WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 655,148: 117,128 180,202 265,343 220,961 160,905 603,433 606,451: 51,716 48,698
Old : 324,034: 122,698 144,084 89,766 86,153 67,582 298,617 301,433: 25,417 22,601
Other: 331,114: 76,091 117,779 93,917 134,808 93,323 304,815 305,018: 26,299 26,096
: : :
: : Changes in Commitments from: March 5, 2019 :
: 52,186: -618 -1,299 41,241 11,315 14,202 51,938 54,144: 248 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 27.5 40.5 33.7 24.6 92.1 92.6: 7.9 7.4
Old : 100.0: 37.9 44.5 27.7 26.6 20.9 92.2 93.0: 7.8 7.0
Other: 100.0: 23.0 35.6 28.4 40.7 28.2 92.1 92.1: 7.9 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 152 145 181 115 108 361 351:
Old : 401: 140 134 98 95 89 287 269:
Other: 321: 94 102 98 88 89 240 242:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.2 9.7 18.7 17.1 6.6 6.4 10.6 11.4
Old : 12.9 12.0 23.1 21.4 12.2 11.0 19.3 19.3
Other: 13.7 13.5 22.8 23.2 9.3 11.4 15.3 17.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 14,704: 4,625 1,199 1,719 8,088 11,670 14,432 14,588: 272 116
Old : 6,139: 3,199 300 188 2,632 5,551 6,019 6,039: 120 100
Other: 8,565: 1,613 1,087 1,343 5,456 6,118 8,413 8,549: 152 16
: : :
: : Changes in Commitments from: March 5, 2019 :
: 1,364: 48 649 631 684 68 1,362 1,348: 2 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.2 11.7 55.0 79.4 98.1 99.2: 1.9 0.8
Old : 100.0: 52.1 4.9 3.1 42.9 90.4 98.0 98.4: 2.0 1.6
Other: 100.0: 18.8 12.7 15.7 63.7 71.4 98.2 99.8: 1.8 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 3 6 16 11 26 18:
Old : 16: 4 1 1 8 7 12 9:
Other: 24: 5 3 4 12 9 20 14:
:----------------------------------------------------------------------------------------------------
: 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 : 46.3 57.9 66.1 79.2 38.6 45.7 48.4 57.0
Old : 72.8 83.9 90.9 98.4 70.9 78.0 82.4 84.5
Other: 41.1 59.2 68.4 86.2 34.7 42.8 50.1 54.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 339,359: 79,643 114,701 90,461 134,513 113,757 304,617 318,918: 34,742 20,441
Old : 171,627: 69,857 85,989 19,518 63,619 56,720 152,993 162,227: 18,633 9,400
Other: 167,733: 47,577 66,502 33,153 70,894 57,037 151,624 156,692: 16,109 11,041
: : :
: : Changes in Commitments from: March 5, 2019 :
: 18,499: -3,829 -1,167 13,805 9,397 5,918 19,373 18,555: -874 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 33.8 26.7 39.6 33.5 89.8 94.0: 10.2 6.0
Old : 100.0: 40.7 50.1 11.4 37.1 33.0 89.1 94.5: 10.9 5.5
Other: 100.0: 28.4 39.6 19.8 42.3 34.0 90.4 93.4: 9.6 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 86 61 79 103 89 227 197:
Old : 256: 77 58 38 84 67 179 145:
Other: 222: 58 53 47 78 78 163 152:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 16.6 21.2 27.6 9.4 15.3 15.6 24.4
Old : 19.6 25.6 28.6 39.7 19.6 25.5 28.5 39.5
Other: 14.4 18.8 24.4 30.5 12.3 17.5 20.5 27.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 2,150,365: 323,836 516,311 678,564 878,377 743,341 1,880,777 1,938,216: 269,588 212,150
Old : 1,664,818: 308,319 576,639 457,012 692,992 495,956 1,458,323 1,529,607: 206,495 135,211
Other: 485,548: 163,756 87,911 73,313 185,385 247,385 422,455 408,609: 63,093 76,939
: : :
: : Changes in Commitments from: March 5, 2019 :
: 138,970: -7,507 71,007 82,101 51,692 -9,560 126,286 143,548: 12,684 -4,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.0 31.6 40.8 34.6 87.5 90.1: 12.5 9.9
Old : 100.0: 18.5 34.6 27.5 41.6 29.8 87.6 91.9: 12.4 8.1
Other: 100.0: 33.7 18.1 15.1 38.2 50.9 87.0 84.2: 13.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 856: 226 166 241 379 365 713 682:
Old : 837: 205 187 211 362 332 672 631:
Other: 573: 122 81 92 181 300 338 445:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 7.7 17.7 13.5 7.2 5.5 10.2 9.2
Old : 12.9 7.1 19.3 13.1 11.1 6.6 15.5 11.5
Other: 16.1 22.3 26.1 30.6 15.3 18.4 22.5 26.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 4,437: 1,554 707 301 1,178 2,369 3,033 3,377: 1,404 1,060
