WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 650,312: 116,901 178,169 261,475 221,678 162,316 600,054 601,960: 50,258 48,352
Old : 317,190: 120,502 140,988 85,348 87,570 68,452 293,420 294,788: 23,770 22,402
Other: 333,122: 80,177 120,959 92,350 134,108 93,864 306,635 307,172: 26,488 25,950
: : :
: : Changes in Commitments from: March 12, 2019 :
: -4,836: -227 -2,033 -3,868 717 1,411 -3,379 -4,490: -1,457 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.4 40.2 34.1 25.0 92.3 92.6: 7.7 7.4
Old : 100.0: 38.0 44.4 26.9 27.6 21.6 92.5 92.9: 7.5 7.1
Other: 100.0: 24.1 36.3 27.7 40.3 28.2 92.0 92.2: 8.0 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 440: 160 132 181 118 104 361 343:
Old : 386: 144 115 100 96 87 273 269:
Other: 320: 100 97 109 89 88 252 242:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 9.7 18.4 17.2 6.5 6.8 10.5 11.3
Old : 12.4 12.3 23.0 21.6 12.0 11.1 19.6 19.7
Other: 13.8 13.7 22.2 23.7 9.8 11.7 15.9 19.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 16,820: 5,694 739 1,930 8,824 13,977 16,448 16,645: 373 175
Old : 6,417: 3,640 300 175 2,502 5,782 6,317 6,257: 100 160
Other: 10,404: 2,330 715 1,479 6,322 8,195 10,131 10,389: 273 15
: : :
: : Changes in Commitments from: March 12, 2019 :
: 2,117: 1,070 -460 211 735 2,307 2,016 2,058: 101 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 4.4 11.5 52.5 83.1 97.8 99.0: 2.2 1.0
Old : 100.0: 56.7 4.7 2.7 39.0 90.1 98.4 97.5: 1.6 2.5
Other: 100.0: 22.4 6.9 14.2 60.8 78.8 97.4 99.9: 2.6 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 4 6 16 12 25 19:
Old : 16: 4 1 1 8 7 12 9:
Other: 25: 5 3 4 13 10 21 15:
:----------------------------------------------------------------------------------------------------
: 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 : 44.9 58.2 64.0 78.3 37.7 42.9 47.8 54.6
Old : 73.7 83.7 89.5 97.0 69.8 73.1 78.8 78.6
Other: 39.5 60.8 62.3 86.9 35.1 48.5 51.7 60.2
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 351,607: 78,044 114,773 97,631 141,463 117,377 317,138 329,780: 34,469 21,826
Old : 173,806: 67,791 87,104 18,912 69,342 57,990 156,044 164,006: 17,762 9,801
Other: 177,801: 50,484 67,900 38,488 72,121 59,387 161,093 165,775: 16,707 12,026
: : :
: : Changes in Commitments from: March 12, 2019 :
: 12,248: -1,599 72 7,170 6,950 3,620 12,521 10,862: -273 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 32.6 27.8 40.2 33.4 90.2 93.8: 9.8 6.2
Old : 100.0: 39.0 50.1 10.9 39.9 33.4 89.8 94.4: 10.2 5.6
Other: 100.0: 28.4 38.2 21.6 40.6 33.4 90.6 93.2: 9.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 86 59 80 103 89 223 200:
Old : 254: 75 57 35 87 65 177 142:
Other: 222: 56 56 46 77 80 161 155:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 16.1 20.5 26.5 9.2 14.7 14.8 23.3
Old : 19.5 26.4 28.2 40.3 19.5 26.4 28.2 40.3
Other: 15.5 17.9 25.4 30.6 12.4 16.2 20.2 26.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,223,346: 317,046 515,328 717,463 906,904 779,121 1,941,414 2,011,912: 281,933 211,434
Old : 1,703,570: 311,453 582,942 472,455 706,495 514,926 1,490,403 1,570,322: 213,167 133,248
Other: 519,776: 168,896 95,689 81,706 200,409 264,195 451,011 441,590: 68,765 78,186
: : :
: : Changes in Commitments from: March 12, 2019 :
: 72,981: -6,790 -983 38,899 28,527 35,780 60,636 73,697: 12,345 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 23.2 32.3 40.8 35.0 87.3 90.5: 12.7 9.5
Old : 100.0: 18.3 34.2 27.7 41.5 30.2 87.5 92.2: 12.5 7.8
Other: 100.0: 32.5 18.4 15.7 38.6 50.8 86.8 85.0: 13.2 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 865: 222 167 258 385 368 732 697:
Old : 846: 202 194 222 367 334 687 642:
Other: 577: 128 80 94 182 301 348 444:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 7.6 17.6 13.3 7.0 5.3 9.8 9.1
