WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 523,682: 120,222 137,895 173,824 193,949 166,781 487,995 478,500: 35,687 45,183
Old : 375,420: 109,808 121,948 114,011 124,802 108,659 348,622 344,618: 26,798 30,802
Other: 148,262: 36,191 41,724 34,036 69,147 58,122 139,373 133,882: 8,889 14,381
: : :
: : Changes in Commitments from: November 27, 2018 :
: -5,162: 5,907 -9,707 4,542 -10,504 4,434 -56 -731: -5,106 -4,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.3 33.2 37.0 31.8 93.2 91.4: 6.8 8.6
Old : 100.0: 29.2 32.5 30.4 33.2 28.9 92.9 91.8: 7.1 8.2
Other: 100.0: 24.4 28.1 23.0 46.6 39.2 94.0 90.3: 6.0 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 137 113 151 103 121 320 314:
Old : 384: 140 104 116 96 111 284 283:
Other: 234: 62 63 51 56 92 149 179:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.2 19.5 18.1 9.5 7.6 16.1 13.4
Old : 11.5 12.1 19.6 20.9 10.1 10.5 16.6 17.7
Other: 24.8 13.6 38.0 24.8 21.8 12.5 30.2 19.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 19,997: 6,680 500 424 12,478 17,705 19,581 18,629: 416 1,369
Old : 17,061: 5,349 600 324 11,008 14,918 16,681 15,842: 380 1,219
Other: 2,937: 1,431 0 0 1,470 2,787 2,901 2,787: 36 150
: : :
: : Changes in Commitments from: November 27, 2018 :
: -1,951: -422 -425 -340 -512 -1,166 -1,274 -1,931: -677 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.5 2.1 62.4 88.5 97.9 93.2: 2.1 6.8
Old : 100.0: 31.4 3.5 1.9 64.5 87.4 97.8 92.9: 2.2 7.1
Other: 100.0: 48.7 0.0 0.0 50.1 94.9 98.8 94.9: 1.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 3 15 14 21 18:
Old : 21: 3 2 2 13 12 17 16:
Other: 11: 3 0 0 5 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 : 63.7 61.1 78.8 78.9 58.1 54.2 69.1 65.9
Old : 74.7 61.9 87.4 81.7 70.8 53.8 74.7 67.6
Other: 73.2 94.9 98.8 94.9 73.2 94.8 98.7 94.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 299,403: 96,038 88,120 62,303 113,534 126,096 271,875 276,518: 27,527 22,884
Old : 244,806: 97,610 93,312 34,790 90,175 100,302 222,575 228,403: 22,231 16,403
Other: 54,596: 21,308 17,688 4,633 23,359 25,794 49,300 48,115: 5,296 6,481
: : :
: : Changes in Commitments from: November 27, 2018 :
: -14,679: 1,882 -3,970 -1,634 -13,736 -6,867 -13,488 -12,471: -1,191 -2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 29.4 20.8 37.9 42.1 90.8 92.4: 9.2 7.6
Old : 100.0: 39.9 38.1 14.2 36.8 41.0 90.9 93.3: 9.1 6.7
Other: 100.0: 39.0 32.4 8.5 42.8 47.2 90.3 88.1: 9.7 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 96 57 77 88 97 213 204:
Old : 273: 92 59 54 84 89 198 180:
Other: 175: 37 39 22 43 81 92 131:
:----------------------------------------------------------------------------------------------------
: 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 17.1 26.1 26.4 12.6 16.6 21.2 25.0
Old : 17.3 17.7 28.9 28.4 17.0 17.5 26.1 27.2
Other: 22.8 31.9 35.2 45.7 22.5 26.3 34.4 40.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 1,883,246: 382,179 274,879 474,371 812,134 921,066 1,668,684 1,670,316: 214,562 212,930
Old : 1,606,626: 358,196 316,308 368,184 695,431 754,438 1,421,811 1,438,930: 184,815 167,696
Other: 276,620: 94,465 29,053 35,705 116,703 166,628 246,872 231,386: 29,747 45,234
: : :
: : Changes in Commitments from: November 27, 2018 :
: -35,074: 64,345 -14,963 -10,494 -81,498 1,077 -27,647 -24,380: -7,427 -10,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 14.6 25.2 43.1 48.9 88.6 88.7: 11.4 11.3
Old : 100.0: 22.3 19.7 22.9 43.3 47.0 88.5 89.6: 11.5 10.4
Other: 100.0: 34.1 10.5 12.9 42.2 60.2 89.2 83.6: 10.8 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 826: 193 140 202 358 392 654 650:
Old : 813: 177 161 177 347 378 624 621:
Other: 489: 78 60 52 128 287 225 385:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 9.3 20.3 15.3 9.6 5.8 14.0 10.4
Old : 16.0 8.2 22.2 14.4 14.5 7.0 19.6 12.3
