WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 569,779: 140,229 93,408 174,903 211,884 251,718 527,016 520,029: 42,764 49,751
Old : 478,097: 125,062 90,000 140,606 178,199 210,404 443,867 441,010: 34,230 37,087
Other: 91,682: 29,395 17,635 20,069 33,684 41,315 83,149 79,019: 8,534 12,664
: : :
: : Changes in Commitments from: August 21, 2018 :
: -90,959: -18,037 -8,251 -54,365 -16,191 -28,063 -88,593 -90,680: -2,366 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.4 30.7 37.2 44.2 92.5 91.3: 7.5 8.7
Old : 100.0: 26.2 18.8 29.4 37.3 44.0 92.8 92.2: 7.2 7.8
Other: 100.0: 32.1 19.2 21.9 36.7 45.1 90.7 86.2: 9.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 436: 136 134 166 115 137 349 354:
Old : 421: 138 129 150 109 132 331 332:
Other: 207: 48 49 40 46 90 122 158:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 11.6 20.5 19.6 9.4 8.7 14.9 14.3
Old : 14.3 12.0 22.2 21.2 10.1 9.9 16.3 16.3
Other: 23.3 16.2 35.7 26.4 20.1 14.1 27.4 19.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,804: 2,784 300 1,750 17,120 19,139 21,654 21,189: 150 615
Old : 21,804: 2,784 300 1,750 17,120 19,139 21,654 21,189: 150 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 705: 50 -200 -250 905 1,284 705 834: 0 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.4 8.0 78.5 87.8 99.3 97.2: 0.7 2.8
Old : 100.0: 12.8 1.4 8.0 78.5 87.8 99.3 97.2: 0.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 2 4 16 16 25 21:
Old : 30: 7 2 4 16 16 25 21:
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 : 56.3 57.2 75.8 74.5 47.4 53.3 61.1 62.3
Old : 56.3 57.2 75.8 74.5 47.4 53.3 61.1 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 280,351: 94,068 28,041 52,918 108,583 172,714 255,570 253,673: 24,781 26,678
Old : 253,898: 91,476 31,997 41,584 98,735 159,454 231,796 233,035: 22,102 20,863
Other: 26,453: 10,610 4,062 3,316 9,848 13,260 23,774 20,638: 2,679 5,815
: : :
: : Changes in Commitments from: August 21, 2018 :
: -32,846: -8,513 -7,305 -11,036 -12,100 -14,578 -31,649 -32,919: -1,197 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.0 18.9 38.7 61.6 91.2 90.5: 8.8 9.5
Old : 100.0: 36.0 12.6 16.4 38.9 62.8 91.3 91.8: 8.7 8.2
Other: 100.0: 40.1 15.4 12.5 37.2 50.1 89.9 78.0: 10.1 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 93 44 85 79 97 213 198:
Old : 266: 88 53 75 75 87 203 182:
Other: 147: 30 24 18 31 80 70 116:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 19.8 24.0 30.2 10.6 18.2 18.5 26.4
Old : 16.1 21.6 26.3 32.4 12.3 21.3 20.9 30.1
Other: 26.4 17.9 42.3 27.5 25.4 17.1 40.8 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 2,049,082: 395,582 386,426 554,572 898,045 874,000 1,848,199 1,814,998: 200,883 234,084
Old : 85,436: 11,905 23,445 422 48,529 52,588 60,856 76,455: 24,580 8,981
Other: 1,963,646: 412,075 391,379 525,752 849,516 821,412 1,787,343 1,738,543: 176,303 225,103
: : :
: : Changes in Commitments from: August 21, 2018 :
: -158,164: -13,875 36,076 -87,164 -54,536 -101,264 -155,575 -152,352: -2,588 -5,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.9 27.1 43.8 42.7 90.2 88.6: 9.8 11.4
Old : 100.0: 13.9 27.4 0.5 56.8 61.6 71.2 89.5: 28.8 10.5
Other: 100.0: 21.0 19.9 26.8 43.3 41.8 91.0 88.5: 9.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 898: 215 170 230 402 421 731 726:
Old : 373: 44 39 3 172 153 219 192:
Other: 897: 220 179 224 350 415 677 716:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 7.6 19.1 13.3 9.8 5.6 14.4 9.5
Old : 13.2 28.7 20.4 43.0 11.8 28.7 18.8 43.0
Other: 13.9 7.9 19.9 13.5 10.3 5.4 15.0 9.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 4,859: 1,186 776 267 1,591 2,808 3,044 3,851: 1,814 1,007
Old : 4,859: 1,186 776 267 1,591 2,808 3,044 3,851: 1,814 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -384: -306 265 1 25 -384 -280 -117: -104 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 16.0 5.5 32.8 57.8 62.7 79.3: 37.3 20.7
