WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 699,899: 148,933 125,771 260,994 252,531 259,937 662,457 646,702: 37,442 53,197
Old : 651,444: 140,650 126,302 242,402 234,563 238,758 617,616 607,462: 33,828 43,982
Other: 48,455: 18,007 9,193 8,868 17,967 21,179 44,842 39,239: 3,614 9,216
: : :
: : Changes in Commitments from: June 5, 2018 :
: 12,879: -58 -875 13,646 -1,937 -4,020 11,651 8,750: 1,228 4,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.0 37.3 36.1 37.1 94.7 92.4: 5.3 7.6
Old : 100.0: 21.6 19.4 37.2 36.0 36.7 94.8 93.2: 5.2 6.8
Other: 100.0: 37.2 19.0 18.3 37.1 43.7 92.5 81.0: 7.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 130 153 181 108 130 360 369:
Old : 452: 134 156 173 106 130 354 362:
Other: 145: 30 32 29 25 65 72 116:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 10.0 19.8 17.2 8.8 6.0 14.7 10.8
Old : 12.6 10.5 19.9 17.8 8.6 6.3 14.9 11.4
Other: 41.6 21.1 55.0 36.8 40.3 15.8 49.1 24.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 21,750: 8,870 0 300 12,380 21,350 21,550 21,650: 200 100
Old : 21,750: 8,870 0 300 12,380 21,350 21,550 21,650: 200 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 2,460: 1,010 -380 100 1,400 2,900 2,510 2,620: -50 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 1.4 56.9 98.2 99.1 99.5: 0.9 0.5
Old : 100.0: 40.8 0.0 1.4 56.9 98.2 99.1 99.5: 0.9 0.5
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 : 24: 5 0 1 11 15 17 16:
Old : 24: 5 0 1 11 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 71.2 85.7 87.7 62.8 56.8 75.2 70.5
Old : 63.7 71.2 85.7 87.7 62.8 56.8 75.2 70.5
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 318,574: 100,088 22,307 83,777 110,409 185,670 294,273 291,754: 24,301 26,820
Old : 305,611: 99,733 22,095 79,885 102,863 180,432 282,481 282,411: 23,130 23,199
Other: 12,963: 3,435 3,293 812 7,545 5,238 11,792 9,342: 1,171 3,621
: : :
: : Changes in Commitments from: June 5, 2018 :
: -12,149: 892 -3,166 -6,673 -7,546 -1,499 -13,327 -11,338: 1,177 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.0 26.3 34.7 58.3 92.4 91.6: 7.6 8.4
Old : 100.0: 32.6 7.2 26.1 33.7 59.0 92.4 92.4: 7.6 7.6
Other: 100.0: 26.5 25.4 6.3 58.2 40.4 91.0 72.1: 9.0 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 96 44 93 75 94 213 202:
Old : 257: 98 44 93 74 92 211 200:
Other: 88: 14 18 11 16 51 36 74:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 21.8 20.9 30.8 7.3 14.7 13.4 21.0
Old : 12.3 22.7 21.4 31.8 7.7 17.1 14.0 23.6
Other: 66.6 23.1 81.0 35.9 66.1 20.6 77.7 32.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,566,347: 517,101 349,880 765,733 1,048,362 1,170,245 2,331,195 2,285,857: 235,152 280,490
Old : 1,361,289: 344,391 328,289 412,174 489,299 521,587 1,245,864 1,262,051: 115,424 99,238
Other: 1,205,058: 284,603 133,484 241,665 559,062 648,657 1,085,331 1,023,806: 119,728 181,252
: : :
: : Changes in Commitments from: June 5, 2018 :
: 8,139: 5,854 66,270 930 -4,433 -51,208 2,351 15,992: 5,787 -7,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 13.6 29.8 40.9 45.6 90.8 89.1: 9.2 10.9
Old : 100.0: 25.3 24.1 30.3 35.9 38.3 91.5 92.7: 8.5 7.3
Other: 100.0: 23.6 11.1 20.1 46.4 53.8 90.1 85.0: 9.9 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 993: 283 165 289 434 440 839 797:
Old : 899: 236 165 198 386 376 703 663:
Other: 827: 195 141 157 281 411 554 642:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 8.8 17.3 14.5 5.2 4.6 8.7 8.4
Old : 8.7 10.8 15.6 18.7 6.8 8.8 11.5 14.5
Other: 16.6 9.1 24.2 15.4 11.4 5.9 16.6 10.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 5,501: 991 1,208 514 1,449 2,021 2,954 3,742: 2,547 1,759
Old : 5,501: 991 1,208 514 1,449 2,021 2,954 3,742: 2,547 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 44: -186 157 222 491 -138 527 240: -483 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.0 9.3 26.3 36.7 53.7 68.0: 46.3 32.0
