WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 496,355: 125,023 85,804 183,592 152,695 179,963 461,310 449,360: 35,045 46,995
Old : 469,439: 117,123 83,271 176,634 145,470 168,369 439,227 428,274: 30,212 41,165
Other: 26,916: 12,195 6,828 2,664 7,225 11,594 22,083 21,086: 4,832 5,830
: : :
: : Changes in Commitments from: June 18, 2019 :
: -110,155: -2,281 -5,250 -77,277 -28,565 -27,433 -108,123 -109,960: -2,031 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.3 37.0 30.8 36.3 92.9 90.5: 7.1 9.5
Old : 100.0: 24.9 17.7 37.6 31.0 35.9 93.6 91.2: 6.4 8.8
Other: 100.0: 45.3 25.4 9.9 26.8 43.1 82.0 78.3: 18.0 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 109 117 135 95 120 289 306:
Old : 373: 109 116 129 95 119 283 300:
Other: 118: 28 28 19 22 51 61 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 11.3 20.9 19.3 7.8 7.5 13.9 13.1
Old : 13.0 11.5 21.7 19.7 8.1 7.6 14.2 13.1
Other: 39.9 21.6 51.9 35.3 39.7 21.6 51.4 35.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 24,306: 9,297 39 2,404 12,159 21,036 23,860 23,479: 446 827
Old : 24,306: 9,297 39 2,404 12,159 21,036 23,860 23,479: 446 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 2,085: 1,810 -111 125 238 1,969 2,173 1,983: -89 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 0.2 9.9 50.0 86.5 98.2 96.6: 1.8 3.4
Old : 100.0: 38.3 0.2 9.9 50.0 86.5 98.2 96.6: 1.8 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 : 28: 7 1 4 16 14 24 18:
Old : 28: 7 1 4 16 14 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 54.5 65.4 75.3 37.0 42.2 51.2 52.5
Old : 42.2 54.5 65.4 75.3 37.0 42.2 51.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 277,905: 61,531 65,853 78,695 111,545 110,389 251,771 254,937: 26,134 22,968
Old : 265,333: 60,821 64,113 75,391 104,223 105,154 240,436 244,659: 24,898 20,674
Other: 12,572: 2,711 3,740 1,303 7,322 5,235 11,336 10,278: 1,236 2,294
: : :
: : Changes in Commitments from: June 18, 2019 :
: -37,251: -4,177 -6,900 -22,827 -7,585 -6,765 -34,589 -36,493: -2,662 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.7 28.3 40.1 39.7 90.6 91.7: 9.4 8.3
Old : 100.0: 22.9 24.2 28.4 39.3 39.6 90.6 92.2: 9.4 7.8
Other: 100.0: 21.6 29.8 10.4 58.2 41.6 90.2 81.8: 9.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 77 56 67 86 82 198 177:
Old : 247: 77 56 67 86 81 197 176:
Other: 78: 17 13 12 18 35 41 56:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 18.0 22.2 26.0 9.4 13.2 16.6 19.2
Old : 13.5 18.8 22.4 26.9 10.2 15.2 18.0 21.5
Other: 53.8 41.3 71.0 57.2 52.1 41.3 66.8 53.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 2,379,990: 429,096 143,943 674,168 894,618 1,274,979 1,997,882 2,093,090: 382,108 286,900
Old : 940,389: 189,912 211,791 233,589 374,848 418,447 798,348 863,827: 142,040 76,561
Other: 1,439,602: 379,871 72,839 299,892 519,771 856,532 1,199,534 1,229,263: 240,068 210,339
: : :
: : Changes in Commitments from: June 18, 2019 :
: -328,881: 21,972 -21,666 -224,380 -116,237 -73,129 -318,645 -319,174: -10,237 -9,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.0 28.3 37.6 53.6 83.9 87.9: 16.1 12.1
Old : 100.0: 20.2 22.5 24.8 39.9 44.5 84.9 91.9: 15.1 8.1
Other: 100.0: 26.4 5.1 20.8 36.1 59.5 83.3 85.4: 16.7 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 954: 282 131 276 448 449 837 762:
Old : 794: 178 138 176 377 339 642 571:
Other: 859: 240 122 177 344 417 655 649:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.9 14.2 16.4 5.6 6.4 8.3 11.6
Old : 10.1 11.7 16.6 20.1 8.2 9.7 12.8 15.8
Other: 10.6 10.1 17.9 18.2 9.2 8.3 13.6 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 5,228: 2,268 2 148 931 4,023 3,347 4,173: 1,881 1,055