Old : 12.8 7.0 19.2 13.1 11.0 6.5 15.3 11.5
Other: 14.9 21.7 24.1 29.7 13.4 17.8 20.8 25.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,913: 1,499 687 245 1,889 2,888 3,633 3,820: 1,280 1,093
Old : 3,306: 1,476 697 13 912 1,953 2,401 2,663: 904 643
Other: 1,607: 40 7 215 977 936 1,232 1,157: 376 450
: : :
: : Changes in Commitments from: March 12, 2019 :
: 477: -55 -20 -56 711 519 600 443: -124 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 14.0 5.0 38.4 58.8 73.9 77.8: 26.1 22.2
Old : 100.0: 44.7 21.1 0.4 27.6 59.1 72.6 80.6: 27.4 19.4
Other: 100.0: 2.5 0.4 13.4 60.8 58.2 76.6 72.0: 23.4 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 4 3 10 9 20 13:
Old : 21: 7 3 2 5 7 13 11:
Other: 16: 3 2 3 9 8 14 11:
:----------------------------------------------------------------------------------------------------
: 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 : 50.1 55.3 62.6 72.8 49.1 50.5 56.7 63.4
Old : 57.3 66.4 68.7 79.4 57.3 66.4 68.7 79.3
Other: 58.8 57.7 70.3 68.9 49.3 47.2 52.5 47.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 814,860: 125,139 166,905 226,647 406,288 324,697 758,074 718,249: 56,786 96,611
Old : 607,982: 124,827 155,599 145,229 292,767 243,433 562,823 544,262: 45,159 63,720
Other: 206,879: 37,775 48,769 43,955 113,521 81,264 195,251 173,987: 11,628 32,892
: : :
: : Changes in Commitments from: March 12, 2019 :
: -2,313: 4,287 -22,026 967 -8,374 20,099 -3,119 -959: 806 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.5 27.8 49.9 39.8 93.0 88.1: 7.0 11.9
Old : 100.0: 20.5 25.6 23.9 48.2 40.0 92.6 89.5: 7.4 10.5
Other: 100.0: 18.3 23.6 21.2 54.9 39.3 94.4 84.1: 5.6 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 152 177 228 204 238 492 533:
Old : 618: 152 180 190 191 221 452 493:
Other: 415: 87 100 87 97 192 235 334:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 10.6 23.5 17.2 13.8 8.5 19.3 13.2
Old : 14.7 12.5 23.0 18.9 14.0 10.4 19.7 15.9
Other: 25.5 13.9 34.9 22.7 19.3 11.0 27.2 16.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 510,093: 114,601 85,994 150,805 212,121 244,077 477,526 480,875: 32,567 29,218
Old : 398,466: 111,517 94,622 106,281 158,323 176,314 376,121 377,217: 22,345 21,249
Other: 111,627: 33,406 21,695 14,201 53,798 67,763 101,405 103,658: 10,222 7,969
: : :
: : Changes in Commitments from: March 12, 2019 :
: 10,060: -8,223 11,872 5,826 13,556 -8,392 11,160 9,306: -1,100 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 16.9 29.6 41.6 47.8 93.6 94.3: 6.4 5.7
Old : 100.0: 28.0 23.7 26.7 39.7 44.2 94.4 94.7: 5.6 5.3
Other: 100.0: 29.9 19.4 12.7 48.2 60.7 90.8 92.9: 9.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 116 91 137 83 87 276 267:
Old : 344: 118 95 116 79 83 255 252:
Other: 164: 46 43 39 50 36 123 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.0 22.1 17.2 29.5 9.8 18.9 15.1 25.8
Old : 10.9 18.7 18.7 26.9 10.7 16.8 18.1 24.0
Other: 15.8 39.8 27.1 54.5 15.6 36.6 26.1 50.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,127,613: 134,165 174,909 125,845 684,663 669,207 944,673 969,961: 182,940 157,653
Old : 1,127,613: 134,165 174,909 125,845 684,663 669,207 944,673 969,961: 182,940 157,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -25,591: -1,334 4,461 -10,093 -7,807 -20,466 -19,234 -26,098: -6,356 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.5 11.2 60.7 59.3 83.8 86.0: 16.2 14.0
Old : 100.0: 11.9 15.5 11.2 60.7 59.3 83.8 86.0: 16.2 14.0
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 : 194: 46 36 51 91 94 159 159:
Old : 194: 46 36 51 91 94 159 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 28.7 30.5 40.6 16.5 25.4 22.2 32.9
