WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 613,383: 121,860 127,160 219,272 231,307 220,057 572,440 566,489: 40,943 46,894
Old : 503,174: 114,713 121,184 176,570 178,366 171,417 469,649 469,171: 33,525 34,004
Other: 110,208: 26,522 25,351 23,327 52,941 48,640 102,791 97,318: 7,418 12,890
: : :
: : Changes in Commitments from: September 25, 2018 :
: 27,643: -365 7,294 15,568 11,874 7,802 27,076 30,664: 566 -3,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.7 35.7 37.7 35.9 93.3 92.4: 6.7 7.6
Old : 100.0: 22.8 24.1 35.1 35.4 34.1 93.3 93.2: 6.7 6.8
Other: 100.0: 24.1 23.0 21.2 48.0 44.1 93.3 88.3: 6.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 139 142 174 123 136 367 361:
Old : 441: 141 142 157 118 127 348 342:
Other: 211: 45 58 44 46 95 122 172:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 10.6 19.5 18.4 7.8 6.5 12.7 10.9
Old : 11.2 11.0 19.5 19.3 7.2 6.3 12.7 11.4
Other: 29.9 15.7 44.8 27.4 28.5 14.5 35.3 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 22,639: 4,175 740 600 17,105 19,483 21,880 20,823: 759 1,817
Old : 22,139: 4,175 840 500 16,705 18,983 21,380 20,323: 759 1,817
Other: 500: 100 0 0 400 500 500 500: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 1,855: 412 40 -100 984 924 1,296 864: 559 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.3 2.7 75.6 86.1 96.6 92.0: 3.4 8.0
Old : 100.0: 18.9 3.8 2.3 75.5 85.7 96.6 91.8: 3.4 8.2
Other: 100.0: 20.0 0.0 0.0 80.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 3 4 19 18 27 23:
Old : 32: 6 3 3 18 17 25 22:
Other: 4: 1 0 0 1 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 48.9 50.1 69.9 70.2 46.7 46.2 60.1 56.9
Old : 50.1 50.3 71.5 70.9 49.1 46.3 62.8 57.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 305,546: 89,958 53,471 71,346 118,844 155,676 280,148 280,494: 25,397 25,052
Old : 271,391: 90,540 58,318 52,438 105,876 140,983 248,854 251,739: 22,537 19,652
Other: 34,155: 15,847 11,583 2,479 12,969 14,693 31,295 28,755: 2,861 5,400
: : :
: : Changes in Commitments from: September 25, 2018 :
: 10,774: 1,929 6,106 2,022 6,613 4,061 10,563 12,188: 211 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 17.5 23.4 38.9 51.0 91.7 91.8: 8.3 8.2
Old : 100.0: 33.4 21.5 19.3 39.0 51.9 91.7 92.8: 8.3 7.2
Other: 100.0: 46.4 33.9 7.3 38.0 43.0 91.6 84.2: 8.4 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 83 57 80 87 98 208 207:
Old : 270: 78 68 68 83 90 198 191:
Other: 151: 33 27 17 35 74 72 115:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 18.9 25.0 27.7 10.5 15.1 18.4 21.6
Old : 15.9 21.0 26.3 29.5 12.0 16.9 21.7 23.4
Other: 21.7 26.0 37.3 39.5 21.7 26.0 36.5 39.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 2,101,050: 382,826 379,098 594,883 911,756 902,954 1,889,465 1,876,934: 211,586 224,116
Old : 1,933,713: 372,539 389,473 537,735 833,067 810,085 1,743,340 1,737,293: 190,372 196,419
Other: 167,338: 49,198 28,536 18,237 78,690 92,869 146,124 139,641: 21,214 27,696
: : :
: : Changes in Commitments from: September 25, 2018 :
: -26,865: -3,688 -59,748 6,888 -27,043 23,793 -23,842 -29,067: -3,022 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 18.0 28.3 43.4 43.0 89.9 89.3: 10.1 10.7
Old : 100.0: 19.3 20.1 27.8 43.1 41.9 90.2 89.8: 9.8 10.2
Other: 100.0: 29.4 17.1 10.9 47.0 55.5 87.3 83.4: 12.7 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 877: 204 175 235 372 393 703 696:
Old : 875: 195 193 218 368 389 688 685:
Other: 426: 77 45 40 105 248 197 323:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 8.1 19.8 14.1 9.2 4.9 13.7 8.8
Old : 13.7 6.9 20.0 12.7 11.8 5.3 16.6 9.6
Other: 19.2 38.0 30.8 48.4 18.5 37.3 28.9 45.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 4,723: 1,254 1,093 455 1,238 2,091 2,947 3,639: 1,776 1,084
