WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 621,138: 120,017 127,974 224,367 236,149 221,631 580,533 573,972: 40,604 47,166
Old : 505,209: 114,614 120,653 180,393 176,805 169,895 471,811 470,940: 33,398 34,269
Other: 115,929: 26,909 28,826 22,469 59,344 51,736 108,722 103,031: 7,206 12,897
: : :
: : Changes in Commitments from: October 2, 2018 :
: 7,755: -1,843 814 5,095 4,841 1,574 8,094 7,483: -339 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.6 36.1 38.0 35.7 93.5 92.4: 6.5 7.6
Old : 100.0: 22.7 23.9 35.7 35.0 33.6 93.4 93.2: 6.6 6.8
Other: 100.0: 23.2 24.9 19.4 51.2 44.6 93.8 88.9: 6.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 450: 153 125 170 126 135 366 355:
Old : 441: 148 131 157 122 125 351 336:
Other: 216: 44 60 43 47 97 119 178:
:----------------------------------------------------------------------------------------------------
: 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 10.2 19.7 17.9 7.5 6.2 12.5 10.6
Old : 10.9 10.2 19.1 18.6 6.3 6.0 11.7 11.1
Other: 28.8 15.8 44.1 27.3 27.0 14.3 36.8 21.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 19,469: 3,726 940 400 14,831 17,302 18,958 18,642: 511 827
Old : 18,059: 3,326 1,040 300 13,981 15,892 17,608 17,232: 451 827
Other: 1,410: 500 0 0 850 1,410 1,350 1,410: 60 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -3,171: -449 200 -200 -2,274 -2,181 -2,923 -2,181: -248 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.8 2.1 76.2 88.9 97.4 95.8: 2.6 4.2
Old : 100.0: 18.4 5.8 1.7 77.4 88.0 97.5 95.4: 2.5 4.6
Other: 100.0: 35.5 0.0 0.0 60.3 100.0 95.7 100.0: 4.3 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 3 19 17 25 22:
Old : 30: 4 3 2 18 16 22 21:
Other: 8: 2 0 0 3 3 5 3:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 57.1 68.6 72.7 42.3 48.7 55.1 57.7
Old : 51.5 56.5 73.2 73.3 48.0 47.4 60.5 57.1
Other: 88.7 100.0 95.7 100.0 88.7 100.0 95.7 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 308,794: 88,848 54,532 77,302 116,361 152,041 282,511 283,875: 26,283 24,920
Old : 267,333: 92,636 58,262 54,610 96,514 135,077 243,760 247,948: 23,573 19,385
Other: 41,461: 15,813 15,871 3,092 19,846 16,964 38,751 35,926: 2,711 5,535
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,249: -1,109 1,061 5,956 -2,484 -3,635 2,363 3,381: 886 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 17.7 25.0 37.7 49.2 91.5 91.9: 8.5 8.1
Old : 100.0: 34.7 21.8 20.4 36.1 50.5 91.2 92.7: 8.8 7.3
Other: 100.0: 38.1 38.3 7.5 47.9 40.9 93.5 86.7: 6.5 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 87 55 78 90 98 210 205:
Old : 269: 85 61 62 86 87 199 184:
Other: 160: 35 29 18 38 77 77 121:
:----------------------------------------------------------------------------------------------------
: 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 19.3 24.3 27.8 10.2 15.6 18.3 22.0
Old : 15.2 21.6 25.6 30.0 12.6 17.2 21.8 23.9
Other: 26.9 29.4 44.8 43.6 26.7 29.4 44.5 42.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 2,069,913: 379,554 359,062 583,151 896,856 897,297 1,859,561 1,839,510: 210,351 230,403
Old : 1,895,928: 370,250 375,508 522,285 813,827 798,389 1,706,362 1,696,182: 189,566 199,747
Other: 173,985: 49,907 24,157 20,263 83,029 98,908 153,200 143,329: 20,785 30,656
: : :
: : Changes in Commitments from: October 2, 2018 :
: -31,138: -3,272 -20,036 -11,731 -14,900 -5,657 -29,903 -37,424: -1,234 6,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.3 28.2 43.3 43.3 89.8 88.9: 10.2 11.1
Old : 100.0: 19.5 19.8 27.5 42.9 42.1 90.0 89.5: 10.0 10.5
Other: 100.0: 28.7 13.9 11.6 47.7 56.8 88.1 82.4: 11.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 883: 205 178 246 371 397 711 712:
Old : 880: 194 200 225 367 391 694 696:
Other: 444: 73 57 39 106 259 200 340:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 8.1 19.5 14.1 9.5 4.9 14.0 8.7
