WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 660,739: 158,266 101,659 229,268 228,075 279,782 615,609 610,709: 45,130 50,030
Old : 570,884: 142,367 98,406 195,565 196,069 239,393 534,002 533,363: 36,882 37,521
Other: 89,855: 28,885 16,240 20,717 32,006 40,389 81,608 77,346: 8,247 12,509
: : :
: : Changes in Commitments from: August 14, 2018 :
: -410: -2,435 1,550 -2,696 2,925 1,649 -2,206 503: 1,795 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 15.4 34.7 34.5 42.3 93.2 92.4: 6.8 7.6
Old : 100.0: 24.9 17.2 34.3 34.3 41.9 93.5 93.4: 6.5 6.6
Other: 100.0: 32.1 18.1 23.1 35.6 44.9 90.8 86.1: 9.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 469: 153 142 185 115 137 374 378:
Old : 453: 153 140 167 109 131 354 354:
Other: 211: 50 51 37 40 92 116 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 11.8 20.3 19.8 7.9 7.6 12.7 12.5
Old : 14.2 12.2 21.7 20.9 8.3 8.5 13.7 13.8
Other: 23.4 16.8 36.2 26.7 20.1 14.3 27.0 20.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,099: 2,734 500 2,000 16,215 17,855 20,949 20,355: 150 744
Old : 21,099: 2,734 500 2,000 16,215 17,855 20,949 20,355: 150 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 299: -426 -1,100 400 285 993 259 293: 40 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 2.4 9.5 76.9 84.6 99.3 96.5: 0.7 3.5
Old : 100.0: 13.0 2.4 9.5 76.9 84.6 99.3 96.5: 0.7 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: 6 3 4 15 14 24 19:
Old : 28: 6 3 4 15 14 24 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 : 56.7 58.2 75.7 75.6 47.1 54.6 61.0 62.7
Old : 56.7 58.2 75.7 75.6 47.1 54.6 61.0 62.7
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, August 21, 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 : 313,197: 102,581 35,346 63,954 120,683 187,292 287,218 286,592: 25,978 26,605
Old : 286,436: 100,795 40,016 51,502 110,827 174,283 263,124 265,801: 23,312 20,635
Other: 26,760: 10,364 3,908 3,874 9,856 13,009 24,094 20,790: 2,666 5,970
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,492: 1,012 -677 1,263 563 3,525 2,838 4,111: 1,654 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 11.3 20.4 38.5 59.8 91.7 91.5: 8.3 8.5
Old : 100.0: 35.2 14.0 18.0 38.7 60.8 91.9 92.8: 8.1 7.2
Other: 100.0: 38.7 14.6 14.5 36.8 48.6 90.0 77.7: 10.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 90 46 81 79 98 210 197:
Old : 263: 83 55 72 75 93 200 187:
Other: 142: 26 24 18 30 80 64 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 20.2 23.6 31.7 9.5 17.6 16.9 26.8
Old : 15.4 22.0 25.5 34.0 10.9 21.4 19.3 31.0
Other: 30.5 17.4 45.5 28.0 30.5 16.9 42.7 24.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 2,207,245: 409,457 350,350 641,736 952,581 975,264 2,003,774 1,967,350: 203,472 239,896
Old : 402,714: 63,106 74,776 117,326 179,758 184,650 360,191 376,752: 42,523 25,961
Other: 1,804,532: 426,210 355,434 444,550 772,823 790,614 1,643,583 1,590,598: 160,949 213,934
: : :
: : Changes in Commitments from: August 14, 2018 :
: -20,057: -5,450 -15,380 -20,316 9,617 13,413 -16,148 -22,283: -3,909 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.9 29.1 43.2 44.2 90.8 89.1: 9.2 10.9
Old : 100.0: 15.7 18.6 29.1 44.6 45.9 89.4 93.6: 10.6 6.4
Other: 100.0: 23.6 19.7 24.6 42.8 43.8 91.1 88.1: 8.9 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 936: 231 180 255 416 438 770 769:
Old : 603: 121 73 81 278 260 426 389:
Other: 919: 218 194 222 345 426 672 738:
:----------------------------------------------------------------------------------------------------
: 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 8.3 19.0 14.1 8.3 5.0 12.6 9.0
Old : 12.4 14.0 22.4 23.9 8.3 10.6 13.3 17.7
Other: 14.1 8.1 20.6 13.7 10.6 5.4 15.6 9.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 5,243: 1,491 511 266 1,567 3,191 3,324 3,968: 1,918 1,274
