WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 636,495: 119,543 134,961 227,946 247,047 226,699 594,536 589,607: 41,959 46,889
Old : 512,232: 114,396 125,571 181,119 182,116 170,879 477,631 477,569: 34,601 34,663
Other: 124,264: 26,808 31,052 25,166 64,931 55,820 116,905 112,038: 7,359 12,226
: : :
: : Changes in Commitments from: October 16, 2018 :
: 6,236: -2,962 6,950 2,714 5,643 -3,780 5,395 5,884: 841 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.2 35.8 38.8 35.6 93.4 92.6: 6.6 7.4
Old : 100.0: 22.3 24.5 35.4 35.6 33.4 93.2 93.2: 6.8 6.8
Other: 100.0: 21.6 25.0 20.3 52.3 44.9 94.1 90.2: 5.9 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 455: 155 123 179 129 139 375 363:
Old : 447: 160 121 166 125 127 361 343:
Other: 222: 41 65 41 49 102 119 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 9.6 20.4 16.5 7.7 6.1 12.4 10.5
Old : 11.7 9.6 19.6 17.2 6.4 6.7 11.5 11.2
Other: 27.2 15.2 43.5 27.2 26.2 13.9 37.8 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,052: 4,064 1,640 1,450 15,221 17,231 20,735 20,321: 317 732
Old : 19,162: 3,464 1,740 1,350 14,051 15,391 18,865 18,481: 297 682
Other: 1,890: 700 0 0 1,170 1,840 1,870 1,840: 20 50
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,444: 134 600 1,050 346 -161 1,530 1,489: -86 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 7.8 6.9 72.3 81.8 98.5 96.5: 1.5 3.5
Old : 100.0: 18.1 9.1 7.0 73.3 80.3 98.4 96.4: 1.6 3.6
Other: 100.0: 37.0 0.0 0.0 61.9 97.4 98.9 97.4: 1.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 3 4 20 17 27 22:
Old : 30: 4 3 3 18 16 23 21:
Other: 9: 2 0 0 4 3 6 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 : 45.7 54.8 65.7 76.0 40.8 49.3 54.8 60.1
Old : 49.5 53.9 71.3 77.2 47.1 47.9 60.2 59.7
Other: 85.7 97.4 98.9 97.4 85.7 97.4 98.9 97.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 325,365: 89,242 59,016 80,962 127,870 158,968 298,074 298,947: 27,292 26,419
Old : 279,901: 95,468 63,713 54,734 105,619 140,834 255,821 259,281: 24,079 20,620
Other: 45,465: 16,442 17,972 3,559 22,251 18,135 42,252 39,666: 3,212 5,799
: : :
: : Changes in Commitments from: October 16, 2018 :
: 6,369: -319 5,051 -2,458 8,576 2,379 5,799 4,973: 570 1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 18.1 24.9 39.3 48.9 91.6 91.9: 8.4 8.1
Old : 100.0: 34.1 22.8 19.6 37.7 50.3 91.4 92.6: 8.6 7.4
Other: 100.0: 36.2 39.5 7.8 48.9 39.9 92.9 87.2: 7.1 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 85 58 76 89 95 208 204:
Old : 271: 84 66 62 87 86 200 186:
Other: 154: 26 34 18 35 78 71 121:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 18.4 24.8 26.6 10.2 14.7 17.7 21.2
Old : 15.3 20.6 25.8 28.9 13.5 16.2 21.5 23.4
Other: 26.2 29.8 46.6 45.7 26.2 29.0 46.2 42.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 2,080,617: 381,133 293,838 599,105 887,878 941,912 1,868,116 1,834,855: 212,502 245,762
Old : 1,878,913: 370,397 329,631 521,846 797,666 821,434 1,689,909 1,672,912: 189,004 206,001
Other: 201,704: 62,886 16,358 25,108 90,213 120,478 178,207 161,944: 23,497 39,761
: : :
: : Changes in Commitments from: October 16, 2018 :
: 16,781: -3,117 -6,578 13,098 8,701 1,333 18,682 7,853: -1,900 8,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.1 28.8 42.7 45.3 89.8 88.2: 10.2 11.8
Old : 100.0: 19.7 17.5 27.8 42.5 43.7 89.9 89.0: 10.1 11.0
Other: 100.0: 31.2 8.1 12.4 44.7 59.7 88.4 80.3: 11.6 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 859: 196 162 238 372 406 697 703:
Old : 856: 184 185 220 365 401 676 692:
Other: 438: 71 44 40 110 268 202 336:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 8.6 19.3 14.4 9.2 4.8 13.9 8.5
Old : 13.7 7.3 19.8 13.2 12.4 5.4 17.6 9.9