Old : 3,386: 1,540 694 9 741 2,029 2,290 2,732: 1,096 655
Other: 1,050: 30 29 276 437 340 743 645: 308 405
: : :
: : Changes in Commitments from: March 5, 2019 :
: -69: -75 101 38 59 -171 22 -32: -91 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 15.9 6.8 26.5 53.4 68.4 76.1: 31.6 23.9
Old : 100.0: 45.5 20.5 0.3 21.9 59.9 67.6 80.7: 32.4 19.3
Other: 100.0: 2.8 2.8 26.3 41.6 32.4 70.7 61.4: 29.3 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 4 10 9 21 15:
Old : 23: 8 4 2 6 7 15 12:
Other: 15: 3 3 3 8 5 14 8:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 53.1 55.1 67.2 44.3 49.8 52.2 60.7
Old : 55.2 61.9 64.8 75.3 55.2 61.9 64.8 75.3
Other: 39.6 52.0 61.1 61.4 28.3 24.3 34.7 25.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 817,173: 120,851 188,931 225,680 414,663 304,598 761,193 719,208: 55,980 97,965
Old : 624,478: 121,860 178,900 148,322 309,639 231,870 579,820 559,091: 44,658 65,386
Other: 192,696: 37,931 48,970 38,419 105,024 72,728 181,373 160,117: 11,322 32,579
: : :
: : Changes in Commitments from: March 5, 2019 :
: 53,373: -2,981 36,525 10,722 43,953 4,122 51,694 51,369: 1,679 2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.1 27.6 50.7 37.3 93.1 88.0: 6.9 12.0
Old : 100.0: 19.5 28.6 23.8 49.6 37.1 92.8 89.5: 7.2 10.5
Other: 100.0: 19.7 25.4 19.9 54.5 37.7 94.1 83.1: 5.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 630: 149 178 220 205 238 483 529:
Old : 613: 148 178 181 193 219 443 487:
Other: 406: 79 103 82 95 190 221 332:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 10.1 24.3 16.6 14.8 8.0 20.6 13.1
Old : 15.5 11.9 24.0 18.6 15.0 9.7 20.9 15.7
Other: 25.2 14.0 35.5 22.7 19.8 11.4 28.8 17.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 500,032: 122,824 74,121 144,978 198,564 252,469 466,366 471,568: 33,666 28,464
Old : 393,000: 121,205 83,724 100,514 147,731 188,092 369,449 372,330: 23,551 20,670
Other: 107,032: 31,531 20,309 14,552 50,834 64,377 96,917 99,238: 10,115 7,794
: : :
: : Changes in Commitments from: March 5, 2019 :
: -15,295: 5,676 3,138 -11,661 -8,576 -7,277 -14,561 -15,800: -734 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.8 29.0 39.7 50.5 93.3 94.3: 6.7 5.7
Old : 100.0: 30.8 21.3 25.6 37.6 47.9 94.0 94.7: 6.0 5.3
Other: 100.0: 29.5 19.0 13.6 47.5 60.1 90.5 92.7: 9.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 116 85 136 82 87 276 258:
Old : 336: 115 92 121 78 83 259 247:
Other: 161: 47 43 40 49 35 121 98:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 23.8 17.2 31.5 9.8 21.0 15.1 28.1
Old : 11.5 21.2 19.2 29.5 11.2 19.1 18.6 26.6
Other: 15.5 39.0 27.3 54.6 15.1 36.3 25.5 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,153,204: 135,499 170,447 135,938 692,470 689,673 963,908 996,059: 189,296 157,145
Old : 1,153,204: 135,499 170,447 135,938 692,470 689,673 963,908 996,059: 189,296 157,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 13,664: 18,338 10,591 -14,367 -1,162 30,042 2,810 26,267: 10,854 -12,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.8 11.8 60.0 59.8 83.6 86.4: 16.4 13.6
Old : 100.0: 11.7 14.8 11.8 60.0 59.8 83.6 86.4: 16.4 13.6
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 : 199: 46 41 55 91 95 164 164:
Old : 199: 46 41 55 91 95 164 164:
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 : 22.2 27.3 30.7 39.6 16.1 23.6 22.3 31.5
Old : 22.2 27.3 30.7 39.6 16.1 23.6 22.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,120,568: 121,258 402,784 22,969 817,456 600,784 961,683 1,026,537: 158,885 94,031
Old : 1,120,568: 121,258 402,784 22,969 817,456 600,784 961,683 1,026,537: 158,885 94,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: -11,575: 9,515 -11,818 -2,416 -16,220 4,571 -9,121 -9,664: -2,454 -1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 35.9 2.0 73.0 53.6 85.8 91.6: 14.2 8.4