Old : 22.3 28.7 30.5 40.6 16.5 25.4 22.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,117,687: 117,353 394,359 19,979 820,240 607,409 957,572 1,021,747: 160,115 95,940
Old : 1,117,687: 117,353 394,359 19,979 820,240 607,409 957,572 1,021,747: 160,115 95,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -2,881: -3,906 -8,425 -2,989 2,784 6,625 -4,111 -4,790: 1,230 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 35.3 1.8 73.4 54.3 85.7 91.4: 14.3 8.6
Old : 100.0: 10.5 35.3 1.8 73.4 54.3 85.7 91.4: 14.3 8.6
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 : 132: 24 16 21 74 66 106 95:
Old : 132: 24 16 21 74 66 106 95:
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 : 30.2 34.5 41.0 52.6 23.6 34.2 32.8 50.2
Old : 30.2 34.5 41.0 52.6 23.6 34.2 32.8 50.2
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 484,657: 87,025 90,428 110,188 237,998 247,662 435,212 448,278: 49,445 36,379
Old : 379,704: 91,023 92,646 73,330 174,368 185,786 338,721 351,763: 40,983 27,941
Other: 104,953: 15,006 16,784 17,855 63,630 61,876 96,491 96,515: 8,462 8,438
: : :
: : Changes in Commitments from: March 12, 2019 :
: -1,496: -785 -15,833 4,029 -6,475 12,593 -3,232 788: 1,736 -2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.7 22.7 49.1 51.1 89.8 92.5: 10.2 7.5
Old : 100.0: 24.0 24.4 19.3 45.9 48.9 89.2 92.6: 10.8 7.4
Other: 100.0: 14.3 16.0 17.0 60.6 59.0 91.9 92.0: 8.1 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 76 75 90 111 95 239 218:
Old : 295: 87 72 81 108 89 231 206:
Other: 161: 29 44 33 72 44 125 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 22.2 19.7 31.8 10.5 18.4 15.7 24.6
Old : 12.0 21.3 18.9 30.8 11.5 19.7 18.0 27.0
Other: 28.7 34.1 38.3 47.6 20.6 25.4 28.6 35.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,537: 599 4,062 627 5,862 2,711 7,088 7,400: 1,450 1,137
Old : 8,480: 609 4,059 601 5,852 2,693 7,062 7,353: 1,417 1,126
Other: 58: 10 23 5 10 19 25 47: 32 11
: : :
: : Changes in Commitments from: March 12, 2019 :
: 68: -49 -139 0 131 170 82 31: -15 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 47.6 7.3 68.7 31.8 83.0 86.7: 17.0 13.3
Old : 100.0: 7.2 47.9 7.1 69.0 31.8 83.3 86.7: 16.7 13.3
Other: 100.0: 17.8 40.0 9.0 17.3 32.6 44.1 81.6: 55.9 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 17 11 17 11 35 34:
Old : 51: 13 17 11 17 11 35 34:
Other: 10: 3 3 3 1 3 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 56.1 33.3 64.0 54.9 56.0 31.4 63.2 52.9
Old : 56.4 33.5 64.3 55.2 56.2 31.6 63.5 53.2
Other: 40.3 64.3 44.1 81.6 35.1 61.5 35.1 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,107,645: 744,383 875,842 95,999 2,058,076 1,999,004 2,898,458 2,970,845: 209,187 136,800
Old : 3,107,645: 744,383 875,842 95,999 2,058,076 1,999,004 2,898,458 2,970,845: 209,187 136,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 83,979: 9,009 5,393 6,064 41,175 67,025 56,248 78,482: 27,732 5,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.2 3.1 66.2 64.3 93.3 95.6: 6.7 4.4
Old : 100.0: 24.0 28.2 3.1 66.2 64.3 93.3 95.6: 6.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 67 51 47 159 128 252 200:
Old : 326: 67 51 47 159 128 252 200:
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 32.8 32.9 47.2 20.1 31.5 31.9 45.2
Old : 20.4 32.8 32.9 47.2 20.1 31.5 31.9 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,509,795: 701,787 798,288 605,468 2,732,208 2,696,894 4,039,463 4,100,650: 470,332 409,145
Old : 4,509,795: 701,787 798,288 605,468 2,732,208 2,696,894 4,039,463 4,100,650: 470,332 409,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -24,896: 58,910 39,944 -55,576 -29,760 1,937 -26,426 -13,694: 1,530 -11,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.7 13.4 60.6 59.8 89.6 90.9: 10.4 9.1
