WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 630,259: 122,505 128,011 225,232 241,404 230,479 589,141 583,723: 41,118 46,536
Old : 508,317: 117,730 119,430 178,251 178,416 176,633 474,397 474,314: 33,920 34,003
Other: 121,942: 26,676 30,482 25,081 62,988 53,847 114,744 109,409: 7,198 12,534
: : :
: : Changes in Commitments from: October 9, 2018 :
: 9,121: 2,487 37 865 5,255 8,849 8,607 9,751: 514 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 20.3 35.7 38.3 36.6 93.5 92.6: 6.5 7.4
Old : 100.0: 23.2 23.5 35.1 35.1 34.7 93.3 93.3: 6.7 6.7
Other: 100.0: 21.9 25.0 20.6 51.7 44.2 94.1 89.7: 5.9 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 158 115 174 122 138 364 358:
Old : 435: 160 115 160 118 127 350 336:
Other: 215: 39 63 43 49 98 117 181:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 9.9 20.2 17.3 7.7 6.5 12.7 11.0
Old : 11.4 9.7 18.9 17.6 6.7 6.6 11.6 11.7
Other: 27.5 15.6 43.6 27.5 26.2 13.9 37.3 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 19,609: 3,930 1,040 400 14,875 17,391 19,205 18,831: 403 777
Old : 17,999: 3,330 1,140 300 14,025 15,831 17,655 17,271: 343 727
Other: 1,610: 700 0 0 850 1,560 1,550 1,560: 60 50
: : :
: : Changes in Commitments from: October 9, 2018 :
: 140: 203 100 0 44 89 247 189: -108 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.3 2.0 75.9 88.7 97.9 96.0: 2.1 4.0
Old : 100.0: 18.5 6.3 1.7 77.9 88.0 98.1 96.0: 1.9 4.0
Other: 100.0: 43.5 0.0 0.0 52.8 96.9 96.3 96.9: 3.7 3.1
: : :
:# 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 : 48.2 56.7 68.9 72.5 42.7 48.4 56.6 57.7
Old : 52.5 56.6 74.3 73.5 49.0 47.6 61.6 57.2
Other: 90.1 96.9 96.3 96.9 90.1 96.9 96.3 96.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 318,996: 89,561 53,965 83,420 119,294 156,590 292,275 293,974: 26,721 25,022
Old : 274,651: 94,671 57,907 58,857 97,313 138,642 250,841 255,406: 23,810 19,245
Other: 44,345: 16,119 17,287 3,334 21,982 17,948 41,434 38,568: 2,911 5,777
: : :
: : Changes in Commitments from: October 9, 2018 :
: 10,202: 713 -567 6,118 2,934 4,549 9,764 10,099: 438 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.9 26.2 37.4 49.1 91.6 92.2: 8.4 7.8
Old : 100.0: 34.5 21.1 21.4 35.4 50.5 91.3 93.0: 8.7 7.0
Other: 100.0: 36.3 39.0 7.5 49.6 40.5 93.4 87.0: 6.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 81 58 80 86 98 208 206:
Old : 268: 81 66 65 83 88 198 187:
Other: 153: 29 31 17 36 76 72 118:
:----------------------------------------------------------------------------------------------------
: 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 18.8 24.6 27.0 10.4 15.1 17.9 21.3
Old : 14.8 21.1 25.3 29.4 12.8 16.9 21.4 23.5
Other: 27.2 29.1 47.4 44.9 27.2 29.0 47.0 42.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 2,063,836: 384,250 300,417 586,007 879,177 940,579 1,849,434 1,827,003: 214,402 236,834
Old : 1,873,481: 374,587 331,026 514,061 792,955 829,035 1,681,603 1,674,123: 191,877 199,358
Other: 190,356: 57,978 17,706 23,630 86,222 111,544 167,831 152,880: 22,525 37,476
: : :
: : Changes in Commitments from: October 9, 2018 :
: -6,077: 4,696 -58,645 2,855 -17,679 43,282 -10,127 -12,507: 4,051 6,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.6 28.4 42.6 45.6 89.6 88.5: 10.4 11.5
Old : 100.0: 20.0 17.7 27.4 42.3 44.3 89.8 89.4: 10.2 10.6
Other: 100.0: 30.5 9.3 12.4 45.3 58.6 88.2 80.3: 11.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 199 171 241 373 406 704 706:
Old : 863: 185 194 220 367 402 684 693:
Other: 445: 71 52 45 111 265 206 344:
:----------------------------------------------------------------------------------------------------
: 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 8.4 19.4 14.3 9.3 4.9 13.9 8.8
Old : 13.7 7.2 19.8 12.9 12.0 5.4 17.2 9.8
