WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 478,153: 139,708 191,315 122,876 170,124 115,828 432,708 430,019: 45,445 48,134 Old : 242,486: 122,506 150,469 18,711 79,770 51,290 220,987 220,470: 21,499 22,016 Other: 235,667: 75,425 99,069 45,942 90,354 64,538 211,721 209,549: 23,946 26,118 : : : : : Changes in Commitments from: February 26, 2019 : : 19,593: 8,969 16,913 13,132 -3,888 -6,898 18,213 23,147: 1,380 -3,554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 40.0 25.7 35.6 24.2 90.5 89.9: 9.5 10.1 Old : 100.0: 50.5 62.1 7.7 32.9 21.2 91.1 90.9: 8.9 9.1 Other: 100.0: 32.0 42.0 19.5 38.3 27.4 89.8 88.9: 10.2 11.1 : : : :# Traders : Number of Traders in Each Category : All : 413: 136 139 127 100 97 303 305: Old : 360: 116 126 30 65 63 195 205: Other: 293: 97 80 75 77 82 211 210: :---------------------------------------------------------------------------------------------------- : 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 10.9 20.1 18.8 8.8 8.5 15.1 14.5 Old : 17.2 13.5 29.7 24.1 17.2 13.5 28.0 23.5 Other: 15.4 17.2 24.4 26.4 11.7 13.2 18.8 20.2 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Metric Tons : : : : All : 12,545: 4,548 650 750 6,996 11,045 12,294 12,445: 251 100 Old : 5,650: 3,098 400 0 2,432 5,150 5,530 5,550: 120 100 Other: 6,895: 1,550 350 650 4,564 5,895 6,764 6,895: 131 0 : : : : : Changes in Commitments from: February 26, 2019 : : -1,375: 1,050 0 0 -2,225 -1,315 -1,175 -1,315: -200 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 5.2 6.0 55.8 88.0 98.0 99.2: 2.0 0.8 Old : 100.0: 54.8 7.1 0.0 43.0 91.2 97.9 98.2: 2.1 1.8 Other: 100.0: 22.5 5.1 9.4 66.2 85.5 98.1 100.0: 1.9 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 3 2 15 10 22 14: Old : 15: 3 1 0 8 5 11 6: Other: 22: 5 2 1 11 9 16 12: :---------------------------------------------------------------------------------------------------- : 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 : 53.6 75.0 71.4 90.7 47.4 60.7 60.9 70.4 Old : 77.5 87.6 93.5 98.2 75.5 79.5 88.0 90.1 Other: 54.1 75.4 79.3 92.5 40.3 51.8 56.6 64.5 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 297,996: 90,894 117,133 56,056 118,057 105,221 265,007 278,410: 32,989 19,586 Old : 161,045: 72,251 86,128 8,395 61,952 57,404 142,598 151,927: 18,447 9,118 Other: 136,951: 49,247 61,609 17,057 56,105 47,817 122,409 126,483: 14,542 10,468 : : : : : Changes in Commitments from: February 26, 2019 : : 7,743: 6,575 5,743 4,855 -3,120 -2,037 8,310 8,561: -567 -818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 39.3 18.8 39.6 35.3 88.9 93.4: 11.1 6.6 Old : 100.0: 44.9 53.5 5.2 38.5 35.6 88.5 94.3: 11.5 5.7 Other: 100.0: 36.0 45.0 12.5 41.0 34.9 89.4 92.4: 10.6 7.6 : : : :# Traders : Number of Traders in Each Category : All : 275: 85 62 67 92 76 207 180: Old : 253: 77 58 21 73 51 161 119: Other: 205: 55 44 32 66 71 139 132: :---------------------------------------------------------------------------------------------------- : 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 : 15.8 18.5 25.0 30.8 11.5 17.6 18.5 28.0 Old : 21.5 25.7 31.9 41.1 21.5 25.5 31.9 40.4 Other: 19.8 22.5 29.9 37.3 15.5 21.7 25.0 33.1 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,667,797: 409,773 456,090 359,576 696,980 672,841 1,466,329 1,488,507: 201,468 179,290 Old : 1,308,954: 403,432 525,456 191,345 551,922 