WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 589,541: 131,538 135,389 192,217 236,521 214,925 560,276 542,531: 29,264 47,009
Old : 543,113: 122,693 137,195 175,253 219,758 192,233 517,704 504,681: 25,409 38,432
Other: 46,428: 16,783 6,133 9,026 16,763 22,692 42,572 37,850: 3,855 8,577
: : :
: : Changes in Commitments from: June 19, 2018 :
: -63,217: -2,924 -329 -43,053 -15,442 -18,677 -61,419 -62,059: -1,798 -1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.0 32.6 40.1 36.5 95.0 92.0: 5.0 8.0
Old : 100.0: 22.6 25.3 32.3 40.5 35.4 95.3 92.9: 4.7 7.1
Other: 100.0: 36.1 13.2 19.4 36.1 48.9 91.7 81.5: 8.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 435: 119 156 159 110 116 339 339:
Old : 431: 128 153 150 109 116 329 335:
Other: 142: 25 34 33 23 68 75 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 10.3 20.8 17.1 11.0 6.3 17.8 11.1
Old : 13.2 10.3 21.0 17.5 10.9 6.7 18.3 11.8
Other: 40.3 21.5 55.0 35.1 39.7 14.0 47.5 21.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 21,900: 9,710 100 300 11,630 21,400 21,640 21,800: 260 100
Old : 21,900: 9,710 100 300 11,630 21,400 21,640 21,800: 260 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -40: -50 100 0 10 -140 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 0.5 1.4 53.1 97.7 98.8 99.5: 1.2 0.5
Old : 100.0: 44.3 0.5 1.4 53.1 97.7 98.8 99.5: 1.2 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 : 22: 3 1 1 11 16 15 17:
Old : 22: 3 1 1 11 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 68.6 90.1 86.5 66.9 60.7 76.2 71.3
Old : 72.8 68.6 90.1 86.5 66.9 60.7 76.2 71.3
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 26, 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 : 264,423: 85,658 42,223 51,322 106,782 142,966 243,761 236,512: 20,661 27,911
Old : 251,386: 84,371 43,181 46,872 100,688 137,171 231,930 227,224: 19,456 24,162
Other: 13,036: 4,794 2,550 943 6,094 5,795 11,831 9,287: 1,205 3,749
: : :
: : Changes in Commitments from: June 19, 2018 :
: -29,982: -5,490 13,038 -16,125 -8,056 -26,636 -29,671 -29,723: -312 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.0 19.4 40.4 54.1 92.2 89.4: 7.8 10.6
Old : 100.0: 33.6 17.2 18.6 40.1 54.6 92.3 90.4: 7.7 9.6
Other: 100.0: 36.8 19.6 7.2 46.7 44.5 90.8 71.2: 9.2 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 87 51 69 81 86 196 188:
Old : 247: 83 54 66 78 82 190 181:
Other: 86: 13 16 10 19 50 37 72:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 20.7 20.1 29.7 9.0 16.0 16.1 23.7
Old : 12.2 21.2 21.0 30.6 9.5 18.1 16.7 25.6
Other: 52.8 24.1 73.8 37.4 52.8 22.9 72.5 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 2,386,393: 494,031 421,085 643,855 1,024,448 1,059,091 2,162,334 2,124,031: 224,059 262,362
Old : 1,008,934: 317,421 276,618 234,512 365,106 426,782 917,039 937,913: 91,896 71,022
Other: 1,377,458: 310,026 277,882 275,928 659,342 632,309 1,245,295 1,186,118: 132,163 191,340
: : :
: : Changes in Commitments from: June 19, 2018 :
: -249,563: -9,044 38,291 -156,367 -82,082 -121,432 -247,493 -239,508: -2,070 -10,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.6 27.0 42.9 44.4 90.6 89.0: 9.4 11.0
Old : 100.0: 31.5 27.4 23.2 36.2 42.3 90.9 93.0: 9.1 7.0
Other: 100.0: 22.5 20.2 20.0 47.9 45.9 90.4 86.1: 9.6 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 954: 274 158 263 423 424 795 767:
Old : 804: 196 139 163 351 338 609 583:
Other: 848: 218 148 169 302 396 598 645:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 8.5 17.6 13.9 5.8 5.0 9.9 9.2
Old : 10.3 12.8 17.8 21.0 9.9 12.2 15.4 18.8
Other: 17.4 8.9 24.4 15.2 12.8 6.2 18.1 10.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 5,297: 1,051 1,320 184 1,784 2,092 3,019 3,596: 2,278 1,701
Old : 5,297: 1,051 1,320 184 1,784 2,092 3,019 3,596: 2,278 1,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -246: 154 56 -289 -72 90 -207 -143: -40 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 24.9 3.5 33.7 39.5 57.0 67.9: 43.0 32.1