Old : 100.0: 24.4 16.0 5.5 32.8 57.8 62.7 79.3: 37.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 7 6 8 7 18 17:
Old : 25: 7 7 6 8 7 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 53.1 47.4 69.8 29.6 47.7 46.3 62.4
Old : 30.0 53.1 47.4 69.8 29.6 47.7 46.3 62.4
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, August 28, 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 : 984,531: 136,368 191,104 285,120 493,267 405,850 914,755 882,073: 69,776 102,457
Old : 955,719: 142,614 187,189 269,141 478,686 401,023 890,442 857,354: 65,277 98,365
Other: 28,812: 6,007 16,169 3,725 14,581 4,826 24,313 24,719: 4,499 4,093
: : :
: : Changes in Commitments from: August 21, 2018 :
: -7,127: -5,441 16,234 -9,807 5,603 -18,415 -9,645 -11,988: 2,519 4,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 19.4 29.0 50.1 41.2 92.9 89.6: 7.1 10.4
Old : 100.0: 14.9 19.6 28.2 50.1 42.0 93.2 89.7: 6.8 10.3
Other: 100.0: 20.9 56.1 12.9 50.6 16.8 84.4 85.8: 15.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 680: 176 189 233 222 235 529 550:
Old : 680: 180 187 227 222 234 525 547:
Other: 174: 33 37 20 51 79 94 127:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 9.8 21.9 16.5 11.3 7.5 16.6 12.4
Old : 14.8 10.1 22.1 16.9 11.4 7.7 16.6 12.8
Other: 25.6 46.0 38.2 59.0 25.6 45.7 37.7 55.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 20,916: 10,271 3,700 146 11 6,026 10,428 9,872: 10,488 11,044
Old : 20,693: 10,302 3,682 108 10 5,977 10,420 9,767: 10,273 10,926
Other: 223: 7 56 0 1 49 8 105: 215 118
: : :
: : Changes in Commitments from: August 21, 2018 :
: -1,257: -33 132 -25 3 -240 -55 -133: -1,202 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.7 0.7 0.1 28.8 49.9 47.2: 50.1 52.8
Old : 100.0: 49.8 17.8 0.5 0.0 28.9 50.4 47.2: 49.6 52.8
Other: 100.0: 3.1 25.1 0.0 0.4 22.0 3.6 47.1: 96.4 52.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 9 5 2 18 7 29:
Old : 29: 2 9 5 1 18 6 29:
Other: 10: 1 3 0 1 5 2 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 16.9 49.9 26.7 49.1 16.5 49.1 26.4
Old : 50.3 17.0 50.4 26.7 49.8 16.7 49.8 26.4
Other: 3.6 43.9 3.6 47.1 3.6 43.9 3.6 47.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 558,494: 105,118 160,082 155,154 258,531 208,697 518,804 523,934: 39,691 34,561
Old : 16,948: 6,053 3,591 97 8,019 12,001 14,169 15,689: 2,779 1,259
Other: 541,546: 105,891 163,316 148,232 250,512 196,696 504,635 508,245: 36,912 33,302
: : :
: : Changes in Commitments from: August 21, 2018 :
: -13,897: 3,154 -4,372 -7,751 -8,585 -1,177 -13,182 -13,299: -715 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 28.7 27.8 46.3 37.4 92.9 93.8: 7.1 6.2
Old : 100.0: 35.7 21.2 0.6 47.3 70.8 83.6 92.6: 16.4 7.4
Other: 100.0: 19.6 30.2 27.4 46.3 36.3 93.2 93.9: 6.8 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 89 112 122 98 80 265 266:
Old : 75: 20 13 2 20 24 41 38:
Other: 345: 93 115 120 97 77 263 261:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 14.7 19.9 22.3 10.3 12.1 16.1 17.6
Old : 44.0 41.2 55.2 58.1 44.0 41.2 55.0 58.1
Other: 12.9 14.8 20.2 22.1 10.7 11.7 16.7 17.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 1,050,314: 123,856 132,871 109,482 620,650 596,893 853,988 839,246: 196,326 211,068
Old : 1,050,314: 123,856 132,871 109,482 620,650 596,893 853,988 839,246: 196,326 211,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -55,692: -1,848 -18,643 -42,128 -39,654 -19,199 -83,630 -79,970: 27,938 24,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.7 10.4 59.1 56.8 81.3 79.9: 18.7 20.1
Old : 100.0: 11.8 12.7 10.4 59.1 56.8 81.3 79.9: 18.7 20.1
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 : 177: 42 28 46 90 88 152 142:
Old : 177: 42 28 46 90 88 152 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 23.9 27.9 33.2 12.2 15.4 17.9 22.1
Old : 19.4 23.9 27.9 33.2 12.2 15.4 17.9 22.1
