WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 616,694: 117,941 114,473 234,529 224,869 219,933 577,339 568,935: 39,355 47,759
Old : 509,013: 109,673 109,006 192,582 174,826 173,160 477,081 474,747: 31,932 34,266
Other: 107,681: 28,277 25,477 21,938 50,043 46,773 100,258 94,187: 7,423 13,493
: : :
: : Changes in Commitments from: September 11, 2018 :
: 23,975: -8,141 6,818 22,301 9,276 -5,312 23,435 23,807: 540 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.6 38.0 36.5 35.7 93.6 92.3: 6.4 7.7
Old : 100.0: 21.5 21.4 37.8 34.3 34.0 93.7 93.3: 6.3 6.7
Other: 100.0: 26.3 23.7 20.4 46.5 43.4 93.1 87.5: 6.9 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 463: 147 148 184 121 130 379 364:
Old : 455: 143 151 170 113 122 360 347:
Other: 211: 50 54 37 44 92 122 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 10.6 20.3 18.1 9.0 7.0 13.9 11.7
Old : 12.5 10.6 20.8 19.0 9.1 7.0 14.4 12.7
Other: 30.4 15.8 45.7 27.0 28.4 14.4 38.1 20.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 21,269: 3,007 900 1,000 16,862 18,409 20,869 20,309: 400 961
Old : 20,969: 3,007 900 1,000 16,562 18,109 20,569 20,009: 400 961
Other: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 1,551: -187 500 0 1,538 1,044 1,351 1,544: 200 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.2 4.7 79.3 86.5 98.1 95.5: 1.9 4.5
Old : 100.0: 14.3 4.3 4.8 79.0 86.4 98.1 95.4: 1.9 4.6
Other: 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 3 17 16 26 21:
Old : 31: 8 2 3 16 16 25 21:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 53.0 48.0 72.9 68.8 45.1 43.3 57.2 55.5
Old : 53.7 48.7 73.9 69.8 47.1 44.0 59.5 56.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 296,625: 88,232 44,868 69,380 114,359 156,592 271,971 270,840: 24,654 25,785
Old : 265,677: 87,398 49,237 53,407 103,025 142,834 243,831 245,478: 21,846 20,199
Other: 30,948: 14,343 9,140 2,463 11,334 13,758 28,140 25,362: 2,808 5,586
: : :
: : Changes in Commitments from: September 11, 2018 :
: 11,610: 859 8,019 7,471 3,336 -3,833 11,666 11,657: -56 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.1 23.4 38.6 52.8 91.7 91.3: 8.3 8.7
Old : 100.0: 32.9 18.5 20.1 38.8 53.8 91.8 92.4: 8.2 7.6
Other: 100.0: 46.3 29.5 8.0 36.6 44.5 90.9 82.0: 9.1 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 96 47 85 87 100 217 209:
Old : 275: 92 59 74 84 92 207 196:
Other: 150: 33 27 17 33 74 72 113:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 19.2 25.4 27.9 9.8 15.5 17.6 21.6
Old : 16.9 21.3 26.5 30.4 11.3 17.3 19.5 23.7
Other: 23.2 22.4 41.1 34.3 23.2 22.4 40.0 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 2,162,153: 375,803 462,022 607,837 960,195 860,305 1,943,836 1,930,165: 218,317 231,988
Old : 2,004,199: 361,692 470,464 552,866 889,794 773,759 1,804,352 1,797,090: 199,847 207,110
Other: 157,954: 52,106 29,553 16,976 70,401 86,546 139,483 133,075: 18,470 24,879
: : :
: : Changes in Commitments from: September 11, 2018 :
: 77,038: -34,612 57,848 36,684 58,983 -26,222 61,055 68,310: 15,983 8,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.4 28.1 44.4 39.8 89.9 89.3: 10.1 10.7
Old : 100.0: 18.0 23.5 27.6 44.4 38.6 90.0 89.7: 10.0 10.3
Other: 100.0: 33.0 18.7 10.7 44.6 54.8 88.3 84.2: 11.7 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 897: 224 172 222 379 396 712 698:
Old : 897: 214 189 209 375 390 701 686:
Other: 398: 63 46 36 105 233 187 300:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 7.7 18.8 13.4 8.7 4.9 12.9 8.7
Old : 13.0 6.5 19.2 12.1 11.0 5.2 15.6 9.3
Other: 21.3 39.5 34.5 49.6 20.9 38.8 33.1 47.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 4,322: 848 1,068 391 1,434 1,591 2,672 3,050: 1,650 1,273
Old : 4,322: 848 1,068 391 1,434 1,591 2,672 3,050: 1,650 1,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 24.7 9.0 33.2 36.8 61.8 70.6: 38.2 29.4
Old : 100.0: 19.6 24.7 9.0 33.2 36.8 61.8 70.6: 38.2 29.4
