WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 597,702: 110,692 150,590 229,099 209,909 165,200 549,700 544,888: 48,003 52,814
Old : 204,973: 71,170 74,619 50,820 66,762 60,643 188,752 186,082: 16,221 18,891
Other: 392,729: 89,022 125,471 128,779 143,147 104,556 360,948 358,806: 31,781 33,923
: : :
: : Changes in Commitments from: April 2, 2019 :
: -24,236: -1,741 -3,791 -19,205 -2,959 -926 -23,905 -23,922: -331 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 25.2 38.3 35.1 27.6 92.0 91.2: 8.0 8.8
Old : 100.0: 34.7 36.4 24.8 32.6 29.6 92.1 90.8: 7.9 9.2
Other: 100.0: 22.7 31.9 32.8 36.4 26.6 91.9 91.4: 8.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 131 136 168 116 112 345 333:
Old : 318: 113 86 81 82 80 222 221:
Other: 363: 106 118 126 98 102 285 277:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 9.5 18.4 17.2 8.2 7.1 12.7 11.7
Old : 16.6 17.1 26.8 28.7 16.5 16.9 24.7 27.9
Other: 10.9 12.4 19.2 21.6 7.6 7.6 13.3 12.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 16,952: 5,753 925 2,109 8,673 13,427 16,535 16,462: 417 491
Old : 4,470: 3,375 0 186 909 4,109 4,470 4,295: 0 175
Other: 12,482: 2,564 1,111 1,737 7,764 9,318 12,065 12,167: 417 316
: : :
: : Changes in Commitments from: April 2, 2019 :
: -1,661: -1,471 -41 173 -443 -1,993 -1,742 -1,861: 81 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 5.5 12.4 51.2 79.2 97.5 97.1: 2.5 2.9
Old : 100.0: 75.5 0.0 4.2 20.3 91.9 100.0 96.1: 0.0 3.9
Other: 100.0: 20.5 8.9 13.9 62.2 74.6 96.7 97.5: 3.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 3 5 15 12 23 18:
Old : 11: 3 0 1 4 6 7 7:
Other: 25: 4 3 5 14 11 21 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 57.1 64.3 76.6 35.0 37.2 47.9 49.4
Old : 92.5 90.1 100.0 96.1 86.2 81.9 86.9 83.0
Other: 41.3 57.5 62.5 79.9 39.0 45.1 56.6 59.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 352,512: 75,562 111,315 106,530 131,035 112,339 313,127 330,184: 39,385 22,328
Old : 126,041: 49,958 58,039 12,843 46,992 47,669 109,792 118,550: 16,249 7,491
Other: 226,470: 55,892 83,564 63,400 84,043 64,670 203,335 211,634: 23,136 14,836
: : :
: : Changes in Commitments from: April 2, 2019 :
: -11,037: -522 -3,843 -3,826 -8,258 -3,462 -12,606 -11,130: 1,569 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 31.6 30.2 37.2 31.9 88.8 93.7: 11.2 6.3
Old : 100.0: 39.6 46.0 10.2 37.3 37.8 87.1 94.1: 12.9 5.9
Other: 100.0: 24.7 36.9 28.0 37.1 28.6 89.8 93.4: 10.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 72 60 81 98 82 210 194:
Old : 209: 64 37 28 79 52 155 105:
Other: 237: 58 65 68 81 75 176 178:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 15.2 19.8 25.7 8.2 14.4 14.5 23.0
Old : 20.5 29.8 31.2 46.5 20.4 29.8 30.9 46.5
Other: 12.8 16.2 22.4 25.6 11.4 13.7 18.2 20.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 2,165,129: 294,137 516,244 653,148 912,024 771,967 1,859,309 1,941,359: 305,820 223,770
Old : 1,594,846: 289,518 534,015 439,282 644,294 493,401 1,373,093 1,466,697: 221,753 128,149
Other: 570,282: 104,228 81,838 114,257 267,730 278,567 486,215 474,662: 84,067 95,621
: : :
: : Changes in Commitments from: April 2, 2019 :
: -51,876: -3,059 27,873 -50,030 -6,752 -38,268 -59,841 -60,424: 7,965 8,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 23.8 30.2 42.1 35.7 85.9 89.7: 14.1 10.3
Old : 100.0: 18.2 33.5 27.5 40.4 30.9 86.1 92.0: 13.9 8.0
Other: 100.0: 18.3 14.4 20.0 46.9 48.8 85.3 83.2: 14.7 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 885: 224 178 264 399 357 758 695:
Old : 853: 217 181 225 378 321 700 635:
Other: 598: 120 103 110 203 291 388 455:
:----------------------------------------------------------------------------------------------------
: 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 8.7 16.9 14.5 5.5 5.4 8.4 9.6
Old : 11.2 7.9 17.2 14.8 7.4 7.0 11.6 12.2
Other: 14.4 17.2 23.0 25.0 10.1 10.9 15.5 15.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 6,369: 1,876 1,051 500 2,200 3,619 4,576 5,170: 1,793 1,199
