WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 528,844: 114,316 147,602 169,282 204,453 162,347 488,051 479,231: 40,793 49,613
Old : 378,484: 110,986 131,385 106,530 128,837 105,386 346,353 343,302: 32,131 35,183
Other: 150,360: 35,803 48,690 30,278 75,616 56,961 141,698 135,929: 8,662 14,430
: : :
: : Changes in Commitments from: November 20, 2018 :
: -74,858: -5,282 3,846 -49,526 -17,754 -29,398 -72,562 -75,078: -2,296 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.9 32.0 38.7 30.7 92.3 90.6: 7.7 9.4
Old : 100.0: 29.3 34.7 28.1 34.0 27.8 91.5 90.7: 8.5 9.3
Other: 100.0: 23.8 32.4 20.1 50.3 37.9 94.2 90.4: 5.8 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 138 120 153 115 127 333 330:
Old : 404: 143 108 122 110 114 307 294:
Other: 239: 57 71 49 56 94 144 187:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 9.8 20.3 17.7 10.6 7.7 17.0 13.5
Old : 11.6 11.7 20.5 20.5 10.7 10.6 17.6 17.4
Other: 26.7 15.7 39.4 27.4 24.0 15.6 33.1 24.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,948: 7,102 925 764 12,990 18,870 20,855 20,559: 1,093 1,389
Old : 19,078: 6,402 1,025 664 11,520 16,150 18,585 17,839: 492 1,239
Other: 2,871: 800 0 0 1,470 2,721 2,270 2,721: 601 150
: : :
: : Changes in Commitments from: November 20, 2018 :
: 1,089: 855 -190 190 -436 974 609 974: 480 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.2 3.5 59.2 86.0 95.0 93.7: 5.0 6.3
Old : 100.0: 33.6 5.4 3.5 60.4 84.7 97.4 93.5: 2.6 6.5
Other: 100.0: 27.9 0.0 0.0 51.2 94.8 79.1 94.8: 20.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 5 4 15 15 22 21:
Old : 25: 3 5 3 13 13 18 19:
Other: 11: 2 0 0 6 5 8 5:
:----------------------------------------------------------------------------------------------------
: 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 54.0 77.7 73.4 57.1 47.7 67.3 61.4
Old : 71.6 54.3 87.0 75.7 69.6 47.1 75.7 63.0
Other: 59.9 94.7 79.1 94.8 59.9 91.2 75.5 91.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 314,082: 94,155 92,090 63,937 127,271 132,962 285,363 288,990: 28,718 25,092
Old : 257,283: 95,471 96,139 36,710 101,574 105,754 233,756 238,604: 23,528 18,680
Other: 56,798: 22,257 19,524 3,654 25,697 27,208 51,608 50,386: 5,191 6,412
: : :
: : Changes in Commitments from: November 20, 2018 :
: -26,487: 6,369 8,521 -16,608 -14,039 -15,621 -24,278 -23,709: -2,209 -2,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 29.3 20.4 40.5 42.3 90.9 92.0: 9.1 8.0
Old : 100.0: 37.1 37.4 14.3 39.5 41.1 90.9 92.7: 9.1 7.3
Other: 100.0: 39.2 34.4 6.4 45.2 47.9 90.9 88.7: 9.1 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 90 59 80 107 101 226 215:
Old : 282: 87 60 56 105 90 213 187:
Other: 174: 33 39 23 42 82 88 133:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 16.9 24.9 25.8 11.5 16.5 19.8 24.5
Old : 17.1 17.3 27.1 27.3 16.6 17.3 24.6 26.3
Other: 26.5 31.2 39.2 45.2 26.5 28.0 39.2 42.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,918,320: 317,833 289,842 484,865 893,632 919,989 1,696,331 1,694,695: 221,989 223,625
Old : 1,662,619: 301,020 329,405 388,541 778,984 764,352 1,468,544 1,482,298: 194,075 180,322
Other: 255,701: 81,653 25,276 31,485 114,648 155,637 227,787 212,398: 27,914 43,303
: : :
: : Changes in Commitments from: November 20, 2018 :
: -219,699: -7,208 13,108 -136,289 -74,639 -84,123 -218,137 -207,305: -1,562 -12,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.1 25.3 46.6 48.0 88.4 88.3: 11.6 11.7
Old : 100.0: 18.1 19.8 23.4 46.9 46.0 88.3 89.2: 11.7 10.8
Other: 100.0: 31.9 9.9 12.3 44.8 60.9 89.1 83.1: 10.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 830: 186 145 218 380 386 684 661:
Old : 819: 173 166 197 373 372 660 636:
Other: 458: 72 58 45 122 267 213 354:
:----------------------------------------------------------------------------------------------------