Other: 17.2 33.6 28.8 43.0 15.4 31.7 25.8 38.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 7,539: 2,898 1,702 671 1,396 3,412 4,964 5,785: 2,575 1,754
Old : 7,533: 2,898 1,702 671 1,390 3,411 4,958 5,784: 2,575 1,749
Other: 6: 0 0 0 6 1 6 1: 0 5
: : :
: : Changes in Commitments from: October 16, 2018 :
: 636: 398 59 121 116 331 635 512: 1 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 22.6 8.9 18.5 45.3 65.8 76.7: 34.2 23.3
Old : 100.0: 38.5 22.6 8.9 18.4 45.3 65.8 76.8: 34.2 23.2
Other: 100.0: 0.0 0.0 0.0 100.0 16.7 100.0 16.7: 0.0 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 10 6 9 10 30 21:
Old : 40: 16 10 6 9 10 30 21:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 48.9 39.5 59.1 27.0 44.3 37.4 53.1
Old : 27.0 48.9 39.5 59.1 27.0 44.3 37.5 53.1
Other: 100.0 16.7 100.0 16.7 100.0 16.7 100.0 16.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,007,499: 142,862 176,215 302,829 494,495 421,624 940,186 900,668: 67,313 106,831
Old : 960,230: 147,056 165,999 283,489 467,619 413,449 898,164 862,937: 62,066 97,293
Other: 47,269: 9,175 23,585 5,971 26,875 8,175 42,022 37,731: 5,248 9,538
: : :
: : Changes in Commitments from: October 16, 2018 :
: -31,353: 332 6,781 -22,663 -7,349 -18,413 -29,680 -34,295: -1,673 2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.5 30.1 49.1 41.8 93.3 89.4: 6.7 10.6
Old : 100.0: 15.3 17.3 29.5 48.7 43.1 93.5 89.9: 6.5 10.1
Other: 100.0: 19.4 49.9 12.6 56.9 17.3 88.9 79.8: 11.1 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 673: 170 203 263 222 222 557 555:
Old : 672: 179 199 259 219 221 552 551:
Other: 221: 31 60 31 62 98 114 170:
:----------------------------------------------------------------------------------------------------
: 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 9.4 22.9 16.1 13.0 7.7 18.4 12.4
Old : 15.5 9.8 22.9 16.6 13.2 8.0 18.4 12.9
Other: 30.4 33.8 42.1 42.1 30.3 32.5 41.9 40.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 564,666: 104,741 107,585 153,730 268,166 271,102 526,638 532,417: 38,029 32,250
Old : 535,997: 107,214 107,838 141,175 254,541 258,453 502,930 507,466: 33,067 28,531
Other: 28,670: 3,747 5,966 6,336 13,625 12,649 23,708 24,951: 4,962 3,719
: : :
: : Changes in Commitments from: October 16, 2018 :
: -1,044: -2,251 -285 -56 1,491 -422 -815 -763: -229 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.1 27.2 47.5 48.0 93.3 94.3: 6.7 5.7
Old : 100.0: 20.0 20.1 26.3 47.5 48.2 93.8 94.7: 6.2 5.3
Other: 100.0: 13.1 20.8 22.1 47.5 44.1 82.7 87.0: 17.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 92 96 115 93 81 259 246:
Old : 330: 96 96 113 93 80 259 243:
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 : 15.6 23.3 23.6 31.0 10.6 20.0 17.1 24.5
Old : 16.0 23.5 24.3 31.3 11.1 20.4 17.9 25.1
Other: 29.1 36.8 44.1 60.2 16.6 28.8 28.1 43.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,178,733: 106,803 202,227 188,589 734,626 586,333 1,030,018 977,149: 148,716 201,585
Old : 1,178,733: 106,803 202,227 188,589 734,626 586,333 1,030,018 977,149: 148,716 201,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -10,488: -5,239 -28,739 -6,427 1,549 24,685 -10,117 -10,481: -371 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.2 16.0 62.3 49.7 87.4 82.9: 12.6 17.1
Old : 100.0: 9.1 17.2 16.0 62.3 49.7 87.4 82.9: 12.6 17.1
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 : 218: 50 39 56 106 103 174 180:
Old : 218: 50 39 56 106 103 174 180:
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 : 19.5 22.1 28.9 31.8 12.7 16.7 18.9 22.7
Old : 19.5 22.1 28.9 31.8 12.7 16.7 18.9 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 23, 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 : 1,071,262: 95,442 335,257 21,029 810,125 591,279 926,595 947,565: 144,668 123,698