Old : 13.5 7.1 19.8 13.1 12.2 5.6 17.0 9.5
Other: 18.6 34.1 31.3 45.3 17.5 34.0 28.8 42.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,845: 1,936 1,377 535 1,233 2,532 3,705 4,444: 2,140 1,401
Old : 5,845: 1,936 1,377 535 1,233 2,532 3,705 4,444: 2,140 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 1,122: 683 284 80 -5 441 758 805: 364 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.6 9.2 21.1 43.3 63.4 76.0: 36.6 24.0
Old : 100.0: 33.1 23.6 9.2 21.1 43.3 63.4 76.0: 36.6 24.0
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 : 32: 11 10 6 7 8 23 19:
Old : 32: 11 10 6 7 8 23 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 : 29.2 49.5 42.7 61.8 28.4 45.5 39.9 57.9
Old : 29.2 49.5 42.7 61.8 28.4 45.5 39.9 57.9
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, October 09, 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 : 1,023,172: 141,204 184,039 316,218 495,930 421,272 953,352 921,529: 69,820 101,642
Old : 979,911: 147,229 177,914 295,775 471,794 412,167 914,797 885,857: 65,114 94,054
Other: 43,261: 9,151 21,301 5,268 24,137 9,104 38,555 35,673: 4,706 7,588
: : :
: : Changes in Commitments from: October 2, 2018 :
: -13,291: -6,112 -7,885 5,268 -13,776 -13,492 -14,619 -16,109: 1,329 2,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 18.0 30.9 48.5 41.2 93.2 90.1: 6.8 9.9
Old : 100.0: 15.0 18.2 30.2 48.1 42.1 93.4 90.4: 6.6 9.6
Other: 100.0: 21.2 49.2 12.2 55.8 21.0 89.1 82.5: 10.9 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 683: 173 200 255 220 228 548 563:
Old : 683: 191 194 251 219 227 546 559:
Other: 208: 27 60 27 59 90 103 160:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 9.3 21.3 16.1 12.1 7.7 17.3 12.1
Old : 14.4 9.6 21.3 16.4 12.1 8.0 17.2 12.4
Other: 31.1 37.5 43.5 50.2 31.0 37.2 43.3 46.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 569,608: 105,776 115,083 155,449 268,333 267,959 529,558 538,491: 40,051 31,118
Old : 542,063: 108,853 115,623 143,159 254,811 255,781 506,822 514,563: 35,241 27,500
Other: 27,546: 2,951 5,487 6,263 13,522 12,178 22,736 23,928: 4,810 3,618
: : :
: : Changes in Commitments from: October 2, 2018 :
: -17,459: -5,106 -12,009 -5,326 -6,467 2,370 -16,898 -14,965: -561 -2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.2 27.3 47.1 47.0 93.0 94.5: 7.0 5.5
Old : 100.0: 20.1 21.3 26.4 47.0 47.2 93.5 94.9: 6.5 5.1
Other: 100.0: 10.7 19.9 22.7 49.1 44.2 82.5 86.9: 17.5 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 100 90 120 91 79 264 242:
Old : 331: 99 93 119 91 78 263 240:
Other: 63: 9 14 11 30 15 47 36:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 22.2 22.4 30.3 10.1 18.9 16.5 23.7
Old : 15.1 22.1 23.0 30.6 10.4 18.9 17.0 24.0
Other: 31.5 38.9 47.1 60.6 17.9 31.8 30.2 46.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 1,234,758: 110,494 253,304 212,701 748,686 555,220 1,071,881 1,021,224: 162,878 213,534
Old : 1,234,758: 110,494 253,304 212,701 748,686 555,220 1,071,881 1,021,224: 162,878 213,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 143,282: 11,724 21,502 72,633 63,191 32,450 147,548 126,584: -4,266 16,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 20.5 17.2 60.6 45.0 86.8 82.7: 13.2 17.3
Old : 100.0: 8.9 20.5 17.2 60.6 45.0 86.8 82.7: 13.2 17.3
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 : 211: 46 42 61 98 101 168 180:
Old : 211: 46 42 61 98 101 168 180:
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 : 19.1 22.4 27.5 31.4 11.6 16.0 17.1 21.6
Old : 19.1 22.4 27.5 31.4 11.6 16.0 17.1 21.6
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, October 09, 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 : 1,056,898: 107,208 333,517 16,357 792,616 575,677 916,180 925,551: 140,718 131,348
