WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 583,346: 131,947 128,810 211,792 197,878 192,947 541,617 533,549: 41,729 49,798
Old : 380,497: 118,051 112,699 114,856 121,250 123,242 354,158 350,797: 26,339 29,700
Other: 202,849: 49,454 51,670 61,377 76,628 69,705 187,459 182,752: 15,390 20,098
: : :
: : Changes in Commitments from: January 29, 2019 :
: 10,826: 6,865 -7,935 11,074 -7,669 6,192 10,270 9,332: 556 1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.1 36.3 33.9 33.1 92.8 91.5: 7.2 8.5
Old : 100.0: 31.0 29.6 30.2 31.9 32.4 93.1 92.2: 6.9 7.8
Other: 100.0: 24.4 25.5 30.3 37.8 34.4 92.4 90.1: 7.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 143 122 168 110 113 347 317:
Old : 383: 136 116 125 102 105 303 283:
Other: 258: 78 67 72 70 93 190 198:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 11.0 19.6 18.6 7.4 7.7 12.7 12.9
Old : 11.6 13.2 19.7 22.1 10.1 11.2 16.1 18.0
Other: 16.6 18.7 28.0 27.7 12.4 12.9 19.4 18.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 12,596: 1,193 300 850 9,885 11,171 11,927 12,321: 669 275
Old : 6,151: 244 400 0 5,627 5,511 5,871 5,911: 280 240
Other: 6,445: 1,048 0 750 4,258 5,660 6,056 6,410: 389 35
: : :
: : Changes in Commitments from: January 29, 2019 :
: -777: -1,534 0 250 202 -907 -1,082 -657: 305 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.4 6.7 78.5 88.7 94.7 97.8: 5.3 2.2
Old : 100.0: 4.0 6.5 0.0 91.5 89.6 95.4 96.1: 4.6 3.9
Other: 100.0: 16.3 0.0 11.6 66.1 87.8 94.0 99.5: 6.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 3 13 8 18 11:
Old : 13: 2 1 0 7 7 9 8:
Other: 17: 4 0 2 9 7 13 9:
:----------------------------------------------------------------------------------------------------
: 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 : 49.8 82.0 72.2 94.0 31.4 65.9 46.6 66.9
Old : 73.8 87.6 94.8 96.1 62.7 84.4 83.1 84.4
Other: 49.8 87.1 76.0 97.9 27.5 59.1 45.6 61.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 325,600: 83,333 88,547 69,070 140,882 146,121 293,285 303,739: 32,315 21,861
Old : 226,160: 76,092 87,777 25,850 100,527 99,301 202,470 212,927: 23,691 13,233
Other: 99,440: 37,212 30,742 13,249 40,355 46,821 90,816 90,811: 8,624 8,628
: : :
: : Changes in Commitments from: January 29, 2019 :
: 5,257: -1,373 3,636 1,179 4,733 1,180 4,539 5,996: 718 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 27.2 21.2 43.3 44.9 90.1 93.3: 9.9 6.7
Old : 100.0: 33.6 38.8 11.4 44.4 43.9 89.5 94.1: 10.5 5.9
Other: 100.0: 37.4 30.9 13.3 40.6 47.1 91.3 91.3: 8.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 87 56 76 97 94 217 199:
Old : 263: 81 58 49 88 84 189 171:
Other: 196: 45 46 33 61 85 127 145:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 18.9 22.7 27.8 11.1 16.3 17.0 23.1
Old : 16.8 20.9 24.8 31.0 16.1 18.7 23.3 27.2
Other: 25.9 28.8 37.8 41.5 25.7 27.3 36.9 39.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 2,070,787: 343,287 260,409 648,243 842,579 922,903 1,834,108 1,831,555: 236,678 239,231
Old : 1,704,575: 302,984 317,307 518,406 687,575 697,394 1,508,965 1,533,106: 195,611 171,470
Other: 366,211: 128,140 30,939 42,001 155,003 225,510 325,144 298,450: 41,068 67,762
: : :
: : Changes in Commitments from: January 29, 2019 :
: 52,238: 17,237 8,379 25,792 3,715 12,386 46,744 46,558: 5,494 5,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.6 31.3 40.7 44.6 88.6 88.4: 11.4 11.6
Old : 100.0: 17.8 18.6 30.4 40.3 40.9 88.5 89.9: 11.5 10.1
Other: 100.0: 35.0 8.4 11.5 42.3 61.6 88.8 81.5: 11.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 211 143 240 369 359 696 645:
Old : 802: 197 163 220 363 346 677 618:
Other: 520: 97 77 75 141 286 270 413:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 8.4 18.0 14.3 6.8 4.9 9.6 8.5
Old : 12.0 7.5 18.3 13.4 9.6 6.0 13.1 9.8