Old : 3,176: 1,401 1,013 21 882 1,448 2,304 2,482: 872 694
Other: 3,193: 818 380 136 1,318 2,172 2,271 2,688: 921 505
: : :
: : Changes in Commitments from: April 2, 2019 :
: 773: 358 85 152 19 456 529 693: 244 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 16.5 7.8 34.5 56.8 71.8 81.2: 28.2 18.8
Old : 100.0: 44.1 31.9 0.7 27.8 45.6 72.6 78.2: 27.4 21.8
Other: 100.0: 25.6 11.9 4.3 41.3 68.0 71.1 84.2: 28.9 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 5 5 11 9 25 17:
Old : 21: 6 6 2 5 6 12 13:
Other: 24: 9 3 3 10 9 20 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 55.9 54.6 70.0 34.7 45.2 43.4 53.1
Old : 58.4 57.4 70.7 73.5 55.6 50.6 64.7 66.7
Other: 42.4 61.6 58.1 77.9 40.7 59.4 56.4 73.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 900,302: 134,191 180,681 260,540 445,237 364,168 839,968 805,389: 60,334 94,912
Old : 645,371: 138,543 171,494 154,148 306,029 259,973 598,720 585,615: 46,651 59,756
Other: 254,931: 41,544 55,084 60,496 139,208 104,194 241,248 219,775: 13,682 35,156
: : :
: : Changes in Commitments from: April 2, 2019 :
: 37,893: -2,014 -6,751 24,919 13,034 20,076 35,940 38,244: 1,953 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.1 28.9 49.5 40.4 93.3 89.5: 6.7 10.5
Old : 100.0: 21.5 26.6 23.9 47.4 40.3 92.8 90.7: 7.2 9.3
Other: 100.0: 16.3 21.6 23.7 54.6 40.9 94.6 86.2: 5.4 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 160 180 235 212 247 508 556:
Old : 631: 163 173 189 192 225 453 507:
Other: 433: 88 107 107 117 194 269 352:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 10.5 21.7 16.7 11.5 7.1 16.1 11.3
Old : 13.9 12.6 22.0 19.0 12.1 9.1 17.8 14.8
Other: 23.1 13.5 34.5 23.5 16.3 10.6 24.1 16.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 511,702: 112,842 120,646 137,883 225,820 222,610 476,545 481,139: 35,156 30,563
Old : 371,142: 115,992 134,089 79,716 152,233 134,528 347,941 348,333: 23,201 22,809
Other: 140,559: 41,017 30,725 13,999 73,588 88,081 128,604 132,806: 11,955 7,754
: : :
: : Changes in Commitments from: April 2, 2019 :
: 345: 6,454 6,468 -3,635 -2,937 -2,477 -119 355: 464 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.6 26.9 44.1 43.5 93.1 94.0: 6.9 6.0
Old : 100.0: 31.3 36.1 21.5 41.0 36.2 93.7 93.9: 6.3 6.1
Other: 100.0: 29.2 21.9 10.0 52.4 62.7 91.5 94.5: 8.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 96 96 134 92 87 271 264:
Old : 325: 106 98 109 82 81 244 242:
Other: 188: 52 57 43 56 45 133 123:
:----------------------------------------------------------------------------------------------------
: 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 19.4 17.3 27.6 9.0 15.8 14.1 22.1
Old : 10.9 15.2 18.7 22.8 8.7 14.2 15.2 21.6
Other: 18.8 39.5 30.0 52.4 18.4 37.2 29.5 48.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 1,135,140: 142,581 175,505 142,420 677,164 662,331 962,165 980,256: 172,975 154,883
Old : 1,135,140: 142,581 175,505 142,420 677,164 662,331 962,165 980,256: 172,975 154,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -20,442: -8,832 1,865 -4,554 822 -11,468 -12,564 -14,157: -7,878 -6,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.5 12.5 59.7 58.3 84.8 86.4: 15.2 13.6
Old : 100.0: 12.6 15.5 12.5 59.7 58.3 84.8 86.4: 15.2 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 46 42 50 88 90 158 158:
Old : 197: 46 42 50 88 90 158 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 30.0 30.5 41.0 16.3 26.7 21.9 32.5
Old : 22.2 30.0 30.5 41.0 16.3 26.7 21.9 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 1,159,052: 101,389 405,864 17,454 864,675 643,194 983,518 1,066,512: 175,534 92,540
Old : 1,159,052: 101,389 405,864 17,454 864,675 643,194 983,518 1,066,512: 175,534 92,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -12,418: -1,187 3,039 -312 -17,127 -9,976 -18,626 -7,249: 6,208 -5,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 35.0 1.5 74.6 55.5 84.9 92.0: 15.1 8.0
Old : 100.0: 8.7 35.0 1.5 74.6 55.5 84.9 92.0: 15.1 8.0
