WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 621,938: 112,434 154,381 248,303 212,868 166,126 573,605 568,810: 48,333 53,128
Old : 264,915: 118,991 119,326 53,291 73,679 71,356 245,962 243,974: 18,953 20,941
Other: 357,023: 85,439 127,052 103,015 139,189 94,770 327,643 324,836: 29,380 32,187
: : :
: : Changes in Commitments from: March 26, 2019 :
: 3,373: -348 -10,268 4,631 -1,085 6,515 3,198 878: 174 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.8 39.9 34.2 26.7 92.2 91.5: 7.8 8.5
Old : 100.0: 44.9 45.0 20.1 27.8 26.9 92.8 92.1: 7.2 7.9
Other: 100.0: 23.9 35.6 28.9 39.0 26.5 91.8 91.0: 8.2 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 428: 145 133 172 114 105 350 334:
Old : 353: 122 110 93 88 83 251 245:
Other: 337: 112 100 117 88 94 264 259:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 10.1 18.5 18.0 7.3 7.1 11.6 11.8
Old : 15.2 15.4 25.6 25.6 15.1 15.1 24.1 24.8
Other: 13.2 14.2 21.7 23.8 9.1 11.3 15.6 17.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 18,613: 7,224 966 1,937 9,116 15,420 18,277 18,323: 336 290
Old : 6,702: 4,217 300 182 2,203 6,045 6,602 6,527: 100 175
Other: 11,911: 3,289 948 1,473 6,913 9,375 11,675 11,796: 236 115
: : :
: : Changes in Commitments from: March 26, 2019 :
: 943: 884 223 46 13 672 942 941: 1 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.2 10.4 49.0 82.8 98.2 98.4: 1.8 1.6
Old : 100.0: 62.9 4.5 2.7 32.9 90.2 98.5 97.4: 1.5 2.6
Other: 100.0: 27.6 8.0 12.4 58.0 78.7 98.0 99.0: 2.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 4 6 17 13 26 20:
Old : 16: 4 1 1 8 7 12 9:
Other: 26: 5 3 4 14 11 22 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 56.2 63.8 75.1 39.3 42.8 48.6 51.7
Old : 79.4 81.5 93.8 96.9 74.2 75.6 81.4 80.9
Other: 46.8 58.6 65.9 82.1 46.3 49.9 60.4 63.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 363,549: 76,084 115,158 110,356 139,293 115,801 325,732 341,314: 37,817 22,235
Old : 159,107: 71,445 81,732 14,575 56,324 53,776 142,344 150,082: 16,763 9,025
Other: 204,442: 50,296 79,082 50,125 82,969 62,025 183,389 191,232: 21,053 13,210
: : :
: : Changes in Commitments from: March 26, 2019 :
: 6,834: -2,779 2,443 9,281 -1,333 -5,942 5,169 5,781: 1,665 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 31.7 30.4 38.3 31.9 89.6 93.9: 10.4 6.1
Old : 100.0: 44.9 51.4 9.2 35.4 33.8 89.5 94.3: 10.5 5.7
Other: 100.0: 24.6 38.7 24.5 40.6 30.3 89.7 93.5: 10.3 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 80 60 94 96 84 222 205:
Old : 237: 78 49 35 81 54 173 124:
Other: 235: 61 63 63 77 80 170 177:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 15.1 20.4 25.3 8.0 14.1 14.2 22.4
Old : 18.8 28.1 27.7 43.1 18.8 28.1 27.6 43.0
Other: 15.2 16.2 24.3 26.8 11.9 13.9 19.5 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 2,217,004: 297,196 488,370 703,178 918,776 810,235 1,919,149 2,001,783: 297,855 215,221
Old : 1,676,887: 297,171 532,228 484,559 675,803 530,727 1,457,533 1,547,514: 219,354 129,373
Other: 540,118: 122,382 78,500 96,261 242,973 279,508 461,616 454,269: 78,501 85,849
: : :
: : Changes in Commitments from: March 26, 2019 :
: 14,564: -26,623 26,569 10,727 24,771 -20,985 8,875 16,311: 5,689 -1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 22.0 31.7 41.4 36.5 86.6 90.3: 13.4 9.7
Old : 100.0: 17.7 31.7 28.9 40.3 31.6 86.9 92.3: 13.1 7.7
Other: 100.0: 22.7 14.5 17.8 45.0 51.7 85.5 84.1: 14.5 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 877: 226 168 272 400 366 760 701:
Old : 847: 205 190 230 379 326 702 636:
Other: 584: 121 89 107 199 300 374 453:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 7.8 16.1 13.5 5.2 5.2 7.9 9.2
Old : 10.5 7.1 16.6 13.3 7.5 6.6 11.9 11.4
Other: 14.1 19.7 22.8 27.3 11.2 12.9 16.3 18.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,596: 1,518 966 348 2,181 3,163 4,047 4,477: 1,549 1,119