Old : 100.0: 19.8 24.9 3.5 33.7 39.5 57.0 67.9: 43.0 32.1
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 : 26: 4 9 2 9 9 14 19:
Old : 26: 4 9 2 9 9 14 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 : 34.5 31.2 49.9 48.4 34.3 27.4 47.3 44.6
Old : 34.5 31.2 49.9 48.4 34.3 27.4 47.3 44.6
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 26, 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 : 1,020,620: 143,889 173,843 275,359 524,626 466,458 943,874 915,660: 76,746 104,960
Old : 195,560: 26,253 25,483 48,731 100,448 102,290 175,433 176,504: 20,127 19,055
Other: 825,060: 137,372 168,097 206,891 424,178 364,168 768,441 739,156: 56,620 85,905
: : :
: : Changes in Commitments from: June 19, 2018 :
: -179,153: -12,135 15,933 -103,399 -65,505 -85,845 -181,038 -173,310: 1,885 -5,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.0 27.0 51.4 45.7 92.5 89.7: 7.5 10.3
Old : 100.0: 13.4 13.0 24.9 51.4 52.3 89.7 90.3: 10.3 9.7
Other: 100.0: 16.6 20.4 25.1 51.4 44.1 93.1 89.6: 6.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 216 166 251 229 251 568 570:
Old : 452: 109 93 111 136 182 302 340:
Other: 680: 189 181 206 203 244 496 539:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 9.7 21.7 16.8 9.5 6.6 13.8 10.8
Old : 19.5 19.6 27.1 30.5 14.9 18.4 20.7 24.9
Other: 15.3 9.8 23.4 17.3 11.0 6.4 15.7 10.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 28,808: 12,688 3,415 552 662 7,409 13,902 11,376: 14,906 17,432
Old : 3,832: 2,520 243 213 615 328 3,348 784: 484 3,048
Other: 24,976: 10,376 3,380 131 47 7,081 10,554 10,592: 14,422 14,384
: : :
: : Changes in Commitments from: June 19, 2018 :
: -2,479: -1,780 385 -506 46 -680 -2,240 -801: -239 -1,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.9 1.9 2.3 25.7 48.3 39.5: 51.7 60.5
Old : 100.0: 65.8 6.3 5.6 16.0 8.6 87.4 20.5: 12.6 79.5
Other: 100.0: 41.5 13.5 0.5 0.2 28.4 42.3 42.4: 57.7 57.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 9 5 6 20 12 31:
Old : 27: 3 8 3 5 15 10 24:
Other: 32: 3 9 3 3 20 7 31:
:----------------------------------------------------------------------------------------------------
: 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 : 47.1 14.9 48.2 22.2 45.5 14.2 45.5 21.3
Old : 87.0 12.2 87.3 17.0 81.5 8.3 81.5 12.2
Other: 42.1 16.4 42.3 24.7 41.5 16.1 41.5 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 524,465: 127,112 169,217 116,774 237,175 199,760 481,061 485,751: 43,404 38,714
Old : 155,254: 45,619 38,283 24,693 69,241 78,931 139,552 141,907: 15,702 13,347
Other: 369,211: 99,643 149,083 73,932 167,934 120,829 341,508 343,844: 27,702 25,367
: : :
: : Changes in Commitments from: June 19, 2018 :
: -38,224: 2,997 -876 -26,440 -19,019 -14,179 -42,462 -41,495: 4,238 3,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 32.3 22.3 45.2 38.1 91.7 92.6: 8.3 7.4
Old : 100.0: 29.4 24.7 15.9 44.6 50.8 89.9 91.4: 10.1 8.6
Other: 100.0: 27.0 40.4 20.0 45.5 32.7 92.5 93.1: 7.5 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 80 112 118 91 79 251 266:
Old : 217: 67 46 54 66 60 153 147:
Other: 307: 72 121 92 72 63 207 230:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 15.5 18.6 22.2 10.5 14.0 17.5 20.0
Old : 17.8 21.6 29.2 35.6 16.3 20.3 26.9 32.2
Other: 13.3 14.2 22.0 22.2 12.9 13.3 21.5 20.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 946,549: 99,818 116,025 112,562 578,540 520,775 790,920 749,361: 155,629 197,187
Old : 946,549: 99,818 116,025 112,562 578,540 520,775 790,920 749,361: 155,629 197,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -60,097: -2,531 603 -22,689 -41,462 -35,952 -66,682 -58,038: 6,585 -2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.3 11.9 61.1 55.0 83.6 79.2: 16.4 20.8
Old : 100.0: 10.5 12.3 11.9 61.1 55.0 83.6 79.2: 16.4 20.8
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 : 184: 45 29 49 92 90 156 149:
Old : 184: 45 29 49 92 90 156 149:
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 : 21.7 24.7 29.2 32.7 12.9 15.0 18.8 20.1
Old : 21.7 24.7 29.2 32.7 12.9 15.0 18.8 20.1
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 26, 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 : 964,064: 83,756 269,524 18,391 730,995 576,675 833,142 864,590: 130,922 99,474
Old : 964,064: 83,756 269,524 18,391 730,995 576,675 833,142 864,590: 130,922 99,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -13,723: -226 -3,607 -11,655 -9,265 -341 -21,146 -15,603: 7,424 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 28.0 1.9 75.8 59.8 86.4 89.7: 13.6 10.3
Old : 100.0: 8.7 28.0 1.9 75.8 59.8 86.4 89.7: 13.6 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 : 131: 19 20 23 68 67 97 100:
Old : 131: 19 20 23 68 67 97 100:
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 : 23.2 33.2 37.5 45.9 16.7 33.1 29.5 44.6
Old : 23.2 33.2 37.5 45.9 16.7 33.1 29.5 44.6
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 26, 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 : 1,943: 625 623 178 879 801 1,682 1,602: 261 341
Old : 1,943: 625 623 178 879 801 1,682 1,602: 261 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -57: 13 155 -110 80 -92 -17 -47: -40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 32.1 9.2 45.2 41.2 86.6 82.4: 13.4 17.6
Old : 100.0: 32.2 32.1 9.2 45.2 41.2 86.6 82.4: 13.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 3 8 9 16 15:
Old : 21: 6 5 3 8 9 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 : 49.3 54.2 72.7 69.5 34.4 44.1 49.9 51.5
Old : 49.3 54.2 72.7 69.5 34.4 44.1 49.9 51.5
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 26, 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 : 545,769: 127,204 30,498 145,113 223,364 331,752 495,681 507,363: 50,088 38,406
Old : 183,785: 56,408 12,469 34,944 70,876 121,515 162,228 168,928: 21,557 14,857
Other: 361,984: 107,997 55,229 72,969 152,488 210,237 333,453 338,435: 28,531 23,549
: : :
: : Changes in Commitments from: June 19, 2018 :
: -48,247: -16,474 1,829 -17,526 -14,424 -34,953 -48,424 -50,649: 178 2,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.6 26.6 40.9 60.8 90.8 93.0: 9.2 7.0
Old : 100.0: 30.7 6.8 19.0 38.6 66.1 88.3 91.9: 11.7 8.1
Other: 100.0: 29.8 15.3 20.2 42.1 58.1 92.1 93.5: 7.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 107 47 119 115 110 286 248:
Old : 245: 92 25 48 101 94 203 158:
Other: 296: 90 82 94 90 86 240 210:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 23.8 16.2 33.4 7.2 21.7 11.1 30.1
Old : 17.9 27.5 28.1 39.9 16.9 25.5 25.6 37.2
Other: 10.6 23.1 17.2 30.9 9.5 20.7 14.8 27.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 8,629: 1,408 3,157 462 4,815 3,612 6,684 7,231: 1,945 1,398
Old : 835: 129 44 0 490 662 619 706: 216 129
Other: 7,794: 1,331 3,165 410 4,325 2,950 6,065 6,525: 1,729 1,269
: : :
: : Changes in Commitments from: June 19, 2018 :
: -3,161: 83 -963 -1,575 -1,607 -373 -3,099 -2,911: -62 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 36.6 5.3 55.8 41.9 77.5 83.8: 22.5 16.2
Old : 100.0: 15.4 5.3 0.0 58.7 79.3 74.1 84.6: 25.9 15.4
Other: 100.0: 17.1 40.6 5.3 55.5 37.9 77.8 83.7: 22.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 18 14 10 14 11 34 33:
Old : 15: 3 2 0 5 5 8 7:
Other: 51: 16 16 9 14 11 33 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 37.4 51.1 57.4 32.9 35.8 42.7 50.0
Old : 67.7 78.9 74.1 84.6 67.7 78.9 74.1 84.6
Other: 38.5 37.3 53.0 55.9 33.9 33.4 44.1 48.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 1,908,046: 489,256 458,706 106,493 1,188,033 1,166,851 1,783,782 1,732,049: 124,265 175,997
Old : 1,908,046: 489,256 458,706 106,493 1,188,033 1,166,851 1,783,782 1,732,049: 124,265 175,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 26,144: 33,851 17,669 -6,984 -5,064 19,055 21,803 29,740: 4,342 -3,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 24.0 5.6 62.3 61.2 93.5 90.8: 6.5 9.2
