WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 682,492: 118,640 147,759 250,739 269,165 234,087 638,543 632,585: 43,949 49,907
Old : 537,119: 113,714 130,925 195,527 192,790 174,299 502,032 500,752: 35,087 36,367
Other: 145,373: 30,727 42,635 29,410 76,374 59,788 136,511 131,833: 8,862 13,540
: : :
: : Changes in Commitments from: October 30, 2018 :
: -4,616: -625 -2,284 4,220 -6,914 -4,043 -3,319 -2,107: -1,297 -2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.6 36.7 39.4 34.3 93.6 92.7: 6.4 7.3
Old : 100.0: 21.2 24.4 36.4 35.9 32.5 93.5 93.2: 6.5 6.8
Other: 100.0: 21.1 29.3 20.2 52.5 41.1 93.9 90.7: 6.1 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 456: 148 128 184 129 137 375 368:
Old : 449: 154 124 167 123 127 358 347:
Other: 221: 41 68 43 55 95 126 179:
:----------------------------------------------------------------------------------------------------
: 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 9.5 20.9 16.6 7.2 6.2 12.0 10.9
Old : 12.2 10.4 20.7 17.7 6.9 7.2 11.7 11.9
Other: 27.0 14.7 42.0 27.8 26.4 14.5 36.5 23.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 20,334: 4,575 1,820 874 14,471 16,821 19,920 19,515: 414 818
Old : 18,144: 3,875 1,920 774 13,101 14,781 17,750 17,475: 394 668
Other: 2,190: 800 0 0 1,370 2,040 2,170 2,040: 20 150
: : :
: : Changes in Commitments from: October 30, 2018 :
: -3,112: -710 140 -176 -2,324 -3,157 -3,209 -3,193: 97 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.0 4.3 71.2 82.7 98.0 96.0: 2.0 4.0
Old : 100.0: 21.4 10.6 4.3 72.2 81.5 97.8 96.3: 2.2 3.7
Other: 100.0: 36.5 0.0 0.0 62.6 93.2 99.1 93.2: 0.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 4 18 17 25 21:
Old : 26: 3 2 3 16 16 21 20:
Other: 11: 2 0 0 5 4 7 4:
:----------------------------------------------------------------------------------------------------
: 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 : 52.1 52.6 70.5 74.9 45.8 46.3 58.9 62.4
Old : 57.6 58.9 77.2 78.5 55.7 51.0 67.7 66.1
Other: 78.5 93.2 99.1 93.2 78.5 93.2 99.1 93.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 359,999: 92,088 71,269 89,766 149,530 171,306 331,384 332,340: 28,615 27,658
Old : 308,797: 99,426 78,592 59,121 125,687 149,480 284,234 287,194: 24,563 21,602
Other: 51,202: 19,353 19,367 3,954 23,844 21,826 47,150 45,146: 4,052 6,056
: : :
: : Changes in Commitments from: October 30, 2018 :
: 10,182: 1,328 -1,927 3,757 5,934 8,341 11,019 10,171: -836 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 19.8 24.9 41.5 47.6 92.1 92.3: 7.9 7.7
Old : 100.0: 32.2 25.5 19.1 40.7 48.4 92.0 93.0: 8.0 7.0
Other: 100.0: 37.8 37.8 7.7 46.6 42.6 92.1 88.2: 7.9 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 89 54 83 96 103 221 214:
Old : 271: 87 60 63 94 94 210 190:
Other: 162: 33 32 17 41 79 79 123:
:----------------------------------------------------------------------------------------------------
: 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 19.4 25.0 27.1 9.5 13.4 16.8 19.8
Old : 16.4 21.4 27.5 29.5 12.7 14.5 19.5 21.8
Other: 23.1 28.2 39.6 43.7 23.1 27.4 39.2 39.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 2,139,071: 371,056 281,242 642,939 903,169 970,362 1,917,163 1,894,542: 221,908 244,529
Old : 1,914,090: 357,511 318,236 558,234 801,712 835,837 1,717,457 1,712,308: 196,632 201,782
Other: 224,981: 69,122 18,584 29,127 101,456 134,524 199,706 182,235: 25,276 42,746
: : :
: : Changes in Commitments from: October 30, 2018 :
: 69,244: 8,780 -5,461 50,213 1,920 32,066 60,912 76,819: 8,332 -7,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.1 30.1 42.2 45.4 89.6 88.6: 10.4 11.4
Old : 100.0: 18.7 16.6 29.2 41.9 43.7 89.7 89.5: 10.3 10.5
Other: 100.0: 30.7 8.3 12.9 45.1 59.8 88.8 81.0: 11.2 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 208 153 240 388 407 725 695:
Old : 860: 199 171 217 383 403 704 679:
Other: 454: 72 53 49 121 266 214 352:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 8.1 19.2 14.0 9.3 4.5 13.7 8.1
Old : 13.9 7.4 19.8 13.2 12.8 5.7 17.6 9.9
Other: 19.0 32.5 31.2 41.2 18.3 30.5 28.6 37.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 7,463: 2,726 1,311 648 1,518 3,745 4,892 5,705: 2,571 1,758
Old : 7,446: 2,726 1,311 648 1,518 3,739 4,892 5,699: 2,554 1,747
Other: 17: 0 0 0 0 6 0 6: 17 11
: : :
: : Changes in Commitments from: October 30, 2018 :
: -111: -138 -151 -81 142 84 -77 -147: -34 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 17.6 8.7 20.3 50.2 65.6 76.4: 34.4 23.6
Old : 100.0: 36.6 17.6 8.7 20.4 50.2 65.7 76.5: 34.3 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 35.3 0.0 35.3: 100.0 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 9 7 9 9 29 20:
Old : 37: 14 9 7 9 9 29 20:
Other: 2: 0 0 0 0 2 0 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 : 28.1 48.8 40.4 60.4 28.1 43.0 38.9 53.3
Old : 28.1 48.9 40.5 60.5 28.1 43.1 39.0 53.4
Other: 0.0 35.3 0.0 35.3 0.0 35.3 0.0 35.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 863,966: 129,654 165,206 249,405 421,626 349,630 800,684 764,240: 63,281 99,725
Old : 812,078: 133,901 153,804 228,452 392,693 340,351 755,045 722,607: 57,033 89,471
Other: 51,888: 10,251 25,900 6,455 28,934 9,278 45,639 41,633: 6,249 10,255
: : :
: : Changes in Commitments from: October 30, 2018 :
: 6,838: 1,929 -31,267 14,803 -10,152 23,276 6,579 6,811: 258 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.1 28.9 48.8 40.5 92.7 88.5: 7.3 11.5
Old : 100.0: 16.5 18.9 28.1 48.4 41.9 93.0 89.0: 7.0 11.0
Other: 100.0: 19.8 49.9 12.4 55.8 17.9 88.0 80.2: 12.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 618: 140 195 219 206 221 491 504:
Old : 617: 147 195 214 201 218 483 499:
Other: 239: 33 57 35 66 112 120 186:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 9.8 24.3 16.0 13.9 8.5 20.6 13.0
Old : 17.3 10.3 24.7 16.9 14.4 9.0 20.9 13.8
Other: 28.1 33.9 38.9 44.2 27.8 33.7 38.6 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 590,032: 101,723 123,158 168,794 280,142 264,961 550,659 556,914: 39,372 33,118
Old : 557,055: 105,126 123,721 154,188 263,614 249,491 522,927 527,400: 34,128 29,655
Other: 32,977: 3,845 6,684 7,359 16,528 15,471 27,733 29,514: 5,244 3,462
: : :
: : Changes in Commitments from: October 30, 2018 :
: 10,722: -2,481 -1,311 14,908 -1,630 -2,455 10,797 11,142: -75 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 20.9 28.6 47.5 44.9 93.3 94.4: 6.7 5.6
Old : 100.0: 18.9 22.2 27.7 47.3 44.8 93.9 94.7: 6.1 5.3
Other: 100.0: 11.7 20.3 22.3 50.1 46.9 84.1 89.5: 15.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 97 98 126 97 83 272 261:
Old : 344: 100 102 124 97 83 272 259:
Other: 82: 15 21 22 34 18 64 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 21.8 21.7 27.8 9.9 16.6 16.0 21.4
Old : 15.6 21.8 22.3 27.8 10.8 16.7 17.0 21.8
Other: 28.3 37.8 44.1 59.3 18.4 27.5 28.9 43.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 1,183,708: 107,834 168,675 173,044 750,851 635,898 1,031,729 977,617: 151,979 206,091
Old : 1,183,708: 107,834 168,675 173,044 750,851 635,898 1,031,729 977,617: 151,979 206,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 71,120: 6,243 -3,108 27,213 35,649 36,101 69,105 60,205: 2,015 10,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.2 14.6 63.4 53.7 87.2 82.6: 12.8 17.4
Old : 100.0: 9.1 14.2 14.6 63.4 53.7 87.2 82.6: 12.8 17.4
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 : 208: 43 37 53 105 105 166 177:
Old : 208: 43 37 53 105 105 166 177:
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 : 22.0 20.5 30.9 29.7 16.4 15.7 22.5 21.9
Old : 22.0 20.5 30.9 29.7 16.4 15.7 22.5 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 1,072,444: 97,517 358,119 17,967 809,268 576,984 924,752 953,071: 147,692 119,373
