WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 27, 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 : 358,513: 118,051 101,297 101,496 112,543 113,573 332,090 316,366: 26,423 42,147
Old : 312,720: 108,685 97,801 81,990 101,309 98,886 291,984 278,677: 20,736 34,043
Other: 45,793: 22,347 16,477 6,525 11,234 14,687 40,106 37,689: 5,687 8,104
: : :
: : Changes in Commitments from: August 20, 2019 :
: -28,823: 5,094 -3,903 -13,782 -18,756 -10,204 -27,444 -27,889: -1,379 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 28.3 28.3 31.4 31.7 92.6 88.2: 7.4 11.8
Old : 100.0: 34.8 31.3 26.2 32.4 31.6 93.4 89.1: 6.6 10.9
Other: 100.0: 48.8 36.0 14.2 24.5 32.1 87.6 82.3: 12.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 99 110 116 85 96 252 264:
Old : 336: 104 106 103 81 94 238 255:
Other: 139: 35 38 20 30 51 76 99:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.5 20.6 21.1 11.4 9.9 17.8 16.5
Old : 13.1 14.3 21.8 23.2 11.6 11.2 18.7 18.4
Other: 32.9 25.9 47.3 37.5 32.1 22.1 45.1 31.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, August 27, 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 : 18,691: 5,856 2,106 729 11,278 15,006 17,863 17,841: 828 850
Old : 18,691: 5,856 2,106 729 11,278 15,006 17,863 17,841: 828 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 856: 0 560 0 856 306 856 866: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 11.3 3.9 60.3 80.3 95.6 95.5: 4.4 4.5
Old : 100.0: 31.3 11.3 3.9 60.3 80.3 95.6 95.5: 4.4 4.5
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 : 26: 3 6 1 8 13 12 19:
Old : 26: 3 6 1 8 13 12 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 : 71.6 52.8 89.0 76.6 53.6 44.4 65.4 56.8
Old : 71.6 52.8 89.0 76.6 53.6 44.4 65.4 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 27, 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 : 287,854: 76,414 92,564 62,069 123,943 114,438 262,426 269,071: 25,428 18,783
Old : 266,716: 76,561 94,432 52,122 115,359 103,542 244,042 250,096: 22,674 16,620
Other: 21,138: 7,763 6,042 2,037 8,584 10,896 18,384 18,975: 2,754 2,163
: : :
: : Changes in Commitments from: August 20, 2019 :
: -5,255: -873 -910 -2,467 -326 -198 -3,666 -3,575: -1,589 -1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 32.2 21.6 43.1 39.8 91.2 93.5: 8.8 6.5
Old : 100.0: 28.7 35.4 19.5 43.3 38.8 91.5 93.8: 8.5 6.2
Other: 100.0: 36.7 28.6 9.6 40.6 51.5 87.0 89.8: 13.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 90 58 68 97 83 217 184:
Old : 273: 89 60 55 96 79 208 172:
Other: 112: 27 17 12 28 44 64 68:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 18.6 20.5 28.5 8.4 15.4 14.8 22.9
Old : 13.5 18.3 22.0 28.9 9.3 15.0 16.2 22.9
Other: 28.3 54.8 44.9 69.6 28.3 54.8 43.4 66.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 27, 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 : 1,639,672: 359,257 320,313 257,862 753,420 876,948 1,370,539 1,455,123: 269,133 184,549
Old : 122,068: 10,547 28,156 0 84,103 83,607 94,650 111,763: 27,418 10,305
Other: 1,517,604: 374,179 317,626 232,393 669,317 793,341 1,275,889 1,343,360: 241,715 174,244
: : :
: : Changes in Commitments from: August 20, 2019 :
: -104,152: -56,456 -1,316 -38,746 -7,234 -65,308 -102,436 -105,370: -1,716 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.5 15.7 45.9 53.5 83.6 88.7: 16.4 11.3
Old : 100.0: 8.6 23.1 0.0 68.9 68.5 77.5 91.6: 22.5 8.4
Other: 100.0: 24.7 20.9 15.3 44.1 52.3 84.1 88.5: 15.9 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 849: 187 137 170 403 363 693 590:
Old : 392: 43 37 0 208 133 251 170:
Other: 842: 193 144 152 340 350 622 566:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 11.5 14.6 17.9 7.3 8.5 12.1 13.3
Old : 24.3 33.8 31.9 50.6 20.5 31.7 27.4 45.0
Other: 8.9 12.3 15.8 19.1 7.9 9.3 13.1 14.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 27, 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 : 4,513: 2,103 389 0 1,087 3,363 3,190 3,752: 1,323 761
Old : 4,511: 2,103 389 0 1,085 3,363 3,188 3,752: 1,323 759