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 : 128: 22 18 18 72 64 99 95:
Old : 128: 22 18 18 72 64 99 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 : 33.5 33.3 44.2 50.2 26.2 33.2 36.0 49.1
Old : 33.5 33.3 44.2 50.2 26.2 33.2 36.0 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 09, 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 : 1,401: 529 451 37 526 627 1,092 1,115: 309 286
Old : 1,401: 529 451 37 526 627 1,092 1,115: 309 286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 40: 40 142 23 38 -159 101 6: -61 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 32.2 2.6 37.5 44.8 77.9 79.6: 22.1 20.4
Old : 100.0: 37.8 32.2 2.6 37.5 44.8 77.9 79.6: 22.1 20.4
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 : 21: 8 4 1 6 8 15 12:
Old : 21: 8 4 1 6 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 59.7 62.3 73.1 44.4 59.0 58.3 68.9
Old : 47.6 59.7 62.3 73.1 44.4 59.0 58.3 68.9
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 09, 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 : 477,077: 81,990 73,343 121,500 220,932 244,149 424,422 438,992: 52,655 38,085
Old : 357,801: 96,402 79,003 71,169 148,488 179,382 316,058 329,554: 41,743 28,248
Other: 119,276: 20,365 29,117 15,555 72,444 64,767 108,364 109,438: 10,912 9,837
: : :
: : Changes in Commitments from: April 2, 2019 :
: -8,949: 945 -3,949 4,383 -16,359 -9,793 -11,031 -9,359: 2,081 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.4 25.5 46.3 51.2 89.0 92.0: 11.0 8.0
Old : 100.0: 26.9 22.1 19.9 41.5 50.1 88.3 92.1: 11.7 7.9
Other: 100.0: 17.1 24.4 13.0 60.7 54.3 90.9 91.8: 9.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 74 81 101 110 99 245 232:
Old : 298: 92 69 87 108 92 232 217:
Other: 169: 32 50 36 65 54 125 112:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 22.1 19.8 30.6 10.8 18.3 16.0 24.6
Old : 12.3 22.1 19.5 31.3 11.9 19.9 17.9 28.2
Other: 24.6 28.2 34.9 41.2 21.5 21.5 30.2 32.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 8,322: 577 2,950 673 5,564 3,271 6,814 6,894: 1,508 1,428
Old : 8,156: 613 2,946 600 5,533 3,232 6,745 6,777: 1,410 1,379
Other: 166: 4 45 33 32 39 69 117: 97 49
: : :
: : Changes in Commitments from: April 2, 2019 :
: -441: -147 684 -31 -242 -1,442 -420 -789: -21 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 35.4 8.1 66.9 39.3 81.9 82.8: 18.1 17.2
Old : 100.0: 7.5 36.1 7.4 67.8 39.6 82.7 83.1: 17.3 16.9
Other: 100.0: 2.6 27.1 19.9 19.1 23.6 41.6 70.5: 58.4 29.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 18 10 14 12 31 33:
Old : 46: 11 16 10 14 12 31 33:
Other: 12: 1 5 5 2 5 8 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 : 58.3 34.4 66.0 51.2 57.3 30.3 62.3 46.9
Old : 59.2 34.9 66.9 52.1 58.1 30.8 63.3 47.7
Other: 33.4 50.4 41.6 68.7 17.7 35.5 17.7 45.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 09, 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 : 3,631,920: 885,910 1,014,351 209,830 2,346,450 2,296,370 3,442,190 3,520,552: 189,730 111,369
Old : 3,631,920: 885,910 1,014,351 209,830 2,346,450 2,296,370 3,442,190 3,520,552: 189,730 111,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 220,973: 501 40,293 77,522 132,951 107,836 210,974 225,651: 9,999 -4,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 27.9 5.8 64.6 63.2 94.8 96.9: 5.2 3.1
Old : 100.0: 24.4 27.9 5.8 64.6 63.2 94.8 96.9: 5.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 74 51 59 176 139 286 213:
Old : 353: 74 51 59 176 139 286 213:
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 : 19.0 33.6 33.3 47.0 18.8 30.6 31.6 43.8
Old : 19.0 33.6 33.3 47.0 18.8 30.6 31.6 43.8
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 09, 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 : 4,697,177: 629,387 818,388 655,776 2,923,434 2,774,479 4,208,597 4,248,642: 488,580 448,535
