WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 542,214: 125,494 143,722 176,741 200,218 175,692 502,453 496,155: 39,761 46,059
Old : 375,376: 114,694 127,173 107,344 123,831 111,358 345,869 345,875: 29,507 29,501
Other: 166,838: 40,627 46,376 39,570 76,387 64,335 156,584 150,280: 10,254 16,558
: : :
: : Changes in Commitments from: December 24, 2018 :
: 20,787: -94 14,588 4,883 11,925 1,705 16,713 21,175: 4,074 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 26.5 32.6 36.9 32.4 92.7 91.5: 7.3 8.5
Old : 100.0: 30.6 33.9 28.6 33.0 29.7 92.1 92.1: 7.9 7.9
Other: 100.0: 24.4 27.8 23.7 45.8 38.6 93.9 90.1: 6.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 125 128 146 112 118 323 316:
Old : 387: 130 119 108 105 111 284 289:
Other: 236: 59 67 57 59 89 158 178:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 10.7 20.1 18.9 8.6 8.2 14.7 14.0
Old : 11.9 12.9 20.1 22.0 9.7 11.3 15.8 18.7
Other: 23.8 16.6 37.5 27.5 21.4 13.3 30.2 20.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 17,784: 6,585 500 100 10,521 16,210 17,206 16,810: 578 974
Old : 13,681: 5,335 600 0 7,801 12,257 13,136 12,857: 545 824
Other: 4,103: 1,350 0 0 2,720 3,953 4,070 3,953: 33 150
: : :
: : Changes in Commitments from: December 24, 2018 :
: -30: -40 0 0 12 -42 -29 -42: -2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 2.8 0.6 59.2 91.2 96.8 94.5: 3.2 5.5
Old : 100.0: 39.0 4.4 0.0 57.0 89.6 96.0 94.0: 4.0 6.0
Other: 100.0: 32.9 0.0 0.0 66.3 96.3 99.2 96.3: 0.8 3.7
: : :
:# 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 : 60.9 68.3 79.8 84.8 50.8 61.9 62.6 68.6
Old : 76.3 69.4 89.9 86.4 69.0 63.9 75.4 74.0
Other: 58.5 93.9 87.0 96.3 57.2 86.5 82.1 86.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 315,588: 87,237 85,194 71,979 127,228 137,308 286,444 294,480: 29,144 21,109
Old : 253,679: 88,197 87,315 43,790 98,643 108,658 230,630 239,763: 23,049 13,916
Other: 61,909: 19,715 18,553 7,514 28,586 28,650 55,815 54,717: 6,095 7,193
: : :
: : Changes in Commitments from: December 24, 2018 :
: 7,673: -1,098 5,787 1,557 6,967 932 7,425 8,275: 248 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 27.0 22.8 40.3 43.5 90.8 93.3: 9.2 6.7
Old : 100.0: 34.8 34.4 17.3 38.9 42.8 90.9 94.5: 9.1 5.5
Other: 100.0: 31.8 30.0 12.1 46.2 46.3 90.2 88.4: 9.8 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 84 61 78 94 101 210 213:
Old : 276: 82 63 59 89 91 193 192:
Other: 181: 38 38 25 48 82 101 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 18.7 25.4 26.5 12.1 15.4 18.9 22.5
Old : 17.5 19.8 28.2 28.6 15.0 16.4 23.6 24.9
Other: 20.5 25.1 32.9 36.6 20.5 19.9 31.4 30.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,880,756: 361,349 245,070 495,175 812,247 922,659 1,668,771 1,662,904: 211,986 217,853
Old : 1,589,916: 335,631 288,030 388,889 684,691 746,141 1,409,211 1,423,060: 180,706 166,856
Other: 290,840: 98,484 29,807 33,520 127,556 176,518 259,560 239,844: 31,280 50,997
: : :
: : Changes in Commitments from: December 24, 2018 :
: 23,888: -13,055 24,193 21,147 11,036 -18,004 19,128 27,336: 4,761 -3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 26.3 43.2 49.1 88.7 88.4: 11.3 11.6
Old : 100.0: 21.1 18.1 24.5 43.1 46.9 88.6 89.5: 11.4 10.5
Other: 100.0: 33.9 10.2 11.5 43.9 60.7 89.2 82.5: 10.8 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 823: 199 144 220 356 379 660 660:
Old : 810: 181 166 198 345 369 631 637:
Other: 510: 82 73 61 136 289 246 400:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 8.3 20.0 14.6 10.3 5.8 14.4 9.6
Old : 15.6 8.0 21.8 14.9 14.5 6.8 19.6 11.5
Other: 21.4 25.3 33.2 34.1 21.2 24.9 31.4 31.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 5,327: 2,069 694 277 1,089 3,468 3,435 4,439: 1,892 888
Old : 5,053: 2,061 612 179 1,013 3,440 3,252 4,231: 1,800 822
