WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 610,468: 128,720 117,118 210,305 239,026 234,900 578,050 562,322: 32,418 48,146
Old : 558,799: 121,002 114,936 191,904 218,098 212,468 531,004 519,308: 27,795 39,491
Other: 51,669: 15,639 10,103 10,480 20,927 22,432 47,046 43,014: 4,623 8,655
: : :
: : Changes in Commitments from: July 10, 2018 :
: 11,923: 1,153 -2,884 7,480 1,369 8,378 10,002 12,974: 1,921 -1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 19.2 34.4 39.2 38.5 94.7 92.1: 5.3 7.9
Old : 100.0: 21.7 20.6 34.3 39.0 38.0 95.0 92.9: 5.0 7.1
Other: 100.0: 30.3 19.6 20.3 40.5 43.4 91.1 83.3: 8.9 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 130 137 155 112 128 337 338:
Old : 422: 134 138 147 109 127 327 332:
Other: 142: 26 29 31 29 74 73 120:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.7 21.2 19.2 9.2 6.4 14.9 10.8
Old : 13.7 12.0 21.5 20.1 8.9 6.7 14.9 11.4
Other: 37.5 22.0 51.5 36.7 36.2 16.5 43.6 24.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 22,220: 8,670 100 600 12,810 21,040 22,080 21,740: 140 480
Old : 22,220: 8,670 100 600 12,810 21,040 22,080 21,740: 140 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 150: -800 0 100 950 -90 250 10: -100 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.5 2.7 57.7 94.7 99.4 97.8: 0.6 2.2
Old : 100.0: 39.0 0.5 2.7 57.7 94.7 99.4 97.8: 0.6 2.2
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 : 23: 4 1 3 11 16 17 19:
Old : 23: 4 1 3 11 16 17 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 : 67.6 66.7 89.6 83.8 63.5 53.9 69.4 61.7
Old : 67.6 66.7 89.6 83.8 63.5 53.9 69.4 61.7
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 17, 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 : 293,472: 84,245 56,183 67,031 121,176 145,524 272,452 268,738: 21,020 24,734
Old : 278,853: 85,241 57,854 59,723 113,883 139,720 258,847 257,298: 20,006 21,556
Other: 14,619: 5,186 4,510 1,127 7,292 5,804 13,605 11,440: 1,013 3,178
: : :
: : Changes in Commitments from: July 10, 2018 :
: 9,663: 1,733 3,988 4,420 3,383 3,148 9,535 11,555: 128 -1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 19.1 22.8 41.3 49.6 92.8 91.6: 7.2 8.4
Old : 100.0: 30.6 20.7 21.4 40.8 50.1 92.8 92.3: 7.2 7.7
Other: 100.0: 35.5 30.9 7.7 49.9 39.7 93.1 78.3: 6.9 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 79 57 70 88 93 204 193:
Old : 257: 75 62 65 85 89 196 186:
Other: 101: 17 18 12 22 59 43 85:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 17.4 21.7 25.9 9.4 13.2 15.9 21.4
Old : 13.6 18.3 22.6 27.0 9.9 15.0 16.5 23.3
Other: 48.5 25.2 68.0 39.8 48.5 25.1 66.7 37.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 2,409,890: 424,101 465,562 712,627 1,044,097 991,573 2,180,825 2,169,762: 229,065 240,128
Old : 920,073: 281,161 259,158 244,449 320,568 366,033 846,179 869,640: 73,895 50,434
Other: 1,489,817: 301,773 365,238 309,344 723,529 625,540 1,334,646 1,300,122: 155,171 189,695
: : :
: : Changes in Commitments from: July 10, 2018 :
: 57,171: -19,081 14,732 51,107 23,687 1,507 55,712 67,346: 1,459 -10,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.3 29.6 43.3 41.1 90.5 90.0: 9.5 10.0
Old : 100.0: 30.6 28.2 26.6 34.8 39.8 92.0 94.5: 8.0 5.5
Other: 100.0: 20.3 24.5 20.8 48.6 42.0 89.6 87.3: 10.4 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 950: 259 177 270 410 410 791 753:
Old : 763: 184 132 125 311 319 542 530:
Other: 870: 226 159 191 329 381 643 651:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 9.4 19.2 14.9 6.0 4.9 9.4 8.4
Old : 10.7 14.3 19.6 23.2 10.4 11.9 16.1 17.5
Other: 17.1 8.3 23.5 14.8 12.8 7.0 17.8 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 5,156: 1,209 1,011 198 1,632 2,228 3,039 3,437: 2,117 1,719
