WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 614,790: 120,083 153,500 225,375 223,200 182,538 568,659 561,413: 46,131 53,377
Old : 368,729: 111,937 121,747 103,677 126,018 113,369 341,632 338,793: 27,097 29,936
Other: 246,061: 60,194 83,801 69,650 97,182 69,169 227,027 222,621: 19,035 23,441
: : :
: : Changes in Commitments from: February 12, 2019 :
: 37,558: -6,073 23,498 15,282 24,777 -2,783 33,986 35,997: 3,573 1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 25.0 36.7 36.3 29.7 92.5 91.3: 7.5 8.7
Old : 100.0: 30.4 33.0 28.1 34.2 30.7 92.7 91.9: 7.3 8.1
Other: 100.0: 24.5 34.1 28.3 39.5 28.1 92.3 90.5: 7.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 152 139 174 117 109 366 336:
Old : 404: 150 119 122 108 96 311 285:
Other: 293: 85 95 81 80 87 214 221:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 10.5 19.2 18.0 7.4 7.1 13.0 11.9
Old : 11.5 11.5 20.3 19.6 9.6 9.9 16.6 16.5
Other: 12.7 15.3 22.6 23.9 9.6 11.1 15.9 17.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 13,017: 1,490 481 850 10,297 11,391 12,637 12,722: 380 295
Old : 5,958: 481 481 0 5,347 5,317 5,828 5,798: 130 160
Other: 7,059: 1,109 100 750 4,950 6,074 6,809 6,924: 250 135
: : :
: : Changes in Commitments from: February 12, 2019 :
: 200: 10 118 0 325 93 335 211: -135 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.7 6.5 79.1 87.5 97.1 97.7: 2.9 2.3
Old : 100.0: 8.1 8.1 0.0 89.7 89.2 97.8 97.3: 2.2 2.7
Other: 100.0: 15.7 1.4 10.6 70.1 86.0 96.5 98.1: 3.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 2 3 16 11 23 15:
Old : 16: 3 2 0 8 8 11 10:
Other: 22: 4 2 2 11 9 16 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 71.4 67.0 88.7 30.4 56.0 45.0 63.0
Old : 69.8 80.4 93.1 96.4 59.7 75.4 75.0 77.6
Other: 52.4 80.5 78.0 92.2 32.3 55.3 52.6 64.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 333,796: 80,776 105,170 77,980 139,647 127,660 298,403 310,811: 35,393 22,985
Old : 217,127: 74,465 92,391 30,148 87,941 81,934 192,554 204,473: 24,573 12,654
Other: 116,669: 37,865 44,333 16,277 51,706 45,727 105,849 106,338: 10,820 10,331
: : :
: : Changes in Commitments from: February 12, 2019 :
: 18,703: 1,428 10,922 11,609 5,250 -3,391 18,286 19,140: 416 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 31.5 23.4 41.8 38.2 89.4 93.1: 10.6 6.9
Old : 100.0: 34.3 42.6 13.9 40.5 37.7 88.7 94.2: 11.3 5.8
Other: 100.0: 32.5 38.0 14.0 44.3 39.2 90.7 91.1: 9.3 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 78 75 78 102 87 218 208:
Old : 266: 73 69 47 91 73 184 171:
Other: 201: 48 54 39 65 72 137 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 16.4 25.1 26.2 10.8 15.9 18.2 24.0
Old : 17.7 17.4 27.5 29.2 17.2 17.0 24.3 28.4
Other: 25.2 27.4 35.5 40.8 25.1 27.0 34.1 39.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 2,145,138: 310,585 342,368 659,973 933,073 903,929 1,903,630 1,906,270: 241,508 238,868
Old : 1,757,051: 273,789 403,630 514,907 770,203 671,628 1,558,898 1,590,165: 198,153 166,887
Other: 388,087: 135,999 37,941 45,863 162,870 232,301 344,732 316,105: 43,355 71,981
: : :
: : Changes in Commitments from: February 12, 2019 :
: 40,265: -21,269 52,601 21,943 40,234 -29,949 40,909 44,595: -643 -4,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.0 30.8 43.5 42.1 88.7 88.9: 11.3 11.1
Old : 100.0: 15.6 23.0 29.3 43.8 38.2 88.7 90.5: 11.3 9.5
Other: 100.0: 35.0 9.8 11.8 42.0 59.9 88.8 81.5: 11.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 838: 216 155 248 381 366 712 673:
Old : 824: 199 171 225 373 347 686 639:
Other: 535: 109 75 68 153 287 293 403:
:----------------------------------------------------------------------------------------------------
: 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 8.7 19.0 14.5 8.0 4.7 11.0 8.0
Old : 13.5 8.0 19.9 13.9 11.1 5.6 15.2 9.5
Other: 16.7 23.0 28.6 30.8 15.4 17.5 24.2 23.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 5,476: 2,240 344 366 916 3,642 3,522 4,352: 1,955 1,124