469,925 1,146,699 1,186,726: 162,255 122,228 Other: 358,843: 158,048 82,341 16,524 145,058 202,916 319,630 301,781: 39,213 57,062 : : : : : Changes in Commitments from: February 26, 2019 : : 5,973: 17,917 79,177 -2,676 -10,723 -62,110 4,518 14,391: 1,455 -8,418 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 27.3 21.6 41.8 40.3 87.9 89.2: 12.1 10.8 Old : 100.0: 30.8 40.1 14.6 42.2 35.9 87.6 90.7: 12.4 9.3 Other: 100.0: 44.0 22.9 4.6 40.4 56.5 89.1 84.1: 10.9 15.9 : : : :# Traders : Number of Traders in Each Category : All : 811: 188 168 183 303 331 592 604: Old : 786: 181 179 136 287 297 542 541: Other: 532: 102 82 53 116 278 239 399: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.2 8.0 17.1 14.5 7.6 6.4 11.4 11.0 Old : 12.0 8.5 18.7 15.5 11.7 7.9 17.7 14.0 Other: 21.8 26.9 34.5 36.0 21.1 22.1 31.9 31.0 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 4,338: 1,659 603 174 1,039 2,493 2,872 3,270: 1,466 1,068 Old : 3,544: 1,623 558 0 757 2,275 2,380 2,833: 1,164 711 Other: 794: 57 66 153 282 218 492 437: 302 357 : : : : : Changes in Commitments from: February 26, 2019 : : -302: -242 94 -16 22 -493 -236 -415: -66 113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 13.9 4.0 24.0 57.5 66.2 75.4: 33.8 24.6 Old : 100.0: 45.8 15.7 0.0 21.4 64.2 67.2 79.9: 32.8 20.1 Other: 100.0: 7.2 8.3 19.3 35.5 27.5 62.0 55.0: 38.0 45.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 8 3 3 8 6 18 10: Old : 21: 8 3 0 6 5 14 8: Other: 11: 2 2 2 6 4 10 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 : 45.8 58.7 56.5 72.8 45.8 55.8 54.8 68.0 Old : 53.4 66.7 64.0 79.9 53.4 66.7 64.0 79.9 Other: 41.6 50.8 59.2 55.0 34.1 27.3 35.1 28.2 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 658,689: 123,079 154,010 147,262 341,103 272,612 611,444 573,884: 47,245 84,805 Old : 521,266: 128,399 147,639 95,651 258,708 217,990 482,758 461,280: 38,508 59,986 Other: 137,423: 32,789 44,480 13,502 82,395 54,622 128,686 112,604: 8,737 24,819 : : : : : Changes in Commitments from: February 26, 2019 : : 7,715: 123 8,082 18,301 -10,375 -14,850 8,049 11,533: -334 -3,818 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 23.4 22.4 51.8 41.4 92.8 87.1: 7.2 12.9 Old : 100.0: 24.6 28.3 18.3 49.6 41.8 92.6 88.5: 7.4 11.5 Other: 100.0: 23.9 32.4 9.8 60.0 39.7 93.6 81.9: 6.4 18.1 : : : :# Traders : Number of Traders in Each Category : All : 596: 125 167 160 153 232 388 476: Old : 577: 141 157 116 137 205 343 422: Other: 382: 52 109 55 74 184 169 313: :---------------------------------------------------------------------------------------------------- : 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 : 19.2 12.7 27.6 19.1 17.9 11.9 25.1 17.0 Old : 17.6 15.5 26.8 23.1 17.5 14.5 24.8 20.0 Other: 31.8 16.4 43.6 25.9 27.5 14.4 39.3 23.5 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 492,337: 118,085 74,797 139,503 200,849 250,272 458,437 464,572: 33,900 27,765 Old : 397,035: 115,594 80,060 103,429 154,130 192,930 373,153 376,419: 23,882 20,616 Other: 95,302: 25,361 17,607 13,204 46,719 57,342 85,284 88,153: 10,018 7,149 : : : : : Changes in Commitments from: February 26, 2019 : : 1,516: 864 2,138 4,719 329 -3,328 5,912 3,529: -4,396 -2,013 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 15.2 28.3 40.8 50.8 93.1 94.4: 6.9 5.6 Old : 100.0: 29.1 20.2 26.1 38.8 48.6 94.0 94.8: 6.0 5.2 Other: 