WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 577,239: 136,305 98,080 197,335 204,218 233,471 537,858 528,885: 39,381 48,354
Old : 481,514: 121,095 94,890 162,080 167,566 189,547 450,741 446,517: 30,773 34,997
Other: 95,726: 28,449 16,428 22,016 36,652 43,924 87,117 82,368: 8,609 13,357
: : :
: : Changes in Commitments from: August 28, 2018 :
: 7,460: -3,924 4,672 22,432 -7,666 -18,247 10,842 8,857: -3,382 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.0 34.2 35.4 40.4 93.2 91.6: 6.8 8.4
Old : 100.0: 25.1 19.7 33.7 34.8 39.4 93.6 92.7: 6.4 7.3
Other: 100.0: 29.7 17.2 23.0 38.3 45.9 91.0 86.0: 9.0 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 146 137 175 112 131 355 363:
Old : 437: 147 137 159 104 124 336 341:
Other: 205: 44 54 38 47 88 119 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 11.5 21.0 19.1 9.7 8.4 14.8 13.8
Old : 14.7 11.9 22.8 20.6 10.3 9.2 16.1 15.7
Other: 23.7 17.5 37.3 28.3 19.9 13.0 25.5 18.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 21,247: 2,984 500 1,450 16,713 18,680 21,147 20,630: 100 617
Old : 21,247: 2,984 500 1,450 16,713 18,680 21,147 20,630: 100 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -556: 200 200 -300 -406 -458 -506 -558: -50 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.4 6.8 78.7 87.9 99.5 97.1: 0.5 2.9
Old : 100.0: 14.0 2.4 6.8 78.7 87.9 99.5 97.1: 0.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 2 3 17 16 26 20:
Old : 30: 7 2 3 17 16 26 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 : 54.2 56.8 74.7 73.7 46.7 52.8 60.6 61.1
Old : 54.2 56.8 74.7 73.7 46.7 52.8 60.6 61.1
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, September 04, 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 : 273,227: 91,387 29,659 49,599 108,021 168,686 249,007 247,944: 24,221 25,284
Old : 246,642: 89,091 33,534 38,091 97,965 155,685 225,147 227,311: 21,495 19,332
Other: 26,585: 10,953 4,783 2,850 10,056 13,001 23,859 20,633: 2,726 5,952
: : :
: : Changes in Commitments from: August 28, 2018 :
: -7,124: -2,682 1,618 -3,320 -562 -4,028 -6,563 -5,729: -561 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 10.9 18.2 39.5 61.7 91.1 90.7: 8.9 9.3
Old : 100.0: 36.1 13.6 15.4 39.7 63.1 91.3 92.2: 8.7 7.8
Other: 100.0: 41.2 18.0 10.7 37.8 48.9 89.7 77.6: 10.3 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 89 42 77 78 96 205 189:
Old : 259: 84 52 67 74 86 194 175:
Other: 144: 30 24 16 33 77 71 110:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.4 24.4 29.6 10.5 18.0 18.3 26.0
Old : 17.0 21.3 26.6 31.7 12.1 20.6 20.5 29.6
Other: 26.5 18.3 42.2 27.5 25.2 17.3 40.3 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 2,058,661: 420,470 411,618 554,041 880,084 868,477 1,854,595 1,834,136: 204,066 224,525
Old : 1,912,454: 413,321 434,471 490,406 821,172 785,815 1,724,899 1,710,692: 187,555 201,762
Other: 146,207: 54,283 24,282 16,502 58,912 82,661 129,696 123,445: 16,511 22,762
: : :
: : Changes in Commitments from: August 28, 2018 :
: 9,579: 24,889 25,193 -531 -17,961 -5,523 6,397 19,139: 3,182 -9,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.0 26.9 42.8 42.2 90.1 89.1: 9.9 10.9
Old : 100.0: 21.6 22.7 25.6 42.9 41.1 90.2 89.5: 9.8 10.5
Other: 100.0: 37.1 16.6 11.3 40.3 56.5 88.7 84.4: 11.3 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 895: 213 181 218 361 407 687 706:
Old : 893: 202 197 203 356 403 674 694:
Other: 399: 64 46 32 102 229 182 297:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 7.8 20.0 13.6 10.0 5.3 14.5 9.4
Old : 14.4 6.7 20.8 12.6 12.5 5.6 17.3 10.0
Other: 19.7 37.9 31.2 48.1 19.3 37.2 29.5 46.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,076: 993 934 292 1,001 2,003 2,286 3,229: 1,790 847
Old : 4,076: 993 934 292 1,001 2,003 2,286 3,229: 1,790 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -782: -192 158 25 -591 -804 -758 -622: -24 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 22.9 7.2 24.6 49.1 56.1 79.2: 43.9 20.8
