WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 592,719: 126,082 107,655 212,228 215,593 225,244 553,903 545,128: 38,815 47,591
Old : 494,751: 111,146 101,745 177,324 175,623 181,152 464,093 460,221: 30,658 34,530
Other: 97,967: 28,283 19,258 21,557 39,970 44,092 89,810 84,907: 8,157 13,061
: : :
: : Changes in Commitments from: September 4, 2018 :
: 15,479: -10,223 9,575 14,893 11,375 -8,227 16,045 16,242: -566 -763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.2 35.8 36.4 38.0 93.5 92.0: 6.5 8.0
Old : 100.0: 22.5 20.6 35.8 35.5 36.6 93.8 93.0: 6.2 7.0
Other: 100.0: 28.9 19.7 22.0 40.8 45.0 91.7 86.7: 8.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 459: 152 137 170 120 136 364 367:
Old : 447: 150 139 157 112 127 346 345:
Other: 208: 48 50 39 48 91 124 160:
:----------------------------------------------------------------------------------------------------
: 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 10.9 21.0 18.3 9.6 7.6 14.9 12.6
Old : 13.8 10.9 22.2 19.4 9.7 8.0 15.7 14.0
Other: 25.9 17.2 39.2 28.0 22.3 13.5 27.9 19.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 19,718: 3,194 400 1,000 15,324 17,365 19,518 18,765: 200 953
Old : 19,718: 3,194 400 1,000 15,324 17,365 19,518 18,765: 200 953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,529: 210 -100 -450 -1,389 -1,316 -1,629 -1,866: 100 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.0 5.1 77.7 88.1 99.0 95.2: 1.0 4.8
Old : 100.0: 16.2 2.0 5.1 77.7 88.1 99.0 95.2: 1.0 4.8
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 : 30: 8 1 3 16 16 25 20:
Old : 30: 8 1 3 16 16 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 49.2 73.5 70.4 46.6 46.0 59.9 58.6
Old : 51.4 49.2 73.5 70.4 46.6 46.0 59.9 58.6
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 11, 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 : 285,014: 87,373 36,849 61,909 111,023 160,425 260,304 259,183: 24,710 25,831
Old : 256,863: 84,915 39,492 49,688 100,259 147,486 234,861 236,665: 22,002 20,198
Other: 28,151: 11,989 6,889 2,689 10,764 12,939 25,443 22,518: 2,708 5,633
: : :
: : Changes in Commitments from: September 4, 2018 :
: 11,787: -4,014 7,190 12,310 3,001 -8,261 11,298 11,239: 489 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.9 21.7 39.0 56.3 91.3 90.9: 8.7 9.1
Old : 100.0: 33.1 15.4 19.3 39.0 57.4 91.4 92.1: 8.6 7.9
Other: 100.0: 42.6 24.5 9.6 38.2 46.0 90.4 80.0: 9.6 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 84 47 72 84 95 205 188:
Old : 260: 82 54 63 80 86 195 174:
Other: 145: 30 26 18 34 73 71 111:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 18.7 25.5 27.9 10.3 16.5 18.4 23.5
Old : 16.6 20.6 27.2 30.1 11.5 18.6 20.4 26.4
Other: 25.8 20.0 42.7 31.2 24.6 19.9 41.5 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 2,085,115: 410,415 404,174 571,153 901,212 886,527 1,882,781 1,861,855: 202,334 223,260
Old : 1,930,743: 401,097 423,105 509,011 834,895 799,865 1,745,004 1,731,981: 185,740 198,762
Other: 154,372: 54,725 26,476 16,735 66,317 86,662 137,777 129,873: 16,595 24,499
: : :
: : Changes in Commitments from: September 4, 2018 :
: 26,454: -10,055 -7,444 17,112 21,128 18,050 28,185 27,718: -1,731 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.4 27.4 43.2 42.5 90.3 89.3: 9.7 10.7
Old : 100.0: 20.8 21.9 26.4 43.2 41.4 90.4 89.7: 9.6 10.3
Other: 100.0: 35.5 17.2 10.8 43.0 56.1 89.3 84.1: 10.7 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 894: 224 164 221 361 415 689 712:
Old : 892: 212 182 205 356 412 674 702:
Other: 404: 67 45 36 99 236 185 304:
:----------------------------------------------------------------------------------------------------
: 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 7.9 20.2 13.9 10.4 5.3 14.7 9.4
