WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 623,342: 118,420 131,549 237,796 226,992 205,327 583,208 574,672: 40,134 48,670
Old : 472,470: 115,330 115,734 177,351 147,905 144,784 440,585 437,869: 31,885 34,601
Other: 150,872: 33,926 46,651 29,609 79,088 60,543 142,623 136,803: 8,249 14,069
: : :
: : Changes in Commitments from: November 6, 2018 :
: -59,150: -220 -16,210 -12,942 -42,172 -28,761 -55,335 -57,913: -3,815 -1,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 21.1 38.1 36.4 32.9 93.6 92.2: 6.4 7.8
Old : 100.0: 24.4 24.5 37.5 31.3 30.6 93.3 92.7: 6.7 7.3
Other: 100.0: 22.5 30.9 19.6 52.4 40.1 94.5 90.7: 5.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 451: 153 124 185 128 139 375 367:
Old : 439: 164 111 156 123 132 351 341:
Other: 233: 47 71 45 55 97 130 189:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 9.3 20.1 16.6 8.3 6.3 13.3 11.7
Old : 9.9 10.0 17.5 17.8 7.4 8.2 12.3 13.4
Other: 28.2 14.5 40.8 27.0 25.3 14.5 35.7 24.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 20,212: 5,214 1,335 504 14,080 17,413 19,798 19,252: 413 959
Old : 18,022: 4,514 1,435 404 12,710 15,373 17,628 17,212: 393 809
Other: 2,190: 800 0 0 1,370 2,040 2,170 2,040: 20 150
: : :
: : Changes in Commitments from: November 6, 2018 :
: -122: 639 -485 -370 -391 592 -121 -263: -1 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.6 2.5 69.7 86.2 98.0 95.3: 2.0 4.7
Old : 100.0: 25.0 8.0 2.2 70.5 85.3 97.8 95.5: 2.2 4.5
Other: 100.0: 36.5 0.0 0.0 62.6 93.2 99.1 93.2: 0.9 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 2 3 18 16 24 20:
Old : 26: 4 2 2 16 15 20 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 : 56.6 49.9 74.0 71.5 50.5 43.1 62.2 58.4
Old : 63.4 54.1 81.2 75.2 60.7 46.6 69.1 60.1
Other: 78.5 93.2 99.1 93.2 78.5 93.2 99.1 93.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 353,489: 87,028 77,580 82,733 153,352 165,592 323,113 325,906: 30,375 27,583
Old : 298,757: 93,714 84,210 52,404 126,776 141,018 272,895 277,632: 25,862 21,124
Other: 54,732: 20,290 20,347 3,353 26,575 24,574 50,218 48,273: 4,514 6,459
: : :
: : Changes in Commitments from: November 6, 2018 :
: -6,510: -5,059 6,312 -7,032 3,821 -5,714 -8,271 -6,435: 1,761 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.9 23.4 43.4 46.8 91.4 92.2: 8.6 7.8
Old : 100.0: 31.4 28.2 17.5 42.4 47.2 91.3 92.9: 8.7 7.1
Other: 100.0: 37.1 37.2 6.1 48.6 44.9 91.8 88.2: 8.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 86 61 79 99 99 220 212:
Old : 277: 83 65 64 98 88 212 189:
Other: 164: 28 39 19 39 79 78 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 18.8 25.0 26.2 10.0 13.5 17.3 20.0
Old : 15.8 20.0 25.6 28.3 13.0 14.0 20.0 21.7
Other: 26.9 30.8 42.2 46.0 26.9 28.7 42.0 42.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,154,088: 353,090 273,549 645,053 937,601 989,338 1,935,744 1,907,940: 218,345 246,148
Old : 1,917,628: 340,539 317,337 550,571 833,723 845,834 1,724,833 1,713,742: 192,796 203,886
Other: 236,460: 75,022 18,683 32,012 103,878 143,504 210,911 194,198: 25,549 42,262
: : :
: : Changes in Commitments from: November 6, 2018 :
: 15,017: -17,965 -7,693 2,114 34,432 18,977 18,581 13,398: -3,564 1,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.7 29.9 43.5 45.9 89.9 88.6: 10.1 11.4
Old : 100.0: 17.8 16.5 28.7 43.5 44.1 89.9 89.4: 10.1 10.6
Other: 100.0: 31.7 7.9 13.5 43.9 60.7 89.2 82.1: 10.8 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 882: 221 148 247 395 405 741 706:
Old : 877: 211 167 227 389 399 721 691:
Other: 456: 73 52 47 124 267 218 350:
:----------------------------------------------------------------------------------------------------
: 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 8.4 19.3 14.4 9.3 4.4 13.6 8.1
Old : 13.7 7.6 19.9 13.7 12.7 5.8 17.6 10.1