Old : 100.0: 10.8 35.9 2.0 73.0 53.6 85.8 91.6: 14.2 8.4
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 : 134: 24 16 21 76 65 108 94:
Old : 134: 24 16 21 76 65 108 94:
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 : 29.4 35.1 40.1 51.8 22.9 34.6 31.9 48.8
Old : 29.4 35.1 40.1 51.8 22.9 34.6 31.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,598: 309 854 2 924 404 1,235 1,260: 363 338
Old : 1,598: 309 854 2 924 404 1,235 1,260: 363 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 159: 55 428 -40 74 -248 89 140: 70 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 53.4 0.1 57.8 25.3 77.3 78.8: 22.7 21.2
Old : 100.0: 19.3 53.4 0.1 57.8 25.3 77.3 78.8: 22.7 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 : 26: 7 8 1 8 7 15 16:
Old : 26: 7 8 1 8 7 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 45.6 61.7 62.1 39.1 43.9 53.9 59.1
Old : 45.1 45.6 61.7 62.1 39.1 43.9 53.9 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 486,153: 87,811 106,260 106,159 244,473 235,070 438,443 447,489: 47,709 38,663
Old : 383,602: 88,878 108,717 72,665 182,354 171,420 343,897 352,802: 39,705 30,800
Other: 102,551: 14,917 13,528 17,510 62,119 63,650 94,546 94,687: 8,004 7,864
: : :
: : Changes in Commitments from: March 5, 2019 :
: 13,533: 295 2,431 4,527 8,150 3,764 12,972 10,722: 561 2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.9 21.8 50.3 48.4 90.2 92.0: 9.8 8.0
Old : 100.0: 23.2 28.3 18.9 47.5 44.7 89.6 92.0: 10.4 8.0
Other: 100.0: 14.5 13.2 17.1 60.6 62.1 92.2 92.3: 7.8 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 76 93 97 116 96 253 237:
Old : 312: 85 91 87 113 89 243 224:
Other: 170: 35 47 36 73 44 134 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.0 20.0 29.2 10.5 16.6 15.8 22.6
Old : 12.5 19.2 19.1 26.7 11.9 18.4 18.4 24.1
Other: 29.6 37.2 40.2 51.3 19.5 27.5 27.9 37.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,470: 648 4,200 627 5,731 2,542 7,005 7,369: 1,464 1,101
Old : 8,412: 665 4,197 595 5,721 2,530 6,980 7,323: 1,431 1,089
Other: 58: 10 30 5 10 11 25 47: 33 12
: : :
: : Changes in Commitments from: March 5, 2019 :
: -551: -114 -699 104 -381 162 -391 -432: -160 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 49.6 7.4 67.7 30.0 82.7 87.0: 17.3 13.0
Old : 100.0: 7.9 49.9 7.1 68.0 30.1 83.0 87.1: 17.0 12.9
Other: 100.0: 16.9 51.6 8.9 17.2 19.7 43.0 80.2: 57.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 16 11 17 11 34 34:
Old : 50: 13 16 11 17 11 34 34:
Other: 8: 3 3 3 1 1 6 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 : 54.9 34.5 62.8 55.1 54.6 32.7 61.8 52.9
Old : 55.1 34.7 63.1 55.5 54.9 32.9 62.1 53.3
Other: 39.3 75.0 43.0 80.2 34.1 71.3 34.1 71.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 3,023,666: 735,375 870,448 89,934 2,016,902 1,931,980 2,842,211 2,892,362: 181,455 131,303
Old : 3,023,666: 735,375 870,448 89,934 2,016,902 1,931,980 2,842,211 2,892,362: 181,455 131,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 42,331: 33,753 -13,776 -25,765 56,770 73,074 64,759 33,533: -22,428 8,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.8 3.0 66.7 63.9 94.0 95.7: 6.0 4.3
Old : 100.0: 24.3 28.8 3.0 66.7 63.9 94.0 95.7: 6.0 4.3
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 : 332: 63 56 50 160 136 253 212:
Old : 332: 63 56 50 160 136 253 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 31.7 32.7 46.1 21.0 30.4 31.4 44.0
Old : 21.2 31.7 32.7 46.1 21.0 30.4 31.4 44.0
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, March 12, 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 : 4,534,691: 642,877 758,344 661,044 2,761,968 2,694,957 4,065,890 4,114,344: 468,802 420,347
Old : 4,534,691: 642,877 758,344 661,044 2,761,968 2,694,957 4,065,890 4,114,344: 468,802 420,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 200,014: 93,059 -11,209 86,326 -5,378 119,177 174,007 194,294: 26,007 5,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.7 14.6 60.9 59.4 89.7 90.7: 10.3 9.3
