WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 603,702: 119,598 143,756 218,807 222,207 191,745 560,612 554,309: 43,089 49,393
Old : 453,390: 116,004 128,027 157,900 144,802 132,200 418,706 418,127: 34,684 35,263
Other: 150,311: 34,960 47,094 29,542 77,405 59,545 141,906 136,181: 8,405 14,130
: : :
: : Changes in Commitments from: November 13, 2018 :
: -19,641: 1,178 12,207 -18,989 -4,785 -13,581 -22,596 -20,363: 2,955 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 23.8 36.2 36.8 31.8 92.9 91.8: 7.1 8.2
Old : 100.0: 25.6 28.2 34.8 31.9 29.2 92.3 92.2: 7.7 7.8
Other: 100.0: 23.3 31.3 19.7 51.5 39.6 94.4 90.6: 5.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 449: 154 131 181 123 132 370 360:
Old : 435: 165 113 150 117 124 344 329:
Other: 235: 48 75 47 53 94 134 187:
:----------------------------------------------------------------------------------------------------
: 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 9.3 19.7 16.9 9.2 6.8 14.4 12.3
Old : 9.4 10.1 17.5 18.2 7.6 8.7 13.2 14.5
Other: 27.5 14.2 40.1 25.9 24.6 13.9 34.7 22.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 20,859: 6,246 1,115 574 13,426 17,897 20,246 19,586: 613 1,273
Old : 18,569: 5,546 1,215 474 11,956 15,757 17,976 17,446: 593 1,123
Other: 2,290: 800 0 0 1,470 2,140 2,270 2,140: 20 150
: : :
: : Changes in Commitments from: November 13, 2018 :
: 647: 1,032 -220 70 -655 483 448 333: 200 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.3 2.8 64.4 85.8 97.1 93.9: 2.9 6.1
Old : 100.0: 29.9 6.5 2.6 64.4 84.9 96.8 94.0: 3.2 6.0
Other: 100.0: 34.9 0.0 0.0 64.2 93.4 99.1 93.4: 0.9 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 4 4 15 14 22 19:
Old : 23: 3 4 3 13 13 18 18:
Other: 11: 2 0 0 6 4 8 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 : 62.1 53.1 78.5 73.6 56.1 46.5 67.0 59.4
Old : 69.6 54.8 85.9 76.3 67.0 47.4 73.4 61.9
Other: 75.1 93.4 99.1 93.4 75.1 89.1 94.8 89.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 340,569: 87,786 83,569 80,546 141,309 148,584 309,641 312,699: 30,927 27,870
Old : 287,331: 92,175 87,346 53,358 116,144 125,197 261,677 265,901: 25,654 21,430
Other: 53,238: 19,670 20,281 3,129 25,166 23,387 47,965 46,797: 5,273 6,440
: : :
: : Changes in Commitments from: November 13, 2018 :
: -12,920: 758 5,989 -2,188 -12,042 -17,008 -13,472 -13,207: 552 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 24.5 23.7 41.5 43.6 90.9 91.8: 9.1 8.2
Old : 100.0: 32.1 30.4 18.6 40.4 43.6 91.1 92.5: 8.9 7.5
Other: 100.0: 36.9 38.1 5.9 47.3 43.9 90.1 87.9: 9.9 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 89 58 80 95 100 216 210:
Old : 271: 84 60 60 93 89 204 184:
Other: 168: 34 36 21 40 79 84 127:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 16.8 24.0 24.9 10.7 14.5 18.4 21.5
Old : 15.6 17.5 24.6 26.5 14.7 15.1 22.0 23.1
Other: 28.7 31.9 42.9 45.9 28.7 29.9 42.9 42.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 2,138,019: 325,042 276,734 621,155 968,271 1,004,112 1,914,468 1,902,000: 223,551 236,018
Old : 1,892,646: 312,293 321,417 519,575 863,134 858,104 1,695,003 1,699,096: 197,643 193,550
Other: 245,372: 81,306 23,875 33,022 105,137 146,008 219,465 202,904: 25,908 42,468
: : :
: : Changes in Commitments from: November 13, 2018 :
: -16,070: -28,049 3,185 -23,898 30,671 14,773 -21,276 -5,940: 5,206 -10,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.9 29.1 45.3 47.0 89.5 89.0: 10.5 11.0
Old : 100.0: 16.5 17.0 27.5 45.6 45.3 89.6 89.8: 10.4 10.2
Other: 100.0: 33.1 9.7 13.5 42.8 59.5 89.4 82.7: 10.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 877: 216 145 244 404 406 747 699:
Old : 868: 207 162 226 398 402 727 685:
Other: 466: 69 60 47 130 271 224 357:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 8.7 20.3 15.2 9.5 4.8 13.3 8.3
Old : 14.6 8.0 21.1 14.3 13.0 6.2 17.4 10.5