Old : 100.0: 25.6 24.0 5.6 62.3 61.2 93.5 90.8: 6.5 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 : 338: 65 71 51 140 138 229 236:
Old : 338: 65 71 51 140 138 229 236:
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 : 17.8 20.3 28.8 30.4 15.4 18.2 25.3 26.5
Old : 17.8 20.3 28.8 30.4 15.4 18.2 25.3 26.5
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 26, 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 : 4,124,198: 579,649 864,643 507,366 2,671,952 2,219,326 3,758,967 3,591,336: 365,231 532,862
Old : 4,124,198: 579,649 864,643 507,366 2,671,952 2,219,326 3,758,967 3,591,336: 365,231 532,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -225,552: -68,342 -3,216 -111,695 -65,654 -92,304 -245,691 -207,214: 20,139 -18,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.0 12.3 64.8 53.8 91.1 87.1: 8.9 12.9
Old : 100.0: 14.1 21.0 12.3 64.8 53.8 91.1 87.1: 8.9 12.9
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 : 454: 81 99 102 203 228 332 381:
Old : 454: 81 99 102 203 228 332 381:
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 : 23.6 12.7 31.0 20.3 19.8 10.3 25.9 15.8
Old : 23.6 12.7 31.0 20.3 19.8 10.3 25.9 15.8
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 26, 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 : 543,463: 69,721 52,190 11,645 361,982 306,234 443,348 370,069: 100,115 173,394
Old : 543,463: 69,721 52,190 11,645 361,982 306,234 443,348 370,069: 100,115 173,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 14,543: 7,893 9,438 1,215 67 2,858 9,175 13,511: 5,368 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.6 2.1 66.6 56.3 81.6 68.1: 18.4 31.9
Old : 100.0: 12.8 9.6 2.1 66.6 56.3 81.6 68.1: 18.4 31.9
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 : 101: 16 11 8 56 56 77 70:
Old : 101: 16 11 8 56 56 77 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 : 28.7 14.0 38.2 22.6 28.5 13.1 36.8 20.3
Old : 28.7 14.0 38.2 22.6 28.5 13.1 36.8 20.3
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 26, 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 : 4,016,138: 544,276 1,091,241 347,376 2,860,815 2,164,619 3,752,467 3,603,235: 263,671 412,902
Old : 4,016,138: 544,276 1,091,241 347,376 2,860,815 2,164,619 3,752,467 3,603,235: 263,671 412,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -136,380: -1,136 41,870 -79,691 -56,509 -99,524 -137,337 -137,345: 957 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.2 8.6 71.2 53.9 93.4 89.7: 6.6 10.3
Old : 100.0: 13.6 27.2 8.6 71.2 53.9 93.4 89.7: 6.6 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 : 348: 54 77 70 143 179 240 283:
Old : 348: 54 77 70 143 179 240 283:
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 18.8 43.5 29.5 25.4 17.1 36.4 23.8
Old : 31.9 18.8 43.5 29.5 25.4 17.1 36.4 23.8
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 26, 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 : 2,035,286: 360,009 140,938 483,882 1,161,737 1,357,024 2,005,628 1,981,843: 29,658 53,443
Old : 2,035,286: 360,009 140,938 483,882 1,161,737 1,357,024 2,005,628 1,981,843: 29,658 53,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -42,390: -7,587 -14,754 -12,103 -8,680 -592 -28,369 -27,448: -14,022 -14,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.9 23.8 57.1 66.7 98.5 97.4: 1.5 2.6
Old : 100.0: 17.7 6.9 23.8 57.1 66.7 98.5 97.4: 1.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 30 36 55 59 67 116 136:
Old : 142: 30 36 55 59 67 116 136:
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 : 30.8 33.6 44.7 43.7 23.2 22.3 30.2 29.0
Old : 30.8 33.6 44.7 43.7 23.2 22.3 30.2 29.0
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 26, 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 : 44,431: 15,138 11,839 1,657 18,135 26,031 34,930 39,527: 9,501 4,904
