WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 598,545: 127,567 120,001 202,824 237,656 226,523 568,047 549,348: 30,497 49,197
Old : 548,332: 119,342 119,197 184,930 217,770 203,477 522,042 507,604: 26,290 40,728
Other: 50,213: 16,138 8,717 9,981 19,887 23,046 46,006 41,744: 4,207 8,469
: : :
: : Changes in Commitments from: July 3, 2018 :
: 2,647: -3,329 -957 -2,490 7,876 5,306 2,057 1,860: 590 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 20.0 33.9 39.7 37.8 94.9 91.8: 5.1 8.2
Old : 100.0: 21.8 21.7 33.7 39.7 37.1 95.2 92.6: 4.8 7.4
Other: 100.0: 32.1 17.4 19.9 39.6 45.9 91.6 83.1: 8.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 126 143 154 107 124 330 338:
Old : 425: 126 148 148 105 124 322 335:
Other: 142: 27 30 30 27 71 73 116:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 10.5 20.9 17.3 9.8 6.0 16.0 10.6
Old : 13.3 10.9 21.1 17.8 9.5 6.4 16.0 11.2
Other: 39.0 21.3 53.3 35.8 38.0 14.7 45.7 22.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 22,070: 9,470 100 500 11,860 21,130 21,830 21,730: 240 340
Old : 22,070: 9,470 100 500 11,860 21,130 21,830 21,730: 240 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -290: -300 0 100 -320 -570 -520 -470: 230 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 0.5 2.3 53.7 95.7 98.9 98.5: 1.1 1.5
Old : 100.0: 42.9 0.5 2.3 53.7 95.7 98.9 98.5: 1.1 1.5
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 2 10 16 15 18:
Old : 22: 3 1 2 10 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 66.9 91.3 84.6 67.6 55.3 73.4 66.6
Old : 70.8 66.9 91.3 84.6 67.6 55.3 73.4 66.6
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, July 10, 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 : 283,809: 82,513 52,195 62,612 117,792 142,375 262,917 257,183: 20,892 26,626
Old : 269,776: 82,967 53,411 56,409 110,587 136,907 249,963 246,727: 19,813 23,049
Other: 14,032: 4,896 4,134 853 7,205 5,469 12,954 10,456: 1,079 3,577
: : :
: : Changes in Commitments from: July 3, 2018 :
: 13,373: 1,125 125 5,995 8,051 7,806 15,171 13,926: -1,798 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.4 22.1 41.5 50.2 92.6 90.6: 7.4 9.4
Old : 100.0: 30.8 19.8 20.9 41.0 50.7 92.7 91.5: 7.3 8.5
Other: 100.0: 34.9 29.5 6.1 51.3 39.0 92.3 74.5: 7.7 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 77 58 65 82 89 192 188:
Old : 252: 72 63 61 78 86 184 182:
Other: 92: 14 17 10 20 54 38 78:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 19.0 22.9 27.7 10.9 14.5 17.4 22.8
Old : 15.5 20.0 23.9 28.8 11.4 16.4 18.2 24.9
Other: 51.3 24.9 71.4 38.8 51.3 24.8 70.4 36.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 2,352,719: 443,182 450,830 661,520 1,020,410 990,066 2,125,113 2,102,416: 227,607 250,303
Old : 910,607: 277,509 240,565 238,144 318,852 375,519 834,505 854,227: 76,102 56,380
Other: 1,442,112: 302,270 346,863 286,779 701,559 614,547 1,290,608 1,248,189: 151,504 193,923
: : :
: : Changes in Commitments from: July 3, 2018 :
: -8,148: -25,378 23,287 -4,604 18,628 -26,082 -11,355 -7,399: 3,206 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 19.2 28.1 43.4 42.1 90.3 89.4: 9.7 10.6
Old : 100.0: 30.5 26.4 26.2 35.0 41.2 91.6 93.8: 8.4 6.2
Other: 100.0: 21.0 24.1 19.9 48.6 42.6 89.5 86.6: 10.5 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 958: 259 179 275 407 417 791 768:
Old : 779: 184 139 137 311 331 553 552:
Other: 872: 227 160 190 324 385 638 658:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 8.8 18.5 14.3 6.4 4.9 10.1 8.6
Old : 10.3 13.3 18.5 22.3 9.4 12.4 15.1 17.6
Other: 17.2 8.2 24.0 14.7 13.1 6.6 18.0 11.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 4,976: 1,176 1,276 132 1,553 1,996 2,860 3,404: 2,116 1,572