Other: 274: 57 131 49 76 28 182 208: 92 66
: : :
: : Changes in Commitments from: December 24, 2018 :
: -183: -354 2 129 41 -210 -185 -80: 2 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 13.0 5.2 20.4 65.1 64.5 83.3: 35.5 16.7
Old : 100.0: 40.8 12.1 3.5 20.0 68.1 64.4 83.7: 35.6 16.3
Other: 100.0: 20.7 47.8 17.9 27.8 10.2 66.4 75.9: 33.6 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 13 4 5 10 10 26 16:
Old : 29: 12 5 5 9 10 25 16:
Other: 7: 2 1 3 3 1 6 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 : 40.4 56.6 50.1 72.9 40.4 55.0 48.8 69.7
Old : 42.6 57.0 51.5 73.6 42.6 56.0 51.5 71.1
Other: 61.3 75.9 66.4 75.9 47.5 58.0 48.5 58.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 767,589: 122,314 126,516 190,551 398,387 357,217 711,252 674,285: 56,337 93,304
Old : 695,735: 123,042 116,132 163,959 359,224 338,626 646,226 618,716: 49,510 77,019
Other: 71,853: 14,721 25,834 11,143 39,163 18,591 65,026 55,569: 6,827 16,285
: : :
: : Changes in Commitments from: December 24, 2018 :
: -33,705: -5,235 3,897 -1,749 -20,460 -28,985 -27,444 -26,837: -6,261 -6,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.5 24.8 51.9 46.5 92.7 87.8: 7.3 12.2
Old : 100.0: 17.7 16.7 23.6 51.6 48.7 92.9 88.9: 7.1 11.1
Other: 100.0: 20.5 36.0 15.5 54.5 25.9 90.5 77.3: 9.5 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 136 164 199 204 241 455 516:
Old : 603: 141 161 184 197 237 441 503:
Other: 307: 55 65 48 77 154 153 247:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 12.3 24.7 19.0 16.3 11.1 22.5 15.7
Old : 17.7 13.3 25.8 20.1 16.7 12.0 23.5 17.2
Other: 22.7 27.1 35.1 37.4 21.9 27.0 33.0 34.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 497,575: 99,923 115,044 132,500 229,142 220,528 461,565 468,071: 36,010 29,504
Old : 444,968: 102,836 115,220 109,525 204,204 195,810 416,565 420,555: 28,403 24,413
Other: 52,607: 8,815 11,553 11,246 24,938 24,718 44,999 47,516: 7,607 5,090
: : :
: : Changes in Commitments from: December 24, 2018 :
: 4,615: 3,300 5,780 -805 2,013 -928 4,508 4,046: 107 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.1 26.6 46.1 44.3 92.8 94.1: 7.2 5.9
Old : 100.0: 23.1 25.9 24.6 45.9 44.0 93.6 94.5: 6.4 5.5
Other: 100.0: 16.8 22.0 21.4 47.4 47.0 85.5 90.3: 14.5 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 90 90 118 96 83 258 251:
Old : 331: 97 97 109 95 83 254 244:
Other: 115: 25 29 28 44 23 86 70:
:----------------------------------------------------------------------------------------------------
: 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 22.5 20.6 29.3 10.0 18.7 15.7 24.3
Old : 14.8 22.0 22.0 28.9 12.8 20.5 19.3 26.5
Other: 22.0 39.7 36.1 52.7 15.2 27.6 26.6 36.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,137,410: 94,076 117,038 158,838 719,427 687,539 972,341 963,414: 165,070 173,996
Old : 1,137,410: 94,076 117,038 158,838 719,427 687,539 972,341 963,414: 165,070 173,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 7,954: -180 -423 7,728 -6,348 3,339 1,201 10,645: 6,753 -2,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 10.3 14.0 63.3 60.4 85.5 84.7: 14.5 15.3
Old : 100.0: 8.3 10.3 14.0 63.3 60.4 85.5 84.7: 14.5 15.3
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 : 189: 38 38 51 88 95 150 160:
Old : 189: 38 38 51 88 95 150 160:
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 : 25.0 24.5 33.7 35.6 18.9 17.8 24.7 24.7
Old : 25.0 24.5 33.7 35.6 18.9 17.8 24.7 24.7
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 31, 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 : 1,091,244: 90,192 350,638 13,181 830,571 633,733 933,944 997,552: 157,300 93,692
Old : 1,091,244: 90,192 350,638 13,181 830,571 633,733 933,944 997,552: 157,300 93,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 4,309: 8,216 -2,234 1,916 -12,022 11,035 -1,890 10,717: 6,199 -6,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 32.1 1.2 76.1 58.1 85.6 91.4: 14.4 8.6
