WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 585,740: 122,225 119,866 203,704 219,433 212,255 545,363 535,825: 40,377 49,915
Old : 477,702: 114,347 114,918 160,982 169,706 165,484 445,035 441,383: 32,666 36,318
Other: 108,038: 27,957 25,027 22,644 49,727 46,772 100,328 94,442: 7,711 13,596
: : :
: : Changes in Commitments from: September 18, 2018 :
: -30,954: 4,284 5,393 -30,825 -5,435 -7,678 -31,976 -33,109: 1,022 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 20.5 34.8 37.5 36.2 93.1 91.5: 6.9 8.5
Old : 100.0: 23.9 24.1 33.7 35.5 34.6 93.2 92.4: 6.8 7.6
Other: 100.0: 25.9 23.2 21.0 46.0 43.3 92.9 87.4: 7.1 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 446: 138 142 170 119 129 358 355:
Old : 436: 140 141 154 112 121 336 338:
Other: 205: 49 53 40 45 89 121 161:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 10.7 19.8 18.4 8.6 6.9 13.7 11.7
Old : 11.8 10.9 20.0 19.4 8.5 7.0 14.3 12.7
Other: 30.6 15.6 45.4 26.6 28.7 13.8 37.5 20.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 20,784: 3,763 700 700 16,122 18,558 20,584 19,958: 200 826
Old : 20,484: 3,763 700 700 15,822 18,258 20,284 19,658: 200 826
Other: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -485: 755 -200 -300 -740 150 -285 -350: -200 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 3.4 3.4 77.6 89.3 99.0 96.0: 1.0 4.0
Old : 100.0: 18.4 3.4 3.4 77.2 89.1 99.0 96.0: 1.0 4.0
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 : 33: 7 2 3 17 17 26 22:
Old : 32: 7 2 3 16 17 25 22:
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 : 51.8 51.7 72.5 69.1 47.5 47.4 60.6 59.0
Old : 52.6 52.5 73.6 70.1 49.7 48.1 63.0 59.9
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 25, 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 : 294,772: 88,029 47,366 69,325 112,232 151,615 269,586 268,306: 25,186 26,466
Old : 263,346: 87,477 52,527 52,322 101,247 137,715 241,047 242,564: 22,299 20,782
Other: 31,425: 15,194 9,481 2,360 10,985 13,900 28,539 25,742: 2,887 5,684
: : :
: : Changes in Commitments from: September 18, 2018 :
: -1,853: -203 2,498 -55 -2,127 -4,977 -2,385 -2,534: 532 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.1 23.5 38.1 51.4 91.5 91.0: 8.5 9.0
Old : 100.0: 33.2 19.9 19.9 38.4 52.3 91.5 92.1: 8.5 7.9
Other: 100.0: 48.4 30.2 7.5 35.0 44.2 90.8 81.9: 9.2 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 87 50 78 84 97 207 201:
Old : 266: 83 62 66 80 89 195 187:
Other: 149: 34 26 18 33 74 73 113:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 18.8 25.2 28.0 9.8 15.3 17.8 22.1
Old : 16.7 20.9 26.5 30.2 11.8 17.2 20.0 23.9
Other: 22.6 24.3 39.0 35.7 22.6 24.3 38.9 35.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 2,127,915: 386,514 438,846 587,994 938,799 879,161 1,913,307 1,906,001: 214,608 221,914
Old : 1,965,502: 377,135 447,316 530,868 863,599 791,264 1,771,601 1,769,448: 193,901 196,054
Other: 162,413: 48,830 30,980 17,676 75,200 87,897 141,706 136,553: 20,708 25,860
: : :
: : Changes in Commitments from: September 18, 2018 :
: -34,238: 10,711 -23,177 -19,843 -21,397 18,856 -30,529 -24,164: -3,709 -10,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 20.6 27.6 44.1 41.3 89.9 89.6: 10.1 10.4
Old : 100.0: 19.2 22.8 27.0 43.9 40.3 90.1 90.0: 9.9 10.0
Other: 100.0: 30.1 19.1 10.9 46.3 54.1 87.3 84.1: 12.7 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 890: 197 193 229 372 394 702 704:
Old : 888: 191 208 213 368 391 689 693:
Other: 410: 72 48 37 103 236 193 308:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 7.7 19.6 13.2 9.2 4.8 13.7 8.6
Old : 13.6 6.3 19.8 12.0 11.6 5.1 16.4 9.3
Other: 20.1 38.2 32.5 48.3 19.7 37.5 30.9 46.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 4,572: 975 877 470 1,567 2,063 3,012 3,410: 1,560 1,162