Old : 4,858: 2,256 259 122 718 3,547 3,096 3,929: 1,762 929
Other: 618: 97 198 131 198 95 425 424: 193 195
: : :
: : Changes in Commitments from: February 12, 2019 :
: -508: -328 21 53 101 -637 -174 -563: -334 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 6.3 6.7 16.7 66.5 64.3 79.5: 35.7 20.5
Old : 100.0: 46.4 5.3 2.5 14.8 73.0 63.7 80.9: 36.3 19.1
Other: 100.0: 15.7 32.0 21.1 32.0 15.4 68.8 68.5: 31.2 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 4 6 9 8 25 15:
Old : 27: 12 5 4 6 8 21 14:
Other: 16: 5 4 6 6 4 15 10:
:----------------------------------------------------------------------------------------------------
: 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 : 39.4 60.7 49.9 70.9 39.4 59.5 49.4 68.2
Old : 42.5 65.8 53.7 74.2 42.5 65.3 53.7 73.5
Other: 44.1 51.7 58.9 66.8 33.5 38.3 41.7 41.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 861,682: 119,860 142,249 239,862 438,670 367,887 798,392 749,998: 63,291 111,684
Old : 728,278: 112,951 125,967 190,970 370,519 329,453 674,440 646,391: 53,837 81,887
Other: 133,405: 24,541 33,914 31,260 68,151 38,434 123,951 103,608: 9,453 29,797
: : :
: : Changes in Commitments from: February 12, 2019 :
: 190: -7,005 21,371 7,436 -546 -29,399 -115 -593: 305 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.5 27.8 50.9 42.7 92.7 87.0: 7.3 13.0
Old : 100.0: 15.5 17.3 26.2 50.9 45.2 92.6 88.8: 7.4 11.2
Other: 100.0: 18.4 25.4 23.4 51.1 28.8 92.9 77.7: 7.1 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 637: 141 182 244 221 245 518 548:
Old : 628: 152 177 217 212 236 492 524:
Other: 378: 69 98 78 94 174 209 308:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 10.6 23.4 16.3 15.6 8.4 21.6 12.6
Old : 17.7 11.9 25.1 17.8 16.8 9.5 23.8 14.1
Other: 20.2 15.4 30.5 23.0 16.7 11.2 24.8 16.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 545,501: 122,917 66,687 158,851 227,187 292,211 508,955 517,749: 36,546 27,752
Old : 462,286: 125,882 69,620 125,843 183,369 244,645 435,094 440,107: 27,193 22,180
Other: 83,214: 17,495 17,528 12,548 43,818 47,566 73,861 77,642: 9,353 5,572
: : :
: : Changes in Commitments from: February 12, 2019 :
: -8,877: -4,341 3,962 -10,410 6,533 -2,404 -8,218 -8,852: -659 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 12.2 29.1 41.6 53.6 93.3 94.9: 6.7 5.1
Old : 100.0: 27.2 15.1 27.2 39.7 52.9 94.1 95.2: 5.9 4.8
Other: 100.0: 21.0 21.1 15.1 52.7 57.2 88.8 93.3: 11.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 111 82 138 93 93 290 263:
Old : 348: 119 78 131 91 90 284 254:
Other: 147: 30 41 38 50 32 109 91:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 27.7 16.9 34.3 9.4 24.0 14.3 29.9
Old : 10.8 27.3 18.2 34.2 10.6 24.2 16.8 30.3
Other: 16.5 40.3 28.5 54.2 16.0 37.3 26.9 48.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,219,658: 135,097 148,318 155,630 753,485 742,296 1,044,211 1,046,244: 175,446 173,413
Old : 1,219,658: 135,097 148,318 155,630 753,485 742,296 1,044,211 1,046,244: 175,446 173,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 62,582: 32,854 6,974 7,631 19,416 50,225 59,900 64,829: 2,681 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.2 12.8 61.8 60.9 85.6 85.8: 14.4 14.2
Old : 100.0: 11.1 12.2 12.8 61.8 60.9 85.6 85.8: 14.4 14.2
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 : 195: 40 37 50 93 98 161 159:
Old : 195: 40 37 50 93 98 161 159:
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 24.6 31.6 38.1 17.7 21.6 23.6 28.5
Old : 22.7 24.6 31.6 38.1 17.7 21.6 23.6 28.5
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 with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,224,825: 111,743 421,416 46,793 895,223 664,690 1,053,759 1,132,899: 171,066 91,926
Old : 1,224,825: 111,743 421,416 46,793 895,223 664,690 1,053,759 1,132,899: 171,066 91,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -1,141: 1,576 -4,073 13,753 -22,797 -7,917 -7,467 1,764: 6,326 -2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 34.4 3.8 73.1 54.3 86.0 92.5: 14.0 7.5