Old : 100.0: 18.0 22.0 9.3 26.3 36.7 53.7 68.0: 46.3 32.0
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 : 26: 7 7 4 9 8 16 19:
Old : 26: 7 7 4 9 8 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 26.0 46.2 44.0 28.5 23.7 38.8 40.1
Old : 34.0 26.0 46.2 44.0 28.5 23.7 38.8 40.1
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,158,517: 173,328 132,960 351,218 565,138 558,599 1,089,685 1,042,777: 68,832 115,740
Old : 488,465: 102,451 88,258 135,462 219,085 229,944 456,998 453,664: 31,467 34,800
Other: 670,052: 136,345 110,169 150,289 346,053 328,655 632,687 589,113: 37,365 80,939
: : :
: : Changes in Commitments from: June 5, 2018 :
: 52,885: -18,447 36,180 56,529 7,339 -38,382 45,421 54,328: 7,463 -1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.5 30.3 48.8 48.2 94.1 90.0: 5.9 10.0
Old : 100.0: 21.0 18.1 27.7 44.9 47.1 93.6 92.9: 6.4 7.1
Other: 100.0: 20.3 16.4 22.4 51.6 49.0 94.4 87.9: 5.6 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 238 161 273 227 266 595 599:
Old : 627: 208 131 158 174 231 435 472:
Other: 659: 182 180 189 185 253 474 519:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.2 20.4 17.7 7.5 6.6 11.6 11.0
Old : 15.4 17.6 24.2 26.9 9.2 10.7 16.0 17.3
Other: 15.0 10.2 24.1 17.8 10.9 7.7 16.8 11.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 31,873: 15,212 3,077 880 626 8,491 16,718 12,448: 15,155 19,425
Old : 6,441: 4,462 365 457 626 1,425 5,545 2,247: 896 4,194
Other: 25,432: 11,029 2,991 144 0 7,066 11,173 10,201: 14,259 15,231
: : :
: : Changes in Commitments from: June 5, 2018 :
: -196: -769 -321 296 0 -302 -473 -327: 277 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.7 2.8 2.0 26.6 52.5 39.1: 47.5 60.9
Old : 100.0: 69.3 5.7 7.1 9.7 22.1 86.1 34.9: 13.9 65.1
Other: 100.0: 43.4 11.8 0.6 0.0 27.8 43.9 40.1: 56.1 59.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 8 4 2 19 7 30:
Old : 30: 4 7 2 2 19 7 27:
Other: 31: 3 9 3 0 19 4 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 14.1 52.5 21.5 47.7 14.1 49.0 21.5
Old : 76.4 21.8 86.1 28.3 72.4 17.7 78.8 22.2
Other: 43.9 15.9 43.9 23.4 43.4 15.9 43.4 23.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 533,174: 135,875 159,446 126,384 229,851 214,923 492,109 500,753: 41,065 32,421
Old : 257,949: 101,136 105,358 38,137 96,288 95,161 235,561 238,657: 22,389 19,292
Other: 275,225: 80,855 100,204 42,130 133,563 119,762 256,548 262,096: 18,677 13,129
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,571: 811 15,197 -13,523 9,919 -4,963 -2,793 -3,290: 1,222 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 29.9 23.7 43.1 40.3 92.3 93.9: 7.7 6.1
Old : 100.0: 39.2 40.8 14.8 37.3 36.9 91.3 92.5: 8.7 7.5
Other: 100.0: 29.4 36.4 15.3 48.5 43.5 93.2 95.2: 6.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 94 125 131 92 88 280 292:
Old : 333: 115 97 76 84 77 232 221:
Other: 289: 74 109 84 66 63 199 209:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 15.9 18.2 22.1 10.7 15.3 16.4 20.6
Old : 11.9 15.4 21.6 25.5 11.0 15.2 20.3 25.0
Other: 15.9 19.1 25.6 27.9 15.7 17.5 25.4 25.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,021,793: 113,805 110,782 138,656 628,881 580,570 881,342 830,008: 140,450 191,784
Old : 1,021,793: 113,805 110,782 138,656 628,881 580,570 881,342 830,008: 140,450 191,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 20,446: 17,132 2,137 4,575 6,976 9,048 28,683 15,760: -8,237 4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 10.8 13.6 61.5 56.8 86.3 81.2: 13.7 18.8
Old : 100.0: 11.1 10.8 13.6 61.5 56.8 86.3 81.2: 13.7 18.8
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 : 196: 46 29 47 101 101 164 160:
Old : 196: 46 29 47 101 101 164 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.5 28.7 32.2 12.6 14.4 18.7 20.4
Old : 21.5 23.5 28.7 32.2 12.6 14.4 18.7 20.4
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, June 12, 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 : 1,027,346: 77,627 270,153 42,012 782,303 617,718 901,942 929,883: 125,405 97,464
Old : 1,027,346: 77,627 270,153 42,012 782,303 617,718 901,942 929,883: 125,405 97,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,240: 1,632 9,840 1,196 -5,278 -7,009 -2,450 4,027: 1,210 -5,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.3 4.1 76.1 60.1 87.8 90.5: 12.2 9.5
Old : 100.0: 7.6 26.3 4.1 76.1 60.1 87.8 90.5: 12.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 17 20 23 70 68 98 100:
Old : 128: 17 20 23 70 68 98 100:
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 : 22.9 32.1 36.1 43.9 16.6 32.1 28.5 42.8
Old : 22.9 32.1 36.1 43.9 16.6 32.1 28.5 42.8
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, June 12, 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 : 1,884: 603 456 346 699 779 1,648 1,581: 236 303
Old : 1,884: 603 456 346 699 779 1,648 1,581: 236 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 11: 114 206 -59 -26 -173 29 -26: -18 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 24.2 18.4 37.1 41.3 87.5 83.9: 12.5 16.1
Old : 100.0: 32.0 24.2 18.4 37.1 41.3 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 : 25: 10 6 5 7 7 20 15:
Old : 25: 10 6 5 7 7 20 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 : 50.6 46.7 67.5 68.3 34.3 36.1 47.6 48.1
Old : 50.6 46.7 67.5 68.3 34.3 36.1 47.6 48.1
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, June 12, 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 : 580,300: 148,727 29,582 150,927 230,218 361,623 529,871 542,132: 50,429 38,168
Old : 298,876: 102,700 30,191 59,874 105,431 187,563 268,005 277,628: 30,871 21,247
Other: 281,425: 88,247 41,612 48,832 124,787 174,060 261,866 264,504: 19,559 16,921
: : :
: : Changes in Commitments from: June 5, 2018 :
: 2,109: -10,706 2,141 13,055 -1,663 -15,528 686 -332: 1,423 2,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.1 26.0 39.7 62.3 91.3 93.4: 8.7 6.6
Old : 100.0: 34.4 10.1 20.0 35.3 62.8 89.7 92.9: 10.3 7.1
Other: 100.0: 31.4 14.8 17.4 44.3 61.8 93.1 94.0: 6.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 117 54 123 110 111 288 253:
Old : 295: 111 50 74 98 101 236 203:
Other: 266: 86 64 80 86 82 220 185:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 24.2 16.9 34.0 7.5 22.7 11.6 30.1
Old : 13.1 26.7 21.8 37.0 12.5 24.1 19.2 34.0
Other: 11.6 25.2 19.1 35.3 10.3 23.6 16.8 31.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 12,451: 1,166 4,353 2,120 6,989 3,999 10,275 10,473: 2,177 1,979
Old : 6,997: 835 3,558 1,029 4,231 996 6,095 5,583: 902 1,415
Other: 5,454: 1,012 1,477 410 2,758 3,003 4,180 4,890: 1,274 564
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,015: 191 968 213 489 -117 894 1,064: 122 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 35.0 17.0 56.1 32.1 82.5 84.1: 17.5 15.9
Old : 100.0: 11.9 50.8 14.7 60.5 14.2 87.1 79.8: 12.9 20.2
Other: 100.0: 18.6 27.1 7.5 50.6 55.1 76.6 89.7: 23.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 19 19 15 24 15 47 46:
Old : 53: 12 20 9 18 8 33 34:
Other: 49: 14 13 8 15 13 31 32:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 29.9 45.2 47.4 28.1 27.2 36.1 41.5
Old : 31.7 34.0 51.5 50.1 26.4 29.4 41.6 42.1
Other: 42.0 46.4 54.6 65.8 41.3 44.6 52.9 63.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 1,859,226: 409,819 415,331 118,015 1,205,053 1,155,663 1,732,887 1,689,009: 126,339 170,216