Other: 2: 0 0 0 2 0 2 0: 0 2
: : :
: : Changes in Commitments from: August 20, 2019 :
: -85: 30 14 0 -11 -74 19 -60: -104 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 8.6 0.0 24.1 74.5 70.7 83.1: 29.3 16.9
Old : 100.0: 46.6 8.6 0.0 24.1 74.6 70.7 83.2: 29.3 16.8
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 3 0 6 9 15 12:
Old : 23: 9 3 0 6 9 15 12:
Other: 1: 0 0 0 1 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 : 41.0 57.6 58.0 80.7 41.0 53.3 56.8 75.4
Old : 41.1 57.7 58.0 80.7 41.0 53.3 56.8 75.4
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 27, 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 : 644,246: 145,788 175,755 138,471 309,716 267,057 593,975 581,283: 50,271 62,963
Old : 625,501: 146,612 176,452 130,920 299,260 259,206 576,792 566,578: 48,709 58,923
Other: 18,745: 5,892 6,019 835 10,456 7,851 17,183 14,705: 1,562 4,040
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,370: -7,259 968 9,671 -3,137 -8,592 -725 2,047: 2,095 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 27.3 21.5 48.1 41.5 92.2 90.2: 7.8 9.8
Old : 100.0: 23.4 28.2 20.9 47.8 41.4 92.2 90.6: 7.8 9.4
Other: 100.0: 31.4 32.1 4.5 55.8 41.9 91.7 78.4: 8.3 21.6
: : :
:# Traders : Number of Traders in Each Category :
All : 518: 127 137 157 162 187 388 409:
Old : 517: 135 134 150 161 184 385 400:
Other: 163: 24 44 16 26 78 62 128:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 11.1 19.7 19.5 9.4 9.6 16.2 16.1
Old : 11.3 11.3 19.8 19.9 9.5 9.7 16.6 16.4
Other: 38.6 28.2 58.1 38.3 38.6 28.1 58.1 38.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 27, 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 : 477,390: 114,175 93,923 110,058 219,648 248,489 443,881 452,470: 33,509 24,920
Old : 18,697: 6,596 3,734 62 10,663 13,861 17,321 17,657: 1,376 1,040
Other: 458,693: 117,212 99,822 100,363 208,985 234,628 426,560 434,813: 32,133 23,880
: : :
: : Changes in Commitments from: August 20, 2019 :
: -832: -3,235 9,765 -3,369 7,796 -5,168 1,192 1,228: -2,024 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.7 23.1 46.0 52.1 93.0 94.8: 7.0 5.2
Old : 100.0: 35.3 20.0 0.3 57.0 74.1 92.6 94.4: 7.4 5.6
Other: 100.0: 25.6 21.8 21.9 45.6 51.2 93.0 94.8: 7.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 103 77 123 88 81 270 238:
Old : 93: 27 17 2 28 23 56 41:
Other: 324: 107 92 118 83 76 263 230:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 21.7 20.5 29.8 12.4 20.2 18.3 26.3
Old : 31.8 40.6 49.2 57.3 31.8 37.1 45.4 52.6
Other: 13.7 22.1 21.1 30.2 12.9 21.0 19.3 27.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 27, 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 : 1,016,325: 132,449 183,580 46,183 646,334 621,616 824,966 851,379: 191,359 164,946
Old : 1,016,325: 132,449 183,580 46,183 646,334 621,616 824,966 851,379: 191,359 164,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -2,890: -10,836 -24,781 6,549 -16,139 -1,100 -20,426 -19,332: 17,536 16,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.1 4.5 63.6 61.2 81.2 83.8: 18.8 16.2
Old : 100.0: 13.0 18.1 4.5 63.6 61.2 81.2 83.8: 18.8 16.2
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 : 182: 35 37 34 82 80 132 137:
Old : 182: 35 37 34 82 80 132 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 26.9 31.3 37.8 17.8 23.5 24.9 31.5
Old : 22.7 26.9 31.3 37.8 17.8 23.5 24.9 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 27, 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 : 1,225,117: 105,825 409,451 45,409 869,003 651,259 1,020,237 1,106,119: 204,880 118,998
Old : 1,225,117: 105,825 409,451 45,409 869,003 651,259 1,020,237 1,106,119: 204,880 118,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 11,241: -6,807 -9,281 -12,110 12,530 10,241 -6,387 -11,150: 17,628 22,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 33.4 3.7 70.9 53.2 83.3 90.3: 16.7 9.7
Old : 100.0: 8.6 33.4 3.7 70.9 53.2 83.3 90.3: 16.7 9.7
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 : 121: 21 17 19 75 67 102 97:
Old : 121: 21 17 19 75 67 102 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 31.3 40.0 49.8 23.9 29.5 33.5 44.5
Old : 28.6 31.3 40.0 49.8 23.9 29.5 33.5 44.5
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, August 27, 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 : 449,736: 80,947 86,789 98,581 224,059 234,660 403,587 420,030: 46,149 29,706
Old : 22,189: 1,402 9,815 8 17,233 10,444 18,643 20,267: 3,546 1,922
Other: 427,547: 89,201 86,630 88,917 206,826 224,216 384,944 399,763: 42,603 27,784
: : :
: : Changes in Commitments from: August 20, 2019 :
: 1,905: -3,439 -1,519 1,851 5,678 3,058 4,090 3,390: -2,185 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.3 21.9 49.8 52.2 89.7 93.4: 10.3 6.6
Old : 100.0: 6.3 44.2 0.0 77.7 47.1 84.0 91.3: 16.0 8.7
Other: 100.0: 20.9 20.3 20.8 48.4 52.4 90.0 93.5: 10.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 76 63 89 122 88 250 206:
Old : 104: 12 16 1 42 41 55 57:
Other: 294: 82 65 88 114 79 242 195:
:----------------------------------------------------------------------------------------------------
: 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 19.4 17.3 27.9 9.3 16.3 14.3 22.3
Old : 37.5 41.5 57.5 55.9 37.5 40.8 57.5 55.2
Other: 11.0 20.1 17.3 28.8 9.6 17.4 14.8 24.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 27, 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 : 8,424: 1,825 2,878 153 5,196 4,448 7,174 7,479: 1,250 945
Old : 8,424: 1,825 2,878 153 5,196 4,448 7,174 7,479: 1,250 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -205: -539 541 -103 929 -481 287 -43: -492 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 34.2 1.8 61.7 52.8 85.2 88.8: 14.8 11.2
Old : 100.0: 21.7 34.2 1.8 61.7 52.8 85.2 88.8: 14.8 11.2
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 : 54: 17 14 4 15 13 35 29:
Old : 54: 17 14 4 15 13 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 42.5 62.9 59.9 53.1 42.2 62.9 58.5
Old : 53.1 42.5 62.9 59.9 53.1 42.2 62.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 27, 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 : 3,698,213: 848,973 1,120,035 197,268 2,357,381 2,162,843 3,403,622 3,480,146: 294,591 218,067
Old : 3,698,213: 848,973 1,120,035 197,268 2,357,381 2,162,843 3,403,622 3,480,146: 294,591 218,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -227,687: -102,110 -163,474 -100,680 -93,953 -55,816 -296,743 -319,970: 69,056 92,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 30.3 5.3 63.7 58.5 92.0 94.1: 8.0 5.9
Old : 100.0: 23.0 30.3 5.3 63.7 58.5 92.0 94.1: 8.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 78 55 58 177 141 286 223:
Old : 355: 78 55 58 177 141 286 223:
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 : 20.8 28.8 32.0 45.8 20.5 27.8 31.2 44.4
Old : 20.8 28.8 32.0 45.8 20.5 27.8 31.2 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 27, 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 : 3,906,403: 603,950 913,854 279,746 2,492,434 2,270,496 3,376,130 3,464,096: 530,273 442,307
Old : 3,906,403: 603,950 913,854 279,746 2,492,434 2,270,496 3,376,130 3,464,096: 530,273 442,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -142,485: -16,513 -108,413 -36,511 -163,488 -50,427 -216,512 -195,351: 74,027 52,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.4 7.2 63.8 58.1 86.4 88.7: 13.6 11.3
Old : 100.0: 15.5 23.4 7.2 63.8 58.1 86.4 88.7: 13.6 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 : 368: 80 59 60 185 172 292 264:
Old : 368: 80 59 60 185 172 292 264:
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 : 19.2 19.1 26.7 30.0 14.6 16.1 21.5 23.6
Old : 19.2 19.1 26.7 30.0 14.6 16.1 21.5 23.6
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, August 27, 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 : 882,468: 115,484 139,866 43,222 598,934 521,742 757,640 704,830: 124,828 177,638
