WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 521,427: 125,588 129,134 171,858 188,294 173,988 485,740 474,980: 35,687 46,447
Old : 354,922: 115,093 114,993 99,895 114,554 110,269 329,541 325,157: 25,380 29,765
Other: 166,506: 39,985 43,630 42,474 73,740 63,719 156,199 149,823: 10,307 16,682
: : :
: : Changes in Commitments from: December 18, 2018 :
: -17,207: -5,522 3,715 -16,495 5,261 -4,949 -16,756 -17,729: -451 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.8 33.0 36.1 33.4 93.2 91.1: 6.8 8.9
Old : 100.0: 32.4 32.4 28.1 32.3 31.1 92.8 91.6: 7.2 8.4
Other: 100.0: 24.0 26.2 25.5 44.3 38.3 93.8 90.0: 6.2 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 122 118 136 110 119 312 303:
Old : 377: 134 103 99 104 112 277 276:
Other: 228: 57 61 54 58 90 153 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 10.4 19.5 18.6 9.1 8.4 14.9 14.4
Old : 10.4 12.9 18.6 22.2 9.4 11.9 16.1 19.8
Other: 22.9 17.0 36.3 27.4 20.0 13.2 28.8 20.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 17,814: 6,626 500 100 10,509 16,252 17,234 16,852: 580 962
Old : 13,666: 5,332 600 0 7,789 12,254 13,121 12,854: 545 812
Other: 4,148: 1,393 0 0 2,720 3,998 4,113 3,998: 35 150
: : :
: : Changes in Commitments from: December 18, 2018 :
: -922: 75 0 0 -996 -925 -921 -925: -1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 2.8 0.6 59.0 91.2 96.7 94.6: 3.3 5.4
Old : 100.0: 39.0 4.4 0.0 57.0 89.7 96.0 94.1: 4.0 5.9
Other: 100.0: 33.6 0.0 0.0 65.6 96.4 99.2 96.4: 0.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 1 14 14 19 16:
Old : 19: 2 2 0 10 12 12 14:
Other: 15: 3 0 0 8 6 11 6:
:----------------------------------------------------------------------------------------------------
: 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 : 60.8 68.5 79.6 84.8 50.7 62.0 62.5 68.7
Old : 76.4 69.4 89.9 86.5 69.0 64.0 75.5 74.1
Other: 57.9 93.9 87.1 96.4 57.6 86.7 82.2 86.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 307,915: 88,336 79,407 70,422 120,262 136,376 279,020 286,205: 28,896 21,711
Old : 248,358: 87,462 81,049 44,214 93,847 108,866 225,523 234,129: 22,835 14,229
Other: 59,557: 18,941 16,426 8,140 26,415 27,510 53,496 52,076: 6,061 7,481
: : :
: : Changes in Commitments from: December 18, 2018 :
: -1,588: -7,130 -812 383 5,160 -724 -1,587 -1,154: -1 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 25.8 22.9 39.1 44.3 90.6 92.9: 9.4 7.1
Old : 100.0: 35.2 32.6 17.8 37.8 43.8 90.8 94.3: 9.2 5.7
Other: 100.0: 31.8 27.6 13.7 44.4 46.2 89.8 87.4: 10.2 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 86 53 73 92 100 207 201:
Old : 265: 81 55 53 86 90 189 179:
Other: 175: 35 38 25 48 81 98 131:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 18.2 25.7 26.3 12.4 15.5 19.2 22.9
Old : 18.0 19.5 28.3 28.6 15.0 16.4 22.9 25.2
Other: 21.5 25.9 33.4 37.9 20.3 19.6 30.9 30.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,856,868: 374,404 220,877 474,028 801,211 940,663 1,649,643 1,635,568: 207,225 221,300
Old : 1,567,130: 347,989 267,590 366,976 675,716 762,827 1,390,681 1,397,393: 176,449 169,737
Other: 289,739: 100,772 27,644 32,695 125,495 177,835 258,962 238,175: 30,776 51,564
: : :
: : Changes in Commitments from: December 18, 2018 :
: -46,573: -30,294 5,771 -7,894 -8,798 -45,895 -46,986 -48,018: 413 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.9 25.5 43.1 50.7 88.8 88.1: 11.2 11.9
Old : 100.0: 22.2 17.1 23.4 43.1 48.7 88.7 89.2: 11.3 10.8
Other: 100.0: 34.8 9.5 11.3 43.3 61.4 89.4 82.2: 10.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 825: 198 138 210 362 387 660 655:
Old : 813: 180 161 184 351 375 630 628:
Other: 512: 78 69 58 134 298 237 406:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 8.6 19.5 14.8 10.1 5.9 14.3 9.8
Old : 15.2 8.3 21.7 14.9 14.4 6.9 19.7 11.8