Old : 1,071,262: 95,442 335,257 21,029 810,125 591,279 926,595 947,565: 144,668 123,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -16,815: -1,640 -7,055 4,100 -22,798 -8,491 -20,339 -11,446: 3,524 -5,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 31.3 2.0 75.6 55.2 86.5 88.5: 13.5 11.5
Old : 100.0: 8.9 31.3 2.0 75.6 55.2 86.5 88.5: 13.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 16 24 23 63 65 91 100:
Old : 127: 16 24 23 63 65 91 100:
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 : 22.9 32.0 35.1 44.3 17.3 32.0 28.1 42.7
Old : 22.9 32.0 35.1 44.3 17.3 32.0 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 23, 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 : 2,536: 251 1,358 102 1,710 622 2,063 2,082: 473 454
Old : 2,536: 251 1,358 102 1,710 622 2,063 2,082: 473 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 339: -89 198 52 289 163 252 413: 87 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 53.5 4.0 67.4 24.5 81.3 82.1: 18.7 17.9
Old : 100.0: 9.9 53.5 4.0 67.4 24.5 81.3 82.1: 18.7 17.9
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 : 25: 4 10 2 9 8 13 20:
Old : 25: 4 10 2 9 8 13 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 : 55.7 47.3 72.1 63.7 46.3 41.6 55.3 52.3
Old : 55.7 47.3 72.1 63.7 46.3 41.6 55.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 581,101: 109,875 43,426 151,642 263,268 345,547 524,786 540,615: 56,315 40,485
Old : 543,924: 112,772 43,392 140,784 237,350 322,662 490,905 506,838: 53,019 37,086
Other: 37,177: 2,202 5,132 5,760 25,918 22,885 33,881 33,777: 3,296 3,399
: : :
: : Changes in Commitments from: October 16, 2018 :
: -734: -2,997 1,998 2,177 3,706 -4,920 2,886 -746: -3,620 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.5 26.1 45.3 59.5 90.3 93.0: 9.7 7.0
Old : 100.0: 20.7 8.0 25.9 43.6 59.3 90.3 93.2: 9.7 6.8
Other: 100.0: 5.9 13.8 15.5 69.7 61.6 91.1 90.9: 8.9 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 87 69 107 118 106 265 239:
Old : 309: 96 67 106 118 104 264 236:
Other: 102: 15 24 25 49 26 79 62:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 26.8 17.6 35.4 7.2 22.3 11.3 27.8
Old : 11.2 26.6 16.9 35.4 7.3 22.5 11.3 28.3
Other: 37.6 40.9 51.8 53.2 37.6 32.5 47.0 42.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 9,410: 1,244 2,244 1,012 5,721 4,748 7,977 8,005: 1,433 1,406
Old : 9,410: 1,244 2,244 1,012 5,721 4,748 7,977 8,005: 1,433 1,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 456: 211 -151 18 259 645 488 511: -32 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 23.9 10.8 60.8 50.5 84.8 85.1: 15.2 14.9
Old : 100.0: 13.2 23.9 10.8 60.8 50.5 84.8 85.1: 15.2 14.9
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 : 48: 10 12 13 17 17 37 35:
Old : 48: 10 12 13 17 17 37 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 : 48.2 40.6 58.6 59.8 46.5 34.9 55.8 52.7
Old : 48.2 40.6 58.6 59.8 46.5 34.9 55.8 52.7
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 23, 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 : 2,313,719: 492,470 811,040 98,463 1,593,517 1,235,929 2,184,450 2,145,431: 129,269 168,288
Old : 2,313,719: 492,470 811,040 98,463 1,593,517 1,235,929 2,184,450 2,145,431: 129,269 168,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 57,431: -18,136 33,414 19,457 58,714 8,121 60,035 60,992: -2,604 -3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 35.1 4.3 68.9 53.4 94.4 92.7: 5.6 7.3
Old : 100.0: 21.3 35.1 4.3 68.9 53.4 94.4 92.7: 5.6 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 : 361: 59 81 44 172 144 258 242:
Old : 361: 59 81 44 172 144 258 242:
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 : 22.7 18.9 31.2 30.5 16.0 16.7 24.1 26.1
Old : 22.7 18.9 31.2 30.5 16.0 16.7 24.1 26.1