Old : 882,468: 115,484 139,866 43,222 598,934 521,742 757,640 704,830: 124,828 177,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 82,956: -1,961 -4,992 27,924 50,325 39,942 76,288 62,874: 6,668 20,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.8 4.9 67.9 59.1 85.9 79.9: 14.1 20.1
Old : 100.0: 13.1 15.8 4.9 67.9 59.1 85.9 79.9: 14.1 20.1
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 : 111: 16 16 17 61 65 86 90:
Old : 111: 16 16 17 61 65 86 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.7 41.0 32.5 23.8 19.7 33.4 26.0
Old : 25.8 22.7 41.0 32.5 23.8 19.7 33.4 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 27, 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 : 4,529,242: 763,791 868,959 265,374 3,107,202 2,948,028 4,136,367 4,082,361: 392,875 446,881
Old : 4,529,242: 763,791 868,959 265,374 3,107,202 2,948,028 4,136,367 4,082,361: 392,875 446,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -148,533: -31,477 -41,781 -64,288 -62,012 -98,641 -157,777 -204,710: 9,244 56,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.2 5.9 68.6 65.1 91.3 90.1: 8.7 9.9
Old : 100.0: 16.9 19.2 5.9 68.6 65.1 91.3 90.1: 8.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 48 64 53 156 154 234 241:
Old : 320: 48 64 53 156 154 234 241:
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 : 29.8 22.0 40.2 31.6 19.1 17.4 28.7 24.5
Old : 29.8 22.0 40.2 31.6 19.1 17.4 28.7 24.5
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, August 27, 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 : 2,226,324: 363,041 408,647 426,377 1,389,397 1,337,574 2,178,815 2,172,598: 47,509 53,726
Old : 2,226,324: 363,041 408,647 426,377 1,389,397 1,337,574 2,178,815 2,172,598: 47,509 53,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 301,117: 99,317 103,998 51,153 144,259 139,442 294,729 294,593: 6,388 6,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.4 19.2 62.4 60.1 97.9 97.6: 2.1 2.4
Old : 100.0: 16.3 18.4 19.2 62.4 60.1 97.9 97.6: 2.1 2.4
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 : 176: 50 40 56 71 75 147 147:
Old : 176: 50 40 56 71 75 147 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.5 46.5 35.5 20.1 13.7 28.5 22.7
Old : 30.3 21.5 46.5 35.5 20.1 13.7 28.5 22.7
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, August 27, 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 : 40,195: 20,490 2,917 280 12,298 28,270 33,068 31,467: 7,127 8,729
Old : 40,195: 20,490 2,917 280 12,298 28,270 33,068 31,467: 7,127 8,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -908: -623 120 -206 -114 -1,608 -942 -1,694: 34 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 7.3 0.7 30.6 70.3 82.3 78.3: 17.7 21.7
Old : 100.0: 51.0 7.3 0.7 30.6 70.3 82.3 78.3: 17.7 21.7
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 : 84: 26 11 6 23 31 51 46:
Old : 84: 26 11 6 23 31 51 46:
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 : 36.2 35.7 47.7 51.7 36.1 33.8 47.4 49.7
Old : 36.2 35.7 47.7 51.7 36.1 33.8 47.4 49.7
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, August 27, 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 : 80,390: 40,980 5,833 560 24,596 56,540 66,136 62,933: 14,254 17,457
Old : 80,390: 40,980 5,833 560 24,596 56,540 66,136 62,933: 14,254 17,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,816: -1,246 240 -411 -227 -3,216 -1,884 -3,387: 68 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 7.3 0.7 30.6 70.3 82.3 78.3: 17.7 21.7
Old : 100.0: 51.0 7.3 0.7 30.6 70.3 82.3 78.3: 17.7 21.7
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 : 84: 26 11 6 23 31 51 46:
Old : 84: 26 11 6 23 31 51 46:
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 : 36.2 35.7 47.7 51.7 36.1 33.8 47.4 49.7
Old : 36.2 35.7 47.7 51.7 36.1 33.8 47.4 49.7
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, August 27, 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 : 39,017: 3,103 1,739 0 33,731 35,957 36,834 37,696: 2,183 1,321
