WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 687,108: 119,264 150,043 246,519 276,079 238,131 641,862 634,693: 45,246 52,416
Old : 551,684: 117,022 137,559 193,368 203,623 181,069 514,013 511,996: 37,671 39,688
Other: 135,424: 27,309 37,551 28,084 72,456 57,062 127,849 122,697: 7,576 12,728
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50,613: -279 15,082 18,572 29,032 11,432 47,326 45,086: 3,287 5,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.8 35.9 40.2 34.7 93.4 92.4: 6.6 7.6
Old : 100.0: 21.2 24.9 35.1 36.9 32.8 93.2 92.8: 6.8 7.2
Other: 100.0: 20.2 27.7 20.7 53.5 42.1 94.4 90.6: 5.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 461: 154 130 187 130 135 381 370:
Old : 453: 159 128 170 125 125 363 350:
Other: 220: 41 62 42 53 98 123 180:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 10.1 21.6 17.1 7.1 5.9 12.0 10.3
Old : 13.0 10.9 20.9 18.1 6.5 6.7 11.9 11.2
Other: 28.4 15.4 44.4 28.9 27.6 15.1 38.8 22.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 23,446: 5,285 1,680 1,050 16,794 19,979 23,129 22,709: 317 737
Old : 21,356: 4,685 1,780 950 15,424 17,939 21,059 20,669: 297 687
Other: 2,090: 700 0 0 1,370 2,040 2,070 2,040: 20 50
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,393: 1,221 40 -400 1,573 2,748 2,394 2,388: -1 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 7.2 4.5 71.6 85.2 98.6 96.9: 1.4 3.1
Old : 100.0: 21.9 8.3 4.4 72.2 84.0 98.6 96.8: 1.4 3.2
Other: 100.0: 33.5 0.0 0.0 65.6 97.6 99.0 97.6: 1.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 3 20 17 27 20:
Old : 28: 4 2 2 18 16 23 19:
Other: 11: 2 0 0 5 4 7 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 56.8 67.4 78.3 45.4 51.3 59.4 65.1
Old : 53.9 56.7 73.3 80.4 51.3 50.7 66.4 66.8
Other: 77.5 97.6 99.0 97.6 77.5 97.6 99.0 97.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 349,816: 90,759 73,196 86,009 143,597 162,965 320,365 322,170: 29,451 27,647
Old : 301,612: 98,057 78,449 57,530 120,282 143,782 275,869 279,761: 25,743 21,852
Other: 48,204: 17,900 19,944 3,281 23,315 19,183 44,496 42,409: 3,708 5,795
: : :
: : Changes in Commitments from: October 23, 2018 :
: 24,451: 1,518 14,179 5,047 15,727 3,997 22,291 23,223: 2,159 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.9 24.6 41.0 46.6 91.6 92.1: 8.4 7.9
Old : 100.0: 32.5 26.0 19.1 39.9 47.7 91.5 92.8: 8.5 7.2
Other: 100.0: 37.1 41.4 6.8 48.4 39.8 92.3 88.0: 7.7 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 79 65 78 91 98 209 211:
Old : 271: 79 70 64 89 89 200 192:
Other: 158: 29 35 17 40 77 76 122:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 17.7 24.3 25.6 9.8 13.7 17.4 20.2
Old : 15.7 19.4 26.4 27.6 13.7 14.8 20.7 22.2
Other: 24.7 30.3 43.7 46.2 24.7 29.3 43.2 42.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 2,069,827: 362,276 286,703 592,726 901,249 938,295 1,856,251 1,817,723: 213,576 252,103
Old : 1,858,970: 350,249 326,910 511,444 807,962 810,092 1,669,655 1,648,447: 189,315 210,523
Other: 210,857: 68,303 16,069 25,005 93,287 128,203 186,595 169,277: 24,262 41,580
: : :
: : Changes in Commitments from: October 23, 2018 :
: -10,790: -18,857 -7,136 -6,379 13,371 -3,617 -11,865 -17,132: 1,075 6,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 13.9 28.6 43.5 45.3 89.7 87.8: 10.3 12.2
Old : 100.0: 18.8 17.6 27.5 43.5 43.6 89.8 88.7: 10.2 11.3
Other: 100.0: 32.4 7.6 11.9 44.2 60.8 88.5 80.3: 11.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 848: 196 155 230 369 402 689 688:
Old : 844: 188 172 211 362 397 667 676:
Other: 434: 71 47 41 114 261 205 332:
:----------------------------------------------------------------------------------------------------
: 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 8.4 19.7 14.4 9.4 4.7 14.1 8.4
Old : 14.1 7.6 20.3 13.5 13.1 5.4 18.2 9.7
