WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 22, 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 : 498,553: 171,266 129,417 123,206 171,125 202,744 465,597 455,367: 32,956 43,186
Old : 475,226: 171,622 131,790 111,471 162,050 194,853 445,143 438,114: 30,083 37,112
Other: 23,327: 6,981 4,964 4,398 9,075 7,891 20,454 17,253: 2,873 6,074
: : :
: : Changes in Commitments from: May 15, 2018 :
: 27,836: 5,819 -13,386 19,658 -785 19,306 24,692 25,578: 3,144 2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 26.0 24.7 34.3 40.7 93.4 91.3: 6.6 8.7
Old : 100.0: 36.1 27.7 23.5 34.1 41.0 93.7 92.2: 6.3 7.8
Other: 100.0: 29.9 21.3 18.9 38.9 33.8 87.7 74.0: 12.3 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 132 122 130 92 112 305 301:
Old : 403: 136 125 122 89 112 297 296:
Other: 124: 18 30 16 25 55 56 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 12.1 21.5 19.7 11.8 9.9 20.0 16.6
Old : 13.6 12.6 22.5 20.4 12.4 10.2 21.0 17.2
Other: 38.0 19.5 55.1 30.8 37.5 11.8 48.4 20.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, May 22, 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 : 17,600: 7,060 600 200 10,190 16,590 17,450 17,390: 150 210
Old : 17,600: 7,060 600 200 10,190 16,590 17,450 17,390: 150 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 2,960: 1,810 -100 0 1,100 3,210 2,910 3,110: 50 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.4 1.1 57.9 94.3 99.1 98.8: 0.9 1.2
Old : 100.0: 40.1 3.4 1.1 57.9 94.3 99.1 98.8: 0.9 1.2
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 : 22: 4 3 1 8 12 13 15:
Old : 22: 4 3 1 8 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 68.1 92.8 87.2 59.4 59.8 75.2 72.9
Old : 71.5 68.1 92.8 87.2 59.4 59.8 75.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 22, 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 : 268,541: 91,114 32,118 53,764 101,872 158,469 246,750 244,351: 21,791 24,190
Old : 261,348: 91,140 32,212 52,137 96,963 155,831 240,240 240,180: 21,108 21,168
Other: 7,193: 1,218 1,150 383 4,909 2,638 6,510 4,171: 683 3,022
: : :
: : Changes in Commitments from: May 15, 2018 :
: 5,938: 818 -1,819 -522 4,801 8,128 5,097 5,787: 841 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 12.0 20.0 37.9 59.0 91.9 91.0: 8.1 9.0
Old : 100.0: 34.9 12.3 19.9 37.1 59.6 91.9 91.9: 8.1 8.1
Other: 100.0: 16.9 16.0 5.3 68.2 36.7 90.5 58.0: 9.5 42.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 90 47 74 74 89 200 186:
Old : 260: 92 49 73 70 89 196 185:
Other: 71: 7 12 4 12 47 21 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 : 15.2 22.2 24.5 32.2 9.2 15.7 16.4 22.6
Old : 15.6 22.8 25.1 32.9 9.5 17.6 16.8 24.7
Other: 71.6 21.2 82.3 30.4 71.3 17.8 78.7 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 22, 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 : 1,884,621: 632,919 232,581 347,257 747,444 1,067,754 1,727,620 1,647,592: 157,001 237,029
Old : 1,097,230: 474,216 317,450 142,155 387,215 540,598 1,003,586 1,000,203: 93,644 97,027
Other: 787,391: 313,778 70,206 50,027 360,229 527,156 724,034 647,389: 63,357 140,002
: : :
: : Changes in Commitments from: May 15, 2018 :
: 53,598: 14,739 8,711 26,285 6,738 15,634 47,762 50,630: 5,836 2,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.3 18.4 39.7 56.7 91.7 87.4: 8.3 12.6
Old : 100.0: 43.2 28.9 13.0 35.3 49.3 91.5 91.2: 8.5 8.8
Other: 100.0: 39.9 8.9 6.4 45.7 66.9 92.0 82.2: 8.0 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 918: 237 163 203 286 387 637 672:
Old : 845: 203 170 111 235 337 499 562:
Other: 711: 172 108 88 163 356 384 511:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.0 10.0 16.2 16.4 7.5 7.8 13.2 13.0
Old : 8.7 13.6 15.8 22.4 7.7 13.4 14.2 20.4
Other: 18.3 10.1 28.9 17.8 14.3 8.1 22.2 14.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 22, 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 : 5,248: 1,357 1,389 0 1,157 1,856 2,514 3,245: 2,734 2,003
Old : 5,248: 1,357 1,389 0 1,157 1,856 2,514 3,245: 2,734 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -336: 8 -174 -74 -226 -60 -292 -308: -44 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.5 0.0 22.0 35.4 47.9 61.8: 52.1 38.2