Old : 1,072,444: 97,517 358,119 17,967 809,268 576,984 924,752 953,071: 147,692 119,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 4,789: -2,622 7,210 -629 4,241 -1,249 990 5,332: 3,800 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 33.4 1.7 75.5 53.8 86.2 88.9: 13.8 11.1
Old : 100.0: 9.1 33.4 1.7 75.5 53.8 86.2 88.9: 13.8 11.1
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 : 132: 17 24 21 70 65 99 98:
Old : 132: 17 24 21 70 65 99 98:
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 30.7 35.8 43.1 15.9 30.7 28.4 41.4
Old : 22.5 30.7 35.8 43.1 15.9 30.7 28.4 41.4
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, November 06, 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 : 2,287: 378 1,171 1 1,598 728 1,977 1,900: 310 387
Old : 2,287: 378 1,171 1 1,598 728 1,977 1,900: 310 387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -298: 22 -150 1 -303 -98 -280 -247: -18 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 51.2 0.0 69.9 31.8 86.4 83.1: 13.6 16.9
Old : 100.0: 16.5 51.2 0.0 69.9 31.8 86.4 83.1: 13.6 16.9
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 : 25: 4 10 1 8 9 13 19:
Old : 25: 4 10 1 8 9 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 50.4 77.4 64.8 54.7 50.4 70.6 64.4
Old : 57.5 50.4 77.4 64.8 54.7 50.4 70.6 64.4
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, November 06, 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 : 568,861: 99,776 47,265 145,727 266,314 335,177 511,817 528,169: 57,044 40,692
Old : 525,000: 102,510 46,852 134,428 234,386 306,725 471,324 488,004: 53,676 36,996
Other: 43,861: 2,387 5,535 6,178 31,928 28,452 40,493 40,165: 3,368 3,696
: : :
: : Changes in Commitments from: October 30, 2018 :
: -24,391: -7,222 -5,398 -8,486 -10,020 -8,695 -25,728 -22,579: 1,337 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 8.3 25.6 46.8 58.9 90.0 92.8: 10.0 7.2
Old : 100.0: 19.5 8.9 25.6 44.6 58.4 89.8 93.0: 10.2 7.0
Other: 100.0: 5.4 12.6 14.1 72.8 64.9 92.3 91.6: 7.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 93 59 106 122 104 269 232:
Old : 301: 101 58 105 122 100 268 226:
Other: 104: 15 22 21 50 29 77 61:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 27.2 18.4 35.0 7.2 21.9 11.5 27.4
Old : 12.1 27.2 17.4 35.0 7.5 22.9 11.7 28.7
Other: 42.9 44.5 56.7 55.4 37.5 30.9 45.6 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 9,020: 1,063 2,493 694 5,991 4,829 7,748 8,016: 1,272 1,005
Old : 9,020: 1,063 2,493 694 5,991 4,829 7,748 8,016: 1,272 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -116: -95 110 -11 -53 59 -159 158: 42 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 27.6 7.7 66.4 53.5 85.9 88.9: 14.1 11.1
Old : 100.0: 11.8 27.6 7.7 66.4 53.5 85.9 88.9: 14.1 11.1
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 : 47: 13 8 11 17 16 34 33:
Old : 47: 13 8 11 17 16 34 33:
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 : 54.4 41.5 64.7 62.1 53.6 37.8 63.2 56.6
Old : 54.4 41.5 64.7 62.1 53.6 37.8 63.2 56.6
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, November 06, 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 : 2,506,898: 450,979 781,615 232,076 1,684,526 1,318,197 2,367,581 2,331,888: 139,316 175,010
Old : 2,506,898: 450,979 781,615 232,076 1,684,526 1,318,197 2,367,581 2,331,888: 139,316 175,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 26,384: -40,836 -33,510 76,824 -11,357 -18,082 24,631 25,232: 1,753 1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 31.2 9.3 67.2 52.6 94.4 93.0: 5.6 7.0
Old : 100.0: 18.0 31.2 9.3 67.2 52.6 94.4 93.0: 5.6 7.0
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 : 351: 57 81 46 163 141 249 239:
Old : 351: 57 81 46 163 141 249 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 19.6 28.7 33.1 12.4 16.7 20.1 26.2
Old : 20.3 19.6 28.7 33.1 12.4 16.7 20.1 26.2