Old : 44,431: 15,138 11,839 1,657 18,135 26,031 34,930 39,527: 9,501 4,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 215: -821 2,299 439 62 -1,600 -320 1,138: 535 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.6 3.7 40.8 58.6 78.6 89.0: 21.4 11.0
Old : 100.0: 34.1 26.6 3.7 40.8 58.6 78.6 89.0: 21.4 11.0
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 : 103: 34 16 12 28 34 66 58:
Old : 103: 34 16 12 28 34 66 58:
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 : 25.1 33.9 35.5 51.7 25.1 33.5 35.1 51.2
Old : 25.1 33.9 35.5 51.7 25.1 33.5 35.1 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 88,862: 30,276 23,677 3,315 36,269 52,063 69,860 79,055: 19,002 9,807
Old : 88,862: 30,276 23,677 3,315 36,269 52,063 69,860 79,055: 19,002 9,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 429: -1,642 4,598 878 124 -3,199 -641 2,277: 1,070 -1,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 26.6 3.7 40.8 58.6 78.6 89.0: 21.4 11.0
Old : 100.0: 34.1 26.6 3.7 40.8 58.6 78.6 89.0: 21.4 11.0
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 : 103: 34 16 12 28 34 66 58:
Old : 103: 34 16 12 28 34 66 58:
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 : 25.1 33.9 35.5 51.7 25.1 33.5 35.1 51.2
Old : 25.1 33.9 35.5 51.7 25.1 33.5 35.1 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 27,203: 2,378 0 0 23,249 26,432 25,627 26,432: 1,576 771
Old : 27,203: 2,378 0 0 23,249 26,432 25,627 26,432: 1,576 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 0.0 0.0 85.5 97.2 94.2 97.2: 5.8 2.8
Old : 100.0: 8.7 0.0 0.0 85.5 97.2 94.2 97.2: 5.8 2.8
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 : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 9:
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 : 72.7 76.5 87.3 96.5 72.1 76.5 86.7 96.5
Old : 72.7 76.5 87.3 96.5 72.1 76.5 86.7 96.5
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 26, 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 : 52,025: 45,163 51,725 295 6,376 0 51,834 52,020: 191 5
Old : 52,025: 45,163 51,725 295 6,376 0 51,834 52,020: 191 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -11,973: -2,693 -2,787 -9,191 -124 0 -12,008 -11,978: 35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 99.4 0.6 12.3 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 86.8 99.4 0.6 12.3 0.0 99.6 100.0: 0.4 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 : 46: 33 11 2 2 0 36 12:
Old : 46: 33 11 2 2 0 36 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 : 63.4 91.4 84.3 99.6 63.0 91.4 83.9 99.2
Old : 63.4 91.4 84.3 99.6 63.0 91.4 83.9 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 31,528: 18,490 13,332 229 12,781 17,920 31,500 31,481: 28 47
Old : 31,528: 18,490 13,332 229 12,781 17,920 31,500 31,481: 28 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: -656: -414 -633 -13 -186 9 -613 -637: -43 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 42.3 0.7 40.5 56.8 99.9 99.9: 0.1 0.1
Old : 100.0: 58.6 42.3 0.7 40.5 56.8 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 : 45: 5 15 1 9 17 15 32:
Old : 45: 5 15 1 9 17 15 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 41.7 97.5 65.8 86.0 41.7 97.5 65.8
Old : 86.0 41.7 97.5 65.8 86.0 41.7 97.5 65.8
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 26, 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 : 16,838: 13,038 8,294 9 3,775 8,479 16,822 16,782: 16 56
Old : 16,838: 13,038 8,294 9 3,775 8,479 16,822 16,782: 16 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2018 :
: 173: 548 176 0 -380 4 168 180: 5 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 49.3 0.1 22.4 50.4 99.9 99.7: 0.1 0.3
Old : 100.0: 77.4 49.3 0.1 22.4 50.4 99.9 99.7: 0.1 0.3
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 : 33: 7 12 1 3 12 11 24:
Old : 33: 7 12 1 3 12 11 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.6 46.7 99.4 75.2 93.6 46.6 95.9 75.0
Old : 93.6 46.7 99.4 75.2 93.6 46.6 95.9 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2018