Other: 17.8 24.3 29.8 32.3 16.0 18.7 24.6 25.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 6,217: 2,512 271 603 802 4,388 3,917 5,262: 2,300 955
Old : 5,768: 2,465 212 436 707 4,322 3,607 4,969: 2,160 798
Other: 450: 153 165 62 95 66 310 293: 140 157
: : :
: : Changes in Commitments from: January 29, 2019 :
: 36: -253 -237 91 -74 222 -236 77: 271 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 4.4 9.7 12.9 70.6 63.0 84.6: 37.0 15.4
Old : 100.0: 42.7 3.7 7.6 12.3 74.9 62.5 86.2: 37.5 13.8
Other: 100.0: 34.0 36.7 13.8 21.1 14.7 68.9 65.1: 31.1 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 6 6 11 10 28 17:
Old : 30: 13 4 6 7 10 24 17:
Other: 16: 5 4 5 6 4 15 9:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 60.9 44.1 72.1 32.8 58.1 42.9 67.6
Old : 35.3 62.5 47.5 74.2 35.3 62.4 46.2 71.7
Other: 43.4 59.8 61.5 64.7 40.6 47.8 51.5 48.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 862,754: 134,865 116,938 236,802 425,103 400,575 796,771 754,315: 65,983 108,439
Old : 748,373: 127,485 102,781 194,890 368,519 368,886 690,893 666,557: 57,480 81,816
Other: 114,381: 24,110 30,887 25,183 56,585 31,688 105,878 87,758: 8,503 26,623
: : :
: : Changes in Commitments from: January 29, 2019 :
: 50,896: 6,241 2,496 20,158 19,345 21,829 45,744 44,483: 5,152 6,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.6 27.4 49.3 46.4 92.4 87.4: 7.6 12.6
Old : 100.0: 17.0 13.7 26.0 49.2 49.3 92.3 89.1: 7.7 10.9
Other: 100.0: 21.1 27.0 22.0 49.5 27.7 92.6 76.7: 7.4 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 145 173 228 214 250 498 536:
Old : 612: 147 174 205 207 243 475 515:
Other: 358: 71 83 68 88 165 194 286:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 11.3 23.0 17.3 15.0 9.4 21.3 13.7
Old : 17.2 12.4 24.7 18.7 15.9 10.8 23.1 16.0
Other: 17.7 19.4 29.3 27.4 15.6 15.9 24.7 21.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 535,293: 129,798 63,558 150,432 217,349 293,574 497,580 507,564: 37,713 27,728
Old : 462,634: 135,293 65,658 117,561 180,787 257,770 433,641 440,990: 28,993 21,645
Other: 72,658: 13,871 17,266 13,506 36,563 35,804 63,939 66,575: 8,719 6,084
: : :
: : Changes in Commitments from: January 29, 2019 :
: 8,642: 8,890 -12,295 177 2,318 22,204 11,385 10,087: -2,742 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 11.9 28.1 40.6 54.8 93.0 94.8: 7.0 5.2
Old : 100.0: 29.2 14.2 25.4 39.1 55.7 93.7 95.3: 6.3 4.7
Other: 100.0: 19.1 23.8 18.6 50.3 49.3 88.0 91.6: 12.0 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 107 90 132 93 90 280 260:
Old : 343: 111 94 122 91 88 272 253:
Other: 132: 31 30 36 47 29 100 82:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 28.5 17.0 36.0 9.5 26.2 14.6 32.7
Old : 11.3 29.0 19.0 37.1 11.0 27.4 17.5 34.5
Other: 20.4 36.8 34.2 52.0 18.2 33.3 28.5 44.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,140,993: 97,308 146,305 134,796 744,439 686,532 976,544 967,634: 164,449 173,359
Old : 1,140,993: 97,308 146,305 134,796 744,439 686,532 976,544 967,634: 164,449 173,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 10,720: -10,937 -295 7,495 29,504 -4,434 26,062 2,765: -15,342 7,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.8 11.8 65.2 60.2 85.6 84.8: 14.4 15.2
Old : 100.0: 8.5 12.8 11.8 65.2 60.2 85.6 84.8: 14.4 15.2
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 : 190: 34 39 49 93 99 154 160:
Old : 190: 34 39 49 93 99 154 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 24.9 33.5 38.4 20.1 22.0 25.7 28.9
Old : 24.8 24.9 33.5 38.4 20.1 22.0 25.7 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,181,828: 111,530 403,314 22,628 895,185 661,194 1,029,344 1,087,136: 152,484 94,692