Old : 100.0: 24.4 22.9 7.2 24.6 49.1 56.1 79.2: 43.9 20.8
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 : 23: 5 8 5 7 7 16 16:
Old : 23: 5 8 5 7 7 16 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 : 32.2 50.6 44.9 68.5 32.0 45.8 44.3 63.3
Old : 32.2 50.6 44.9 68.5 32.0 45.8 44.3 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, September 04, 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 : 986,647: 137,820 206,676 285,166 494,747 395,322 917,733 887,164: 68,914 99,483
Old : 956,168: 145,118 202,227 268,386 478,422 390,414 891,927 861,027: 64,242 95,141
Other: 30,479: 5,536 17,283 3,946 16,325 4,909 25,807 26,137: 4,673 4,342
: : :
: : Changes in Commitments from: August 28, 2018 :
: 2,117: 1,452 15,571 47 1,479 -10,527 2,978 5,091: -862 -2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 20.9 28.9 50.1 40.1 93.0 89.9: 7.0 10.1
Old : 100.0: 15.2 21.1 28.1 50.0 40.8 93.3 90.0: 6.7 10.0
Other: 100.0: 18.2 56.7 12.9 53.6 16.1 84.7 85.8: 15.3 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 684: 180 201 230 217 227 531 542:
Old : 684: 183 199 225 217 226 529 538:
Other: 174: 30 37 17 53 80 91 127:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 9.6 21.8 16.1 11.3 7.4 17.0 12.1
Old : 14.9 9.8 21.9 16.5 11.4 7.6 16.9 12.5
Other: 27.8 44.2 41.0 56.4 27.7 43.9 40.4 54.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 20,323: 10,059 3,867 124 11 5,477 10,194 9,468: 10,129 10,855
Old : 20,103: 10,078 3,849 98 10 5,428 10,186 9,375: 9,917 10,728
Other: 220: 7 44 0 1 49 8 93: 212 127
: : :
: : Changes in Commitments from: August 28, 2018 :
: -593: -212 167 -22 0 -549 -234 -404: -359 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 19.0 0.6 0.1 26.9 50.2 46.6: 49.8 53.4
Old : 100.0: 50.1 19.1 0.5 0.0 27.0 50.7 46.6: 49.3 53.4
Other: 100.0: 3.2 20.0 0.0 0.5 22.3 3.6 42.3: 96.4 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 9 2 2 16 5 26:
Old : 27: 2 9 2 1 16 4 26:
Other: 10: 1 3 0 1 5 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 : 50.2 18.5 50.2 28.2 49.5 18.1 49.5 27.9
Old : 50.7 18.7 50.7 28.2 50.1 18.4 50.1 27.9
Other: 3.6 39.1 3.6 42.3 3.6 39.1 3.6 42.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 556,714: 104,827 160,987 150,219 263,137 213,169 518,184 524,375: 38,530 32,338
Old : 536,458: 106,511 161,843 141,410 252,822 203,442 500,743 506,694: 35,715 29,763
Other: 20,256: 2,940 3,768 4,186 10,315 9,727 17,441 17,681: 2,815 2,575
: : :
: : Changes in Commitments from: August 28, 2018 :
: -1,781: -291 906 -4,935 4,606 4,471 -620 442: -1,161 -2,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 28.9 27.0 47.3 38.3 93.1 94.2: 6.9 5.8
Old : 100.0: 19.9 30.2 26.4 47.1 37.9 93.3 94.5: 6.7 5.5
Other: 100.0: 14.5 18.6 20.7 50.9 48.0 86.1 87.3: 13.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 84 121 118 96 74 259 262:
Old : 350: 84 125 113 96 73 258 257:
Other: 59: 9 12 9 28 13 43 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 15.6 21.5 23.2 11.3 13.2 17.8 18.7
Old : 13.7 15.9 22.1 23.3 11.5 13.0 18.3 18.8
Other: 35.4 42.4 53.9 65.4 24.3 37.6 37.3 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 1,019,510: 105,730 156,940 105,839 642,317 558,219 853,886 820,997: 165,624 198,513
Old : 1,019,510: 105,730 156,940 105,839 642,317 558,219 853,886 820,997: 165,624 198,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -30,804: -18,126 24,069 -3,643 21,667 -38,675 -102 -18,249: -30,701 -12,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 15.4 10.4 63.0 54.8 83.8 80.5: 16.2 19.5
Old : 100.0: 10.4 15.4 10.4 63.0 54.8 83.8 80.5: 16.2 19.5
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 : 193: 44 31 49 97 95 160 156:
Old : 193: 44 31 49 97 95 160 156:
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 : 20.9 23.7 29.0 32.4 13.2 15.5 19.1 21.5
Old : 20.9 23.7 29.0 32.4 13.2 15.5 19.1 21.5
