WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 518,577: 121,987 133,781 174,852 188,287 164,008 485,126 472,642: 33,451 45,935
Old : 370,193: 110,409 118,831 114,250 120,703 106,574 345,362 339,655: 24,831 30,538
Other: 148,384: 36,551 39,923 35,630 67,584 57,434 139,764 132,987: 8,619 15,397
: : :
: : Changes in Commitments from: December 4, 2018 :
: -5,105: 1,765 -4,114 1,028 -5,662 -2,773 -2,869 -5,858: -2,236 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 25.8 33.7 36.3 31.6 93.5 91.1: 6.5 8.9
Old : 100.0: 29.8 32.1 30.9 32.6 28.8 93.3 91.8: 6.7 8.2
Other: 100.0: 24.6 26.9 24.0 45.5 38.7 94.2 89.6: 5.8 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 133 119 149 105 123 319 320:
Old : 389: 138 111 114 98 114 284 291:
Other: 228: 61 57 54 58 91 152 174:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 10.4 19.8 18.2 9.1 7.9 15.4 13.8
Old : 11.5 12.4 19.3 20.7 9.4 10.5 16.2 17.8
Other: 24.7 14.3 37.8 25.9 22.0 12.8 30.5 20.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 18,758: 5,750 500 250 12,196 17,008 18,196 17,758: 562 999
Old : 15,103: 4,302 600 150 10,126 13,504 14,578 14,254: 525 849
Other: 3,654: 1,548 0 0 2,070 3,504 3,618 3,504: 37 150
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,240: -930 0 -174 -281 -696 -1,385 -870: 146 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.7 1.3 65.0 90.7 97.0 94.7: 3.0 5.3
Old : 100.0: 28.5 4.0 1.0 67.0 89.4 96.5 94.4: 3.5 5.6
Other: 100.0: 42.4 0.0 0.0 56.6 95.9 99.0 95.9: 1.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 2 3 14 15 20 19:
Old : 22: 3 2 2 11 13 14 17:
Other: 14: 3 0 0 7 6 10 6:
:----------------------------------------------------------------------------------------------------
: 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 : 62.1 68.0 78.9 82.3 54.6 59.0 66.0 68.0
Old : 74.5 68.1 87.7 83.9 69.2 59.7 75.1 72.2
Other: 64.2 93.1 92.2 95.9 62.1 84.9 85.2 84.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 307,773: 99,674 89,133 65,372 115,328 131,858 280,374 286,363: 27,398 21,410
Old : 252,690: 99,872 90,119 40,962 90,651 106,395 231,485 237,477: 21,204 15,213
Other: 55,083: 17,478 16,690 6,734 24,677 25,463 48,889 48,886: 6,194 6,197
: : :
: : Changes in Commitments from: December 4, 2018 :
: 8,370: 3,637 1,014 3,069 1,794 5,762 8,499 9,845: -129 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 29.0 21.2 37.5 42.8 91.1 93.0: 8.9 7.0
Old : 100.0: 39.5 35.7 16.2 35.9 42.1 91.6 94.0: 8.4 6.0
Other: 100.0: 31.7 30.3 12.2 44.8 46.2 88.8 88.7: 11.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 91 61 77 93 94 214 204:
Old : 272: 86 61 57 88 88 198 182:
Other: 176: 34 43 23 47 79 95 132:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 17.0 26.1 26.5 12.2 16.6 20.4 24.7
Old : 16.6 17.9 28.2 28.9 15.6 17.9 24.6 27.1
Other: 24.9 29.1 36.2 43.6 22.2 23.7 32.3 35.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,900,969: 389,854 232,670 476,741 821,951 973,620 1,688,545 1,683,031: 212,424 217,938
Old : 1,613,675: 368,781 280,890 363,491 699,051 798,485 1,431,322 1,442,865: 182,353 170,810
Other: 287,294: 98,362 29,069 35,961 122,900 175,135 257,223 240,166: 30,071 47,128
: : :
: : Changes in Commitments from: December 4, 2018 :
: 17,724: 7,675 -42,209 2,369 9,817 52,555 19,862 12,715: -2,138 5,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.2 25.1 43.2 51.2 88.8 88.5: 11.2 11.5
Old : 100.0: 22.9 17.4 22.5 43.3 49.5 88.7 89.4: 11.3 10.6
Other: 100.0: 34.2 10.1 12.5 42.8 61.0 89.5 83.6: 10.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 846: 197 142 206 367 407 667 670:
Old : 832: 178 165 182 356 393 637 641:
Other: 508: 83 61 53 135 296 237 396:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 9.8 19.8 15.6 9.6 5.9 13.7 10.3
Old : 15.5 8.6 21.8 14.5 14.1 7.2 19.3 12.3