Old : 1,056,898: 107,208 333,517 16,357 792,616 575,677 916,180 925,551: 140,718 131,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 7,620: 15,167 644 -119 -7,353 -3,791 7,695 -3,266: -75 10,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 31.6 1.5 75.0 54.5 86.7 87.6: 13.3 12.4
Old : 100.0: 10.1 31.6 1.5 75.0 54.5 86.7 87.6: 13.3 12.4
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 : 130: 16 25 22 66 67 94 102:
Old : 130: 16 25 22 66 67 94 102:
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 : 22.5 32.1 35.4 44.5 16.6 32.1 28.1 42.7
Old : 22.5 32.1 35.4 44.5 16.6 32.1 28.1 42.7
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, October 09, 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 : 2,237: 511 1,192 63 1,395 535 1,969 1,790: 268 447
Old : 2,237: 511 1,192 63 1,395 535 1,969 1,790: 268 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -143: -9 63 -134 34 -131 -109 -202: -34 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 53.3 2.8 62.4 23.9 88.0 80.0: 12.0 20.0
Old : 100.0: 22.8 53.3 2.8 62.4 23.9 88.0 80.0: 12.0 20.0
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 : 27: 6 10 1 9 6 15 17:
Old : 27: 6 10 1 9 6 15 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 : 59.3 44.9 77.5 63.5 50.9 41.6 64.9 54.1
Old : 59.3 44.9 77.5 63.5 50.9 41.6 64.9 54.1
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, October 09, 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 : 572,200: 112,140 44,484 141,372 259,746 344,577 513,258 530,433: 58,942 41,767
Old : 534,780: 116,732 45,912 129,432 232,882 321,089 479,046 496,432: 55,734 38,348
Other: 37,420: 1,956 5,121 5,392 26,865 23,489 34,212 34,001: 3,208 3,419
: : :
: : Changes in Commitments from: October 2, 2018 :
: 6,018: 3,390 -8,983 8,569 -7,749 7,121 4,210 6,707: 1,808 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.8 24.7 45.4 60.2 89.7 92.7: 10.3 7.3
Old : 100.0: 21.8 8.6 24.2 43.5 60.0 89.6 92.8: 10.4 7.2
Other: 100.0: 5.2 13.7 14.4 71.8 62.8 91.4 90.9: 8.6 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 102 52 108 121 113 279 243:
Old : 321: 105 56 108 121 111 279 241:
Other: 97: 19 16 23 46 26 76 57:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 25.3 17.0 34.8 7.2 22.2 11.4 27.8
Old : 10.5 25.1 15.6 34.6 7.2 22.4 11.4 28.4
Other: 39.1 43.2 52.9 57.3 39.1 35.5 47.8 47.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 9,013: 996 3,327 919 5,373 3,110 7,287 7,356: 1,725 1,657
Old : 9,013: 996 3,327 919 5,373 3,110 7,287 7,356: 1,725 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -761: -20 -972 -26 -537 326 -583 -672: -178 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 36.9 10.2 59.6 34.5 80.9 81.6: 19.1 18.4
Old : 100.0: 11.0 36.9 10.2 59.6 34.5 80.9 81.6: 19.1 18.4
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 : 46: 12 12 11 17 15 35 33:
Old : 46: 12 12 11 17 15 35 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 : 46.6 37.1 55.5 55.5 46.3 34.8 54.6 53.0
Old : 46.6 37.1 55.5 55.5 46.3 34.8 54.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 2,275,831: 476,117 729,691 104,290 1,558,565 1,258,103 2,138,972 2,092,085: 136,859 183,747
Old : 2,275,831: 476,117 729,691 104,290 1,558,565 1,258,103 2,138,972 2,092,085: 136,859 183,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 53,377: 29,660 -19,774 10,062 13,049 60,700 52,771 50,988: 606 2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.1 4.6 68.5 55.3 94.0 91.9: 6.0 8.1
Old : 100.0: 20.9 32.1 4.6 68.5 55.3 94.0 91.9: 6.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 55 80 41 162 147 241 244:
Old : 356: 55 80 41 162 147 241 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 18.1 32.5 29.5 16.8 17.5 25.6 26.2
Old : 23.4 18.1 32.5 29.5 16.8 17.5 25.6 26.2
