WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 470,717 COMMITMENTS 165,447 142,803 103,548 171,910 183,438 440,905 429,789 29,812 40,928 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,638) -490 8,369 -4,921 6,958 -1,603 1,547 1,845 91 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 30.3 22.0 36.5 39.0 93.7 91.3 6.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 120 127 131 90 111 294 306 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 14,640 COMMITMENTS 5,250 700 200 9,090 13,380 14,540 14,280 100 360 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 400) 300 0 0 0 300 300 300 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 4.8 1.4 62.1 91.4 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 1 8 10 13 13 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,603 COMMITMENTS 90,296 33,937 54,286 97,071 150,341 241,653 238,564 20,950 24,039 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,184) -4,407 -886 1,653 5,549 1,757 2,795 2,524 389 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 12.9 20.7 37.0 57.3 92.0 90.8 8.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 88 46 72 76 89 200 186 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,831,023 COMMITMENTS 618,180 223,870 320,972 740,706 1052120 1679858 1596962 151,165 234,061 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 38,219) -5,516 12,327 22,358 12,370 -1,952 29,212 32,733 9,007 5,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 12.2 17.5 40.5 57.5 91.7 87.2 8.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 894) 232 149 184 288 386 617 652 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,584 COMMITMENTS 1,349 1,563 74 1,383 1,916 2,806 3,553 2,778 2,031 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -28) -81 75 74 369 -46 362 103 -390 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 28.0 1.3 24.8 34.3 50.3 63.6 49.7 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 12 1 11 5 19 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 878,836 COMMITMENTS 245,199 89,551 125,751 458,038 561,400 828,988 776,702 49,848 102,134 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 26,785) -2,486 14,513 11,873 17,674 4,068 27,061 30,454 -276 -3,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 10.2 14.3 52.1 63.9 94.3 88.4 5.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670) 190 143 179 196 259 478 513 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 30,853 COMMITMENTS 15,155 3,815 579 629 7,815 16,363 12,209 14,490 18,644 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -307) -287 -119 14 -8 -23 -281 -128 -26 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 12.4 1.9 2.0 25.3 53.0 39.6 47.0 60.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 9 3 1 16 5 28 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 512,369 COMMITMENTS 138,256 148,096 117,319 217,981 215,768 473,556 481,183 38,813 31,186 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -2,843) 2,501 -7,716 6,361 -11,072 -75 -2,210 -1,430 -633 -1,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 28.9 22.9 42.5 42.1 92.4 93.9 7.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 102 108 121 89 75 268 265 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,241 COMMITMENTS 148,968 137,114 25,361 567,686 515,746 742,015 678,221 133,226 197,020 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 17,064) 5,699 80 5,359 11,812 9,922 22,870 15,361 -5,806 1,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 15.7 2.9 64.9 58.9 84.8 77.5 15.2 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 43 26 25 92 85 143 129 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,035,496 COMMITMENTS 83,571 271,475 16,885 805,232 626,899 905,688 915,259 129,808 120,237 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 23,697) 16,822 27,289 510 7,323 -11,323 24,655 16,476 -958 7,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 26.2 1.6 77.8 60.5 87.5 88.4 12.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 17 16 19 71 72 97 98 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,829 COMMITMENTS 823 296 306 402 969 1,531 1,571 298 258 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -235) 137 132 -24 -277 -382 -164 -274 -71 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 16.2 16.7 22.0 53.0 83.7 85.9 16.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 5 5 6 5 17 13 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 523,522 COMMITMENTS 180,326 26,063 87,932 209,186 379,000 477,444 492,995 46,078 30,527 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,752) -5,186 2,252 4,218 9,678 -244 8,710 6,226 -1,958 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 5.0 16.8 40.0 72.4 91.2 94.2 8.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 130 37 99 96 106 267 225 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,143 COMMITMENTS 1,667 673 693 3,596 5,730 5,956 7,096 2,187 1,047 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -783) -293 50 -20 -171 -920 -484 -890 -299 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 8.3 8.5 44.2 70.4 73.1 87.1 26.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 16 6 11 16 14 36 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,230,275 COMMITMENTS 456,847 487,876 168,558 1470148 1390916 2095553 2047350 134,722 182,925 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 142,851) 25,270 2,043 46,670 69,515 93,372 141,455 142,085 1,396 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 21.9 7.6 65.9 62.4 94.0 91.8 6.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 58 82 34 146 146 225 241 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,862,526 COMMITMENTS 706,685 1088607 173,477 2602621 1985638 3482783 3247722 379,743 614,804 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 109,886) 9,007 -17,700 27,460 41,215 64,084 77,682 73,844 32,204 36,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 28.2 4.5 67.4 51.4 90.2 84.1 9.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447) 79 110 68 176 204 289 348 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 547,968 COMMITMENTS 70,712 78,312 4,470 371,094 291,575 446,276 374,357 101,692 173,611 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 9,232) 7,459 1,731 -1,189 7,364 4,247 13,634 4,789 -4,402 4,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 14.3 0.8 67.7 53.2 81.4 68.3 18.6 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 15 12 7 54 55 73 70 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,845,338 COMMITMENTS 541,907 1184988 147,983 2878227 2075349 3568117 3408320 277,221 437,018 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 153,339) -2,543 -16,370 3,626 152,388 154,695 153,471 141,951 -132 11,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 30.8 3.8 74.8 54.0 92.8 88.6 7.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 61 79 43 151 174 239 269 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,206,716 COMMITMENTS 288,027 220,912 611,019 1273998 1318618 2173044 2150549 33,672 56,167 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 47,758) 19,557 -870 38,306 -13,551 8,870 44,312 46,306 3,446 1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 10.0 27.7 57.7 59.8 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 38 43 60 63 71 133 149 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 51,111 COMMITMENTS 16,111 11,049 485 25,811 32,714 42,406 44,248 8,705 6,864 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -440) -665 -4,392 133 -875 3,547 -1,407 -712 967 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 21.6 0.9 50.5 64.0 83.0 86.6 17.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 33 17 6 23 27 61 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 102,222 COMMITMENTS 32,222 22,098 969 51,621 65,428 84,812 88,495 17,410 13,727 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -879) -1,329 -8,784 266 -1,750 7,094 -2,813 -1,424 1,934 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 21.6 0.9 50.5 64.0 83.0 86.6 17.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 33 17 6 23 27 61 45 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 73,886 COMMITMENTS 63,699 72,002 251 9,734 1,633 73,684 73,886 202 0 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -6,541) -6,622 -6,541 0 100 0 -6,522 -6,541 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.2 97.5 0.3 13.2 2.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 33 10 2 3 1 37 12 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,343 COMMITMENTS 2,043 8,240 264 27,012 20,732 29,319 29,236 24 107 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -43) -11 -450 0 14 390 3 -60 -46 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 28.1 0.9 92.1 70.7 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 18 1 8 19 12 37 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,937 COMMITMENTS 17,483 6,496 0 1,431 12,369 18,914 18,865 23 72 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 247) 258 36 0 0 226 258 262 -11 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 92.3 34.3 0.0 7.6 65.3 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 14 0 4 14 11 28
Updated May 18, 2018