WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 661,149: 160,701 100,109 231,964 225,150 278,133 617,815 610,206: 43,334 50,943
Old : 577,398: 145,107 94,792 201,663 195,058 242,546 541,828 539,001: 35,570 38,397
Other: 83,752: 27,252 16,974 18,643 30,092 35,587 75,987 71,205: 7,765 12,547
: : :
: : Changes in Commitments from: August 7, 2018 :
: -17,173: -2,192 435 821 -15,819 -14,584 -17,190 -13,328: 17 -3,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 15.1 35.1 34.1 42.1 93.4 92.3: 6.6 7.7
Old : 100.0: 25.1 16.4 34.9 33.8 42.0 93.8 93.4: 6.2 6.6
Other: 100.0: 32.5 20.3 22.3 35.9 42.5 90.7 85.0: 9.3 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 152 144 192 116 136 373 385:
Old : 454: 151 140 177 111 130 359 360:
Other: 204: 46 53 35 40 87 110 156:
:----------------------------------------------------------------------------------------------------
: 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 11.4 20.1 19.3 7.8 7.1 12.9 11.9
Old : 14.0 12.2 21.3 20.2 8.0 7.8 14.0 13.0
Other: 25.1 16.9 37.3 26.8 21.8 14.7 30.3 20.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 20,800: 3,160 1,600 1,600 15,930 16,862 20,690 20,062: 110 737
Old : 20,800: 3,160 1,600 1,600 15,930 16,862 20,690 20,062: 110 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,038: 50 630 170 838 219 1,058 1,019: -20 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.7 7.7 76.6 81.1 99.5 96.5: 0.5 3.5
Old : 100.0: 15.2 7.7 7.7 76.6 81.1 99.5 96.5: 0.5 3.5
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 : 28: 8 2 4 15 15 25 20:
Old : 28: 8 2 4 15 15 25 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 : 50.9 59.2 72.2 79.3 36.9 57.1 56.9 64.0
Old : 50.9 59.2 72.2 79.3 36.9 57.1 56.9 64.0
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, August 14, 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 : 308,705: 101,570 36,023 62,690 120,120 183,767 284,380 282,481: 24,324 26,224
Old : 283,149: 98,941 40,230 51,470 111,109 171,221 261,520 262,921: 21,629 20,229
Other: 25,556: 10,277 3,442 3,572 9,011 12,546 22,860 19,560: 2,695 5,996
: : :
: : Changes in Commitments from: August 7, 2018 :
: -8,543: 6,197 -530 -9,945 -3,751 935 -7,499 -9,540: -1,045 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 11.7 20.3 38.9 59.5 92.1 91.5: 7.9 8.5
Old : 100.0: 34.9 14.2 18.2 39.2 60.5 92.4 92.9: 7.6 7.1
Other: 100.0: 40.2 13.5 14.0 35.3 49.1 89.5 76.5: 10.5 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 89 51 83 81 102 213 207:
Old : 271: 85 58 76 79 95 205 196:
Other: 141: 30 22 16 28 79 64 113:
:----------------------------------------------------------------------------------------------------
: 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 21.0 21.7 31.3 9.6 18.6 17.3 28.1
Old : 14.4 22.8 23.6 33.3 11.2 22.1 19.8 32.2
Other: 31.9 18.2 46.9 28.2 31.9 16.4 44.4 24.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 2,227,303: 414,907 365,729 662,052 942,963 961,851 2,019,922 1,989,633: 207,380 237,670
Old : 481,501: 86,069 111,708 135,488 211,773 203,621 433,330 450,817: 48,171 30,684
Other: 1,745,801: 429,704 354,887 425,698 731,190 758,230 1,586,592 1,538,815: 159,209 206,986
: : :
: : Changes in Commitments from: August 7, 2018 :
: -59,942: -21,936 -18,910 -2,793 -22,781 -37,226 -47,511 -58,929: -12,431 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.4 29.7 42.3 43.2 90.7 89.3: 9.3 10.7
Old : 100.0: 17.9 23.2 28.1 44.0 42.3 90.0 93.6: 10.0 6.4
Other: 100.0: 24.6 20.3 24.4 41.9 43.4 90.9 88.1: 9.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 948: 236 181 269 425 445 791 786:
Old : 664: 141 95 104 301 302 480 464:
Other: 923: 215 198 220 358 424 688 733:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 8.7 18.1 14.5 7.2 5.2 11.3 9.0
Old : 11.2 17.4 20.3 26.2 8.6 13.9 14.1 20.9