Old : 5,156: 1,209 1,011 198 1,632 2,228 3,039 3,437: 2,117 1,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 180: 34 -265 66 79 233 179 33: 1 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 19.6 3.8 31.7 43.2 58.9 66.7: 41.1 33.3
Old : 100.0: 23.5 19.6 3.8 31.7 43.2 58.9 66.7: 41.1 33.3
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 : 27: 6 9 3 7 9 14 20:
Old : 27: 6 9 3 7 9 14 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 : 35.6 34.4 50.6 50.3 35.5 31.4 49.4 47.0
Old : 35.6 34.4 50.6 50.3 35.5 31.4 49.4 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 17, 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 : 1,091,032: 153,836 187,774 337,186 520,076 464,437 1,011,098 989,397: 79,934 101,634
Old : 134,151: 20,245 14,009 51,442 49,830 58,267 121,517 123,718: 12,634 10,433
Other: 956,881: 149,294 189,469 270,040 470,246 406,170 889,581 865,679: 67,299 91,201
: : :
: : Changes in Commitments from: July 10, 2018 :
: 51,065: 2,948 5,489 27,091 19,491 18,434 49,529 51,013: 1,535 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.2 30.9 47.7 42.6 92.7 90.7: 7.3 9.3
Old : 100.0: 15.1 10.4 38.3 37.1 43.4 90.6 92.2: 9.4 7.8
Other: 100.0: 15.6 19.8 28.2 49.1 42.4 93.0 90.5: 7.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 240 174 264 246 254 608 584:
Old : 423: 123 70 92 132 152 290 282:
Other: 712: 208 196 233 216 246 549 558:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 9.5 20.3 16.3 8.8 5.6 13.0 9.4
Old : 15.8 18.5 25.4 29.9 10.9 16.8 16.0 22.1
Other: 14.0 9.7 21.6 17.1 10.0 5.8 14.7 9.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 26,398: 10,548 3,650 486 571 7,586 11,605 11,722: 14,793 14,676
Old : 1,540: 702 265 1 526 269 1,229 535: 311 1,005
Other: 24,858: 10,204 3,743 127 45 7,317 10,376 11,187: 14,482 13,671
: : :
: : Changes in Commitments from: July 10, 2018 :
: 88: 42 46 92 -63 25 71 163: 17 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 13.8 1.8 2.2 28.7 44.0 44.4: 56.0 55.6
Old : 100.0: 45.6 17.2 0.1 34.2 17.5 79.8 34.7: 20.2 65.3
Other: 100.0: 41.0 15.1 0.5 0.2 29.4 41.7 45.0: 58.3 55.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 9 5 5 20 10 31:
Old : 27: 4 6 1 4 14 8 21:
Other: 31: 2 9 4 2 20 6 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 : 43.7 17.5 44.0 25.6 41.2 16.6 41.2 24.6
Old : 79.3 25.6 79.8 30.8 79.3 25.6 79.7 30.8
Other: 41.7 17.7 41.7 26.1 41.0 17.5 41.0 25.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 550,453: 111,256 172,877 135,358 260,520 206,202 507,134 514,437: 43,319 36,017
Old : 121,707: 26,947 29,045 21,671 62,242 61,495 110,860 112,211: 10,847 9,496
Other: 428,747: 103,165 162,688 94,831 198,278 144,706 396,274 402,226: 32,473 26,521
: : :
: : Changes in Commitments from: July 10, 2018 :
: 23,583: -8,393 8,072 13,257 17,165 3,658 22,028 24,987: 1,555 -1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 31.4 24.6 47.3 37.5 92.1 93.5: 7.9 6.5
Old : 100.0: 22.1 23.9 17.8 51.1 50.5 91.1 92.2: 8.9 7.8
Other: 100.0: 24.1 37.9 22.1 46.2 33.8 92.4 93.8: 7.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 80 130 126 98 84 266 284:
Old : 206: 49 59 40 59 61 130 142:
Other: 325: 81 116 111 84 70 235 250:
:----------------------------------------------------------------------------------------------------
: 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 13.8 19.3 20.9 10.7 11.9 16.9 17.7
Old : 26.3 19.9 38.6 32.2 24.8 18.0 35.5 28.3
Other: 12.5 14.1 20.1 21.2 11.7 11.2 19.2 17.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 1,011,084: 140,408 137,382 118,870 585,327 556,455 844,606 812,707: 166,478 198,376
Old : 1,011,084: 140,408 137,382 118,870 585,327 556,455 844,606 812,707: 166,478 198,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 7,449: 13,776 8,653 -7,617 -3,853 4,743 2,306 5,779: 5,144 1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.6 11.8 57.9 55.0 83.5 80.4: 16.5 19.6
