WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 538,634: 131,111 125,419 188,353 183,033 178,937 502,496 492,709: 36,138 45,926
Old : 375,760: 118,554 112,312 116,869 114,144 116,807 349,567 345,988: 26,193 29,772
Other: 162,874: 40,052 40,603 43,989 68,889 62,129 152,929 146,721: 9,945 16,153
: : :
: : Changes in Commitments from: December 11, 2018 :
: 20,057: 9,123 -8,362 13,501 -5,254 14,928 17,370 20,067: 2,687 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 23.3 35.0 34.0 33.2 93.3 91.5: 6.7 8.5
Old : 100.0: 31.6 29.9 31.1 30.4 31.1 93.0 92.1: 7.0 7.9
Other: 100.0: 24.6 24.9 27.0 42.3 38.1 93.9 90.1: 6.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 131 117 149 106 121 323 310:
Old : 384: 126 116 117 98 114 286 287:
Other: 224: 67 48 56 57 91 153 171:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.1 18.7 17.8 8.8 8.0 14.7 13.8
Old : 9.0 12.4 16.7 21.0 8.8 10.9 15.5 18.4
Other: 22.8 16.9 36.5 28.4 19.4 14.0 27.7 20.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 18,736: 6,550 500 100 11,505 17,178 18,155 17,778: 580 958
Old : 14,567: 5,137 600 0 8,885 13,159 14,022 13,759: 545 808
Other: 4,169: 1,514 0 0 2,620 4,019 4,134 4,019: 35 150
: : :
: : Changes in Commitments from: December 11, 2018 :
: -22: 801 0 -150 -691 169 -41 19: 19 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 2.7 0.5 61.4 91.7 96.9 94.9: 3.1 5.1
Old : 100.0: 35.3 4.1 0.0 61.0 90.3 96.3 94.5: 3.7 5.5
Other: 100.0: 36.3 0.0 0.0 62.8 96.4 99.2 96.4: 0.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 1 14 14 19 16:
Old : 19: 2 2 0 10 12 12 14:
Other: 15: 3 0 0 8 6 11 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 : 62.6 70.0 80.5 85.6 53.5 60.8 64.3 69.8
Old : 77.8 71.3 90.5 87.3 71.0 62.3 77.0 75.2
Other: 57.9 93.9 87.2 96.4 57.8 86.7 82.3 86.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 309,503: 95,466 80,219 70,039 115,102 137,100 280,607 287,358: 28,897 22,145
Old : 251,225: 95,003 81,500 43,170 90,012 111,375 228,185 236,045: 23,040 15,180
Other: 58,279: 18,382 16,638 8,950 25,090 25,725 52,422 51,313: 5,857 6,965
: : :
: : Changes in Commitments from: December 11, 2018 :
: 1,731: -4,208 -8,914 4,668 -227 5,242 232 995: 1,498 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 25.9 22.6 37.2 44.3 90.7 92.8: 9.3 7.2
Old : 100.0: 37.8 32.4 17.2 35.8 44.3 90.8 94.0: 9.2 6.0
Other: 100.0: 31.5 28.5 15.4 43.1 44.1 90.0 88.0: 10.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 87 58 77 88 94 211 198:
Old : 265: 87 55 55 83 88 195 175:
Other: 174: 34 43 24 45 78 94 131:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 17.8 25.1 27.3 12.5 16.8 19.2 24.6
Old : 17.0 19.0 27.3 29.8 14.8 18.4 22.8 27.3
Other: 22.4 25.6 33.8 38.7 19.9 19.8 30.4 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,903,441: 404,698 215,106 481,921 810,009 986,558 1,696,629 1,683,586: 206,812 219,854
Old : 1,610,305: 379,058 263,836 367,855 687,743 809,861 1,434,656 1,441,553: 175,648 168,752
Other: 293,136: 103,248 28,879 36,458 122,266 176,697 261,972 242,034: 31,164 51,102
: : :
: : Changes in Commitments from: December 11, 2018 :
: 2,471: 14,844 -17,564 5,181 -11,941 12,938 8,083 555: -5,612 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.3 25.3 42.6 51.8 89.1 88.4: 10.9 11.6
Old : 100.0: 23.5 16.4 22.8 42.7 50.3 89.1 89.5: 10.9 10.5
Other: 100.0: 35.2 9.9 12.4 41.7 60.3 89.4 82.6: 10.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 849: 205 142 220 366 398 681 672:
Old : 836: 192 160 197 354 387 652 646:
Other: 515: 84 65 56 134 301 239 406:
:----------------------------------------------------------------------------------------------------
: 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 9.7 19.3 15.5 9.6 6.1 13.7 10.3
Old : 15.1 8.8 21.0 14.3 13.7 7.3 18.9 12.3