Other: 13.2 8.1 19.7 13.9 9.4 5.3 14.5 9.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 5,117: 1,596 621 243 1,420 3,079 3,260 3,944: 1,857 1,172
Old : 5,117: 1,596 621 243 1,420 3,079 3,260 3,944: 1,857 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 409: 269 85 25 162 729 455 839: -46 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 12.1 4.8 27.8 60.2 63.7 77.1: 36.3 22.9
Old : 100.0: 31.2 12.1 4.8 27.8 60.2 63.7 77.1: 36.3 22.9
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 : 27: 10 5 4 8 9 20 17:
Old : 27: 10 5 4 8 9 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 54.8 44.3 67.4 28.6 50.9 43.7 63.3
Old : 28.9 54.8 44.3 67.4 28.6 50.9 43.7 63.3
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, August 14, 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 : 995,560: 140,180 194,245 296,245 488,493 408,454 924,917 898,943: 70,643 96,617
Old : 968,992: 144,671 189,956 282,749 474,925 403,105 902,345 875,810: 66,647 93,182
Other: 26,568: 5,084 13,864 3,920 13,568 5,349 22,572 23,133: 3,995 3,435
: : :
: : Changes in Commitments from: August 7, 2018 :
: 6,186: -7,501 5,103 3,150 13,341 -2,859 8,990 5,393: -2,804 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.5 29.8 49.1 41.0 92.9 90.3: 7.1 9.7
Old : 100.0: 14.9 19.6 29.2 49.0 41.6 93.1 90.4: 6.9 9.6
Other: 100.0: 19.1 52.2 14.8 51.1 20.1 85.0 87.1: 15.0 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 695: 180 199 230 230 251 540 566:
Old : 695: 179 202 225 229 249 536 562:
Other: 183: 30 42 20 47 87 86 140:
:----------------------------------------------------------------------------------------------------
: 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 9.6 20.9 16.1 10.5 7.1 15.3 11.7
Old : 13.2 9.8 21.1 16.3 10.5 7.3 15.4 12.1
Other: 25.3 41.2 38.4 53.9 25.3 40.8 34.9 50.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 22,502: 10,252 3,730 157 10 6,342 10,419 10,229: 12,083 12,273
Old : 22,183: 10,251 3,743 118 10 6,293 10,379 10,154: 11,804 12,029
Other: 319: 40 26 0 0 49 40 75: 279 244
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,467: 81 -190 -15 1 -597 67 -802: -1,534 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 16.6 0.7 0.0 28.2 46.3 45.5: 53.7 54.5
Old : 100.0: 46.2 16.9 0.5 0.0 28.4 46.8 45.8: 53.2 54.2
Other: 100.0: 12.5 8.2 0.0 0.0 15.4 12.5 23.5: 87.5 76.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 8 5 1 19 6 29:
Old : 29: 2 8 5 1 19 6 29:
Other: 9: 2 2 0 0 5 2 7:
:----------------------------------------------------------------------------------------------------
: 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 : 46.2 16.5 46.3 26.3 45.6 16.3 45.6 25.9
Old : 46.8 16.4 46.8 26.3 46.2 16.4 46.2 26.2
Other: 12.5 22.3 12.5 23.5 12.5 22.3 12.5 23.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 571,765: 108,208 169,058 156,397 268,617 210,966 533,222 536,421: 38,543 35,345
Old : 59,591: 16,170 13,467 6,306 31,973 34,684 54,449 54,457: 5,142 5,134
Other: 512,174: 108,078 171,630 134,051 236,644 176,282 478,773 481,963: 33,401 30,211
: : :
: : Changes in Commitments from: August 7, 2018 :
: 19,732: 425 4,769 9,833 10,581 3,353 20,839 17,954: -1,107 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 29.6 27.4 47.0 36.9 93.3 93.8: 6.7 6.2
Old : 100.0: 27.1 22.6 10.6 53.7 58.2 91.4 91.4: 8.6 8.6
Other: 100.0: 21.1 33.5 26.2 46.2 34.4 93.5 94.1: 6.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 88 119 136 102 87 278 292:
Old : 166: 37 45 24 52 48 103 104:
Other: 355: 92 119 130 95 77 266 275:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 13.9 18.4 21.1 9.5 10.6 15.9 16.0
Old : 25.7 31.8 40.3 44.9 25.1 30.9 37.5 43.7
Other: 11.1 13.3 18.6 20.6 10.2 9.9 16.9 15.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 1,048,014: 121,910 166,900 140,508 626,486 553,651 888,904 861,059: 159,110 186,954