Old : 39,017: 3,103 1,739 0 33,731 35,957 36,834 37,696: 2,183 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -428: 1,191 14 0 5,680 1,424 6,871 1,438: -7,299 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.5 0.0 86.5 92.2 94.4 96.6: 5.6 3.4
Old : 100.0: 8.0 4.5 0.0 86.5 92.2 94.4 96.6: 5.6 3.4
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 : 24: 3 3 0 11 10 14 13:
Old : 24: 3 3 0 11 10 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 76.3 87.1 92.3 72.5 76.3 85.7 91.6
Old : 73.3 76.3 87.1 92.3 72.5 76.3 85.7 91.6
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 - Futures Only, August 27, 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 : 26,705: 17,800 21,568 1,903 6,817 3,218 26,520 26,689: 185 16
Old : 26,705: 17,800 21,568 1,903 6,817 3,218 26,520 26,689: 185 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 303: 254 807 24 15 -507 293 324: 10 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 80.8 7.1 25.5 12.1 99.3 99.9: 0.7 0.1
Old : 100.0: 66.7 80.8 7.1 25.5 12.1 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 24 16 5 4 4 31 22:
Old : 46: 24 16 5 4 4 31 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 : 57.2 66.8 83.6 84.0 54.2 66.8 73.8 77.7
Old : 57.2 66.8 83.6 84.0 54.2 66.8 73.8 77.7
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, August 27, 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 : 27,486: 22,264 4,952 57 5,141 20,234 27,462 25,243: 24 2,243
Old : 27,486: 22,264 4,952 57 5,141 20,234 27,462 25,243: 24 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 543: -1,437 95 -10 1,999 -177 552 -92: -9 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 18.0 0.2 18.7 73.6 99.9 91.8: 0.1 8.2
Old : 100.0: 81.0 18.0 0.2 18.7 73.6 99.9 91.8: 0.1 8.2
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 : 32: 8 6 1 3 15 12 21:
Old : 32: 8 6 1 3 15 12 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 : 97.5 63.1 99.2 79.2 97.5 62.9 99.2 79.0
Old : 97.5 63.1 99.2 79.2 97.5 62.9 99.2 79.0
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, August 27, 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 : 9,052: 3,162 3,045 0 5,855 3,778 9,017 6,823: 35 2,229
Old : 9,052: 3,162 3,045 0 5,855 3,778 9,017 6,823: 35 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -632: -615 -483 0 0 -277 -615 -760: -17 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 33.6 0.0 64.7 41.7 99.6 75.4: 0.4 24.6
Old : 100.0: 34.9 33.6 0.0 64.7 41.7 99.6 75.4: 0.4 24.6
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 : 23: 4 8 0 3 8 7 16:
Old : 23: 4 8 0 3 8 7 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 : 88.9 52.1 99.6 70.6 88.9 52.1 99.6 70.6
Old : 88.9 52.1 99.6 70.6 88.9 52.1 99.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
Commitments of Traders - Futures Only, August 27, 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 : 112,844: 82,696 82,447 30,148 0 225 112,844 112,820: 0 24
Old : 112,844: 82,696 82,447 30,148 0 225 112,844 112,820: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 73.1 26.7 0.0 0.2 100.0 100.0: 0.0 0.0
Old : 100.0: 73.3 73.1 26.7 0.0 0.2 100.0 100.0: 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 : 20: 8 11 3 0 1 11 12:
Old : 20: 8 11 3 0 1 11 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 : 80.3 99.2 99.3 99.7 71.3 72.5 73.3 73.0
Old : 80.3 99.2 99.3 99.7 71.3 72.5 73.3 73.0
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, August 27, 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 : 48,740: 17,776 17,738 30,964 0 0 48,740 48,702: 0 38
Old : 48,740: 17,776 17,738 30,964 0 0 48,740 48,702: 0 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -108: 0 6 -108 0 0 -108 -102: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 36.4 63.5 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 36.5 36.4 63.5 0.0 0.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 19 5 0 0 7 22:
Old : 24: 4 19 5 0 0 7 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 : 96.4 74.8 100.0 93.4 36.5 24.5 36.5 33.0
Old : 96.4 74.8 100.0 93.4 36.5 24.5 36.5 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019