WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 599,702: 129,456 108,558 201,925 236,429 241,513 567,810 551,996: 31,892 47,706
Old : 543,876: 120,213 106,147 181,807 214,417 217,197 516,436 505,151: 27,440 38,725
Other: 55,826: 18,290 11,457 11,072 22,012 24,315 51,374 46,845: 4,452 8,981
: : :
: : Changes in Commitments from: July 17, 2018 :
: -10,766: 736 -8,560 -8,379 -2,597 6,613 -10,240 -10,326: -526 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.1 33.7 39.4 40.3 94.7 92.0: 5.3 8.0
Old : 100.0: 22.1 19.5 33.4 39.4 39.9 95.0 92.9: 5.0 7.1
Other: 100.0: 32.8 20.5 19.8 39.4 43.6 92.0 83.9: 8.0 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 133 141 168 109 128 344 352:
Old : 433: 134 142 161 106 126 334 344:
Other: 154: 34 29 31 31 77 81 126:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 12.0 21.2 19.7 8.5 6.1 14.5 11.0
Old : 13.8 12.2 21.5 20.5 8.3 6.6 14.8 11.7
Other: 34.0 21.3 48.3 35.4 32.9 16.1 40.7 23.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 24,303: 8,770 100 1,200 14,153 22,307 24,123 23,607: 180 696
Old : 24,303: 8,770 100 1,200 14,153 22,307 24,123 23,607: 180 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 2,083: 100 0 600 1,343 1,267 2,043 1,867: 40 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 0.4 4.9 58.2 91.8 99.3 97.1: 0.7 2.9
Old : 100.0: 36.1 0.4 4.9 58.2 91.8 99.3 97.1: 0.7 2.9
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 : 24: 4 1 4 11 16 18 20:
Old : 24: 4 1 4 11 16 18 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 : 64.5 67.4 87.5 81.9 60.1 55.0 67.5 61.8
Old : 64.5 67.4 87.5 81.9 60.1 55.0 67.5 61.8
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 24, 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 : 302,683: 85,114 53,797 70,488 125,643 153,410 281,245 277,695: 21,439 24,989
Old : 286,299: 86,127 55,406 62,703 117,142 146,485 265,971 264,594: 20,327 21,705
Other: 16,385: 5,347 4,751 1,424 8,502 6,925 15,273 13,101: 1,111 3,284
: : :
: : Changes in Commitments from: July 17, 2018 :
: 9,212: 868 -2,386 3,456 4,468 7,886 8,792 8,957: 419 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.8 23.3 41.5 50.7 92.9 91.7: 7.1 8.3
Old : 100.0: 30.1 19.4 21.9 40.9 51.2 92.9 92.4: 7.1 7.6
Other: 100.0: 32.6 29.0 8.7 51.9 42.3 93.2 80.0: 6.8 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 82 59 78 96 96 219 202:
Old : 268: 80 61 73 94 91 213 193:
Other: 107: 14 20 13 25 63 46 90:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 18.9 21.5 28.0 9.0 15.8 16.5 23.8
Old : 13.8 19.9 22.5 29.1 9.4 17.7 17.3 25.8
Other: 40.3 23.2 59.0 37.6 39.6 23.1 57.3 35.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 2,470,639: 423,541 476,988 756,370 1,057,615 997,959 2,237,525 2,231,316: 233,113 239,322
Old : 905,474: 298,577 269,403 232,163 301,888 356,403 832,628 857,968: 72,846 47,506
Other: 1,565,165: 324,172 406,793 324,999 755,726 641,556 1,404,897 1,373,348: 160,267 191,816
: : :
: : Changes in Commitments from: July 17, 2018 :
: 60,748: -560 11,425 43,743 13,518 6,386 56,701 61,554: 4,048 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.3 30.6 42.8 40.4 90.6 90.3: 9.4 9.7
Old : 100.0: 33.0 29.8 25.6 33.3 39.4 92.0 94.8: 8.0 5.2
Other: 100.0: 20.7 26.0 20.8 48.3 41.0 89.8 87.7: 10.2 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 969: 265 176 277 420 425 810 776:
Old : 771: 193 128 120 320 316 554 523:
Other: 892: 229 169 196 342 393 666 670:
:----------------------------------------------------------------------------------------------------
: 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 9.4 18.9 14.8 5.9 4.7 9.3 8.3
Old : 11.5 15.2 20.2 24.1 11.1 12.6 16.6 18.9
Other: 16.7 8.0 23.0 14.4 12.5 6.9 17.5 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 5,319: 1,230 1,120 210 1,686 2,311 3,125 3,641: 2,194 1,678