Old : 5,228: 2,268 2 148 931 4,023 3,347 4,173: 1,881 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -1,571: -940 -64 -136 -212 -1,293 -1,289 -1,493: -282 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 0.0 2.8 17.8 77.0 64.0 79.8: 36.0 20.2
Old : 100.0: 43.4 0.0 2.8 17.8 77.0 64.0 79.8: 36.0 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 1 4 7 10 20 14:
Old : 26: 12 1 4 7 10 20 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 : 34.5 50.1 48.8 74.1 34.5 45.6 47.8 69.5
Old : 34.5 50.1 48.8 74.1 34.5 45.6 47.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 788,536: 118,309 124,883 243,641 360,579 338,943 722,530 707,468: 66,006 81,068
Old : 182,598: 46,041 27,555 41,286 73,681 94,579 161,008 163,419: 21,590 19,178
Other: 605,938: 110,478 135,538 164,146 286,898 244,364 561,522 544,049: 44,417 61,890
: : :
: : Changes in Commitments from: June 18, 2019 :
: -208,065: -8,108 -25,139 -124,349 -73,905 -53,870 -206,361 -203,357: -1,704 -4,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.8 30.9 45.7 43.0 91.6 89.7: 8.4 10.3
Old : 100.0: 25.2 15.1 22.6 40.4 51.8 88.2 89.5: 11.8 10.5
Other: 100.0: 18.2 22.4 27.1 47.3 40.3 92.7 89.8: 7.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 175 128 201 190 210 462 462:
Old : 368: 105 66 93 118 157 261 282:
Other: 530: 154 136 169 159 191 401 417:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 10.2 20.1 18.2 8.1 7.2 13.8 12.2
Old : 13.8 21.9 23.7 31.1 11.8 18.8 18.4 24.7
Other: 15.4 9.8 24.0 17.7 10.8 6.9 18.7 12.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 453,669: 104,538 108,893 98,232 217,993 217,517 420,764 424,643: 32,905 29,026
Old : 129,110: 37,723 26,219 21,326 58,852 69,555 117,901 117,100: 11,209 12,010
Other: 324,559: 92,363 108,221 51,359 159,142 147,963 302,863 307,543: 21,696 17,016
: : :
: : Changes in Commitments from: June 18, 2019 :
: -46,566: -2,058 -3,449 -28,450 -15,516 -16,813 -46,024 -48,713: -541 2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 24.0 21.7 48.1 47.9 92.7 93.6: 7.3 6.4
Old : 100.0: 29.2 20.3 16.5 45.6 53.9 91.3 90.7: 8.7 9.3
Other: 100.0: 28.5 33.3 15.8 49.0 45.6 93.3 94.8: 6.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 98 78 109 92 78 249 226:
Old : 193: 51 41 54 72 61 150 136:
Other: 267: 82 83 83 69 62 200 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 20.8 19.2 27.9 10.6 17.3 17.3 23.2
Old : 21.9 22.4 33.1 35.7 16.4 18.6 25.7 28.1
Other: 14.5 21.4 23.6 29.3 14.3 19.7 23.4 27.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 1,094,646: 160,523 158,191 116,377 625,403 667,493 902,302 942,061: 192,344 152,585
Old : 1,094,646: 160,523 158,191 116,377 625,403 667,493 902,302 942,061: 192,344 152,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -72,765: 8,123 -12,664 -45,014 -37,599 -23,129 -74,490 -80,807: 1,725 8,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.5 10.6 57.1 61.0 82.4 86.1: 17.6 13.9
Old : 100.0: 14.7 14.5 10.6 57.1 61.0 82.4 86.1: 17.6 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 : 177: 38 31 42 83 81 142 133:
Old : 177: 38 31 42 83 81 142 133:
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 : 22.7 26.0 30.3 38.4 18.3 24.4 24.1 32.6
Old : 22.7 26.0 30.3 38.4 18.3 24.4 24.1 32.6
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, June 25, 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 : 1,142,238: 89,763 392,090 15,609 859,724 645,318 965,096 1,053,017: 177,142 89,221
Old : 1,142,238: 89,763 392,090 15,609 859,724 645,318 965,096 1,053,017: 177,142 89,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -13,204: 3,102 1,074 -2,886 -11,389 -7,963 -11,173 -9,774: -2,032 -3,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 34.3 1.4 75.3 56.5 84.5 92.2: 15.5 7.8