Old : 1,048,014: 121,910 166,900 140,508 626,486 553,651 888,904 861,059: 159,110 186,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 33,606: -9,832 -2,862 24,196 13,187 17,343 27,551 38,677: 6,055 -5,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.9 13.4 59.8 52.8 84.8 82.2: 15.2 17.8
Old : 100.0: 11.6 15.9 13.4 59.8 52.8 84.8 82.2: 15.2 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 46 35 55 93 93 162 160:
Old : 196: 46 35 55 93 93 162 160:
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 : 20.2 25.6 27.6 34.0 12.1 17.1 17.7 23.6
Old : 20.2 25.6 27.6 34.0 12.1 17.1 17.7 23.6
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, August 14, 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 : 1,070,551: 94,265 335,032 27,332 805,690 606,093 927,288 968,457: 143,264 102,094
Old : 1,070,551: 94,265 335,032 27,332 805,690 606,093 927,288 968,457: 143,264 102,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 35,693: -8,258 12,108 2,952 32,889 19,502 27,583 34,562: 8,111 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.3 2.6 75.3 56.6 86.6 90.5: 13.4 9.5
Old : 100.0: 8.8 31.3 2.6 75.3 56.6 86.6 90.5: 13.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 19 22 25 70 68 102 102:
Old : 134: 19 22 25 70 68 102 102:
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 : 22.7 32.5 35.4 45.3 17.7 31.6 28.7 42.5
Old : 22.7 32.5 35.4 45.3 17.7 31.6 28.7 42.5
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, August 14, 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 : 571,753: 130,270 37,364 157,233 230,509 341,115 518,012 535,712: 53,741 36,041
Old : 78,897: 30,819 9,022 10,453 28,884 53,433 70,156 72,907: 8,741 5,989
Other: 492,856: 119,675 48,567 126,557 201,624 287,682 447,856 462,805: 45,001 30,051
: : :
: : Changes in Commitments from: August 7, 2018 :
: 12,688: 9,554 -1,264 -1,065 2,678 15,373 11,168 13,044: 1,520 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 6.5 27.5 40.3 59.7 90.6 93.7: 9.4 6.3
Old : 100.0: 39.1 11.4 13.2 36.6 67.7 88.9 92.4: 11.1 7.6
Other: 100.0: 24.3 9.9 25.7 40.9 58.4 90.9 93.9: 9.1 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 118 50 121 120 108 298 247:
Old : 192: 58 30 24 73 61 143 103:
Other: 329: 106 75 111 113 105 280 240:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 23.0 16.3 32.9 7.0 20.0 11.1 26.7
Old : 18.0 30.6 28.7 44.8 13.7 28.3 24.4 42.2
Other: 10.8 22.8 16.6 31.7 8.1 19.6 12.7 25.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 8,712: 1,281 1,601 882 4,825 4,844 6,988 7,328: 1,724 1,385
Old : 8,712: 1,281 1,601 882 4,825 4,844 6,988 7,328: 1,724 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -334: -993 248 97 487 -892 -409 -546: 76 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.4 10.1 55.4 55.6 80.2 84.1: 19.8 15.9
Old : 100.0: 14.7 18.4 10.1 55.4 55.6 80.2 84.1: 19.8 15.9
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 : 50: 17 11 10 14 16 35 34:
Old : 50: 17 11 10 14 16 35 34:
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 : 39.0 38.7 51.6 56.1 37.8 36.8 48.1 48.2
Old : 39.0 38.7 51.6 56.1 37.8 36.8 48.1 48.2
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, August 14, 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 : 2,096,621: 474,180 558,388 122,446 1,387,191 1,236,535 1,983,816 1,917,369: 112,805 179,252
Old : 2,096,621: 474,180 558,388 122,446 1,387,191 1,236,535 1,983,816 1,917,369: 112,805 179,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 101,696: 41,389 32,360 -10,817 76,817 79,219 107,389 100,762: -5,693 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.6 5.8 66.2 59.0 94.6 91.5: 5.4 8.5
Old : 100.0: 22.6 26.6 5.8 66.2 59.0 94.6 91.5: 5.4 8.5
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 : 357: 72 74 53 155 151 247 258:
Old : 357: 72 74 53 155 151 247 258:
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 : 22.3 20.2 32.6 32.5 18.8 18.9 26.9 28.3