Old : 100.0: 25.9 26.5 0.0 22.0 35.4 47.9 61.8: 52.1 38.2
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 : 28: 7 10 0 10 5 17 15:
Old : 28: 7 10 0 10 5 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.3 40.6 51.5 28.2 36.7 40.6 50.4
Old : 28.2 37.3 40.6 51.5 28.2 36.7 40.6 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 22, 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 : 897,471: 231,529 88,059 130,038 483,470 577,406 845,037 795,503: 52,434 101,968
Old : 458,127: 167,500 90,835 36,449 226,390 292,659 430,339 419,943: 27,788 38,184
Other: 439,344: 108,450 41,645 49,168 257,080 284,747 414,698 375,560: 24,646 63,784
: : :
: : Changes in Commitments from: May 15, 2018 :
: 18,635: -13,670 -1,492 4,287 25,432 16,006 16,049 18,801: 2,586 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.8 14.5 53.9 64.3 94.2 88.6: 5.8 11.4
Old : 100.0: 36.6 19.8 8.0 49.4 63.9 93.9 91.7: 6.1 8.3
Other: 100.0: 24.7 9.5 11.2 58.5 64.8 94.4 85.5: 5.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 204 133 183 194 259 489 509:
Old : 612: 170 145 69 122 224 325 409:
Other: 553: 153 110 101 154 234 367 394:
:----------------------------------------------------------------------------------------------------
: 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 16.1 22.4 26.7 10.1 11.8 15.4 18.5
Old : 14.0 22.7 22.5 33.1 14.0 20.0 21.9 28.8
Other: 19.0 16.1 29.7 27.1 9.5 8.0 15.3 13.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 30,828: 15,131 3,895 591 626 7,864 16,348 12,350: 14,480 18,478
Old : 6,308: 4,420 772 466 626 1,599 5,512 2,837: 796 3,471
Other: 24,520: 10,711 3,123 125 0 6,265 10,836 9,513: 13,684 15,007
: : :
: : Changes in Commitments from: May 15, 2018 :
: -25: -24 80 12 -3 49 -15 141: -10 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 12.6 1.9 2.0 25.5 53.0 40.1: 47.0 59.9
Old : 100.0: 70.1 12.2 7.4 9.9 25.3 87.4 45.0: 12.6 55.0
Other: 100.0: 43.7 12.7 0.5 0.0 25.6 44.2 38.8: 55.8 61.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 10 3 1 16 5 29:
Old : 28: 4 9 1 1 15 5 25:
Other: 30: 4 10 3 0 16 4 29:
:----------------------------------------------------------------------------------------------------
: 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 : 51.0 15.4 53.0 22.8 49.1 15.4 50.5 22.7
Old : 77.5 25.3 87.4 36.9 73.9 21.6 79.9 31.1
Other: 44.2 15.8 44.2 23.4 43.7 15.8 43.7 23.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 22, 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 : 515,544: 138,504 136,694 121,224 215,690 227,781 475,418 485,699: 40,126 29,845
Old : 322,024: 146,666 139,994 31,962 118,734 129,703 297,362 301,659: 24,662 20,365
Other: 193,520: 52,093 56,955 29,007 96,956 98,078 178,056 184,040: 15,464 9,480
: : :
: : Changes in Commitments from: May 15, 2018 :
: 3,175: 248 -11,402 3,905 -2,291 12,013 1,862 4,516: 1,313 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 26.5 23.5 41.8 44.2 92.2 94.2: 7.8 5.8
Old : 100.0: 45.5 43.5 9.9 36.9 40.3 92.3 93.7: 7.7 6.3
Other: 100.0: 26.9 29.4 15.0 50.1 50.7 92.0 95.1: 8.0 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 103 101 128 90 76 273 266:
Old : 337: 125 94 73 80 63 225 213:
Other: 237: 63 78 65 59 55 171 161:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 19.2 19.1 26.7 11.9 17.2 18.3 23.4
Old : 15.0 18.9 23.5 27.8 14.7 18.7 22.9 27.6
Other: 15.7 24.6 25.2 35.2 14.8 23.2 24.2 32.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 22, 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 : 908,929: 153,092 158,383 38,102 586,660 510,501 777,854 706,986: 131,075 201,943
Old : 908,929: 153,092 158,383 38,102 586,660 510,501 777,854 706,986: 131,075 201,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 33,688: 4,124 21,269 12,741 18,974 -5,245 35,839 28,765: -2,151 4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.4 4.2 64.5 56.2 85.6 77.8: 14.4 22.2
Old : 100.0: 16.8 17.4 4.2 64.5 56.2 85.6 77.8: 14.4 22.2
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 : 194: 46 26 29 94 87 149 134:
Old : 194: 46 26 29 94 87 149 134:
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 24.0 32.4 33.5 17.0 18.2 23.9 25.3
Old : 23.7 24.0 32.4 33.5 17.0 18.2 23.9 25.3
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 - Futures Only, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,050,972: 80,649 275,072 21,033 820,487 623,045 922,169 919,150: 128,803 131,822
Old : 1,050,972: 80,649 275,072 21,033 820,487 623,045 922,169 919,150: 128,803 131,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 15,476: -2,922 3,597 4,148 15,255 -3,854 16,481 3,891: -1,005 11,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 26.2 2.0 78.1 59.3 87.7 87.5: 12.3 12.5
Old : 100.0: 7.7 26.2 2.0 78.1 59.3 87.7 87.5: 12.3 12.5
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 : 130: 17 19 21 75 70 103 99:
Old : 130: 17 19 21 75 70 103 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.5 37.6 44.5 19.2 33.5 30.8 42.9
Old : 24.5 33.5 37.6 44.5 19.2 33.5 30.8 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, May 22, 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 : 1,881: 405 343 440 690 881 1,535 1,664: 346 217
Old : 1,881: 405 343 440 690 881 1,535 1,664: 346 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 52: -418 47 134 288 -88 4 93: 48 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 18.2 23.4 36.7 46.8 81.6 88.5: 18.4 11.5
Old : 100.0: 21.5 18.2 23.4 36.7 46.8 81.6 88.5: 18.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 4 8 8 16 15:
Old : 21: 5 5 4 8 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 59.5 71.9 76.3 35.6 36.6 42.4 47.8
Old : 53.9 59.5 71.9 76.3 35.6 36.6 42.4 47.8
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 - Futures Only, May 22, 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 : 519,836: 173,640 28,173 88,409 208,910 372,041 470,959 488,623: 48,877 31,213
Old : 312,137: 154,434 36,879 19,354 103,965 237,833 277,753 294,066: 34,384 18,071
Other: 207,699: 63,559 35,647 24,702 104,945 134,208 193,206 194,557: 14,493 13,142
: : :
: : Changes in Commitments from: May 15, 2018 :
: -3,686: -6,686 2,110 477 -276 -6,959 -6,485 -4,372: 2,799 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 5.4 17.0 40.2 71.6 90.6 94.0: 9.4 6.0
Old : 100.0: 49.5 11.8 6.2 33.3 76.2 89.0 94.2: 11.0 5.8
Other: 100.0: 30.6 17.2 11.9 50.5 64.6 93.0 93.7: 7.0 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 124 43 99 96 103 265 223:
Old : 307: 125 51 51 76 92 218 179:
Other: 223: 73 51 50 68 69 171 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 29.8 18.3 40.9 8.8 28.3 13.3 36.9
Old : 16.0 35.0 23.1 48.9 16.0 34.7 22.7 48.6
Other: 17.2 28.4 25.7 38.2 14.5 27.2 22.3 35.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 22, 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 : 8,148: 1,869 1,349 692 3,553 4,920 6,114 6,961: 2,034 1,187
Old : 5,263: 1,749 1,908 0 1,920 2,414 3,669 4,322: 1,594 941
Other: 2,885: 812 133 0 1,633 2,506 2,445 2,639: 440 246
: : :
: : Changes in Commitments from: May 15, 2018 :
: 5: 202 676 -1 -43 -810 158 -135: -153 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 16.6 8.5 43.6 60.4 75.0 85.4: 25.0 14.6
Old : 100.0: 33.2 36.3 0.0 36.5 45.9 69.7 82.1: 30.3 17.9
Other: 100.0: 28.1 4.6 0.0 56.6 86.9 84.7 91.5: 15.3 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 19 11 11 14 12 37 31:
Old : 51: 17 13 0 11 10 28 23:
Other: 28: 7 7 0 7 7 14 14:
:----------------------------------------------------------------------------------------------------
: 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 : 35.4 46.6 47.4 63.8 35.0 46.6 44.8 60.8
Old : 31.0 40.2 46.2 61.5 31.0 40.2 46.2 61.5
Other: 62.1 70.6 76.9 88.6 62.1 70.6 76.9 88.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 22, 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 : 2,273,024: 467,934 463,410 148,180 1,509,368 1,462,942 2,125,482 2,074,532: 147,542 198,492
Old : 2,273,024: 467,934 463,410 148,180 1,509,368 1,462,942 2,125,482 2,074,532: 147,542 198,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 42,749: 11,087 -24,466 -20,378 39,220 72,026 29,929 27,182: 12,820 15,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.4 6.5 66.4 64.4 93.5 91.3: 6.5 8.7