100.0: 26.6 18.5 13.9 49.0 60.2 89.5 92.5: 10.5 7.5 : : : :# Traders : Number of Traders in Each Category : All : 342: 104 89 126 81 79 269 246: Old : 336: 111 92 114 78 75 256 234: Other: 153: 37 41 30 48 29 108 86: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 10.7 25.4 17.6 32.7 10.2 22.9 15.6 28.9 Old : 11.6 23.4 19.4 31.4 11.5 21.9 18.7 29.4 Other: 15.4 43.9 27.6 56.9 14.3 41.0 24.8 50.6 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 963,855: 128,531 158,768 41,043 628,471 606,007 798,045 805,818: 165,810 158,037 Old : 963,855: 128,531 158,768 41,043 628,471 606,007 798,045 805,818: 165,810 158,037 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -177,980: -20,672 -25,137 -87,182 -34,286 -45,958 -142,140 -158,277: -35,840 -19,703 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 16.5 4.3 65.2 62.9 82.8 83.6: 17.2 16.4 Old : 100.0: 13.3 16.5 4.3 65.2 62.9 82.8 83.6: 17.2 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 183: 41 29 19 75 87 122 129: Old : 183: 41 29 19 75 87 122 129: 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 : 25.1 29.9 36.0 42.9 21.1 26.4 28.7 35.2 Old : 25.1 29.9 36.0 42.9 21.1 26.4 28.7 35.2 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,132,104: 111,747 414,580 25,375 833,676 596,213 970,798 1,036,168: 161,306 95,936 Old : 1,132,104: 111,747 414,580 25,375 833,676 596,213 970,798 1,036,168: 161,306 95,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -67,490: -493 -16,797 -12,406 -4,296 -13,050 -17,195 -42,253: -50,295 -25,237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 36.6 2.2 73.6 52.7 85.8 91.5: 14.2 8.5 Old : 100.0: 9.9 36.6 2.2 73.6 52.7 85.8 91.5: 14.2 8.5 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 : 132: 21 16 19 80 68 108 96: Old : 132: 21 16 19 80 68 108 96: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 35.7 40.4 52.1 23.0 34.9 32.2 48.8 Old : 29.7 35.7 40.4 52.1 23.0 34.9 32.2 48.8 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 1,439: 254 426 42 850 652 1,146 1,120: 293 319 Old : 1,439: 254 426 42 850 652 1,146 1,120: 293 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -251: 74 -170 28 -354 -126 -252 -268: 1 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 29.6 2.9 59.1 45.3 79.6 77.8: 20.4 22.2 Old : 100.0: 17.7 29.6 2.9 59.1 45.3 79.6 77.8: 20.4 22.2 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 : 23: 8 4 2 8 8 16 14: Old : 23: 8 4 2 8 8 16 14: 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 : 47.0 46.0 62.4 65.3 27.2 38.2 37.5 47.7 Old : 47.0 46.0 62.4 65.3 27.2 38.2 37.5 47.7 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 445,351: 90,986 103,997 82,363 227,698 224,274 401,047 410,634: 44,304 34,717 Old : 353,266: 92,841 107,952 52,707 169,543 164,968 315,091 325,627: 38,175 27,639 Other: 92,085: 15,212 13,112 12,589 58,155 59,306 85,956 85,007: 6,129 7,078 : : : : : Changes in Commitments from: February 26, 2019 : : -3,784: 9,074 -615 -4,297 -4,963 5,235 -186 323: -3,598 -4,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 23.4 18.5 51.1 50.4 90.1 92.2: 9.9 7.8 Old : 100.0: 26.3 30.6 14.9 48.0 46.7 89.2 92.2: 10.8 7.8 Other: 100.0: 16.5 14.2 13.7 63.2 64.4 93.3 92.3: 6.7 7.7 : : : :# Traders : Number of Traders in Each Category : All : 302: 75 86 82 109 86 241 208: Old : 301: 80 89 72 106 79 232 196: Other: 154: 38 34 25 63 39 114 