WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 567,778: 115,906 167,508 193,700 208,806 152,365 518,411 513,572: 49,367 54,206
Old : 296,751: 108,379 130,721 63,019 98,659 75,114 270,057 268,855: 26,693 27,896
Other: 271,028: 63,401 92,660 74,807 110,146 77,250 248,354 244,717: 22,674 26,310
: : :
: : Changes in Commitments from: February 19, 2019 :
: -47,012: -4,177 14,008 -31,676 -14,395 -30,173 -50,248 -47,841: 3,236 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.5 34.1 36.8 26.8 91.3 90.5: 8.7 9.5
Old : 100.0: 36.5 44.1 21.2 33.2 25.3 91.0 90.6: 9.0 9.4
Other: 100.0: 23.4 34.2 27.6 40.6 28.5 91.6 90.3: 8.4 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 421: 139 135 157 116 108 341 325:
Old : 377: 137 109 89 97 89 260 262:
Other: 301: 86 96 85 88 90 227 226:
:----------------------------------------------------------------------------------------------------
: 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 10.5 19.1 18.0 7.7 7.7 13.9 12.6
Old : 13.6 12.2 24.0 21.3 13.6 12.2 21.5 20.8
Other: 12.3 14.8 21.4 24.3 8.2 11.6 14.2 17.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 14,604: 3,726 671 850 9,558 12,923 14,134 14,444: 470 160
Old : 6,802: 2,225 521 0 4,457 6,121 6,682 6,642: 120 160
Other: 7,802: 1,607 256 744 5,101 6,802 7,452 7,802: 350 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,587: 2,236 190 0 -739 1,532 1,497 1,722: 90 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.6 5.8 65.4 88.5 96.8 98.9: 3.2 1.1
Old : 100.0: 32.7 7.7 0.0 65.5 90.0 98.2 97.6: 1.8 2.4
Other: 100.0: 20.6 3.3 9.5 65.4 87.2 95.5 100.0: 4.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 3 3 16 11 23 16:
Old : 16: 3 2 0 8 9 11 11:
Other: 24: 5 3 2 11 9 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 72.1 68.3 89.2 41.7 62.0 57.3 72.9
Old : 76.8 77.0 94.5 95.8 76.8 74.8 86.2 86.9
Other: 47.2 80.8 71.8 92.7 33.4 59.3 52.7 67.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 308,377: 79,019 110,274 67,240 126,450 109,435 272,709 286,950: 35,667 21,427
Old : 172,381: 72,303 87,047 13,268 65,346 61,199 150,917 161,513: 21,464 10,868
Other: 135,996: 40,275 56,787 20,413 61,104 48,236 121,792 125,436: 14,203 10,559
: : :
: : Changes in Commitments from: February 19, 2019 :
: -25,419: -1,758 5,104 -10,740 -13,196 -18,225 -25,694 -23,861: 274 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 35.8 21.8 41.0 35.5 88.4 93.1: 11.6 6.9
Old : 100.0: 41.9 50.5 7.7 37.9 35.5 87.5 93.7: 12.5 6.3
Other: 100.0: 29.6 41.8 15.0 44.9 35.5 89.6 92.2: 10.4 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 78 66 78 99 83 216 196:
Old : 253: 77 56 43 87 66 180 149:
Other: 208: 50 53 44 68 74 143 150:
:----------------------------------------------------------------------------------------------------
: 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 17.7 24.7 29.4 11.3 17.1 18.6 26.8
Old : 21.6 22.3 30.1 37.5 21.6 22.2 30.1 36.8
Other: 21.1 24.3 31.7 37.5 20.9 23.1 30.4 33.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,973,341: 336,017 369,779 564,937 821,183 813,108 1,722,138 1,747,824: 251,204 225,517
Old : 1,552,687: 301,452 440,344 393,154 659,089 569,605 1,353,695 1,403,104: 198,992 149,584
Other: 420,654: 148,138 43,008 58,210 162,094 243,503 368,443 344,720: 52,211 75,934
: : :
: : Changes in Commitments from: February 19, 2019 :
: -171,796: 25,433 27,411 -95,036 -111,889 -90,821 -181,493 -158,446: 9,696 -13,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.7 28.6 41.6 41.2 87.3 88.6: 12.7 11.4
Old : 100.0: 19.4 28.4 25.3 42.4 36.7 87.2 90.4: 12.8 9.6
Other: 100.0: 35.2 10.2 13.8 38.5 57.9 87.6 81.9: 12.4 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 820: 213 144 245 372 351 696 655:
Old : 803: 193 166 219 360 325 660 615:
Other: 548: 113 74 76 165 294 308 421:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 8.8 17.5 14.6 7.2 5.1 10.6 9.0
Old : 13.1 7.8 19.6 13.6 11.0 6.2 16.1 11.0
Other: 16.4 21.6 28.3 29.0 14.9 17.0 24.7 23.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,754: 1,871 515 259 1,088 3,009 3,218 3,782: 1,537 972
