Old : 18.0 27.4 28.0 39.5 17.3 25.4 25.2 36.7
Other: 10.4 22.0 16.9 29.8 9.2 19.3 14.7 25.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,682: 1,235 2,595 315 4,601 3,806 6,151 6,716: 1,531 966
Old : 7,682: 1,235 2,595 315 4,601 3,806 6,151 6,716: 1,531 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -947: -173 -562 -146 -213 194 -533 -515: -414 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 33.8 4.1 59.9 49.5 80.1 87.4: 19.9 12.6
Old : 100.0: 16.1 33.8 4.1 59.9 49.5 80.1 87.4: 19.9 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 : 51: 19 12 9 14 13 33 34:
Old : 51: 19 12 9 14 13 33 34:
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 : 37.8 41.7 54.1 63.5 35.5 39.7 43.9 54.1
Old : 37.8 41.7 54.1 63.5 35.5 39.7 43.9 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,948,358: 462,582 467,406 126,059 1,233,973 1,182,618 1,822,614 1,776,083: 125,744 172,275
Old : 1,948,358: 462,582 467,406 126,059 1,233,973 1,182,618 1,822,614 1,776,083: 125,744 172,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 40,312: -26,674 8,701 19,566 45,940 15,767 38,833 44,034: 1,480 -3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.0 6.5 63.3 60.7 93.5 91.2: 6.5 8.8
Old : 100.0: 23.7 24.0 6.5 63.3 60.7 93.5 91.2: 6.5 8.8
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 : 339: 60 77 49 145 137 229 239:
Old : 339: 60 77 49 145 137 229 239:
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 : 17.8 20.8 29.3 31.4 14.8 18.8 24.8 27.8
Old : 17.8 20.8 29.3 31.4 14.8 18.8 24.8 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 4,266,453: 501,690 901,961 539,967 2,861,793 2,295,208 3,903,449 3,737,136: 363,004 529,317
Old : 4,266,453: 501,690 901,961 539,967 2,861,793 2,295,208 3,903,449 3,737,136: 363,004 529,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 142,255: -77,959 37,318 32,601 189,841 75,882 144,482 145,800: -2,227 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.1 12.7 67.1 53.8 91.5 87.6: 8.5 12.4
Old : 100.0: 11.8 21.1 12.7 67.1 53.8 91.5 87.6: 8.5 12.4
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 : 469: 77 106 106 214 240 345 398:
Old : 469: 77 106 106 214 240 345 398:
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 : 23.4 13.4 30.8 20.9 18.6 10.2 24.7 15.0
Old : 23.4 13.4 30.8 20.9 18.6 10.2 24.7 15.0
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, July 03, 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 : 549,708: 69,221 52,692 10,785 368,185 303,944 448,191 367,421: 101,517 182,287
Old : 549,708: 69,221 52,692 10,785 368,185 303,944 448,191 367,421: 101,517 182,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 6,245: -500 502 -860 6,203 -2,290 4,843 -2,648: 1,402 8,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.6 2.0 67.0 55.3 81.5 66.8: 18.5 33.2
Old : 100.0: 12.6 9.6 2.0 67.0 55.3 81.5 66.8: 18.5 33.2
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 : 100: 16 11 7 55 54 76 67:
Old : 100: 16 11 7 55 54 76 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 : 29.9 14.7 40.5 23.0 28.6 14.0 38.6 21.4
Old : 29.9 14.7 40.5 23.0 28.6 14.0 38.6 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 4,125,287: 588,815 1,129,533 342,328 2,929,980 2,237,147 3,861,123 3,709,008: 264,165 416,279
Old : 4,125,287: 588,815 1,129,533 342,328 2,929,980 2,237,147 3,861,123 3,709,008: 264,165 416,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 109,149: 44,539 38,292 -5,048 69,165 72,528 108,656 105,772: 494 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.4 8.3 71.0 54.2 93.6 89.9: 6.4 10.1
Old : 100.0: 14.3 27.4 8.3 71.0 54.2 93.6 89.9: 6.4 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 55 80 68 146 178 244 283:
Old : 353: 55 80 68 146 178 244 283:
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 : 31.5 19.4 43.3 30.7 24.7 17.1 35.7 24.1
Old : 31.5 19.4 43.3 30.7 24.7 17.1 35.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,913,585: 275,871 142,668 475,471 1,130,604 1,237,606 1,881,946 1,855,746: 31,639 57,839
Old : 1,913,585: 275,871 142,668 475,471 1,130,604 1,237,606 1,881,946 1,855,746: 31,639 57,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -121,701: -84,138 1,731 -8,410 -31,133 -119,418 -123,682 -126,098: 1,981 4,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.5 24.8 59.1 64.7 98.3 97.0: 1.7 3.0
Old : 100.0: 14.4 7.5 24.8 59.1 64.7 98.3 97.0: 1.7 3.0