Old : 100.0: 15.6 17.7 13.4 60.6 59.8 89.6 90.9: 10.4 9.1
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 : 426: 90 82 99 203 208 344 338:
Old : 426: 90 82 99 203 208 344 338:
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 : 18.6 23.1 26.4 31.9 14.1 20.5 20.7 28.5
Old : 18.6 23.1 26.4 31.9 14.1 20.5 20.7 28.5
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 677,243: 76,743 111,580 11,923 464,889 399,066 553,555 522,569: 123,688 154,674
Old : 677,243: 76,743 111,580 11,923 464,889 399,066 553,555 522,569: 123,688 154,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 8,574: 8,475 736 -909 -10,605 9,308 -3,039 9,135: 11,613 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.5 1.8 68.6 58.9 81.7 77.2: 18.3 22.8
Old : 100.0: 11.3 16.5 1.8 68.6 58.9 81.7 77.2: 18.3 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 15 14 11 54 56 75 75:
Old : 103: 15 14 11 54 56 75 75:
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 : 30.5 22.8 43.2 34.0 29.4 21.1 40.3 30.9
Old : 30.5 22.8 43.2 34.0 29.4 21.1 40.3 30.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,563,988: 782,600 984,055 297,546 3,073,578 2,920,283 4,153,724 4,201,883: 410,265 362,105
Old : 4,563,988: 782,600 984,055 297,546 3,073,578 2,920,283 4,153,724 4,201,883: 410,265 362,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 7,375: 1,087 15,363 -8,780 4,695 -8,828 -2,997 -2,244: 10,373 9,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 21.6 6.5 67.3 64.0 91.0 92.1: 9.0 7.9
Old : 100.0: 17.1 21.6 6.5 67.3 64.0 91.0 92.1: 9.0 7.9
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 : 336: 66 59 67 154 164 249 261:
Old : 336: 66 59 67 154 164 249 261:
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 : 32.2 22.8 42.9 32.7 26.2 21.5 36.1 30.1
Old : 32.2 22.8 42.9 32.7 26.2 21.5 36.1 30.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,737,109: 216,865 337,314 425,925 1,061,765 916,966 1,704,555 1,680,205: 32,554 56,904
Old : 1,737,109: 216,865 337,314 425,925 1,061,765 916,966 1,704,555 1,680,205: 32,554 56,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: 21,777: -48,380 11,211 29,281 41,097 -17,525 21,998 22,967: -220 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 19.4 24.5 61.1 52.8 98.1 96.7: 1.9 3.3
Old : 100.0: 12.5 19.4 24.5 61.1 52.8 98.1 96.7: 1.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 31 42 46 59 75 113 145:
Old : 155: 31 42 46 59 75 113 145:
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 : 34.6 28.2 50.8 40.3 27.9 17.9 36.7 26.4
Old : 34.6 28.2 50.8 40.3 27.9 17.9 36.7 26.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 40,156: 19,936 10,256 1,928 11,647 20,565 33,510 32,749: 6,645 7,406
Old : 40,156: 19,936 10,256 1,928 11,647 20,565 33,510 32,749: 6,645 7,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -10,073: 1,390 3,099 -1,264 -8,494 -11,273 -8,367 -9,438: -1,706 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 25.5 4.8 29.0 51.2 83.5 81.6: 16.5 18.4
Old : 100.0: 49.6 25.5 4.8 29.0 51.2 83.5 81.6: 16.5 18.4
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 : 96: 32 23 12 24 25 63 53:
Old : 96: 32 23 12 24 25 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 35.8 46.5 52.7 33.0 33.1 46.2 47.1
Old : 33.0 35.8 46.5 52.7 33.0 33.1 46.2 47.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 80,311: 39,871 20,513 3,855 23,294 41,130 67,021 65,498: 13,290 14,813
Old : 80,311: 39,871 20,513 3,855 23,294 41,130 67,021 65,498: 13,290 14,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -20,146: 2,781 6,198 -2,527 -16,988 -22,546 -16,735 -18,876: -3,411 -1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 25.5 4.8 29.0 51.2 83.5 81.6: 16.5 18.4