Old : 100.0: 7.9 34.3 1.4 75.3 56.5 84.5 92.2: 15.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 22 20 18 72 68 101 99:
Old : 132: 22 20 18 72 68 101 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 34.8 41.6 52.2 25.5 34.6 33.6 51.0
Old : 32.2 34.8 41.6 52.2 25.5 34.6 33.6 51.0
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, June 25, 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 : 492,270: 67,441 48,061 142,366 232,709 270,113 442,516 460,541: 49,755 31,729
Old : 162,653: 44,548 30,364 23,729 71,203 95,437 139,480 149,530: 23,173 13,123
Other: 329,618: 80,306 75,110 61,224 161,506 174,677 303,036 311,011: 26,582 18,607
: : :
: : Changes in Commitments from: June 18, 2019 :
: -45,158: -4,477 -2,695 -22,517 -16,690 -19,261 -43,683 -44,472: -1,474 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.8 28.9 47.3 54.9 89.9 93.6: 10.1 6.4
Old : 100.0: 27.4 18.7 14.6 43.8 58.7 85.8 91.9: 14.2 8.1
Other: 100.0: 24.4 22.8 18.6 49.0 53.0 91.9 94.4: 8.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 68 62 99 107 94 240 209:
Old : 203: 62 25 51 93 77 172 138:
Other: 237: 62 69 78 79 72 191 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 21.6 19.3 31.1 9.5 16.3 13.7 23.2
Old : 14.8 27.7 23.5 41.3 14.2 27.4 21.7 40.7
Other: 15.1 21.7 22.6 31.6 11.9 18.1 18.6 26.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 7,764: 1,520 1,534 547 3,672 4,283 5,739 6,364: 2,025 1,400
Old : 1,497: 328 417 0 690 894 1,018 1,311: 479 186
Other: 6,267: 1,519 1,445 220 2,982 3,389 4,721 5,053: 1,546 1,214
: : :
: : Changes in Commitments from: June 18, 2019 :
: -1,460: -620 -7 -294 -410 -1,186 -1,324 -1,487: -136 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.8 7.1 47.3 55.2 73.9 82.0: 26.1 18.0
Old : 100.0: 21.9 27.9 0.0 46.1 59.7 68.0 87.6: 32.0 12.4
Other: 100.0: 24.2 23.1 3.5 47.6 54.1 75.3 80.6: 24.7 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 12 9 14 14 33 31:
Old : 17: 4 3 0 6 4 10 7:
Other: 42: 13 12 6 12 12 28 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 39.8 54.0 54.8 41.2 38.8 50.6 53.3
Old : 54.4 75.6 66.3 87.6 54.4 75.6 66.3 87.6
Other: 49.0 43.2 60.2 59.9 49.0 43.1 58.5 59.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 3,672,537: 911,052 1,174,570 86,592 2,473,870 2,292,240 3,471,514 3,553,401: 201,023 119,136
Old : 3,672,537: 911,052 1,174,570 86,592 2,473,870 2,292,240 3,471,514 3,553,401: 201,023 119,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -12,621: -3,898 110,357 -41,182 32,025 -78,929 -13,055 -9,754: 434 -2,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 32.0 2.4 67.4 62.4 94.5 96.8: 5.5 3.2
Old : 100.0: 24.8 32.0 2.4 67.4 62.4 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 : 366: 73 57 53 175 146 275 229:
Old : 366: 73 57 53 175 146 275 229:
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 : 25.3 29.6 39.0 46.1 25.1 28.8 38.4 45.3
Old : 25.3 29.6 39.0 46.1 25.1 28.8 38.4 45.3
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, June 25, 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 : 4,569,860: 618,453 944,477 648,705 2,803,738 2,534,626 4,070,896 4,127,807: 498,964 442,052
Old : 4,569,860: 618,453 944,477 648,705 2,803,738 2,534,626 4,070,896 4,127,807: 498,964 442,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -386,345: 18,406 -3,028 -136,350 -277,676 -246,295 -395,620 -385,673: 9,275 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.7 14.2 61.4 55.5 89.1 90.3: 10.9 9.7
Old : 100.0: 13.5 20.7 14.2 61.4 55.5 89.1 90.3: 10.9 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 : 395: 89 67 91 200 193 329 311:
Old : 395: 89 67 91 200 193 329 311:
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 : 19.4 16.8 26.4 26.4 13.8 14.9 19.5 22.1
Old : 19.4 16.8 26.4 26.4 13.8 14.9 19.5 22.1