Old : 14.6 6.7 20.9 12.8 12.9 5.6 17.7 10.2
Other: 20.0 39.0 32.4 49.1 19.9 38.6 31.0 47.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,016,904: 137,381 215,235 298,117 511,073 402,374 946,571 915,726: 70,333 101,178
Old : 985,921: 145,211 209,748 281,461 494,016 397,857 920,689 889,065: 65,233 96,856
Other: 30,982: 4,837 18,155 3,988 17,057 4,517 25,882 26,660: 5,100 4,322
: : :
: : Changes in Commitments from: September 4, 2018 :
: 30,256: -440 8,559 12,951 16,327 7,052 28,838 28,562: 1,419 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 21.2 29.3 50.3 39.6 93.1 90.1: 6.9 9.9
Old : 100.0: 14.7 21.3 28.5 50.1 40.4 93.4 90.2: 6.6 9.8
Other: 100.0: 15.6 58.6 12.9 55.1 14.6 83.5 86.1: 16.5 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 173 211 249 220 230 542 568:
Old : 695: 174 213 242 219 229 537 563:
Other: 176: 32 32 19 54 85 94 130:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 9.6 21.8 15.8 12.0 7.5 17.5 12.3
Old : 15.0 9.8 21.9 16.1 12.0 7.7 17.4 12.6
Other: 27.8 45.6 39.6 60.1 27.7 45.4 38.6 57.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 19,467: 10,078 3,723 134 11 4,757 10,223 8,614: 9,244 10,853
Old : 19,219: 10,083 3,710 117 10 4,708 10,210 8,535: 9,009 10,684
Other: 248: 12 30 0 1 49 13 79: 235 169
: : :
: : Changes in Commitments from: September 4, 2018 :
: -856: 19 -144 10 0 -720 29 -854: -885 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 19.1 0.7 0.1 24.4 52.5 44.2: 47.5 55.8
Old : 100.0: 52.5 19.3 0.6 0.1 24.5 53.1 44.4: 46.9 55.6
Other: 100.0: 4.8 12.1 0.0 0.4 19.8 5.2 31.9: 94.8 68.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 8 2 2 13 5 22:
Old : 23: 2 8 2 1 13 4 22:
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 : 52.5 19.6 52.5 29.7 51.8 19.2 51.8 29.2
Old : 53.1 19.9 53.1 29.8 52.5 19.5 52.5 29.4
Other: 5.2 29.0 5.2 31.9 5.2 29.0 5.2 31.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 596,612: 103,040 170,492 163,681 290,053 227,718 556,775 561,892: 39,836 34,720
Old : 574,202: 105,709 170,485 153,879 278,185 217,670 537,774 542,035: 36,427 32,167
Other: 22,410: 2,434 5,110 4,699 11,868 10,048 19,001 19,857: 3,409 2,553
: : :
: : Changes in Commitments from: September 4, 2018 :
: 39,898: -1,787 9,505 13,462 26,916 14,550 38,591 37,517: 1,307 2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 28.6 27.4 48.6 38.2 93.3 94.2: 6.7 5.8
Old : 100.0: 18.4 29.7 26.8 48.4 37.9 93.7 94.4: 6.3 5.6
Other: 100.0: 10.9 22.8 21.0 53.0 44.8 84.8 88.6: 15.2 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 86 123 119 98 74 262 269:
Old : 360: 89 124 115 98 72 262 263:
Other: 61: 8 12 12 28 13 45 35:
:----------------------------------------------------------------------------------------------------
: 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 14.9 21.0 22.0 11.5 12.2 18.1 17.2
Old : 14.0 15.2 21.4 22.0 11.5 12.5 18.3 17.6
Other: 37.9 43.8 54.6 66.2 27.7 37.2 40.7 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,014,616: 118,912 174,956 112,804 625,043 531,396 856,758 819,156: 157,858 195,460
Old : 1,014,616: 118,912 174,956 112,804 625,043 531,396 856,758 819,156: 157,858 195,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,894: 13,182 18,016 6,965 -17,274 -26,823 2,873 -1,841: -7,767 -3,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 17.2 11.1 61.6 52.4 84.4 80.7: 15.6 19.3
Old : 100.0: 11.7 17.2 11.1 61.6 52.4 84.4 80.7: 15.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 25 48 99 94 161 154:
Old : 191: 49 25 48 99 94 161 154:
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 24.2 29.3 33.7 13.8 16.1 19.8 23.4
Old : 21.1 24.2 29.3 33.7 13.8 16.1 19.8 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 1,032,334: 98,013 322,061 28,543 762,676 576,003 889,232 926,607: 143,102 105,727