Other: 22.8 25.0 34.9 34.0 22.3 24.0 31.7 31.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 6,080: 2,605 749 163 1,270 4,089 4,038 5,001: 2,042 1,079
Old : 5,812: 2,603 618 117 1,201 4,061 3,921 4,796: 1,891 1,016
Other: 268: 2 131 46 69 28 117 205: 151 63
: : :
: : Changes in Commitments from: December 11, 2018 :
: -78: 49 -149 -4 -81 98 -36 -56: -42 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 12.3 2.7 20.9 67.3 66.4 82.3: 33.6 17.7
Old : 100.0: 44.8 10.6 2.0 20.7 69.9 67.5 82.5: 32.5 17.5
Other: 100.0: 0.9 48.9 17.1 25.7 10.5 43.6 76.5: 56.4 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 4 4 9 10 26 16:
Old : 32: 15 4 4 8 10 25 16:
Other: 6: 1 1 2 3 1 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 39.8 54.8 50.6 72.8 39.8 53.7 50.6 70.9
Old : 41.6 55.0 53.0 73.8 41.6 54.3 53.0 72.3
Other: 41.7 76.5 43.6 76.5 26.5 59.4 26.5 59.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 876,677: 133,359 116,246 245,015 431,525 412,919 809,899 774,181: 66,777 102,496
Old : 805,194: 135,482 108,537 215,611 393,627 394,282 744,719 718,430: 60,475 86,764
Other: 71,483: 15,050 24,882 12,232 37,899 18,637 65,180 55,751: 6,303 15,732
: : :
: : Changes in Commitments from: December 11, 2018 :
: -6,761: -1,660 -11,528 -2,753 -2,777 9,847 -7,190 -4,434: 429 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.3 27.9 49.2 47.1 92.4 88.3: 7.6 11.7
Old : 100.0: 16.8 13.5 26.8 48.9 49.0 92.5 89.2: 7.5 10.8
Other: 100.0: 21.1 34.8 17.1 53.0 26.1 91.2 78.0: 8.8 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 151 165 230 222 243 508 531:
Old : 622: 161 161 220 215 241 494 526:
Other: 313: 53 73 42 80 151 155 244:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 11.7 22.4 18.8 13.4 11.3 19.6 15.6
Old : 15.6 12.6 22.6 19.6 13.8 12.1 20.1 16.6
Other: 23.0 28.1 32.9 38.3 22.4 28.0 31.5 34.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 508,126: 98,960 109,076 145,563 225,503 223,479 470,026 478,119: 38,100 30,007
Old : 458,234: 102,876 109,801 120,862 203,956 201,614 427,694 432,276: 30,540 25,957
Other: 49,892: 8,721 11,912 12,065 21,546 21,865 42,332 45,842: 7,559 4,049
: : :
: : Changes in Commitments from: December 11, 2018 :
: -25,256: -4,970 -1,279 -8,928 -10,495 -13,422 -24,394 -23,629: -862 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.5 28.6 44.4 44.0 92.5 94.1: 7.5 5.9
Old : 100.0: 22.5 24.0 26.4 44.5 44.0 93.3 94.3: 6.7 5.7
Other: 100.0: 17.5 23.9 24.2 43.2 43.8 84.8 91.9: 15.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 85 87 116 98 80 253 242:
Old : 317: 90 93 110 98 79 251 235:
Other: 108: 21 30 32 41 21 84 68:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 21.7 20.3 28.4 9.5 17.8 14.8 23.1
Old : 14.9 21.1 21.8 28.4 12.1 19.3 18.2 25.1
Other: 24.6 38.0 39.0 53.2 15.9 28.9 27.1 38.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,274,651: 87,567 123,445 202,362 823,740 770,589 1,113,669 1,096,395: 160,983 178,256
Old : 1,274,651: 87,567 123,445 202,362 823,740 770,589 1,113,669 1,096,395: 160,983 178,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 19,720: -802 -8,426 11,761 7,322 27,023 18,281 30,358: 1,440 -10,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.7 15.9 64.6 60.5 87.4 86.0: 12.6 14.0
Old : 100.0: 6.9 9.7 15.9 64.6 60.5 87.4 86.0: 12.6 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 : 194: 42 33 54 97 99 161 164:
Old : 194: 42 33 54 97 99 161 164:
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 : 23.8 24.8 32.1 35.1 16.2 16.2 21.7 23.2
Old : 23.8 24.8 32.1 35.1 16.2 16.2 21.7 23.2
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 18, 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 : 1,088,634: 71,563 346,955 17,238 856,647 628,496 945,448 992,689: 143,185 95,945
Old : 1,088,634: 71,563 346,955 17,238 856,647 628,496 945,448 992,689: 143,185 95,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 4,610: 5,176 -2,567 -583 793 7,858 5,387 4,709: -777 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 31.9 1.6 78.7 57.7 86.8 91.2: 13.2 8.8