Old : 4,005: 1,903 427 10 806 2,869 2,720 3,306: 1,285 699
Other: 750: 37 157 179 282 140 498 476: 252 274
: : :
: : Changes in Commitments from: February 19, 2019 :
: -722: -369 171 -107 172 -633 -304 -570: -418 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 10.8 5.4 22.9 63.3 67.7 79.6: 32.3 20.4
Old : 100.0: 47.5 10.7 0.3 20.1 71.6 67.9 82.6: 32.1 17.4
Other: 100.0: 4.9 21.0 23.9 37.6 18.7 66.4 63.5: 33.6 36.5
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 4 5 9 8 23 14:
Old : 24: 11 3 2 5 7 17 11:
Other: 16: 4 4 4 7 5 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 : 42.9 59.3 53.4 72.0 42.9 56.5 52.4 68.9
Old : 48.6 68.0 60.4 80.0 48.6 68.0 59.8 79.8
Other: 40.8 44.8 56.9 61.6 31.7 25.7 35.3 32.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 749,083: 124,480 140,132 193,612 376,467 315,286 694,559 649,030: 54,525 100,053
Old : 597,030: 122,107 129,462 137,969 292,835 260,689 552,911 528,119: 44,119 68,911
Other: 152,053: 26,251 34,547 31,766 83,631 54,597 141,648 120,911: 10,405 31,142
: : :
: : Changes in Commitments from: February 19, 2019 :
: -112,599: 4,620 -2,117 -46,250 -62,203 -52,601 -103,833 -100,968: -8,766 -11,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.7 25.8 50.3 42.1 92.7 86.6: 7.3 13.4
Old : 100.0: 20.5 21.7 23.1 49.0 43.7 92.6 88.5: 7.4 11.5
Other: 100.0: 17.3 22.7 20.9 55.0 35.9 93.2 79.5: 6.8 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 142 168 215 201 240 473 519:
Old : 597: 143 169 187 189 228 441 491:
Other: 374: 71 92 75 94 181 207 308:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 11.5 25.2 17.9 16.1 10.2 22.7 14.8
Old : 16.4 14.0 24.7 20.9 15.7 12.3 22.5 17.0
Other: 27.9 14.7 38.0 22.6 23.9 11.6 32.7 18.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 511,919: 117,139 68,557 150,257 205,652 263,027 473,049 481,842: 38,870 30,077
Old : 422,351: 118,639 72,418 115,994 158,868 210,913 393,501 399,324: 28,850 23,026
Other: 89,568: 20,402 18,042 12,361 46,784 52,115 79,547 82,518: 10,020 7,050
: : :
: : Changes in Commitments from: February 19, 2019 :
: -33,582: -5,778 1,870 -8,594 -21,535 -29,184 -35,906 -35,907: 2,324 2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 13.4 29.4 40.2 51.4 92.4 94.1: 7.6 5.9
Old : 100.0: 28.1 17.1 27.5 37.6 49.9 93.2 94.5: 6.8 5.5
Other: 100.0: 22.8 20.1 13.8 52.2 58.2 88.8 92.1: 11.2 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 114 77 131 88 89 279 251:
Old : 335: 114 81 124 85 85 270 242:
Other: 146: 33 37 37 48 33 109 88:
:----------------------------------------------------------------------------------------------------
: 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 26.1 17.0 33.1 9.7 23.1 14.9 29.2
Old : 11.0 24.7 18.6 32.2 10.6 22.7 17.5 29.2
Other: 16.6 42.0 27.4 55.3 16.6 39.0 26.7 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,281,128: 134,777 180,325 208,028 722,056 700,839 1,064,861 1,089,192: 216,267 191,936
Old : 1,281,128: 134,777 180,325 208,028 722,056 700,839 1,064,861 1,089,192: 216,267 191,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 61,470: -319 32,007 52,398 -31,429 -41,457 20,649 42,948: 40,821 18,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.1 16.2 56.4 54.7 83.1 85.0: 16.9 15.0
Old : 100.0: 10.5 14.1 16.2 56.4 54.7 83.1 85.0: 16.9 15.0
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 : 187: 40 35 49 88 94 151 155:
Old : 187: 40 35 49 88 94 151 155:
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 : 26.7 29.7 36.1 43.2 16.3 20.2 21.9 28.3
Old : 26.7 29.7 36.1 43.2 16.3 20.2 21.9 28.3
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 26, 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 : 1,199,603: 112,241 431,370 37,788 837,972 609,267 988,002 1,078,425: 211,601 121,178
Old : 1,199,603: 112,241 431,370 37,788 837,972 609,267 988,002 1,078,425: 211,601 121,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -25,222: 498 9,953 -9,005 -57,251 -55,423 -65,757 -54,474: 40,535 29,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 36.0 3.2 69.9 50.8 82.4 89.9: 17.6 10.1