Other: 23.5 27.5 35.3 36.1 23.1 26.4 32.7 33.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 6,158: 2,557 898 167 1,351 3,991 4,074 5,056: 2,083 1,101
Old : 5,927: 2,556 801 119 1,295 3,962 3,970 4,882: 1,956 1,044
Other: 231: 3 100 45 56 29 104 174: 127 57
: : :
: : Changes in Commitments from: December 4, 2018 :
: 100: -70 154 21 131 -18 81 156: 19 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.6 2.7 21.9 64.8 66.2 82.1: 33.8 17.9
Old : 100.0: 43.1 13.5 2.0 21.8 66.9 67.0 82.4: 33.0 17.6
Other: 100.0: 1.3 43.3 19.5 24.2 12.6 45.0 75.3: 55.0 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 5 4 9 9 26 15:
Old : 31: 13 6 4 8 9 25 15:
Other: 7: 1 1 2 3 2 5 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 : 40.3 57.5 51.0 74.6 40.3 56.7 51.0 73.3
Old : 41.9 58.0 52.9 75.2 41.9 57.4 52.9 74.2
Other: 42.8 75.3 45.0 75.3 25.5 55.9 25.5 55.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 883,438: 135,019 127,774 247,768 434,302 403,072 817,089 778,614: 66,348 104,823
Old : 814,114: 136,515 117,385 220,053 397,431 386,463 753,999 723,902: 60,115 90,212
Other: 69,324: 15,241 27,125 10,978 36,871 16,609 63,090 54,713: 6,234 14,611
: : :
: : Changes in Commitments from: December 4, 2018 :
: -4,408: -8,025 -9,299 -5,638 10,656 5,672 -3,006 -9,265: -1,402 4,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.5 28.0 49.2 45.6 92.5 88.1: 7.5 11.9
Old : 100.0: 16.8 14.4 27.0 48.8 47.5 92.6 88.9: 7.4 11.1
Other: 100.0: 22.0 39.1 15.8 53.2 24.0 91.0 78.9: 9.0 21.1
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 143 171 211 215 239 484 508:
Old : 599: 151 163 204 208 234 472 500:
Other: 290: 48 65 38 77 140 144 224:
:----------------------------------------------------------------------------------------------------
: 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 11.4 22.4 17.7 13.6 10.9 20.2 15.3
Old : 15.2 12.3 22.9 18.6 14.2 11.7 20.7 16.1
Other: 23.5 31.6 33.2 40.8 23.0 31.5 31.7 38.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 533,381: 103,930 110,355 154,492 235,998 236,901 494,420 501,748: 38,961 31,634
Old : 484,216: 108,662 112,544 128,890 215,083 215,200 452,635 456,634: 31,581 27,582
Other: 49,165: 9,432 11,976 11,437 20,915 21,700 41,784 45,113: 7,380 4,052
: : :
: : Changes in Commitments from: December 4, 2018 :
: -21,438: -750 -14,769 -3,111 -18,546 -3,242 -22,407 -21,122: 969 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 20.7 29.0 44.2 44.4 92.7 94.1: 7.3 5.9
Old : 100.0: 22.4 23.2 26.6 44.4 44.4 93.5 94.3: 6.5 5.7
Other: 100.0: 19.2 24.4 23.3 42.5 44.1 85.0 91.8: 15.0 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 87 80 121 96 81 253 245:
Old : 319: 90 89 116 96 80 253 238:
Other: 111: 26 30 29 40 20 85 66:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 21.6 19.6 28.3 8.7 17.3 14.1 22.4
Old : 14.4 21.2 20.9 28.3 10.9 18.7 17.2 24.2
Other: 26.0 37.0 40.1 52.6 15.8 27.7 26.4 38.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,254,931: 88,369 131,870 190,601 816,419 743,566 1,095,388 1,066,037: 159,543 188,894
Old : 1,254,931: 88,369 131,870 190,601 816,419 743,566 1,095,388 1,066,037: 159,543 188,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 57,491: -2,904 -27,194 29,549 24,232 69,528 50,877 71,883: 6,614 -14,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.5 15.2 65.1 59.3 87.3 84.9: 12.7 15.1
Old : 100.0: 7.0 10.5 15.2 65.1 59.3 87.3 84.9: 12.7 15.1
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 : 195: 39 37 54 99 98 162 165:
Old : 195: 39 37 54 99 98 162 165:
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 : 23.7 23.2 32.0 33.8 17.1 15.2 22.7 22.5
Old : 23.7 23.2 32.0 33.8 17.1 15.2 22.7 22.5
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, December 11, 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 : 1,084,024: 66,387 349,522 17,820 855,854 620,637 940,062 987,979: 143,962 96,045