86: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 20.8 21.3 30.1 11.3 17.6 17.2 23.7 Old : 13.4 21.0 20.6 28.5 12.9 20.0 20.1 26.1 Other: 32.2 36.4 43.6 52.4 25.4 31.5 33.0 42.6 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 8,242: 924 4,924 32 5,734 2,122 6,690 7,078: 1,552 1,164 Old : 8,221: 927 4,917 28 5,724 2,121 6,679 7,066: 1,542 1,155 Other: 21: 0 10 1 10 1 11 12: 10 9 : : : : : Changes in Commitments from: February 26, 2019 : : -408: -97 15 10 -151 -266 -238 -241: -170 -167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 59.7 0.4 69.6 25.7 81.2 85.9: 18.8 14.1 Old : 100.0: 11.3 59.8 0.3 69.6 25.8 81.2 86.0: 18.8 14.0 Other: 100.0: 0.0 47.6 4.8 47.6 4.8 52.4 57.1: 47.6 42.9 : : : :# Traders : Number of Traders in Each Category : All : 53: 14 18 4 14 8 30 28: Old : 53: 14 18 3 14 8 30 27: Other: 4: 0 2 1 1 1 2 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 : 59.2 37.4 67.7 59.1 59.2 37.4 67.6 59.1 Old : 59.3 37.5 67.8 59.2 59.3 37.5 67.6 59.2 Other: 52.4 57.1 52.4 57.1 47.6 52.4 47.6 52.4 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 2,926,538: 708,166 888,228 73,871 1,943,777 1,843,906 2,725,814 2,806,005: 200,724 120,533 Old : 2,926,538: 708,166 888,228 73,871 1,943,777 1,843,906 2,725,814 2,806,005: 200,724 120,533 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -180,484: 2,971 38,286 -67,529 -93,502 -108,917 -158,060 -138,160: -22,424 -42,324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 30.4 2.5 66.4 63.0 93.1 95.9: 6.9 4.1 Old : 100.0: 24.2 30.4 2.5 66.4 63.0 93.1 95.9: 6.9 4.1 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 : 320: 65 49 39 153 134 238 202: Old : 320: 65 49 39 153 134 238 202: 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 : 21.0 31.2 32.1 46.1 20.7 30.2 30.7 44.1 Old : 21.0 31.2 32.1 46.1 20.7 30.2 30.7 44.1 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 3,781,543: 554,481 787,857 264,432 2,542,126 2,340,014 3,361,039 3,392,303: 420,504 389,240 Old : 3,781,543: 554,481 787,857 264,432 2,542,126 2,340,014 3,361,039 3,392,303: 420,504 389,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -448,081: -107,881 -108,500 -43,182 -213,135 -237,202 -364,198 -388,884: -83,883 -59,197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 20.8 7.0 67.2 61.9 88.9 89.7: 11.1 10.3 Old : 100.0: 14.7 20.8 7.0 67.2 61.9 88.9 89.7: 11.1 10.3 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 : 392: 77 76 39 171 173 266 270: Old : 392: 77 76 39 171 173 266 270: 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 : 23.0 23.4 32.0 34.1 18.0 20.6 26.2 30.1 Old : 23.0 23.4 32.0 34.1 18.0 20.6 26.2 30.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 664,646: 63,666 118,485 14,515 474,286 381,706 552,467 514,706: 112,179 149,940 Old : 664,646: 63,666 118,485 14,515 474,286 381,706 552,467 514,706: 112,179 149,940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -79,969: -14,258 -22,004 -3,373 -37,880 -10,890 -55,511 -36,267: -24,458 -43,702 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 17.8 2.2 71.4 57.4 83.1 77.4: 16.9 22.6 Old : 100.0: 9.6 17.8 2.2 71.4 57.4 83.1 77.4: 16.9 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 : 107: 13 15 10 59 58 78 77: Old : 107: 13 15 10 59 58 78 77: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.5 21.8 42.8 30.4 28.3 19.6 40.0 27.6 Old : 29.5 21.8 42.8 