Old : 1,859,226: 409,819 415,331 118,015 1,205,053 1,155,663 1,732,887 1,689,009: 126,339 170,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -21,054: -28,687 -6,841 -380 10,654 -15,652 -18,413 -22,873: -2,642 1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.3 6.3 64.8 62.2 93.2 90.8: 6.8 9.2
Old : 100.0: 22.0 22.3 6.3 64.8 62.2 93.2 90.8: 6.8 9.2
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 : 330: 55 69 46 147 142 227 232:
Old : 330: 55 69 46 147 142 227 232:
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 : 16.6 20.5 27.6 30.9 15.0 17.3 23.8 26.4
Old : 16.6 20.5 27.6 30.9 15.0 17.3 23.8 26.4
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, June 12, 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 : 4,292,515: 626,552 840,225 613,551 2,701,904 2,268,392 3,942,007 3,722,168: 350,508 570,346
Old : 4,292,515: 626,552 840,225 613,551 2,701,904 2,268,392 3,942,007 3,722,168: 350,508 570,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,531: 26,316 -18,397 42,576 -65,255 -49,377 3,636 -25,198: -5,168 23,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.6 14.3 62.9 52.8 91.8 86.7: 8.2 13.3
Old : 100.0: 14.6 19.6 14.3 62.9 52.8 91.8 86.7: 8.2 13.3
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 : 473: 77 115 112 214 237 350 405:
Old : 473: 77 115 112 214 237 350 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 12.2 31.9 18.9 18.9 8.7 26.0 13.1
Old : 22.0 12.2 31.9 18.9 18.9 8.7 26.0 13.1
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 with Delta-adjusted Options and Futures Combined, June 12, 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 : 535,746: 63,544 50,136 8,017 364,816 300,659 436,377 358,812: 99,369 176,934
Old : 535,746: 63,544 50,136 8,017 364,816 300,659 436,377 358,812: 99,369 176,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 9,774: 2,083 -2,261 2,796 10,334 13,539 15,213 14,074: -5,439 -4,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.4 1.5 68.1 56.1 81.5 67.0: 18.5 33.0
Old : 100.0: 11.9 9.4 1.5 68.1 56.1 81.5 67.0: 18.5 33.0
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 : 99: 15 11 6 54 56 72 70:
Old : 99: 15 11 6 54 56 72 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 13.3 39.5 22.1 28.7 12.8 37.6 21.0
Old : 29.5 13.3 39.5 22.1 28.7 12.8 37.6 21.0
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, June 12, 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 : 4,160,575: 542,927 1,069,951 439,574 2,915,152 2,223,244 3,897,653 3,732,768: 262,922 427,806
Old : 4,160,575: 542,927 1,069,951 439,574 2,915,152 2,223,244 3,897,653 3,732,768: 262,922 427,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 112,720: 21,921 14,219 29,193 61,157 48,202 112,272 91,614: 449 21,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 25.7 10.6 70.1 53.4 93.7 89.7: 6.3 10.3
Old : 100.0: 13.0 25.7 10.6 70.1 53.4 93.7 89.7: 6.3 10.3
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 : 345: 56 68 65 157 179 249 276:
Old : 345: 56 68 65 157 179 249 276:
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 18.1 41.7 29.2 25.2 16.2 35.5 23.6
Old : 30.9 18.1 41.7 29.2 25.2 16.2 35.5 23.6
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, June 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,944,509: 296,216 193,240 482,555 1,137,381 1,209,822 1,916,152 1,885,618: 28,358 58,892
Old : 1,944,509: 296,216 193,240 482,555 1,137,381 1,209,822 1,916,152 1,885,618: 28,358 58,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 57,456: 69,184 11,031 15,316 -28,706 23,962 55,794 50,309: 1,662 7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.9 24.8 58.5 62.2 98.5 97.0: 1.5 3.0
Old : 100.0: 15.2 9.9 24.8 58.5 62.2 98.5 97.0: 1.5 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 : 152: 29 41 57 57 72 117 147:
Old : 152: 29 41 57 57 72 117 147:
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 : 31.0 28.2 45.8 38.6 22.8 19.5 29.0 25.4
Old : 31.0 28.2 45.8 38.6 22.8 19.5 29.0 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 58,946: 17,507 5,526 3,438 29,319 41,814 50,264 50,778: 8,682 8,168
Old : 58,946: 17,507 5,526 3,438 29,319 41,814 50,264 50,778: 8,682 8,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 8,458: 1,355 -2,025 2,452 4,080 6,613 7,886 7,039: 572 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.4 5.8 49.7 70.9 85.3 86.1: 14.7 13.9
Old : 100.0: 29.7 9.4 5.8 49.7 70.9 85.3 86.1: 14.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 39 17 18 37 36 85 63:
Old : 108: 39 17 18 37 36 85 63:
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 : 27.8 27.5 38.8 46.1 23.5 22.4 31.2 37.3
Old : 27.8 27.5 38.8 46.1 23.5 22.4 31.2 37.3
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, June 12, 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 : 117,892: 35,015 11,051 6,876 58,638 83,628 100,529 101,556: 17,363 16,336
Old : 117,892: 35,015 11,051 6,876 58,638 83,628 100,529 101,556: 17,363 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 16,916: 2,709 -4,050 4,903 8,159 13,225 15,772 14,079: 1,144 2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.4 5.8 49.7 70.9 85.3 86.1: 14.7 13.9
Old : 100.0: 29.7 9.4 5.8 49.7 70.9 85.3 86.1: 14.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 39 17 18 37 36 85 63:
Old : 108: 39 17 18 37 36 85 63:
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 : 27.8 27.5 38.8 46.1 23.5 22.4 31.2 37.3
Old : 27.8 27.5 38.8 46.1 23.5 22.4 31.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 74,110: 62,963 71,208 2,885 8,027 0 73,875 74,093: 235 17
Old : 74,110: 62,963 71,208 2,885 8,027 0 73,875 74,093: 235 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,483: 529 -1,034 2,590 -1,593 0 1,526 1,556: -43 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 96.1 3.9 10.8 0.0 99.7 100.0: 0.3 0.0
Old : 100.0: 85.0 96.1 3.9 10.8 0.0 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 : 41: 30 9 3 2 0 34 10:
Old : 41: 30 9 3 2 0 34 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 : 71.5 94.1 87.2 99.9 71.3 90.6 85.7 96.1
Old : 71.5 94.1 87.2 99.9 71.3 90.6 85.7 96.1
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, June 12, 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 : 43,760: 3,308 12,804 12,096 28,276 18,796 43,680 43,696: 80 64
Old : 43,760: 3,308 12,804 12,096 28,276 18,796 43,680 43,696: 80 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 10,120: -1,725 -1,260 11,847 -42 -448 10,080 10,139: 40 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 29.3 27.6 64.6 43.0 99.8 99.9: 0.2 0.1
Old : 100.0: 7.6 29.3 27.6 64.6 43.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 15 2 7 19 14 35:
Old : 45: 6 15 2 7 19 14 35:
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 : 90.6 50.4 98.3 69.8 63.5 29.0 70.1 46.0
Old : 90.6 50.4 98.3 69.8 63.5 29.0 70.1 46.0
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, June 12, 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 : 21,285: 17,385 8,382 1,757 2,127 11,116 21,269 21,255: 16 30
Old : 21,285: 17,385 8,382 1,757 2,127 11,116 21,269 21,255: 16 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 1,695: -803 -441 1,757 736 430 1,690 1,746: 5 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 39.4 8.3 10.0 52.2 99.9 99.9: 0.1 0.1
Old : 100.0: 81.7 39.4 8.3 10.0 52.2 99.9 99.9: 0.1 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 : 35: 7 13 2 3 14 11 28:
Old : 35: 7 13 2 3 14 11 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 : 94.2 39.1 99.5 65.0 82.1 37.7 84.6 61.6
Old : 94.2 39.1 99.5 65.0 82.1 37.7 84.6 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2018