Old : 100.0: 9.1 34.4 3.8 73.1 54.3 86.0 92.5: 14.0 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 24 21 28 79 68 117 103:
Old : 137: 24 21 28 79 68 117 103:
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 : 28.4 34.4 39.6 51.2 21.9 34.1 31.6 48.6
Old : 28.4 34.4 39.6 51.2 21.9 34.1 31.6 48.6
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 19, 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 : 2,167: 358 938 0 1,438 893 1,796 1,831: 371 336
Old : 2,167: 358 938 0 1,438 893 1,796 1,831: 371 336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 43.3 0.0 66.4 41.2 82.9 84.5: 17.1 15.5
Old : 100.0: 16.5 43.3 0.0 66.4 41.2 82.9 84.5: 17.1 15.5
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 : 21: 6 7 0 6 7 12 14:
Old : 21: 6 7 0 6 7 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 53.3 77.9 71.7 60.4 52.5 67.0 65.8
Old : 68.2 53.3 77.9 71.7 60.4 52.5 67.0 65.8
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 19, 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 : 499,100: 84,452 95,292 118,768 242,754 243,960 445,975 458,020: 53,125 41,080
Old : 422,759: 85,530 99,740 96,057 193,984 193,922 375,571 389,719: 47,188 33,040
Other: 76,341: 11,666 8,296 9,968 48,770 50,038 70,404 68,301: 5,937 8,040
: : :
: : Changes in Commitments from: February 12, 2019 :
: 804: -105 12,297 -6,779 13,284 -4,392 6,400 1,125: -5,596 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.1 23.8 48.6 48.9 89.4 91.8: 10.6 8.2
Old : 100.0: 20.2 23.6 22.7 45.9 45.9 88.8 92.2: 11.2 7.8
Other: 100.0: 15.3 10.9 13.1 63.9 65.5 92.2 89.5: 7.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 76 91 103 115 100 262 240:
Old : 318: 85 91 99 112 95 256 233:
Other: 146: 30 35 30 69 39 119 84:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 22.2 18.8 29.9 9.9 16.7 15.0 22.8
Old : 11.9 22.0 18.4 29.2 10.5 18.8 16.2 25.0
Other: 28.1 37.4 38.7 51.0 20.9 29.5 30.2 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 10,479: 876 4,969 1,170 6,530 2,663 8,577 8,802: 1,902 1,677
Old : 10,459: 875 4,969 1,155 6,530 2,662 8,560 8,785: 1,899 1,674
Other: 20: 16 15 1 0 1 17 17: 3 3
: : :
: : Changes in Commitments from: February 12, 2019 :
: 2,023: 199 1,314 497 836 -88 1,531 1,723: 491 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 47.4 11.2 62.3 25.4 81.8 84.0: 18.2 16.0
Old : 100.0: 8.4 47.5 11.0 62.4 25.5 81.8 84.0: 18.2 16.0
Other: 100.0: 79.7 74.6 5.1 0.0 5.1 84.7 84.7: 15.3 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 21 12 21 13 40 42:
Old : 61: 15 21 12 21 13 40 42:
Other: 5: 1 3 1 0 1 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 30.6 54.6 47.1 42.7 29.7 49.9 43.8
Old : 43.7 30.7 54.7 47.2 42.8 29.7 49.9 43.9
Other: 84.7 84.7 84.7 84.7 79.7 79.7 79.7 79.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 3,276,949: 591,240 928,607 322,088 2,165,049 1,883,176 3,078,377 3,133,871: 198,572 143,078
Old : 3,276,949: 591,240 928,607 322,088 2,165,049 1,883,176 3,078,377 3,133,871: 198,572 143,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -1,746: 3,528 -11,826 16,284 -30,103 -31,781 -10,291 -27,323: 8,545 25,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.3 9.8 66.1 57.5 93.9 95.6: 6.1 4.4
Old : 100.0: 18.0 28.3 9.8 66.1 57.5 93.9 95.6: 6.1 4.4
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 : 332: 65 54 48 165 141 256 217:
Old : 332: 65 54 48 165 141 256 217:
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 : 20.5 34.8 32.5 47.3 19.6 28.4 28.7 39.9
Old : 20.5 34.8 32.5 47.3 19.6 28.4 28.7 39.9
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 19, 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 : 4,874,532: 687,496 852,109 676,515 3,031,549 2,896,380 4,395,560 4,425,005: 478,973 449,528