Other: 19.7 31.0 32.0 39.5 19.4 29.4 29.3 35.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 7,173: 2,696 1,158 415 1,590 3,973 4,701 5,546: 2,472 1,627
Old : 7,154: 2,696 1,158 415 1,584 3,963 4,695 5,536: 2,459 1,618
Other: 19: 0 0 0 6 10 6 10: 13 9
: : :
: : Changes in Commitments from: November 6, 2018 :
: -290: -30 -153 -233 71 227 -192 -159: -98 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 16.1 5.8 22.2 55.4 65.5 77.3: 34.5 22.7
Old : 100.0: 37.7 16.2 5.8 22.1 55.4 65.6 77.4: 34.4 22.6
Other: 100.0: 0.0 0.0 0.0 31.6 52.6 31.6 52.6: 68.4 47.4
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 15 7 6 8 9 27 18:
Old : 33: 15 7 6 8 9 27 18:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 49.5 46.1 62.8 31.2 43.6 42.7 55.0
Old : 32.8 49.6 46.2 63.0 31.3 43.7 42.8 55.2
Other: 31.6 52.6 31.6 52.6 31.6 52.6 31.6 52.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 862,245: 127,197 172,191 235,017 436,942 354,983 799,157 762,191: 63,088 100,054
Old : 809,694: 130,243 158,705 215,706 407,027 345,537 752,976 719,948: 56,718 89,746
Other: 52,551: 9,786 26,318 6,479 29,915 9,446 46,181 42,243: 6,371 10,309
: : :
: : Changes in Commitments from: November 6, 2018 :
: -1,720: -2,457 6,985 -14,387 15,316 5,353 -1,528 -2,049: -193 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.0 27.3 50.7 41.2 92.7 88.4: 7.3 11.6
Old : 100.0: 16.1 19.6 26.6 50.3 42.7 93.0 88.9: 7.0 11.1
Other: 100.0: 18.6 50.1 12.3 56.9 18.0 87.9 80.4: 12.1 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 138 185 215 208 222 489 504:
Old : 611: 149 181 211 202 219 479 500:
Other: 236: 35 56 35 66 109 118 184:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 10.3 24.8 16.4 14.8 8.9 21.6 13.2
Old : 17.5 10.9 25.2 17.3 15.2 9.4 21.9 14.0
Other: 29.1 34.1 39.8 44.0 28.8 33.9 39.5 42.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 610,322: 97,688 133,477 181,703 292,274 263,239 571,664 578,418: 38,658 31,904
Old : 572,703: 100,974 135,562 164,207 274,490 244,963 539,671 544,731: 33,032 27,972
Other: 37,619: 6,597 7,799 7,612 17,784 18,276 31,993 33,687: 5,626 3,932
: : :
: : Changes in Commitments from: November 6, 2018 :
: 20,290: -4,035 10,319 12,908 12,132 -1,723 21,005 21,504: -715 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 21.9 29.8 47.9 43.1 93.7 94.8: 6.3 5.2
Old : 100.0: 17.6 23.7 28.7 47.9 42.8 94.2 95.1: 5.8 4.9
Other: 100.0: 17.5 20.7 20.2 47.3 48.6 85.0 89.5: 15.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 91 110 132 101 81 277 272:
Old : 356: 93 114 128 101 80 277 267:
Other: 85: 14 23 23 34 17 68 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 20.6 21.9 26.6 9.9 15.3 15.8 19.8
Old : 15.9 20.0 22.7 26.3 11.3 15.4 17.5 20.3
Other: 25.3 39.6 42.7 59.6 19.4 30.3 30.4 44.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,144,256: 98,025 170,107 154,498 741,584 613,069 994,107 937,674: 150,149 206,582
Old : 1,144,256: 98,025 170,107 154,498 741,584 613,069 994,107 937,674: 150,149 206,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -39,452: -9,809 1,431 -18,546 -9,268 -22,828 -37,622 -39,943: -1,830 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.9 13.5 64.8 53.6 86.9 81.9: 13.1 18.1
Old : 100.0: 8.6 14.9 13.5 64.8 53.6 86.9 81.9: 13.1 18.1
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 : 199: 35 40 51 102 101 160 169:
Old : 199: 35 40 51 102 101 160 169:
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 : 23.2 20.6 32.1 29.8 17.2 15.8 23.6 22.1
Old : 23.2 20.6 32.1 29.8 17.2 15.8 23.6 22.1
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, November 13, 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 : 1,147,677: 99,583 381,048 38,948 853,332 611,019 991,862 1,031,015: 155,815 116,662