: 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 9.4 21.2 15.8 10.4 5.2 14.2 9.2
Old : 16.3 8.5 22.1 15.1 14.9 6.2 19.4 10.9
Other: 22.0 29.8 35.2 38.3 21.7 28.8 33.0 35.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,160: 2,750 860 90 1,067 4,095 3,906 5,044: 2,254 1,116
Old : 6,100: 2,750 862 88 1,061 4,066 3,898 5,015: 2,202 1,085
Other: 60: 2 0 0 6 29 8 29: 52 31
: : :
: : Changes in Commitments from: November 20, 2018 :
: -1,361: -416 -35 -366 -152 -402 -934 -803: -427 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 14.0 1.5 17.3 66.5 63.4 81.9: 36.6 18.1
Old : 100.0: 45.1 14.1 1.4 17.4 66.7 63.9 82.2: 36.1 17.8
Other: 100.0: 3.3 0.0 0.0 10.0 48.3 13.3 48.3: 86.7 51.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 16 5 4 6 10 23 18:
Old : 33: 16 5 4 5 10 22 18:
Other: 4: 1 0 0 1 2 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 : 38.1 54.1 51.5 71.3 38.1 53.9 51.5 70.9
Old : 38.5 54.7 52.0 71.5 38.5 54.4 52.0 71.3
Other: 13.3 48.3 13.3 48.3 13.3 48.3 13.3 48.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 863,843: 129,050 176,976 226,625 443,192 362,526 798,867 766,128: 64,975 97,715
Old : 806,818: 131,099 161,323 206,406 411,139 352,145 748,644 719,874: 58,174 86,944
Other: 57,025: 10,556 28,257 7,615 32,053 10,381 50,224 46,254: 6,801 10,771
: : :
: : Changes in Commitments from: November 20, 2018 :
: 5,265: 4,151 3,552 -5,584 7,322 7,836 5,888 5,804: -623 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.5 26.2 51.3 42.0 92.5 88.7: 7.5 11.3
Old : 100.0: 16.2 20.0 25.6 51.0 43.6 92.8 89.2: 7.2 10.8
Other: 100.0: 18.5 49.6 13.4 56.2 18.2 88.1 81.1: 11.9 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 140 176 217 214 228 498 508:
Old : 619: 149 175 213 211 225 493 503:
Other: 256: 41 61 42 73 116 136 199:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 11.2 24.5 17.7 15.4 10.0 22.0 14.7
Old : 17.1 11.9 25.0 18.5 15.7 10.6 22.3 15.6
Other: 28.0 34.5 38.1 44.3 27.8 34.4 37.8 42.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 565,612: 95,752 140,357 155,936 272,871 236,193 524,559 532,486: 41,053 33,126
Old : 522,365: 100,849 142,653 133,897 252,941 216,986 487,687 493,536: 34,677 28,828
Other: 43,247: 7,159 9,959 9,783 19,930 19,208 36,872 38,950: 6,375 4,297
: : :
: : Changes in Commitments from: November 20, 2018 :
: -45,549: -402 -820 -34,993 -10,815 -10,084 -46,211 -45,897: 662 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 24.8 27.6 48.2 41.8 92.7 94.1: 7.3 5.9
Old : 100.0: 19.3 27.3 25.6 48.4 41.5 93.4 94.5: 6.6 5.5
Other: 100.0: 16.6 23.0 22.6 46.1 44.4 85.3 90.1: 14.7 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 85 106 115 102 79 261 259:
Old : 343: 94 107 110 101 78 258 254:
Other: 93: 19 26 23 37 17 75 52:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 19.9 21.4 26.2 10.8 15.5 16.5 20.6
Old : 15.9 19.5 22.6 26.0 12.6 16.1 18.9 21.6
Other: 26.9 38.1 41.9 56.4 17.2 26.8 28.2 39.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,292,983: 90,167 173,533 238,545 783,861 642,799 1,112,573 1,054,877: 180,410 238,106
Old : 1,292,983: 90,167 173,533 238,545 783,861 642,799 1,112,573 1,054,877: 180,410 238,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 112,088: 527 3,843 65,992 16,395 13,883 82,914 83,718: 29,175 28,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 13.4 18.4 60.6 49.7 86.0 81.6: 14.0 18.4
Old : 100.0: 7.0 13.4 18.4 60.6 49.7 86.0 81.6: 14.0 18.4
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 : 183: 28 39 46 97 95 150 156:
Old : 183: 28 39 46 97 95 150 156:
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 : 29.2 25.8 38.0 36.3 16.2 14.3 21.8 19.9
Old : 29.2 25.8 38.0 36.3 16.2 14.3 21.8 19.9
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 27, 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 : 1,138,870: 84,391 365,161 29,978 857,295 614,914 971,665 1,010,054: 167,205 128,816