Other: 17.3 31.4 29.9 41.2 16.1 29.8 26.6 37.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 6,904: 2,500 1,643 550 1,280 3,081 4,329 5,273: 2,574 1,630
Old : 6,904: 2,500 1,643 550 1,280 3,081 4,329 5,273: 2,574 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 1,059: 563 266 14 47 549 625 830: 434 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 23.8 8.0 18.5 44.6 62.7 76.4: 37.3 23.6
Old : 100.0: 36.2 23.8 8.0 18.5 44.6 62.7 76.4: 37.3 23.6
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 : 36: 12 11 6 8 9 25 21:
Old : 36: 12 11 6 8 9 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 49.6 39.2 59.8 26.5 46.3 38.2 56.5
Old : 26.5 49.6 39.2 59.8 26.5 46.3 38.2 56.5
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 16, 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 : 1,038,852: 142,530 169,434 325,492 501,843 440,037 969,866 934,963: 68,987 103,889
Old : 992,764: 148,997 163,505 303,176 476,834 430,926 929,007 897,607: 63,756 95,156
Other: 46,088: 10,105 22,501 5,743 25,010 9,111 40,858 37,355: 5,230 8,733
: : :
: : Changes in Commitments from: October 9, 2018 :
: 15,681: 1,326 -14,606 9,274 5,913 18,765 16,514 13,434: -833 2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.3 31.3 48.3 42.4 93.4 90.0: 6.6 10.0
Old : 100.0: 15.0 16.5 30.5 48.0 43.4 93.6 90.4: 6.4 9.6
Other: 100.0: 21.9 48.8 12.5 54.3 19.8 88.7 81.1: 11.3 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 167 204 265 219 228 559 563:
Old : 681: 177 200 258 217 227 553 558:
Other: 226: 32 61 30 62 99 113 173:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 9.6 21.8 16.9 12.2 8.3 17.4 12.9
Old : 14.5 10.0 21.7 17.3 12.2 8.6 17.3 13.4
Other: 30.0 33.6 41.6 42.4 29.8 32.2 41.2 40.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 565,711: 106,992 107,870 153,786 266,675 271,524 527,453 533,179: 38,257 32,531
Old : 537,238: 109,876 108,439 140,924 253,117 259,137 503,917 508,499: 33,320 28,738
Other: 28,473: 3,800 6,115 6,178 13,558 12,387 23,536 24,680: 4,937 3,793
: : :
: : Changes in Commitments from: October 9, 2018 :
: -3,898: 1,216 -7,213 -1,663 -1,658 3,564 -2,104 -5,311: -1,793 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.1 27.2 47.1 48.0 93.2 94.2: 6.8 5.8
Old : 100.0: 20.5 20.2 26.2 47.1 48.2 93.8 94.7: 6.2 5.3
Other: 100.0: 13.3 21.5 21.7 47.6 43.5 82.7 86.7: 17.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 97 93 118 94 78 267 242:
Old : 333: 101 93 116 94 77 266 239:
Other: 64: 9 15 12 30 15 49 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 : 14.9 23.0 22.9 30.9 10.3 19.5 16.2 24.3
Old : 15.4 23.0 23.6 31.2 10.6 19.7 16.9 24.8
Other: 29.2 35.8 44.2 60.1 16.7 29.9 28.4 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 1,189,222: 112,042 230,966 195,016 733,077 561,647 1,040,135 987,629: 149,087 201,592
Old : 1,189,222: 112,042 230,966 195,016 733,077 561,647 1,040,135 987,629: 149,087 201,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -45,537: 1,548 -22,337 -17,685 -15,609 6,427 -31,746 -33,595: -13,791 -11,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.4 16.4 61.6 47.2 87.5 83.0: 12.5 17.0
Old : 100.0: 9.4 19.4 16.4 61.6 47.2 87.5 83.0: 12.5 17.0
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 : 212: 49 39 56 99 100 168 175:
Old : 212: 49 39 56 99 100 168 175:
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 : 19.7 23.1 28.5 32.3 11.5 16.9 17.4 22.7
Old : 19.7 23.1 28.5 32.3 11.5 16.9 17.4 22.7
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 16, 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 : 1,088,077: 97,082 342,312 16,929 832,923 599,770 946,933 959,011: 141,144 129,067
Old : 1,088,077: 97,082 342,312 16,929 832,923 599,770 946,933 959,011: 141,144 129,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 31,179: -10,126 8,795 572 40,307 24,093 30,753 33,460: 426 -2,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 31.5 1.6 76.5 55.1 87.0 88.1: 13.0 11.9