Old : 1,147,677: 99,583 381,048 38,948 853,332 611,019 991,862 1,031,015: 155,815 116,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 75,233: 2,066 22,929 20,981 44,064 34,035 67,110 77,944: 8,123 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 33.2 3.4 74.4 53.2 86.4 89.8: 13.6 10.2
Old : 100.0: 8.7 33.2 3.4 74.4 53.2 86.4 89.8: 13.6 10.2
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 : 133: 16 26 27 71 66 105 101:
Old : 133: 16 26 27 71 66 105 101:
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 : 24.5 32.2 37.1 45.3 18.5 30.8 30.6 42.8
Old : 24.5 32.2 37.1 45.3 18.5 30.8 30.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,598: 264 1,233 137 1,815 824 2,216 2,194: 382 404
Old : 2,598: 264 1,233 137 1,815 824 2,216 2,194: 382 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 311: -114 62 136 217 96 239 294: 72 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 47.5 5.3 69.9 31.7 85.3 84.4: 14.7 15.6
Old : 100.0: 10.2 47.5 5.3 69.9 31.7 85.3 84.4: 14.7 15.6
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 : 28: 4 12 4 9 11 17 24:
Old : 28: 4 12 4 9 11 17 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 : 57.3 47.9 73.3 61.4 55.1 44.1 63.9 56.7
Old : 57.3 47.9 73.3 61.4 55.1 44.1 63.9 56.7
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, November 13, 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 : 559,928: 92,982 61,344 140,360 266,253 315,921 499,596 517,626: 60,332 42,302
Old : 515,735: 95,719 61,108 129,201 233,936 287,237 458,855 477,545: 56,880 38,190
Other: 44,193: 3,101 6,074 5,322 32,317 28,684 40,741 40,081: 3,452 4,112
: : :
: : Changes in Commitments from: November 6, 2018 :
: -8,933: -6,793 14,079 -5,367 -61 -19,255 -12,221 -10,543: 3,289 1,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.0 25.1 47.6 56.4 89.2 92.4: 10.8 7.6
Old : 100.0: 18.6 11.8 25.1 45.4 55.7 89.0 92.6: 11.0 7.4
Other: 100.0: 7.0 13.7 12.0 73.1 64.9 92.2 90.7: 7.8 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 90 71 104 126 105 273 238:
Old : 310: 96 72 103 126 101 272 232:
Other: 108: 16 24 21 51 29 80 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 : 12.7 25.7 18.7 33.8 7.3 20.9 11.8 26.6
Old : 12.8 25.5 18.4 34.3 7.3 21.8 11.7 27.9
Other: 42.7 45.2 56.4 55.9 37.3 32.2 45.8 41.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 9,133: 975 2,397 675 6,282 5,073 7,933 8,145: 1,200 988
Old : 9,133: 975 2,397 675 6,282 5,073 7,933 8,145: 1,200 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 112: -87 -96 -20 291 244 184 129: -72 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 26.2 7.4 68.8 55.5 86.9 89.2: 13.1 10.8
Old : 100.0: 10.7 26.2 7.4 68.8 55.5 86.9 89.2: 13.1 10.8
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 : 48: 11 9 11 16 16 33 33:
Old : 48: 11 9 11 16 16 33 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 : 57.5 41.5 66.7 60.8 56.7 36.7 65.2 55.8
Old : 57.5 41.5 66.7 60.8 56.7 36.7 65.2 55.8
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, November 13, 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 : 2,627,940: 438,839 804,311 306,175 1,737,992 1,338,879 2,483,007 2,449,364: 144,933 178,576
Old : 2,627,940: 438,839 804,311 306,175 1,737,992 1,338,879 2,483,007 2,449,364: 144,933 178,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 121,042: -12,140 22,696 74,099 53,466 20,682 115,425 117,477: 5,617 3,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.6 11.7 66.1 50.9 94.5 93.2: 5.5 6.8
Old : 100.0: 16.7 30.6 11.7 66.1 50.9 94.5 93.2: 5.5 6.8
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 : 352: 62 79 52 165 141 256 243:
Old : 352: 62 79 52 165 141 256 243:
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 : 19.8 22.9 29.0 36.2 11.2 18.0 18.7 27.2
Old : 19.8 22.9 29.0 36.2 11.2 18.0 18.7 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, November 13, 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 : 5,192,249: 646,826 1,004,076 825,693 3,311,968 2,842,135 4,784,487 4,671,904: 407,762 520,345