Old : 100.0: 49.6 25.5 4.8 29.0 51.2 83.5 81.6: 16.5 18.4
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 : 96: 32 23 12 24 25 63 53:
Old : 96: 32 23 12 24 25 63 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 35.8 46.5 52.7 33.0 33.1 46.2 47.1
Old : 33.0 35.8 46.5 52.7 33.0 33.1 46.2 47.1
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 22,202: 3,204 452 0 17,671 21,072 20,875 21,524: 1,327 678
Old : 22,202: 3,204 452 0 17,671 21,072 20,875 21,524: 1,327 678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -14,430: 693 -224 0 -14,032 -13,175 -13,339 -13,399: -1,091 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.0 0.0 79.6 94.9 94.0 96.9: 6.0 3.1
Old : 100.0: 14.4 2.0 0.0 79.6 94.9 94.0 96.9: 6.0 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 : 23: 3 1 0 13 9 16 10:
Old : 23: 3 1 0 13 9 16 10:
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 : 64.3 75.3 80.7 95.5 64.3 75.3 80.1 94.9
Old : 64.3 75.3 80.7 95.5 64.3 75.3 80.1 94.9
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 29,336: 16,656 26,825 789 11,682 1,663 29,127 29,277: 209 59
Old : 29,336: 16,656 26,825 789 11,682 1,663 29,127 29,277: 209 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -5,269: -1,643 -1,653 179 160 160 -1,304 -1,314: -3,965 -3,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 91.4 2.7 39.8 5.7 99.3 99.8: 0.7 0.2
Old : 100.0: 56.8 91.4 2.7 39.8 5.7 99.3 99.8: 0.7 0.2
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 : 41: 19 18 4 4 2 26 21:
Old : 41: 19 18 4 4 2 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 74.4 85.2 87.1 56.7 74.2 80.1 84.3
Old : 58.3 74.4 85.2 87.1 56.7 74.2 80.1 84.3
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, March 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 23,668: 15,856 7,625 83 7,670 12,485 23,609 20,193: 59 3,475
Old : 23,668: 15,856 7,625 83 7,670 12,485 23,609 20,193: 59 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -4,068: -957 -166 -80 -3,042 -3,939 -4,079 -4,185: 11 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 32.2 0.4 32.4 52.8 99.8 85.3: 0.2 14.7
Old : 100.0: 67.0 32.2 0.4 32.4 52.8 99.8 85.3: 0.2 14.7
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 : 37: 7 10 1 5 15 13 25:
Old : 37: 7 10 1 5 15 13 25:
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 : 90.1 36.4 98.6 58.7 90.1 36.0 98.6 58.4
Old : 90.1 36.4 98.6 58.7 90.1 36.0 98.6 58.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 13,492: 10,651 5,506 9 2,821 5,475 13,481 10,990: 11 2,502
Old : 13,492: 10,651 5,506 9 2,821 5,475 13,481 10,990: 11 2,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -2,970: -2,282 -360 -77 -611 -2,668 -2,970 -3,105: 0 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 40.8 0.1 20.9 40.6 99.9 81.5: 0.1 18.5
Old : 100.0: 78.9 40.8 0.1 20.9 40.6 99.9 81.5: 0.1 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 8 1 3 9 10 17:
Old : 26: 6 8 1 3 9 10 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 : 94.6 50.9 99.7 72.5 94.6 50.8 99.7 72.4
Old : 94.6 50.9 99.7 72.5 94.6 50.8 99.7 72.4
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 74,159: 20,143 20,120 54,010 0 0 74,153 74,130: 6 29
Old : 74,159: 20,143 20,120 54,010 0 0 74,153 74,130: 6 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2019 :
: -373: -339 -334 -39 0 0 -378 -373: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 27.1 72.8 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 27.2 27.1 72.8 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: 4 15 4 0 0 7 17:
Old : 20: 4 15 4 0 0 7 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.6 84.3 100.0 97.1 27.2 18.5 27.2 25.6
Old : 99.6 84.3 100.0 97.1 27.2 18.5 27.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2019