Old : 100.0: 9.4 36.0 3.2 69.9 50.8 82.4 89.9: 17.6 10.1
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 : 127: 22 19 26 75 61 111 92:
Old : 127: 22 19 26 75 61 111 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 35.4 39.1 52.5 22.6 34.5 31.6 48.1
Old : 28.6 35.4 39.1 52.5 22.6 34.5 31.6 48.1
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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 1,690: 180 596 14 1,204 778 1,398 1,388: 292 302
Old : 1,690: 180 596 14 1,204 778 1,398 1,388: 292 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -477: -178 -342 14 -234 -115 -398 -443: -79 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 35.3 0.8 71.2 46.0 82.7 82.1: 17.3 17.9
Old : 100.0: 10.7 35.3 0.8 71.2 46.0 82.7 82.1: 17.3 17.9
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 : 20: 5 7 1 6 7 12 14:
Old : 20: 5 7 1 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 : 65.1 49.7 76.7 71.0 48.8 39.8 56.2 52.5
Old : 65.1 49.7 76.7 71.0 48.8 39.8 56.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 475,375: 79,678 103,981 104,569 240,427 226,823 424,675 435,373: 50,701 40,003
Old : 386,254: 81,833 106,709 78,098 181,995 169,432 341,925 354,239: 44,328 32,015
Other: 89,122: 11,216 10,642 13,101 58,433 57,391 82,749 81,134: 6,372 7,988
: : :
: : Changes in Commitments from: February 19, 2019 :
: -23,724: -4,774 8,688 -14,199 -2,327 -17,137 -21,300 -22,647: -2,424 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 21.9 22.0 50.6 47.7 89.3 91.6: 10.7 8.4
Old : 100.0: 21.2 27.6 20.2 47.1 43.9 88.5 91.7: 11.5 8.3
Other: 100.0: 12.6 11.9 14.7 65.6 64.4 92.8 91.0: 7.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 77 83 93 112 95 243 232:
Old : 302: 83 85 86 110 88 235 223:
Other: 154: 29 41 31 71 41 122 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 : 14.5 19.9 21.1 28.4 10.5 15.5 16.1 20.9
Old : 12.5 19.7 19.3 27.0 11.7 17.7 18.4 24.0
Other: 33.2 35.9 43.2 51.3 27.1 31.6 34.6 41.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 9,368: 834 4,902 470 6,260 2,614 7,564 7,986: 1,804 1,382
Old : 9,338: 847 4,907 448 6,260 2,607 7,556 7,962: 1,783 1,377
Other: 30: 7 16 2 0 6 9 24: 21 5
: : :
: : Changes in Commitments from: February 19, 2019 :
: -1,111: -42 -66 -700 -270 -50 -1,012 -816: -98 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 52.3 5.0 66.8 27.9 80.7 85.2: 19.3 14.8
Old : 100.0: 9.1 52.5 4.8 67.0 27.9 80.9 85.3: 19.1 14.7
Other: 100.0: 22.8 53.2 7.0 0.0 21.5 29.8 81.7: 70.2 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 14 17 9 16 11 33 34:
Old : 51: 14 17 9 16 11 33 34:
Other: 7: 2 3 2 0 2 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 54.6 34.3 62.5 53.0 48.9 33.3 56.6 49.9
Old : 54.8 34.4 62.7 53.2 49.0 33.4 56.8 50.0
Other: 29.8 78.3 29.8 81.7 22.8 71.3 22.8 74.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 3,121,826: 704,437 847,817 153,682 2,039,317 1,956,434 2,897,436 2,957,933: 224,390 163,893
Old : 3,121,826: 704,437 847,817 153,682 2,039,317 1,956,434 2,897,436 2,957,933: 224,390 163,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -155,123: 113,197 -80,790 -168,406 -125,732 73,258 -180,940 -175,938: 25,817 20,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 27.2 4.9 65.3 62.7 92.8 94.8: 7.2 5.2
Old : 100.0: 22.6 27.2 4.9 65.3 62.7 92.8 94.8: 7.2 5.2
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 : 324: 64 54 49 164 133 256 209:
Old : 324: 64 54 49 164 133 256 209:
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 : 18.9 30.2 29.3 43.8 18.6 28.5 27.5 41.1
Old : 18.9 30.2 29.3 43.8 18.6 28.5 27.5 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 4,694,256: 660,085 861,009 562,484 2,942,044 2,797,861 4,164,612 4,221,354: 529,643 472,902
Old : 4,694,256: 660,085 861,009 562,484 2,942,044 2,797,861 4,164,612 4,221,354: 529,643 472,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -180,277: -27,411 8,900 -114,032 -89,505 -98,519 -230,948 -203,651: 50,671 23,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.3 12.0 62.7 59.6 88.7 89.9: 11.3 10.1