Old : 5,192,249: 646,826 1,004,076 825,693 3,311,968 2,842,135 4,784,487 4,671,904: 407,762 520,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -263,498: 62,194 -26,229 -111,938 -229,112 -129,010 -278,856 -267,176: 15,358 3,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 19.3 15.9 63.8 54.7 92.1 90.0: 7.9 10.0
Old : 100.0: 12.5 19.3 15.9 63.8 54.7 92.1 90.0: 7.9 10.0
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 : 466: 88 83 107 232 248 370 388:
Old : 466: 88 83 107 232 248 370 388:
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 17.5 30.6 26.8 18.3 15.7 24.8 22.9
Old : 22.7 17.5 30.6 26.8 18.3 15.7 24.8 22.9
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, November 13, 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 : 682,015: 75,730 91,578 5,362 494,571 416,578 575,663 513,518: 106,352 168,497
Old : 682,015: 75,730 91,578 5,362 494,571 416,578 575,663 513,518: 106,352 168,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 14,725: -2,799 7,678 -1,586 22,173 13,063 17,788 19,155: -3,063 -4,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.4 0.8 72.5 61.1 84.4 75.3: 15.6 24.7
Old : 100.0: 11.1 13.4 0.8 72.5 61.1 84.4 75.3: 15.6 24.7
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 : 110: 13 16 11 60 61 82 79:
Old : 110: 13 16 11 60 61 82 79:
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 : 34.5 17.6 45.3 26.7 32.4 15.4 40.0 24.3
Old : 34.5 17.6 45.3 26.7 32.4 15.4 40.0 24.3
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, November 13, 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 : 5,179,060: 568,618 1,160,736 529,675 3,768,079 3,095,454 4,866,372 4,785,866: 312,689 393,195
Old : 5,179,060: 568,618 1,160,736 529,675 3,768,079 3,095,454 4,866,372 4,785,866: 312,689 393,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -8,249: -14,504 -9,836 36,700 -18,197 -17,370 3,999 9,494: -12,247 -17,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 22.4 10.2 72.8 59.8 94.0 92.4: 6.0 7.6
Old : 100.0: 11.0 22.4 10.2 72.8 59.8 94.0 92.4: 6.0 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 : 361: 51 82 71 171 181 265 291:
Old : 361: 51 82 71 171 181 265 291:
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 : 32.7 16.9 45.6 27.7 26.0 13.9 37.0 22.4
Old : 32.7 16.9 45.6 27.7 26.0 13.9 37.0 22.4
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, November 13, 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 : 1,784,933: 193,368 225,819 513,730 1,043,768 995,316 1,750,866 1,734,865: 34,067 50,068
Old : 1,784,933: 193,368 225,819 513,730 1,043,768 995,316 1,750,866 1,734,865: 34,067 50,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -18,932: 30,212 -255 -13,464 -31,780 978 -15,032 -12,741: -3,900 -6,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.7 28.8 58.5 55.8 98.1 97.2: 1.9 2.8
Old : 100.0: 10.8 12.7 28.8 58.5 55.8 98.1 97.2: 1.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 36 35 49 66 70 126 134:
Old : 150: 36 35 49 66 70 126 134:
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 : 30.1 24.3 43.2 38.9 17.9 13.9 23.4 20.2
Old : 30.1 24.3 43.2 38.9 17.9 13.9 23.4 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 44,030: 18,887 4,106 1,862 15,583 31,040 36,332 37,008: 7,698 7,022
Old : 44,030: 18,887 4,106 1,862 15,583 31,040 36,332 37,008: 7,698 7,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,056: 935 -2,946 278 -854 4,125 359 1,457: 697 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 9.3 4.2 35.4 70.5 82.5 84.1: 17.5 15.9
Old : 100.0: 42.9 9.3 4.2 35.4 70.5 82.5 84.1: 17.5 15.9
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 : 98: 32 15 13 30 33 67 56:
Old : 98: 32 15 13 30 33 67 56:
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 : 34.2 38.1 44.9 54.3 33.5 38.1 43.6 54.2
Old : 34.2 38.1 44.9 54.3 33.5 38.1 43.6 54.2
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, November 13, 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 : 88,060: 37,775 8,213 3,723 31,166 62,080 72,665 74,016: 15,396 14,044
Old : 88,060: 37,775 8,213 3,723 31,166 62,080 72,665 74,016: 15,396 14,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 2,113: 1,869 -5,892 556 -1,707 8,250 718 2,915: 1,395 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 9.3 4.2 35.4 70.5 82.5 84.1: 17.5 15.9
Old : 100.0: 42.9 9.3 4.2 35.4 70.5 82.5 84.1: 17.5 15.9
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 : 98: 32 15 13 30 33 67 56:
Old : 98: 32 15 13 30 33 67 56:
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 : 34.2 38.1 44.9 54.3 33.5 38.1 43.6 54.2
Old : 34.2 38.1 44.9 54.3 33.5 38.1 43.6 54.2
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, November 13, 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 : 28,359: 3,202 785 0 24,212 27,138 27,414 27,923: 945 436
Old : 28,359: 3,202 785 0 24,212 27,138 27,414 27,923: 945 436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 1,284: 409 127 0 815 1,169 1,224 1,296: 60 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.8 0.0 85.4 95.7 96.7 98.5: 3.3 1.5
Old : 100.0: 11.3 2.8 0.0 85.4 95.7 96.7 98.5: 3.3 1.5
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 : 24: 4 2 0 11 10 15 12:
Old : 24: 4 2 0 11 10 15 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 : 62.2 83.3 87.2 95.6 62.2 83.3 86.4 95.0
Old : 62.2 83.3 87.2 95.6 62.2 83.3 86.4 95.0
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, November 13, 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 : 37,144: 28,057 8,386 2,844 6,044 25,888 36,945 37,118: 199 26
Old : 37,144: 28,057 8,386 2,844 6,044 25,888 36,945 37,118: 199 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 2,251: 2,355 -339 0 -67 2,585 2,288 2,246: -37 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 22.6 7.7 16.3 69.7 99.5 99.9: 0.5 0.1
Old : 100.0: 75.5 22.6 7.7 16.3 69.7 99.5 99.9: 0.5 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 : 47: 30 13 3 3 2 36 15:
Old : 47: 30 13 3 3 2 36 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 : 36.2 89.4 64.7 97.7 35.3 82.7 61.2 88.2
Old : 36.2 89.4 64.7 97.7 35.3 82.7 61.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 31,770: 21,701 11,594 212 9,817 16,901 31,730 28,707: 40 3,063
Old : 31,770: 21,701 11,594 212 9,817 16,901 31,730 28,707: 40 3,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: -307: 453 81 0 -697 -538 -244 -457: -63 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 36.5 0.7 30.9 53.2 99.9 90.4: 0.1 9.6
Old : 100.0: 68.3 36.5 0.7 30.9 53.2 99.9 90.4: 0.1 9.6
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 : 38: 6 12 1 5 15 12 27:
Old : 38: 6 12 1 5 15 12 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.2 40.1 98.8 58.2 92.2 40.1 98.6 58.2
Old : 92.2 40.1 98.8 58.2 92.2 40.1 98.6 58.2
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, November 13, 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 : 16,999: 14,292 6,561 9 2,652 8,930 16,953 15,500: 46 1,499
Old : 16,999: 14,292 6,561 9 2,652 8,930 16,953 15,500: 46 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2018 :
: 55: 75 124 0 0 -98 75 26: -20 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 38.6 0.1 15.6 52.5 99.7 91.2: 0.3 8.8
Old : 100.0: 84.1 38.6 0.1 15.6 52.5 99.7 91.2: 0.3 8.8
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 : 30: 5 12 1 3 10 9 22:
Old : 30: 5 12 1 3 10 9 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.5 50.4 99.7 75.1 96.5 50.4 99.7 75.1
Old : 96.5 50.4 99.7 75.1 96.5 50.4 99.7 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2018