Old : 1,181,828: 111,530 403,314 22,628 895,185 661,194 1,029,344 1,087,136: 152,484 94,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 10,518: 5,881 -14,457 8,984 -552 9,699 14,313 4,226: -3,795 6,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 34.1 1.9 75.7 55.9 87.1 92.0: 12.9 8.0
Old : 100.0: 9.4 34.1 1.9 75.7 55.9 87.1 92.0: 12.9 8.0
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 : 132: 22 15 23 77 70 109 98:
Old : 132: 22 15 23 77 70 109 98:
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 : 29.0 34.3 40.8 51.5 22.2 34.2 32.5 48.9
Old : 29.0 34.3 40.8 51.5 22.2 34.2 32.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 2,183: 203 883 2 1,598 840 1,803 1,725: 380 458
Old : 2,183: 203 883 2 1,598 840 1,803 1,725: 380 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -175: 51 -242 1 -259 13 -207 -228: 32 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 40.4 0.1 73.2 38.5 82.6 79.0: 17.4 21.0
Old : 100.0: 9.3 40.4 0.1 73.2 38.5 82.6 79.0: 17.4 21.0
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: 5 8 1 5 7 11 15:
Old : 20: 5 8 1 5 7 11 15:
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 : 75.1 52.4 81.6 69.5 69.6 51.5 76.0 66.1
Old : 75.1 52.4 81.6 69.5 69.6 51.5 76.0 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 499,270: 89,632 71,207 125,857 227,370 264,760 442,859 461,824: 56,411 37,446
Old : 432,156: 91,702 75,356 106,074 183,730 220,840 381,506 402,269: 50,650 29,886
Other: 67,114: 9,910 7,830 7,804 43,640 43,920 61,354 59,554: 5,761 7,560
: : :
: : Changes in Commitments from: January 29, 2019 :
: 5,223: -3,538 9,886 5,770 3,016 -9,223 5,248 6,433: -25 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.3 25.2 45.5 53.0 88.7 92.5: 11.3 7.5
Old : 100.0: 21.2 17.4 24.5 42.5 51.1 88.3 93.1: 11.7 6.9
Other: 100.0: 14.8 11.7 11.6 65.0 65.4 91.4 88.7: 8.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 86 75 104 110 100 256 237:
Old : 309: 96 74 101 108 94 252 228:
Other: 137: 26 32 28 65 41 109 83:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 24.7 17.2 32.8 8.6 20.7 13.8 27.1
Old : 10.1 25.0 16.3 33.2 9.3 22.9 14.7 30.0
Other: 31.0 38.0 42.4 50.9 23.6 30.8 33.9 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 7,639: 721 3,200 370 5,189 2,915 6,280 6,485: 1,359 1,153
Old : 7,630: 720 3,200 369 5,189 2,914 6,279 6,483: 1,351 1,146
Other: 9: 0 0 1 0 1 1 2: 8 7
: : :
: : Changes in Commitments from: January 29, 2019 :
: 139: 22 57 103 -57 85 68 246: 71 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 41.9 4.8 67.9 38.2 82.2 84.9: 17.8 15.1
Old : 100.0: 9.4 41.9 4.8 68.0 38.2 82.3 85.0: 17.7 15.0
Other: 100.0: 1.1 0.0 10.0 0.0 11.2 11.2 21.2: 88.8 78.8
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 16 9 15 12 28 34:
Old : 46: 10 16 9 15 12 28 34:
Other: 2: 1 0 1 0 1 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 38.9 67.5 56.4 58.9 37.6 67.2 55.2
Old : 59.0 38.9 67.6 56.5 58.9 37.7 67.2 55.2
Other: 11.2 21.2 11.2 21.2 1.1 11.2 1.1 11.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 3,067,342: 503,105 888,798 289,930 2,099,740 1,762,213 2,892,774 2,940,940: 174,568 126,402
Old : 3,067,342: 503,105 888,798 289,930 2,099,740 1,762,213 2,892,774 2,940,940: 174,568 126,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 216,376: 36,025 156,773 44,201 124,544 21,993 204,770 222,966: 11,606 -6,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 29.0 9.5 68.5 57.5 94.3 95.9: 5.7 4.1
Old : 100.0: 16.4 29.0 9.5 68.5 57.5 94.3 95.9: 5.7 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 : 340: 61 60 48 159 147 249 226:
Old : 340: 61 60 48 159 147 249 226:
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 : 20.0 34.5 31.5 48.3 19.7 29.5 28.7 41.2
Old : 20.0 34.5 31.5 48.3 19.7 29.5 28.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 4,636,177: 623,265 748,329 678,507 2,859,934 2,778,333 4,161,706 4,205,170: 474,471 431,007