Old : 3,020: 1,280 854 9 844 1,586 2,133 2,449: 887 571
Other: 2,577: 262 137 314 1,338 1,577 1,914 2,028: 663 549
: : :
: : Changes in Commitments from: March 26, 2019 :
: 373: 57 108 -15 151 156 193 249: 180 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.3 6.2 39.0 56.5 72.3 80.0: 27.7 20.0
Old : 100.0: 42.4 28.3 0.3 27.9 52.5 70.6 81.1: 29.4 18.9
Other: 100.0: 10.2 5.3 12.2 51.9 61.2 74.3 78.7: 25.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 4 11 10 21 15:
Old : 19: 4 4 2 6 7 11 12:
Other: 20: 4 3 4 11 10 18 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 : 47.5 59.1 59.4 71.7 40.8 49.6 49.5 58.5
Old : 60.7 66.0 69.7 78.9 60.7 63.0 66.8 75.9
Other: 50.0 61.0 63.2 71.9 48.8 53.6 53.1 57.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 862,409: 136,205 187,432 235,621 432,203 344,092 804,028 767,145: 58,381 95,264
Old : 623,711: 136,419 176,486 141,647 300,173 244,157 578,239 562,291: 45,472 61,420
Other: 238,698: 39,990 51,151 53,769 132,030 99,935 225,790 204,854: 12,909 33,844
: : :
: : Changes in Commitments from: March 26, 2019 :
: 33,319: 5,646 24,257 10,261 15,026 408 30,934 34,926: 2,385 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.7 27.3 50.1 39.9 93.2 89.0: 6.8 11.0
Old : 100.0: 21.9 28.3 22.7 48.1 39.1 92.7 90.2: 7.3 9.8
Other: 100.0: 16.8 21.4 22.5 55.3 41.9 94.6 85.8: 5.4 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 166 176 228 214 243 507 545:
Old : 630: 166 175 183 196 221 453 498:
Other: 427: 88 105 96 111 192 256 343:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 10.5 22.4 16.7 12.8 7.4 17.8 11.8
Old : 15.0 12.6 23.6 18.8 13.7 9.7 19.5 15.2
Other: 23.3 13.4 34.1 23.3 16.3 9.8 24.1 15.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 511,357: 106,389 114,179 141,518 228,757 225,087 476,664 480,783: 34,693 30,573
Old : 383,575: 109,848 129,585 83,968 166,283 146,809 360,099 360,361: 23,476 23,214
Other: 127,782: 40,045 28,098 14,046 62,474 78,278 116,565 120,422: 11,217 7,360
: : :
: : Changes in Commitments from: March 26, 2019 :
: -686: -3,534 12,202 -6,719 10,132 -7,267 -122 -1,785: -564 1,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 22.3 27.7 44.7 44.0 93.2 94.0: 6.8 6.0
Old : 100.0: 28.6 33.8 21.9 43.4 38.3 93.9 93.9: 6.1 6.1
Other: 100.0: 31.3 22.0 11.0 48.9 61.3 91.2 94.2: 8.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 99 99 138 89 84 267 265:
Old : 328: 107 100 116 82 80 249 245:
Other: 175: 45 55 43 55 41 128 114:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 19.2 17.0 27.7 8.9 15.9 14.1 22.3
Old : 10.7 16.1 18.9 23.8 9.2 15.2 16.3 22.2
Other: 16.2 38.5 28.6 51.5 16.0 35.8 27.9 47.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 1,155,582: 151,413 173,640 146,974 676,342 673,800 974,729 994,413: 180,853 161,169
Old : 1,155,582: 151,413 173,640 146,974 676,342 673,800 974,729 994,413: 180,853 161,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: -31,159: -3,379 -882 -6,248 -8,105 -20,830 -17,731 -27,959: -13,428 -3,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.0 12.7 58.5 58.3 84.3 86.1: 15.7 13.9
Old : 100.0: 13.1 15.0 12.7 58.5 58.3 84.3 86.1: 15.7 13.9
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 : 192: 53 29 49 90 92 158 155:
Old : 192: 53 29 49 90 92 158 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 30.2 29.7 41.3 15.7 26.8 21.2 33.0
Old : 21.7 30.2 29.7 41.3 15.7 26.8 21.2 33.0
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, April 02, 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 : 1,171,470: 102,576 402,825 17,767 881,802 653,170 1,002,145 1,073,762: 169,326 97,709
Old : 1,171,470: 102,576 402,825 17,767 881,802 653,170 1,002,145 1,073,762: 169,326 97,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 31,090: -1,035 -885 -161 26,553 35,537 25,356 34,491: 5,733 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 34.4 1.5 75.3 55.8 85.5 91.7: 14.5 8.3