Old : 1,032,334: 98,013 322,061 28,543 762,676 576,003 889,232 926,607: 143,102 105,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -23,111: -6,990 -4,809 -3,057 -6,057 -13,715 -16,104 -21,581: -7,006 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 31.2 2.8 73.9 55.8 86.1 89.8: 13.9 10.2
Old : 100.0: 9.5 31.2 2.8 73.9 55.8 86.1 89.8: 13.9 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 : 126: 19 20 23 72 62 102 94:
Old : 126: 19 20 23 72 62 102 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.3 34.3 46.9 15.5 33.8 26.8 44.8
Old : 21.7 34.3 34.3 46.9 15.5 33.8 26.8 44.8
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 11, 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 : 2,023: 688 1,023 141 912 333 1,741 1,497: 282 526
Old : 2,023: 688 1,023 141 912 333 1,741 1,497: 282 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 27: 73 -21 -23 -27 -105 23 -149: 4 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 50.6 7.0 45.1 16.5 86.1 74.0: 13.9 26.0
Old : 100.0: 34.0 50.6 7.0 45.1 16.5 86.1 74.0: 13.9 26.0
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 : 22: 7 6 2 8 5 15 13:
Old : 22: 7 6 2 8 5 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 47.0 75.4 66.0 46.0 46.5 60.9 59.0
Old : 52.0 47.0 75.4 66.0 46.0 46.5 60.9 59.0
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 11, 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 : 583,032: 111,122 50,611 151,079 264,504 337,807 526,705 539,497: 56,326 43,534
Old : 552,050: 114,693 52,745 140,163 243,193 318,476 498,049 511,384: 54,001 40,666
Other: 30,982: 2,692 4,128 4,654 21,311 19,332 28,656 28,114: 2,326 2,868
: : :
: : Changes in Commitments from: September 4, 2018 :
: 6,434: 3,643 -6,551 362 2,041 12,796 6,046 6,606: 388 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.7 25.9 45.4 57.9 90.3 92.5: 9.7 7.5
Old : 100.0: 20.8 9.6 25.4 44.1 57.7 90.2 92.6: 9.8 7.4
Other: 100.0: 8.7 13.3 15.0 68.8 62.4 92.5 90.7: 7.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 104 54 115 123 110 286 245:
Old : 324: 107 58 115 123 109 286 244:
Other: 87: 14 17 21 43 23 68 52:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 24.0 17.3 32.8 7.1 18.8 10.9 25.3
Old : 11.0 23.4 16.6 32.8 7.2 18.8 11.0 25.3
Other: 38.9 44.8 52.7 57.6 37.4 38.1 47.0 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 8,123: 1,002 2,647 443 5,212 3,719 6,657 6,808: 1,466 1,315
Old : 8,123: 1,002 2,647 443 5,212 3,719 6,657 6,808: 1,466 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 462: -80 201 175 319 37 414 413: 48 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 32.6 5.4 64.2 45.8 81.9 83.8: 18.1 16.2
Old : 100.0: 12.3 32.6 5.4 64.2 45.8 81.9 83.8: 18.1 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 11 11 8 18 16 33 31:
Old : 44: 11 11 8 18 16 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 43.0 60.0 63.4 47.0 41.2 58.5 58.8
Old : 47.9 43.0 60.0 63.4 47.0 41.2 58.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 2,112,618: 409,543 622,719 132,908 1,444,523 1,191,572 1,986,974 1,947,199: 125,644 165,418
Old : 2,112,618: 409,543 622,719 132,908 1,444,523 1,191,572 1,986,974 1,947,199: 125,644 165,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -48,295: -51,522 3,654 2,261 8,324 -34,981 -40,937 -29,066: -7,358 -19,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.5 6.3 68.4 56.4 94.1 92.2: 5.9 7.8
Old : 100.0: 19.4 29.5 6.3 68.4 56.4 94.1 92.2: 5.9 7.8
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 : 349: 56 79 44 151 150 231 249:
Old : 349: 56 79 44 151 150 231 249:
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 21.8 33.4 35.2 15.6 21.0 24.4 31.9