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 23, 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 : 5,193,265: 556,083 1,145,427 721,553 3,493,090 2,801,643 4,770,727 4,668,624: 422,538 524,641
Old : 5,193,265: 556,083 1,145,427 721,553 3,493,090 2,801,643 4,770,727 4,668,624: 422,538 524,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 172,639: 31,687 -17,748 30,314 117,108 156,286 179,109 168,852: -6,469 3,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 22.1 13.9 67.3 53.9 91.9 89.9: 8.1 10.1
Old : 100.0: 10.7 22.1 13.9 67.3 53.9 91.9 89.9: 8.1 10.1
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 : 487: 80 102 105 248 254 385 404:
Old : 487: 80 102 105 248 254 385 404:
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 : 22.0 16.1 30.2 25.6 17.7 13.6 24.2 20.9
Old : 22.0 16.1 30.2 25.6 17.7 13.6 24.2 20.9
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 23, 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 : 648,232: 69,625 88,891 6,561 459,604 376,627 535,790 472,079: 112,442 176,153
Old : 648,232: 69,625 88,891 6,561 459,604 376,627 535,790 472,079: 112,442 176,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 20,319: 3,108 -734 334 16,283 14,498 19,725 14,098: 594 6,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 13.7 1.0 70.9 58.1 82.7 72.8: 17.3 27.2
Old : 100.0: 10.7 13.7 1.0 70.9 58.1 82.7 72.8: 17.3 27.2
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 : 107: 13 17 11 60 57 82 76:
Old : 107: 13 17 11 60 57 82 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 : 32.5 16.1 43.3 24.2 30.1 13.8 37.3 21.1
Old : 32.5 16.1 43.3 24.2 30.1 13.8 37.3 21.1
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 23, 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 : 4,886,803: 557,414 1,362,395 432,804 3,571,423 2,654,456 4,561,640 4,449,656: 325,163 437,147
Old : 4,886,803: 557,414 1,362,395 432,804 3,571,423 2,654,456 4,561,640 4,449,656: 325,163 437,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 82,856: 21,549 -17,069 62,781 -11,789 48,248 72,541 93,960: 10,315 -11,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 27.9 8.9 73.1 54.3 93.3 91.1: 6.7 8.9
Old : 100.0: 11.4 27.9 8.9 73.1 54.3 93.3 91.1: 6.7 8.9
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 : 366: 50 82 69 169 184 263 291:
Old : 366: 50 82 69 169 184 263 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 17.2 47.8 28.2 28.0 14.3 39.1 22.8
Old : 35.8 17.2 47.8 28.2 28.0 14.3 39.1 22.8
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 23, 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 : 1,842,478: 170,245 227,005 478,475 1,155,279 1,077,326 1,803,999 1,782,806: 38,479 59,672
Old : 1,842,478: 170,245 227,005 478,475 1,155,279 1,077,326 1,803,999 1,782,806: 38,479 59,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 18,238: -23,591 3,131 13,311 33,977 8,127 23,697 24,569: -5,458 -6,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.3 26.0 62.7 58.5 97.9 96.8: 2.1 3.2
Old : 100.0: 9.2 12.3 26.0 62.7 58.5 97.9 96.8: 2.1 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 : 153: 36 38 50 66 70 128 134:
Old : 153: 36 38 50 66 70 128 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 27.7 44.4 41.3 20.2 15.1 24.5 21.1
Old : 31.1 27.7 44.4 41.3 20.2 15.1 24.5 21.1
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 23, 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 : 46,175: 19,838 7,815 3,321 14,199 28,702 37,358 39,838: 8,817 6,337
Old : 46,175: 19,838 7,815 3,321 14,199 28,702 37,358 39,838: 8,817 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -1,528: -326 643 -158 -753 -804 -1,238 -320: -290 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 16.9 7.2 30.8 62.2 80.9 86.3: 19.1 13.7
Old : 100.0: 43.0 16.9 7.2 30.8 62.2 80.9 86.3: 19.1 13.7