Other: 21.7 25.2 33.6 33.9 21.5 24.8 31.7 31.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 5,510: 2,423 693 148 1,048 3,678 3,619 4,518: 1,891 992
Old : 5,237: 2,424 562 100 969 3,650 3,492 4,311: 1,745 926
Other: 273: 0 131 48 79 28 127 207: 146 66
: : :
: : Changes in Commitments from: December 18, 2018 :
: -569: -182 -57 -15 -222 -411 -419 -483: -151 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 12.6 2.7 19.0 66.7 65.7 82.0: 34.3 18.0
Old : 100.0: 46.3 10.7 1.9 18.5 69.7 66.7 82.3: 33.3 17.7
Other: 100.0: 0.0 48.1 17.6 29.0 10.2 46.6 75.9: 53.4 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 3 4 10 10 27 15:
Old : 30: 15 3 4 9 10 26 15:
Other: 6: 0 2 2 3 1 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 : 39.7 57.5 50.4 74.4 39.7 56.1 50.4 71.9
Old : 41.8 57.9 53.0 75.1 41.8 57.0 53.0 73.3
Other: 44.8 75.9 46.6 75.9 29.0 58.3 29.0 58.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 801,293: 127,549 122,619 192,300 418,847 386,203 738,696 701,122: 62,598 100,171
Old : 730,884: 129,066 114,157 165,484 380,205 367,586 674,755 647,227: 56,128 83,656
Other: 70,410: 14,582 24,562 10,716 38,642 18,617 63,940 53,895: 6,469 16,515
: : :
: : Changes in Commitments from: December 18, 2018 :
: -75,384: -5,810 6,373 -52,715 -12,679 -26,716 -71,204 -73,059: -4,180 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.3 24.0 52.3 48.2 92.2 87.5: 7.8 12.5
Old : 100.0: 17.7 15.6 22.6 52.0 50.3 92.3 88.6: 7.7 11.4
Other: 100.0: 20.7 34.9 15.2 54.9 26.4 90.8 76.5: 9.2 23.5
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 145 153 200 212 232 467 501:
Old : 598: 151 152 188 207 229 456 492:
Other: 300: 50 71 43 75 146 149 236:
:----------------------------------------------------------------------------------------------------
: 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 12.2 24.6 18.7 15.5 11.1 21.6 15.6
Old : 17.3 13.0 25.1 19.6 15.8 11.9 22.3 17.0
Other: 23.3 28.0 34.4 38.3 22.6 27.7 32.4 35.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 492,960: 96,623 109,264 133,305 227,129 221,456 457,057 464,025: 35,903 28,935
Old : 441,855: 99,106 109,731 110,630 203,699 197,659 413,435 418,020: 28,420 23,835
Other: 51,105: 8,872 10,888 11,320 23,429 23,798 43,621 46,005: 7,483 5,099
: : :
: : Changes in Commitments from: December 18, 2018 :
: -15,166: -2,337 188 -12,258 1,626 -2,023 -12,969 -14,094: -2,197 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.2 27.0 46.1 44.9 92.7 94.1: 7.3 5.9
Old : 100.0: 22.4 24.8 25.0 46.1 44.7 93.6 94.6: 6.4 5.4
Other: 100.0: 17.4 21.3 22.1 45.8 46.6 85.4 90.0: 14.6 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 83 91 121 101 83 261 253:
Old : 329: 92 92 116 100 83 259 248:
Other: 112: 25 27 31 44 22 87 69:
:----------------------------------------------------------------------------------------------------
: 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 22.3 20.5 29.2 9.8 18.4 15.6 23.9
Old : 14.9 21.8 22.1 28.9 12.8 20.2 19.2 26.1
Other: 22.9 39.8 36.9 52.7 15.5 27.7 26.2 36.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,129,456: 94,255 117,460 151,110 725,775 684,199 971,140 952,769: 158,316 176,687
Old : 1,129,456: 94,255 117,460 151,110 725,775 684,199 971,140 952,769: 158,316 176,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -145,195: 6,689 -5,985 -51,252 -97,965 -86,389 -142,529 -143,626: -2,666 -1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.4 13.4 64.3 60.6 86.0 84.4: 14.0 15.6
Old : 100.0: 8.3 10.4 13.4 64.3 60.6 86.0 84.4: 14.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 44 30 52 89 95 151 159:
Old : 189: 44 30 52 89 95 151 159:
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 : 24.7 24.3 33.3 35.4 18.0 18.0 24.3 25.3
Old : 24.7 24.3 33.3 35.4 18.0 18.0 24.3 25.3
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, December 24, 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 : 1,086,934: 81,976 352,872 11,265 842,593 622,698 935,834 986,834: 151,101 100,100