Old : 100.0: 8.3 32.1 1.2 76.1 58.1 85.6 91.4: 14.4 8.6
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 : 132: 19 22 21 73 65 101 99:
Old : 132: 19 22 21 73 65 101 99:
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 : 27.3 34.0 41.0 49.2 21.4 33.9 33.6 47.5
Old : 27.3 34.0 41.0 49.2 21.4 33.9 33.6 47.5
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 31, 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 : 2,817: 238 979 59 2,314 1,376 2,611 2,414: 206 403
Old : 2,817: 238 979 59 2,314 1,376 2,611 2,414: 206 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: -69: -105 -24 -18 103 -49 -20 -91: -49 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 34.8 2.1 82.1 48.8 92.7 85.7: 7.3 14.3
Old : 100.0: 8.4 34.8 2.1 82.1 48.8 92.7 85.7: 7.3 14.3
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 : 28: 5 11 2 10 11 17 22:
Old : 28: 5 11 2 10 11 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 51.4 82.6 66.8 66.4 43.6 70.7 53.0
Old : 72.1 51.4 82.6 66.8 66.4 43.6 70.7 53.0
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 31, 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 : 453,318: 83,088 52,275 100,107 214,932 262,256 398,127 414,638: 55,191 38,680
Old : 398,456: 86,826 51,270 86,542 174,721 226,773 348,090 364,585: 50,366 33,871
Other: 54,863: 3,005 7,748 6,822 40,211 35,483 50,038 50,054: 4,825 4,809
: : :
: : Changes in Commitments from: December 24, 2018 :
: -8,712: 153 -7,021 915 -8,698 -2,414 -7,630 -8,520: -1,082 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 11.5 22.1 47.4 57.9 87.8 91.5: 12.2 8.5
Old : 100.0: 21.8 12.9 21.7 43.8 56.9 87.4 91.5: 12.6 8.5
Other: 100.0: 5.5 14.1 12.4 73.3 64.7 91.2 91.2: 8.8 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 78 61 101 103 87 244 208:
Old : 280: 92 60 100 102 82 243 201:
Other: 115: 14 29 29 60 34 95 72:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 28.8 18.3 38.2 9.4 23.4 14.7 31.0
Old : 10.7 29.5 17.1 39.3 9.5 27.3 15.2 34.6
Other: 39.4 44.9 52.1 55.4 30.1 35.2 40.9 43.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 7,537: 770 3,062 190 5,368 3,037 6,328 6,288: 1,209 1,249
Old : 7,535: 769 3,062 190 5,368 3,037 6,327 6,288: 1,208 1,247
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: December 24, 2018 :
: -294: 67 594 -27 -279 -852 -239 -285: -56 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.6 2.5 71.2 40.3 84.0 83.4: 16.0 16.6
Old : 100.0: 10.2 40.6 2.5 71.2 40.3 84.0 83.5: 16.0 16.5
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 15 6 15 11 26 29:
Old : 46: 8 15 6 15 11 26 29:
Other: 1: 1 0 0 0 0 1 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 39.6 68.8 56.8 58.8 38.0 68.8 55.1
Old : 58.8 39.6 68.8 56.8 58.8 38.0 68.8 55.1
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 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 31, 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 : 2,791,536: 523,009 766,338 113,863 1,996,485 1,772,604 2,633,357 2,652,805: 158,179 138,731
Old : 2,791,536: 523,009 766,338 113,863 1,996,485 1,772,604 2,633,357 2,652,805: 158,179 138,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 62,687: 41,243 6,653 15,943 1,972 52,866 59,158 75,462: 3,529 -12,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 27.5 4.1 71.5 63.5 94.3 95.0: 5.7 5.0
Old : 100.0: 18.7 27.5 4.1 71.5 63.5 94.3 95.0: 5.7 5.0
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 : 341: 54 65 41 155 149 231 233:
Old : 341: 54 65 41 155 149 231 233:
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 27.3 31.0 42.0 17.5 26.5 26.4 39.2
Old : 20.3 27.3 31.0 42.0 17.5 26.5 26.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 4,902,587: 607,791 885,501 729,314 3,121,413 2,831,105 4,458,518 4,445,920: 444,069 456,667