Old : 5,243: 1,491 511 266 1,567 3,191 3,324 3,968: 1,918 1,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 126: -104 -110 23 146 112 65 24: 61 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 9.8 5.1 29.9 60.9 63.4 75.7: 36.6 24.3
Old : 100.0: 28.4 9.8 5.1 29.9 60.9 63.4 75.7: 36.6 24.3
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 : 26: 10 4 5 8 8 20 16:
Old : 26: 10 4 5 8 8 20 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 : 28.6 56.8 43.8 68.2 28.1 51.8 43.3 63.1
Old : 28.6 56.8 43.8 68.2 28.1 51.8 43.3 63.1
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, August 21, 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 : 991,658: 141,809 174,870 294,927 487,665 424,264 924,400 894,062: 67,257 97,596
Old : 963,152: 148,551 172,886 277,991 473,454 418,390 899,996 869,268: 63,155 93,884
Other: 28,506: 6,254 14,981 3,940 14,211 5,874 24,404 24,794: 4,102 3,712
: : :
: : Changes in Commitments from: August 14, 2018 :
: -3,902: 1,629 -19,374 -1,318 -828 15,810 -517 -4,882: -3,385 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.6 29.7 49.2 42.8 93.2 90.2: 6.8 9.8
Old : 100.0: 15.4 18.0 28.9 49.2 43.4 93.4 90.3: 6.6 9.7
Other: 100.0: 21.9 52.6 13.8 49.9 20.6 85.6 87.0: 14.4 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 199 178 243 226 250 550 566:
Old : 693: 201 177 237 224 249 544 563:
Other: 180: 32 41 19 46 85 87 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 10.1 21.7 16.9 10.5 7.6 15.3 12.0
Old : 13.6 10.4 21.8 17.2 10.6 7.9 15.5 12.4
Other: 24.4 40.6 37.5 54.5 24.4 40.3 35.5 50.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 22,173: 10,304 3,568 171 8 6,266 10,483 10,005: 11,690 12,168
Old : 21,822: 10,295 3,579 135 8 6,216 10,438 9,930: 11,384 11,892
Other: 351: 45 25 0 0 50 45 75: 306 276
: : :
: : Changes in Commitments from: August 14, 2018 :
: -329: 52 -162 14 -2 -76 64 -224: -393 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 16.1 0.8 0.0 28.3 47.3 45.1: 52.7 54.9
Old : 100.0: 47.2 16.4 0.6 0.0 28.5 47.8 45.5: 52.2 54.5
Other: 100.0: 12.8 7.1 0.0 0.0 14.2 12.8 21.4: 87.2 78.6
: : :
:# 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: 10: 2 2 0 0 6 2 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 16.1 47.3 25.6 46.5 15.8 46.5 25.2
Old : 47.8 16.3 47.8 25.7 47.2 16.1 47.2 25.4
Other: 12.8 19.9 12.8 21.4 12.8 19.9 12.8 21.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 572,391: 101,965 164,453 162,905 267,116 209,874 531,986 537,232: 40,406 35,159
Old : 48,685: 11,753 10,511 6,906 26,086 27,651 44,746 45,069: 3,939 3,617
Other: 523,706: 102,063 165,793 144,148 241,030 182,223 487,240 492,164: 36,466 31,542
: : :
: : Changes in Commitments from: August 14, 2018 :
: 626: -6,244 -4,604 6,508 -1,501 -1,092 -1,236 812: 1,863 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 28.7 28.5 46.7 36.7 92.9 93.9: 7.1 6.1
Old : 100.0: 24.1 21.6 14.2 53.6 56.8 91.9 92.6: 8.1 7.4
Other: 100.0: 19.5 31.7 27.5 46.0 34.8 93.0 94.0: 7.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 86 113 130 102 81 273 273:
Old : 153: 39 34 23 51 44 98 94:
Other: 341: 88 112 122 96 75 262 259:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 14.1 19.0 21.4 9.6 11.1 15.7 16.6
Old : 27.6 26.8 40.7 41.9 27.5 25.6 38.6 40.2
Other: 12.6 13.8 19.9 21.2 10.5 10.1 16.8 16.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,106,006: 125,704 151,514 151,610 660,304 616,092 937,618 919,216: 168,388 186,790
Old : 1,106,006: 125,704 151,514 151,610 660,304 616,092 937,618 919,216: 168,388 186,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 57,992: 3,794 -15,386 11,102 33,818 62,441 48,714 58,156: 9,278 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 13.7 13.7 59.7 55.7 84.8 83.1: 15.2 16.9
Old : 100.0: 11.4 13.7 13.7 59.7 55.7 84.8 83.1: 15.2 16.9
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 : 201: 43 35 54 96 102 164 166:
Old : 201: 43 35 54 96 102 164 166:
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 24.1 27.5 33.4 12.0 15.5 17.5 22.0
Old : 20.0 24.1 27.5 33.4 12.0 15.5 17.5 22.0
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 21, 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 : 1,092,780: 101,400 326,120 44,709 795,265 612,074 941,374 982,903: 151,406 109,877
Old : 1,092,780: 101,400 326,120 44,709 795,265 612,074 941,374 982,903: 151,406 109,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 22,228: 7,135 -8,912 17,376 -10,425 5,981 14,086 14,446: 8,142 7,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 29.8 4.1 72.8 56.0 86.1 89.9: 13.9 10.1
Old : 100.0: 9.3 29.8 4.1 72.8 56.0 86.1 89.9: 13.9 10.1
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 : 129: 19 23 28 69 64 103 100:
Old : 129: 19 23 28 69 64 103 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 33.2 34.1 45.3 17.1 31.7 28.0 42.4
Old : 21.9 33.2 34.1 45.3 17.1 31.7 28.0 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,421: 845 907 145 1,090 945 2,080 1,997: 341 424
Old : 2,421: 845 907 145 1,090 945 2,080 1,997: 341 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 37.5 6.0 45.0 39.0 85.9 82.5: 14.1 17.5
Old : 100.0: 34.9 37.5 6.0 45.0 39.0 85.9 82.5: 14.1 17.5
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: 7 7 2 8 6 15 15:
Old : 24: 7 7 2 8 6 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.9 72.4 68.3 33.8 37.7 47.7 47.3
Old : 44.7 49.9 72.4 68.3 33.8 37.7 47.7 47.3
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 21, 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 : 556,148: 125,384 35,520 143,252 235,718 341,271 504,354 520,044: 51,794 36,105
Old : 64,705: 20,915 6,125 10,182 26,118 43,773 57,214 60,080: 7,491 4,625
Other: 491,443: 119,024 43,950 118,516 209,601 297,497 447,140 459,963: 44,303 31,480
: : :
: : Changes in Commitments from: August 14, 2018 :
: -15,605: -4,886 -1,844 -13,980 5,210 156 -13,657 -15,669: -1,947 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 6.4 25.8 42.4 61.4 90.7 93.5: 9.3 6.5
Old : 100.0: 32.3 9.5 15.7 40.4 67.7 88.4 92.9: 11.6 7.1
Other: 100.0: 24.2 8.9 24.1 42.7 60.5 91.0 93.6: 9.0 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 111 57 126 124 109 301 254:
Old : 178: 50 28 20 64 61 123 100:
Other: 332: 102 75 120 119 107 290 248:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 23.1 16.7 33.1 7.2 20.3 11.3 27.1
Old : 20.6 30.3 31.0 45.3 16.8 28.4 26.1 41.7
Other: 11.0 23.2 17.1 32.1 8.1 20.1 12.7 26.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 8,948: 1,127 1,972 937 5,149 4,630 7,214 7,539: 1,734 1,409
Old : 8,948: 1,127 1,972 937 5,149 4,630 7,214 7,539: 1,734 1,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 236: -153 370 55 324 -214 226 212: 10 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.0 10.5 57.5 51.7 80.6 84.3: 19.4 15.7
Old : 100.0: 12.6 22.0 10.5 57.5 51.7 80.6 84.3: 19.4 15.7
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 : 50: 14 13 11 13 15 33 34:
Old : 50: 14 13 11 13 15 33 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 : 42.5 36.9 54.4 54.7 38.7 34.8 48.0 48.4
Old : 42.5 36.9 54.4 54.7 38.7 34.8 48.0 48.4
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, August 21, 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 : 2,170,749: 475,081 585,714 126,725 1,444,021 1,281,725 2,045,826 1,994,164: 124,922 176,585
Old : 2,170,749: 475,081 585,714 126,725 1,444,021 1,281,725 2,045,826 1,994,164: 124,922 176,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 74,128: 901 27,326 4,279 56,830 45,189 62,010 76,795: 12,118 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 27.0 5.8 66.5 59.0 94.2 91.9: 5.8 8.1
Old : 100.0: 21.9 27.0 5.8 66.5 59.0 94.2 91.9: 5.8 8.1
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 : 359: 68 77 54 158 153 248 262:
Old : 359: 68 77 54 158 153 248 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 20.4 32.9 35.2 18.7 19.7 26.5 31.6