Old : 100.0: 8.9 31.5 1.6 76.5 55.1 87.0 88.1: 13.0 11.9
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 : 131: 15 26 22 67 67 95 102:
Old : 131: 15 26 22 67 67 95 102:
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 : 22.4 31.7 35.0 44.2 17.0 31.7 27.6 42.6
Old : 22.4 31.7 35.0 44.2 17.0 31.7 27.6 42.6
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 16, 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 : 2,197: 340 1,160 50 1,421 459 1,811 1,669: 386 528
Old : 2,197: 340 1,160 50 1,421 459 1,811 1,669: 386 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -40: -171 -32 -13 26 -76 -158 -121: 118 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 52.8 2.3 64.7 20.9 82.4 76.0: 17.6 24.0
Old : 100.0: 15.5 52.8 2.3 64.7 20.9 82.4 76.0: 17.6 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 : 23: 5 7 2 9 7 14 16:
Old : 23: 5 7 2 9 7 14 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 : 54.7 49.0 71.6 64.8 47.7 45.2 58.5 56.1
Old : 54.7 49.0 71.6 64.8 47.7 45.2 58.5 56.1
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 16, 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 : 581,835: 112,872 41,429 149,465 259,562 350,468 521,900 541,362: 59,935 40,473
Old : 544,883: 116,544 42,174 137,857 233,873 327,939 488,274 507,970: 56,609 36,913
Other: 36,952: 2,416 5,342 5,521 25,689 22,528 33,626 33,392: 3,326 3,560
: : :
: : Changes in Commitments from: October 9, 2018 :
: 9,635: 732 -3,056 8,094 -184 5,890 8,642 10,928: 993 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.1 25.7 44.6 60.2 89.7 93.0: 10.3 7.0
Old : 100.0: 21.4 7.7 25.3 42.9 60.2 89.6 93.2: 10.4 6.8
Other: 100.0: 6.5 14.5 14.9 69.5 61.0 91.0 90.4: 9.0 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 100 50 114 118 110 273 244:
Old : 314: 103 54 114 118 108 272 242:
Other: 97: 16 18 23 48 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 : 11.1 26.1 17.1 35.4 7.0 22.8 11.2 28.5
Old : 10.7 25.9 16.1 35.4 7.1 23.1 11.2 29.1
Other: 37.5 40.9 51.8 55.6 37.5 33.0 47.0 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 8,954: 1,033 2,396 994 5,462 4,104 7,489 7,494: 1,465 1,460
Old : 8,954: 1,033 2,396 994 5,462 4,104 7,489 7,494: 1,465 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -59: 37 -931 75 89 994 201 138: -260 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.8 11.1 61.0 45.8 83.6 83.7: 16.4 16.3
Old : 100.0: 11.5 26.8 11.1 61.0 45.8 83.6 83.7: 16.4 16.3
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 : 46: 13 9 13 17 15 36 33:
Old : 46: 13 9 13 17 15 36 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 : 48.1 38.1 58.7 57.4 47.2 35.8 56.7 52.3
Old : 48.1 38.1 58.7 57.4 47.2 35.8 56.7 52.3
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, October 16, 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 : 2,256,288: 510,607 777,626 79,006 1,534,802 1,227,808 2,124,415 2,084,440: 131,873 171,849
Old : 2,256,288: 510,607 777,626 79,006 1,534,802 1,227,808 2,124,415 2,084,440: 131,873 171,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -19,543: 34,490 47,934 -25,284 -23,762 -30,295 -14,557 -7,645: -4,986 -11,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 34.5 3.5 68.0 54.4 94.2 92.4: 5.8 7.6
Old : 100.0: 22.6 34.5 3.5 68.0 54.4 94.2 92.4: 5.8 7.6
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 : 354: 58 76 42 165 145 244 242:
Old : 354: 58 76 42 165 145 244 242:
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 : 24.2 19.1 33.2 31.1 18.2 17.4 26.8 27.2
Old : 24.2 19.1 33.2 31.1 18.2 17.4 26.8 27.2
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 16, 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 : 5,020,625: 524,396 1,163,175 691,240 3,375,982 2,645,357 4,591,618 4,499,772: 429,007 520,853