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, September 04, 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 : 1,055,445: 105,003 326,870 31,600 768,733 589,718 905,336 948,188: 150,109 107,257
Old : 1,055,445: 105,003 326,870 31,600 768,733 589,718 905,336 948,188: 150,109 107,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -57,438: 267 10,568 -9,634 -13,740 -39,530 -23,107 -38,597: -34,330 -18,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 31.0 3.0 72.8 55.9 85.8 89.8: 14.2 10.2
Old : 100.0: 9.9 31.0 3.0 72.8 55.9 85.8 89.8: 14.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 19 21 23 72 63 102 96:
Old : 127: 19 21 23 72 63 102 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 32.5 33.4 45.9 14.9 32.3 26.0 43.9
Old : 21.1 32.5 33.4 45.9 14.9 32.3 26.0 43.9
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, September 04, 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 : 1,996: 615 1,044 164 939 438 1,718 1,646: 278 350
Old : 1,996: 615 1,044 164 939 438 1,718 1,646: 278 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -425: -109 25 9 -278 -413 -378 -379: -47 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 52.3 8.2 47.0 21.9 86.1 82.5: 13.9 17.5
Old : 100.0: 30.8 52.3 8.2 47.0 21.9 86.1 82.5: 13.9 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 : 25: 6 8 2 7 7 13 17:
Old : 25: 6 8 2 7 7 13 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 : 50.2 47.0 76.4 65.3 40.9 43.5 55.5 54.6
Old : 50.2 47.0 76.4 65.3 40.9 43.5 55.5 54.6
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, September 04, 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 : 576,598: 107,479 57,162 150,717 262,463 325,012 520,660 532,891: 55,938 43,707
Old : 547,163: 110,858 58,724 140,664 241,673 307,157 493,196 506,546: 53,967 40,617
Other: 29,434: 2,752 4,569 3,922 20,790 17,854 27,464 26,345: 1,971 3,089
: : :
: : Changes in Commitments from: August 28, 2018 :
: 13,567: -3,161 3,097 7,487 5,808 1,298 10,133 11,881: 3,434 1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 9.9 26.1 45.5 56.4 90.3 92.4: 9.7 7.6
Old : 100.0: 20.3 10.7 25.7 44.2 56.1 90.1 92.6: 9.9 7.4
Other: 100.0: 9.3 15.5 13.3 70.6 60.7 93.3 89.5: 6.7 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 102 63 117 121 108 287 247:
Old : 328: 104 67 116 121 107 286 246:
Other: 78: 12 13 13 39 23 58 44:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 22.1 17.7 31.1 7.2 17.2 11.1 23.3
Old : 11.1 21.6 16.9 30.9 7.2 17.3 11.2 23.3
Other: 41.6 42.2 56.2 55.2 39.9 34.9 50.2 47.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 7,660: 1,082 2,446 267 4,893 3,682 6,242 6,395: 1,418 1,266
Old : 7,660: 1,082 2,446 267 4,893 3,682 6,242 6,395: 1,418 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 56: 92 -7 33 91 41 217 68: -161 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 31.9 3.5 63.9 48.1 81.5 83.5: 18.5 16.5
Old : 100.0: 14.1 31.9 3.5 63.9 48.1 81.5 83.5: 18.5 16.5
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 : 44: 10 12 7 16 15 31 29:
Old : 44: 10 12 7 16 15 31 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 : 48.1 44.2 61.3 63.4 47.9 43.8 60.9 61.0
Old : 48.1 44.2 61.3 63.4 47.9 43.8 60.9 61.0
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, September 04, 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 : 2,160,912: 461,064 619,065 130,648 1,436,199 1,226,553 2,027,911 1,976,265: 133,001 184,647
Old : 2,160,912: 461,064 619,065 130,648 1,436,199 1,226,553 2,027,911 1,976,265: 133,001 184,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -82,856: -159 5,764 -94,477 14,519 12,794 -80,117 -75,919: -2,738 -6,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 28.6 6.0 66.5 56.8 93.8 91.5: 6.2 8.5
Old : 100.0: 21.3 28.6 6.0 66.5 56.8 93.8 91.5: 6.2 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 : 340: 61 75 45 152 143 236 240:
Old : 340: 61 75 45 152 143 236 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 21.8 32.4 36.5 15.7 21.3 24.2 34.0