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, November 06, 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 : 5,455,747: 584,632 1,030,305 937,631 3,541,080 2,971,144 5,063,343 4,939,080: 392,404 516,667
Old : 5,455,747: 584,632 1,030,305 937,631 3,541,080 2,971,144 5,063,343 4,939,080: 392,404 516,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 395,060: 5,246 -13,297 223,305 215,893 196,863 444,444 406,871: -49,385 -11,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 18.9 17.2 64.9 54.5 92.8 90.5: 7.2 9.5
Old : 100.0: 10.7 18.9 17.2 64.9 54.5 92.8 90.5: 7.2 9.5
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 : 493: 87 98 117 249 258 397 412:
Old : 493: 87 98 117 249 258 397 412:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.0 29.8 25.8 17.7 15.0 24.4 21.4
Old : 21.8 17.0 29.8 25.8 17.7 15.0 24.4 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, November 06, 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 : 667,290: 78,529 83,900 6,948 472,398 403,515 557,875 494,363: 109,415 172,927
Old : 667,290: 78,529 83,900 6,948 472,398 403,515 557,875 494,363: 109,415 172,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 16,470: 5,641 2,210 475 7,963 13,626 14,079 16,311: 2,391 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.6 1.0 70.8 60.5 83.6 74.1: 16.4 25.9
Old : 100.0: 11.8 12.6 1.0 70.8 60.5 83.6 74.1: 16.4 25.9
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 : 109: 14 15 10 62 58 85 74:
Old : 109: 14 15 10 62 58 85 74:
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 : 32.8 18.4 43.3 26.9 30.9 16.3 38.3 24.7
Old : 32.8 18.4 43.3 26.9 30.9 16.3 38.3 24.7
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, November 06, 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 : 5,187,309: 583,122 1,170,573 492,975 3,786,276 3,112,824 4,862,373 4,776,372: 324,936 410,937
Old : 5,187,309: 583,122 1,170,573 492,975 3,786,276 3,112,824 4,862,373 4,776,372: 324,936 410,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 175,468: 4,325 38,714 63,128 97,505 68,348 164,959 170,190: 10,509 5,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.6 9.5 73.0 60.0 93.7 92.1: 6.3 7.9
Old : 100.0: 11.2 22.6 9.5 73.0 60.0 93.7 92.1: 6.3 7.9
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 : 358: 53 79 71 172 179 265 289:
Old : 358: 53 79 71 172 179 265 289:
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 : 33.0 17.2 45.8 28.6 26.3 14.2 37.4 22.8
Old : 33.0 17.2 45.8 28.6 26.3 14.2 37.4 22.8
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, November 06, 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 : 1,803,865: 163,155 226,074 527,194 1,075,548 994,338 1,765,897 1,747,606: 37,967 56,259
Old : 1,803,865: 163,155 226,074 527,194 1,075,548 994,338 1,765,897 1,747,606: 37,967 56,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -173,791: -5,586 -12,491 -15,312 -156,428 -143,531 -177,326 -171,334: 3,535 -2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.5 29.2 59.6 55.1 97.9 96.9: 2.1 3.1
Old : 100.0: 9.0 12.5 29.2 59.6 55.1 97.9 96.9: 2.1 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 : 153: 31 41 49 63 70 122 138:
Old : 153: 31 41 49 63 70 122 138:
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 : 30.3 24.2 43.4 38.0 18.5 13.6 23.9 19.4
Old : 30.3 24.2 43.4 38.0 18.5 13.6 23.9 19.4
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, November 06, 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 : 42,974: 17,953 7,052 1,584 16,437 26,915 35,973 35,551: 7,000 7,423
Old : 42,974: 17,953 7,052 1,584 16,437 26,915 35,973 35,551: 7,000 7,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,206: 325 -1,417 -2,118 718 288 -1,075 -3,246: -1,131 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 16.4 3.7 38.2 62.6 83.7 82.7: 16.3 17.3
Old : 100.0: 41.8 16.4 3.7 38.2 62.6 83.7 82.7: 16.3 17.3
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 : 109: 33 23 11 36 28 75 56:
Old : 109: 33 23 11 36 28 75 56:
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 : 28.4 37.1 39.3 50.2 27.7 37.1 38.4 50.1
Old : 28.4 37.1 39.3 50.2 27.7 37.1 38.4 50.1
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, November 06, 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 : 85,948: 35,906 14,104 3,167 32,874 53,829 71,947 71,101: 14,001 14,846
Old : 85,948: 35,906 14,104 3,167 32,874 53,829 71,947 71,101: 14,001 14,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -4,413: 651 -2,833 -4,236 1,435 577 -2,150 -6,492: -2,263 2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 16.4 3.7 38.2 62.6 83.7 82.7: 16.3 17.3
Old : 100.0: 41.8 16.4 3.7 38.2 62.6 83.7 82.7: 16.3 17.3
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 : 109: 33 23 11 36 28 75 56:
Old : 109: 33 23 11 36 28 75 56:
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 : 28.4 37.1 39.3 50.2 27.7 37.1 38.4 50.1
Old : 28.4 37.1 39.3 50.2 27.7 37.1 38.4 50.1
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, November 06, 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 : 27,075: 2,793 658 0 23,397 25,969 26,190 26,627: 885 448
Old : 27,075: 2,793 658 0 23,397 25,969 26,190 26,627: 885 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 2: 145 204 0 634 -6 779 198: -777 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.4 0.0 86.4 95.9 96.7 98.3: 3.3 1.7
Old : 100.0: 10.3 2.4 0.0 86.4 95.9 96.7 98.3: 3.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 2 0 10 10 14 12:
Old : 23: 4 2 0 10 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 85.3 89.2 96.0 64.3 85.3 88.5 95.3
Old : 64.3 85.3 89.2 96.0 64.3 85.3 88.5 95.3
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, November 06, 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 : 34,893: 25,702 8,725 2,844 6,111 23,303 34,657 34,872: 236 21
Old : 34,893: 25,702 8,725 2,844 6,111 23,303 34,657 34,872: 236 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 4,855: 5,539 -7,089 0 -700 11,964 4,839 4,875: 16 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 25.0 8.2 17.5 66.8 99.3 99.9: 0.7 0.1
Old : 100.0: 73.7 25.0 8.2 17.5 66.8 99.3 99.9: 0.7 0.1
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 : 45: 27 14 3 3 2 33 16:
Old : 45: 27 14 3 3 2 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 89.3 64.6 96.6 34.5 82.2 62.2 88.0
Old : 36.2 89.3 64.6 96.6 34.5 82.2 62.2 88.0
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, November 06, 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 : 32,077: 21,248 11,513 212 10,514 17,439 31,974 29,164: 103 2,913
Old : 32,077: 21,248 11,513 212 10,514 17,439 31,974 29,164: 103 2,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 414: 2,054 46 0 -1,647 258 407 304: 7 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 35.9 0.7 32.8 54.4 99.7 90.9: 0.3 9.1
Old : 100.0: 66.2 35.9 0.7 32.8 54.4 99.7 90.9: 0.3 9.1
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 : 36: 4 12 1 5 15 10 27:
Old : 36: 4 12 1 5 15 10 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 : 92.4 39.9 99.1 58.7 92.4 39.9 98.8 58.7
Old : 92.4 39.9 99.1 58.7 92.4 39.9 98.8 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 16,944: 14,217 6,437 9 2,652 9,028 16,878 15,474: 66 1,470
Old : 16,944: 14,217 6,437 9 2,652 9,028 16,878 15,474: 66 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 309: 301 54 0 0 339 301 393: 8 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 38.0 0.1 15.7 53.3 99.6 91.3: 0.4 8.7
Old : 100.0: 83.9 38.0 0.1 15.7 53.3 99.6 91.3: 0.4 8.7
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 : 32: 5 13 1 3 11 9 24:
Old : 32: 5 13 1 3 11 9 24:
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 : 96.7 49.6 99.6 74.5 96.7 49.6 99.6 74.5
Old : 96.7 49.6 99.6 74.5 96.7 49.6 99.6 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2018