Other: 21.0 30.8 32.8 39.1 20.7 29.2 30.4 35.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 7,521: 3,166 894 456 1,218 4,497 4,840 5,847: 2,680 1,674
Old : 7,462: 3,166 894 450 1,212 4,496 4,828 5,840: 2,633 1,622
Other: 59: 0 0 6 6 1 12 7: 47 52
: : :
: : Changes in Commitments from: November 13, 2018 :
: 347: 470 -264 41 -372 524 139 301: 208 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 11.9 6.1 16.2 59.8 64.4 77.7: 35.6 22.3
Old : 100.0: 42.4 12.0 6.0 16.2 60.3 64.7 78.3: 35.3 21.7
Other: 100.0: 0.0 0.0 10.2 10.2 1.7 20.3 11.9: 79.7 88.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 9 6 6 9 28 19:
Old : 37: 17 9 6 6 9 28 19:
Other: 3: 0 0 1 1 1 2 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 : 32.4 50.1 43.7 62.7 32.4 49.7 43.7 60.6
Old : 32.7 50.5 44.0 63.1 32.7 50.1 44.0 61.1
Other: 20.3 11.9 20.3 11.9 10.2 1.7 10.2 1.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 858,578: 124,899 173,424 232,210 435,870 354,690 792,980 760,324: 65,598 98,254
Old : 802,002: 127,554 157,689 211,661 403,970 344,943 743,185 714,294: 58,818 87,709
Other: 56,575: 10,250 28,640 7,644 31,901 9,747 49,795 46,030: 6,781 10,545
: : :
: : Changes in Commitments from: November 13, 2018 :
: -3,667: -2,297 1,233 -2,807 -1,072 -293 -6,177 -1,867: 2,510 -1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 20.2 27.0 50.8 41.3 92.4 88.6: 7.6 11.4
Old : 100.0: 15.9 19.7 26.4 50.4 43.0 92.7 89.1: 7.3 10.9
Other: 100.0: 18.1 50.6 13.5 56.4 17.2 88.0 81.4: 12.0 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 150 180 225 204 227 495 515:
Old : 619: 156 181 221 200 225 489 511:
Other: 247: 39 59 43 70 111 131 193:
:----------------------------------------------------------------------------------------------------
: 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 10.7 24.6 17.0 15.5 9.5 22.1 14.0
Old : 17.0 11.4 25.1 17.9 15.8 10.1 22.5 14.9
Other: 28.2 35.5 38.4 45.1 27.9 35.3 38.1 43.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 611,161: 96,155 141,177 190,929 283,686 246,277 570,770 578,383: 40,391 32,778
Old : 569,763: 100,919 143,684 170,030 264,569 227,429 535,519 541,143: 34,244 28,620
Other: 41,398: 7,184 9,441 8,950 19,117 18,848 35,251 37,240: 6,147 4,158
: : :
: : Changes in Commitments from: November 13, 2018 :
: 839: -1,533 7,700 9,227 -8,588 -16,961 -894 -35: 1,734 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 23.1 31.2 46.4 40.3 93.4 94.6: 6.6 5.4
Old : 100.0: 17.7 25.2 29.8 46.4 39.9 94.0 95.0: 6.0 5.0
Other: 100.0: 17.4 22.8 21.6 46.2 45.5 85.2 90.0: 14.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 92 108 129 101 82 274 270:
Old : 352: 97 112 122 101 81 271 264:
Other: 90: 18 26 21 35 17 71 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 : 14.5 19.3 20.6 25.4 9.8 15.1 15.1 19.8
Old : 15.1 18.8 21.7 25.1 11.3 15.4 17.2 20.5
Other: 27.5 38.3 43.3 58.5 18.1 28.3 29.0 41.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,180,895: 89,641 169,691 172,553 767,466 628,916 1,029,660 971,160: 151,235 209,736
Old : 1,180,895: 89,641 169,691 172,553 767,466 628,916 1,029,660 971,160: 151,235 209,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 36,639: -8,384 -416 18,055 25,882 15,846 35,553 33,485: 1,086 3,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 14.4 14.6 65.0 53.3 87.2 82.2: 12.8 17.8
Old : 100.0: 7.6 14.4 14.6 65.0 53.3 87.2 82.2: 12.8 17.8
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 : 191: 31 41 48 98 96 154 161:
Old : 191: 31 41 48 98 96 154 161:
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 : 24.1 20.5 32.6 30.2 17.6 15.3 23.6 21.3
Old : 24.1 20.5 32.6 30.2 17.6 15.3 23.6 21.3
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 20, 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 : 1,145,454: 87,318 362,607 40,248 868,769 627,622 996,335 1,030,477: 149,119 114,976