Old : 4,572: 975 877 470 1,567 2,063 3,012 3,410: 1,560 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 250: 127 -191 80 133 471 340 360: -89 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 19.2 10.3 34.3 45.1 65.9 74.6: 34.1 25.4
Old : 100.0: 21.3 19.2 10.3 34.3 45.1 65.9 74.6: 34.1 25.4
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: 7 8 7 9 9 20 20:
Old : 27: 7 8 7 9 9 20 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 : 33.9 46.8 49.6 62.7 33.7 40.8 46.5 56.2
Old : 33.9 46.8 49.6 62.7 33.7 40.8 46.5 56.2
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 25, 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 : 1,033,689: 146,577 211,013 299,495 517,150 423,994 963,223 934,502: 70,466 99,187
Old : 997,512: 156,259 207,547 279,042 496,556 417,743 931,857 904,331: 65,655 93,181
Other: 36,177: 6,473 19,621 4,298 20,594 6,252 31,366 30,171: 4,811 6,006
: : :
: : Changes in Commitments from: September 18, 2018 :
: -37,728: 3,933 -14,118 -28,976 -11,943 9,553 -36,985 -33,540: -743 -4,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.4 29.0 50.0 41.0 93.2 90.4: 6.8 9.6
Old : 100.0: 15.7 20.8 28.0 49.8 41.9 93.4 90.7: 6.6 9.3
Other: 100.0: 17.9 54.2 11.9 56.9 17.3 86.7 83.4: 13.3 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 180 194 252 224 229 556 554:
Old : 687: 189 191 246 223 228 552 550:
Other: 194: 34 46 22 58 82 104 139:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 9.0 21.6 15.4 12.1 7.2 17.2 11.8
Old : 15.2 9.3 21.5 15.9 11.8 7.4 17.0 12.2
Other: 29.6 44.2 42.7 55.5 29.5 43.9 42.6 52.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 617,858: 105,513 156,813 181,650 291,033 246,980 578,195 585,443: 39,663 32,415
Old : 591,886: 109,294 157,136 169,490 277,501 235,109 556,285 561,735: 35,601 30,151
Other: 25,972: 2,595 6,054 5,783 13,532 11,871 21,910 23,708: 4,062 2,264
: : :
: : Changes in Commitments from: September 18, 2018 :
: -20,797: 3,460 -23,014 -4,160 -19,655 8,813 -20,355 -18,362: -442 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 25.4 29.4 47.1 40.0 93.6 94.8: 6.4 5.2
Old : 100.0: 18.5 26.5 28.6 46.9 39.7 94.0 94.9: 6.0 5.1
Other: 100.0: 10.0 23.3 22.3 52.1 45.7 84.4 91.3: 15.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 96 121 132 101 82 286 280:
Old : 372: 100 122 129 101 82 286 277:
Other: 60: 7 14 10 29 14 44 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 17.1 20.4 23.7 9.3 13.1 14.9 17.8
Old : 13.2 17.4 20.7 23.7 9.2 12.8 15.0 17.7
Other: 36.5 42.8 51.7 68.2 24.7 36.6 38.2 52.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,063,053: 105,710 218,100 132,299 661,461 507,563 899,470 857,962: 163,583 205,091
Old : 1,063,053: 105,710 218,100 132,299 661,461 507,563 899,470 857,962: 163,583 205,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -12,107: -1,116 29,667 -17,058 5,180 -30,723 -12,994 -18,114: 887 6,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.5 12.4 62.2 47.7 84.6 80.7: 15.4 19.3
Old : 100.0: 9.9 20.5 12.4 62.2 47.7 84.6 80.7: 15.4 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: 39 41 54 91 89 157 157:
Old : 191: 39 41 54 91 89 157 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 25.0 29.1 33.2 13.4 17.7 19.2 23.8
Old : 20.9 25.0 29.1 33.2 13.4 17.7 19.2 23.8
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 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,048,756: 91,391 325,763 18,727 792,859 588,400 902,977 932,890: 145,779 115,866
Old : 1,048,756: 91,391 325,763 18,727 792,859 588,400 902,977 932,890: 145,779 115,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 8,297: 271 4,117 -5,413 13,674 8,250 8,532 6,954: -235 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 31.1 1.8 75.6 56.1 86.1 89.0: 13.9 11.0