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, June 25, 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 : 751,821: 144,188 121,742 10,655 485,968 471,368 640,811 603,765: 111,010 148,056
Old : 751,821: 144,188 121,742 10,655 485,968 471,368 640,811 603,765: 111,010 148,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 10,712: -1,688 -2,012 2,180 15,181 5,398 15,673 5,566: -4,961 5,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.2 1.4 64.6 62.7 85.2 80.3: 14.8 19.7
Old : 100.0: 19.2 16.2 1.4 64.6 62.7 85.2 80.3: 14.8 19.7
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 : 108: 15 15 11 56 60 76 81:
Old : 108: 15 15 11 56 60 76 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 29.5 40.3 40.3 24.2 28.7 36.9 36.9
Old : 26.6 29.5 40.3 40.3 24.2 28.7 36.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 4,856,463: 845,408 881,445 318,359 3,321,147 3,308,186 4,484,914 4,507,990: 371,550 348,473
Old : 4,856,463: 845,408 881,445 318,359 3,321,147 3,308,186 4,484,914 4,507,990: 371,550 348,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -266,845: 51,264 93,703 -113,744 -214,550 -247,643 -277,030 -267,684: 10,185 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.1 6.6 68.4 68.1 92.3 92.8: 7.7 7.2
Old : 100.0: 17.4 18.1 6.6 68.4 68.1 92.3 92.8: 7.7 7.2
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 : 330: 56 59 69 159 169 252 260:
Old : 330: 56 59 69 159 169 252 260:
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 : 29.3 23.0 41.3 34.0 19.4 20.7 31.0 30.0
Old : 29.3 23.0 41.3 34.0 19.4 20.7 31.0 30.0
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, June 25, 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 : 2,284,738: 460,741 510,301 413,265 1,369,607 1,298,662 2,243,612 2,222,227: 41,126 62,511
Old : 2,284,738: 460,741 510,301 413,265 1,369,607 1,298,662 2,243,612 2,222,227: 41,126 62,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -4,430: 95,040 71,157 -53,855 -52,533 -29,002 -11,348 -11,700: 6,918 7,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 22.3 18.1 59.9 56.8 98.2 97.3: 1.8 2.7
Old : 100.0: 20.2 22.3 18.1 59.9 56.8 98.2 97.3: 1.8 2.7
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 : 180: 43 44 51 73 84 136 160:
Old : 180: 43 44 51 73 84 136 160:
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 25.6 51.9 42.1 27.9 15.1 37.9 24.6
Old : 30.5 25.6 51.9 42.1 27.9 15.1 37.9 24.6
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, June 25, 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 : 41,661: 22,816 4,559 628 10,287 26,859 33,731 32,045: 7,930 9,616
Old : 41,661: 22,816 4,559 628 10,287 26,859 33,731 32,045: 7,930 9,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -2,660: 8,414 -1,457 -719 -9,826 402 -2,131 -1,774: -529 -885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 10.9 1.5 24.7 64.5 81.0 76.9: 19.0 23.1
Old : 100.0: 54.8 10.9 1.5 24.7 64.5 81.0 76.9: 19.0 23.1
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 : 94: 33 18 3 25 28 58 49:
Old : 94: 33 18 3 25 28 58 49:
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 35.0 41.2 48.3 27.5 32.6 40.8 45.4
Old : 27.9 35.0 41.2 48.3 27.5 32.6 40.8 45.4
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, June 25, 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 : 83,322: 45,631 9,117 1,256 20,575 53,718 67,462 64,090: 15,861 19,232
Old : 83,322: 45,631 9,117 1,256 20,575 53,718 67,462 64,090: 15,861 19,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -5,319: 16,828 -2,914 -1,438 -19,651 804 -4,262 -3,549: -1,058 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 10.9 1.5 24.7 64.5 81.0 76.9: 19.0 23.1
Old : 100.0: 54.8 10.9 1.5 24.7 64.5 81.0 76.9: 19.0 23.1