Old : 4,723: 1,254 1,093 455 1,238 2,091 2,947 3,639: 1,776 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 151: 279 216 -15 -329 28 -65 229: 216 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 23.1 9.6 26.2 44.3 62.4 77.0: 37.6 23.0
Old : 100.0: 26.5 23.1 9.6 26.2 44.3 62.4 77.0: 37.6 23.0
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 : 27: 9 8 7 7 7 20 18:
Old : 27: 9 8 7 7 7 20 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 : 33.1 50.4 47.0 64.2 31.7 44.1 41.7 57.5
Old : 33.1 50.4 47.0 64.2 31.7 44.1 41.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 1,036,462: 147,316 191,924 310,950 509,706 434,764 967,972 937,638: 68,491 98,824
Old : 996,813: 158,085 189,383 287,483 487,567 427,750 933,135 904,616: 63,678 92,197
Other: 39,649: 7,857 21,167 4,841 22,139 7,014 34,837 33,022: 4,813 6,628
: : :
: : Changes in Commitments from: September 25, 2018 :
: 2,773: 738 -19,089 11,455 -7,444 10,770 4,749 3,136: -1,976 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.5 30.0 49.2 41.9 93.4 90.5: 6.6 9.5
Old : 100.0: 15.9 19.0 28.8 48.9 42.9 93.6 90.8: 6.4 9.2
Other: 100.0: 19.8 53.4 12.2 55.8 17.7 87.9 83.3: 12.1 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 705: 199 190 261 227 231 575 565:
Old : 705: 213 185 255 226 230 572 560:
Other: 205: 33 52 28 59 88 108 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 9.1 21.8 15.8 12.2 7.7 17.4 12.2
Old : 15.2 9.5 21.6 16.4 12.0 8.0 17.2 12.6
Other: 28.8 42.3 41.2 53.5 28.7 42.0 41.0 50.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 587,068: 110,882 127,092 160,774 274,799 265,590 546,456 553,456: 40,612 33,612
Old : 560,959: 114,559 127,698 148,887 261,536 254,147 524,982 530,731: 35,977 30,228
Other: 26,109: 2,717 5,788 5,494 13,263 11,443 21,474 22,725: 4,635 3,384
: : :
: : Changes in Commitments from: September 25, 2018 :
: -30,790: 5,369 -29,721 -20,875 -16,233 18,609 -31,739 -31,987: 949 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.6 27.4 46.8 45.2 93.1 94.3: 6.9 5.7
Old : 100.0: 20.4 22.8 26.5 46.6 45.3 93.6 94.6: 6.4 5.4
Other: 100.0: 10.4 22.2 21.0 50.8 43.8 82.2 87.0: 17.8 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 95 107 130 96 80 280 259:
Old : 351: 96 110 127 96 79 280 255:
Other: 60: 7 14 10 29 15 44 35:
:----------------------------------------------------------------------------------------------------
: 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 20.9 20.6 27.6 9.5 17.1 15.3 21.7
Old : 14.0 20.9 20.8 27.9 9.7 17.0 15.6 21.9
Other: 34.5 40.7 50.6 65.4 24.1 35.0 37.8 51.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 1,091,477: 98,770 231,802 140,068 685,495 522,770 924,332 894,640: 167,144 196,837
Old : 1,091,477: 98,770 231,802 140,068 685,495 522,770 924,332 894,640: 167,144 196,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 28,424: -6,941 13,701 7,769 24,034 15,207 24,862 36,678: 3,562 -8,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 21.2 12.8 62.8 47.9 84.7 82.0: 15.3 18.0
Old : 100.0: 9.0 21.2 12.8 62.8 47.9 84.7 82.0: 15.3 18.0
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 : 201: 44 41 57 94 94 160 170:
Old : 201: 44 41 57 94 94 160 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 25.6 29.0 33.9 13.0 17.6 18.9 23.7
Old : 20.8 25.6 29.0 33.9 13.0 17.6 18.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 1,049,278: 92,041 332,872 16,476 799,968 579,469 908,485 928,817: 140,793 120,461
Old : 1,049,278: 92,041 332,872 16,476 799,968 579,469 908,485 928,817: 140,793 120,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 521: 650 7,109 -2,252 7,109 -8,931 5,508 -4,074: -4,986 4,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.7 1.6 76.2 55.2 86.6 88.5: 13.4 11.5