Old : 100.0: 6.6 31.9 1.6 78.7 57.7 86.8 91.2: 13.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 18 19 21 71 64 99 94:
Old : 126: 18 19 21 71 64 99 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 33.3 41.6 48.8 21.2 33.2 34.2 46.7
Old : 27.7 33.3 41.6 48.8 21.2 33.2 34.2 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 2,792: 390 985 69 1,985 1,288 2,444 2,342: 348 450
Old : 2,792: 390 985 69 1,985 1,288 2,444 2,342: 348 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -123: -70 -15 -97 70 -54 -97 -166: -26 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 35.3 2.5 71.1 46.1 87.5 83.9: 12.5 16.1
Old : 100.0: 14.0 35.3 2.5 71.1 46.1 87.5 83.9: 12.5 16.1
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 : 27: 5 9 3 10 12 17 23:
Old : 27: 5 9 3 10 12 17 23:
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 : 63.4 48.0 78.0 63.0 57.7 42.3 63.4 53.2
Old : 63.4 48.0 78.0 63.0 57.7 42.3 63.4 53.2
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 18, 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 : 470,693: 79,983 59,604 105,056 228,933 267,252 413,972 431,912: 56,722 38,781
Old : 417,089: 84,006 58,589 91,870 188,466 232,308 364,342 382,766: 52,747 34,323
Other: 53,604: 2,627 7,665 6,536 40,467 34,944 49,630 49,146: 3,974 4,458
: : :
: : Changes in Commitments from: December 11, 2018 :
: -17,696: 910 -3,471 -11,903 -6,400 -2,250 -17,393 -17,623: -303 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 12.7 22.3 48.6 56.8 87.9 91.8: 12.1 8.2
Old : 100.0: 20.1 14.0 22.0 45.2 55.7 87.4 91.8: 12.6 8.2
Other: 100.0: 4.9 14.3 12.2 75.5 65.2 92.6 91.7: 7.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 80 66 95 113 94 250 216:
Old : 292: 91 65 92 113 89 248 209:
Other: 116: 18 24 28 59 35 95 70:
:----------------------------------------------------------------------------------------------------
: 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 26.6 17.8 35.8 8.4 21.9 13.5 28.8
Old : 10.3 27.1 16.6 36.3 9.0 25.2 14.5 32.5
Other: 40.5 44.6 54.0 55.1 30.6 33.5 41.4 41.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 8,282: 830 2,286 574 5,507 3,974 6,910 6,834: 1,372 1,447
Old : 8,282: 830 2,286 574 5,507 3,974 6,910 6,834: 1,372 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 31: -70 537 -6 -138 -513 -214 18: 245 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 27.6 6.9 66.5 48.0 83.4 82.5: 16.6 17.5
Old : 100.0: 10.0 27.6 6.9 66.5 48.0 83.4 82.5: 16.6 17.5
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 : 46: 10 15 11 13 12 29 32:
Old : 46: 10 15 11 13 12 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 38.4 69.0 56.0 59.7 37.7 69.0 55.3
Old : 59.7 38.4 69.0 56.0 59.7 37.7 69.0 55.3
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 18, 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 : 2,654,155: 427,169 754,450 134,491 1,926,948 1,604,012 2,488,607 2,492,952: 165,548 161,203
Old : 2,654,155: 427,169 754,450 134,491 1,926,948 1,604,012 2,488,607 2,492,952: 165,548 161,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 79,112: 80,923 -13,347 6,760 -12,952 97,844 74,731 91,258: 4,380 -12,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 28.4 5.1 72.6 60.4 93.8 93.9: 6.2 6.1
Old : 100.0: 16.1 28.4 5.1 72.6 60.4 93.8 93.9: 6.2 6.1
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 : 351: 56 75 47 153 147 237 241:
Old : 351: 56 75 47 153 147 237 241:
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 : 20.8 25.1 31.9 39.8 17.9 25.1 26.9 36.4
Old : 20.8 25.1 31.9 39.8 17.9 25.1 26.9 36.4
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, December 18, 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 : 5,239,420: 596,947 837,468 904,083 3,286,636 3,026,340 4,787,666 4,767,891: 451,754 471,529