Old : 22.6 21.8 32.4 36.5 15.7 21.3 24.2 34.0
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, September 04, 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 : 4,489,088: 420,124 1,076,260 467,238 3,149,760 2,435,473 4,037,122 3,978,971: 451,966 510,117
Old : 4,489,088: 420,124 1,076,260 467,238 3,149,760 2,435,473 4,037,122 3,978,971: 451,966 510,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -118,674: -135,914 13,490 -9,554 44,210 -23,203 -101,258 -19,267: -17,416 -99,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 24.0 10.4 70.2 54.3 89.9 88.6: 10.1 11.4
Old : 100.0: 9.4 24.0 10.4 70.2 54.3 89.9 88.6: 10.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 458: 78 97 111 231 231 370 378:
Old : 458: 78 97 111 231 231 370 378:
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 : 23.2 17.7 31.5 26.3 18.9 14.8 25.5 22.3
Old : 23.2 17.7 31.5 26.3 18.9 14.8 25.5 22.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 579,786: 68,593 80,787 19,935 384,845 319,961 473,373 420,683: 106,413 159,103
Old : 579,786: 68,593 80,787 19,935 384,845 319,961 473,373 420,683: 106,413 159,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -64,638: 2,393 -8,954 -2,361 -50,714 -20,706 -50,682 -32,021: -13,956 -32,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.9 3.4 66.4 55.2 81.6 72.6: 18.4 27.4
Old : 100.0: 11.8 13.9 3.4 66.4 55.2 81.6 72.6: 18.4 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 13 17 14 59 57 82 78:
Old : 104: 13 17 14 59 57 82 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 : 27.3 12.5 37.9 21.4 25.1 11.0 34.7 17.3
Old : 27.3 12.5 37.9 21.4 25.1 11.0 34.7 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 4,474,723: 481,886 1,346,402 384,438 3,283,962 2,339,072 4,150,286 4,069,913: 324,437 404,811
Old : 4,474,723: 481,886 1,346,402 384,438 3,283,962 2,339,072 4,150,286 4,069,913: 324,437 404,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -112,289: -2,024 91,154 -57,927 35,002 -117,131 -24,948 -83,904: -87,341 -28,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 30.1 8.6 73.4 52.3 92.7 91.0: 7.3 9.0
Old : 100.0: 10.8 30.1 8.6 73.4 52.3 92.7 91.0: 7.3 9.0
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 : 356: 57 76 69 166 175 261 282:
Old : 356: 57 76 69 166 175 261 282:
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 : 34.5 17.1 45.4 28.0 27.1 14.7 37.3 22.8
Old : 34.5 17.1 45.4 28.0 27.1 14.7 37.3 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, September 04, 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 : 1,825,807: 141,471 174,287 547,438 1,105,025 1,033,201 1,793,934 1,754,926: 31,873 70,881
Old : 1,825,807: 141,471 174,287 547,438 1,105,025 1,033,201 1,793,934 1,754,926: 31,873 70,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -186,666: -61,264 -18,721 -20,690 -103,187 -155,995 -185,141 -195,406: -1,525 8,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.5 30.0 60.5 56.6 98.3 96.1: 1.7 3.9
Old : 100.0: 7.7 9.5 30.0 60.5 56.6 98.3 96.1: 1.7 3.9
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 : 149: 34 34 47 63 65 120 129:
Old : 149: 34 34 47 63 65 120 129:
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 : 30.8 30.2 43.9 43.9 17.1 16.7 21.2 22.5
Old : 30.8 30.2 43.9 43.9 17.1 16.7 21.2 22.5
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, September 04, 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 : 54,610: 25,703 7,974 2,471 17,663 36,748 45,837 47,193: 8,774 7,417
Old : 54,610: 25,703 7,974 2,471 17,663 36,748 45,837 47,193: 8,774 7,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 473: 994 -1,153 344 -1,381 1,463 -43 653: 517 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.6 4.5 32.3 67.3 83.9 86.4: 16.1 13.6
Old : 100.0: 47.1 14.6 4.5 32.3 67.3 83.9 86.4: 16.1 13.6
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 : 108: 38 19 13 30 33 75 58:
Old : 108: 38 19 13 30 33 75 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 31.6 39.9 49.6 22.8 31.6 37.4 49.5
Old : 25.2 31.6 39.9 49.6 22.8 31.6 37.4 49.5
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, September 04, 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 : 109,221: 51,405 15,947 4,942 35,326 73,497 91,673 94,386: 17,548 14,835
Old : 109,221: 51,405 15,947 4,942 35,326 73,497 91,673 94,386: 17,548 14,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 946: 1,987 -2,306 688 -2,762 2,925 -87 1,307: 1,033 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 14.6 4.5 32.3 67.3 83.9 86.4: 16.1 13.6
Old : 100.0: 47.1 14.6 4.5 32.3 67.3 83.9 86.4: 16.1 13.6
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 : 108: 38 19 13 30 33 75 58:
Old : 108: 38 19 13 30 33 75 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 31.6 39.9 49.6 22.8 31.6 37.4 49.5
Old : 25.2 31.6 39.9 49.6 22.8 31.6 37.4 49.5
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, September 04, 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 : 29,391: 3,061 461 0 24,557 28,412 27,618 28,873: 1,773 518
Old : 29,391: 3,061 461 0 24,557 28,412 27,618 28,873: 1,773 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: -2,216: -1,055 -254 0 -1,128 -2,172 -2,183 -2,426: -33 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.6 0.0 83.6 96.7 94.0 98.2: 6.0 1.8
Old : 100.0: 10.4 1.6 0.0 83.6 96.7 94.0 98.2: 6.0 1.8
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 : 25: 4 1 0 12 12 16 13:
Old : 25: 4 1 0 12 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 : 63.1 76.0 84.9 95.3 63.1 76.0 84.3 95.2
Old : 63.1 76.0 84.9 95.3 63.1 76.0 84.3 95.2
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, September 04, 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 : 33,958: 25,705 22,252 1,825 5,534 9,763 33,064 33,840: 894 118
Old : 33,958: 25,705 22,252 1,825 5,534 9,763 33,064 33,840: 894 118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 2,782: 1,432 -779 -3 664 3,542 2,093 2,760: 689 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 65.5 5.4 16.3 28.8 97.4 99.7: 2.6 0.3
Old : 100.0: 75.7 65.5 5.4 16.3 28.8 97.4 99.7: 2.6 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 : 45: 27 14 2 3 2 31 17:
Old : 45: 27 14 2 3 2 31 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 : 44.9 69.3 73.3 92.6 40.2 68.5 68.7 87.0
Old : 44.9 69.3 73.3 92.6 40.2 68.5 68.7 87.0
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, September 04, 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 : 30,232: 17,375 11,120 212 12,587 16,288 30,174 27,620: 58 2,612
Old : 30,232: 17,375 11,120 212 12,587 16,288 30,174 27,620: 58 2,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 126: 6 -2,919 0 100 490 106 -2,429: 20 2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 36.8 0.7 41.6 53.9 99.8 91.4: 0.2 8.6
Old : 100.0: 57.5 36.8 0.7 41.6 53.9 99.8 91.4: 0.2 8.6
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 : 37: 4 10 1 6 17 11 27:
Old : 37: 4 10 1 6 17 11 27:
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 : 90.7 44.0 99.2 65.5 90.7 44.0 98.8 65.5
Old : 90.7 44.0 99.2 65.5 90.7 44.0 98.8 65.5
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, September 04, 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 : 19,947: 16,117 7,073 9 3,768 11,075 19,894 18,157: 53 1,790
Old : 19,947: 16,117 7,073 9 3,768 11,075 19,894 18,157: 53 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 606: 564 -1,811 0 0 711 564 -1,100: 42 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 35.5 0.0 18.9 55.5 99.7 91.0: 0.3 9.0
Old : 100.0: 80.8 35.5 0.0 18.9 55.5 99.7 91.0: 0.3 9.0
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 : 28: 5 8 1 3 12 9 20:
Old : 28: 5 8 1 3 12 9 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 : 95.8 52.1 99.7 75.4 95.8 52.1 99.7 75.3
Old : 95.8 52.1 99.7 75.4 95.8 52.1 99.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2018