Old : 100.0: 8.8 31.7 1.6 76.2 55.2 86.6 88.5: 13.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 16 24 23 69 65 98 99:
Old : 131: 16 24 23 69 65 98 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 34.2 35.4 46.6 16.3 34.2 28.0 44.9
Old : 22.5 34.2 35.4 46.6 16.3 34.2 28.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 2,380: 520 1,129 197 1,361 666 2,078 1,992: 302 388
Old : 2,380: 520 1,129 197 1,361 666 2,078 1,992: 302 388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -16: -87 -5 -30 113 23 -4 -12: -12 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 47.4 8.3 57.2 28.0 87.3 83.7: 12.7 16.3
Old : 100.0: 21.8 47.4 8.3 57.2 28.0 87.3 83.7: 12.7 16.3
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 : 27: 7 10 3 7 7 15 19:
Old : 27: 7 10 3 7 7 15 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 : 58.9 44.3 78.1 62.1 43.7 36.6 53.2 47.7
Old : 58.9 44.3 78.1 62.1 43.7 36.6 53.2 47.7
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, October 02, 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 : 566,182: 108,750 53,467 132,803 267,495 337,456 509,048 523,727: 57,134 42,456
Old : 531,507: 112,775 54,805 121,654 243,287 316,260 477,717 492,719: 53,791 38,789
Other: 34,675: 1,981 4,668 5,143 24,208 21,196 31,332 31,008: 3,343 3,667
: : :
: : Changes in Commitments from: September 25, 2018 :
: 102: 5,873 1,956 -3,710 -4,359 2,909 -2,196 1,156: 2,298 -1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 9.4 23.5 47.2 59.6 89.9 92.5: 10.1 7.5
Old : 100.0: 21.2 10.3 22.9 45.8 59.5 89.9 92.7: 10.1 7.3
Other: 100.0: 5.7 13.5 14.8 69.8 61.1 90.4 89.4: 9.6 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 105 57 108 116 108 274 242:
Old : 322: 107 60 107 116 107 273 241:
Other: 91: 17 17 19 45 24 73 50:
:----------------------------------------------------------------------------------------------------
: 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 24.8 17.7 33.7 7.3 20.8 11.5 26.5
Old : 11.5 24.4 16.8 33.6 7.3 20.8 11.7 26.8
Other: 38.0 45.1 49.9 58.4 36.3 37.6 44.6 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,774: 1,016 4,299 945 5,909 2,784 7,870 8,028: 1,903 1,746
Old : 9,774: 1,016 4,299 945 5,909 2,784 7,870 8,028: 1,903 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 809: 178 454 296 424 -93 898 657: -88 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 44.0 9.7 60.5 28.5 80.5 82.1: 19.5 17.9
Old : 100.0: 10.4 44.0 9.7 60.5 28.5 80.5 82.1: 19.5 17.9
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 : 52: 15 14 12 18 15 38 37:
Old : 52: 15 14 12 18 15 38 37:
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 : 47.3 39.7 56.7 58.6 45.5 38.9 53.5 57.1
Old : 47.3 39.7 56.7 58.6 45.5 38.9 53.5 57.1
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, October 02, 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 : 2,222,454: 446,457 749,466 94,228 1,545,516 1,197,403 2,086,201 2,041,097: 136,253 181,357
Old : 2,222,454: 446,457 749,466 94,228 1,545,516 1,197,403 2,086,201 2,041,097: 136,253 181,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -57,380: -16,829 -13,184 -39,737 7,171 -5,562 -49,394 -58,483: -7,986 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 33.7 4.2 69.5 53.9 93.9 91.8: 6.1 8.2
Old : 100.0: 20.1 33.7 4.2 69.5 53.9 93.9 91.8: 6.1 8.2
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 : 348: 54 77 42 158 145 235 241:
Old : 348: 54 77 42 158 145 235 241:
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 : 23.5 18.0 32.4 30.8 16.1 17.2 24.7 28.4
Old : 23.5 18.0 32.4 30.8 16.1 17.2 24.7 28.4
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, October 02, 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 : 4,640,560: 422,151 1,172,339 552,496 3,217,622 2,390,130 4,192,269 4,114,966: 448,291 525,595