Old : 5,239,420: 596,947 837,468 904,083 3,286,636 3,026,340 4,787,666 4,767,891: 451,754 471,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -6,142: 32,563 -19,557 43,401 -79,842 -11,723 -3,878 12,120: -2,264 -18,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.0 17.3 62.7 57.8 91.4 91.0: 8.6 9.0
Old : 100.0: 11.4 16.0 17.3 62.7 57.8 91.4 91.0: 8.6 9.0
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 : 442: 95 73 98 218 230 350 364:
Old : 442: 95 73 98 218 230 350 364:
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 18.4 28.6 27.6 15.6 16.7 20.9 22.6
Old : 20.3 18.4 28.6 27.6 15.6 16.7 20.9 22.6
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 18, 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 : 699,450: 86,213 120,738 5,149 483,017 413,961 574,379 539,848: 125,071 159,602
Old : 699,450: 86,213 120,738 5,149 483,017 413,961 574,379 539,848: 125,071 159,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -11,739: -1,381 13,150 -2,481 -12,957 -26,780 -16,819 -16,111: 5,080 4,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.3 0.7 69.1 59.2 82.1 77.2: 17.9 22.8
Old : 100.0: 12.3 17.3 0.7 69.1 59.2 82.1 77.2: 17.9 22.8
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 : 108: 14 14 10 59 56 79 74:
Old : 108: 14 14 10 59 56 79 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 : 30.9 21.2 41.0 31.8 30.1 20.7 38.6 29.7
Old : 30.9 21.2 41.0 31.8 30.1 20.7 38.6 29.7
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, December 18, 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 : 5,144,786: 707,179 962,425 417,023 3,687,354 3,377,448 4,811,556 4,756,896: 333,231 387,890
Old : 5,144,786: 707,179 962,425 417,023 3,687,354 3,377,448 4,811,556 4,756,896: 333,231 387,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 53,352: -9,733 -27,439 35,071 21,982 28,274 47,320 35,906: 6,032 17,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.7 8.1 71.7 65.6 93.5 92.5: 6.5 7.5
Old : 100.0: 13.7 18.7 8.1 71.7 65.6 93.5 92.5: 6.5 7.5
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 : 358: 49 78 70 163 187 259 288:
Old : 358: 49 78 70 163 187 259 288:
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 18.7 46.7 29.6 25.9 16.7 37.9 25.4
Old : 33.1 18.7 46.7 29.6 25.9 16.7 37.9 25.4
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, December 18, 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 : 2,281,169: 355,145 354,112 594,807 1,288,754 1,263,207 2,238,707 2,212,126: 42,462 69,043
Old : 2,281,169: 355,145 354,112 594,807 1,288,754 1,263,207 2,238,707 2,212,126: 42,462 69,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 244,267: 178,072 128,916 34,959 23,113 75,850 236,144 239,725: 8,123 4,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 15.5 26.1 56.5 55.4 98.1 97.0: 1.9 3.0
Old : 100.0: 15.6 15.5 26.1 56.5 55.4 98.1 97.0: 1.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 37 45 51 76 79 138 156:
Old : 175: 37 45 51 76 79 138 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 21.9 42.5 34.7 19.4 11.8 26.7 17.6
Old : 27.2 21.9 42.5 34.7 19.4 11.8 26.7 17.6
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, December 18, 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 : 50,214: 15,909 4,187 3,013 23,020 37,237 41,942 44,437: 8,272 5,777
Old : 50,214: 15,909 4,187 3,013 23,020 37,237 41,942 44,437: 8,272 5,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 11,169: 1,707 978 832 7,145 9,659 9,684 11,469: 1,485 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.3 6.0 45.8 74.2 83.5 88.5: 16.5 11.5
Old : 100.0: 31.7 8.3 6.0 45.8 74.2 83.5 88.5: 16.5 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 : 92: 31 16 14 32 33 70 56:
Old : 92: 31 16 14 32 33 70 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 : 36.4 39.5 47.2 55.4 27.2 31.8 34.6 43.0