Old : 1,086,934: 81,976 352,872 11,265 842,593 622,698 935,834 986,834: 151,101 100,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -1,700: 10,413 5,916 -5,973 -14,055 -5,798 -9,615 -5,854: 7,915 4,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 32.5 1.0 77.5 57.3 86.1 90.8: 13.9 9.2
Old : 100.0: 7.5 32.5 1.0 77.5 57.3 86.1 90.8: 13.9 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 : 130: 18 23 18 71 63 96 97:
Old : 130: 18 23 18 71 63 96 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 33.5 41.3 48.9 21.1 33.4 33.8 47.0
Old : 27.6 33.5 41.3 48.9 21.1 33.4 33.8 47.0
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 24, 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 : 2,886: 343 1,003 77 2,211 1,425 2,631 2,505: 255 381
Old : 2,886: 343 1,003 77 2,211 1,425 2,631 2,505: 255 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 94: -47 18 8 226 137 187 163: -93 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 34.8 2.7 76.6 49.4 91.2 86.8: 8.8 13.2
Old : 100.0: 11.9 34.8 2.7 76.6 49.4 91.2 86.8: 8.8 13.2
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 : 30: 5 11 3 12 13 19 25:
Old : 30: 5 11 3 12 13 19 25:
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 : 66.0 50.6 79.1 63.8 61.9 43.7 67.1 52.9
Old : 66.0 50.6 79.1 63.8 61.9 43.7 67.1 52.9
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 24, 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 : 462,030: 82,935 59,296 99,192 223,630 264,670 405,757 423,158: 56,273 38,872
Old : 407,504: 87,130 57,960 86,000 182,384 229,149 355,514 373,109: 51,990 34,394
Other: 54,526: 2,551 8,082 6,446 41,246 35,521 50,243 50,049: 4,283 4,477
: : :
: : Changes in Commitments from: December 18, 2018 :
: -8,663: 2,951 -309 -5,863 -5,303 -2,582 -8,215 -8,754: -448 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 12.8 21.5 48.4 57.3 87.8 91.6: 12.2 8.4
Old : 100.0: 21.4 14.2 21.1 44.8 56.2 87.2 91.6: 12.8 8.4
Other: 100.0: 4.7 14.8 11.8 75.6 65.1 92.1 91.8: 7.9 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 78 66 93 111 91 245 214:
Old : 288: 88 68 92 110 87 244 208:
Other: 118: 17 25 27 62 37 96 73:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 27.6 18.0 36.8 8.9 22.4 14.1 29.6
Old : 10.6 28.1 16.8 37.7 9.3 26.1 14.9 33.3
Other: 39.9 44.7 53.0 54.9 30.5 34.4 41.7 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 7,831: 704 2,468 216 5,647 3,889 6,567 6,573: 1,264 1,258
Old : 7,831: 704 2,468 216 5,647 3,889 6,567 6,573: 1,264 1,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -450: -126 181 -357 141 -86 -343 -261: -108 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 31.5 2.8 72.1 49.7 83.9 83.9: 16.1 16.1
Old : 100.0: 9.0 31.5 2.8 72.1 49.7 83.9 83.9: 16.1 16.1
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 : 43: 9 13 6 13 12 24 29:
Old : 43: 9 13 6 13 12 24 29:
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 : 63.3 41.1 72.4 59.7 63.3 39.7 72.4 58.2
Old : 63.3 41.1 72.4 59.7 63.3 39.7 72.4 58.2
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 24, 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 : 2,728,849: 481,766 759,685 97,920 1,994,513 1,719,738 2,574,199 2,577,343: 154,650 151,506
Old : 2,728,849: 481,766 759,685 97,920 1,994,513 1,719,738 2,574,199 2,577,343: 154,650 151,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 74,694: 54,597 5,235 -36,571 67,565 115,726 85,592 84,390: -10,898 -9,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.8 3.6 73.1 63.0 94.3 94.4: 5.7 5.6
Old : 100.0: 17.7 27.8 3.6 73.1 63.0 94.3 94.4: 5.7 5.6
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 : 343: 53 66 39 156 148 233 229:
Old : 343: 53 66 39 156 148 233 229:
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 : 20.3 26.7 31.1 41.3 17.3 26.0 26.6 38.4