Old : 4,902,587: 607,791 885,501 729,314 3,121,413 2,831,105 4,458,518 4,445,920: 444,069 456,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 204,711: 69,126 25,627 66,793 86,183 118,031 222,102 210,452: -17,391 -5,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.1 14.9 63.7 57.7 90.9 90.7: 9.1 9.3
Old : 100.0: 12.4 18.1 14.9 63.7 57.7 90.9 90.7: 9.1 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 : 439: 88 80 97 210 229 343 361:
Old : 439: 88 80 97 210 229 343 361:
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 : 21.9 19.4 28.8 28.1 17.3 17.5 23.0 24.8
Old : 21.9 19.4 28.8 28.1 17.3 17.5 23.0 24.8
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 31, 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 : 711,435: 79,079 129,349 5,049 506,162 425,985 590,290 560,383: 121,145 151,052
Old : 711,435: 79,079 129,349 5,049 506,162 425,985 590,290 560,383: 121,145 151,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 14,293: 7,280 6,756 -29 7,357 14,050 14,608 20,777: -315 -6,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.2 0.7 71.1 59.9 83.0 78.8: 17.0 21.2
Old : 100.0: 11.1 18.2 0.7 71.1 59.9 83.0 78.8: 17.0 21.2
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 : 109: 13 16 11 58 58 78 78:
Old : 109: 13 16 11 58 58 78 78:
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 : 30.2 23.1 41.2 33.5 29.2 22.5 39.4 32.1
Old : 30.2 23.1 41.2 33.5 29.2 22.5 39.4 32.1
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 31, 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 : 5,036,733: 734,957 991,643 337,190 3,637,533 3,330,335 4,709,679 4,659,168: 327,054 377,566
Old : 5,036,733: 734,957 991,643 337,190 3,637,533 3,330,335 4,709,679 4,659,168: 327,054 377,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 138,864: 68,313 57,003 4,275 74,844 74,246 147,432 135,524: -8,568 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.7 6.7 72.2 66.1 93.5 92.5: 6.5 7.5
Old : 100.0: 14.6 19.7 6.7 72.2 66.1 93.5 92.5: 6.5 7.5
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 : 354: 58 67 64 160 183 252 280:
Old : 354: 58 67 64 160 183 252 280:
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 : 34.8 21.0 46.8 31.7 26.9 19.1 38.1 28.1
Old : 34.8 21.0 46.8 31.7 26.9 19.1 38.1 28.1
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 31, 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 : 2,282,760: 340,937 397,581 524,255 1,369,341 1,302,271 2,234,534 2,224,107: 48,227 58,653
Old : 2,282,760: 340,937 397,581 524,255 1,369,341 1,302,271 2,234,534 2,224,107: 48,227 58,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 27,174: 26,654 14,420 7,718 3,715 17,434 38,087 39,572: -10,913 -12,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.4 23.0 60.0 57.0 97.9 97.4: 2.1 2.6
Old : 100.0: 14.9 17.4 23.0 60.0 57.0 97.9 97.4: 2.1 2.6
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 : 174: 30 53 54 72 83 133 164:
Old : 174: 30 53 54 72 83 133 164:
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 : 27.7 22.7 42.4 36.2 19.9 12.6 28.5 19.0
Old : 27.7 22.7 42.4 36.2 19.9 12.6 28.5 19.0
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 31, 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 : 38,140: 17,348 4,005 950 14,575 26,570 32,872 31,524: 5,268 6,615
Old : 38,140: 17,348 4,005 950 14,575 26,570 32,872 31,524: 5,268 6,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: -4,927: -3,542 -17 -214 1,446 -6,313 -2,310 -6,544: -2,618 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 10.5 2.5 38.2 69.7 86.2 82.7: 13.8 17.3
Old : 100.0: 45.5 10.5 2.5 38.2 69.7 86.2 82.7: 13.8 17.3
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 : 82: 24 17 8 26 23 56 42:
Old : 82: 24 17 8 26 23 56 42:
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 : 42.8 44.8 56.2 58.9 42.2 42.2 55.7 56.4
Old : 42.8 44.8 56.2 58.9 42.2 42.2 55.7 56.4
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, December 31, 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 : 76,280: 34,695 8,010 1,900 29,150 53,139 65,744 63,049: 10,535 13,231
Old : 76,280: 34,695 8,010 1,900 29,150 53,139 65,744 63,049: 10,535 13,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: -9,855: -7,083 -33 -428 2,892 -12,627 -4,619 -13,088: -5,235 3,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 10.5 2.5 38.2 69.7 86.2 82.7: 13.8 17.3
Old : 100.0: 45.5 10.5 2.5 38.2 69.7 86.2 82.7: 13.8 17.3
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 : 82: 24 17 8 26 23 56 42:
Old : 82: 24 17 8 26 23 56 42:
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 : 42.8 44.8 56.2 58.9 42.2 42.2 55.7 56.4
Old : 42.8 44.8 56.2 58.9 42.2 42.2 55.7 56.4
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, December 31, 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 : 32,388: 2,669 446 0 28,492 31,186 31,161 31,632: 1,227 756
Old : 32,388: 2,669 446 0 28,492 31,186 31,161 31,632: 1,227 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 2,441: 833 0 0 2,082 1,899 2,915 1,899: -474 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.4 0.0 88.0 96.3 96.2 97.7: 3.8 2.3
Old : 100.0: 8.2 1.4 0.0 88.0 96.3 96.2 97.7: 3.8 2.3
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 : 23: 2 1 0 13 11 15 12:
Old : 23: 2 1 0 13 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 78.9 88.4 94.1 66.8 78.9 82.9 89.6
Old : 71.6 78.9 88.4 94.1 66.8 78.9 82.9 89.6
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 31, 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 : 32,552: 28,520 30,731 281 3,548 1,465 32,349 32,477: 203 75
Old : 32,552: 28,520 30,731 281 3,548 1,465 32,349 32,477: 203 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 2,436: 4,113 2,393 12 -1,675 0 2,450 2,405: -14 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 94.4 0.9 10.9 4.5 99.4 99.8: 0.6 0.2
Old : 100.0: 87.6 94.4 0.9 10.9 4.5 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 : 43: 23 15 2 4 3 29 18:
Old : 43: 23 15 2 4 3 29 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 : 58.1 83.6 79.3 93.6 58.1 83.3 78.2 90.9
Old : 58.1 83.6 79.3 93.6 58.1 83.3 78.2 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 31, 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 : 27,553: 13,620 12,025 163 13,747 11,972 27,530 24,160: 23 3,393
Old : 27,553: 13,620 12,025 163 13,747 11,972 27,530 24,160: 23 3,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 283: 18 399 0 256 -257 274 142: 9 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 43.6 0.6 49.9 43.5 99.9 87.7: 0.1 12.3
Old : 100.0: 49.4 43.6 0.6 49.9 43.5 99.9 87.7: 0.1 12.3
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 : 35: 5 13 2 4 13 11 26:
Old : 35: 5 13 2 4 13 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 : 96.5 42.2 99.4 62.8 96.5 42.2 99.1 62.3
Old : 96.5 42.2 99.4 62.8 96.5 42.2 99.1 62.3
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 31, 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 : 15,646: 13,525 7,975 12 2,094 5,817 15,631 13,804: 15 1,842
Old : 15,646: 13,525 7,975 12 2,094 5,817 15,631 13,804: 15 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2018 :
: 1,821: 1,384 1,917 0 448 -23 1,832 1,894: -11 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 51.0 0.1 13.4 37.2 99.9 88.2: 0.1 11.8
Old : 100.0: 86.4 51.0 0.1 13.4 37.2 99.9 88.2: 0.1 11.8
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 : 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 52.0 99.9 75.5 98.8 51.9 99.8 75.4
Old : 98.8 52.0 99.9 75.5 98.8 51.9 99.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2019