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 : 22: 5 6 5 9 8 16 17:
Old : 22: 5 6 5 9 8 16 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 : 31.6 47.5 47.3 61.8 31.2 41.5 45.6 55.8
Old : 31.6 47.5 47.3 61.8 31.2 41.5 45.6 55.8
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 18, 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 : 1,071,417: 142,644 225,131 328,471 529,093 414,441 1,000,208 968,043: 71,209 103,374
Old : 1,037,932: 151,441 220,394 309,809 510,641 409,562 971,891 939,764: 66,041 98,168
Other: 33,485: 5,858 19,392 4,007 18,452 4,879 28,317 28,278: 5,168 5,206
: : :
: : Changes in Commitments from: September 11, 2018 :
: 54,513: 5,264 9,896 30,354 18,020 12,067 53,637 52,317: 876 2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.0 30.7 49.4 38.7 93.4 90.4: 6.6 9.6
Old : 100.0: 14.6 21.2 29.8 49.2 39.5 93.6 90.5: 6.4 9.5
Other: 100.0: 17.5 57.9 12.0 55.1 14.6 84.6 84.5: 15.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 696: 181 201 263 222 229 560 571:
Old : 696: 183 204 256 221 227 555 566:
Other: 186: 31 44 22 53 86 97 139:
:----------------------------------------------------------------------------------------------------
: 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 9.3 21.6 15.6 11.5 7.1 16.7 11.8
Old : 14.8 9.6 21.5 15.9 11.3 7.3 16.5 12.1
Other: 29.2 46.0 41.4 58.5 29.2 45.8 40.5 56.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 18,331: 10,085 2,991 152 21 4,640 10,258 7,783: 8,073 10,548
Old : 18,046: 10,082 2,990 126 20 4,591 10,228 7,707: 7,818 10,339
Other: 285: 28 26 1 1 49 30 76: 255 209
: : :
: : Changes in Commitments from: September 11, 2018 :
: -1,136: 7 -732 18 10 -117 35 -831: -1,171 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 16.3 0.8 0.1 25.3 56.0 42.5: 44.0 57.5
Old : 100.0: 55.9 16.6 0.7 0.1 25.4 56.7 42.7: 43.3 57.3
Other: 100.0: 9.8 9.1 0.4 0.4 17.2 10.5 26.7: 89.5 73.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 3 2 12 5 20:
Old : 20: 2 6 2 1 12 4 19:
Other: 11: 2 3 1 1 5 3 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 20.2 56.0 30.7 55.0 19.5 55.0 30.1
Old : 56.7 20.5 56.7 31.1 55.9 19.9 55.9 30.5
Other: 10.5 24.6 10.5 26.3 10.2 24.6 10.2 26.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 638,655: 102,053 179,827 185,810 310,687 238,168 598,550 603,805: 40,105 34,850
Old : 613,444: 105,314 180,268 174,031 297,688 226,677 577,033 580,976: 36,411 32,468
Other: 25,211: 2,750 5,570 5,768 12,999 11,491 21,517 22,829: 3,694 2,382
: : :
: : Changes in Commitments from: September 11, 2018 :
: 42,044: -987 9,335 22,128 20,634 10,449 41,775 41,913: 269 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.2 29.1 48.6 37.3 93.7 94.5: 6.3 5.5
Old : 100.0: 17.2 29.4 28.4 48.5 37.0 94.1 94.7: 5.9 5.3
Other: 100.0: 10.9 22.1 22.9 51.6 45.6 85.3 90.6: 14.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 92 125 132 99 77 279 281:
Old : 370: 96 125 128 99 75 279 275:
Other: 60: 8 13 12 28 12 45 33:
:----------------------------------------------------------------------------------------------------
: 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 14.9 20.9 21.2 10.5 11.3 16.1 15.9
Old : 13.7 15.2 21.2 21.2 10.4 11.6 16.3 16.3
Other: 37.9 45.0 53.6 69.3 25.8 38.2 39.6 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 1,075,160: 106,826 188,433 149,356 656,281 538,286 912,464 876,076: 162,696 199,084
Old : 1,075,160: 106,826 188,433 149,356 656,281 538,286 912,464 876,076: 162,696 199,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 60,544: -12,085 13,478 36,553 31,238 6,890 55,705 56,920: 4,838 3,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.5 13.9 61.0 50.1 84.9 81.5: 15.1 18.5
Old : 100.0: 9.9 17.5 13.9 61.0 50.1 84.9 81.5: 15.1 18.5
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 : 195: 47 29 49 99 95 161 158:
Old : 195: 47 29 49 99 95 161 158:
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 25.1 28.9 33.9 13.1 17.0 19.1 23.4
Old : 21.1 25.1 28.9 33.9 13.1 17.0 19.1 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 18, 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 : 1,040,460: 91,120 321,646 24,140 779,185 580,150 894,445 925,937: 146,014 114,523
Old : 1,040,460: 91,120 321,646 24,140 779,185 580,150 894,445 925,937: 146,014 114,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 8,125: -6,893 -415 -4,403 16,509 4,147 5,213 -670: 2,912 8,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 30.9 2.3 74.9 55.8 86.0 89.0: 14.0 11.0
Old : 100.0: 8.8 30.9 2.3 74.9 55.8 86.0 89.0: 14.0 11.0
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 : 127: 18 21 23 66 63 96 95:
Old : 127: 18 21 23 66 63 96 95:
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 34.8 35.1 47.3 16.5 34.0 27.9 44.8
Old : 22.6 34.8 35.1 47.3 16.5 34.0 27.9 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 18, 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 : 2,132: 808 1,077 139 928 462 1,875 1,678: 257 454
Old : 2,132: 808 1,077 139 928 462 1,875 1,678: 257 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 109: 120 54 -2 16 129 134 181: -25 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 50.5 6.5 43.5 21.7 87.9 78.7: 12.1 21.3
Old : 100.0: 37.9 50.5 6.5 43.5 21.7 87.9 78.7: 12.1 21.3
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 : 25: 8 7 2 8 8 17 16:
Old : 25: 8 7 2 8 8 17 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 : 47.2 45.6 71.4 64.7 38.2 45.2 56.2 58.3
Old : 47.2 45.6 71.4 64.7 38.2 45.2 56.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 591,453: 106,977 58,914 146,885 280,991 339,200 534,852 544,999: 56,600 46,454
Old : 558,505: 110,909 61,257 135,395 258,500 318,674 504,804 515,326: 53,700 43,179
Other: 32,948: 2,774 4,364 4,783 22,491 20,526 30,048 29,673: 2,900 3,275
: : :
: : Changes in Commitments from: September 11, 2018 :
: 8,421: -4,146 8,304 -4,194 16,487 1,392 8,147 5,502: 274 2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.0 24.8 47.5 57.4 90.4 92.1: 9.6 7.9
Old : 100.0: 19.9 11.0 24.2 46.3 57.1 90.4 92.3: 9.6 7.7
Other: 100.0: 8.4 13.2 14.5 68.3 62.3 91.2 90.1: 8.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 93 70 115 125 110 286 249:
Old : 327: 96 73 114 125 110 285 249:
Other: 86: 11 20 19 44 23 68 50:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 23.8 17.7 32.4 7.3 18.3 11.2 24.2
Old : 11.1 23.1 17.1 32.1 7.3 18.3 11.4 24.0
Other: 38.2 45.5 51.0 58.4 36.0 38.6 45.8 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 8,320: 954 2,948 475 5,389 3,429 6,818 6,851: 1,503 1,469
Old : 8,320: 954 2,948 475 5,389 3,429 6,818 6,851: 1,503 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 198: -48 301 32 177 -290 161 43: 36 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 35.4 5.7 64.8 41.2 81.9 82.3: 18.1 17.7
Old : 100.0: 11.5 35.4 5.7 64.8 41.2 81.9 82.3: 18.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 14 8 19 17 34 33:
Old : 46: 9 14 8 19 17 34 33:
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 : 51.8 39.8 62.5 59.4 49.4 38.6 59.2 57.3
Old : 51.8 39.8 62.5 59.4 49.4 38.6 59.2 57.3
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 18, 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 : 2,256,166: 434,056 680,548 157,817 1,532,081 1,236,476 2,123,954 2,074,841: 132,212 181,325
Old : 2,256,166: 434,056 680,548 157,817 1,532,081 1,236,476 2,123,954 2,074,841: 132,212 181,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 143,548: 24,514 57,828 24,908 87,558 44,905 136,980 127,641: 6,568 15,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.2 7.0 67.9 54.8 94.1 92.0: 5.9 8.0
Old : 100.0: 19.2 30.2 7.0 67.9 54.8 94.1 92.0: 5.9 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 : 347: 63 71 44 153 143 238 236:
Old : 347: 63 71 44 153 143 238 236:
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 : 22.2 20.3 32.2 35.5 14.7 20.3 24.1 33.2
Old : 22.2 20.3 32.2 35.5 14.7 20.3 24.1 33.2
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 18, 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 : 4,757,590: 482,159 1,171,321 628,689 3,216,076 2,469,514 4,326,924 4,269,523: 430,666 488,067
Old : 4,757,590: 482,159 1,171,321 628,689 3,216,076 2,469,514 4,326,924 4,269,523: 430,666 488,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 317,637: 72,890 91,644 91,845 161,202 144,559 325,936 328,048: -8,299 -10,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 24.6 13.2 67.6 51.9 90.9 89.7: 9.1 10.3
Old : 100.0: 10.1 24.6 13.2 67.6 51.9 90.9 89.7: 9.1 10.3
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 : 474: 85 100 110 235 237 379 389:
Old : 474: 85 100 110 235 237 379 389:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 15.9 31.0 24.8 20.1 13.9 26.2 21.7
Old : 23.5 15.9 31.0 24.8 20.1 13.9 26.2 21.7
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 18, 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 : 609,132: 72,741 86,111 13,603 421,708 340,868 508,052 440,582: 101,080 168,550
Old : 609,132: 72,741 86,111 13,603 421,708 340,868 508,052 440,582: 101,080 168,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 33,602: -4,543 9,192 4,547 29,475 19,583 29,479 33,322: 4,123 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.1 2.2 69.2 56.0 83.4 72.3: 16.6 27.7
Old : 100.0: 11.9 14.1 2.2 69.2 56.0 83.4 72.3: 16.6 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 12 17 13 57 59 79 79:
Old : 107: 12 17 13 57 59 79 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 14.6 42.6 23.2 29.8 13.4 38.9 19.6
Old : 31.3 14.6 42.6 23.2 29.8 13.4 38.9 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 4,729,106: 554,143 1,363,951 413,138 3,443,801 2,511,196 4,411,082 4,288,286: 318,024 440,820
Old : 4,729,106: 554,143 1,363,951 413,138 3,443,801 2,511,196 4,411,082 4,288,286: 318,024 440,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 132,418: 34,439 -4,335 -3,016 111,956 125,194 143,379 117,842: -10,961 14,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 28.8 8.7 72.8 53.1 93.3 90.7: 6.7 9.3
Old : 100.0: 11.7 28.8 8.7 72.8 53.1 93.3 90.7: 6.7 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 : 359: 62 72 71 160 175 255 285:
Old : 359: 62 72 71 160 175 255 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 16.9 46.3 27.9 27.6 14.0 37.9 21.7
Old : 35.9 16.9 46.3 27.9 27.6 14.0 37.9 21.7
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 18, 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 : 1,796,048: 126,708 202,111 478,037 1,157,866 1,066,200 1,762,611 1,746,348: 33,438 49,701
Old : 1,796,048: 126,708 202,111 478,037 1,157,866 1,066,200 1,762,611 1,746,348: 33,438 49,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -12,129: -8,858 5,365 -53,542 49,666 32,450 -12,734 -15,726: 605 3,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.3 26.6 64.5 59.4 98.1 97.2: 1.9 2.8
Old : 100.0: 7.1 11.3 26.6 64.5 59.4 98.1 97.2: 1.9 2.8
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 : 151: 35 33 49 68 68 128 131:
Old : 151: 35 33 49 68 68 128 131:
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 : 29.4 27.8 42.4 41.0 16.7 18.4 21.5 24.4
Old : 29.4 27.8 42.4 41.0 16.7 18.4 21.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 66,181: 26,784 6,512 4,958 23,902 45,456 55,644 56,925: 10,537 9,256
Old : 66,181: 26,784 6,512 4,958 23,902 45,456 55,644 56,925: 10,537 9,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 10,202: 201 -1,114 2,379 6,219 8,341 8,799 9,606: 1,403 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 9.8 7.5 36.1 68.7 84.1 86.0: 15.9 14.0
Old : 100.0: 40.5 9.8 7.5 36.1 68.7 84.1 86.0: 15.9 14.0
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 : 109: 38 19 19 37 34 84 64:
Old : 109: 38 19 19 37 34 84 64:
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 : 26.1 34.0 40.5 48.5 21.1 27.8 33.2 39.8
Old : 26.1 34.0 40.5 48.5 21.1 27.8 33.2 39.8
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 18, 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 : 132,362: 53,568 13,023 9,916 47,804 90,911 111,289 113,851: 21,074 18,511
Old : 132,362: 53,568 13,023 9,916 47,804 90,911 111,289 113,851: 21,074 18,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 20,404: 402 -2,228 4,758 12,439 16,682 17,598 19,211: 2,806 1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 9.8 7.5 36.1 68.7 84.1 86.0: 15.9 14.0
Old : 100.0: 40.5 9.8 7.5 36.1 68.7 84.1 86.0: 15.9 14.0
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 : 109: 38 19 19 37 34 84 64:
Old : 109: 38 19 19 37 34 84 64:
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 : 26.1 34.0 40.5 48.5 21.1 27.8 33.2 39.8
Old : 26.1 34.0 40.5 48.5 21.1 27.8 33.2 39.8
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 18, 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 : 39,493: 3,544 461 0 33,340 37,614 36,884 38,075: 2,609 1,418
Old : 39,493: 3,544 461 0 33,340 37,614 36,884 38,075: 2,609 1,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: 9,842: 292 0 0 8,457 8,719 8,749 8,719: 1,093 1,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 1.2 0.0 84.4 95.2 93.4 96.4: 6.6 3.6
Old : 100.0: 9.0 1.2 0.0 84.4 95.2 93.4 96.4: 6.6 3.6
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 : 24: 4 1 0 13 13 17 14:
Old : 24: 4 1 0 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 75.7 78.6 93.1 49.2 58.7 65.1 73.6
Old : 56.0 75.7 78.6 93.1 49.2 58.7 65.1 73.6
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 18, 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 : 36,678: 29,001 19,389 1,863 5,594 15,326 36,458 36,578: 220 100
Old : 36,678: 29,001 19,389 1,863 5,594 15,326 36,458 36,578: 220 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -312: -251 55 -154 60 -215 -345 -314: 33 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 52.9 5.1 15.3 41.8 99.4 99.7: 0.6 0.3
Old : 100.0: 79.1 52.9 5.1 15.3 41.8 99.4 99.7: 0.6 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 : 48: 30 13 4 4 4 35 20:
Old : 48: 30 13 4 4 4 35 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 : 47.4 78.8 75.4 94.9 46.6 78.8 73.7 88.1
Old : 47.4 78.8 75.4 94.9 46.6 78.8 73.7 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 31,419: 19,234 11,420 212 11,936 17,461 31,382 29,093: 37 2,326
Old : 31,419: 19,234 11,420 212 11,936 17,461 31,382 29,093: 37 2,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -2: 2,326 423 -493 -1,814 244 19 174: -21 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 36.3 0.7 38.0 55.6 99.9 92.6: 0.1 7.4
Old : 100.0: 61.2 36.3 0.7 38.0 55.6 99.9 92.6: 0.1 7.4
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 : 37: 4 11 1 6 16 11 27:
Old : 37: 4 11 1 6 16 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 : 92.7 44.6 99.3 63.1 92.7 44.6 98.9 63.1
Old : 92.7 44.6 99.3 63.1 92.7 44.6 98.9 63.1
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 18, 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 : 16,770: 14,107 7,125 9 2,648 7,725 16,764 14,859: 6 1,911
Old : 16,770: 14,107 7,125 9 2,648 7,725 16,764 14,859: 6 1,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2018 :
: -3,394: -2,290 5 -40 -1,052 -3,285 -3,382 -3,320: -12 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 42.5 0.1 15.8 46.1 100.0 88.6: 0.0 11.4
Old : 100.0: 84.1 42.5 0.1 15.8 46.1 100.0 88.6: 0.0 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 : 27: 4 9 1 3 11 8 20:
Old : 27: 4 9 1 3 11 8 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 : 96.5 55.9 100.0 77.3 96.5 55.8 99.9 77.3
Old : 96.5 55.9 100.0 77.3 96.5 55.8 99.9 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2018