Old : 1,145,454: 87,318 362,607 40,248 868,769 627,622 996,335 1,030,477: 149,119 114,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2,224: -12,265 -18,441 1,300 15,437 16,603 4,472 -538: -6,696 -1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 31.7 3.5 75.8 54.8 87.0 90.0: 13.0 10.0
Old : 100.0: 7.6 31.7 3.5 75.8 54.8 87.0 90.0: 13.0 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 : 133: 14 24 23 74 69 103 101:
Old : 133: 14 24 23 74 69 103 101:
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 : 25.2 31.9 38.2 45.8 19.4 30.8 31.5 43.0
Old : 25.2 31.9 38.2 45.8 19.4 30.8 31.5 43.0
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 20, 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 : 2,673: 255 1,178 157 1,872 936 2,284 2,271: 389 402
Old : 2,673: 255 1,178 157 1,872 936 2,284 2,271: 389 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 75: -9 -55 20 57 112 68 77: 7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 44.1 5.9 70.0 35.0 85.4 85.0: 14.6 15.0
Old : 100.0: 9.5 44.1 5.9 70.0 35.0 85.4 85.0: 14.6 15.0
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 : 28: 4 12 3 9 11 16 24:
Old : 28: 4 12 3 9 11 16 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 : 57.6 46.1 72.1 60.5 54.9 43.6 61.8 53.4
Old : 57.6 46.1 72.1 60.5 54.9 43.6 61.8 53.4
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 20, 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 : 554,804: 87,248 58,588 143,456 263,531 313,316 494,236 515,361: 60,568 39,443
Old : 509,601: 90,401 58,168 131,563 230,680 284,544 452,645 474,275: 56,956 35,326
Other: 45,203: 3,080 6,654 5,660 32,851 28,772 41,591 41,086: 3,612 4,117
: : :
: : Changes in Commitments from: November 13, 2018 :
: -5,124: -5,735 -2,756 3,096 -2,721 -2,605 -5,360 -2,265: 236 -2,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.6 25.9 47.5 56.5 89.1 92.9: 10.9 7.1
Old : 100.0: 17.7 11.4 25.8 45.3 55.8 88.8 93.1: 11.2 6.9
Other: 100.0: 6.8 14.7 12.5 72.7 63.7 92.0 90.9: 8.0 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 90 68 110 120 99 271 238:
Old : 310: 97 69 108 120 96 270 232:
Other: 110: 18 25 22 53 28 85 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 : 12.3 25.7 18.3 33.9 7.6 20.9 12.2 26.5
Old : 11.9 25.5 17.5 34.2 7.5 21.9 12.0 27.9
Other: 41.8 44.9 54.7 55.4 36.5 31.5 45.1 41.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,703: 848 2,011 620 6,013 4,986 7,481 7,617: 1,221 1,085
Old : 8,703: 848 2,011 620 6,013 4,986 7,481 7,617: 1,221 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -430: -127 -386 -54 -270 -87 -451 -527: 21 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.1 7.1 69.1 57.3 86.0 87.5: 14.0 12.5
Old : 100.0: 9.7 23.1 7.1 69.1 57.3 86.0 87.5: 14.0 12.5
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 : 46: 12 9 10 14 16 30 32:
Old : 46: 12 9 10 14 16 30 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 : 57.9 43.0 67.5 60.3 57.4 37.4 66.2 54.7
Old : 57.9 43.0 67.5 60.3 57.4 37.4 66.2 54.7
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, November 20, 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 : 2,935,999: 530,973 893,278 290,183 1,974,485 1,571,389 2,795,641 2,754,851: 140,358 181,148
Old : 2,935,999: 530,973 893,278 290,183 1,974,485 1,571,389 2,795,641 2,754,851: 140,358 181,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 308,059: 92,134 88,967 -15,992 236,493 232,511 312,634 305,486: -4,575 2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 30.4 9.9 67.3 53.5 95.2 93.8: 4.8 6.2
Old : 100.0: 18.1 30.4 9.9 67.3 53.5 95.2 93.8: 4.8 6.2
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 : 365: 65 79 54 162 151 261 251:
Old : 365: 65 79 54 162 151 261 251:
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 21.5 28.0 35.4 12.8 19.6 20.3 29.2