Old : 20.3 26.7 31.1 41.3 17.3 26.0 26.6 38.4
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 24, 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 : 4,697,876: 538,665 859,874 662,521 3,035,230 2,713,074 4,236,416 4,235,468: 461,460 462,409
Old : 4,697,876: 538,665 859,874 662,521 3,035,230 2,713,074 4,236,416 4,235,468: 461,460 462,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -541,543: -58,282 22,406 -241,562 -251,406 -313,267 -551,250 -532,423: 9,707 -9,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.3 14.1 64.6 57.8 90.2 90.2: 9.8 9.8
Old : 100.0: 11.5 18.3 14.1 64.6 57.8 90.2 90.2: 9.8 9.8
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 : 418: 85 79 95 200 213 329 343:
Old : 418: 85 79 95 200 213 329 343:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 20.2 29.6 29.2 18.1 18.3 23.9 25.2
Old : 22.7 20.2 29.6 29.2 18.1 18.3 23.9 25.2
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 24, 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 : 697,143: 71,799 122,593 5,078 498,806 411,935 575,683 539,606: 121,460 157,537
Old : 697,143: 71,799 122,593 5,078 498,806 411,935 575,683 539,606: 121,460 157,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -2,308: -14,414 1,855 -71 15,788 -2,026 1,303 -242: -3,611 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.6 0.7 71.6 59.1 82.6 77.4: 17.4 22.6
Old : 100.0: 10.3 17.6 0.7 71.6 59.1 82.6 77.4: 17.4 22.6
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 : 105: 12 15 11 57 55 76 74:
Old : 105: 12 15 11 57 55 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 21.8 41.9 32.3 30.1 21.2 40.2 30.6
Old : 30.9 21.8 41.9 32.3 30.1 21.2 40.2 30.6
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 24, 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 : 4,897,869: 666,644 934,640 332,915 3,562,688 3,256,089 4,562,247 4,523,644: 335,622 374,225
Old : 4,897,869: 666,644 934,640 332,915 3,562,688 3,256,089 4,562,247 4,523,644: 335,622 374,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -246,917: -40,535 -27,785 -84,108 -124,666 -121,360 -249,309 -233,252: 2,391 -13,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 19.1 6.8 72.7 66.5 93.1 92.4: 6.9 7.6
Old : 100.0: 13.6 19.1 6.8 72.7 66.5 93.1 92.4: 6.9 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 : 343: 57 57 63 155 185 240 277:
Old : 343: 57 57 63 155 185 240 277:
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 : 34.9 20.0 47.6 30.6 27.4 18.0 39.0 27.0
Old : 34.9 20.0 47.6 30.6 27.4 18.0 39.0 27.0
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 24, 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 : 2,255,586: 314,284 383,161 516,537 1,365,626 1,284,837 2,196,447 2,184,535: 59,140 71,051
Old : 2,255,586: 314,284 383,161 516,537 1,365,626 1,284,837 2,196,447 2,184,535: 59,140 71,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -25,583: -40,862 29,049 -78,271 76,872 21,630 -42,260 -27,591: 16,677 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.0 22.9 60.5 57.0 97.4 96.8: 2.6 3.2
Old : 100.0: 13.9 17.0 22.9 60.5 57.0 97.4 96.8: 2.6 3.2
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 : 165: 33 47 56 69 78 132 155:
Old : 165: 33 47 56 69 78 132 155:
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 : 25.8 22.7 41.0 35.4 18.8 12.2 27.4 18.5
Old : 25.8 22.7 41.0 35.4 18.8 12.2 27.4 18.5
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 24, 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 : 43,067: 20,889 4,022 1,164 13,129 32,883 35,182 38,068: 7,885 4,999
Old : 43,067: 20,889 4,022 1,164 13,129 32,883 35,182 38,068: 7,885 4,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -7,147: 4,980 -165 -1,849 -9,891 -4,355 -6,760 -6,369: -387 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 9.3 2.7 30.5 76.4 81.7 88.4: 18.3 11.6