Old : 100.0: 13.9 13.6 11.8 57.9 55.0 83.5 80.4: 16.5 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 : 198: 49 35 56 91 93 164 160:
Old : 198: 49 35 56 91 93 164 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 23.9 26.6 32.6 11.2 14.8 16.7 21.4
Old : 20.0 23.9 26.6 32.6 11.2 14.8 16.7 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 997,301: 82,619 292,812 13,716 755,846 598,116 852,181 904,645: 145,120 92,656
Old : 997,301: 82,619 292,812 13,716 755,846 598,116 852,181 904,645: 145,120 92,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 18,619: -1,695 17,373 -3,032 19,327 11,492 14,599 25,832: 4,019 -7,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 29.4 1.4 75.8 60.0 85.4 90.7: 14.6 9.3
Old : 100.0: 8.3 29.4 1.4 75.8 60.0 85.4 90.7: 14.6 9.3
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: 18 19 19 68 68 95 97:
Old : 131: 18 19 19 68 68 95 97:
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 33.1 37.3 45.5 17.9 33.1 29.3 44.4
Old : 24.0 33.1 37.3 45.5 17.9 33.1 29.3 44.4
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 17, 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 : 585,171: 124,552 34,297 170,830 236,998 341,841 532,380 546,968: 52,791 38,203
Old : 147,570: 46,967 9,477 24,854 57,755 101,383 129,576 135,715: 17,994 11,855
Other: 437,601: 111,757 58,992 111,804 179,243 240,458 402,804 411,253: 34,797 26,348
: : :
: : Changes in Commitments from: July 10, 2018 :
: 12,138: 1,965 -393 4,260 4,926 9,601 11,152 13,468: 986 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.9 29.2 40.5 58.4 91.0 93.5: 9.0 6.5
Old : 100.0: 31.8 6.4 16.8 39.1 68.7 87.8 92.0: 12.2 8.0
Other: 100.0: 25.5 13.5 25.5 41.0 54.9 92.0 94.0: 8.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 111 47 125 116 106 289 250:
Old : 236: 86 28 36 92 82 189 135:
Other: 309: 86 93 110 100 94 261 227:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 21.9 15.5 31.5 6.8 19.0 10.8 25.9
Old : 12.6 26.6 20.7 39.3 10.8 22.8 17.5 34.9
Other: 10.1 21.3 16.1 29.0 7.9 18.4 12.7 23.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 8,367: 1,677 1,322 521 4,426 5,496 6,624 7,339: 1,742 1,028
Old : 8,367: 1,677 1,322 521 4,426 5,496 6,624 7,339: 1,742 1,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 41: 252 -175 157 -449 42 -40 23: 81 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.8 6.2 52.9 65.7 79.2 87.7: 20.8 12.3
Old : 100.0: 20.0 15.8 6.2 52.9 65.7 79.2 87.7: 20.8 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 : 53: 19 8 12 15 19 38 37:
Old : 53: 19 8 12 15 19 38 37:
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 : 42.2 42.2 55.3 60.9 41.6 36.9 50.4 52.4
Old : 42.2 42.2 55.3 60.9 41.6 36.9 50.4 52.4
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 17, 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 : 1,969,311: 475,216 492,885 136,139 1,236,049 1,160,137 1,847,404 1,789,161: 121,907 180,149
Old : 1,969,311: 475,216 492,885 136,139 1,236,049 1,160,137 1,847,404 1,789,161: 121,907 180,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 12,683: 6,149 29,082 12,353 -5,169 -34,516 13,333 6,920: -650 5,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.0 6.9 62.8 58.9 93.8 90.9: 6.2 9.1
Old : 100.0: 24.1 25.0 6.9 62.8 58.9 93.8 90.9: 6.2 9.1
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 : 338: 66 71 49 142 139 227 240:
Old : 338: 66 71 49 142 139 227 240:
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 : 19.0 21.2 30.4 32.3 14.9 17.7 24.8 26.9
Old : 19.0 21.2 30.4 32.3 14.9 17.7 24.8 26.9
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 17, 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 : 4,452,296: 596,460 970,204 603,905 2,890,850 2,341,715 4,091,214 3,915,824: 361,082 536,472