Old : 4,640,560: 422,151 1,172,339 552,496 3,217,622 2,390,130 4,192,269 4,114,966: 448,291 525,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -99,730: -47,563 -55,865 -33,969 -33,374 -6,470 -114,906 -96,304: 15,176 -3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 25.3 11.9 69.3 51.5 90.3 88.7: 9.7 11.3
Old : 100.0: 9.1 25.3 11.9 69.3 51.5 90.3 88.7: 9.7 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 : 468: 72 108 102 231 234 366 381:
Old : 468: 72 108 102 231 234 366 381:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 16.7 33.2 25.5 21.7 14.0 27.8 21.4
Old : 25.1 16.7 33.2 25.5 21.7 14.0 27.8 21.4
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, October 02, 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 : 619,757: 63,299 85,333 12,108 438,203 354,958 513,610 452,399: 106,147 167,358
Old : 619,757: 63,299 85,333 12,108 438,203 354,958 513,610 452,399: 106,147 167,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 11,650: -5,003 308 1,048 15,864 12,284 11,909 13,640: -259 -1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.8 2.0 70.7 57.3 82.9 73.0: 17.1 27.0
Old : 100.0: 10.2 13.8 2.0 70.7 57.3 82.9 73.0: 17.1 27.0
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 : 105: 10 17 10 60 59 79 77:
Old : 105: 10 17 10 60 59 79 77:
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 16.0 41.6 24.3 28.1 14.2 36.2 20.8
Old : 30.4 16.0 41.6 24.3 28.1 14.2 36.2 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 4,612,743: 527,541 1,361,081 327,739 3,436,096 2,461,669 4,291,375 4,150,489: 321,368 462,254
Old : 4,612,743: 527,541 1,361,081 327,739 3,436,096 2,461,669 4,291,375 4,150,489: 321,368 462,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -20,158: -18,480 -20,194 -11,159 13,934 1,456 -15,705 -29,897: -4,453 9,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 29.5 7.1 74.5 53.4 93.0 90.0: 7.0 10.0
Old : 100.0: 11.4 29.5 7.1 74.5 53.4 93.0 90.0: 7.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 55 78 66 157 173 249 280:
Old : 352: 55 78 66 157 173 249 280:
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 : 37.6 18.0 48.5 28.6 29.2 15.1 39.8 22.4
Old : 37.6 18.0 48.5 28.6 29.2 15.1 39.8 22.4
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, October 02, 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 : 1,766,414: 170,079 202,662 442,832 1,116,436 1,064,763 1,729,347 1,710,257: 37,067 56,157
Old : 1,766,414: 170,079 202,662 442,832 1,116,436 1,064,763 1,729,347 1,710,257: 37,067 56,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -75,982: -12,474 -18,283 -23,755 -40,459 -37,837 -76,688 -79,874: 706 3,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.5 25.1 63.2 60.3 97.9 96.8: 2.1 3.2
Old : 100.0: 9.6 11.5 25.1 63.2 60.3 97.9 96.8: 2.1 3.2
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 : 143: 33 34 48 65 65 123 126:
Old : 143: 33 34 48 65 65 123 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 29.6 40.5 43.7 19.4 19.2 25.5 26.6
Old : 28.3 29.6 40.5 43.7 19.4 19.2 25.5 26.6
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, October 02, 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 : 58,109: 33,224 5,907 2,301 14,101 42,465 49,626 50,673: 8,484 7,437
Old : 58,109: 33,224 5,907 2,301 14,101 42,465 49,626 50,673: 8,484 7,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,476: 2,416 80 -274 1,900 2,794 4,041 2,600: -566 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 10.2 4.0 24.3 73.1 85.4 87.2: 14.6 12.8
Old : 100.0: 57.2 10.2 4.0 24.3 73.1 85.4 87.2: 14.6 12.8
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 : 117: 46 19 14 29 32 80 60:
Old : 117: 46 19 14 29 32 80 60:
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 : 24.1 37.5 38.4 53.4 21.3 37.4 35.5 53.4