Old : 4,976: 1,176 1,276 132 1,553 1,996 2,860 3,404: 2,116 1,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -12: 108 4 1 -47 87 61 92: -73 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 25.6 2.7 31.2 40.1 57.5 68.4: 42.5 31.6
Old : 100.0: 23.6 25.6 2.7 31.2 40.1 57.5 68.4: 42.5 31.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 11 2 6 8 12 20:
Old : 27: 5 11 2 6 8 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 33.0 50.9 49.3 36.1 30.6 50.0 47.0
Old : 36.3 33.0 50.9 49.3 36.1 30.6 50.0 47.0
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, July 10, 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 : 1,039,967: 150,888 182,286 310,095 500,585 446,003 961,569 938,384: 78,398 101,583
Old : 140,475: 20,569 21,165 48,114 57,879 58,437 126,562 127,715: 13,913 12,759
Other: 899,492: 145,092 175,894 247,208 442,706 387,566 835,007 810,668: 64,486 88,824
: : :
: : Changes in Commitments from: July 3, 2018 :
: 33,921: 8,639 1,129 19,937 3,635 14,907 32,211 35,972: 1,710 -2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.5 29.8 48.1 42.9 92.5 90.2: 7.5 9.8
Old : 100.0: 14.6 15.1 34.3 41.2 41.6 90.1 90.9: 9.9 9.1
Other: 100.0: 16.1 19.6 27.5 49.2 43.1 92.8 90.1: 7.2 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 242 171 266 232 252 594 590:
Old : 434: 125 78 92 123 158 282 296:
Other: 712: 211 190 232 208 244 536 561:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 9.2 20.7 16.1 9.0 5.8 13.2 9.8
Old : 16.1 19.9 26.2 31.0 14.7 18.5 20.4 23.8
Other: 14.1 9.7 21.6 17.1 10.2 6.1 15.0 10.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 26,310: 10,506 3,604 394 634 7,561 11,534 11,559: 14,776 14,751
Old : 1,469: 588 207 1 589 234 1,178 442: 291 1,027
Other: 24,841: 10,186 3,665 125 45 7,327 10,356 11,117: 14,485 13,724
: : :
: : Changes in Commitments from: July 3, 2018 :
: 31: -53 85 17 -10 39 -46 141: 77 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 13.7 1.5 2.4 28.7 43.8 43.9: 56.2 56.1
Old : 100.0: 40.0 14.1 0.1 40.1 15.9 80.2 30.1: 19.8 69.9
Other: 100.0: 41.0 14.8 0.5 0.2 29.5 41.7 44.8: 58.3 55.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 9 5 6 20 12 31:
Old : 26: 5 6 1 5 11 10 18:
Other: 32: 3 9 4 2 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 : 43.0 17.3 43.8 25.3 41.4 16.5 41.4 24.6
Old : 79.3 22.7 80.0 27.0 79.3 22.7 80.0 27.0
Other: 41.5 17.5 41.7 25.9 41.0 17.3 41.0 25.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 526,870: 119,649 164,805 122,101 243,356 202,544 485,106 489,449: 41,765 37,421
Old : 125,537: 31,056 32,389 19,624 63,173 63,335 113,853 115,347: 11,684 10,190
Other: 401,333: 105,583 149,406 85,487 180,183 139,209 371,252 374,102: 30,081 27,231
: : :
: : Changes in Commitments from: July 3, 2018 :
: 5,968: 265 -5,412 6,883 -540 4,292 6,609 5,762: -640 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 31.3 23.2 46.2 38.4 92.1 92.9: 7.9 7.1
Old : 100.0: 24.7 25.8 15.6 50.3 50.5 90.7 91.9: 9.3 8.1
Other: 100.0: 26.3 37.2 21.3 44.9 34.7 92.5 93.2: 7.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 80 136 121 94 79 259 274:
Old : 210: 57 58 43 62 58 139 142:
Other: 319: 80 116 109 79 65 229 241:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 15.2 19.8 22.1 11.3 14.0 17.7 20.1
Old : 26.4 21.5 38.0 34.4 24.1 20.6 34.6 31.5
Other: 12.8 15.1 20.9 22.9 12.2 13.4 20.1 20.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,003,635: 126,633 128,730 126,487 589,180 551,712 842,300 806,929: 161,334 196,706
Old : 1,003,635: 126,633 128,730 126,487 589,180 551,712 842,300 806,929: 161,334 196,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 30,268: 18,295 -4,779 6,800 1,502 25,208 26,597 27,228: 3,671 3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.8 12.6 58.7 55.0 83.9 80.4: 16.1 19.6