Old : 23.4 20.4 32.9 35.2 18.7 19.7 26.5 31.6
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 21, 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 : 4,850,176: 507,245 1,073,243 687,146 3,261,205 2,543,480 4,455,596 4,303,869: 394,580 546,306
Old : 4,850,176: 507,245 1,073,243 687,146 3,261,205 2,543,480 4,455,596 4,303,869: 394,580 546,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 242,668: 9,535 -35,526 99,696 120,019 160,293 229,250 224,464: 13,419 18,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 22.1 14.2 67.2 52.4 91.9 88.7: 8.1 11.3
Old : 100.0: 10.5 22.1 14.2 67.2 52.4 91.9 88.7: 8.1 11.3
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 : 481: 87 112 120 230 231 386 394:
Old : 481: 87 112 120 230 231 386 394:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.5 30.9 24.5 19.3 13.4 25.1 20.6
Old : 23.5 15.5 30.9 24.5 19.3 13.4 25.1 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 617,194: 72,275 100,647 20,897 422,097 329,817 515,269 451,361: 101,925 165,833
Old : 617,194: 72,275 100,647 20,897 422,097 329,817 515,269 451,361: 101,925 165,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 20,878: -1,658 10,796 10,182 14,193 -1,006 22,717 19,972: -1,839 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 16.3 3.4 68.4 53.4 83.5 73.1: 16.5 26.9
Old : 100.0: 11.7 16.3 3.4 68.4 53.4 83.5 73.1: 16.5 26.9
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 : 110: 13 18 15 64 60 89 81:
Old : 110: 13 18 15 64 60 89 81:
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 : 28.0 12.2 38.5 21.2 26.6 11.0 35.9 17.9
Old : 28.0 12.2 38.5 21.2 26.6 11.0 35.9 17.9
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 21, 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 : 4,569,486: 536,305 1,294,451 442,311 3,290,022 2,413,475 4,268,638 4,150,237: 300,848 419,249
Old : 4,569,486: 536,305 1,294,451 442,311 3,290,022 2,413,475 4,268,638 4,150,237: 300,848 419,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 99,768: 568 -46,060 40,465 66,120 96,908 107,153 91,313: -7,385 8,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 28.3 9.7 72.0 52.8 93.4 90.8: 6.6 9.2
Old : 100.0: 11.7 28.3 9.7 72.0 52.8 93.4 90.8: 6.6 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 : 348: 48 82 69 159 172 253 277:
Old : 348: 48 82 69 159 172 253 277:
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 : 34.1 17.1 45.0 27.7 27.1 14.9 37.4 22.8
Old : 34.1 17.1 45.0 27.7 27.1 14.9 37.4 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 1,924,621: 234,735 213,449 488,137 1,167,113 1,161,786 1,889,985 1,863,372: 34,636 61,249
Old : 1,924,621: 234,735 213,449 488,137 1,167,113 1,161,786 1,889,985 1,863,372: 34,636 61,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 19,948: -4,588 33,045 -34,973 55,987 20,983 16,426 19,055: 3,522 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.1 25.4 60.6 60.4 98.2 96.8: 1.8 3.2
Old : 100.0: 12.2 11.1 25.4 60.6 60.4 98.2 96.8: 1.8 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 : 150: 33 34 42 66 70 116 132:
Old : 150: 33 34 42 66 70 116 132:
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 : 29.9 31.0 45.9 43.7 19.8 17.2 24.6 22.4
Old : 29.9 31.0 45.9 43.7 19.8 17.2 24.6 22.4
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 21, 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 : 52,581: 22,698 8,923 2,481 18,545 33,421 43,723 44,824: 8,857 7,757
Old : 52,581: 22,698 8,923 2,481 18,545 33,421 43,723 44,824: 8,857 7,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 2,171: 1,246 349 461 1,385 912 3,091 1,722: -920 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 17.0 4.7 35.3 63.6 83.2 85.2: 16.8 14.8
Old : 100.0: 43.2 17.0 4.7 35.3 63.6 83.2 85.2: 16.8 14.8
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 : 105: 37 17 10 29 32 70 55:
Old : 105: 37 17 10 29 32 70 55:
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 : 24.5 30.2 38.3 47.0 24.0 30.1 34.8 46.9
Old : 24.5 30.2 38.3 47.0 24.0 30.1 34.8 46.9
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, August 21, 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 : 105,162: 45,396 17,846 4,961 37,090 66,841 87,447 89,649: 17,715 15,513
Old : 105,162: 45,396 17,846 4,961 37,090 66,841 87,447 89,649: 17,715 15,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,342: 2,492 698 921 2,769 1,824 6,182 3,443: -1,841 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 17.0 4.7 35.3 63.6 83.2 85.2: 16.8 14.8
Old : 100.0: 43.2 17.0 4.7 35.3 63.6 83.2 85.2: 16.8 14.8
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 : 105: 37 17 10 29 32 70 55:
Old : 105: 37 17 10 29 32 70 55:
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 : 24.5 30.2 38.3 47.0 24.0 30.1 34.8 46.9
Old : 24.5 30.2 38.3 47.0 24.0 30.1 34.8 46.9
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, August 21, 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 : 30,128: 3,406 461 0 24,876 29,368 28,282 29,829: 1,846 299
Old : 30,128: 3,406 461 0 24,876 29,368 28,282 29,829: 1,846 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 386: 501 -206 0 -222 513 279 307: 107 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.5 0.0 82.6 97.5 93.9 99.0: 6.1 1.0
Old : 100.0: 11.3 1.5 0.0 82.6 97.5 93.9 99.0: 6.1 1.0
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 : 25: 3 1 0 13 12 16 13:
Old : 25: 3 1 0 13 12 16 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 : 62.3 80.0 85.9 96.1 62.2 80.0 85.3 96.1
Old : 62.3 80.0 85.9 96.1 62.2 80.0 85.3 96.1
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 21, 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 : 29,033: 22,085 22,273 1,826 4,919 4,838 28,830 28,937: 203 96
Old : 29,033: 22,085 22,273 1,826 4,919 4,838 28,830 28,937: 203 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -4,391: -5,880 -4,731 1,373 102 -1,124 -4,405 -4,482: 14 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 76.7 6.3 16.9 16.7 99.3 99.7: 0.7 0.3
Old : 100.0: 76.1 76.7 6.3 16.9 16.7 99.3 99.7: 0.7 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 : 46: 29 14 3 3 2 33 18:
Old : 46: 29 14 3 3 2 33 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 68.4 73.7 93.4 46.1 67.1 68.3 86.1
Old : 51.5 68.4 73.7 93.4 46.1 67.1 68.3 86.1
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 21, 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 : 30,084: 16,583 13,725 213 13,232 16,077 30,028 30,015: 56 69
Old : 30,084: 16,583 13,725 213 13,232 16,077 30,028 30,015: 56 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 3: 215 232 5 -239 -255 -19 -18: 22 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 45.6 0.7 44.0 53.4 99.8 99.8: 0.2 0.2
Old : 100.0: 55.1 45.6 0.7 44.0 53.4 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 : 40: 5 12 1 6 17 12 29:
Old : 40: 5 12 1 6 17 12 29:
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 : 90.2 44.2 98.6 68.8 90.2 44.2 98.5 68.8
Old : 90.2 44.2 98.6 68.8 90.2 44.2 98.5 68.8
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, August 21, 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 : 18,594: 14,793 8,688 9 3,775 9,792 18,577 18,489: 17 105
Old : 18,594: 14,793 8,688 9 3,775 9,792 18,577 18,489: 17 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,296: 1,301 -65 0 0 1,355 1,301 1,290: -5 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 46.7 0.0 20.3 52.7 99.9 99.4: 0.1 0.6
Old : 100.0: 79.6 46.7 0.0 20.3 52.7 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 : 31: 6 10 1 3 12 10 22:
Old : 31: 6 10 1 3 12 10 22:
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 : 95.9 50.8 99.7 78.0 95.9 50.8 99.7 77.9
Old : 95.9 50.8 99.7 78.0 95.9 50.8 99.7 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2018