Other: 23.3 28.5 35.4 37.0 22.6 27.2 32.4 34.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 6,058: 2,627 745 146 1,220 4,010 3,993 4,901: 2,065 1,158
Old : 5,945: 2,650 733 118 1,172 3,981 3,939 4,831: 2,006 1,114
Other: 113: 5 39 1 48 29 54 69: 59 44
: : :
: : Changes in Commitments from: November 27, 2018 :
: -102: -123 -115 57 154 -85 87 -144: -189 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 12.3 2.4 20.1 66.2 65.9 80.9: 34.1 19.1
Old : 100.0: 44.6 12.3 2.0 19.7 67.0 66.3 81.3: 33.7 18.7
Other: 100.0: 4.4 34.7 0.9 42.7 25.6 48.0 61.2: 52.0 38.8
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 6 4 9 9 26 15:
Old : 31: 14 5 4 6 9 23 15:
Other: 7: 1 1 1 3 2 5 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 55.5 50.5 73.3 38.9 55.0 50.5 72.2
Old : 39.7 56.5 51.5 74.2 39.7 56.1 51.5 73.3
Other: 47.1 61.2 48.0 61.2 47.1 60.3 47.1 60.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 887,846: 143,044 137,073 253,406 423,646 397,400 820,096 787,879: 67,750 99,967
Old : 823,114: 147,029 126,666 225,776 388,684 383,448 761,489 735,891: 61,625 87,223
Other: 64,732: 14,260 28,652 9,384 34,962 13,952 58,607 51,988: 6,125 12,744
: : :
: : Changes in Commitments from: November 27, 2018 :
: 24,004: 13,994 -39,903 26,780 -19,546 34,874 21,228 21,751: 2,775 2,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 28.5 47.7 44.8 92.4 88.7: 7.6 11.3
Old : 100.0: 17.9 15.4 27.4 47.2 46.6 92.5 89.4: 7.5 10.6
Other: 100.0: 22.0 44.3 14.5 54.0 21.6 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 608: 166 159 224 214 235 502 508:
Old : 606: 168 158 214 208 231 488 502:
Other: 284: 53 59 43 75 137 148 219:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.3 22.8 17.6 14.1 10.7 20.5 15.6
Old : 15.6 12.0 23.3 18.7 14.5 11.4 20.9 16.4
Other: 25.5 32.6 34.8 42.2 25.1 32.4 33.9 39.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 554,819: 104,680 125,125 157,602 254,544 240,143 516,827 522,870: 37,992 31,950
Old : 509,887: 109,893 127,803 134,537 234,253 219,559 478,682 481,899: 31,205 27,988
Other: 44,932: 7,162 9,695 10,692 20,291 20,584 38,145 40,970: 6,787 3,962
: : :
: : Changes in Commitments from: November 27, 2018 :
: -10,793: 8,928 -15,232 1,666 -18,326 3,950 -7,732 -9,617: -3,060 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.6 28.4 45.9 43.3 93.2 94.2: 6.8 5.8
Old : 100.0: 21.6 25.1 26.4 45.9 43.1 93.9 94.5: 6.1 5.5
Other: 100.0: 15.9 21.6 23.8 45.2 45.8 84.9 91.2: 15.1 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 88 104 125 98 78 268 256:
Old : 341: 92 110 118 97 77 266 249:
Other: 97: 24 23 26 37 16 78 55:
:----------------------------------------------------------------------------------------------------
: 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 20.9 20.8 27.8 9.5 16.9 14.9 22.0
Old : 15.2 20.6 22.0 27.6 11.5 18.0 17.7 23.4
Other: 26.8 39.3 41.3 56.3 16.2 28.2 27.1 40.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 1,197,440: 91,273 159,065 161,052 792,186 674,037 1,044,511 994,154: 152,928 203,286
Old : 1,197,440: 91,273 159,065 161,052 792,186 674,037 1,044,511 994,154: 152,928 203,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -95,544: 1,106 -14,469 -77,493 8,325 31,238 -68,062 -60,724: -27,482 -34,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.3 13.4 66.2 56.3 87.2 83.0: 12.8 17.0
Old : 100.0: 7.6 13.3 13.4 66.2 56.3 87.2 83.0: 12.8 17.0
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 : 184: 35 37 47 94 93 150 156:
Old : 184: 35 37 47 94 93 150 156:
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 : 24.5 22.0 33.1 33.1 18.3 16.3 24.4 23.5
Old : 24.5 22.0 33.1 33.1 18.3 16.3 24.4 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 1,082,797: 75,821 370,535 23,647 839,909 585,413 939,377 979,596: 143,420 103,202