Old : 24.1 37.5 38.4 53.4 21.3 37.4 35.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 116,219: 66,448 11,813 4,602 28,201 84,930 99,251 101,345: 16,968 14,873
Old : 116,219: 66,448 11,813 4,602 28,201 84,930 99,251 101,345: 16,968 14,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 6,951: 4,832 159 -549 3,800 5,589 8,083 5,200: -1,131 1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 10.2 4.0 24.3 73.1 85.4 87.2: 14.6 12.8
Old : 100.0: 57.2 10.2 4.0 24.3 73.1 85.4 87.2: 14.6 12.8
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 : 117: 46 19 14 29 32 80 60:
Old : 117: 46 19 14 29 32 80 60:
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 : 24.1 37.5 38.4 53.4 21.3 37.4 35.5 53.4
Old : 24.1 37.5 38.4 53.4 21.3 37.4 35.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 02, 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 : 29,442: 3,228 806 0 24,501 28,394 27,729 29,200: 1,713 242
Old : 29,442: 3,228 806 0 24,501 28,394 27,729 29,200: 1,713 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 3,337: -114 132 0 3,359 3,196 3,245 3,328: 92 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.7 0.0 83.2 96.4 94.2 99.2: 5.8 0.8
Old : 100.0: 11.0 2.7 0.0 83.2 96.4 94.2 99.2: 5.8 0.8
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 : 24: 3 2 0 12 11 15 13:
Old : 24: 3 2 0 12 11 15 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 : 62.2 85.1 85.3 96.7 62.2 85.1 84.9 96.2
Old : 62.2 85.1 85.3 96.7 62.2 85.1 84.9 96.2
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, October 02, 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 : 29,891: 21,207 21,391 2,302 6,149 6,066 29,658 29,759: 233 132
Old : 29,891: 21,207 21,391 2,302 6,149 6,066 29,658 29,759: 233 132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: 4,649: 2,145 9,953 1,812 668 -7,145 4,625 4,620: 24 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 71.6 7.7 20.6 20.3 99.2 99.6: 0.8 0.4
Old : 100.0: 70.9 71.6 7.7 20.6 20.3 99.2 99.6: 0.8 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 : 41: 23 14 2 3 3 27 18:
Old : 41: 23 14 2 3 3 27 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 : 62.5 68.7 82.7 92.8 55.5 68.7 75.7 88.8
Old : 62.5 68.7 82.7 92.8 55.5 68.7 75.7 88.8
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, October 02, 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 : 28,938: 17,377 10,270 214 11,308 16,325 28,899 26,809: 39 2,129
Old : 28,938: 17,377 10,270 214 11,308 16,325 28,899 26,809: 39 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -1,662: -1,823 -1,009 0 142 -537 -1,681 -1,546: 19 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 35.5 0.7 39.1 56.4 99.9 92.6: 0.1 7.4
Old : 100.0: 60.0 35.5 0.7 39.1 56.4 99.9 92.6: 0.1 7.4
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 : 38: 4 12 1 7 15 12 27:
Old : 38: 4 12 1 7 15 12 27:
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 : 91.8 46.4 98.9 63.9 91.8 46.4 98.5 63.9
Old : 91.8 46.4 98.9 63.9 91.8 46.4 98.5 63.9
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, October 02, 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 : 16,514: 13,726 7,338 9 2,773 7,543 16,508 14,890: 6 1,624
Old : 16,514: 13,726 7,338 9 2,773 7,543 16,508 14,890: 6 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2018 :
: -452: -557 196 0 125 -476 -432 -280: -20 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 44.4 0.1 16.8 45.7 100.0 90.2: 0.0 9.8
Old : 100.0: 83.1 44.4 0.1 16.8 45.7 100.0 90.2: 0.0 9.8
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 : 29: 4 11 1 4 10 9 21:
Old : 29: 4 11 1 4 10 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 : 96.1 59.3 99.9 77.6 96.1 59.3 99.9 77.6
Old : 96.1 59.3 99.9 77.6 96.1 59.3 99.9 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2018