Other: 17.0 34.7 28.0 43.6 15.7 32.9 25.6 39.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 7,575: 2,863 1,462 729 1,377 3,661 4,969 5,852: 2,605 1,722
Old : 7,569: 2,863 1,462 729 1,371 3,660 4,963 5,851: 2,605 1,717
Other: 6: 0 0 0 6 1 6 1: 0 5
: : :
: : Changes in Commitments from: October 23, 2018 :
: 35: -34 -240 58 -19 249 5 67: 30 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 19.3 9.6 18.2 48.3 65.6 77.3: 34.4 22.7
Old : 100.0: 37.8 19.3 9.6 18.1 48.4 65.6 77.3: 34.4 22.7
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 7 9 10 31 22:
Old : 40: 16 10 7 9 10 31 22:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 49.1 42.1 60.8 29.1 43.3 40.6 53.6
Old : 29.1 49.1 42.1 60.9 29.1 43.3 40.6 53.6
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 30, 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 : 857,128: 127,725 196,473 234,602 431,778 326,354 794,105 757,429: 63,023 99,699
Old : 808,829: 131,083 184,192 216,551 404,131 318,552 751,765 719,295: 57,065 89,535
Other: 48,299: 8,870 24,509 5,823 27,648 7,803 42,340 38,135: 5,958 10,164
: : :
: : Changes in Commitments from: October 23, 2018 :
: -150,371: -15,137 20,258 -68,227 -62,716 -95,270 -146,081 -143,239: -4,291 -7,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.9 27.4 50.4 38.1 92.6 88.4: 7.4 11.6
Old : 100.0: 16.2 22.8 26.8 50.0 39.4 92.9 88.9: 7.1 11.1
Other: 100.0: 18.4 50.7 12.1 57.2 16.2 87.7 79.0: 12.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 612: 135 180 214 198 207 481 496:
Old : 611: 146 177 209 197 205 476 492:
Other: 228: 31 60 32 61 102 112 177:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 9.4 24.9 15.6 15.3 8.0 22.2 13.1
Old : 17.6 9.9 25.2 16.4 15.7 8.5 22.4 13.8
Other: 30.1 35.2 41.7 43.8 29.9 34.5 41.5 42.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 579,309: 104,204 124,469 153,886 281,772 267,416 539,862 545,772: 39,447 33,537
Old : 550,452: 106,980 124,740 141,142 268,062 254,898 516,184 520,781: 34,268 29,671
Other: 28,857: 3,599 6,104 6,369 13,710 12,518 23,678 24,991: 5,179 3,866
: : :
: : Changes in Commitments from: October 23, 2018 :
: 14,643: -537 16,885 156 13,606 -3,685 13,225 13,355: 1,418 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.5 26.6 48.6 46.2 93.2 94.2: 6.8 5.8
Old : 100.0: 19.4 22.7 25.6 48.7 46.3 93.8 94.6: 6.2 5.4
Other: 100.0: 12.5 21.2 22.1 47.5 43.4 82.1 86.6: 17.9 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 94 98 118 97 83 263 256:
Old : 337: 97 99 116 97 82 263 253:
Other: 67: 10 13 12 33 16 51 38:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 22.3 23.0 28.9 10.8 17.8 17.4 22.7
Old : 16.1 22.5 23.6 29.0 11.3 18.0 18.2 23.1
Other: 28.4 36.7 43.1 60.6 16.4 29.2 27.8 42.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 1,112,588: 101,591 171,784 145,831 715,203 599,797 962,624 917,412: 149,964 195,176
Old : 1,112,588: 101,591 171,784 145,831 715,203 599,797 962,624 917,412: 149,964 195,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -66,145: -5,212 -30,444 -42,758 -19,423 13,464 -67,394 -59,737: 1,248 -6,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.4 13.1 64.3 53.9 86.5 82.5: 13.5 17.5
Old : 100.0: 9.1 15.4 13.1 64.3 53.9 86.5 82.5: 13.5 17.5
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 : 202: 40 40 52 99 98 160 169:
Old : 202: 40 40 52 99 98 160 169:
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 22.7 31.1 31.7 15.5 17.0 21.5 23.5
Old : 22.0 22.7 31.1 31.7 15.5 17.0 21.5 23.5
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 30, 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 : 1,067,655: 100,139 350,910 18,596 805,028 578,233 923,763 947,739: 143,892 119,916