Old : 1,082,797: 75,821 370,535 23,647 839,909 585,413 939,377 979,596: 143,420 103,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -56,072: -8,570 5,374 -6,331 -17,386 -29,501 -32,287 -30,458: -23,785 -25,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 34.2 2.2 77.6 54.1 86.8 90.5: 13.2 9.5
Old : 100.0: 7.0 34.2 2.2 77.6 54.1 86.8 90.5: 13.2 9.5
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 : 129: 17 18 21 80 65 108 93:
Old : 129: 17 18 21 80 65 108 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 : 26.2 32.3 40.1 47.9 20.4 31.7 33.3 46.0
Old : 26.2 32.3 40.1 47.9 20.4 31.7 33.3 46.0
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, December 04, 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 : 2,569: 414 1,027 186 1,616 979 2,216 2,192: 353 377
Old : 2,569: 414 1,027 186 1,616 979 2,216 2,192: 353 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -56: -3 -158 114 -109 -22 2 -66: -58 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 40.0 7.2 62.9 38.1 86.3 85.3: 13.7 14.7
Old : 100.0: 16.1 40.0 7.2 62.9 38.1 86.3 85.3: 13.7 14.7
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 : 28: 5 10 3 9 12 17 23:
Old : 28: 5 10 3 9 12 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 42.2 78.3 60.7 59.2 39.4 64.9 52.0
Old : 59.9 42.2 78.3 60.7 59.2 39.4 64.9 52.0
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, December 04, 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 : 497,877: 83,410 60,374 118,834 238,549 281,354 440,793 460,562: 57,084 37,316
Old : 447,882: 87,233 59,538 106,679 200,923 248,688 394,835 414,905: 53,047 32,978
Other: 49,995: 2,412 7,071 5,920 37,626 32,666 45,958 45,657: 4,037 4,338
: : :
: : Changes in Commitments from: November 27, 2018 :
: -13,962: 983 -2,637 3,629 -15,419 -11,082 -10,807 -10,090: -3,155 -3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.1 23.9 47.9 56.5 88.5 92.5: 11.5 7.5
Old : 100.0: 19.5 13.3 23.8 44.9 55.5 88.2 92.6: 11.8 7.4
Other: 100.0: 4.8 14.1 11.8 75.3 65.3 91.9 91.3: 8.1 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 79 63 99 117 98 256 222:
Old : 295: 89 63 98 117 94 255 216:
Other: 108: 18 20 22 55 34 86 64:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 25.7 17.8 35.0 8.5 22.2 13.5 28.5
Old : 10.5 26.5 16.6 35.6 8.5 25.0 13.6 32.0
Other: 43.7 43.7 55.1 55.8 33.0 31.9 41.9 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 8,464: 812 1,696 745 5,647 4,849 7,204 7,290: 1,260 1,173
Old : 8,464: 812 1,696 745 5,647 4,849 7,204 7,290: 1,260 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 32: -6 -321 196 -88 57 102 -68: -69 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.0 8.8 66.7 57.3 85.1 86.1: 14.9 13.9
Old : 100.0: 9.6 20.0 8.8 66.7 57.3 85.1 86.1: 14.9 13.9
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 : 49: 9 12 12 16 17 34 34:
Old : 49: 9 12 12 16 17 34 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 : 57.8 42.0 66.4 57.9 57.6 39.9 66.1 55.7
Old : 57.8 42.0 66.4 57.9 57.6 39.9 66.1 55.7
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, December 04, 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 : 2,662,458: 445,937 809,230 103,681 1,960,738 1,572,356 2,510,356 2,485,268: 152,102 177,191
Old : 2,662,458: 445,937 809,230 103,681 1,960,738 1,572,356 2,510,356 2,485,268: 152,102 177,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -132,230: -31,195 37,024 -67,008 -19,381 -68,412 -117,583 -98,395: -14,646 -33,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.4 3.9 73.6 59.1 94.3 93.3: 5.7 6.7
Old : 100.0: 16.7 30.4 3.9 73.6 59.1 94.3 93.3: 5.7 6.7
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 : 343: 58 69 41 164 142 246 228:
Old : 343: 58 69 41 164 142 246 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 23.8 32.2 38.4 16.3 23.3 25.3 34.7
Old : 22.0 23.8 32.2 38.4 16.3 23.3 25.3 34.7
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, December 04, 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 : 5,179,943: 629,382 877,552 788,183 3,323,808 2,984,637 4,741,373 4,650,372: 438,570 529,571