Old : 100.0: 8.8 34.4 1.5 75.3 55.8 85.5 91.7: 14.5 8.3
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 : 132: 22 19 18 73 64 100 96:
Old : 132: 22 19 18 73 64 100 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 33.0 43.9 50.8 25.7 33.0 35.1 49.1
Old : 33.3 33.0 43.9 50.8 25.7 33.0 35.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 1,361: 489 309 14 488 786 991 1,109: 370 252
Old : 1,361: 489 309 14 488 786 991 1,109: 370 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: -27: 16 87 -26 37 -91 27 -30: -54 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 22.7 1.0 35.9 57.8 72.8 81.5: 27.2 18.5
Old : 100.0: 35.9 22.7 1.0 35.9 57.8 72.8 81.5: 27.2 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 : 23: 7 4 1 9 9 17 13:
Old : 23: 7 4 1 9 9 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 50.9 56.1 68.8 33.4 49.5 45.6 62.7
Old : 40.3 50.9 56.1 68.8 33.4 49.5 45.6 62.7
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, April 02, 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 : 486,026: 81,044 77,292 117,118 237,290 253,942 435,452 448,351: 50,574 37,675
Old : 375,248: 89,734 80,526 74,653 170,162 191,364 334,549 346,543: 40,699 28,705
Other: 110,778: 16,305 21,761 17,469 67,129 62,577 100,903 101,807: 9,875 8,971
: : :
: : Changes in Commitments from: March 26, 2019 :
: -2,238: -9,050 769 3,765 3,212 -9,267 -2,074 -4,733: -164 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.9 24.1 48.8 52.2 89.6 92.2: 10.4 7.8
Old : 100.0: 23.9 21.5 19.9 45.3 51.0 89.2 92.4: 10.8 7.6
Other: 100.0: 14.7 19.6 15.8 60.6 56.5 91.1 91.9: 8.9 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 75 80 97 110 98 244 225:
Old : 295: 86 74 84 108 93 233 212:
Other: 163: 32 45 37 66 50 124 106:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 22.8 19.7 31.6 10.5 18.6 15.6 24.4
Old : 12.5 23.0 19.9 32.1 12.1 20.4 18.4 27.8
Other: 26.0 28.7 35.3 41.0 21.8 23.8 29.6 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 8,763: 724 2,266 705 5,806 4,713 7,235 7,683: 1,528 1,079
Old : 8,621: 732 2,261 658 5,781 4,666 7,172 7,585: 1,449 1,036
Other: 141: 7 20 31 25 47 63 98: 79 44
: : :
: : Changes in Commitments from: March 26, 2019 :
: -913: -106 -467 -210 -544 -59 -860 -736: -53 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 25.9 8.0 66.3 53.8 82.6 87.7: 17.4 12.3
Old : 100.0: 8.5 26.2 7.6 67.1 54.1 83.2 88.0: 16.8 12.0
Other: 100.0: 4.7 14.1 21.8 17.7 33.3 44.2 69.2: 55.8 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 16 10 17 16 35 37:
Old : 51: 12 16 10 17 16 35 37:
Other: 12: 2 4 5 1 5 7 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 40.8 62.2 54.5 55.8 38.1 61.2 50.7
Old : 56.6 41.2 62.8 55.2 56.4 38.5 62.0 51.3
Other: 36.7 53.3 44.2 67.1 22.4 38.9 22.4 46.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 3,410,947: 885,409 974,058 132,308 2,213,500 2,188,534 3,231,217 3,294,900: 179,730 116,047
Old : 3,410,947: 885,409 974,058 132,308 2,213,500 2,188,534 3,231,217 3,294,900: 179,730 116,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 200,043: 105,321 33,743 38,203 62,751 129,036 206,275 200,982: -6,232 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 28.6 3.9 64.9 64.2 94.7 96.6: 5.3 3.4
Old : 100.0: 26.0 28.6 3.9 64.9 64.2 94.7 96.6: 5.3 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 : 350: 74 55 54 162 138 269 214:
Old : 350: 74 55 54 162 138 269 214:
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 : 19.3 32.7 33.3 46.3 19.1 31.1 31.3 44.6
Old : 19.3 32.7 33.3 46.3 19.1 31.1 31.3 44.6
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, April 02, 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 : 4,683,913: 650,979 782,998 707,173 2,830,599 2,749,975 4,188,751 4,240,147: 495,162 443,767
