WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,504 COMMITMENTS 149,036 131,040 242,119 225,105 231,650 616,260 604,809 36,244 47,696 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 46,950) 147 -9,510 33,830 9,485 19,160 43,462 43,480 3,487 3,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 20.1 37.1 34.5 35.5 94.4 92.7 5.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 134 145 164 111 126 351 346 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 17,600 COMMITMENTS 7,060 600 200 10,190 16,590 17,450 17,390 150 210 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,960) 1,810 -100 0 1,100 3,210 2,910 3,110 50 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 3.4 1.1 57.9 94.3 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 1 8 12 13 15 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 294,034 COMMITMENTS 89,041 30,486 72,863 108,799 164,697 270,703 268,046 23,330 25,987 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 9,919) 857 -2,143 2,422 5,572 9,677 8,851 9,955 1,068 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 10.4 24.8 37.0 56.0 92.1 91.2 7.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 95 46 85 79 94 214 197 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,488,853 COMMITMENTS 559,423 225,261 738,707 959,269 1226973 2257399 2190941 231,454 297,912 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 82,692) 14,191 8,852 47,243 13,749 23,067 75,183 79,163 7,508 3,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 9.1 29.7 38.5 49.3 90.7 88.0 9.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 993) 284 175 293 399 445 816 803 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,469 COMMITMENTS 1,264 1,391 119 1,169 1,862 2,552 3,372 2,917 2,097 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -328) 9 -172 -70 -251 -89 -312 -331 -16 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 25.4 2.2 21.4 34.0 46.7 61.7 53.3 38.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 11 2 10 6 17 18 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,094,121 COMMITMENTS 213,492 85,669 267,377 551,111 621,603 1031980 974,650 62,141 119,471 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 24,967) -18,708 -2,035 11,201 29,136 17,165 21,629 26,331 3,338 -1,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 7.8 24.4 50.4 56.8 94.3 89.1 5.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 237 158 266 229 272 587 589 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 30,828 COMMITMENTS 15,131 3,895 591 626 7,864 16,348 12,350 14,480 18,478 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -25) -24 80 12 -3 49 -15 141 -10 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 12.6 1.9 2.0 25.5 53.0 40.1 47.0 59.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 10 3 1 16 5 29 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 542,209 COMMITMENTS 133,377 136,289 138,570 228,913 236,360 500,860 511,219 41,349 30,990 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 5,832) -1,113 -11,569 6,269 -658 12,339 4,498 7,039 1,334 -1,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 25.1 25.6 42.2 43.6 92.4 94.3 7.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 98 110 137 96 85 285 281 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,137,172 COMMITMENTS 146,187 147,819 168,962 674,963 598,442 990,111 915,223 147,061 221,949 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 32,910) 3,701 19,507 10,470 24,287 616 38,457 30,593 -5,547 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 13.0 14.9 59.4 52.6 87.1 80.5 12.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 47 33 53 102 103 169 170 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,453 COMMITMENTS 80,296 275,245 21,924 820,487 623,045 922,707 920,214 129,746 132,239 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 15,739) -3,046 3,554 4,404 15,255 -3,854 16,613 4,104 -874 11,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 26.2 2.1 78.0 59.2 87.7 87.4 12.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 16 20 22 75 70 103 100 CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,881 COMMITMENTS 405 343 440 690 881 1,535 1,664 346 217 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 52) -418 47 134 288 -88 4 93 48 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 18.2 23.4 36.7 46.8 81.6 88.5 18.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 4 8 8 16 15 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 584,648 COMMITMENTS 168,244 25,354 133,233 230,149 392,555 531,626 551,142 53,022 33,506 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -3,964) -6,547 1,756 997 -1,420 -7,230 -6,970 -4,478 3,006 514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 4.3 22.8 39.4 67.1 90.9 94.3 9.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 134 49 114 109 110 290 244 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,066 COMMITMENTS 1,213 1,402 1,447 4,355 5,002 7,015 7,851 2,051 1,215 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 161) 74 682 144 104 -808 323 18 -161 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 15.5 16.0 48.0 55.2 77.4 86.6 22.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 13 15 16 13 39 36 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,373,411 COMMITMENTS 470,746 466,772 206,198 1547867 1499210 2224811 2172180 148,600 201,231 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 37,171) 7,989 -26,934 -22,566 38,725 70,762 24,147 21,261 13,024 15,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 19.7 8.7 65.2 63.2 93.7 91.5 6.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 55 81 52 148 149 236 250 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,993,705 COMMITMENTS 681,782 1041592 794,065 3137937 2501200 4613783 4336857 379,922 656,849 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 168,440) -4,907 -20,399 87,461 127,663 111,260 210,217 178,322 -41,776 -9,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 20.9 15.9 62.8 50.1 92.4 86.8 7.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462) 76 115 113 218 230 354 399 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 558,775 COMMITMENTS 59,111 54,592 2,913 383,832 312,833 445,856 370,338 112,919 188,437 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 10,807) -11,601 -23,720 -1,557 12,738 21,258 -420 -4,019 11,227 14,826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 9.8 0.5 68.7 56.0 79.8 66.3 20.2 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 13 10 7 52 58 68 72 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,323,772 COMMITMENTS 502,948 1109773 486,600 3037185 2259762 4026733 3856135 297,039 467,636 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 64,065) -12,043 -22,613 52,415 16,788 20,357 57,161 50,159 6,904 13,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 25.7 11.3 70.2 52.3 93.1 89.2 6.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 58 84 71 164 178 264 293 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,200,263 COMMITMENTS 304,186 224,651 610,767 1251169 1304954 2166122 2140372 34,141 59,891 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -6,978) 16,158 3,443 -255 -23,350 -13,664 -7,447 -10,475 469 3,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 10.2 27.8 56.9 59.3 98.4 97.3 1.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 38 43 59 59 69 130 144 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 52,736 COMMITMENTS 15,875 8,854 1,556 26,022 35,473 43,453 45,884 9,283 6,852 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 275) -211 -2,249 527 -407 2,182 -92 460 367 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 16.8 3.0 49.3 67.3 82.4 87.0 17.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 37 19 11 29 29 71 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 105,471 COMMITMENTS 31,749 17,709 3,113 52,044 70,947 86,906 91,768 18,565 13,703 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 551) -423 -4,498 1,053 -814 4,365 -183 920 734 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 16.8 3.0 49.3 67.3 82.4 87.0 17.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 37 19 11 29 29 71 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 23,012 COMMITMENTS 210 239 0 21,456 22,023 21,666 22,262 1,346 750 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.0 0.0 93.2 95.7 94.2 96.7 5.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 8 11 9 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 78,801 COMMITMENTS 68,560 76,873 295 9,727 1,633 78,582 78,801 219 0 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 4,915) 4,861 4,871 44 -7 0 4,898 4,915 17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.0 97.6 0.4 12.3 2.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 35 8 2 3 1 39 10 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,672 COMMITMENTS 2,599 9,255 264 26,762 20,041 29,625 29,560 47 112 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 329) 556 1,015 0 -250 -691 306 324 23 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 31.2 0.9 90.2 67.5 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 17 1 8 19 15 36 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,573 COMMITMENTS 18,111 8,931 0 1,391 10,594 19,502 19,525 71 48 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 636) 628 2,435 0 -40 -1,775 588 660 48 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 92.5 45.6 0.0 7.1 54.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 15 0 3 13 9 28
Updated May 25, 2018