Old : 100.0: 48.5 9.3 2.7 30.5 76.4 81.7 88.4: 18.3 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 : 89: 31 14 5 24 29 58 45:
Old : 89: 31 14 5 24 29 58 45:
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 : 38.9 42.9 52.8 57.5 38.4 41.3 52.3 55.8
Old : 38.9 42.9 52.8 57.5 38.4 41.3 52.3 55.8
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 24, 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 : 86,135: 41,778 8,043 2,328 26,258 65,766 70,364 76,137: 15,771 9,998
Old : 86,135: 41,778 8,043 2,328 26,258 65,766 70,364 76,137: 15,771 9,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -14,294: 9,960 -331 -3,697 -19,782 -8,709 -13,520 -12,737: -774 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 9.3 2.7 30.5 76.4 81.7 88.4: 18.3 11.6
Old : 100.0: 48.5 9.3 2.7 30.5 76.4 81.7 88.4: 18.3 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 : 89: 31 14 5 24 29 58 45:
Old : 89: 31 14 5 24 29 58 45:
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 : 38.9 42.9 52.8 57.5 38.4 41.3 52.3 55.8
Old : 38.9 42.9 52.8 57.5 38.4 41.3 52.3 55.8
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 24, 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 : 29,947: 1,836 446 0 26,410 29,287 28,246 29,733: 1,701 214
Old : 29,947: 1,836 446 0 26,410 29,287 28,246 29,733: 1,701 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -14,521: -347 -359 0 -14,455 -13,659 -14,802 -14,018: 281 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.5 0.0 88.2 97.8 94.3 99.3: 5.7 0.7
Old : 100.0: 6.1 1.5 0.0 88.2 97.8 94.3 99.3: 5.7 0.7
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 : 21: 2 1 0 12 10 14 11:
Old : 21: 2 1 0 12 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 81.8 87.6 97.1 67.2 81.8 81.7 92.7
Old : 72.3 81.8 87.6 97.1 67.2 81.8 81.7 92.7
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 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 30,116: 24,407 28,338 269 5,223 1,465 29,899 30,072: 217 44
Old : 30,116: 24,407 28,338 269 5,223 1,465 29,899 30,072: 217 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: -19,139: -3,615 -5,538 -12,693 -2,812 -907 -19,120 -19,138: -19 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 94.1 0.9 17.3 4.9 99.3 99.9: 0.7 0.1
Old : 100.0: 81.0 94.1 0.9 17.3 4.9 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 : 44: 24 15 2 4 3 30 18:
Old : 44: 24 15 2 4 3 30 18:
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 : 46.1 83.0 73.4 93.8 43.8 82.7 69.6 90.9
Old : 46.1 83.0 73.4 93.8 43.8 82.7 69.6 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 27,270: 13,602 11,626 163 13,491 12,229 27,256 24,018: 14 3,252
Old : 27,270: 13,602 11,626 163 13,491 12,229 27,256 24,018: 14 3,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 1,630: -1,740 812 23 3,348 564 1,631 1,399: -1 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 42.6 0.6 49.5 44.8 99.9 88.1: 0.1 11.9
Old : 100.0: 49.9 42.6 0.6 49.5 44.8 99.9 88.1: 0.1 11.9
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 : 37: 6 13 2 4 14 12 27:
Old : 37: 6 13 2 4 14 12 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.4 42.6 99.4 61.9 96.4 42.6 99.1 61.4
Old : 96.4 42.6 99.4 61.9 96.4 42.6 99.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 13,825: 12,141 6,058 12 1,646 5,840 13,799 11,910: 26 1,915
Old : 13,825: 12,141 6,058 12 1,646 5,840 13,799 11,910: 26 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2018 :
: 442: 78 755 -5 369 -8 442 742: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 43.8 0.1 11.9 42.2 99.8 86.1: 0.2 13.9
Old : 100.0: 87.8 43.8 0.1 11.9 42.2 99.8 86.1: 0.2 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 : 27: 4 12 1 2 9 7 21:
Old : 27: 4 12 1 2 9 7 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 : 98.8 50.0 99.8 71.7 98.8 49.9 99.7 71.7
Old : 98.8 50.0 99.8 71.7 98.8 49.9 99.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2019