Old : 5,020,625: 524,396 1,163,175 691,240 3,375,982 2,645,357 4,591,618 4,499,772: 429,007 520,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -27,403: -5,851 -14,726 -15,553 868 32,441 -20,535 2,162: -6,868 -29,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 23.2 13.8 67.2 52.7 91.5 89.6: 8.5 10.4
Old : 100.0: 10.4 23.2 13.8 67.2 52.7 91.5 89.6: 8.5 10.4
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 : 477: 81 94 104 246 252 380 397:
Old : 477: 81 94 104 246 252 380 397:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 15.9 31.4 24.9 19.0 13.5 25.2 20.2
Old : 23.2 15.9 31.4 24.9 19.0 13.5 25.2 20.2
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 16, 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 : 627,913: 66,517 89,625 6,227 443,321 362,129 516,065 457,981: 111,848 169,932
Old : 627,913: 66,517 89,625 6,227 443,321 362,129 516,065 457,981: 111,848 169,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 10,007: 5,985 8,172 -4,812 2,534 818 3,707 4,178: 6,300 5,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.3 1.0 70.6 57.7 82.2 72.9: 17.8 27.1
Old : 100.0: 10.6 14.3 1.0 70.6 57.7 82.2 72.9: 17.8 27.1
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 : 107: 13 16 11 61 59 82 78:
Old : 107: 13 16 11 61 59 82 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 15.5 41.9 23.8 27.8 13.6 35.6 19.8
Old : 30.7 15.5 41.9 23.8 27.8 13.6 35.6 19.8
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 16, 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 : 4,803,947: 535,864 1,379,465 370,023 3,583,212 2,606,208 4,489,099 4,355,696: 314,848 448,252
Old : 4,803,947: 535,864 1,379,465 370,023 3,583,212 2,606,208 4,489,099 4,355,696: 314,848 448,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 70,087: 23,201 662 -4,116 42,049 94,743 61,134 91,289: 8,953 -21,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.7 7.7 74.6 54.3 93.4 90.7: 6.6 9.3
Old : 100.0: 11.2 28.7 7.7 74.6 54.3 93.4 90.7: 6.6 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 : 363: 50 82 63 167 182 256 288:
Old : 363: 50 82 63 167 182 256 288:
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 : 36.9 17.6 48.5 28.4 28.9 14.8 39.9 23.2
Old : 36.9 17.6 48.5 28.4 28.9 14.8 39.9 23.2
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 16, 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 : 1,824,239: 193,836 223,874 465,164 1,121,302 1,069,199 1,780,302 1,758,237: 43,937 66,002
Old : 1,824,239: 193,836 223,874 465,164 1,121,302 1,069,199 1,780,302 1,758,237: 43,937 66,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 67,068: -12,892 4,296 35,640 39,629 17,727 62,377 57,663: 4,691 9,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 12.3 25.5 61.5 58.6 97.6 96.4: 2.4 3.6
Old : 100.0: 10.6 12.3 25.5 61.5 58.6 97.6 96.4: 2.4 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 : 151: 34 39 45 66 68 121 133:
Old : 151: 34 39 45 66 68 121 133:
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 : 30.1 27.3 42.4 41.1 21.0 16.4 26.0 22.1
Old : 30.1 27.3 42.4 41.1 21.0 16.4 26.0 22.1
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 16, 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 : 47,703: 20,164 7,173 3,479 14,953 29,506 38,596 40,158: 9,107 7,545
Old : 47,703: 20,164 7,173 3,479 14,953 29,506 38,596 40,158: 9,107 7,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -5,750: -8,179 1,287 312 1,955 -7,950 -5,912 -6,351: 162 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 15.0 7.3 31.3 61.9 80.9 84.2: 19.1 15.8
Old : 100.0: 42.3 15.0 7.3 31.3 61.9 80.9 84.2: 19.1 15.8
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 : 109: 36 24 12 31 28 73 58:
Old : 109: 36 24 12 31 28 73 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 36.7 38.1 52.2 21.6 36.6 33.0 49.2