Old : 1,084,024: 66,387 349,522 17,820 855,854 620,637 940,062 987,979: 143,962 96,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 1,227: -9,434 -21,013 -5,827 15,945 35,224 684 8,384: 542 -7,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 32.2 1.6 79.0 57.3 86.7 91.1: 13.3 8.9
Old : 100.0: 6.1 32.2 1.6 79.0 57.3 86.7 91.1: 13.3 8.9
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 : 128: 15 19 23 75 66 103 95:
Old : 128: 15 19 23 75 66 103 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 32.0 40.9 47.0 20.9 31.9 33.4 45.4
Old : 26.9 32.0 40.9 47.0 20.9 31.9 33.4 45.4
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, December 11, 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 : 2,915: 460 1,000 166 1,915 1,342 2,541 2,508: 374 407
Old : 2,915: 460 1,000 166 1,915 1,342 2,541 2,508: 374 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 346: 46 -27 -20 299 363 325 316: 21 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 34.3 5.7 65.7 46.0 87.2 86.0: 12.8 14.0
Old : 100.0: 15.8 34.3 5.7 65.7 46.0 87.2 86.0: 12.8 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 : 28: 6 9 4 8 12 16 24:
Old : 28: 6 9 4 8 12 16 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 : 58.6 41.7 77.8 60.7 53.7 40.0 59.7 50.4
Old : 58.6 41.7 77.8 60.7 53.7 40.0 59.7 50.4
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, December 11, 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 : 488,389: 79,074 63,075 116,958 235,333 269,502 431,364 449,535: 57,024 38,854
Old : 436,075: 83,382 61,675 104,193 195,714 235,929 383,290 401,798: 52,785 34,277
Other: 52,314: 2,270 7,978 6,187 39,618 33,573 48,075 47,738: 4,239 4,576
: : :
: : Changes in Commitments from: December 4, 2018 :
: -9,488: -4,337 2,701 -1,876 -3,216 -11,852 -9,429 -11,026: -60 1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.9 23.9 48.2 55.2 88.3 92.0: 11.7 8.0
Old : 100.0: 19.1 14.1 23.9 44.9 54.1 87.9 92.1: 12.1 7.9
Other: 100.0: 4.3 15.3 11.8 75.7 64.2 91.9 91.3: 8.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 75 64 99 116 94 250 218:
Old : 289: 84 65 98 116 89 249 211:
Other: 113: 18 24 24 58 34 93 66:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 25.4 17.9 34.4 8.4 21.6 13.3 27.8
Old : 10.7 25.9 17.1 35.0 8.7 24.5 13.9 31.4
Other: 41.6 43.2 55.1 53.8 31.7 31.7 42.5 39.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 8,251: 899 1,749 580 5,645 4,487 7,124 6,817: 1,126 1,434
Old : 8,251: 899 1,749 580 5,645 4,487 7,124 6,817: 1,126 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -213: 87 53 -165 -2 -362 -80 -474: -133 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 21.2 7.0 68.4 54.4 86.3 82.6: 13.7 17.4
Old : 100.0: 10.9 21.2 7.0 68.4 54.4 86.3 82.6: 13.7 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 : 47: 12 10 11 16 14 34 31:
Old : 47: 12 10 11 16 14 34 31:
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 : 59.1 40.3 67.5 56.7 59.1 38.4 67.5 54.7
Old : 59.1 40.3 67.5 56.7 59.1 38.4 67.5 54.7
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, December 11, 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 : 2,575,044: 346,246 767,797 127,730 1,939,899 1,506,167 2,413,876 2,401,695: 161,168 173,349
Old : 2,575,044: 346,246 767,797 127,730 1,939,899 1,506,167 2,413,876 2,401,695: 161,168 173,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -87,415: -99,691 -41,433 24,049 -20,838 -66,188 -96,481 -83,573: 9,066 -3,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 29.8 5.0 75.3 58.5 93.7 93.3: 6.3 6.7
Old : 100.0: 13.4 29.8 5.0 75.3 58.5 93.7 93.3: 6.3 6.7
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 : 342: 50 75 44 159 143 240 231:
Old : 342: 50 75 44 159 143 240 231:
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 : 21.3 23.9 32.8 38.9 16.9 23.8 26.3 35.8