Old : 23.4 21.8 33.4 35.2 15.6 21.0 24.4 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 4,439,952: 409,269 1,079,677 536,844 3,054,874 2,324,955 4,000,987 3,941,475: 438,965 498,477
Old : 4,439,952: 409,269 1,079,677 536,844 3,054,874 2,324,955 4,000,987 3,941,475: 438,965 498,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -49,136: -10,855 3,417 69,606 -94,886 -110,518 -36,135 -37,495: -13,001 -11,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 24.3 12.1 68.8 52.4 90.1 88.8: 9.9 11.2
Old : 100.0: 9.2 24.3 12.1 68.8 52.4 90.1 88.8: 9.9 11.2
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 : 469: 77 115 115 229 223 374 385:
Old : 469: 77 115 115 229 223 374 385:
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 : 23.9 16.9 32.1 25.4 20.1 14.7 26.6 22.0
Old : 23.9 16.9 32.1 25.4 20.1 14.7 26.6 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 575,530: 77,284 76,919 9,056 392,233 321,285 478,573 407,260: 96,957 168,270
Old : 575,530: 77,284 76,919 9,056 392,233 321,285 478,573 407,260: 96,957 168,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -4,256: 8,691 -3,868 -10,879 7,388 1,324 5,200 -13,423: -9,456 9,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 13.4 1.6 68.2 55.8 83.2 70.8: 16.8 29.2
Old : 100.0: 13.4 13.4 1.6 68.2 55.8 83.2 70.8: 16.8 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 13 14 11 55 57 76 74:
Old : 100: 13 14 11 55 57 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 12.4 42.0 21.0 28.7 10.8 38.8 17.4
Old : 30.2 12.4 42.0 21.0 28.7 10.8 38.8 17.4
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 11, 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 : 4,596,688: 519,704 1,368,287 416,154 3,331,845 2,386,003 4,267,703 4,170,444: 328,985 426,244
Old : 4,596,688: 519,704 1,368,287 416,154 3,331,845 2,386,003 4,267,703 4,170,444: 328,985 426,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 121,965: 37,818 21,885 31,716 47,883 46,931 117,417 100,531: 4,548 21,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 29.8 9.1 72.5 51.9 92.8 90.7: 7.2 9.3
Old : 100.0: 11.3 29.8 9.1 72.5 51.9 92.8 90.7: 7.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 58 75 71 160 174 255 283:
Old : 354: 58 75 71 160 174 255 283:
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 : 34.6 16.8 45.1 27.8 27.3 14.3 37.5 22.6
Old : 34.6 16.8 45.1 27.8 27.3 14.3 37.5 22.6
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 11, 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 : 1,808,177: 135,566 196,746 531,578 1,108,200 1,033,750 1,775,344 1,762,074: 32,833 46,103
Old : 1,808,177: 135,566 196,746 531,578 1,108,200 1,033,750 1,775,344 1,762,074: 32,833 46,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -17,630: -5,905 22,459 -15,860 3,175 549 -18,590 7,148: 960 -24,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 10.9 29.4 61.3 57.2 98.2 97.5: 1.8 2.5
Old : 100.0: 7.5 10.9 29.4 61.3 57.2 98.2 97.5: 1.8 2.5
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 : 153: 35 37 48 66 68 127 131:
Old : 153: 35 37 48 66 68 127 131:
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 : 30.6 29.0 43.9 42.9 17.1 18.3 21.5 23.9
Old : 30.6 29.0 43.9 42.9 17.1 18.3 21.5 23.9
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 11, 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 : 55,979: 26,583 7,626 2,579 17,683 37,115 46,846 47,320: 9,134 8,659
Old : 55,979: 26,583 7,626 2,579 17,683 37,115 46,846 47,320: 9,134 8,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 1,369: 881 -348 108 20 366 1,009 127: 360 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 13.6 4.6 31.6 66.3 83.7 84.5: 16.3 15.5
Old : 100.0: 47.5 13.6 4.6 31.6 66.3 83.7 84.5: 16.3 15.5