Old : 5,319: 1,230 1,120 210 1,686 2,311 3,125 3,641: 2,194 1,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 163: 20 109 12 54 83 86 204: 77 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 21.1 3.9 31.7 43.5 58.8 68.4: 41.2 31.6
Old : 100.0: 23.1 21.1 3.9 31.7 43.5 58.8 68.4: 41.2 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: 7 8 3 7 9 14 20:
Old : 27: 7 8 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 : 35.3 36.4 50.2 52.4 35.1 33.3 48.9 49.1
Old : 35.3 36.4 50.2 52.4 35.1 33.3 48.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 1,090,029: 153,071 197,760 340,450 514,785 452,291 1,008,306 990,501: 81,723 99,527
Old : 113,904: 18,414 12,080 48,002 36,843 45,933 103,258 106,015: 10,645 7,888
Other: 976,125: 154,443 205,465 272,663 477,942 406,358 905,048 884,486: 71,077 91,639
: : :
: : Changes in Commitments from: July 17, 2018 :
: -1,003: -765 9,985 3,265 -5,292 -12,146 -2,792 1,104: 1,789 -2,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.1 31.2 47.2 41.5 92.5 90.9: 7.5 9.1
Old : 100.0: 16.2 10.6 42.1 32.3 40.3 90.7 93.1: 9.3 6.9
Other: 100.0: 15.8 21.0 27.9 49.0 41.6 92.7 90.6: 7.3 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 227 192 259 238 253 591 587:
Old : 383: 105 69 88 113 142 256 264:
Other: 712: 211 198 227 220 246 546 561:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 8.8 19.6 15.6 8.4 5.7 12.4 10.0
Old : 16.6 19.5 27.2 31.8 11.2 16.4 17.0 22.2
Other: 13.3 8.8 21.3 16.0 9.5 6.2 14.2 10.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 25,846: 10,632 3,446 552 58 7,782 11,242 11,780: 14,604 14,066
Old : 1,161: 869 256 1 3 233 873 490: 288 671
Other: 24,685: 10,193 3,620 121 55 7,549 10,369 11,290: 14,316 13,395
: : :
: : Changes in Commitments from: July 17, 2018 :
: -552: 84 -204 66 -513 196 -363 58: -189 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 13.3 2.1 0.2 30.1 43.5 45.6: 56.5 54.4
Old : 100.0: 74.8 22.0 0.1 0.3 20.1 75.2 42.2: 24.8 57.8
Other: 100.0: 41.3 14.7 0.5 0.2 30.6 42.0 45.7: 58.0 54.3
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 8 5 4 22 9 32:
Old : 23: 4 4 1 2 14 6 19:
Other: 32: 2 8 4 3 22 7 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 17.6 43.5 25.7 41.1 16.4 41.1 24.6
Old : 74.9 35.3 75.2 40.4 74.9 35.3 75.0 40.4
Other: 42.0 17.6 42.0 26.0 41.3 17.4 41.3 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 565,582: 106,130 165,301 149,240 268,665 215,820 524,035 530,361: 41,547 35,222
Old : 115,577: 23,536 24,769 23,156 59,223 58,154 105,915 106,079: 9,662 9,498
Other: 450,005: 103,526 161,464 105,152 209,442 157,666 418,120 424,282: 31,885 25,723
: : :
: : Changes in Commitments from: July 17, 2018 :
: 15,129: -5,126 -7,577 13,882 8,144 9,618 16,901 15,924: -1,772 -795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 29.2 26.4 47.5 38.2 92.7 93.8: 7.3 6.2
Old : 100.0: 20.4 21.4 20.0 51.2 50.3 91.6 91.8: 8.4 8.2
Other: 100.0: 23.0 35.9 23.4 46.5 35.0 92.9 94.3: 7.1 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 79 131 122 97 86 263 287:
Old : 198: 46 59 41 53 60 122 143:
Other: 333: 88 113 111 83 74 239 256:
:----------------------------------------------------------------------------------------------------
: 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 14.6 18.6 21.2 9.6 11.9 15.7 17.2
Old : 25.2 21.2 40.6 33.0 24.0 17.6 34.6 25.9
Other: 12.0 14.6 19.4 21.4 11.2 11.4 18.3 17.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,021,276: 132,468 140,173 135,158 594,535 548,719 862,161 824,051: 159,115 197,226
Old : 1,021,276: 132,468 140,173 135,158 594,535 548,719 862,161 824,051: 159,115 197,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 10,192: -7,940 2,791 16,288 9,208 -7,736 17,555 11,343: -7,363 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.7 13.2 58.2 53.7 84.4 80.7: 15.6 19.3