Old : 100.0: 8.7 31.1 1.8 75.6 56.1 86.1 89.0: 13.9 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 : 128: 17 21 22 67 66 95 98:
Old : 128: 17 21 22 67 66 95 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 34.3 35.4 47.0 16.5 33.8 27.8 44.8
Old : 22.7 34.3 35.4 47.0 16.5 33.8 27.8 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 25, 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 : 2,396: 607 1,134 227 1,248 643 2,082 2,004: 314 392
Old : 2,396: 607 1,134 227 1,248 643 2,082 2,004: 314 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 264: -201 57 88 320 181 207 326: 57 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 47.3 9.5 52.1 26.8 86.9 83.6: 13.1 16.4
Old : 100.0: 25.3 47.3 9.5 52.1 26.8 86.9 83.6: 13.1 16.4
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 : 25: 7 9 2 7 8 14 19:
Old : 25: 7 9 2 7 8 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 41.7 75.0 60.1 37.4 39.0 48.0 49.2
Old : 49.7 41.7 75.0 60.1 37.4 39.0 48.0 49.2
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 25, 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 : 566,081: 102,878 51,511 136,513 271,854 334,547 511,245 522,571: 54,836 43,510
Old : 532,394: 107,131 53,324 125,271 248,730 313,700 481,132 492,295: 51,262 40,099
Other: 33,687: 2,298 4,738 4,691 23,124 20,847 30,113 30,276: 3,574 3,411
: : :
: : Changes in Commitments from: September 18, 2018 :
: -25,372: -4,099 -7,403 -10,372 -9,137 -4,653 -23,608 -22,428: -1,764 -2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.1 24.1 48.0 59.1 90.3 92.3: 9.7 7.7
Old : 100.0: 20.1 10.0 23.5 46.7 58.9 90.4 92.5: 9.6 7.5
Other: 100.0: 6.8 14.1 13.9 68.6 61.9 89.4 89.9: 10.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 101 62 113 125 111 286 247:
Old : 325: 103 65 112 125 110 285 245:
Other: 86: 14 17 19 43 24 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 : 12.1 24.0 17.7 32.9 7.3 19.8 11.4 25.4
Old : 11.4 23.9 16.5 32.7 7.4 19.8 11.6 25.6
Other: 38.1 44.2 51.2 57.5 36.4 36.8 46.0 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 8,964: 837 3,845 649 5,486 2,877 6,972 7,371: 1,992 1,593
Old : 8,964: 837 3,845 649 5,486 2,877 6,972 7,371: 1,992 1,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 644: -116 897 175 96 -552 155 519: 489 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 42.9 7.2 61.2 32.1 77.8 82.2: 22.2 17.8
Old : 100.0: 9.3 42.9 7.2 61.2 32.1 77.8 82.2: 22.2 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 14 10 15 15 31 35:
Old : 47: 12 14 10 15 15 31 35:
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 : 49.3 40.8 58.3 59.2 46.7 39.9 55.7 57.9
Old : 49.3 40.8 58.3 59.2 46.7 39.9 55.7 57.9
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 25, 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 : 2,279,834: 463,286 762,650 133,965 1,538,344 1,202,965 2,135,595 2,099,580: 144,239 180,254
Old : 2,279,834: 463,286 762,650 133,965 1,538,344 1,202,965 2,135,595 2,099,580: 144,239 180,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 23,668: 29,230 82,103 -23,852 6,263 -33,511 11,641 24,740: 12,027 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 33.5 5.9 67.5 52.8 93.7 92.1: 6.3 7.9
Old : 100.0: 20.3 33.5 5.9 67.5 52.8 93.7 92.1: 6.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 59 77 43 156 143 240 238:
Old : 349: 59 77 43 156 143 240 238:
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 : 22.4 19.0 31.8 32.3 14.8 18.6 23.6 29.8
Old : 22.4 19.0 31.8 32.3 14.8 18.6 23.6 29.8
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 25, 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 : 4,740,290: 469,714 1,228,204 586,465 3,250,996 2,396,601 4,307,175 4,211,270: 433,115 529,021