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 : 99: 35 18 14 29 28 71 53:
Old : 99: 35 18 14 29 28 71 53:
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 : 27.1 37.8 40.0 55.5 23.0 37.5 35.2 53.6
Old : 27.1 37.8 40.0 55.5 23.0 37.5 35.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 92,349: 39,676 15,631 6,641 28,399 57,404 74,716 79,676: 17,634 12,673
Old : 92,349: 39,676 15,631 6,641 28,399 57,404 74,716 79,676: 17,634 12,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -3,057: -653 1,286 -317 -1,506 -1,608 -2,476 -640: -581 -2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 16.9 7.2 30.8 62.2 80.9 86.3: 19.1 13.7
Old : 100.0: 43.0 16.9 7.2 30.8 62.2 80.9 86.3: 19.1 13.7
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 : 99: 35 18 14 29 28 71 53:
Old : 99: 35 18 14 29 28 71 53:
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 : 27.1 37.8 40.0 55.5 23.0 37.5 35.2 53.6
Old : 27.1 37.8 40.0 55.5 23.0 37.5 35.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 26,886: 2,522 454 0 22,745 26,154 25,267 26,608: 1,619 278
Old : 26,886: 2,522 454 0 22,745 26,154 25,267 26,608: 1,619 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -1,227: -627 0 0 -934 -1,302 -1,561 -1,302: 334 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.7 0.0 84.6 97.3 94.0 99.0: 6.0 1.0
Old : 100.0: 9.4 1.7 0.0 84.6 97.3 94.0 99.0: 6.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 9 11 12 12:
Old : 20: 3 1 0 9 11 12 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 : 64.0 86.9 89.2 97.6 64.0 86.9 88.8 97.0
Old : 64.0 86.9 89.2 97.6 64.0 86.9 88.8 97.0
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 23, 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 : 31,124: 18,207 27,817 2,676 10,045 626 30,928 31,119: 196 5
Old : 31,124: 18,207 27,817 2,676 10,045 626 30,928 31,119: 196 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -1,931: 234 -61 -1,838 -331 0 -1,935 -1,899: 4 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 89.4 8.6 32.3 2.0 99.4 100.0: 0.6 0.0
Old : 100.0: 58.5 89.4 8.6 32.3 2.0 99.4 100.0: 0.6 0.0
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 : 45: 25 15 2 5 1 32 16:
Old : 45: 25 15 2 5 1 32 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 : 41.8 84.8 71.7 96.4 40.9 77.0 65.7 87.0
Old : 41.8 84.8 71.7 96.4 40.9 77.0 65.7 87.0
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 23, 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 : 30,209: 18,119 11,271 212 11,805 16,769 30,136 28,252: 73 1,957
Old : 30,209: 18,119 11,271 212 11,805 16,769 30,136 28,252: 73 1,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 859: 580 442 0 279 258 859 700: 0 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 37.3 0.7 39.1 55.5 99.8 93.5: 0.2 6.5
Old : 100.0: 60.0 37.3 0.7 39.1 55.5 99.8 93.5: 0.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 13 1 5 15 10 28:
Old : 37: 4 13 1 5 15 10 28:
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 : 91.8 41.5 99.1 60.9 91.8 41.5 98.8 60.9
Old : 91.8 41.5 99.1 60.9 91.8 41.5 98.8 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 16,412: 13,703 7,006 9 2,652 8,083 16,364 15,098: 48 1,314
Old : 16,412: 13,703 7,006 9 2,652 8,083 16,364 15,098: 48 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -708: -723 -1,400 0 0 848 -723 -552: 15 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 42.7 0.1 16.2 49.3 99.7 92.0: 0.3 8.0
Old : 100.0: 83.5 42.7 0.1 16.2 49.3 99.7 92.0: 0.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 13 1 3 11 9 24:
Old : 32: 5 13 1 3 11 9 24:
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 : 96.8 48.1 99.7 70.7 96.8 48.1 99.7 70.6
Old : 96.8 48.1 99.7 70.7 96.8 48.1 99.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2018