Old : 4,636,177: 623,265 748,329 678,507 2,859,934 2,778,333 4,161,706 4,205,170: 474,471 431,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 52,141: -3,940 -194 117,567 -68,904 -57,237 44,723 60,136: 7,418 -7,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.1 14.6 61.7 59.9 89.8 90.7: 10.2 9.3
Old : 100.0: 13.4 16.1 14.6 61.7 59.9 89.8 90.7: 10.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 90 73 101 209 207 345 335:
Old : 415: 90 73 101 209 207 345 335:
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 : 20.9 20.3 28.3 29.7 16.1 18.8 22.1 26.4
Old : 20.9 20.3 28.3 29.7 16.1 18.8 22.1 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 693,042: 77,680 155,379 8,418 503,798 378,338 589,896 542,135: 103,146 150,907
Old : 693,042: 77,680 155,379 8,418 503,798 378,338 589,896 542,135: 103,146 150,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 3,947: -9,861 20,591 2,948 10,362 -20,499 3,449 3,040: 498 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 22.4 1.2 72.7 54.6 85.1 78.2: 14.9 21.8
Old : 100.0: 11.2 22.4 1.2 72.7 54.6 85.1 78.2: 14.9 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 13 16 10 65 59 85 78:
Old : 110: 13 16 10 65 59 85 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 26.2 42.6 36.1 30.3 25.5 41.0 33.8
Old : 31.1 26.2 42.6 36.1 30.3 25.5 41.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 4,792,995: 764,843 936,196 348,871 3,276,210 3,122,624 4,389,925 4,407,691: 403,070 385,304
Old : 4,792,995: 764,843 936,196 348,871 3,276,210 3,122,624 4,389,925 4,407,691: 403,070 385,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 30,918: -9,377 13,898 71,119 -80,687 -76,642 -18,945 8,375: 49,863 22,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.5 7.3 68.4 65.1 91.6 92.0: 8.4 8.0
Old : 100.0: 16.0 19.5 7.3 68.4 65.1 91.6 92.0: 8.4 8.0
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 : 342: 55 64 62 171 181 259 274:
Old : 342: 55 64 62 171 181 259 274:
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 : 31.8 20.5 42.6 31.7 24.7 19.7 34.8 28.2
Old : 31.8 20.5 42.6 31.7 24.7 19.7 34.8 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 1,751,432: 192,175 335,885 440,609 1,076,267 911,061 1,709,051 1,687,555: 42,381 63,877
Old : 1,751,432: 192,175 335,885 440,609 1,076,267 911,061 1,709,051 1,687,555: 42,381 63,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -282,936: -78,987 24,184 -35,036 -167,903 -281,231 -281,927 -292,083: -1,009 9,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.2 25.2 61.5 52.0 97.6 96.4: 2.4 3.6
Old : 100.0: 11.0 19.2 25.2 61.5 52.0 97.6 96.4: 2.4 3.6
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 : 150: 27 46 48 59 72 115 140:
Old : 150: 27 46 48 59 72 115 140:
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 : 33.8 25.8 46.1 39.2 24.8 14.9 30.8 21.0
Old : 33.8 25.8 46.1 39.2 24.8 14.9 30.8 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 44,097: 15,955 12,650 1,540 19,909 21,228 37,404 35,418: 6,693 8,679
Old : 44,097: 15,955 12,650 1,540 19,909 21,228 37,404 35,418: 6,693 8,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 3,725: 100 3,534 -452 3,275 446 2,923 3,528: 802 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 28.7 3.5 45.1 48.1 84.8 80.3: 15.2 19.7
Old : 100.0: 36.2 28.7 3.5 45.1 48.1 84.8 80.3: 15.2 19.7
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 : 99: 25 28 9 30 27 59 60:
Old : 99: 25 28 9 30 27 59 60:
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 : 40.5 34.7 51.6 52.8 40.2 33.4 51.3 51.4
Old : 40.5 34.7 51.6 52.8 40.2 33.4 51.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 88,194: 31,910 25,301 3,079 39,819 42,456 74,808 70,836: 13,387 17,358