30.4 28.3 19.6 40.0 27.6 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 4,203,625: 702,125 922,345 121,358 3,027,663 2,818,343 3,851,146 3,862,046: 352,479 341,579 Old : 4,203,625: 702,125 922,345 121,358 3,027,663 2,818,343 3,851,146 3,862,046: 352,479 341,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -242,863: -82,422 -47,327 1,671 -123,525 -109,213 -204,276 -154,869: -38,587 -87,994 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 21.9 2.9 72.0 67.0 91.6 91.9: 8.4 8.1 Old : 100.0: 16.7 21.9 2.9 72.0 67.0 91.6 91.9: 8.4 8.1 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 : 319: 51 68 37 137 150 207 236: Old : 319: 51 68 37 137 150 207 236: 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 : 34.0 24.2 46.5 34.3 27.1 21.3 38.6 30.0 Old : 34.0 24.2 46.5 34.3 27.1 21.3 38.6 30.0 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $5,000,000) : : : : All : 1,644,146: 231,294 310,792 386,707 991,979 893,586 1,609,980 1,591,085: 34,166 53,061 Old : 1,644,146: 231,294 310,792 386,707 991,979 893,586 1,609,980 1,591,085: 34,166 53,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -252,173: -14,293 -120,318 -85,525 -145,257 -40,539 -245,075 -246,382: -7,098 -5,791 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 18.9 23.5 60.3 54.3 97.9 96.8: 2.1 3.2 Old : 100.0: 14.1 18.9 23.5 60.3 54.3 97.9 96.8: 2.1 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 : 148: 33 38 49 59 69 117 136: Old : 148: 33 38 49 59 69 117 136: 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 27.7 51.4 40.5 27.6 17.0 37.0 26.0 Old : 34.8 27.7 51.4 40.5 27.6 17.0 37.0 26.0 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 44,409: 19,801 9,569 1,403 16,242 24,420 37,445 35,391: 6,964 9,018 Old : 44,409: 19,801 9,569 1,403 16,242 24,420 37,445 35,391: 6,964 9,018 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : 1,702: 1,171 1,455 72 -69 305 1,174 1,832: 528 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 21.5 3.2 36.6 55.0 84.3 79.7: 15.7 20.3 Old : 100.0: 44.6 21.5 3.2 36.6 55.0 84.3 79.7: 15.7 20.3 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 : 104: 32 27 8 28 29 65 59: Old : 104: 32 27 8 28 29 65 59: 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 : 35.8 32.2 47.6 48.8 35.5 29.7 47.3 43.9 Old : 35.8 32.2 47.6 48.8 35.5 29.7 47.3 43.9 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 88,817: 39,601 19,137 2,805 32,484 48,840 74,890 70,782: 13,927 18,035 Old : 88,817: 39,601 19,137 2,805 32,484 48,840 74,890 70,782: 13,927 18,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : 3,403: 2,342 2,910 143 -137 610 2,348 3,663: 1,055 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 21.5 3.2 36.6 55.0 84.3 79.7: 15.7 20.3 Old : 100.0: 44.6 21.5 3.2 36.6 55.0 84.3 79.7: 15.7 20.3 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 : 104: 32 27 8 28 29 65 59: Old : 104: 32 27 8 28 29 65 59: 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 : 35.8 32.2 47.6 48.8 35.5 29.7 47.3 43.9 Old : 35.8 32.2 47.6 48.8 35.5 29.7 47.3 43.9 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 32,569: 2,677 446 0 28,357 31,236 31,034 31,682: 1,535 887 Old : 32,569: 2,677 446 0 28,357 31,236 31,034 31,682: 1,535 887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : 1,078: 126 0 0 1,277 591 1,403 591: -325 487 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 