Old : 100.0: 14.2 16.7 14.6 60.9 59.4 89.7 90.7: 10.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 90 75 98 200 211 337 337:
Old : 419: 90 75 98 200 211 337 337:
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 : 18.4 22.4 26.1 31.0 14.0 19.4 20.2 27.5
Old : 18.4 22.4 26.1 31.0 14.0 19.4 20.2 27.5
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, March 12, 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 : 668,669: 68,268 110,844 12,832 475,494 389,758 556,594 513,434: 112,074 155,235
Old : 668,669: 68,268 110,844 12,832 475,494 389,758 556,594 513,434: 112,074 155,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 4,022: 4,602 -7,641 -1,683 1,208 8,052 4,127 -1,272: -105 5,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.6 1.9 71.1 58.3 83.2 76.8: 16.8 23.2
Old : 100.0: 10.2 16.6 1.9 71.1 58.3 83.2 76.8: 16.8 23.2
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 : 109: 13 14 13 61 61 81 81:
Old : 109: 13 14 13 61 61 81 81:
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 : 31.0 22.7 44.7 31.7 30.0 20.4 41.9 28.7
Old : 31.0 22.7 44.7 31.7 30.0 20.4 41.9 28.7
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, March 12, 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 : 4,556,613: 781,513 968,692 306,326 3,068,882 2,929,111 4,156,721 4,204,128: 399,892 352,485
Old : 4,556,613: 781,513 968,692 306,326 3,068,882 2,929,111 4,156,721 4,204,128: 399,892 352,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 72,538: 76,721 49,247 27,309 -73,142 -6,973 30,889 69,583: 41,650 2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 21.3 6.7 67.4 64.3 91.2 92.3: 8.8 7.7
Old : 100.0: 17.2 21.3 6.7 67.4 64.3 91.2 92.3: 8.8 7.7
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 : 336: 62 63 63 151 165 239 265:
Old : 336: 62 63 63 151 165 239 265:
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 : 30.8 22.4 42.3 31.8 24.4 20.1 35.2 28.5
Old : 30.8 22.4 42.3 31.8 24.4 20.1 35.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 1,715,331: 265,245 326,103 396,644 1,020,668 934,491 1,682,557 1,657,238: 32,774 58,094
Old : 1,715,331: 265,245 326,103 396,644 1,020,668 934,491 1,682,557 1,657,238: 32,774 58,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 70,567: 34,081 15,181 9,642 28,689 40,905 72,412 65,729: -1,846 4,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.0 23.1 59.5 54.5 98.1 96.6: 1.9 3.4
Old : 100.0: 15.5 19.0 23.1 59.5 54.5 98.1 96.6: 1.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 29 40 45 62 72 115 138:
Old : 149: 29 40 45 62 72 115 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 29.0 51.8 41.4 28.1 19.4 38.1 28.3
Old : 35.0 29.0 51.8 41.4 28.1 19.4 38.1 28.3
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, March 12, 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 : 50,229: 18,545 7,157 3,191 20,141 31,838 41,878 42,187: 8,351 8,042
Old : 50,229: 18,545 7,157 3,191 20,141 31,838 41,878 42,187: 8,351 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 4,379: -975 -2,134 555 3,493 7,134 3,072 5,555: 1,307 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.2 6.4 40.1 63.4 83.4 84.0: 16.6 16.0
Old : 100.0: 36.9 14.2 6.4 40.1 63.4 83.4 84.0: 16.6 16.0
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 : 104: 28 27 12 33 34 68 67:
Old : 104: 28 27 12 33 34 68 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 25.7 46.1 46.1 28.4 24.6 40.3 41.7
Old : 34.2 25.7 46.1 46.1 28.4 24.6 40.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 100,457: 37,090 14,315 6,383 40,283 63,677 83,756 84,374: 16,701 16,083
Old : 100,457: 37,090 14,315 6,383 40,283 63,677 83,756 84,374: 16,701 16,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 8,759: -1,951 -4,267 1,109 6,986 14,267 6,144 11,109: 2,614 -2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 14.2 6.4 40.1 63.4 83.4 84.0: 16.6 16.0