Old : 25.7 36.7 38.1 52.2 21.6 36.6 33.0 49.2
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 16, 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 : 95,406: 40,329 14,345 6,958 29,905 59,013 77,192 80,316: 18,214 15,090
Old : 95,406: 40,329 14,345 6,958 29,905 59,013 77,192 80,316: 18,214 15,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -11,500: -16,358 2,573 624 3,909 -15,899 -11,825 -12,702: 325 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 15.0 7.3 31.3 61.9 80.9 84.2: 19.1 15.8
Old : 100.0: 42.3 15.0 7.3 31.3 61.9 80.9 84.2: 19.1 15.8
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 : 109: 36 24 12 31 28 73 58:
Old : 109: 36 24 12 31 28 73 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 36.7 38.1 52.2 21.6 36.6 33.0 49.2
Old : 25.7 36.7 38.1 52.2 21.6 36.6 33.0 49.2
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 16, 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 : 28,113: 3,149 454 0 23,679 27,456 26,828 27,910: 1,285 203
Old : 28,113: 3,149 454 0 23,679 27,456 26,828 27,910: 1,285 203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,308: -161 0 0 -1,081 -959 -1,242 -959: -66 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 1.6 0.0 84.2 97.7 95.4 99.3: 4.6 0.7
Old : 100.0: 11.2 1.6 0.0 84.2 97.7 95.4 99.3: 4.6 0.7
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 : 22: 3 1 0 11 10 14 11:
Old : 22: 3 1 0 11 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 85.9 87.7 98.0 62.9 85.9 87.3 97.4
Old : 62.9 85.9 87.7 98.0 62.9 85.9 87.3 97.4
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 16, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 33,055: 17,973 27,878 4,514 10,376 626 32,863 33,018: 192 37
Old : 33,055: 17,973 27,878 4,514 10,376 626 32,863 33,018: 192 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: -1,140: 112 -1,819 329 -1,562 437 -1,121 -1,053: -19 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 84.3 13.7 31.4 1.9 99.4 99.9: 0.6 0.1
Old : 100.0: 54.4 84.3 13.7 31.4 1.9 99.4 99.9: 0.6 0.1
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 : 42: 25 12 2 5 1 31 14:
Old : 42: 25 12 2 5 1 31 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 : 50.8 83.8 76.1 97.3 37.3 76.7 61.3 83.4
Old : 50.8 83.8 76.1 97.3 37.3 76.7 61.3 83.4
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 16, 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 : 29,350: 17,539 10,829 212 11,526 16,511 29,277 27,552: 73 1,798
Old : 29,350: 17,539 10,829 212 11,526 16,511 29,277 27,552: 73 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 315: 240 224 0 65 316 305 540: 10 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 36.9 0.7 39.3 56.3 99.8 93.9: 0.2 6.1
Old : 100.0: 59.8 36.9 0.7 39.3 56.3 99.8 93.9: 0.2 6.1
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 : 35: 4 11 1 5 15 10 26:
Old : 35: 4 11 1 5 15 10 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 : 91.5 41.8 99.1 62.0 91.5 41.8 98.8 62.0
Old : 91.5 41.8 99.1 62.0 91.5 41.8 98.8 62.0
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 16, 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 : 17,120: 14,426 8,406 9 2,652 7,235 17,087 15,650: 33 1,470
Old : 17,120: 14,426 8,406 9 2,652 7,235 17,087 15,650: 33 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2018 :
: 85: 62 -29 0 4 247 66 218: 19 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 49.1 0.1 15.5 42.3 99.8 91.4: 0.2 8.6
Old : 100.0: 84.3 49.1 0.1 15.5 42.3 99.8 91.4: 0.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 12 1 3 11 9 23:
Old : 31: 5 12 1 3 11 9 23:
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 : 96.6 55.3 99.8 75.7 96.6 55.2 99.8 75.6
Old : 96.6 55.3 99.8 75.7 96.6 55.2 99.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2018