Old : 4,874,532: 687,496 852,109 676,515 3,031,549 2,896,380 4,395,560 4,425,005: 478,973 449,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 115,607: 12,133 44,323 -9,724 103,923 59,741 106,332 94,340: 9,275 21,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.5 13.9 62.2 59.4 90.2 90.8: 9.8 9.2
Old : 100.0: 14.1 17.5 13.9 62.2 59.4 90.2 90.8: 9.8 9.2
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 : 426: 92 81 104 209 206 349 344:
Old : 426: 92 81 104 209 206 349 344:
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 : 20.4 20.9 27.9 30.1 16.0 18.3 21.8 25.8
Old : 20.4 20.9 27.9 30.1 16.0 18.3 21.8 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 690,339: 61,228 149,182 13,192 505,038 374,937 579,458 537,311: 110,881 153,028
Old : 690,339: 61,228 149,182 13,192 505,038 374,937 579,458 537,311: 110,881 153,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 6,644: 1,123 -3,484 1,636 7,048 12,264 9,807 10,416: -3,163 -3,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 21.6 1.9 73.2 54.3 83.9 77.8: 16.1 22.2
Old : 100.0: 8.9 21.6 1.9 73.2 54.3 83.9 77.8: 16.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 11 16 11 66 57 85 76:
Old : 106: 11 16 11 66 57 85 76:
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 : 31.3 24.8 42.3 35.4 30.8 24.1 40.4 32.7
Old : 31.3 24.8 42.3 35.4 30.8 24.1 40.4 32.7
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 19, 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 : 4,864,455: 798,583 941,244 356,835 3,339,171 3,204,832 4,494,589 4,502,911: 369,866 361,544
Old : 4,864,455: 798,583 941,244 356,835 3,339,171 3,204,832 4,494,589 4,502,911: 369,866 361,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 64,493: 29,429 -19,319 1,962 37,185 102,796 68,576 85,438: -4,083 -20,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.3 7.3 68.6 65.9 92.4 92.6: 7.6 7.4
Old : 100.0: 16.4 19.3 7.3 68.6 65.9 92.4 92.6: 7.6 7.4
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 : 349: 60 63 65 173 178 267 272:
Old : 349: 60 63 65 173 178 267 272:
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 : 30.1 20.7 41.4 31.1 23.7 18.8 34.3 27.0
Old : 30.1 20.7 41.4 31.1 23.7 18.8 34.3 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,818,913: 226,388 416,755 447,492 1,107,151 894,538 1,781,031 1,758,785: 37,882 60,129
Old : 1,818,913: 226,388 416,755 447,492 1,107,151 894,538 1,781,031 1,758,785: 37,882 60,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -7,029: 3,832 -2,124 -2,546 -7,710 -1,467 -6,425 -6,137: -604 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.9 24.6 60.9 49.2 97.9 96.7: 2.1 3.3
Old : 100.0: 12.4 22.9 24.6 60.9 49.2 97.9 96.7: 2.1 3.3
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 : 153: 34 41 53 59 72 120 143:
Old : 153: 34 41 53 59 72 120 143:
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 : 33.3 29.8 45.7 42.0 25.2 20.2 32.3 26.8
Old : 33.3 29.8 45.7 42.0 25.2 20.2 32.3 26.8
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 19, 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 : 42,324: 16,523 8,802 2,241 16,945 21,265 35,709 32,307: 6,616 10,017
Old : 42,324: 16,523 8,802 2,241 16,945 21,265 35,709 32,307: 6,616 10,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -786: 115 -1,661 528 -1,055 -780 -412 -1,913: -373 1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 20.8 5.3 40.0 50.2 84.4 76.3: 15.6 23.7
Old : 100.0: 39.0 20.8 5.3 40.0 50.2 84.4 76.3: 15.6 23.7
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 : 100: 27 29 10 30 26 65 57:
Old : 100: 27 29 10 30 26 65 57:
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 : 40.2 31.4 51.2 46.9 39.8 29.4 50.8 43.6
Old : 40.2 31.4 51.2 46.9 39.8 29.4 50.8 43.6
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 19, 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 : 84,649: 33,046 17,604 4,481 33,890 42,529 71,417 64,615: 13,232 20,034