Old : 100.0: 12.6 12.8 12.6 58.7 55.0 83.9 80.4: 16.1 19.6
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 : 199: 49 32 56 92 98 164 163:
Old : 199: 49 32 56 92 98 164 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 23.8 27.1 32.1 11.4 15.0 16.5 20.7
Old : 20.5 23.8 27.1 32.1 11.4 15.0 16.5 20.7
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, July 10, 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 : 978,682: 84,314 275,440 16,749 736,518 586,624 837,582 878,812: 141,100 99,870
Old : 978,682: 84,314 275,440 16,749 736,518 586,624 837,582 878,812: 141,100 99,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 8,343: 5,194 1,826 -3,237 1,018 9,758 2,976 8,347: 5,366 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 28.1 1.7 75.3 59.9 85.6 89.8: 14.4 10.2
Old : 100.0: 8.6 28.1 1.7 75.3 59.9 85.6 89.8: 14.4 10.2
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 : 125: 19 17 21 66 66 93 96:
Old : 125: 19 17 21 66 66 93 96:
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 : 22.8 33.2 36.4 45.6 16.8 33.2 28.6 44.9
Old : 22.8 33.2 36.4 45.6 16.8 33.2 28.6 44.9
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, July 10, 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 : 573,033: 122,586 34,690 166,570 232,072 332,240 521,228 533,500: 51,805 39,533
Old : 163,054: 52,463 12,473 30,586 61,710 106,634 144,759 149,693: 18,295 13,361
Other: 409,979: 107,793 59,887 98,314 170,362 225,606 376,469 383,807: 33,510 26,171
: : :
: : Changes in Commitments from: July 3, 2018 :
: 7,434: -2,044 3,104 3,874 3,696 325 5,526 7,303: 1,908 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.1 29.1 40.5 58.0 91.0 93.1: 9.0 6.9
Old : 100.0: 32.2 7.6 18.8 37.8 65.4 88.8 91.8: 11.2 8.2
Other: 100.0: 26.3 14.6 24.0 41.6 55.0 91.8 93.6: 8.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 106 50 131 111 107 287 255:
Old : 240: 91 25 41 85 82 189 136:
Other: 301: 90 87 111 95 92 255 225:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 21.7 16.0 31.2 6.9 19.5 11.2 26.5
Old : 17.0 26.1 26.0 38.8 15.4 22.8 23.3 34.5
Other: 9.8 21.4 15.9 29.0 8.5 18.8 13.8 24.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 8,326: 1,425 1,497 365 4,875 5,454 6,665 7,315: 1,661 1,011
Old : 8,326: 1,425 1,497 365 4,875 5,454 6,665 7,315: 1,661 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 644: 190 -1,098 49 274 1,648 513 599: 130 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.0 4.4 58.5 65.5 80.0 87.9: 20.0 12.1
Old : 100.0: 17.1 18.0 4.4 58.5 65.5 80.0 87.9: 20.0 12.1
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 : 52: 19 9 9 16 18 36 35:
Old : 52: 19 9 9 16 18 36 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 : 40.3 43.9 54.4 62.8 39.3 39.7 47.8 51.2
Old : 40.3 43.9 54.4 62.8 39.3 39.7 47.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,956,627: 469,067 463,803 123,786 1,241,218 1,194,653 1,834,071 1,782,242: 122,556 174,386
Old : 1,956,627: 469,067 463,803 123,786 1,241,218 1,194,653 1,834,071 1,782,242: 122,556 174,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 8,269: 6,485 -3,603 -2,274 7,245 12,035 11,457 6,158: -3,188 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.7 6.3 63.4 61.1 93.7 91.1: 6.3 8.9
Old : 100.0: 24.0 23.7 6.3 63.4 61.1 93.7 91.1: 6.3 8.9
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 : 341: 63 74 48 141 142 225 243:
Old : 341: 63 74 48 141 142 225 243:
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 : 18.9 20.6 30.4 32.1 14.8 18.3 25.5 27.5
Old : 18.9 20.6 30.4 32.1 14.8 18.3 25.5 27.5
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, July 10, 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 : 4,387,465: 563,374 909,665 619,464 2,845,490 2,318,896 4,028,328 3,848,025: 359,137 539,440