Old : 88,194: 31,910 25,301 3,079 39,819 42,456 74,808 70,836: 13,387 17,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 7,450: 201 7,068 -904 6,550 892 5,847 7,056: 1,603 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 28.7 3.5 45.1 48.1 84.8 80.3: 15.2 19.7
Old : 100.0: 36.2 28.7 3.5 45.1 48.1 84.8 80.3: 15.2 19.7
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 : 99: 25 28 9 30 27 59 60:
Old : 99: 25 28 9 30 27 59 60:
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 : 40.5 34.7 51.6 52.8 40.2 33.4 51.3 51.4
Old : 40.5 34.7 51.6 52.8 40.2 33.4 51.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 30,235: 2,186 766 0 26,538 28,627 28,724 29,393: 1,511 842
Old : 30,235: 2,186 766 0 26,538 28,627 28,724 29,393: 1,511 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 627: 154 320 0 657 180 811 500: -184 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.5 0.0 87.8 94.7 95.0 97.2: 5.0 2.8
Old : 100.0: 7.2 2.5 0.0 87.8 94.7 95.0 97.2: 5.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 0 12 7 15 9:
Old : 22: 3 2 0 12 7 15 9:
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 : 73.9 87.9 88.2 96.7 73.9 87.9 87.6 95.6
Old : 73.9 87.9 88.2 96.7 73.9 87.9 87.6 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 27,355: 19,079 25,655 289 7,259 1,203 26,627 27,147: 728 208
Old : 27,355: 19,079 25,655 289 7,259 1,203 26,627 27,147: 728 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -1,469: -3,653 -1,451 8 2,130 -25 -1,515 -1,468: 46 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 93.8 1.1 26.5 4.4 97.3 99.2: 2.7 0.8
Old : 100.0: 69.7 93.8 1.1 26.5 4.4 97.3 99.2: 2.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 24 16 2 3 2 29 18:
Old : 44: 24 16 2 3 2 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 82.9 75.6 92.7 49.2 82.5 73.5 89.5
Old : 49.2 82.9 75.6 92.7 49.2 82.5 73.5 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 29,243: 16,180 12,099 150 12,849 13,938 29,179 26,187: 64 3,056
Old : 29,243: 16,180 12,099 150 12,849 13,938 29,179 26,187: 64 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: -693: -823 219 -1 110 -691 -714 -473: 21 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 41.4 0.5 43.9 47.7 99.8 89.5: 0.2 10.5
Old : 100.0: 55.3 41.4 0.5 43.9 47.7 99.8 89.5: 0.2 10.5
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 : 34: 6 11 2 4 13 12 24:
Old : 34: 6 11 2 4 13 12 24:
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 : 94.4 42.7 99.2 63.1 94.4 42.7 99.0 62.7
Old : 94.4 42.7 99.2 63.1 94.4 42.7 99.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 14,806: 11,257 7,181 47 3,474 5,682 14,778 12,910: 28 1,896
Old : 14,806: 11,257 7,181 47 3,474 5,682 14,778 12,910: 28 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: 316: 103 380 3 218 -19 324 364: -8 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 48.5 0.3 23.5 38.4 99.8 87.2: 0.2 12.8
Old : 100.0: 76.0 48.5 0.3 23.5 38.4 99.8 87.2: 0.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 12 2 2 8 9 20:
Old : 27: 5 12 2 2 8 9 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 : 97.6 49.2 99.7 76.6 97.6 49.2 99.5 76.6
Old : 97.6 49.2 99.7 76.6 97.6 49.2 99.5 76.6
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 with Delta-adjusted Options and Futures Combined, February 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 : 72,357: 17,889 18,623 53,704 0 0 71,593 72,327: 764 30
Old : 72,357: 17,889 18,623 53,704 0 0 71,593 72,327: 764 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 25.7 74.2 0.0 0.0 98.9 100.0: 1.1 0.0
Old : 100.0: 24.7 25.7 74.2 0.0 0.0 98.9 100.0: 1.1 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: 5 15 4 0 0 8 17:
Old : 21: 5 15 4 0 0 8 17:
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 : 98.4 85.5 98.9 97.6 24.7 18.9 24.7 24.3
Old : 98.4 85.5 98.9 97.6 24.7 18.9 24.7 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2019