Old : 22.3 20.2 32.6 32.5 18.8 18.9 26.9 28.3
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, August 14, 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 : 4,607,508: 497,710 1,108,769 587,450 3,141,186 2,383,187 4,226,346 4,079,406: 381,161 528,102
Old : 4,607,508: 497,710 1,108,769 587,450 3,141,186 2,383,187 4,226,346 4,079,406: 381,161 528,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 230,261: -25,232 23,300 81,578 154,538 151,915 210,885 256,794: 19,376 -26,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 24.1 12.7 68.2 51.7 91.7 88.5: 8.3 11.5
Old : 100.0: 10.8 24.1 12.7 68.2 51.7 91.7 88.5: 8.3 11.5
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 : 467: 78 109 109 222 237 363 392:
Old : 467: 78 109 109 222 237 363 392:
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 : 25.2 15.5 31.9 23.8 20.3 13.2 25.7 20.0
Old : 25.2 15.5 31.9 23.8 20.3 13.2 25.7 20.0
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, August 14, 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 : 596,316: 73,933 89,851 10,715 407,904 330,823 492,552 431,389: 103,764 164,927
Old : 596,316: 73,933 89,851 10,715 407,904 330,823 492,552 431,389: 103,764 164,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 23,906: 9,930 18,721 -2,611 17,409 14,050 24,728 30,160: -822 -6,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.1 1.8 68.4 55.5 82.6 72.3: 17.4 27.7
Old : 100.0: 12.4 15.1 1.8 68.4 55.5 82.6 72.3: 17.4 27.7
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 : 111: 15 17 12 60 58 84 78:
Old : 111: 15 17 12 60 58 84 78:
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 : 29.0 12.3 39.4 21.7 27.3 11.4 37.2 19.0
Old : 29.0 12.3 39.4 21.7 27.3 11.4 37.2 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 4,469,718: 535,737 1,340,512 401,846 3,223,903 2,316,566 4,161,486 4,058,924: 308,232 410,794
Old : 4,469,718: 535,737 1,340,512 401,846 3,223,903 2,316,566 4,161,486 4,058,924: 308,232 410,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 74,761: 24,419 -13,847 48,240 -11,045 61,215 61,614 95,608: 13,147 -20,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.0 9.0 72.1 51.8 93.1 90.8: 6.9 9.2
Old : 100.0: 12.0 30.0 9.0 72.1 51.8 93.1 90.8: 6.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 50 80 66 158 168 251 271:
Old : 350: 50 80 66 158 168 251 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 17.1 45.5 28.2 27.3 15.0 37.7 22.9
Old : 34.7 17.1 45.5 28.2 27.3 15.0 37.7 22.9
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, August 14, 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 : 1,904,674: 239,323 180,404 523,110 1,111,126 1,140,803 1,873,559 1,844,317: 31,114 60,356
Old : 1,904,674: 239,323 180,404 523,110 1,111,126 1,140,803 1,873,559 1,844,317: 31,114 60,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 125,577: 17,296 39,620 42,591 68,469 43,291 128,356 125,502: -2,779 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 9.5 27.5 58.3 59.9 98.4 96.8: 1.6 3.2
Old : 100.0: 12.6 9.5 27.5 58.3 59.9 98.4 96.8: 1.6 3.2
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 : 149: 31 36 46 65 69 119 132:
Old : 149: 31 36 46 65 69 119 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 29.6 46.0 43.1 19.8 16.6 24.9 21.3
Old : 30.4 29.6 46.0 43.1 19.8 16.6 24.9 21.3
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, August 14, 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 : 50,410: 21,452 8,574 2,020 17,160 32,509 40,632 43,103: 9,778 7,307
Old : 50,410: 21,452 8,574 2,020 17,160 32,509 40,632 43,103: 9,778 7,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -1,087: -1,398 364 117 -717 -1,739 -1,999 -1,258: 911 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 17.0 4.0 34.0 64.5 80.6 85.5: 19.4 14.5
Old : 100.0: 42.6 17.0 4.0 34.0 64.5 80.6 85.5: 19.4 14.5
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 : 96: 33 17 12 26 31 65 54:
Old : 96: 33 17 12 26 31 65 54:
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 : 25.4 34.1 37.6 52.7 25.3 34.0 36.0 52.6
Old : 25.4 34.1 37.6 52.7 25.3 34.0 36.0 52.6
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, August 14, 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 : 100,820: 42,904 17,148 4,040 34,321 65,017 81,265 86,205: 19,555 14,615
Old : 100,820: 42,904 17,148 4,040 34,321 65,017 81,265 86,205: 19,555 14,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: -2,175: -2,797 729 234 -1,434 -3,479 -3,997 -2,516: 1,822 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 17.0 4.0 34.0 64.5 80.6 85.5: 19.4 14.5
Old : 100.0: 42.6 17.0 4.0 34.0 64.5 80.6 85.5: 19.4 14.5
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 : 96: 33 17 12 26 31 65 54:
Old : 96: 33 17 12 26 31 65 54:
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 : 25.4 34.1 37.6 52.7 25.3 34.0 36.0 52.6
Old : 25.4 34.1 37.6 52.7 25.3 34.0 36.0 52.6
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, August 14, 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 : 29,742: 2,905 667 0 25,098 28,855 28,003 29,522: 1,739 220
Old : 29,742: 2,905 667 0 25,098 28,855 28,003 29,522: 1,739 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 612: 248 -46 0 337 710 585 664: 27 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.2 0.0 84.4 97.0 94.2 99.3: 5.8 0.7
Old : 100.0: 9.8 2.2 0.0 84.4 97.0 94.2 99.3: 5.8 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 : 26: 3 2 0 13 12 16 14:
Old : 26: 3 2 0 13 12 16 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 : 63.4 79.2 85.6 95.5 63.3 79.2 84.9 95.5
Old : 63.4 79.2 85.6 95.5 63.3 79.2 84.9 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 33,424: 27,965 27,004 453 4,817 5,962 33,235 33,419: 189 5
Old : 33,424: 27,965 27,004 453 4,817 5,962 33,235 33,419: 189 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 1,081: 1,090 -1,464 1 0 2,568 1,091 1,105: -10 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 80.8 1.4 14.4 17.8 99.4 100.0: 0.6 0.0
Old : 100.0: 83.7 80.8 1.4 14.4 17.8 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 13 3 2 2 32 17:
Old : 45: 29 13 3 2 2 32 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 74.7 77.1 97.2 54.0 73.5 76.2 92.9
Old : 54.6 74.7 77.1 97.2 54.0 73.5 76.2 92.9
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, August 14, 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 : 30,081: 16,368 13,493 208 13,471 16,332 30,047 30,033: 34 48
Old : 30,081: 16,368 13,493 208 13,471 16,332 30,047 30,033: 34 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 406: -1,114 -333 0 1,549 790 435 457: -29 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 44.9 0.7 44.8 54.3 99.9 99.8: 0.1 0.2
Old : 100.0: 54.4 44.9 0.7 44.8 54.3 99.9 99.8: 0.1 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 : 43: 5 15 1 7 16 13 31:
Old : 43: 5 15 1 7 16 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 : 90.5 42.0 98.9 65.9 90.5 42.0 98.5 65.9
Old : 90.5 42.0 98.9 65.9 90.5 42.0 98.5 65.9
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, August 14, 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 : 17,298: 13,492 8,753 9 3,775 8,437 17,276 17,199: 22 99
Old : 17,298: 13,492 8,753 9 3,775 8,437 17,276 17,199: 22 99
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2018 :
: 155: 195 5 0 0 102 195 107: -40 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 50.6 0.1 21.8 48.8 99.9 99.4: 0.1 0.6
Old : 100.0: 78.0 50.6 0.1 21.8 48.8 99.9 99.4: 0.1 0.6
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 : 29: 5 10 1 3 11 9 21:
Old : 29: 5 10 1 3 11 9 21:
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 : 96.1 54.2 99.8 80.1 96.1 54.1 99.8 80.0
Old : 96.1 54.2 99.8 80.1 96.1 54.1 99.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2018