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, October 09, 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 : 5,048,029: 530,247 1,177,902 706,793 3,375,114 2,612,916 4,612,154 4,497,610: 435,875 550,419
Old : 5,048,029: 530,247 1,177,902 706,793 3,375,114 2,612,916 4,612,154 4,497,610: 435,875 550,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 407,468: 108,096 5,563 154,296 157,492 222,785 419,885 382,644: -12,416 24,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 23.3 14.0 66.9 51.8 91.4 89.1: 8.6 10.9
Old : 100.0: 10.5 23.3 14.0 66.9 51.8 91.4 89.1: 8.6 10.9
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 : 474: 83 100 104 228 244 366 393:
Old : 474: 83 100 104 228 244 366 393:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 15.2 31.7 22.8 19.8 12.5 26.1 18.6
Old : 23.4 15.2 31.7 22.8 19.8 12.5 26.1 18.6
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 617,906: 60,532 81,453 11,039 440,787 361,311 512,358 453,803: 105,548 164,103
Old : 617,906: 60,532 81,453 11,039 440,787 361,311 512,358 453,803: 105,548 164,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,851: -2,767 -3,880 -1,069 2,584 6,353 -1,252 1,404: -599 -3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.2 1.8 71.3 58.5 82.9 73.4: 17.1 26.6
Old : 100.0: 9.8 13.2 1.8 71.3 58.5 82.9 73.4: 17.1 26.6
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 : 104: 10 17 9 60 58 78 76:
Old : 104: 10 17 9 60 58 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 15.8 44.1 23.9 28.6 13.6 37.3 20.0
Old : 32.0 15.8 44.1 23.9 28.6 13.6 37.3 20.0
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, October 09, 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 : 4,733,861: 512,663 1,378,803 374,139 3,541,163 2,511,465 4,427,965 4,264,407: 305,895 469,454
Old : 4,733,861: 512,663 1,378,803 374,139 3,541,163 2,511,465 4,427,965 4,264,407: 305,895 469,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 121,118: -14,877 17,722 46,400 105,067 49,796 136,590 113,918: -15,472 7,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 29.1 7.9 74.8 53.1 93.5 90.1: 6.5 9.9
Old : 100.0: 10.8 29.1 7.9 74.8 53.1 93.5 90.1: 6.5 9.9
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 : 364: 52 81 64 167 181 256 289:
Old : 364: 52 81 64 167 181 256 289:
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 : 37.7 17.6 49.0 28.1 29.3 14.4 39.6 22.6
Old : 37.7 17.6 49.0 28.1 29.3 14.4 39.6 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 1,757,171: 206,728 219,578 429,524 1,081,673 1,051,472 1,717,925 1,700,574: 39,246 56,597
Old : 1,757,171: 206,728 219,578 429,524 1,081,673 1,051,472 1,717,925 1,700,574: 39,246 56,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -9,243: 36,649 16,916 -13,308 -34,763 -13,291 -11,422 -9,683: 2,179 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.5 24.4 61.6 59.8 97.8 96.8: 2.2 3.2
Old : 100.0: 11.8 12.5 24.4 61.6 59.8 97.8 96.8: 2.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 34 38 45 65 65 122 129:
Old : 149: 34 38 45 65 65 122 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 28.0 41.9 42.4 21.3 18.1 26.8 25.0
Old : 29.0 28.0 41.9 42.4 21.3 18.1 26.8 25.0
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, October 09, 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 : 53,453: 28,344 5,886 3,167 12,998 37,456 44,508 46,509: 8,945 6,944
Old : 53,453: 28,344 5,886 3,167 12,998 37,456 44,508 46,509: 8,945 6,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -4,656: -4,880 -21 866 -1,103 -5,009 -5,117 -4,164: 461 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 11.0 5.9 24.3 70.1 83.3 87.0: 16.7 13.0
Old : 100.0: 53.0 11.0 5.9 24.3 70.1 83.3 87.0: 16.7 13.0
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: 40 19 11 30 33 73 60:
Old : 112: 40 19 11 30 33 73 60:
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 : 24.8 36.1 40.4 51.8 20.6 36.0 35.6 51.8
Old : 24.8 36.1 40.4 51.8 20.6 36.0 35.6 51.8
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, October 09, 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 : 106,906: 56,687 11,772 6,333 25,996 74,912 89,016 93,017: 17,889 13,888
Old : 106,906: 56,687 11,772 6,333 25,996 74,912 89,016 93,017: 17,889 13,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -9,313: -9,761 -41 1,731 -2,205 -10,018 -10,235 -8,328: 922 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 11.0 5.9 24.3 70.1 83.3 87.0: 16.7 13.0
Old : 100.0: 53.0 11.0 5.9 24.3 70.1 83.3 87.0: 16.7 13.0
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: 40 19 11 30 33 73 60:
Old : 112: 40 19 11 30 33 73 60:
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 : 24.8 36.1 40.4 51.8 20.6 36.0 35.6 51.8
Old : 24.8 36.1 40.4 51.8 20.6 36.0 35.6 51.8
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 29,421: 3,310 454 0 24,760 28,415 28,070 28,869: 1,351 552
Old : 29,421: 3,310 454 0 24,760 28,415 28,070 28,869: 1,351 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -21: 82 -352 0 259 21 341 -331: -362 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 1.5 0.0 84.2 96.6 95.4 98.1: 4.6 1.9
Old : 100.0: 11.3 1.5 0.0 84.2 96.6 95.4 98.1: 4.6 1.9
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: 3 1 0 11 11 14 12:
Old : 22: 3 1 0 11 11 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 : 64.6 85.1 87.5 96.7 64.5 85.1 87.0 96.2
Old : 64.6 85.1 87.5 96.7 64.5 85.1 87.0 96.2
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, October 09, 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 : 34,195: 17,861 29,697 4,185 11,938 189 33,984 34,071: 211 124
Old : 34,195: 17,861 29,697 4,185 11,938 189 33,984 34,071: 211 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,304: -3,346 8,306 1,883 5,789 -5,877 4,326 4,312: -22 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 86.8 12.2 34.9 0.6 99.4 99.6: 0.6 0.4
Old : 100.0: 52.2 86.8 12.2 34.9 0.6 99.4 99.6: 0.6 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 : 40: 23 13 2 4 2 28 16:
Old : 40: 23 13 2 4 2 28 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 : 58.7 82.6 81.6 97.0 47.1 77.1 69.5 85.8
Old : 58.7 82.6 81.6 97.0 47.1 77.1 69.5 85.8
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, October 09, 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 : 29,035: 17,299 10,605 212 11,461 16,195 28,972 27,012: 63 2,023
Old : 29,035: 17,299 10,605 212 11,461 16,195 28,972 27,012: 63 2,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 97: -78 335 -2 153 -130 73 203: 24 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 36.5 0.7 39.5 55.8 99.8 93.0: 0.2 7.0
Old : 100.0: 59.6 36.5 0.7 39.5 55.8 99.8 93.0: 0.2 7.0
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 : 36: 5 11 1 5 15 11 26:
Old : 36: 5 11 1 5 15 11 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 42.4 99.0 63.0 91.4 42.4 98.7 63.0
Old : 91.4 42.4 99.0 63.0 91.4 42.4 98.7 63.0
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, October 09, 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 : 17,035: 14,364 8,435 9 2,648 6,988 17,021 15,432: 14 1,603
Old : 17,035: 14,364 8,435 9 2,648 6,988 17,021 15,432: 14 1,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 521: 638 1,097 0 -125 -555 513 542: 8 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 49.5 0.1 15.5 41.0 99.9 90.6: 0.1 9.4
Old : 100.0: 84.3 49.5 0.1 15.5 41.0 99.9 90.6: 0.1 9.4
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 : 30: 5 11 1 3 11 9 22:
Old : 30: 5 11 1 3 11 9 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.7 55.5 99.9 75.9 96.7 55.4 99.9 75.8
Old : 96.7 55.5 99.9 75.9 96.7 55.4 99.9 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2018