Old : 4,683,913: 650,979 782,998 707,173 2,830,599 2,749,975 4,188,751 4,240,147: 495,162 443,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: -72,610: -49,076 3,288 -2,984 -28,374 -79,511 -80,433 -79,207: 7,823 6,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 16.7 15.1 60.4 58.7 89.4 90.5: 10.6 9.5
Old : 100.0: 13.9 16.7 15.1 60.4 58.7 89.4 90.5: 10.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 83 76 96 189 197 317 324:
Old : 398: 83 76 96 189 197 317 324:
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 : 17.8 19.3 24.9 28.2 13.2 16.2 18.7 24.0
Old : 17.8 19.3 24.9 28.2 13.2 16.2 18.7 24.0
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, April 02, 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 : 732,829: 102,729 99,431 8,130 508,724 481,959 619,583 589,520: 113,246 143,309
Old : 732,829: 102,729 99,431 8,130 508,724 481,959 619,583 589,520: 113,246 143,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 18,754: 9,363 -854 1,268 7,172 28,087 17,803 28,501: 951 -9,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 13.6 1.1 69.4 65.8 84.5 80.4: 15.5 19.6
Old : 100.0: 14.0 13.6 1.1 69.4 65.8 84.5 80.4: 15.5 19.6
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 : 109: 17 14 14 58 57 82 78:
Old : 109: 17 14 14 58 57 82 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 25.9 42.5 39.0 29.6 24.6 39.1 35.6
Old : 30.5 25.9 42.5 39.0 29.6 24.6 39.1 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 4,714,143: 822,585 836,081 354,464 3,164,510 3,178,046 4,341,559 4,368,591: 372,583 345,551
Old : 4,714,143: 822,585 836,081 354,464 3,164,510 3,178,046 4,341,559 4,368,591: 372,583 345,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 18,830: 49,375 -93,813 1,205 21,614 136,675 72,194 44,067: -53,363 -25,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.7 7.5 67.1 67.4 92.1 92.7: 7.9 7.3
Old : 100.0: 17.4 17.7 7.5 67.1 67.4 92.1 92.7: 7.9 7.3
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 : 339: 70 54 65 157 165 256 255:
Old : 339: 70 54 65 157 165 256 255:
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 : 29.7 26.2 39.9 36.0 19.6 22.6 28.9 31.1
Old : 29.7 26.2 39.9 36.0 19.6 22.6 28.9 31.1
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, April 02, 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 : 1,773,933: 216,023 383,931 421,660 1,100,690 914,996 1,738,373 1,720,587: 35,560 53,346
Old : 1,773,933: 216,023 383,931 421,660 1,100,690 914,996 1,738,373 1,720,587: 35,560 53,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: -55,096: -4,086 5,634 4,537 -54,219 -62,408 -53,768 -52,237: -1,328 -2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 23.8 62.0 51.6 98.0 97.0: 2.0 3.0
Old : 100.0: 12.2 21.6 23.8 62.0 51.6 98.0 97.0: 2.0 3.0
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 : 145: 22 47 48 62 70 114 137:
Old : 145: 22 47 48 62 70 114 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 30.1 49.7 42.2 28.3 20.8 39.5 29.8
Old : 32.1 30.1 49.7 42.2 28.3 20.8 39.5 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 40,265: 17,522 5,169 3,037 11,933 24,316 32,491 32,522: 7,773 7,743
Old : 40,265: 17,522 5,169 3,037 11,933 24,316 32,491 32,522: 7,773 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 803: -904 -77 559 1,043 748 698 1,230: 105 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 12.8 7.5 29.6 60.4 80.7 80.8: 19.3 19.2
Old : 100.0: 43.5 12.8 7.5 29.6 60.4 80.7 80.8: 19.3 19.2
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 : 97: 34 19 8 24 28 62 51:
Old : 97: 34 19 8 24 28 62 51:
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 : 31.2 37.2 44.0 54.5 28.6 32.4 40.2 46.2
Old : 31.2 37.2 44.0 54.5 28.6 32.4 40.2 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 80,529: 35,044 10,337 6,073 23,865 48,633 64,983 65,043: 15,547 15,486