Old : 1,138,870: 84,391 365,161 29,978 857,295 614,914 971,665 1,010,054: 167,205 128,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -6,584: -2,927 2,554 -10,270 -11,474 -12,708 -24,670 -20,423: 18,086 13,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 32.1 2.6 75.3 54.0 85.3 88.7: 14.7 11.3
Old : 100.0: 7.4 32.1 2.6 75.3 54.0 85.3 88.7: 14.7 11.3
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 : 126: 17 18 19 73 65 99 93:
Old : 126: 17 18 19 73 65 99 93:
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 : 25.5 30.4 38.8 44.9 19.8 30.4 31.8 43.3
Old : 25.5 30.4 38.8 44.9 19.8 30.4 31.8 43.3
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, November 27, 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 : 2,625: 417 1,185 72 1,725 1,001 2,214 2,258: 411 367
Old : 2,625: 417 1,185 72 1,725 1,001 2,214 2,258: 411 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -48: 162 7 -85 -147 65 -70 -13: 22 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 45.1 2.7 65.7 38.1 84.3 86.0: 15.7 14.0
Old : 100.0: 15.9 45.1 2.7 65.7 38.1 84.3 86.0: 15.7 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 : 28: 5 11 3 8 11 15 24:
Old : 28: 5 11 3 8 11 15 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 : 60.1 47.3 73.8 63.0 58.1 42.8 65.9 57.5
Old : 60.1 47.3 73.8 63.0 58.1 42.8 65.9 57.5
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 27, 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 : 511,839: 82,427 63,011 115,205 253,968 292,436 451,600 470,652: 60,239 41,188
Old : 462,564: 86,103 62,138 103,200 216,980 260,165 406,284 425,503: 56,281 37,061
Other: 49,275: 2,502 7,051 5,826 36,988 32,271 45,316 45,148: 3,958 4,126
: : :
: : Changes in Commitments from: November 20, 2018 :
: -42,965: -4,821 4,423 -28,252 -9,563 -20,880 -42,635 -44,709: -329 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.3 22.5 49.6 57.1 88.2 92.0: 11.8 8.0
Old : 100.0: 18.6 13.4 22.3 46.9 56.2 87.8 92.0: 12.2 8.0
Other: 100.0: 5.1 14.3 11.8 75.1 65.5 92.0 91.6: 8.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 72 72 102 120 103 259 236:
Old : 300: 82 72 101 120 99 258 230:
Other: 105: 12 26 20 53 30 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 : 12.9 25.5 19.5 34.5 8.3 20.4 13.2 26.5
Old : 11.9 25.5 18.4 34.7 8.3 22.2 13.1 28.9
Other: 44.4 47.3 56.0 57.4 33.4 29.1 41.4 37.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 8,432: 818 2,017 549 5,735 4,792 7,103 7,358: 1,329 1,073
Old : 8,432: 818 2,017 549 5,735 4,792 7,103 7,358: 1,329 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -271: -30 7 -72 -278 -194 -379 -259: 108 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.9 6.5 68.0 56.8 84.2 87.3: 15.8 12.7
Old : 100.0: 9.7 23.9 6.5 68.0 56.8 84.2 87.3: 15.8 12.7
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 : 48: 12 10 11 15 17 32 34:
Old : 48: 12 10 11 15 17 32 34:
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 : 58.8 42.6 68.0 60.4 58.3 38.6 67.2 56.4
Old : 58.8 42.6 68.0 60.4 58.3 38.6 67.2 56.4
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 27, 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 : 2,794,688: 477,132 772,206 170,689 1,980,118 1,640,768 2,627,939 2,583,663: 166,749 211,025
Old : 2,794,688: 477,132 772,206 170,689 1,980,118 1,640,768 2,627,939 2,583,663: 166,749 211,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -141,311: -53,841 -121,072 -119,494 5,633 69,378 -167,701 -171,188: 26,391 29,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 27.6 6.1 70.9 58.7 94.0 92.4: 6.0 7.6
Old : 100.0: 17.1 27.6 6.1 70.9 58.7 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 : 350: 60 73 51 164 148 254 243:
Old : 350: 60 73 51 164 148 254 243:
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 : 21.6 21.1 31.1 34.9 16.2 20.7 24.0 31.9
Old : 21.6 21.1 31.1 34.9 16.2 20.7 24.0 31.9