1.4 0.0 87.1 95.9 95.3 97.3: 4.7 2.7 Old : 100.0: 8.2 1.4 0.0 87.1 95.9 95.3 97.3: 4.7 2.7 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 : 22: 3 1 0 11 10 14 11: Old : 22: 3 1 0 11 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 : 75.6 82.2 89.6 95.1 75.6 82.2 88.9 94.9 Old : 75.6 82.2 89.6 95.1 75.6 82.2 88.9 94.9 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 X INDEX) : : : : All : 26,382: 18,424 24,817 313 7,442 1,203 26,179 26,333: 203 49 Old : 26,382: 18,424 24,817 313 7,442 1,203 26,179 26,333: 203 49 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -1,678: -1,481 -1,719 24 -251 0 -1,708 -1,695: 30 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.8 94.1 1.2 28.2 4.6 99.2 99.8: 0.8 0.2 Old : 100.0: 69.8 94.1 1.2 28.2 4.6 99.2 99.8: 0.8 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 : 45: 24 17 3 3 2 29 20: Old : 45: 24 17 3 3 2 29 20: 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 : 53.5 77.5 80.2 89.7 53.4 77.1 77.4 86.6 Old : 53.5 77.5 80.2 89.7 53.4 77.1 77.4 86.6 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NOTIONAL VALUE OF $100,000) : : : : All : 29,483: 15,857 11,802 148 13,401 14,201 29,406 26,151: 77 3,332 Old : 29,483: 15,857 11,802 148 13,401 14,201 29,406 26,151: 77 3,332 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -163: 585 -53 33 -720 72 -102 52: -61 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 40.0 0.5 45.5 48.2 99.7 88.7: 0.3 11.3 Old : 100.0: 53.8 40.0 0.5 45.5 48.2 99.7 88.7: 0.3 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 10 3 4 14 13 25: Old : 35: 7 10 3 4 14 13 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 : 94.9 40.5 98.9 60.2 94.8 40.5 98.8 59.9 Old : 94.9 40.5 98.9 60.2 94.8 40.5 98.8 59.9 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 - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : 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 : 13,950: 13,061 6,267 27 850 5,697 13,938 11,991: 12 1,959 Old : 13,950: 13,061 6,267 27 850 5,697 13,938 11,991: 12 1,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : -224: 444 -65 -8 -668 96 -232 23: 8 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 44.9 0.2 6.1 40.8 99.9 86.0: 0.1 14.0 Old : 100.0: 93.6 44.9 0.2 6.1 40.8 99.9 86.0: 0.1 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 11 2 2 8 9 19: Old : 26: 5 11 2 2 8 9 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 95.5 53.3 99.8 76.3 95.5 53.2 99.7 76.2 Old : 95.5 53.3 99.8 76.3 95.5 53.2 99.7 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 Commitments of Traders - Futures Only, March 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 100,000 USD notional principal : : : : All : 73,685: 19,980 19,954 53,704 0 0 73,684 73,658: 1 27 Old : 73,685: 19,980 19,954 53,704 0 0 73,684 73,658: 1 27 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 26, 2019 : : 455: 455 462 0 0 0 455 462: 0 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 27.1 72.9 0.0 0.0 100.0 100.0: 0.0 0.0 Old : 100.0: 27.1 27.1 72.9 0.0 0.0 100.0 100.0: 0.0 0.0 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 : 21: 6 14 4 0 0 9 16: Old : 21: 6 14 4 0 0 9 16: 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 85.4 100.0 98.2 27.0 18.6 27.1 26.1 Old : 98.8 85.4 100.0 98.2 27.0 18.6 27.1 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 08, 2019