Old : 4,697,177: 629,387 818,388 655,776 2,923,434 2,774,479 4,208,597 4,248,642: 488,580 448,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 13,264: -21,591 35,390 -51,397 92,835 24,503 19,846 8,496: -6,582 4,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.4 14.0 62.2 59.1 89.6 90.5: 10.4 9.5
Old : 100.0: 13.4 17.4 14.0 62.2 59.1 89.6 90.5: 10.4 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 : 409: 87 78 101 197 199 330 332:
Old : 409: 87 78 101 197 199 330 332:
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 : 18.7 19.7 25.7 29.0 14.3 16.6 19.8 24.9
Old : 18.7 19.7 25.7 29.0 14.3 16.6 19.8 24.9
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 09, 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 : 734,253: 96,666 104,147 8,146 513,819 479,336 618,632 591,629: 115,621 142,623
Old : 734,253: 96,666 104,147 8,146 513,819 479,336 618,632 591,629: 115,621 142,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 1,423: -6,064 4,716 16 5,095 -2,623 -952 2,110: 2,375 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.2 1.1 70.0 65.3 84.3 80.6: 15.7 19.4
Old : 100.0: 13.2 14.2 1.1 70.0 65.3 84.3 80.6: 15.7 19.4
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 : 110: 18 14 13 57 57 81 78:
Old : 110: 18 14 13 57 57 81 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 : 30.9 25.2 43.3 38.2 29.8 23.9 40.7 35.2
Old : 30.9 25.2 43.3 38.2 29.8 23.9 40.7 35.2
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 09, 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 : 4,756,115: 806,836 823,860 376,666 3,213,858 3,189,427 4,397,360 4,389,954: 358,755 366,162
Old : 4,756,115: 806,836 823,860 376,666 3,213,858 3,189,427 4,397,360 4,389,954: 358,755 366,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 41,973: -15,749 -12,222 22,202 49,348 11,382 55,801 21,362: -13,828 20,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.3 7.9 67.6 67.1 92.5 92.3: 7.5 7.7
Old : 100.0: 17.0 17.3 7.9 67.6 67.1 92.5 92.3: 7.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 60 60 67 164 173 262 262:
Old : 341: 60 60 67 164 173 262 262:
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 25.2 40.7 34.6 21.3 22.2 30.5 30.3
Old : 30.5 25.2 40.7 34.6 21.3 22.2 30.5 30.3
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 09, 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 : 1,769,884: 213,737 365,716 421,719 1,101,910 939,092 1,737,366 1,726,527: 32,518 43,357
Old : 1,769,884: 213,737 365,716 421,719 1,101,910 939,092 1,737,366 1,726,527: 32,518 43,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -4,050: -2,286 -18,214 58 1,220 24,095 -1,008 5,939: -3,042 -9,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.7 23.8 62.3 53.1 98.2 97.6: 1.8 2.4
Old : 100.0: 12.1 20.7 23.8 62.3 53.1 98.2 97.6: 1.8 2.4
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 : 144: 24 43 51 59 69 115 135:
Old : 144: 24 43 51 59 69 115 135:
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 31.7 48.6 44.0 27.5 21.9 36.8 30.9
Old : 31.2 31.7 48.6 44.0 27.5 21.9 36.8 30.9
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 09, 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 : 39,980: 18,646 5,013 2,188 11,755 25,213 32,589 32,415: 7,391 7,565
Old : 39,980: 18,646 5,013 2,188 11,755 25,213 32,589 32,415: 7,391 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -285: 1,124 -155 -848 -177 897 98 -107: -382 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 12.5 5.5 29.4 63.1 81.5 81.1: 18.5 18.9
Old : 100.0: 46.6 12.5 5.5 29.4 63.1 81.5 81.1: 18.5 18.9
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 : 98: 34 20 11 25 27 63 54:
Old : 98: 34 20 11 25 27 63 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.3 41.2 49.9 24.3 33.7 37.0 47.1
Old : 27.9 36.3 41.2 49.9 24.3 33.7 37.0 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, April 09, 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 : 79,960: 37,291 10,027 4,377 23,510 50,426 65,178 64,830: 14,782 15,130