Old : 21.3 23.9 32.8 38.9 16.9 23.8 26.3 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 5,245,562: 564,383 857,025 860,683 3,366,478 3,038,064 4,791,544 4,755,771: 454,018 489,791
Old : 5,245,562: 564,383 857,025 860,683 3,366,478 3,038,064 4,791,544 4,755,771: 454,018 489,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 65,618: -64,999 -20,528 72,500 42,670 53,427 50,171 105,399: 15,447 -39,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.3 16.4 64.2 57.9 91.3 90.7: 8.7 9.3
Old : 100.0: 10.8 16.3 16.4 64.2 57.9 91.3 90.7: 8.7 9.3
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 : 438: 90 78 99 216 226 349 360:
Old : 438: 90 78 99 216 226 349 360:
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 : 21.3 18.9 30.0 28.3 16.3 16.8 22.9 23.0
Old : 21.3 18.9 30.0 28.3 16.3 16.8 22.9 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 711,189: 87,594 107,588 7,630 495,974 440,741 591,198 555,959: 119,991 155,230
Old : 711,189: 87,594 107,588 7,630 495,974 440,741 591,198 555,959: 119,991 155,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 19,984: 9,255 14,556 -1,576 5,231 10,176 12,910 23,156: 7,074 -3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.1 1.1 69.7 62.0 83.1 78.2: 16.9 21.8
Old : 100.0: 12.3 15.1 1.1 69.7 62.0 83.1 78.2: 16.9 21.8
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 : 112: 14 13 11 62 61 83 78:
Old : 112: 14 13 11 62 61 83 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 21.7 39.6 31.7 28.8 19.4 38.5 28.8
Old : 29.7 21.7 39.6 31.7 28.8 19.4 38.5 28.8
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, December 11, 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 : 5,091,434: 716,912 989,864 381,952 3,665,372 3,349,174 4,764,236 4,720,990: 327,198 370,444
Old : 5,091,434: 716,912 989,864 381,952 3,665,372 3,349,174 4,764,236 4,720,990: 327,198 370,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 31,681: 33,841 -42,298 12,164 -19,963 62,586 26,042 32,452: 5,639 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.4 7.5 72.0 65.8 93.6 92.7: 6.4 7.3
Old : 100.0: 14.1 19.4 7.5 72.0 65.8 93.6 92.7: 6.4 7.3
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 : 366: 59 66 65 167 192 258 291:
Old : 366: 59 66 65 167 192 258 291:
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 : 33.2 18.7 46.2 29.3 26.3 16.0 37.5 24.7
Old : 33.2 18.7 46.2 29.3 26.3 16.0 37.5 24.7
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, December 11, 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 : 2,036,901: 177,073 225,196 559,848 1,265,641 1,187,357 2,002,562 1,972,401: 34,339 64,501
Old : 2,036,901: 177,073 225,196 559,848 1,265,641 1,187,357 2,002,562 1,972,401: 34,339 64,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 150,286: 26,960 -19,665 6,265 120,422 165,376 153,648 151,977: -3,361 -1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.1 27.5 62.1 58.3 98.3 96.8: 1.7 3.2
Old : 100.0: 8.7 11.1 27.5 62.1 58.3 98.3 96.8: 1.7 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 : 168: 31 47 54 74 76 135 152:
Old : 168: 31 47 54 74 76 135 152:
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 : 28.1 20.5 42.4 34.5 16.4 9.7 21.4 15.5
Old : 28.1 20.5 42.4 34.5 16.4 9.7 21.4 15.5
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, December 11, 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 : 39,045: 14,202 3,209 2,181 15,874 27,578 32,257 32,968: 6,788 6,077
Old : 39,045: 14,202 3,209 2,181 15,874 27,578 32,257 32,968: 6,788 6,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,202: -1,319 -328 1,006 -21 -480 -334 198: -868 -1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.2 5.6 40.7 70.6 82.6 84.4: 17.4 15.6
Old : 100.0: 36.4 8.2 5.6 40.7 70.6 82.6 84.4: 17.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 26 18 11 33 29 65 52:
Old : 91: 26 18 11 33 29 65 52:
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 40.9 47.4 55.4 35.3 40.9 44.9 54.2
Old : 36.2 40.9 47.4 55.4 35.3 40.9 44.9 54.2
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, December 11, 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 : 78,090: 28,404 6,417 4,362 31,749 55,157 64,515 65,935: 13,575 12,154
Old : 78,090: 28,404 6,417 4,362 31,749 55,157 64,515 65,935: 13,575 12,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -2,403: -2,638 -656 2,012 -42 -961 -668 395: -1,735 -2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 8.2 5.6 40.7 70.6 82.6 84.4: 17.4 15.6
Old : 100.0: 36.4 8.2 5.6 40.7 70.6 82.6 84.4: 17.4 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 26 18 11 33 29 65 52:
Old : 91: 26 18 11 33 29 65 52:
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 40.9 47.4 55.4 35.3 40.9 44.9 54.2
Old : 36.2 40.9 47.4 55.4 35.3 40.9 44.9 54.2
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, December 11, 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 : 31,999: 3,503 454 0 27,205 29,831 30,708 30,285: 1,291 1,714
Old : 31,999: 3,503 454 0 27,205 29,831 30,708 30,285: 1,291 1,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 2,672: 594 0 0 2,067 1,268 2,661 1,268: 11 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 1.4 0.0 85.0 93.2 96.0 94.6: 4.0 5.4
Old : 100.0: 10.9 1.4 0.0 85.0 93.2 96.0 94.6: 4.0 5.4
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 : 23: 3 1 0 11 12 14 13:
Old : 23: 3 1 0 11 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 75.4 88.2 91.3 65.8 75.4 87.4 90.9
Old : 65.8 75.4 88.2 91.3 65.8 75.4 87.4 90.9
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, December 11, 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 : 37,195: 24,099 29,753 6,245 6,653 1,153 36,997 37,151: 198 44
Old : 37,195: 24,099 29,753 6,245 6,653 1,153 36,997 37,151: 198 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: 2,462: -1,285 11,476 3,675 78 -12,680 2,468 2,471: -6 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 80.0 16.8 17.9 3.1 99.5 99.9: 0.5 0.1
Old : 100.0: 64.8 80.0 16.8 17.9 3.1 99.5 99.9: 0.5 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: 25 16 4 4 1 33 17:
Old : 45: 25 16 4 4 1 33 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 : 50.0 74.7 73.4 91.1 44.0 60.5 61.3 73.2
Old : 50.0 74.7 73.4 91.1 44.0 60.5 61.3 73.2
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, December 11, 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 : 28,630: 18,443 10,927 172 10,002 14,509 28,617 25,608: 13 3,022
Old : 28,630: 18,443 10,927 172 10,002 14,509 28,617 25,608: 13 3,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -1,218: -701 -784 9 -503 -292 -1,195 -1,067: -23 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 38.2 0.6 34.9 50.7 100.0 89.4: 0.0 10.6
Old : 100.0: 64.4 38.2 0.6 34.9 50.7 100.0 89.4: 0.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 10 3 5 14 12 25:
Old : 34: 5 10 3 5 14 12 25:
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 : 95.5 40.9 99.5 62.0 95.5 40.9 99.1 61.5
Old : 95.5 40.9 99.5 62.0 95.5 40.9 99.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 17,609: 14,264 6,294 40 3,276 9,312 17,580 15,646: 29 1,963
Old : 17,609: 14,264 6,294 40 3,276 9,312 17,580 15,646: 29 1,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2018 :
: -920: -703 -1,763 28 -258 514 -933 -1,221: 13 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 35.7 0.2 18.6 52.9 99.8 88.9: 0.2 11.1
Old : 100.0: 81.0 35.7 0.2 18.6 52.9 99.8 88.9: 0.2 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 : 28: 6 10 4 3 10 11 22:
Old : 28: 6 10 4 3 10 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.6 54.0 99.5 76.8 89.3 47.2 92.9 70.0
Old : 91.6 54.0 99.5 76.8 89.3 47.2 92.9 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2018