Old : 4,740,290: 469,714 1,228,204 586,465 3,250,996 2,396,601 4,307,175 4,211,270: 433,115 529,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -17,300: -12,445 56,883 -42,223 34,919 -72,913 -19,749 -58,254: 2,449 40,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 25.9 12.4 68.6 50.6 90.9 88.8: 9.1 11.2
Old : 100.0: 9.9 25.9 12.4 68.6 50.6 90.9 88.8: 9.1 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 : 466: 81 102 104 226 234 363 384:
Old : 466: 81 102 104 226 234 363 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 15.1 32.7 24.0 21.3 13.2 27.4 20.6
Old : 24.6 15.1 32.7 24.0 21.3 13.2 27.4 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 608,107: 68,302 85,025 11,060 422,339 342,674 501,701 438,759: 106,406 169,348
Old : 608,107: 68,302 85,025 11,060 422,339 342,674 501,701 438,759: 106,406 169,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -1,025: -4,439 -1,086 -2,543 631 1,806 -6,351 -1,823: 5,326 798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.0 1.8 69.5 56.4 82.5 72.2: 17.5 27.8
Old : 100.0: 11.2 14.0 1.8 69.5 56.4 82.5 72.2: 17.5 27.8
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 : 102: 11 16 11 57 57 77 75:
Old : 102: 11 16 11 57 57 77 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 15.9 41.9 23.8 29.2 13.8 38.4 20.6
Old : 30.8 15.9 41.9 23.8 29.2 13.8 38.4 20.6
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 25, 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 : 4,632,901: 546,021 1,381,275 338,898 3,422,161 2,460,213 4,307,080 4,180,386: 325,821 452,515
Old : 4,632,901: 546,021 1,381,275 338,898 3,422,161 2,460,213 4,307,080 4,180,386: 325,821 452,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -96,205: -8,122 17,324 -74,240 -21,639 -50,984 -104,002 -107,900: 7,797 11,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.8 7.3 73.9 53.1 93.0 90.2: 7.0 9.8
Old : 100.0: 11.8 29.8 7.3 73.9 53.1 93.0 90.2: 7.0 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 : 357: 61 75 68 156 173 249 284:
Old : 357: 61 75 68 156 173 249 284:
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 : 37.0 18.3 48.0 29.1 28.6 15.2 39.3 22.9
Old : 37.0 18.3 48.0 29.1 28.6 15.2 39.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,842,397: 182,553 220,945 466,587 1,156,895 1,102,600 1,806,035 1,790,132: 36,362 52,265
Old : 1,842,397: 182,553 220,945 466,587 1,156,895 1,102,600 1,806,035 1,790,132: 36,362 52,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 46,348: 55,845 18,834 -11,450 -971 36,400 43,424 43,784: 2,924 2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.0 25.3 62.8 59.8 98.0 97.2: 2.0 2.8
Old : 100.0: 9.9 12.0 25.3 62.8 59.8 98.0 97.2: 2.0 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 : 148: 30 39 49 66 67 124 131:
Old : 148: 30 39 49 66 67 124 131:
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 : 28.1 28.6 42.8 42.4 19.4 17.7 25.2 23.2
Old : 28.1 28.6 42.8 42.4 19.4 17.7 25.2 23.2
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 25, 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 : 54,634: 30,808 5,827 2,575 12,201 39,670 45,584 48,073: 9,050 6,561
Old : 54,634: 30,808 5,827 2,575 12,201 39,670 45,584 48,073: 9,050 6,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -11,548: 4,024 -685 -2,383 -11,701 -5,785 -10,060 -8,853: -1,487 -2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 10.7 4.7 22.3 72.6 83.4 88.0: 16.6 12.0
Old : 100.0: 56.4 10.7 4.7 22.3 72.6 83.4 88.0: 16.6 12.0
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 : 112: 43 20 14 26 30 75 58:
Old : 112: 43 20 14 26 30 75 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.2 40.0 55.4 22.1 38.1 36.2 55.3