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 27, 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 : 5,075,140: 605,421 834,157 793,700 3,224,212 2,860,203 4,623,333 4,488,060: 451,807 587,080
Old : 5,075,140: 605,421 834,157 793,700 3,224,212 2,860,203 4,623,333 4,488,060: 451,807 587,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -512,915: -5,851 -125,951 -285,720 -245,626 -171,936 -537,196 -583,607: 24,281 70,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 16.4 15.6 63.5 56.4 91.1 88.4: 8.9 11.6
Old : 100.0: 11.9 16.4 15.6 63.5 56.4 91.1 88.4: 8.9 11.6
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 : 414: 90 66 93 212 211 337 335:
Old : 414: 90 66 93 212 211 337 335:
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 : 22.8 19.3 30.9 29.3 18.0 17.5 24.6 24.1
Old : 22.8 19.3 30.9 29.3 18.0 17.5 24.6 24.1
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 27, 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 : 737,997: 75,685 95,973 10,172 504,342 430,269 590,199 536,414: 147,798 201,583
Old : 737,997: 75,685 95,973 10,172 504,342 430,269 590,199 536,414: 147,798 201,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 13,592: -1,046 434 -17,779 -6,255 6,793 -25,080 -10,552: 38,672 24,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.0 1.4 68.3 58.3 80.0 72.7: 20.0 27.3
Old : 100.0: 10.3 13.0 1.4 68.3 58.3 80.0 72.7: 20.0 27.3
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 : 109: 12 16 11 60 61 80 80:
Old : 109: 12 16 11 60 61 80 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 : 31.2 18.8 40.4 27.4 30.2 16.8 38.0 24.7
Old : 31.2 18.8 40.4 27.4 30.2 16.8 38.0 24.7
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 27, 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 : 5,324,402: 668,730 996,323 463,136 3,798,599 3,446,897 4,930,466 4,906,356: 393,936 418,046
Old : 5,324,402: 668,730 996,323 463,136 3,798,599 3,446,897 4,930,466 4,906,356: 393,936 418,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -166,798: 2,936 -118,738 -91,994 -133,634 19,835 -222,692 -190,897: 55,894 24,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.7 8.7 71.3 64.7 92.6 92.1: 7.4 7.9
Old : 100.0: 12.6 18.7 8.7 71.3 64.7 92.6 92.1: 7.4 7.9
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 : 361: 53 77 80 170 187 272 296:
Old : 361: 53 77 80 170 187 272 296:
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 : 32.2 18.9 45.3 30.8 25.1 15.4 36.4 23.9
Old : 32.2 18.9 45.3 30.8 25.1 15.4 36.4 23.9
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 27, 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 : 1,957,695: 177,859 260,782 587,342 1,149,103 1,049,162 1,914,304 1,897,286: 43,391 60,409
Old : 1,957,695: 177,859 260,782 587,342 1,149,103 1,049,162 1,914,304 1,897,286: 43,391 60,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 44,107: 28,915 20,752 -12,018 25,919 33,303 42,815 42,037: 1,291 2,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.3 30.0 58.7 53.6 97.8 96.9: 2.2 3.1
Old : 100.0: 9.1 13.3 30.0 58.7 53.6 97.8 96.9: 2.2 3.1
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 : 155: 32 41 49 68 74 120 148:
Old : 155: 32 41 49 68 74 120 148:
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 21.2 43.0 35.5 18.2 12.3 23.8 18.8
Old : 30.0 21.2 43.0 35.5 18.2 12.3 23.8 18.8
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 27, 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 : 40,836: 13,826 3,965 2,714 15,735 27,480 32,276 34,159: 8,560 6,677
Old : 40,836: 13,826 3,965 2,714 15,735 27,480 32,276 34,159: 8,560 6,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 156: 409 -311 -459 -401 357 -451 -413: 607 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.7 6.6 38.5 67.3 79.0 83.6: 21.0 16.4
Old : 100.0: 33.9 9.7 6.6 38.5 67.3 79.0 83.6: 21.0 16.4