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, August 28, 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 : 1,112,883: 104,736 316,302 41,235 782,473 629,248 928,444 986,785: 184,439 126,098
Old : 1,112,883: 104,736 316,302 41,235 782,473 629,248 928,444 986,785: 184,439 126,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 20,103: 3,336 -9,818 -3,474 -12,792 17,174 -12,930 3,882: 33,033 16,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 28.4 3.7 70.3 56.5 83.4 88.7: 16.6 11.3
Old : 100.0: 9.4 28.4 3.7 70.3 56.5 83.4 88.7: 16.6 11.3
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 : 130: 20 20 27 74 67 106 102:
Old : 130: 20 20 27 74 67 106 102:
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 : 20.2 30.6 32.1 42.7 15.2 30.4 25.5 41.7
Old : 20.2 30.6 32.1 42.7 15.2 30.4 25.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,421: 724 1,019 155 1,217 851 2,096 2,025: 325 396
Old : 2,421: 724 1,019 155 1,217 851 2,096 2,025: 325 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 0: -121 112 10 127 -94 16 28: -16 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 42.1 6.4 50.3 35.2 86.6 83.6: 13.4 16.4
Old : 100.0: 29.9 42.1 6.4 50.3 35.2 86.6 83.6: 13.4 16.4
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 : 25: 6 8 2 9 7 15 17:
Old : 25: 6 8 2 9 7 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 50.8 74.6 68.1 39.2 39.5 49.6 51.1
Old : 50.5 50.8 74.6 68.1 39.2 39.5 49.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 563,031: 110,641 54,065 143,230 256,656 323,714 510,526 521,009: 52,504 42,021
Old : 22,228: 9,464 2,141 0 8,900 17,642 18,364 19,783: 3,864 2,445
Other: 540,803: 108,184 58,932 136,223 247,756 306,072 492,162 501,226: 48,640 39,576
: : :
: : Changes in Commitments from: August 21, 2018 :
: 6,883: -14,743 18,545 -22 20,937 -17,557 6,172 966: 711 5,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 9.6 25.4 45.6 57.5 90.7 92.5: 9.3 7.5
Old : 100.0: 42.6 9.6 0.0 40.0 79.4 82.6 89.0: 17.4 11.0
Other: 100.0: 20.0 10.9 25.2 45.8 56.6 91.0 92.7: 9.0 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 103 66 117 123 110 288 253:
Old : 97: 22 9 0 32 36 54 45:
Other: 331: 97 78 115 122 108 285 250:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 21.4 17.7 30.5 7.4 17.2 11.5 22.9
Old : 27.4 42.9 41.6 60.1 27.4 42.5 41.6 59.7
Other: 11.2 21.7 17.7 30.2 7.7 16.7 11.9 23.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 7,605: 990 2,453 234 4,802 3,641 6,025 6,327: 1,579 1,278
Old : 7,605: 990 2,453 234 4,802 3,641 6,025 6,327: 1,579 1,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -1,343: -138 481 -703 -348 -990 -1,189 -1,212: -154 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 32.3 3.1 63.1 47.9 79.2 83.2: 20.8 16.8
Old : 100.0: 13.0 32.3 3.1 63.1 47.9 79.2 83.2: 20.8 16.8
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 : 43: 9 14 6 15 13 29 28:
Old : 43: 9 14 6 15 13 29 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 : 47.8 42.6 60.9 59.6 45.5 42.2 57.5 57.9
Old : 47.8 42.6 60.9 59.6 45.5 42.2 57.5 57.9
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, August 28, 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 : 2,243,768: 461,224 613,301 225,125 1,421,680 1,213,758 2,108,029 2,052,185: 135,740 191,584
Old : 2,243,768: 461,224 613,301 225,125 1,421,680 1,213,758 2,108,029 2,052,185: 135,740 191,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 73,020: -13,857 27,587 98,400 -22,341 -67,967 62,202 58,021: 10,817 14,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.3 10.0 63.4 54.1 94.0 91.5: 6.0 8.5
Old : 100.0: 20.6 27.3 10.0 63.4 54.1 94.0 91.5: 6.0 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 : 339: 62 76 48 154 148 239 250:
Old : 339: 62 76 48 154 148 239 250:
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 : 21.0 21.1 30.1 35.3 15.7 18.8 23.2 30.6