Old : 4,387,465: 563,374 909,665 619,464 2,845,490 2,318,896 4,028,328 3,848,025: 359,137 539,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 121,012: 61,685 7,704 79,497 -16,303 23,688 124,878 110,889: -3,867 10,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 20.7 14.1 64.9 52.9 91.8 87.7: 8.2 12.3
Old : 100.0: 12.8 20.7 14.1 64.9 52.9 91.8 87.7: 8.2 12.3
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 : 466: 75 108 108 214 238 346 397:
Old : 466: 75 108 108 214 238 346 397:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 13.8 32.0 22.0 19.0 10.4 25.5 15.6
Old : 24.0 13.8 32.0 22.0 19.0 10.4 25.5 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 570,034: 71,245 63,130 18,472 380,674 310,763 470,391 392,365: 99,643 177,669
Old : 570,034: 71,245 63,130 18,472 380,674 310,763 470,391 392,365: 99,643 177,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 20,326: 2,024 10,438 7,687 12,489 6,819 22,200 24,944: -1,874 -4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 11.1 3.2 66.8 54.5 82.5 68.8: 17.5 31.2
Old : 100.0: 12.5 11.1 3.2 66.8 54.5 82.5 68.8: 17.5 31.2
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 : 104: 15 13 10 56 54 78 70:
Old : 104: 15 13 10 56 54 78 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 : 29.2 14.9 40.7 23.7 28.2 14.4 38.9 22.3
Old : 29.2 14.9 40.7 23.7 28.2 14.4 38.9 22.3
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, July 10, 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 : 4,163,227: 575,485 1,164,016 349,363 2,967,853 2,232,993 3,892,701 3,746,373: 270,526 416,854
Old : 4,163,227: 575,485 1,164,016 349,363 2,967,853 2,232,993 3,892,701 3,746,373: 270,526 416,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 37,940: -13,330 34,483 7,035 37,873 -4,153 31,579 37,365: 6,361 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 28.0 8.4 71.3 53.6 93.5 90.0: 6.5 10.0
Old : 100.0: 13.8 28.0 8.4 71.3 53.6 93.5 90.0: 6.5 10.0
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 : 361: 52 86 72 150 178 252 286:
Old : 361: 52 86 72 150 178 252 286:
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 19.5 43.5 30.9 24.7 16.4 35.6 23.2
Old : 31.9 19.5 43.5 30.9 24.7 16.4 35.6 23.2
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, July 10, 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 : 1,910,335: 292,667 164,220 457,587 1,128,068 1,229,021 1,878,322 1,850,828: 32,014 59,507
Old : 1,910,335: 292,667 164,220 457,587 1,128,068 1,229,021 1,878,322 1,850,828: 32,014 59,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,250: 16,796 21,552 -17,885 -2,536 -8,585 -3,624 -4,918: 375 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.6 24.0 59.1 64.3 98.3 96.9: 1.7 3.1
Old : 100.0: 15.3 8.6 24.0 59.1 64.3 98.3 96.9: 1.7 3.1
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 : 141: 23 38 49 61 69 112 135:
Old : 141: 23 38 49 61 69 112 135:
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 : 32.9 32.8 46.6 42.8 24.5 20.3 30.4 26.3
Old : 32.9 32.8 46.6 42.8 24.5 20.3 30.4 26.3
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, July 10, 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 : 43,504: 15,189 7,417 2,316 17,759 27,069 35,264 36,802: 8,240 6,702
Old : 43,504: 15,189 7,417 2,316 17,759 27,069 35,264 36,802: 8,240 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 493: 554 -1,638 -382 587 1,270 759 -750: -266 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.0 5.3 40.8 62.2 81.1 84.6: 18.9 15.4
Old : 100.0: 34.9 17.0 5.3 40.8 62.2 81.1 84.6: 18.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 34 20 12 29 30 67 58:
Old : 104: 34 20 12 29 30 67 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 : 26.5 27.9 36.9 45.7 26.4 27.9 36.1 43.3
Old : 26.5 27.9 36.9 45.7 26.4 27.9 36.1 43.3
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, July 10, 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 : 87,009: 30,378 14,834 4,632 35,518 54,138 70,528 73,604: 16,481 13,405
Old : 87,009: 30,378 14,834 4,632 35,518 54,138 70,528 73,604: 16,481 13,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: 985: 1,107 -3,276 -764 1,175 2,541 1,518 -1,500: -532 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 17.0 5.3 40.8 62.2 81.1 84.6: 18.9 15.4
Old : 100.0: 34.9 17.0 5.3 40.8 62.2 81.1 84.6: 18.9 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 34 20 12 29 30 67 58:
Old : 104: 34 20 12 29 30 67 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 : 26.5 27.9 36.9 45.7 26.4 27.9 36.1 43.3
Old : 26.5 27.9 36.9 45.7 26.4 27.9 36.1 43.3
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, July 10, 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 : 29,577: 2,959 601 0 24,667 28,264 27,626 28,865: 1,951 712
Old : 29,577: 2,959 601 0 24,667 28,264 27,626 28,865: 1,951 712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -43: 263 -48 0 -551 54 -288 6: 245 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.0 0.0 83.4 95.6 93.4 97.6: 6.6 2.4
Old : 100.0: 10.0 2.0 0.0 83.4 95.6 93.4 97.6: 6.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 0 12 12 15 13:
Old : 24: 3 1 0 12 12 15 13:
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 : 67.6 71.7 85.5 93.5 67.5 71.7 84.9 93.4
Old : 67.6 71.7 85.5 93.5 67.5 71.7 84.9 93.4
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, July 10, 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 : 43,074: 30,919 42,595 452 11,545 0 42,916 43,047: 158 27
Old : 43,074: 30,919 42,595 452 11,545 0 42,916 43,047: 158 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,361: -4,403 -4,366 0 41 0 -4,362 -4,366: 1 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 98.9 1.0 26.8 0.0 99.6 99.9: 0.4 0.1
Old : 100.0: 71.8 98.9 1.0 26.8 0.0 99.6 99.9: 0.4 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 : 48: 30 15 2 3 0 34 16:
Old : 48: 30 15 2 3 0 34 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 : 56.6 85.6 83.4 97.3 56.1 85.6 82.9 96.8
Old : 56.6 85.6 83.4 97.3 56.1 85.6 82.9 96.8
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, July 10, 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 : 30,825: 15,666 12,821 214 14,901 17,661 30,781 30,696: 44 129
Old : 30,825: 15,666 12,821 214 14,901 17,661 30,781 30,696: 44 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -97: -877 174 -15 786 -291 -106 -132: 9 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 41.6 0.7 48.3 57.3 99.9 99.6: 0.1 0.4
Old : 100.0: 50.8 41.6 0.7 48.3 57.3 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 14 1 9 17 13 31:
Old : 42: 3 14 1 9 17 13 31:
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 : 82.9 43.5 97.9 66.7 82.9 43.5 97.9 66.7
Old : 82.9 43.5 97.9 66.7 82.9 43.5 97.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 14,879: 10,794 6,804 9 4,061 8,015 14,864 14,828: 15 51
Old : 14,879: 10,794 6,804 9 4,061 8,015 14,864 14,828: 15 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,132: -1,381 -385 0 244 -709 -1,137 -1,094: 5 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 45.7 0.1 27.3 53.9 99.9 99.7: 0.1 0.3
Old : 100.0: 72.5 45.7 0.1 27.3 53.9 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 : 32: 6 12 1 5 11 12 23:
Old : 32: 6 12 1 5 11 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.8 54.5 98.6 80.6 91.7 54.4 98.4 80.6
Old : 91.8 54.5 98.6 80.6 91.7 54.4 98.4 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018