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 : 110: 38 23 15 32 30 76 62:
Old : 110: 38 23 15 32 30 76 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.4 40.7 46.6 25.3 30.1 39.0 45.6
Old : 26.7 30.4 40.7 46.6 25.3 30.1 39.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 111,959: 53,167 15,251 5,159 35,365 74,230 93,691 94,640: 18,267 17,319
Old : 111,959: 53,167 15,251 5,159 35,365 74,230 93,691 94,640: 18,267 17,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 2,738: 1,761 -696 217 40 733 2,018 253: 720 2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 13.6 4.6 31.6 66.3 83.7 84.5: 16.3 15.5
Old : 100.0: 47.5 13.6 4.6 31.6 66.3 83.7 84.5: 16.3 15.5
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 : 110: 38 23 15 32 30 76 62:
Old : 110: 38 23 15 32 30 76 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.4 40.7 46.6 25.3 30.1 39.0 45.6
Old : 26.7 30.4 40.7 46.6 25.3 30.1 39.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 29,651: 3,252 461 0 24,883 28,895 28,135 29,356: 1,516 295
Old : 29,651: 3,252 461 0 24,883 28,895 28,135 29,356: 1,516 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 260: 191 0 0 326 483 517 483: -257 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.6 0.0 83.9 97.5 94.9 99.0: 5.1 1.0
Old : 100.0: 11.0 1.6 0.0 83.9 97.5 94.9 99.0: 5.1 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 : 24: 4 1 0 11 12 15 13:
Old : 24: 4 1 0 11 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 76.9 84.4 96.1 62.1 76.9 83.7 95.9
Old : 62.2 76.9 84.4 96.1 62.1 76.9 83.7 95.9
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 11, 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 : 36,990: 29,252 19,334 2,017 5,534 15,541 36,803 36,892: 187 98
Old : 36,990: 29,252 19,334 2,017 5,534 15,541 36,803 36,892: 187 98
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 3,032: 3,547 -2,918 192 0 5,778 3,739 3,052: -707 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 52.3 5.5 15.0 42.0 99.5 99.7: 0.5 0.3
Old : 100.0: 79.1 52.3 5.5 15.0 42.0 99.5 99.7: 0.5 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 : 47: 30 13 4 3 2 34 18:
Old : 47: 30 13 4 3 2 34 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 : 48.3 79.0 75.5 95.8 44.5 79.0 70.8 88.3
Old : 48.3 79.0 75.5 95.8 44.5 79.0 70.8 88.3
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 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,421: 16,908 10,997 705 13,750 17,217 31,363 28,919: 58 2,502
Old : 31,421: 16,908 10,997 705 13,750 17,217 31,363 28,919: 58 2,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 1,189: -467 -123 493 1,163 929 1,189 1,299: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 35.0 2.2 43.8 54.8 99.8 92.0: 0.2 8.0
Old : 100.0: 53.8 35.0 2.2 43.8 54.8 99.8 92.0: 0.2 8.0
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 : 37: 4 10 3 6 18 11 30:
Old : 37: 4 10 3 6 18 11 30:
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 : 91.3 42.4 99.2 60.9 86.6 42.4 94.1 60.9
Old : 91.3 42.4 99.2 60.9 86.6 42.4 94.1 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 20,164: 16,397 7,120 49 3,700 11,010 20,146 18,179: 18 1,985
Old : 20,164: 16,397 7,120 49 3,700 11,010 20,146 18,179: 18 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 217: 280 47 40 -68 -65 252 22: -35 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 35.3 0.2 18.3 54.6 99.9 90.2: 0.1 9.8
Old : 100.0: 81.3 35.3 0.2 18.3 54.6 99.9 90.2: 0.1 9.8
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 : 28: 5 8 2 3 12 9 21:
Old : 28: 5 8 2 3 12 9 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.8 50.4 99.9 74.0 95.6 50.4 99.7 74.0
Old : 95.8 50.4 99.9 74.0 95.6 50.4 99.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2018