Old : 100.0: 14.1 18.3 12.0 62.7 59.6 88.7 89.9: 11.3 10.1
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 : 393: 80 77 96 193 193 323 317:
Old : 393: 80 77 96 193 193 323 317:
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 20.7 27.8 30.3 15.7 18.5 21.8 26.4
Old : 20.4 20.7 27.8 30.3 15.7 18.5 21.8 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 26, 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 : 744,615: 77,924 140,489 17,888 512,166 392,596 607,978 550,973: 136,637 193,642
Old : 744,615: 77,924 140,489 17,888 512,166 392,596 607,978 550,973: 136,637 193,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 54,276: 16,696 -8,693 4,696 7,128 17,659 28,520 13,662: 25,756 40,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.9 2.4 68.8 52.7 81.6 74.0: 18.4 26.0
Old : 100.0: 10.5 18.9 2.4 68.8 52.7 81.6 74.0: 18.4 26.0
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 : 106: 13 15 15 63 58 85 79:
Old : 106: 13 15 15 63 58 85 79:
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 : 29.9 20.8 41.5 31.7 28.4 19.0 38.4 27.6
Old : 29.9 20.8 41.5 31.7 28.4 19.0 38.4 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 4,654,363: 783,808 964,535 229,530 3,244,104 3,020,429 4,257,442 4,214,495: 396,921 439,868
Old : 4,654,363: 783,808 964,535 229,530 3,244,104 3,020,429 4,257,442 4,214,495: 396,921 439,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -210,092: -14,775 23,291 -127,304 -95,068 -184,403 -237,147 -288,416: 27,055 78,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.7 4.9 69.7 64.9 91.5 90.5: 8.5 9.5
Old : 100.0: 16.8 20.7 4.9 69.7 64.9 91.5 90.5: 8.5 9.5
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 : 329: 62 58 67 155 162 249 256:
Old : 329: 62 58 67 155 162 249 256:
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 : 32.1 21.4 44.2 31.4 25.2 20.3 36.6 28.8
Old : 32.1 21.4 44.2 31.4 25.2 20.3 36.6 28.8
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 26, 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 : 1,897,023: 245,397 431,222 472,603 1,137,236 934,125 1,855,236 1,837,950: 41,787 59,073
Old : 1,897,023: 245,397 431,222 472,603 1,137,236 934,125 1,855,236 1,837,950: 41,787 59,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 78,110: 19,009 14,467 25,111 30,085 39,587 74,205 79,166: 3,905 -1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.7 24.9 59.9 49.2 97.8 96.9: 2.2 3.1
Old : 100.0: 12.9 22.7 24.9 59.9 49.2 97.8 96.9: 2.2 3.1
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 : 164: 42 44 57 60 73 126 152:
Old : 164: 42 44 57 60 73 126 152:
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 : 32.9 29.3 47.0 41.5 26.5 19.5 34.5 26.8
Old : 32.9 29.3 47.0 41.5 26.5 19.5 34.5 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 26, 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 : 44,067: 18,403 7,915 2,426 16,726 24,398 37,555 34,739: 6,512 9,328
Old : 44,067: 18,403 7,915 2,426 16,726 24,398 37,555 34,739: 6,512 9,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 1,743: 1,880 -887 185 -219 3,133 1,847 2,432: -104 -689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 18.0 5.5 38.0 55.4 85.2 78.8: 14.8 21.2
Old : 100.0: 41.8 18.0 5.5 38.0 55.4 85.2 78.8: 14.8 21.2
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 : 100: 29 23 6 31 29 64 54:
Old : 100: 29 23 6 31 29 64 54:
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 : 38.1 31.4 48.7 46.6 37.8 29.0 47.8 43.2
Old : 38.1 31.4 48.7 46.6 37.8 29.0 47.8 43.2
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 26, 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 : 88,134: 36,807 15,830 4,852 33,452 48,796 75,111 69,478: 13,023 18,656
Old : 88,134: 36,807 15,830 4,852 33,452 48,796 75,111 69,478: 13,023 18,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 3,485: 3,761 -1,774 371 -438 6,267 3,693 4,864: -208 -1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 18.0 5.5 38.0 55.4 85.2 78.8: 14.8 21.2