Old : 100.0: 36.9 14.2 6.4 40.1 63.4 83.4 84.0: 16.6 16.0
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 : 104: 28 27 12 33 34 68 67:
Old : 104: 28 27 12 33 34 68 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 25.7 46.1 46.1 28.4 24.6 40.3 41.7
Old : 34.2 25.7 46.1 46.1 28.4 24.6 40.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 36,632: 2,511 676 0 31,703 34,247 34,214 34,923: 2,418 1,709
Old : 36,632: 2,511 676 0 31,703 34,247 34,214 34,923: 2,418 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 4,063: -166 230 0 3,346 3,011 3,180 3,241: 883 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.8 0.0 86.5 93.5 93.4 95.3: 6.6 4.7
Old : 100.0: 6.9 1.8 0.0 86.5 93.5 93.4 95.3: 6.6 4.7
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 : 24: 2 2 0 13 12 15 14:
Old : 24: 2 2 0 13 12 15 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 : 74.5 73.9 86.7 88.8 67.8 73.2 79.3 83.1
Old : 74.5 73.9 86.7 88.8 67.8 73.2 79.3 83.1
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, March 12, 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 : 34,605: 18,299 28,478 610 11,522 1,503 30,431 30,591: 4,174 4,014
Old : 34,605: 18,299 28,478 610 11,522 1,503 30,431 30,591: 4,174 4,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 8,223: -125 3,661 297 4,080 300 4,252 4,258: 3,971 3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 82.3 1.8 33.3 4.3 87.9 88.4: 12.1 11.6
Old : 100.0: 52.9 82.3 1.8 33.3 4.3 87.9 88.4: 12.1 11.6
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 : 43: 22 17 4 4 2 29 20:
Old : 43: 22 17 4 4 2 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 69.3 72.3 79.6 49.3 68.5 69.5 76.5
Old : 49.4 69.3 72.3 79.6 49.3 68.5 69.5 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 27,736: 16,813 7,791 163 10,712 16,424 27,688 24,378: 48 3,358
Old : 27,736: 16,813 7,791 163 10,712 16,424 27,688 24,378: 48 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: -1,747: 956 -4,011 15 -2,689 2,223 -1,718 -1,773: -29 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 28.1 0.6 38.6 59.2 99.8 87.9: 0.2 12.1
Old : 100.0: 60.6 28.1 0.6 38.6 59.2 99.8 87.9: 0.2 12.1
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 : 38: 8 11 3 5 15 15 27:
Old : 38: 8 11 3 5 15 15 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 37.8 98.3 58.0 84.7 30.8 90.3 49.7
Old : 88.8 37.8 98.3 58.0 84.7 30.8 90.3 49.7
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, March 12, 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 : 16,462: 12,933 5,866 86 3,432 8,143 16,451 14,095: 11 2,367
Old : 16,462: 12,933 5,866 86 3,432 8,143 16,451 14,095: 11 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 2,512: -128 -401 59 2,582 2,446 2,513 2,104: -1 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 35.6 0.5 20.8 49.5 99.9 85.6: 0.1 14.4
Old : 100.0: 78.6 35.6 0.5 20.8 49.5 99.9 85.6: 0.1 14.4
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 : 26: 6 9 3 3 9 11 19:
Old : 26: 6 9 3 3 9 11 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 : 88.6 51.2 99.3 77.1 76.1 42.7 82.9 61.9
Old : 88.6 51.2 99.3 77.1 76.1 42.7 82.9 61.9
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, March 12, 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 : 74,532: 20,482 20,454 54,049 0 0 74,531 74,503: 1 29
Old : 74,532: 20,482 20,454 54,049 0 0 74,531 74,503: 1 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2019 :
: 847: 502 500 345 0 0 847 845: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 27.4 72.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 27.5 27.4 72.5 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 16 5 0 0 8 18:
Old : 21: 4 16 5 0 0 8 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 : 98.7 84.5 100.0 97.2 27.5 18.4 27.5 25.9
Old : 98.7 84.5 100.0 97.2 27.5 18.4 27.5 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2019