Old : 1,067,655: 100,139 350,910 18,596 805,028 578,233 923,763 947,739: 143,892 119,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -3,607: 4,697 15,652 -2,432 -5,097 -13,046 -2,832 174: -775 -3,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 32.9 1.7 75.4 54.2 86.5 88.8: 13.5 11.2
Old : 100.0: 9.4 32.9 1.7 75.4 54.2 86.5 88.8: 13.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 17 23 20 66 65 94 97:
Old : 128: 17 23 20 66 65 94 97:
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 31.1 34.6 43.5 16.4 31.1 27.9 42.3
Old : 22.0 31.1 34.6 43.5 16.4 31.1 27.9 42.3
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 30, 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 : 2,585: 356 1,321 0 1,901 826 2,257 2,147: 328 438
Old : 2,585: 356 1,321 0 1,901 826 2,257 2,147: 328 438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 49: 105 -37 -102 191 204 194 65: -145 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 51.1 0.0 73.5 32.0 87.3 83.1: 12.7 16.9
Old : 100.0: 13.8 51.1 0.0 73.5 32.0 87.3 83.1: 12.7 16.9
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 : 26: 5 10 0 9 10 14 20:
Old : 26: 5 10 0 9 10 14 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 : 56.2 45.8 74.4 63.1 49.8 40.0 60.7 52.8
Old : 56.2 45.8 74.4 63.1 49.8 40.0 60.7 52.8
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 30, 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 : 593,252: 106,998 52,663 154,214 276,334 343,872 537,545 550,748: 55,707 42,503
Old : 550,170: 109,978 51,725 142,978 244,603 316,405 497,558 511,108: 52,611 39,061
Other: 43,082: 2,138 6,056 6,118 31,731 27,467 39,987 39,640: 3,095 3,442
: : :
: : Changes in Commitments from: October 23, 2018 :
: 12,151: -2,878 9,237 2,571 13,065 -1,675 12,759 10,133: -608 2,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.9 26.0 46.6 58.0 90.6 92.8: 9.4 7.2
Old : 100.0: 20.0 9.4 26.0 44.5 57.5 90.4 92.9: 9.6 7.1
Other: 100.0: 5.0 14.1 14.2 73.7 63.8 92.8 92.0: 7.2 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 91 63 109 120 100 266 235:
Old : 305: 99 62 108 120 97 265 230:
Other: 107: 16 25 25 51 27 83 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 26.3 18.5 34.2 7.1 21.4 11.1 26.7
Old : 12.4 26.3 17.9 34.1 7.3 22.2 11.3 27.9
Other: 43.7 44.9 56.7 56.3 37.9 30.8 46.1 40.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 9,137: 1,158 2,383 705 6,044 4,770 7,907 7,858: 1,230 1,279
Old : 9,137: 1,158 2,383 705 6,044 4,770 7,907 7,858: 1,230 1,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -273: -86 138 -307 323 21 -70 -147: -204 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 26.1 7.7 66.2 52.2 86.5 86.0: 13.5 14.0
Old : 100.0: 12.7 26.1 7.7 66.2 52.2 86.5 86.0: 13.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 10 11 16 16 34 32:
Old : 46: 11 10 11 16 16 34 32:
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 : 53.0 42.2 64.9 63.2 52.1 38.2 62.1 56.6
Old : 53.0 42.2 64.9 63.2 52.1 38.2 62.1 56.6
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 30, 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 : 2,480,513: 491,815 815,125 155,252 1,695,884 1,336,279 2,342,950 2,306,656: 137,563 173,858
Old : 2,480,513: 491,815 815,125 155,252 1,695,884 1,336,279 2,342,950 2,306,656: 137,563 173,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 166,794: -656 4,085 56,789 102,367 100,350 158,500 161,225: 8,294 5,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 32.9 6.3 68.4 53.9 94.5 93.0: 5.5 7.0
Old : 100.0: 19.8 32.9 6.3 68.4 53.9 94.5 93.0: 5.5 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 : 352: 61 76 49 161 142 248 241:
Old : 352: 61 76 49 161 142 248 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 19.0 29.8 31.7 14.7 17.5 22.7 27.6
Old : 21.1 19.0 29.8 31.7 14.7 17.5 22.7 27.6
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 30, 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 : 5,060,687: 579,386 1,043,602 714,326 3,325,187 2,774,281 4,618,899 4,532,209: 441,788 528,478