Old : 100.0: 41.8 18.0 5.5 38.0 55.4 85.2 78.8: 14.8 21.2
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 : 100: 29 23 6 31 29 64 54:
Old : 100: 29 23 6 31 29 64 54:
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 : 38.1 31.4 48.7 46.6 37.8 29.0 47.8 43.2
Old : 38.1 31.4 48.7 46.6 37.8 29.0 47.8 43.2
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 26, 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 : 31,491: 2,551 446 0 27,080 30,645 29,631 31,091: 1,860 400
Old : 31,491: 2,551 446 0 27,080 30,645 29,631 31,091: 1,860 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 245: -102 -317 0 -20 740 -122 423: 367 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.4 0.0 86.0 97.3 94.1 98.7: 5.9 1.3
Old : 100.0: 8.1 1.4 0.0 86.0 97.3 94.1 98.7: 5.9 1.3
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 : 23: 3 1 0 11 11 14 12:
Old : 23: 3 1 0 11 11 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 84.9 87.7 95.5 73.1 84.9 87.1 94.6
Old : 73.1 84.9 87.7 95.5 73.1 84.9 87.1 94.6
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 26, 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 : 28,060: 19,905 26,536 289 7,693 1,203 27,887 28,028: 173 32
Old : 28,060: 19,905 26,536 289 7,693 1,203 27,887 28,028: 173 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -1,070: -1,046 -349 -1 0 -722 -1,047 -1,072: -23 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 94.6 1.0 27.4 4.3 99.4 99.9: 0.6 0.1
Old : 100.0: 70.9 94.6 1.0 27.4 4.3 99.4 99.9: 0.6 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 : 45: 26 15 2 3 2 31 17:
Old : 45: 26 15 2 3 2 31 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 : 54.0 83.3 79.1 93.4 54.0 82.9 76.7 90.3
Old : 54.0 83.3 79.1 93.4 54.0 82.9 76.7 90.3
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 26, 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 : 29,646: 15,272 11,855 115 14,121 14,129 29,508 26,099: 138 3,547
Old : 29,646: 15,272 11,855 115 14,121 14,129 29,508 26,099: 138 3,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -516: -748 -417 -5 218 -341 -535 -763: 19 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 40.0 0.4 47.6 47.7 99.5 88.0: 0.5 12.0
Old : 100.0: 51.5 40.0 0.4 47.6 47.7 99.5 88.0: 0.5 12.0
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 : 34: 6 10 2 4 14 12 24:
Old : 34: 6 10 2 4 14 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 : 94.9 39.8 98.8 60.0 94.9 39.8 98.8 59.7
Old : 94.9 39.8 98.8 60.0 94.9 39.8 98.8 59.7
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 26, 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 : 14,174: 12,617 6,332 35 1,518 5,601 14,170 11,968: 4 2,206
Old : 14,174: 12,617 6,332 35 1,518 5,601 14,170 11,968: 4 2,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: -768: 318 -146 -9 -1,053 -307 -744 -462: -24 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 44.7 0.2 10.7 39.5 100.0 84.4: 0.0 15.6
Old : 100.0: 89.0 44.7 0.2 10.7 39.5 100.0 84.4: 0.0 15.6
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 : 26: 5 11 2 2 8 9 19:
Old : 26: 5 11 2 2 8 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.6 50.0 99.9 75.0 95.6 50.0 99.7 74.9
Old : 95.6 50.0 99.9 75.0 95.6 50.0 99.7 74.9
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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 73,230: 19,525 19,492 53,704 0 0 73,229 73,196: 1 34
Old : 73,230: 19,525 19,492 53,704 0 0 73,229 73,196: 1 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2019 :
: 397: 396 398 0 0 0 396 398: 1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.6 73.3 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 26.7 26.6 73.3 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 : 20: 3 16 4 0 0 6 18:
Old : 20: 3 16 4 0 0 6 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 : 99.6 85.1 100.0 97.2 26.7 18.7 26.7 24.9
Old : 99.6 85.1 100.0 97.2 26.7 18.7 26.7 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2019