Old : 100.0: 20.6 20.4 6.5 66.4 64.4 93.5 91.3: 6.5 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 : 344: 60 75 36 142 148 224 238:
Old : 344: 60 75 36 142 148 224 238:
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 : 22.6 20.8 34.1 33.1 15.8 16.3 24.6 23.7
Old : 22.6 20.8 34.1 33.1 15.8 16.3 24.6 23.7
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 - Futures Only, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,074,782: 710,120 1,068,747 271,073 2,744,240 2,114,027 3,725,433 3,453,847: 349,349 620,935
Old : 4,074,782: 710,120 1,068,747 271,073 2,744,240 2,114,027 3,725,433 3,453,847: 349,349 620,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 212,256: 3,435 -19,860 97,596 141,619 128,389 242,650 206,125: -30,394 6,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.2 6.7 67.3 51.9 91.4 84.8: 8.6 15.2
Old : 100.0: 17.4 26.2 6.7 67.3 51.9 91.4 84.8: 8.6 15.2
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 : 450: 73 110 70 183 216 293 360:
Old : 450: 73 110 70 183 216 293 360:
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 : 26.2 13.2 36.4 21.4 24.0 9.6 31.6 16.1
Old : 26.2 13.2 36.4 21.4 24.0 9.6 31.6 16.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, May 22, 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 : 558,775: 59,111 54,592 2,913 383,832 312,833 445,856 370,338: 112,919 188,437
Old : 558,775: 59,111 54,592 2,913 383,832 312,833 445,856 370,338: 112,919 188,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 10,807: -11,601 -23,720 -1,557 12,738 21,258 -420 -4,019: 11,227 14,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.8 0.5 68.7 56.0 79.8 66.3: 20.2 33.7
Old : 100.0: 10.6 9.8 0.5 68.7 56.0 79.8 66.3: 20.2 33.7
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 : 96: 13 10 7 52 58 68 72:
Old : 96: 13 10 7 52 58 68 72:
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 : 34.9 10.5 44.5 19.3 34.7 9.6 42.6 17.8
Old : 34.9 10.5 44.5 19.3 34.7 9.6 42.6 17.8
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 - Futures Only, May 22, 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 : 3,933,642: 541,531 1,171,360 201,512 2,903,390 2,106,794 3,646,433 3,479,666: 287,209 453,976
Old : 3,933,642: 541,531 1,171,360 201,512 2,903,390 2,106,794 3,646,433 3,479,666: 287,209 453,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 88,304: -376 -13,628 53,529 25,163 31,445 78,316 71,346: 9,988 16,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 29.8 5.1 73.8 53.6 92.7 88.5: 7.3 11.5
Old : 100.0: 13.8 29.8 5.1 73.8 53.6 92.7 88.5: 7.3 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 : 363: 60 78 49 154 173 239 277:
Old : 363: 60 78 49 154 173 239 277:
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 : 31.9 17.4 43.6 27.8 26.6 16.4 37.6 23.7
Old : 31.9 17.4 43.6 27.8 26.6 16.4 37.6 23.7
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 - Futures Only, May 22, 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 : 2,199,234: 304,109 224,304 610,435 1,250,636 1,304,954 2,165,180 2,139,693: 34,054 59,541
Old : 2,199,234: 304,109 224,304 610,435 1,250,636 1,304,954 2,165,180 2,139,693: 34,054 59,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: -7,482: 16,082 3,392 -584 -23,362 -13,664 -7,864 -10,856: 382 3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.2 27.8 56.9 59.3 98.5 97.3: 1.5 2.7
Old : 100.0: 13.8 10.2 27.8 56.9 59.3 98.5 97.3: 1.5 2.7
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 : 161: 38 43 59 59 69 130 144:
Old : 161: 38 43 59 59 69 130 144:
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 : 27.1 28.6 43.4 39.9 20.0 17.7 27.9 23.7
Old : 27.1 28.6 43.4 39.9 20.0 17.7 27.9 23.7
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 - Futures Only, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,450: 15,984 8,865 934 25,369 34,949 42,287 44,748: 9,164 6,703