Old : 100.0: 13.0 13.7 13.2 58.2 53.7 84.4 80.7: 15.6 19.3
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 : 205: 47 37 54 97 100 167 168:
Old : 205: 47 37 54 97 100 167 168:
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 22.9 27.4 30.6 12.4 14.2 18.1 19.8
Old : 20.0 22.9 27.4 30.6 12.4 14.2 18.1 19.8
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 24, 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 : 1,007,387: 88,285 301,420 12,792 762,286 587,922 863,363 902,134: 144,024 105,254
Old : 1,007,387: 88,285 301,420 12,792 762,286 587,922 863,363 902,134: 144,024 105,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 10,086: 5,666 8,607 -925 6,440 -10,194 11,182 -2,511: -1,095 12,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 29.9 1.3 75.7 58.4 85.7 89.6: 14.3 10.4
Old : 100.0: 8.8 29.9 1.3 75.7 58.4 85.7 89.6: 14.3 10.4
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 : 128: 18 20 19 65 64 92 94:
Old : 128: 18 20 19 65 64 92 94:
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 : 24.1 32.6 36.9 44.8 17.9 32.6 29.0 43.5
Old : 24.1 32.6 36.9 44.8 17.9 32.6 29.0 43.5
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, July 24, 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 : 584,459: 123,067 37,333 172,082 236,852 336,529 532,001 545,944: 52,458 38,515
Old : 138,888: 44,211 9,983 24,765 53,920 93,474 122,895 128,221: 15,993 10,667
Other: 445,571: 111,562 60,056 114,612 182,932 243,056 409,106 417,723: 36,465 27,848
: : :
: : Changes in Commitments from: July 17, 2018 :
: -712: -1,485 3,036 1,253 -146 -5,312 -379 -1,024: -333 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.4 29.4 40.5 57.6 91.0 93.4: 9.0 6.6
Old : 100.0: 31.8 7.2 17.8 38.8 67.3 88.5 92.3: 11.5 7.7
Other: 100.0: 25.0 13.5 25.7 41.1 54.5 91.8 93.8: 8.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 117 47 127 117 107 291 255:
Old : 236: 80 32 40 96 84 187 145:
Other: 312: 89 87 111 100 93 262 228:
:----------------------------------------------------------------------------------------------------
: 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 21.4 15.3 30.8 6.8 18.0 10.6 24.6
Old : 14.1 25.1 23.0 37.9 11.3 20.9 18.1 31.4
Other: 10.1 21.0 15.8 29.0 7.8 18.1 12.6 23.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 8,773: 2,137 1,183 578 4,398 5,896 7,113 7,657: 1,660 1,115
Old : 8,773: 2,137 1,183 578 4,398 5,896 7,113 7,657: 1,660 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 406: 459 -139 57 -28 400 488 319: -82 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.5 6.6 50.1 67.2 81.1 87.3: 18.9 12.7
Old : 100.0: 24.4 13.5 6.6 50.1 67.2 81.1 87.3: 18.9 12.7
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 : 55: 22 7 12 15 19 41 36:
Old : 55: 22 7 12 15 19 41 36:
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 : 39.8 41.6 52.7 60.3 39.5 36.5 49.3 51.8
Old : 39.8 41.6 52.7 60.3 39.5 36.5 49.3 51.8
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 24, 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 : 1,995,535: 478,902 527,302 149,532 1,242,178 1,131,673 1,870,612 1,808,507: 124,923 187,028
Old : 1,995,535: 478,902 527,302 149,532 1,242,178 1,131,673 1,870,612 1,808,507: 124,923 187,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 26,225: 3,685 34,417 13,393 6,130 -28,465 23,208 19,345: 3,016 6,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 26.4 7.5 62.2 56.7 93.7 90.6: 6.3 9.4
Old : 100.0: 24.0 26.4 7.5 62.2 56.7 93.7 90.6: 6.3 9.4
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 : 333: 58 77 50 145 140 231 239:
Old : 333: 58 77 50 145 140 231 239:
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 : 18.7 21.4 30.0 32.3 14.5 18.0 24.5 26.7
Old : 18.7 21.4 30.0 32.3 14.5 18.0 24.5 26.7