Old : 84,649: 33,046 17,604 4,481 33,890 42,529 71,417 64,615: 13,232 20,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: -1,572: 229 -3,323 1,056 -2,110 -1,559 -825 -3,826: -747 2,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 20.8 5.3 40.0 50.2 84.4 76.3: 15.6 23.7
Old : 100.0: 39.0 20.8 5.3 40.0 50.2 84.4 76.3: 15.6 23.7
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 : 100: 27 29 10 30 26 65 57:
Old : 100: 27 29 10 30 26 65 57:
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 : 40.2 31.4 51.2 46.9 39.8 29.4 50.8 43.6
Old : 40.2 31.4 51.2 46.9 39.8 29.4 50.8 43.6
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 19, 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 : 31,246: 2,653 763 0 27,100 29,905 29,753 30,668: 1,493 578
Old : 31,246: 2,653 763 0 27,100 29,905 29,753 30,668: 1,493 578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 1,259: 400 14 0 780 1,440 1,180 1,454: 79 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 2.4 0.0 86.7 95.7 95.2 98.2: 4.8 1.8
Old : 100.0: 8.5 2.4 0.0 86.7 95.7 95.2 98.2: 4.8 1.8
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 : 25: 3 2 0 12 11 15 13:
Old : 25: 3 2 0 12 11 15 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 : 73.6 84.9 87.7 94.6 73.6 84.9 87.0 93.4
Old : 73.6 84.9 87.7 94.6 73.6 84.9 87.0 93.4
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 19, 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 : 29,130: 20,951 26,885 290 7,693 1,925 28,934 29,100: 196 30
Old : 29,130: 20,951 26,885 290 7,693 1,925 28,934 29,100: 196 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 0: 51 15 1 -46 0 6 16: -6 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 92.3 1.0 26.4 6.6 99.3 99.9: 0.7 0.1
Old : 100.0: 71.9 92.3 1.0 26.4 6.6 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: 26 15 3 3 3 31 19:
Old : 46: 26 15 3 3 3 31 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 : 54.2 81.3 78.4 92.1 54.2 80.9 76.3 89.2
Old : 54.2 81.3 78.4 92.1 54.2 80.9 76.3 89.2
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 19, 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 : 30,162: 16,020 12,272 120 13,903 14,470 30,043 26,862: 119 3,300
Old : 30,162: 16,020 12,272 120 13,903 14,470 30,043 26,862: 119 3,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 508: 469 -71 -6 -40 534 423 457: 85 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 40.7 0.4 46.1 48.0 99.6 89.1: 0.4 10.9
Old : 100.0: 53.1 40.7 0.4 46.1 48.0 99.6 89.1: 0.4 10.9
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 : 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 : 95.8 43.2 98.9 63.4 95.8 43.2 98.8 63.1
Old : 95.8 43.2 98.9 63.4 95.8 43.2 98.8 63.1
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 19, 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 : 14,942: 12,299 6,478 44 2,571 5,908 14,914 12,430: 28 2,512
Old : 14,942: 12,299 6,478 44 2,571 5,908 14,914 12,430: 28 2,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: 43: 516 -898 -11 -478 338 27 -571: 16 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 43.4 0.3 17.2 39.5 99.8 83.2: 0.2 16.8
Old : 100.0: 82.3 43.4 0.3 17.2 39.5 99.8 83.2: 0.2 16.8
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 : 28: 5 12 2 2 9 9 21:
Old : 28: 5 12 2 2 9 9 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 : 95.5 48.0 99.8 73.6 95.5 47.9 99.5 73.5
Old : 95.5 48.0 99.8 73.6 95.5 47.9 99.5 73.5
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 19, 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 : 72,833: 19,129 19,094 53,704 0 0 72,833 72,798: 0 35
Old : 72,833: 19,129 19,094 53,704 0 0 72,833 72,798: 0 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 26.2 73.7 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 26.3 26.2 73.7 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 15 4 0 0 9 17:
Old : 22: 6 15 4 0 0 9 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 : 99.2 85.2 100.0 97.4 26.2 18.8 26.3 24.7
Old : 99.2 85.2 100.0 97.4 26.2 18.8 26.3 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2019