Old : 51,450: 15,984 8,865 934 25,369 34,949 42,287 44,748: 9,164 6,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 339: -127 -2,184 450 -442 2,235 -120 500: 459 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 1.8 49.3 67.9 82.2 87.0: 17.8 13.0
Old : 100.0: 31.1 17.2 1.8 49.3 67.9 82.2 87.0: 17.8 13.0
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 : 97: 33 19 6 26 29 63 50:
Old : 97: 33 19 6 26 29 63 50:
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 : 39.5 34.5 48.1 55.0 39.4 31.8 48.0 51.6
Old : 39.5 34.5 48.1 55.0 39.4 31.8 48.0 51.6
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 - Futures Only, May 22, 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 : 102,900: 31,968 17,730 1,868 50,737 69,897 84,573 89,495: 18,327 13,405
Old : 102,900: 31,968 17,730 1,868 50,737 69,897 84,573 89,495: 18,327 13,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 678: -254 -4,368 899 -884 4,469 -239 1,000: 917 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.2 1.8 49.3 67.9 82.2 87.0: 17.8 13.0
Old : 100.0: 31.1 17.2 1.8 49.3 67.9 82.2 87.0: 17.8 13.0
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 : 97: 33 19 6 26 29 63 50:
Old : 97: 33 19 6 26 29 63 50:
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 : 39.5 34.5 48.1 55.0 39.4 31.8 48.0 51.6
Old : 39.5 34.5 48.1 55.0 39.4 31.8 48.0 51.6
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 - Futures Only, May 22, 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 : 23,012: 210 239 0 21,456 22,023 21,666 22,262: 1,346 750
Old : 23,012: 210 239 0 21,456 22,023 21,666 22,262: 1,346 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.0 93.2 95.7 94.2 96.7: 5.8 3.3
Old : 100.0: 0.9 1.0 0.0 93.2 95.7 94.2 96.7: 5.8 3.3
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 : 20: 1 1 0 8 11 9 12:
Old : 20: 1 1 0 8 11 9 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 : 83.7 71.3 93.2 92.1 83.3 71.3 92.8 92.1
Old : 83.7 71.3 93.2 92.1 83.3 71.3 92.8 92.1
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 - Futures Only, May 22, 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 : 78,801: 68,560 76,873 295 9,727 1,633 78,582 78,801: 219 0
Old : 78,801: 68,560 76,873 295 9,727 1,633 78,582 78,801: 219 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 4,915: 4,861 4,871 44 -7 0 4,898 4,915: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 97.6 0.4 12.3 2.1 99.7 100.0: 0.3 0.0
Old : 100.0: 87.0 97.6 0.4 12.3 2.1 99.7 100.0: 0.3 0.0
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 : 47: 35 8 2 3 1 39 10:
Old : 47: 35 8 2 3 1 39 10:
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 : 70.2 92.2 84.3 99.6 70.0 92.2 84.0 99.5
Old : 70.2 92.2 84.3 99.6 70.0 92.2 84.0 99.5
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 - Futures Only, May 22, 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 : 29,672: 2,599 9,255 264 26,762 20,041 29,625 29,560: 47 112
Old : 29,672: 2,599 9,255 264 26,762 20,041 29,625 29,560: 47 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 329: 556 1,015 0 -250 -691 306 324: 23 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 0.9 90.2 67.5 99.8 99.6: 0.2 0.4
Old : 100.0: 8.8 31.2 0.9 90.2 67.5 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 6 17 1 8 19 15 36:
Old : 49: 6 17 1 8 19 15 36:
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 : 86.2 39.9 96.6 63.1 86.2 39.9 96.6 63.1
Old : 86.2 39.9 96.6 63.1 86.2 39.9 96.6 63.1
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 - Futures Only, May 22, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 19,573: 18,111 8,931 0 1,391 10,594 19,502 19,525: 71 48
Old : 19,573: 18,111 8,931 0 1,391 10,594 19,502 19,525: 71 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2018 :
: 636: 628 2,435 0 -40 -1,775 588 660: 48 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 45.6 0.0 7.1 54.1 99.6 99.8: 0.4 0.2
Old : 100.0: 92.5 45.6 0.0 7.1 54.1 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 15 0 3 13 9 28:
Old : 36: 6 15 0 3 13 9 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.5 42.9 99.2 68.4 91.4 42.9 95.7 68.4
Old : 94.5 42.9 99.2 68.4 91.4 42.9 95.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2018