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 24, 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 : 4,523,654: 568,445 1,031,030 609,133 2,990,780 2,333,798 4,168,357 3,973,960: 355,297 549,694
Old : 4,523,654: 568,445 1,031,030 609,133 2,990,780 2,333,798 4,168,357 3,973,960: 355,297 549,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 71,357: -28,015 60,825 5,228 99,930 -7,918 77,143 58,136: -5,786 13,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.8 13.5 66.1 51.6 92.1 87.8: 7.9 12.2
Old : 100.0: 12.6 22.8 13.5 66.1 51.6 92.1 87.8: 7.9 12.2
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 : 468: 73 118 109 215 233 355 393:
Old : 468: 73 118 109 215 233 355 393:
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 : 25.0 13.6 33.3 21.8 20.7 10.7 27.6 17.0
Old : 25.0 13.6 33.3 21.8 20.7 10.7 27.6 17.0
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 24, 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 : 579,162: 75,704 60,191 18,262 385,376 333,872 479,342 412,325: 99,820 166,837
Old : 579,162: 75,704 60,191 18,262 385,376 333,872 479,342 412,325: 99,820 166,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,050: -677 -6,414 -1,133 5,472 10,643 3,662 3,096: -2,612 -2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.4 3.2 66.5 57.6 82.8 71.2: 17.2 28.8
Old : 100.0: 13.1 10.4 3.2 66.5 57.6 82.8 71.2: 17.2 28.8
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 : 104: 14 14 12 57 55 81 71:
Old : 104: 14 14 12 57 55 81 71:
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 : 29.6 14.6 40.2 25.4 29.2 13.9 38.1 22.6
Old : 29.6 14.6 40.2 25.4 29.2 13.9 38.1 22.6
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 24, 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 : 4,159,013: 533,294 1,223,239 337,399 2,989,606 2,151,221 3,860,299 3,711,860: 298,714 447,153
Old : 4,159,013: 533,294 1,223,239 337,399 2,989,606 2,151,221 3,860,299 3,711,860: 298,714 447,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 85,295: -3,748 -4,771 17,602 48,007 39,691 61,861 52,522: 23,433 32,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 29.4 8.1 71.9 51.7 92.8 89.2: 7.2 10.8
Old : 100.0: 12.8 29.4 8.1 71.9 51.7 92.8 89.2: 7.2 10.8
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 : 352: 53 86 65 147 169 239 281:
Old : 352: 53 86 65 147 169 239 281:
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 17.5 45.4 28.5 26.5 15.2 37.5 22.5
Old : 33.6 17.5 45.4 28.5 26.5 15.2 37.5 22.5
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 24, 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 : 1,936,551: 295,085 140,034 502,477 1,106,396 1,233,745 1,903,958 1,876,256: 32,592 60,295
Old : 1,936,551: 295,085 140,034 502,477 1,106,396 1,233,745 1,903,958 1,876,256: 32,592 60,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 49,912: 13,351 -14,554 15,748 19,966 44,817 49,065 46,011: 847 3,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.2 25.9 57.1 63.7 98.3 96.9: 1.7 3.1
Old : 100.0: 15.2 7.2 25.9 57.1 63.7 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 : 149: 32 37 49 64 70 120 136:
Old : 149: 32 37 49 64 70 120 136:
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 : 31.3 31.0 44.1 42.1 22.9 19.2 27.7 24.7
Old : 31.3 31.0 44.1 42.1 22.9 19.2 27.7 24.7
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 24, 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 : 46,086: 18,602 8,161 1,972 16,971 29,188 37,544 39,321: 8,542 6,765
Old : 46,086: 18,602 8,161 1,972 16,971 29,188 37,544 39,321: 8,542 6,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 1,627: 2,186 1,672 -147 -237 3 1,802 1,528: -175 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 17.7 4.3 36.8 63.3 81.5 85.3: 18.5 14.7
Old : 100.0: 40.4 17.7 4.3 36.8 63.3 81.5 85.3: 18.5 14.7
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 : 106: 34 24 13 27 29 66 61:
Old : 106: 34 24 13 27 29 66 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 : 26.5 29.8 39.6 47.9 26.4 29.8 36.8 47.9
Old : 26.5 29.8 39.6 47.9 26.4 29.8 36.8 47.9
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 24, 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 : 92,172: 37,204 16,322 3,944 33,941 58,377 75,088 78,642: 17,084 13,530
Old : 92,172: 37,204 16,322 3,944 33,941 58,377 75,088 78,642: 17,084 13,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 3,253: 4,372 3,344 -293 -475 6 3,604 3,057: -351 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 17.7 4.3 36.8 63.3 81.5 85.3: 18.5 14.7
Old : 100.0: 40.4 17.7 4.3 36.8 63.3 81.5 85.3: 18.5 14.7
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 : 106: 34 24 13 27 29 66 61:
Old : 106: 34 24 13 27 29 66 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 : 26.5 29.8 39.6 47.9 26.4 29.8 36.8 47.9
Old : 26.5 29.8 39.6 47.9 26.4 29.8 36.8 47.9
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 24, 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 : 28,015: 2,234 664 0 23,621 27,141 25,855 27,805: 2,160 210
Old : 28,015: 2,234 664 0 23,621 27,141 25,855 27,805: 2,160 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -430: -481 203 0 90 -420 -391 -217: -39 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.4 0.0 84.3 96.9 92.3 99.3: 7.7 0.7
Old : 100.0: 8.0 2.4 0.0 84.3 96.9 92.3 99.3: 7.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 12 12 15 14:
Old : 25: 3 2 0 12 12 15 14:
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 : 64.1 75.8 83.9 95.4 63.5 75.8 83.3 95.4
Old : 64.1 75.8 83.9 95.4 63.5 75.8 83.3 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 24, 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 : 33,179: 27,745 30,248 452 4,798 2,474 32,995 33,174: 184 5
Old : 33,179: 27,745 30,248 452 4,798 2,474 32,995 33,174: 184 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -2,648: -1,551 -5,111 0 -1,126 2,474 -2,677 -2,637: 29 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 91.2 1.4 14.5 7.5 99.4 100.0: 0.6 0.0
Old : 100.0: 83.6 91.2 1.4 14.5 7.5 99.4 100.0: 0.6 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: 29 14 2 2 1 32 16:
Old : 45: 29 14 2 2 1 32 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 : 59.4 76.6 79.7 97.0 58.8 76.6 78.3 92.8
Old : 59.4 76.6 79.7 97.0 58.8 76.6 78.3 92.8
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 24, 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 : 31,566: 16,755 13,826 215 14,525 17,442 31,495 31,483: 71 83
Old : 31,566: 16,755 13,826 215 14,525 17,442 31,495 31,483: 71 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -47: 580 -26 0 -633 -36 -53 -62: 6 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 43.8 0.7 46.0 55.3 99.8 99.7: 0.2 0.3
Old : 100.0: 53.1 43.8 0.7 46.0 55.3 99.8 99.7: 0.2 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 : 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 : 84.8 44.1 97.8 67.3 84.8 44.1 97.8 67.3
Old : 84.8 44.1 97.8 67.3 84.8 44.1 97.8 67.3
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 24, 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 : 15,063: 11,231 6,430 9 3,775 8,563 15,015 15,002: 48 61
Old : 15,063: 11,231 6,430 9 3,775 8,563 15,015 15,002: 48 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 744: 740 -57 0 0 801 740 744: 4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 42.7 0.1 25.1 56.8 99.7 99.6: 0.3 0.4
Old : 100.0: 74.6 42.7 0.1 25.1 56.8 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 : 32: 6 12 1 3 12 10 24:
Old : 32: 6 12 1 3 12 10 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 : 93.4 49.9 99.3 76.9 93.3 49.8 99.2 76.9
Old : 93.4 49.9 99.3 76.9 93.3 49.8 99.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018