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 : 99: 36 15 10 31 29 71 50:
Old : 99: 36 15 10 31 29 71 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 : 30.4 39.2 40.1 53.1 28.4 39.2 35.4 52.4
Old : 30.4 39.2 40.1 53.1 28.4 39.2 35.4 52.4
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 27, 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 : 81,672: 27,653 7,930 5,427 31,471 54,960 64,551 68,317: 17,121 13,355
Old : 81,672: 27,653 7,930 5,427 31,471 54,960 64,551 68,317: 17,121 13,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 311: 818 -622 -919 -802 714 -902 -827: 1,214 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.7 6.6 38.5 67.3 79.0 83.6: 21.0 16.4
Old : 100.0: 33.9 9.7 6.6 38.5 67.3 79.0 83.6: 21.0 16.4
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 : 99: 36 15 10 31 29 71 50:
Old : 99: 36 15 10 31 29 71 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 : 30.4 39.2 40.1 53.1 28.4 39.2 35.4 52.4
Old : 30.4 39.2 40.1 53.1 28.4 39.2 35.4 52.4
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 27, 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 : 28,280: 2,928 454 0 24,085 27,569 27,013 28,023: 1,267 257
Old : 28,280: 2,928 454 0 24,085 27,569 27,013 28,023: 1,267 257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: -360: 20 0 0 -481 -240 -461 -240: 101 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.6 0.0 85.2 97.5 95.5 99.1: 4.5 0.9
Old : 100.0: 10.4 1.6 0.0 85.2 97.5 95.5 99.1: 4.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 0 13 11 17 12:
Old : 25: 4 1 0 13 11 17 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 : 62.1 82.7 84.2 96.6 62.1 82.7 83.4 95.5
Old : 62.1 82.7 84.2 96.6 62.1 82.7 83.4 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, November 27, 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 : 37,968: 29,355 17,350 2,392 6,044 18,172 37,791 37,914: 177 54
Old : 37,968: 29,355 17,350 2,392 6,044 18,172 37,791 37,914: 177 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 9,547: 9,856 -1,563 -284 0 11,368 9,572 9,521: -25 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 45.7 6.3 15.9 47.9 99.5 99.9: 0.5 0.1
Old : 100.0: 77.3 45.7 6.3 15.9 47.9 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 2 3 2 35 15:
Old : 47: 30 13 2 3 2 35 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 : 45.9 83.5 69.0 94.8 44.3 77.9 64.7 87.3
Old : 45.9 83.5 69.0 94.8 44.3 77.9 64.7 87.3
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 27, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 30,321: 20,362 11,632 209 9,716 15,639 30,287 27,480: 34 2,841
Old : 30,321: 20,362 11,632 209 9,716 15,639 30,287 27,480: 34 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 633: 46 249 -5 581 294 622 538: 11 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 38.4 0.7 32.0 51.6 99.9 90.6: 0.1 9.4
Old : 100.0: 67.2 38.4 0.7 32.0 51.6 99.9 90.6: 0.1 9.4
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 : 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 : 93.9 38.4 99.5 56.8 93.9 38.4 99.0 56.8
Old : 93.9 38.4 99.5 56.8 93.9 38.4 99.0 56.8
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, November 27, 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 : 16,926: 14,229 6,722 12 2,652 8,614 16,893 15,348: 33 1,578
Old : 16,926: 14,229 6,722 12 2,652 8,614 16,893 15,348: 33 1,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2018 :
: 429: 433 114 0 0 -86 433 28: -4 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 39.7 0.1 15.7 50.9 99.8 90.7: 0.2 9.3
Old : 100.0: 84.1 39.7 0.1 15.7 50.9 99.8 90.7: 0.2 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 : 30: 6 11 1 3 10 10 21:
Old : 30: 6 11 1 3 10 10 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 93.1 52.2 99.5 78.6 93.1 52.2 99.5 78.5
Old : 93.1 52.2 99.5 78.6 93.1 52.2 99.5 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2018