Old : 36.4 39.5 47.2 55.4 27.2 31.8 34.6 43.0
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 18, 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 : 100,428: 31,818 8,374 6,025 46,040 74,475 83,883 88,874: 16,545 11,554
Old : 100,428: 31,818 8,374 6,025 46,040 74,475 83,883 88,874: 16,545 11,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 22,339: 3,414 1,957 1,664 14,291 19,318 19,369 22,939: 2,970 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.3 6.0 45.8 74.2 83.5 88.5: 16.5 11.5
Old : 100.0: 31.7 8.3 6.0 45.8 74.2 83.5 88.5: 16.5 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 : 92: 31 16 14 32 33 70 56:
Old : 92: 31 16 14 32 33 70 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 : 36.4 39.5 47.2 55.4 27.2 31.8 34.6 43.0
Old : 36.4 39.5 47.2 55.4 27.2 31.8 34.6 43.0
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 18, 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 : 44,468: 2,183 805 0 40,865 42,946 43,048 43,751: 1,420 717
Old : 44,468: 2,183 805 0 40,865 42,946 43,048 43,751: 1,420 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 12,469: -1,320 351 0 13,660 13,115 12,340 13,466: 129 -997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.8 0.0 91.9 96.6 96.8 98.4: 3.2 1.6
Old : 100.0: 4.9 1.8 0.0 91.9 96.6 96.8 98.4: 3.2 1.6
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 : 24: 2 2 0 15 15 17 17:
Old : 24: 2 2 0 15 15 17 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 : 54.4 68.0 79.5 88.5 37.0 48.2 50.4 55.8
Old : 54.4 68.0 79.5 88.5 37.0 48.2 50.4 55.8
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 18, 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 : 49,255: 28,022 33,876 12,962 8,035 2,372 49,019 49,210: 236 45
Old : 49,255: 28,022 33,876 12,962 8,035 2,372 49,019 49,210: 236 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: 12,060: 3,923 4,123 6,717 1,382 1,219 12,022 12,059: 38 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 68.8 26.3 16.3 4.8 99.5 99.9: 0.5 0.1
Old : 100.0: 56.9 68.8 26.3 16.3 4.8 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 : 47: 25 16 6 6 3 34 22:
Old : 47: 25 16 6 6 3 34 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 : 48.5 79.3 68.7 91.7 33.3 55.8 48.4 65.4
Old : 48.5 79.3 68.7 91.7 33.3 55.8 48.4 65.4
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 18, 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 : 25,640: 15,342 10,814 140 10,143 11,665 25,625 22,619: 15 3,021
Old : 25,640: 15,342 10,814 140 10,143 11,665 25,625 22,619: 15 3,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -2,990: -3,101 -113 -32 141 -2,844 -2,992 -2,989: 2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 42.2 0.5 39.6 45.5 99.9 88.2: 0.1 11.8
Old : 100.0: 59.8 42.2 0.5 39.6 45.5 99.9 88.2: 0.1 11.8
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 : 35: 6 11 1 5 13 12 24:
Old : 35: 6 11 1 5 13 12 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 : 94.8 44.1 99.2 64.3 94.8 44.1 98.9 63.7
Old : 94.8 44.1 99.2 64.3 94.8 44.1 98.9 63.7
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, December 18, 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 : 13,383: 12,063 5,303 17 1,277 5,848 13,357 11,168: 26 2,215
Old : 13,383: 12,063 5,303 17 1,277 5,848 13,357 11,168: 26 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2018 :
: -4,226: -2,201 -991 -23 -1,999 -3,464 -4,223 -4,478: -3 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 39.6 0.1 9.5 43.7 99.8 83.4: 0.2 16.6
Old : 100.0: 90.1 39.6 0.1 9.5 43.7 99.8 83.4: 0.2 16.6
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 : 27: 5 11 2 2 9 9 20:
Old : 27: 5 11 2 2 9 9 20:
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 : 95.4 52.1 99.8 71.2 95.4 52.0 99.7 71.1
Old : 95.4 52.1 99.8 71.2 95.4 52.0 99.7 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2018