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 : 140: 26 37 49 59 68 110 134:
Old : 140: 26 37 49 59 68 110 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 33.3 45.5 43.4 24.3 20.7 30.0 25.9
Old : 32.3 33.3 45.5 43.4 24.3 20.7 30.0 25.9
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, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 43,012: 14,636 9,055 2,698 17,171 25,799 34,505 37,552: 8,506 5,460
Old : 43,012: 14,636 9,055 2,698 17,171 25,799 34,505 37,552: 8,506 5,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -1,419: -502 -2,784 1,041 -963 -233 -425 -1,976: -995 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 21.1 6.3 39.9 60.0 80.2 87.3: 19.8 12.7
Old : 100.0: 34.0 21.1 6.3 39.9 60.0 80.2 87.3: 19.8 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 : 99: 36 15 14 27 30 69 53:
Old : 99: 36 15 14 27 30 69 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 : 26.7 31.2 36.8 50.1 26.6 29.5 36.4 48.5
Old : 26.7 31.2 36.8 50.1 26.6 29.5 36.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 86,023: 29,271 18,110 5,396 34,343 51,597 69,010 75,104: 17,013 10,920
Old : 86,023: 29,271 18,110 5,396 34,343 51,597 69,010 75,104: 17,013 10,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -2,839: -1,005 -5,567 2,081 -1,926 -465 -850 -3,951: -1,989 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 21.1 6.3 39.9 60.0 80.2 87.3: 19.8 12.7
Old : 100.0: 34.0 21.1 6.3 39.9 60.0 80.2 87.3: 19.8 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 : 99: 36 15 14 27 30 69 53:
Old : 99: 36 15 14 27 30 69 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 : 26.7 31.2 36.8 50.1 26.6 29.5 36.4 48.5
Old : 26.7 31.2 36.8 50.1 26.6 29.5 36.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 29,620: 2,696 649 0 25,218 28,210 27,914 28,859: 1,706 761
Old : 29,620: 2,696 649 0 25,218 28,210 27,914 28,859: 1,706 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: 2,417: 318 649 0 1,969 1,778 2,287 2,427: 130 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.2 0.0 85.1 95.2 94.2 97.4: 5.8 2.6
Old : 100.0: 9.1 2.2 0.0 85.1 95.2 94.2 97.4: 5.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 12 12 14 13:
Old : 23: 2 1 0 12 12 14 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 : 67.1 71.4 86.6 93.1 67.1 71.4 86.0 93.1
Old : 67.1 71.4 86.6 93.1 67.1 71.4 86.0 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 47,435: 35,322 46,961 452 11,504 0 47,278 47,413: 157 22
Old : 47,435: 35,322 46,961 452 11,504 0 47,278 47,413: 157 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -4,590: -9,841 -4,764 157 5,128 0 -4,556 -4,607: -34 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 99.0 1.0 24.3 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 74.5 99.0 1.0 24.3 0.0 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 : 45: 29 13 2 3 0 33 14:
Old : 45: 29 13 2 3 0 33 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 : 53.5 87.9 81.1 98.8 53.0 87.9 80.7 98.3
Old : 53.5 87.9 81.1 98.8 53.0 87.9 80.7 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 30,922: 16,543 12,647 229 14,115 17,952 30,887 30,828: 35 94
Old : 30,922: 16,543 12,647 229 14,115 17,952 30,887 30,828: 35 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -606: -1,947 -685 0 1,334 32 -613 -653: 7 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 40.9 0.7 45.6 58.1 99.9 99.7: 0.1 0.3
Old : 100.0: 53.5 40.9 0.7 45.6 58.1 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 15 1 9 17 14 32:
Old : 44: 4 15 1 9 17 14 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 42.8 97.5 65.5 85.4 42.8 97.5 65.5
Old : 85.4 42.8 97.5 65.5 85.4 42.8 97.5 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 16,011: 12,175 7,189 9 3,817 8,724 16,001 15,922: 10 89
Old : 16,011: 12,175 7,189 9 3,817 8,724 16,001 15,922: 10 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2018 :
: -827: -863 -1,105 0 42 245 -821 -860: -6 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 44.9 0.1 23.8 54.5 99.9 99.4: 0.1 0.6
Old : 100.0: 76.0 44.9 0.1 23.8 54.5 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 11 1 4 11 11 22:
Old : 31: 6 11 1 4 11 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.2 49.9 99.4 76.6 93.8 49.8 95.7 76.3
Old : 94.2 49.9 99.4 76.6 93.8 49.8 95.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2018