Old : 19.5 21.5 28.0 35.4 12.8 19.6 20.3 29.2
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 20, 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 : 5,588,056: 611,272 960,108 1,079,420 3,469,838 3,032,139 5,160,529 5,071,667: 427,527 516,389
Old : 5,588,056: 611,272 960,108 1,079,420 3,469,838 3,032,139 5,160,529 5,071,667: 427,527 516,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 395,806: -35,554 -43,968 253,727 157,869 190,004 376,042 399,763: 19,765 -3,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.2 19.3 62.1 54.3 92.3 90.8: 7.7 9.2
Old : 100.0: 10.9 17.2 19.3 62.1 54.3 92.3 90.8: 7.7 9.2
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 : 459: 91 77 102 236 240 369 377:
Old : 459: 91 77 102 236 240 369 377:
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 : 21.4 17.5 30.0 26.8 16.7 15.6 22.8 21.6
Old : 21.4 17.5 30.0 26.8 16.7 15.6 22.8 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 724,405: 76,731 95,539 27,951 510,597 423,476 615,279 546,966: 109,126 177,439
Old : 724,405: 76,731 95,539 27,951 510,597 423,476 615,279 546,966: 109,126 177,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 42,390: 1,001 3,961 22,589 16,026 6,898 39,616 33,448: 2,774 8,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 13.2 3.9 70.5 58.5 84.9 75.5: 15.1 24.5
Old : 100.0: 10.6 13.2 3.9 70.5 58.5 84.9 75.5: 15.1 24.5
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 : 115: 13 17 12 64 61 87 80:
Old : 115: 13 17 12 64 61 87 80:
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 : 32.3 19.8 42.9 28.9 30.6 17.8 38.6 25.3
Old : 32.3 19.8 42.9 28.9 30.6 17.8 38.6 25.3
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 20, 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 : 5,491,200: 665,794 1,115,060 555,131 3,932,233 3,427,062 5,153,157 5,097,253: 338,042 393,946
Old : 5,491,200: 665,794 1,115,060 555,131 3,932,233 3,427,062 5,153,157 5,097,253: 338,042 393,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 312,139: 97,175 -45,676 25,456 164,155 331,608 286,786 311,388: 25,353 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.3 10.1 71.6 62.4 93.8 92.8: 6.2 7.2
Old : 100.0: 12.1 20.3 10.1 71.6 62.4 93.8 92.8: 6.2 7.2
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 : 372: 54 81 70 176 189 271 299:
Old : 372: 54 81 70 176 189 271 299:
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 : 30.4 17.8 43.6 28.6 24.0 14.1 35.2 22.4
Old : 30.4 17.8 43.6 28.6 24.0 14.1 35.2 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 20, 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 : 1,913,588: 148,945 240,030 599,360 1,123,184 1,015,859 1,871,489 1,855,249: 42,099 58,339
Old : 1,913,588: 148,945 240,030 599,360 1,123,184 1,015,859 1,871,489 1,855,249: 42,099 58,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 128,655: -44,423 14,211 85,630 79,416 20,543 120,623 120,384: 8,032 8,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.5 31.3 58.7 53.1 97.8 97.0: 2.2 3.0
Old : 100.0: 7.8 12.5 31.3 58.7 53.1 97.8 97.0: 2.2 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 : 155: 30 41 49 68 75 122 146:
Old : 155: 30 41 49 68 75 122 146:
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 : 30.0 22.6 42.3 36.5 18.1 13.3 22.7 18.2
Old : 30.0 22.6 42.3 36.5 18.1 13.3 22.7 18.2
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 20, 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 : 40,680: 13,418 4,276 3,173 16,136 27,123 32,727 34,572: 7,954 6,108
Old : 40,680: 13,418 4,276 3,173 16,136 27,123 32,727 34,572: 7,954 6,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -3,350: -5,470 169 1,311 553 -3,917 -3,606 -2,436: 256 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 10.5 7.8 39.7 66.7 80.4 85.0: 19.6 15.0
Old : 100.0: 33.0 10.5 7.8 39.7 66.7 80.4 85.0: 19.6 15.0