Old : 21.0 21.1 30.1 35.3 15.7 18.8 23.2 30.6
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, August 28, 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 : 4,607,762: 556,038 1,062,770 476,792 3,105,550 2,458,676 4,138,380 3,998,237: 469,382 609,524
Old : 4,607,762: 556,038 1,062,770 476,792 3,105,550 2,458,676 4,138,380 3,998,237: 469,382 609,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: -242,414: 48,793 -10,473 -210,354 -155,655 -84,805 -317,216 -305,632: 74,802 63,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 23.1 10.3 67.4 53.4 89.8 86.8: 10.2 13.2
Old : 100.0: 12.1 23.1 10.3 67.4 53.4 89.8 86.8: 10.2 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: 85 99 114 228 228 376 378:
Old : 462: 85 99 114 228 228 376 378:
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 16.5 31.4 25.5 18.8 14.3 25.3 22.1
Old : 23.4 16.5 31.4 25.5 18.8 14.3 25.3 22.1
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, August 28, 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 : 644,424: 66,200 89,741 22,296 435,559 340,667 524,055 452,704: 120,369 191,720
Old : 644,424: 66,200 89,741 22,296 435,559 340,667 524,055 452,704: 120,369 191,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 27,230: -6,075 -10,906 1,399 13,462 10,850 8,786 1,343: 18,444 25,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.9 3.5 67.6 52.9 81.3 70.2: 18.7 29.8
Old : 100.0: 10.3 13.9 3.5 67.6 52.9 81.3 70.2: 18.7 29.8
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 : 104: 13 17 14 61 59 83 81:
Old : 104: 13 17 14 61 59 83 81:
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 : 27.3 12.4 37.9 21.3 24.0 10.2 32.8 16.9
Old : 27.3 12.4 37.9 21.3 24.0 10.2 32.8 16.9
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, August 28, 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 : 4,587,013: 483,910 1,255,248 442,365 3,248,960 2,456,203 4,175,235 4,153,817: 411,778 433,196
Old : 4,587,013: 483,910 1,255,248 442,365 3,248,960 2,456,203 4,175,235 4,153,817: 411,778 433,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 17,527: -52,395 -39,203 54 -41,062 42,729 -93,403 3,579: 110,930 13,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 27.4 9.6 70.8 53.5 91.0 90.6: 9.0 9.4
Old : 100.0: 10.5 27.4 9.6 70.8 53.5 91.0 90.6: 9.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 50 74 73 163 175 257 278:
Old : 346: 50 74 73 163 175 257 278:
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 : 32.7 17.0 42.8 27.5 25.5 15.2 35.2 23.2
Old : 32.7 17.0 42.8 27.5 25.5 15.2 35.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 2,012,473: 202,735 193,008 568,128 1,208,212 1,189,196 1,979,075 1,950,332: 33,398 62,141
Old : 2,012,473: 202,735 193,008 568,128 1,208,212 1,189,196 1,979,075 1,950,332: 33,398 62,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 87,852: -32,000 -20,441 79,991 41,099 27,410 89,090 86,960: -1,238 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 9.6 28.2 60.0 59.1 98.3 96.9: 1.7 3.1
Old : 100.0: 10.1 9.6 28.2 60.0 59.1 98.3 96.9: 1.7 3.1
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 : 151: 32 35 45 66 70 121 132:
Old : 151: 32 35 45 66 70 121 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 30.9 46.9 43.8 17.6 17.4 23.1 22.2
Old : 30.4 30.9 46.9 43.8 17.6 17.4 23.1 22.2
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, August 28, 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 : 54,137: 24,709 9,127 2,127 19,044 35,286 45,880 46,540: 8,257 7,598
Old : 54,137: 24,709 9,127 2,127 19,044 35,286 45,880 46,540: 8,257 7,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,557: 2,011 204 -353 499 1,865 2,157 1,716: -600 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 16.9 3.9 35.2 65.2 84.7 86.0: 15.3 14.0
Old : 100.0: 45.6 16.9 3.9 35.2 65.2 84.7 86.0: 15.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 39 20 12 32 32 76 59:
Old : 113: 39 20 12 32 32 76 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 30.4 38.4 47.4 23.0 30.3 35.9 47.3
Old : 24.8 30.4 38.4 47.4 23.0 30.3 35.9 47.3
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, August 28, 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 : 108,275: 49,418 18,254 4,254 38,087 70,571 91,760 93,080: 16,515 15,195
Old : 108,275: 49,418 18,254 4,254 38,087 70,571 91,760 93,080: 16,515 15,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 3,113: 4,023 408 -707 997 3,730 4,313 3,431: -1,200 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 16.9 3.9 35.2 65.2 84.7 86.0: 15.3 14.0
Old : 100.0: 45.6 16.9 3.9 35.2 65.2 84.7 86.0: 15.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 39 20 12 32 32 76 59:
Old : 113: 39 20 12 32 32 76 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 30.4 38.4 47.4 23.0 30.3 35.9 47.3
Old : 24.8 30.4 38.4 47.4 23.0 30.3 35.9 47.3
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, August 28, 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 : 31,607: 4,116 715 0 25,685 30,584 29,801 31,299: 1,806 308
Old : 31,607: 4,116 715 0 25,685 30,584 29,801 31,299: 1,806 308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 1,479: 710 254 0 809 1,216 1,519 1,470: -40 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.3 0.0 81.3 96.8 94.3 99.0: 5.7 1.0
Old : 100.0: 13.0 2.3 0.0 81.3 96.8 94.3 99.0: 5.7 1.0
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 : 26: 3 2 0 12 13 15 15:
Old : 26: 3 2 0 12 13 15 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 : 64.6 75.9 87.9 94.0 64.6 75.9 87.2 94.0
Old : 64.6 75.9 87.9 94.0 64.6 75.9 87.2 94.0
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, August 28, 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 : 31,176: 24,273 23,031 1,828 4,870 6,221 30,971 31,080: 205 96
Old : 31,176: 24,273 23,031 1,828 4,870 6,221 30,971 31,080: 205 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 2,143: 2,188 758 2 -49 1,383 2,141 2,143: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 73.9 5.9 15.6 20.0 99.3 99.7: 0.7 0.3
Old : 100.0: 77.9 73.9 5.9 15.6 20.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 27 15 3 2 2 30 19:
Old : 45: 27 15 3 2 2 30 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 : 48.7 66.1 77.5 92.3 43.7 64.9 72.4 86.3
Old : 48.7 66.1 77.5 92.3 43.7 64.9 72.4 86.3
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, August 28, 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 : 30,106: 17,369 14,039 212 12,487 15,798 30,068 30,049: 38 57
Old : 30,106: 17,369 14,039 212 12,487 15,798 30,068 30,049: 38 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 22: 786 314 -1 -745 -279 40 34: -18 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 46.6 0.7 41.5 52.5 99.9 99.8: 0.1 0.2
Old : 100.0: 57.7 46.6 0.7 41.5 52.5 99.9 99.8: 0.1 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 : 39: 5 12 1 6 16 12 28:
Old : 39: 5 12 1 6 16 12 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 : 90.8 45.0 99.2 70.2 90.8 45.0 98.8 70.2
Old : 90.8 45.0 99.2 70.2 90.8 45.0 98.8 70.2
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, August 28, 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 : 19,341: 15,553 8,884 9 3,768 10,364 19,330 19,257: 11 84
Old : 19,341: 15,553 8,884 9 3,768 10,364 19,330 19,257: 11 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2018 :
: 747: 760 196 0 -7 572 753 768: -6 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 45.9 0.0 19.5 53.6 99.9 99.6: 0.1 0.4
Old : 100.0: 80.4 45.9 0.0 19.5 53.6 99.9 99.6: 0.1 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 : 29: 5 9 1 3 12 9 21:
Old : 29: 5 9 1 3 12 9 21:
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 : 96.3 50.6 99.9 79.4 96.3 50.6 99.9 79.3
Old : 96.3 50.6 99.9 79.4 96.3 50.6 99.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2018