Old : 5,179,943: 629,382 877,552 788,183 3,323,808 2,984,637 4,741,373 4,650,372: 438,570 529,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 104,803: 23,961 43,396 -5,517 99,596 124,434 118,040 162,312: -13,237 -57,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 16.9 15.2 64.2 57.6 91.5 89.8: 8.5 10.2
Old : 100.0: 12.2 16.9 15.2 64.2 57.6 91.5 89.8: 8.5 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 : 436: 94 73 95 221 222 351 354:
Old : 436: 94 73 95 221 222 351 354:
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 19.0 30.5 28.8 16.4 16.9 23.9 23.7
Old : 21.4 19.0 30.5 28.8 16.4 16.9 23.9 23.7
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, December 04, 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 : 691,206: 78,339 93,032 9,206 490,744 430,565 578,289 532,803: 112,917 158,403
Old : 691,206: 78,339 93,032 9,206 490,744 430,565 578,289 532,803: 112,917 158,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -46,791: 2,654 -2,941 -966 -13,598 296 -11,910 -3,611: -34,881 -43,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.5 1.3 71.0 62.3 83.7 77.1: 16.3 22.9
Old : 100.0: 11.3 13.5 1.3 71.0 62.3 83.7 77.1: 16.3 22.9
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 : 112: 14 14 13 61 64 83 83:
Old : 112: 14 14 13 61 64 83 83:
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 : 30.8 19.8 41.5 29.4 29.7 17.7 37.5 26.0
Old : 30.8 19.8 41.5 29.4 29.7 17.7 37.5 26.0
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, December 04, 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 : 5,059,753: 683,071 1,032,162 369,788 3,685,335 3,286,588 4,738,194 4,688,538: 321,559 371,215
Old : 5,059,753: 683,071 1,032,162 369,788 3,685,335 3,286,588 4,738,194 4,688,538: 321,559 371,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -264,649: 14,341 35,839 -93,349 -113,264 -160,309 -192,272 -217,818: -72,377 -46,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.4 7.3 72.8 65.0 93.6 92.7: 6.4 7.3
Old : 100.0: 13.5 20.4 7.3 72.8 65.0 93.6 92.7: 6.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 57 73 66 167 187 259 291:
Old : 366: 57 73 66 167 187 259 291:
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 : 34.7 20.0 47.5 31.7 26.5 16.6 37.7 25.9
Old : 34.7 20.0 47.5 31.7 26.5 16.6 37.7 25.9
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, December 04, 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 : 1,886,615: 150,113 244,860 553,583 1,145,219 1,021,981 1,848,915 1,820,424: 37,700 66,191
Old : 1,886,615: 150,113 244,860 553,583 1,145,219 1,021,981 1,848,915 1,820,424: 37,700 66,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -71,080: -27,747 -15,922 -33,759 -3,884 -27,181 -65,389 -76,862: -5,691 5,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.0 29.3 60.7 54.2 98.0 96.5: 2.0 3.5
Old : 100.0: 8.0 13.0 29.3 60.7 54.2 98.0 96.5: 2.0 3.5
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 : 156: 32 41 51 68 75 125 147:
Old : 156: 32 41 51 68 75 125 147:
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 : 28.0 21.2 43.2 34.3 17.6 9.9 22.8 16.3
Old : 28.0 21.2 43.2 34.3 17.6 9.9 22.8 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 04, 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 : 40,246: 15,521 3,537 1,175 15,896 28,059 32,591 32,770: 7,655 7,476
Old : 40,246: 15,521 3,537 1,175 15,896 28,059 32,591 32,770: 7,655 7,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -590: 1,695 -428 -1,539 160 579 316 -1,389: -905 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 8.8 2.9 39.5 69.7 81.0 81.4: 19.0 18.6
Old : 100.0: 38.6 8.8 2.9 39.5 69.7 81.0 81.4: 19.0 18.6
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 : 96: 31 17 10 32 30 69 51:
Old : 96: 31 17 10 32 30 69 51:
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 : 34.6 39.7 44.8 53.5 34.2 39.7 43.7 53.0