Old : 80,529: 35,044 10,337 6,073 23,865 48,633 64,983 65,043: 15,547 15,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 1,607: -1,807 -154 1,118 2,086 1,496 1,397 2,461: 210 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 12.8 7.5 29.6 60.4 80.7 80.8: 19.3 19.2
Old : 100.0: 43.5 12.8 7.5 29.6 60.4 80.7 80.8: 19.3 19.2
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 : 97: 34 19 8 24 28 62 51:
Old : 97: 34 19 8 24 28 62 51:
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 : 31.2 37.2 44.0 54.5 28.6 32.4 40.2 46.2
Old : 31.2 37.2 44.0 54.5 28.6 32.4 40.2 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 24,577: 3,305 964 0 19,928 22,827 23,233 23,791: 1,344 786
Old : 24,577: 3,305 964 0 19,928 22,827 23,233 23,791: 1,344 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 2,452: 37 512 0 2,372 1,868 2,409 2,380: 43 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.9 0.0 81.1 92.9 94.5 96.8: 5.5 3.2
Old : 100.0: 13.4 3.9 0.0 81.1 92.9 94.5 96.8: 5.5 3.2
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 : 25: 3 2 0 12 11 15 13:
Old : 25: 3 2 0 12 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 69.5 82.5 89.7 66.3 69.5 81.4 88.7
Old : 66.3 69.5 82.5 89.7 66.3 69.5 81.4 88.7
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, April 02, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 28,544: 12,273 26,695 304 15,772 1,143 28,349 28,142: 195 402
Old : 28,544: 12,273 26,695 304 15,772 1,143 28,349 28,142: 195 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 4,157: 52 3,909 0 4,080 0 4,132 3,909: 25 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 93.5 1.1 55.3 4.0 99.3 98.6: 0.7 1.4
Old : 100.0: 43.0 93.5 1.1 55.3 4.0 99.3 98.6: 0.7 1.4
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 : 40: 18 18 2 4 1 24 19:
Old : 40: 18 18 2 4 1 24 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 : 66.3 76.8 87.2 90.1 66.3 76.8 83.4 87.2
Old : 66.3 76.8 87.2 90.1 66.3 76.8 83.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 20,875: 13,371 7,989 71 7,422 11,408 20,864 19,468: 11 1,407
Old : 20,875: 13,371 7,989 71 7,422 11,408 20,864 19,468: 11 1,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: -2,403: -1,944 -131 -12 -438 -357 -2,394 -500: -9 -1,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 38.3 0.3 35.6 54.6 99.9 93.3: 0.1 6.7
Old : 100.0: 64.1 38.3 0.3 35.6 54.6 99.9 93.3: 0.1 6.7
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 : 35: 6 10 1 5 14 12 24:
Old : 35: 6 10 1 5 14 12 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.5 41.6 98.9 66.2 89.5 41.2 98.9 65.9
Old : 89.5 41.6 98.9 66.2 89.5 41.2 98.9 65.9
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, April 02, 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 : 17,946: 15,121 5,760 9 2,769 10,575 17,899 16,344: 47 1,602
Old : 17,946: 15,121 5,760 9 2,769 10,575 17,899 16,344: 47 1,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: 2,801: 2,776 -120 0 0 3,664 2,776 3,544: 25 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 32.1 0.1 15.4 58.9 99.7 91.1: 0.3 8.9
Old : 100.0: 84.3 32.1 0.1 15.4 58.9 99.7 91.1: 0.3 8.9
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 : 28: 5 10 1 2 11 8 21:
Old : 28: 5 10 1 2 11 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.2 60.5 99.7 82.6 95.2 60.5 99.7 82.6
Old : 95.2 60.5 99.7 82.6 95.2 60.5 99.7 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 48,540: 19,047 19,018 29,463 0 0 48,510 48,481: 30 59
Old : 48,540: 19,047 19,018 29,463 0 0 48,510 48,481: 30 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 39.2 60.7 0.0 0.0 99.9 99.9: 0.1 0.1
Old : 100.0: 39.2 39.2 60.7 0.0 0.0 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 12 4 0 0 11 15:
Old : 22: 9 12 4 0 0 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.9 77.7 99.7 97.7 38.5 31.6 39.2 38.6
Old : 96.9 77.7 99.7 97.7 38.5 31.6 39.2 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2019