Old : 79,960: 37,291 10,027 4,377 23,510 50,426 65,178 64,830: 14,782 15,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -569: 2,247 -310 -1,697 -355 1,794 195 -213: -764 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 12.5 5.5 29.4 63.1 81.5 81.1: 18.5 18.9
Old : 100.0: 46.6 12.5 5.5 29.4 63.1 81.5 81.1: 18.5 18.9
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 : 98: 34 20 11 25 27 63 54:
Old : 98: 34 20 11 25 27 63 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.3 41.2 49.9 24.3 33.7 37.0 47.1
Old : 27.9 36.3 41.2 49.9 24.3 33.7 37.0 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, April 09, 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 : 24,691: 3,566 693 0 19,763 23,355 23,329 24,048: 1,362 643
Old : 24,691: 3,566 693 0 19,763 23,355 23,329 24,048: 1,362 643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: 114: 261 -271 0 -165 528 96 257: 18 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.8 0.0 80.0 94.6 94.5 97.4: 5.5 2.6
Old : 100.0: 14.4 2.8 0.0 80.0 94.6 94.5 97.4: 5.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 0 12 12 15 14:
Old : 26: 3 2 0 12 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 68.8 83.5 89.5 68.7 68.8 82.6 88.5
Old : 68.7 68.8 83.5 89.5 68.7 68.8 82.6 88.5
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 09, 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 : 27,715: 12,258 25,778 210 15,046 1,143 27,514 27,131: 201 584
Old : 27,715: 12,258 25,778 210 15,046 1,143 27,514 27,131: 201 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -829: -15 -917 -94 -726 0 -835 -1,011: 6 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 93.0 0.8 54.3 4.1 99.3 97.9: 0.7 2.1
Old : 100.0: 44.2 93.0 0.8 54.3 4.1 99.3 97.9: 0.7 2.1
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 : 42: 18 20 2 4 1 24 21:
Old : 42: 18 20 2 4 1 24 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 : 65.6 73.8 87.2 87.7 65.6 73.8 83.3 85.0
Old : 65.6 73.8 87.2 87.7 65.6 73.8 83.3 85.0
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 09, 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 : 19,922: 12,408 7,022 71 7,413 10,820 19,892 17,913: 30 2,009
Old : 19,922: 12,408 7,022 71 7,413 10,820 19,892 17,913: 30 2,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -953: -963 -967 0 -9 -588 -972 -1,555: 19 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 35.2 0.4 37.2 54.3 99.8 89.9: 0.2 10.1
Old : 100.0: 62.3 35.2 0.4 37.2 54.3 99.8 89.9: 0.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 90.6 41.6 98.7 62.8 90.6 41.3 98.7 62.4
Old : 90.6 41.6 98.7 62.8 90.6 41.3 98.7 62.4
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, April 09, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 16,971: 14,136 4,501 9 2,769 10,807 16,914 15,317: 57 1,654
Old : 16,971: 14,136 4,501 9 2,769 10,807 16,914 15,317: 57 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -975: -985 -1,259 0 0 232 -985 -1,027: 10 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 26.5 0.1 16.3 63.7 99.7 90.3: 0.3 9.7
Old : 100.0: 83.3 26.5 0.1 16.3 63.7 99.7 90.3: 0.3 9.7
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 : 27: 5 9 1 2 11 8 20:
Old : 27: 5 9 1 2 11 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.0 62.3 99.7 82.1 95.0 62.2 99.6 82.0
Old : 95.0 62.3 99.7 82.1 95.0 62.2 99.6 82.0
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 09, 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 : 48,320: 18,828 18,803 29,463 0 0 48,291 48,266: 29 54
Old : 48,320: 18,828 18,803 29,463 0 0 48,291 48,266: 29 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 2, 2019 :
: -220: -219 -215 0 0 0 -219 -215: -1 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 38.9 61.0 0.0 0.0 99.9 99.9: 0.1 0.1
Old : 100.0: 39.0 38.9 61.0 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 : 21: 7 13 4 0 0 9 16:
Old : 21: 7 13 4 0 0 9 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.2 78.1 99.9 98.1 38.5 31.7 39.0 38.5
Old : 95.2 78.1 99.9 98.1 38.5 31.7 39.0 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 12, 2019