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 : 94: 33 18 3 25 28 58 49:
Old : 94: 33 18 3 25 28 58 49:
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 35.0 41.2 48.3 27.5 32.6 40.8 45.4
Old : 27.9 35.0 41.2 48.3 27.5 32.6 40.8 45.4
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, June 25, 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 : 26,594: 2,696 1,224 0 21,927 24,919 24,623 26,143: 1,971 451
Old : 26,594: 2,696 1,224 0 21,927 24,919 24,623 26,143: 1,971 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -6,682: 205 0 0 -6,358 -3,314 -6,153 -3,314: -529 -3,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.6 0.0 82.5 93.7 92.6 98.3: 7.4 1.7
Old : 100.0: 10.1 4.6 0.0 82.5 93.7 92.6 98.3: 7.4 1.7
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 : 23: 4 2 0 13 9 17 11:
Old : 23: 4 2 0 13 9 17 11:
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 : 63.1 85.1 79.1 96.8 63.1 84.2 77.9 95.1
Old : 63.1 85.1 79.1 96.8 63.1 84.2 77.9 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 26,147: 13,083 19,691 4,583 8,295 1,146 25,961 25,420: 186 727
Old : 26,147: 13,083 19,691 4,583 8,295 1,146 25,961 25,420: 186 727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -15,577: -9,270 -6,714 -6,053 -236 -2,797 -15,559 -15,564: -18 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 75.3 17.5 31.7 4.4 99.3 97.2: 0.7 2.8
Old : 100.0: 50.0 75.3 17.5 31.7 4.4 99.3 97.2: 0.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 25 16 3 4 1 31 18:
Old : 45: 25 16 3 4 1 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 73.3 77.4 87.8 37.5 60.5 57.7 70.5
Old : 50.4 73.3 77.4 87.8 37.5 60.5 57.7 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 15,872: 8,726 4,536 69 7,034 8,862 15,829 13,467: 43 2,405
Old : 15,872: 8,726 4,536 69 7,034 8,862 15,829 13,467: 43 2,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -503: -514 -889 0 25 155 -489 -734: -14 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 28.6 0.4 44.3 55.8 99.7 84.8: 0.3 15.2
Old : 100.0: 55.0 28.6 0.4 44.3 55.8 99.7 84.8: 0.3 15.2
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 : 32: 5 7 1 4 16 10 23:
Old : 32: 5 7 1 4 16 10 23:
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 : 91.1 41.5 99.2 65.9 91.1 41.0 99.1 65.5
Old : 91.1 41.5 99.2 65.9 91.1 41.0 99.1 65.5
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, June 25, 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 : 9,216: 5,243 3,859 0 3,932 3,656 9,175 7,515: 41 1,701
Old : 9,216: 5,243 3,859 0 3,932 3,656 9,175 7,515: 41 1,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -709: -714 -318 0 0 -353 -714 -671: 5 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 41.9 0.0 42.7 39.7 99.6 81.5: 0.4 18.5
Old : 100.0: 56.9 41.9 0.0 42.7 39.7 99.6 81.5: 0.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 9 0 2 9 8 18:
Old : 26: 6 9 0 2 9 8 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.9 50.6 99.6 72.3 85.9 50.6 99.6 72.3
Old : 85.9 50.6 99.6 72.3 85.9 50.6 99.6 72.3
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, June 25, 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 : 50,811: 22,419 22,395 28,392 0 0 50,811 50,787: 0 24
Old : 50,811: 22,419 22,395 28,392 0 0 50,811 50,787: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 1,568: 3,825 3,824 -2,257 0 0 1,568 1,567: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 44.1 55.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 44.1 44.1 55.9 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 19 5 0 0 7 23:
Old : 25: 5 19 5 0 0 7 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.3 66.5 100.0 94.7 44.1 34.5 44.1 42.4
Old : 99.3 66.5 100.0 94.7 44.1 34.5 44.1 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2019