Old : 5,060,687: 579,386 1,043,602 714,326 3,325,187 2,774,281 4,618,899 4,532,209: 441,788 528,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -132,577: 23,302 -101,826 -7,227 -167,903 -27,362 -151,828 -136,415: 19,251 3,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 20.6 14.1 65.7 54.8 91.3 89.6: 8.7 10.4
Old : 100.0: 11.4 20.6 14.1 65.7 54.8 91.3 89.6: 8.7 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 : 471: 85 88 109 238 248 375 393:
Old : 471: 85 88 109 238 248 375 393:
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 : 22.2 17.3 30.4 27.1 17.7 14.9 24.3 22.3
Old : 22.2 17.3 30.4 27.1 17.7 14.9 24.3 22.3
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 30, 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 : 650,820: 72,888 81,690 6,473 464,435 389,889 543,796 478,052: 107,024 172,768
Old : 650,820: 72,888 81,690 6,473 464,435 389,889 543,796 478,052: 107,024 172,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 2,588: 3,263 -7,201 -88 4,831 13,262 8,006 5,973: -5,418 -3,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.6 1.0 71.4 59.9 83.6 73.5: 16.4 26.5
Old : 100.0: 11.2 12.6 1.0 71.4 59.9 83.6 73.5: 16.4 26.5
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 : 107: 13 15 10 61 58 83 74:
Old : 107: 13 15 10 61 58 83 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 18.1 43.4 26.0 31.1 16.0 38.0 23.4
Old : 33.0 18.1 43.4 26.0 31.1 16.0 38.0 23.4
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 30, 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 : 5,011,841: 578,797 1,131,858 429,847 3,688,771 3,044,476 4,697,415 4,606,181: 314,427 405,660
Old : 5,011,841: 578,797 1,131,858 429,847 3,688,771 3,044,476 4,697,415 4,606,181: 314,427 405,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 125,038: 21,383 -230,537 -2,957 117,349 390,020 135,774 156,526: -10,736 -31,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 22.6 8.6 73.6 60.7 93.7 91.9: 6.3 8.1
Old : 100.0: 11.5 22.6 8.6 73.6 60.7 93.7 91.9: 6.3 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 : 361: 56 79 72 163 182 261 291:
Old : 361: 56 79 72 163 182 261 291:
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 : 35.2 17.3 47.7 29.2 27.5 15.0 39.0 24.2
Old : 35.2 17.3 47.7 29.2 27.5 15.0 39.0 24.2
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 30, 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 : 1,977,656: 168,742 238,565 542,506 1,231,976 1,137,869 1,943,223 1,918,940: 34,433 58,716
Old : 1,977,656: 168,742 238,565 542,506 1,231,976 1,137,869 1,943,223 1,918,940: 34,433 58,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 135,179: -1,503 11,560 64,031 76,697 60,543 139,225 136,134: -4,046 -955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.1 27.4 62.3 57.5 98.3 97.0: 1.7 3.0
Old : 100.0: 8.5 12.1 27.4 62.3 57.5 98.3 97.0: 1.7 3.0
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 : 158: 39 37 55 68 70 134 140:
Old : 158: 39 37 55 68 70 134 140:
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 : 30.3 26.2 43.3 39.8 19.7 12.9 23.9 18.3
Old : 30.3 26.2 43.3 39.8 19.7 12.9 23.9 18.3
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 30, 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 : 45,180: 17,628 8,469 3,702 15,719 26,626 37,048 38,797: 8,132 6,383
Old : 45,180: 17,628 8,469 3,702 15,719 26,626 37,048 38,797: 8,132 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -995: -2,211 653 381 1,520 -2,076 -310 -1,041: -685 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.7 8.2 34.8 58.9 82.0 85.9: 18.0 14.1
Old : 100.0: 39.0 18.7 8.2 34.8 58.9 82.0 85.9: 18.0 14.1
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 : 101: 38 18 11 29 26 72 50:
Old : 101: 38 18 11 29 26 72 50:
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 37.0 39.9 53.5 22.8 36.3 35.3 50.9
Old : 27.1 37.0 39.9 53.5 22.8 36.3 35.3 50.9
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 30, 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 : 90,360: 35,255 16,938 7,403 31,438 53,253 74,097 77,594: 16,264 12,766
Old : 90,360: 35,255 16,938 7,403 31,438 53,253 74,097 77,594: 16,264 12,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,989: -4,421 1,307 762 3,040 -4,152 -619 -2,082: -1,370 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.7 8.2 34.8 58.9 82.0 85.9: 18.0 14.1
Old : 100.0: 39.0 18.7 8.2 34.8 58.9 82.0 85.9: 18.0 14.1
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 : 101: 38 18 11 29 26 72 50:
Old : 101: 38 18 11 29 26 72 50:
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 37.0 39.9 53.5 22.8 36.3 35.3 50.9
Old : 27.1 37.0 39.9 53.5 22.8 36.3 35.3 50.9
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 30, 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 : 27,073: 2,648 454 0 22,763 25,975 25,411 26,429: 1,662 644
Old : 27,073: 2,648 454 0 22,763 25,975 25,411 26,429: 1,662 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 187: 126 0 0 18 -179 144 -179: 43 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 1.7 0.0 84.1 95.9 93.9 97.6: 6.1 2.4
Old : 100.0: 9.8 1.7 0.0 84.1 95.9 93.9 97.6: 6.1 2.4
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 : 20: 3 1 0 9 10 12 11:
Old : 20: 3 1 0 9 10 12 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 : 63.6 85.4 88.8 96.1 63.6 85.4 88.3 95.5
Old : 63.6 85.4 88.8 96.1 63.6 85.4 88.3 95.5
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 30, 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 : 30,038: 20,163 15,814 2,844 6,811 11,339 29,818 29,997: 220 41
Old : 30,038: 20,163 15,814 2,844 6,811 11,339 29,818 29,997: 220 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -1,086: 1,956 -12,003 168 -3,234 10,713 -1,110 -1,122: 24 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 52.6 9.5 22.7 37.7 99.3 99.9: 0.7 0.1
Old : 100.0: 67.1 52.6 9.5 22.7 37.7 99.3 99.9: 0.7 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 : 44: 26 13 3 4 2 33 15:
Old : 44: 26 13 3 4 2 33 15:
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 : 44.4 85.9 72.4 97.0 42.3 77.8 67.0 87.0
Old : 44.4 85.9 72.4 97.0 42.3 77.8 67.0 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 30, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 31,663: 19,194 11,467 212 12,161 17,181 31,567 28,860: 96 2,803
Old : 31,663: 19,194 11,467 212 12,161 17,181 31,567 28,860: 96 2,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,454: 1,075 196 0 356 412 1,431 608: 23 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 36.2 0.7 38.4 54.3 99.7 91.1: 0.3 8.9
Old : 100.0: 60.6 36.2 0.7 38.4 54.3 99.7 91.1: 0.3 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 : 36: 4 12 1 5 15 10 27:
Old : 36: 4 12 1 5 15 10 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.4 39.6 99.1 58.8 92.4 39.6 98.8 58.8
Old : 92.4 39.6 99.1 58.8 92.4 39.6 98.8 58.8
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 30, 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 : 16,635: 13,916 6,383 9 2,652 8,689 16,577 15,081: 58 1,554
Old : 16,635: 13,916 6,383 9 2,652 8,689 16,577 15,081: 58 1,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 223: 213 -623 0 0 606 213 -17: 10 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 38.4 0.1 15.9 52.2 99.7 90.7: 0.3 9.3
Old : 100.0: 83.7 38.4 0.1 15.9 52.2 99.7 90.7: 0.3 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 : 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 : 96.4 48.5 99.6 74.2 96.4 48.5 99.6 74.2
Old : 96.4 48.5 99.6 74.2 96.4 48.5 99.6 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018