Old : 4,452,296: 596,460 970,204 603,905 2,890,850 2,341,715 4,091,214 3,915,824: 361,082 536,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 64,831: 33,085 60,539 -15,559 45,360 22,819 62,886 67,799: 1,945 -2,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.8 13.6 64.9 52.6 91.9 88.0: 8.1 12.0
Old : 100.0: 13.4 21.8 13.6 64.9 52.6 91.9 88.0: 8.1 12.0
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 : 467: 79 105 114 214 237 351 398:
Old : 467: 79 105 114 214 237 351 398:
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 : 24.4 13.7 32.8 21.8 19.4 10.4 26.7 16.0
Old : 24.4 13.7 32.8 21.8 19.4 10.4 26.7 16.0
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 17, 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 : 578,112: 76,381 66,605 19,395 379,904 323,229 475,680 409,229: 102,432 168,883
Old : 578,112: 76,381 66,605 19,395 379,904 323,229 475,680 409,229: 102,432 168,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 8,078: 5,136 3,475 923 -770 12,466 5,289 16,864: 2,789 -8,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.5 3.4 65.7 55.9 82.3 70.8: 17.7 29.2
Old : 100.0: 13.2 11.5 3.4 65.7 55.9 82.3 70.8: 17.7 29.2
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 : 108: 15 16 11 55 57 80 74:
Old : 108: 15 16 11 55 57 80 74:
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 : 28.5 13.9 40.2 23.7 28.1 13.5 38.3 21.3
Old : 28.5 13.9 40.2 23.7 28.1 13.5 38.3 21.3
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 17, 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 : 4,073,718: 537,041 1,228,010 319,797 2,941,599 2,111,531 3,798,437 3,659,338: 275,280 414,380
Old : 4,073,718: 537,041 1,228,010 319,797 2,941,599 2,111,531 3,798,437 3,659,338: 275,280 414,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -89,509: -38,444 63,994 -29,566 -26,254 -121,463 -94,264 -87,035: 4,755 -2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.1 7.9 72.2 51.8 93.2 89.8: 6.8 10.2
Old : 100.0: 13.2 30.1 7.9 72.2 51.8 93.2 89.8: 6.8 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 : 357: 56 81 67 146 178 241 287:
Old : 357: 56 81 67 146 178 241 287:
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 : 33.6 18.8 45.4 29.6 26.2 16.5 37.4 24.0
Old : 33.6 18.8 45.4 29.6 26.2 16.5 37.4 24.0
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 17, 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 : 1,886,639: 281,734 154,587 486,730 1,086,430 1,188,928 1,854,893 1,830,245: 31,745 56,394
Old : 1,886,639: 281,734 154,587 486,730 1,086,430 1,188,928 1,854,893 1,830,245: 31,745 56,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -23,696: -10,933 -9,633 29,143 -41,638 -40,093 -23,428 -20,583: -268 -3,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.2 25.8 57.6 63.0 98.3 97.0: 1.7 3.0
Old : 100.0: 14.9 8.2 25.8 57.6 63.0 98.3 97.0: 1.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 35 33 52 61 70 117 139:
Old : 147: 35 33 52 61 70 117 139:
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 31.1 45.1 41.0 23.6 19.0 28.5 24.3
Old : 31.9 31.1 45.1 41.0 23.6 19.0 28.5 24.3
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 17, 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 : 44,460: 16,416 6,489 2,118 17,208 29,185 35,742 37,793: 8,717 6,667
Old : 44,460: 16,416 6,489 2,118 17,208 29,185 35,742 37,793: 8,717 6,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 955: 1,227 -928 -198 -551 2,116 478 991: 477 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.6 4.8 38.7 65.6 80.4 85.0: 19.6 15.0
Old : 100.0: 36.9 14.6 4.8 38.7 65.6 80.4 85.0: 19.6 15.0
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: 32 23 11 25 31 61 61:
Old : 103: 32 23 11 25 31 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 30.5 38.7 45.8 25.7 30.5 35.5 45.8
Old : 26.2 30.5 38.7 45.8 25.7 30.5 35.5 45.8
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 17, 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 : 88,919: 32,832 12,978 4,237 34,416 58,370 71,484 75,586: 17,435 13,333
Old : 88,919: 32,832 12,978 4,237 34,416 58,370 71,484 75,586: 17,435 13,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 1,910: 2,453 -1,855 -395 -1,102 4,232 956 1,982: 954 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.6 4.8 38.7 65.6 80.4 85.0: 19.6 15.0
Old : 100.0: 36.9 14.6 4.8 38.7 65.6 80.4 85.0: 19.6 15.0
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: 32 23 11 25 31 61 61:
Old : 103: 32 23 11 25 31 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 30.5 38.7 45.8 25.7 30.5 35.5 45.8
Old : 26.2 30.5 38.7 45.8 25.7 30.5 35.5 45.8
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 17, 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 : 28,445: 2,715 461 0 23,531 27,561 26,246 28,022: 2,199 423
Old : 28,445: 2,715 461 0 23,531 27,561 26,246 28,022: 2,199 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -1,132: -244 -140 0 -1,136 -703 -1,380 -843: 248 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.6 0.0 82.7 96.9 92.3 98.5: 7.7 1.5
Old : 100.0: 9.5 1.6 0.0 82.7 96.9 92.3 98.5: 7.7 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 : 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 : 63.5 75.3 85.4 95.4 63.5 75.3 84.8 95.4
Old : 63.5 75.3 85.4 95.4 63.5 75.3 84.8 95.4
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 17, 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 : 35,827: 29,296 35,359 452 5,924 0 35,672 35,811: 155 16
Old : 35,827: 29,296 35,359 452 5,924 0 35,672 35,811: 155 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -7,247: -1,623 -7,236 0 -5,621 0 -7,244 -7,236: -3 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 98.7 1.3 16.5 0.0 99.6 100.0: 0.4 0.0
Old : 100.0: 81.8 98.7 1.3 16.5 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 : 45: 28 15 2 2 0 31 16:
Old : 45: 28 15 2 2 0 31 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 : 61.5 84.6 83.4 98.1 60.9 84.6 82.8 97.2
Old : 61.5 84.6 83.4 98.1 60.9 84.6 82.8 97.2
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, July 17, 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 : 31,613: 16,175 13,852 215 15,158 17,478 31,548 31,545: 65 68
Old : 31,613: 16,175 13,852 215 15,158 17,478 31,548 31,545: 65 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: 788: 509 1,031 1 257 -183 767 849: 21 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 43.8 0.7 47.9 55.3 99.8 99.8: 0.2 0.2
Old : 100.0: 51.2 43.8 0.7 47.9 55.3 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 16 1 9 17 13 33:
Old : 44: 3 16 1 9 17 13 33:
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 43.7 97.8 66.8 82.9 43.7 97.8 66.8
Old : 82.9 43.7 97.8 66.8 82.9 43.7 97.8 66.8
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, July 17, 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 : 14,319: 10,491 6,487 9 3,775 7,762 14,275 14,258: 44 61
Old : 14,319: 10,491 6,487 9 3,775 7,762 14,275 14,258: 44 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2018 :
: -560: -303 -317 0 -286 -253 -589 -570: 29 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 45.3 0.1 26.4 54.2 99.7 99.6: 0.3 0.4
Old : 100.0: 73.3 45.3 0.1 26.4 54.2 99.7 99.6: 0.3 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 : 31: 5 12 1 3 12 9 24:
Old : 31: 5 12 1 3 12 9 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 : 93.2 53.9 99.6 79.6 93.1 53.8 99.5 79.5
Old : 93.2 53.9 99.6 79.6 93.1 53.8 99.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2018