Old : 34.6 39.7 44.8 53.5 34.2 39.7 43.7 53.0
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, December 04, 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 : 80,493: 31,042 7,073 2,349 31,791 56,117 65,182 65,540: 15,310 14,953
Old : 80,493: 31,042 7,073 2,349 31,791 56,117 65,182 65,540: 15,310 14,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -1,179: 3,389 -856 -3,078 320 1,157 631 -2,777: -1,810 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 8.8 2.9 39.5 69.7 81.0 81.4: 19.0 18.6
Old : 100.0: 38.6 8.8 2.9 39.5 69.7 81.0 81.4: 19.0 18.6
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 : 96: 31 17 10 32 30 69 51:
Old : 96: 31 17 10 32 30 69 51:
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 : 34.6 39.7 44.8 53.5 34.2 39.7 43.7 53.0
Old : 34.6 39.7 44.8 53.5 34.2 39.7 43.7 53.0
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, December 04, 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 : 29,327: 2,909 454 0 25,138 28,563 28,047 29,017: 1,280 310
Old : 29,327: 2,909 454 0 25,138 28,563 28,047 29,017: 1,280 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,047: -19 0 0 1,053 994 1,034 994: 13 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.5 0.0 85.7 97.4 95.6 98.9: 4.4 1.1
Old : 100.0: 9.9 1.5 0.0 85.7 97.4 95.6 98.9: 4.4 1.1
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 : 24: 3 1 0 12 12 15 13:
Old : 24: 3 1 0 12 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 79.8 86.1 94.9 63.5 79.8 85.2 94.2
Old : 63.5 79.8 86.1 94.9 63.5 79.8 85.2 94.2
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, December 04, 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 : 34,733: 25,384 18,277 2,570 6,575 13,833 34,529 34,680: 204 53
Old : 34,733: 25,384 18,277 2,570 6,575 13,833 34,529 34,680: 204 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -3,235: -3,971 927 178 531 -4,339 -3,262 -3,234: 27 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 52.6 7.4 18.9 39.8 99.4 99.8: 0.6 0.2
Old : 100.0: 73.1 52.6 7.4 18.9 39.8 99.4 99.8: 0.6 0.2
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 : 49: 31 13 3 4 3 37 17:
Old : 49: 31 13 3 4 3 37 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 : 49.8 80.5 71.6 93.8 47.0 74.3 65.9 85.4
Old : 49.8 80.5 71.6 93.8 47.0 74.3 65.9 85.4
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, December 04, 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 : 29,848: 19,144 11,711 163 10,505 14,801 29,812 26,675: 36 3,173
Old : 29,848: 19,144 11,711 163 10,505 14,801 29,812 26,675: 36 3,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: -473: -1,218 79 -46 789 -838 -475 -805: 2 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 39.2 0.5 35.2 49.6 99.9 89.4: 0.1 10.6
Old : 100.0: 64.1 39.2 0.5 35.2 49.6 99.9 89.4: 0.1 10.6
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 : 36: 4 12 1 6 14 11 26:
Old : 36: 4 12 1 6 14 11 26:
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 : 95.2 39.2 99.3 59.5 95.2 39.2 99.0 59.3
Old : 95.2 39.2 99.3 59.5 95.2 39.2 99.0 59.3
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, December 04, 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 : 18,529: 14,967 8,057 12 3,534 8,798 18,513 16,867: 16 1,662
Old : 18,529: 14,967 8,057 12 3,534 8,798 18,513 16,867: 16 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2018 :
: 1,603: 738 1,335 0 882 184 1,620 1,519: -17 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 43.5 0.1 19.1 47.5 99.9 91.0: 0.1 9.0
Old : 100.0: 80.8 43.5 0.1 19.1 47.5 99.9 91.0: 0.1 9.0
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 : 31: 6 11 1 4 10 11 21:
Old : 31: 6 11 1 4 10 11 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 : 88.7 50.1 99.2 75.7 88.7 50.1 99.2 75.6
Old : 88.7 50.1 99.2 75.7 88.7 50.1 99.2 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2018