Old : 24.6 38.2 40.0 55.4 22.1 38.1 36.2 55.3
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 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 109,267: 61,616 11,654 5,151 24,401 79,341 91,168 96,145: 18,099 13,122
Old : 109,267: 61,616 11,654 5,151 24,401 79,341 91,168 96,145: 18,099 13,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -23,095: 8,048 -1,369 -4,765 -23,403 -11,571 -20,121 -17,705: -2,975 -5,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 10.7 4.7 22.3 72.6 83.4 88.0: 16.6 12.0
Old : 100.0: 56.4 10.7 4.7 22.3 72.6 83.4 88.0: 16.6 12.0
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 : 112: 43 20 14 26 30 75 58:
Old : 112: 43 20 14 26 30 75 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.2 40.0 55.4 22.1 38.1 36.2 55.3
Old : 24.6 38.2 40.0 55.4 22.1 38.1 36.2 55.3
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 25, 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 : 26,105: 3,342 674 0 21,142 25,198 24,484 25,872: 1,621 233
Old : 26,105: 3,342 674 0 21,142 25,198 24,484 25,872: 1,621 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -13,388: -202 213 0 -12,198 -12,416 -12,400 -12,203: -988 -1,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.6 0.0 81.0 96.5 93.8 99.1: 6.2 0.9
Old : 100.0: 12.8 2.6 0.0 81.0 96.5 93.8 99.1: 6.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 0 10 10 14 12:
Old : 22: 4 2 0 10 10 14 12:
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 : 67.4 85.4 85.2 97.5 66.7 85.4 84.6 97.2
Old : 67.4 85.4 85.2 97.5 66.7 85.4 84.6 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 25,242: 19,062 11,438 490 5,481 13,211 25,033 25,139: 209 103
Old : 25,242: 19,062 11,438 490 5,481 13,211 25,033 25,139: 209 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -11,436: -9,939 -7,951 -1,373 -113 -2,115 -11,425 -11,439: -11 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 45.3 1.9 21.7 52.3 99.2 99.6: 0.8 0.4
Old : 100.0: 75.5 45.3 1.9 21.7 52.3 99.2 99.6: 0.8 0.4
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 : 43: 24 15 2 3 3 28 19:
Old : 43: 24 15 2 3 3 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 76.1 80.9 92.6 56.9 76.1 77.0 90.2
Old : 58.0 76.1 80.9 92.6 56.9 76.1 77.0 90.2
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 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,600: 19,200 11,279 214 11,166 16,862 30,580 28,355: 20 2,245
Old : 30,600: 19,200 11,279 214 11,166 16,862 30,580 28,355: 20 2,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: -819: -34 -141 2 -770 -599 -802 -738: -17 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 36.9 0.7 36.5 55.1 99.9 92.7: 0.1 7.3
Old : 100.0: 62.7 36.9 0.7 36.5 55.1 99.9 92.7: 0.1 7.3
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 : 38: 4 12 1 7 15 12 27:
Old : 38: 4 12 1 7 15 12 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 : 92.0 45.3 99.0 64.6 92.0 45.3 98.7 64.6
Old : 92.0 45.3 99.0 64.6 92.0 45.3 98.7 64.6
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 25, 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 : 16,966: 14,283 7,142 9 2,648 8,019 16,940 15,170: 26 1,796
Old : 16,966: 14,283 7,142 9 2,648 8,019 16,940 15,170: 26 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 196: 176 17 0 0 294 176 311: 20 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 42.1 0.1 15.6 47.3 99.8 89.4: 0.2 10.6
Old : 100.0: 84.2 42.1 0.1 15.6 47.3 99.8 89.4: 0.2 10.6
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 : 26: 4 9 1 3 10 8 19:
Old : 26: 4 9 1 3 10 8 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.4 59.0 99.8 78.6 96.4 58.9 99.8 78.6
Old : 96.4 59.0 99.8 78.6 96.4 58.9 99.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018