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 : 97: 35 17 10 30 25 69 48:
Old : 97: 35 17 10 30 25 69 48:
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 : 30.5 40.3 40.7 58.0 28.8 40.3 37.0 55.9
Old : 30.5 40.3 40.7 58.0 28.8 40.3 37.0 55.9
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, November 20, 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 : 81,361: 26,835 8,551 6,346 32,272 54,246 65,453 69,144: 15,907 12,217
Old : 81,361: 26,835 8,551 6,346 32,272 54,246 65,453 69,144: 15,907 12,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -6,700: -10,940 339 2,623 1,106 -7,834 -7,211 -4,872: 512 -1,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 10.5 7.8 39.7 66.7 80.4 85.0: 19.6 15.0
Old : 100.0: 33.0 10.5 7.8 39.7 66.7 80.4 85.0: 19.6 15.0
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 : 97: 35 17 10 30 25 69 48:
Old : 97: 35 17 10 30 25 69 48:
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 : 30.5 40.3 40.7 58.0 28.8 40.3 37.0 55.9
Old : 30.5 40.3 40.7 58.0 28.8 40.3 37.0 55.9
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, November 20, 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 : 28,640: 2,908 454 0 24,566 27,809 27,474 28,263: 1,166 377
Old : 28,640: 2,908 454 0 24,566 27,809 27,474 28,263: 1,166 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: 281: -294 -331 0 354 671 60 340: 221 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.6 0.0 85.8 97.1 95.9 98.7: 4.1 1.3
Old : 100.0: 10.2 1.6 0.0 85.8 97.1 95.9 98.7: 4.1 1.3
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 : 24: 3 1 0 13 11 16 12:
Old : 24: 3 1 0 13 11 16 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 : 61.8 83.1 85.6 96.8 61.8 83.1 84.8 96.1
Old : 61.8 83.1 85.6 96.8 61.8 83.1 84.8 96.1
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 20, 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 : 28,421: 19,499 18,913 2,676 6,044 6,804 28,219 28,393: 202 28
Old : 28,421: 19,499 18,913 2,676 6,044 6,804 28,219 28,393: 202 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -8,723: -8,558 10,527 -168 0 -19,084 -8,726 -8,725: 3 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 66.5 9.4 21.3 23.9 99.3 99.9: 0.7 0.1
Old : 100.0: 68.6 66.5 9.4 21.3 23.9 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 : 45: 26 15 2 3 2 31 17:
Old : 45: 26 15 2 3 2 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 70.0 73.3 89.8 41.5 62.4 65.7 79.5
Old : 44.8 70.0 73.3 89.8 41.5 62.4 65.7 79.5
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 20, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 29,688: 20,316 11,383 214 9,135 15,345 29,665 26,942: 23 2,746
Old : 29,688: 20,316 11,383 214 9,135 15,345 29,665 26,942: 23 2,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -2,082: -1,385 -211 2 -682 -1,556 -2,065 -1,765: -17 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 38.3 0.7 30.8 51.7 99.9 90.8: 0.1 9.2
Old : 100.0: 68.4 38.3 0.7 30.8 51.7 99.9 90.8: 0.1 9.2
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 : 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 : 93.8 39.2 99.5 58.0 93.8 39.2 99.0 58.0
Old : 93.8 39.2 99.5 58.0 93.8 39.2 99.0 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 16,497: 13,796 6,608 12 2,652 8,700 16,460 15,320: 37 1,177
Old : 16,497: 13,796 6,608 12 2,652 8,700 16,460 15,320: 37 1,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2018 :
: -502: -496 47 3 0 -230 -493 -180: -9 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 40.1 0.1 16.1 52.7 99.8 92.9: 0.2 7.1
Old : 100.0: 83.6 40.1 0.1 16.1 52.7 99.8 92.9: 0.2 7.1
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 : 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 51.6 99.7 77.9 96.5 51.5 99.7 77.8
Old : 96.5 51.6 99.7 77.9 96.5 51.5 99.7 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 23, 2018