WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 504,375: 114,513 82,509 202,651 154,082 173,817 471,247 458,978: 33,127 45,397
Old : 468,798: 108,248 80,544 188,814 143,519 160,474 440,582 429,833: 28,216 38,965
Other: 35,577: 13,242 8,942 6,861 10,563 13,343 30,666 29,145: 4,911 6,432
: : :
: : Changes in Commitments from: July 9, 2019 :
: 17,956: -8,164 -1,861 18,055 6,856 2,986 16,747 19,180: 1,209 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.4 40.2 30.5 34.5 93.4 91.0: 6.6 9.0
Old : 100.0: 23.1 17.2 40.3 30.6 34.2 94.0 91.7: 6.0 8.3
Other: 100.0: 37.2 25.1 19.3 29.7 37.5 86.2 81.9: 13.8 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 113 120 146 92 118 288 308:
Old : 366: 113 117 142 88 117 278 304:
Other: 131: 26 34 28 28 54 76 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 12.4 22.7 20.5 7.1 6.9 12.8 12.0
Old : 14.7 12.9 23.5 21.2 7.5 7.4 12.9 12.4
Other: 33.4 23.1 46.4 35.9 32.4 19.5 42.1 29.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 24,993: 10,837 0 1,355 12,213 22,913 24,405 24,268: 588 725
Old : 24,993: 10,837 0 1,355 12,213 22,913 24,405 24,268: 588 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,286: 991 0 231 202 988 1,425 1,219: -138 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 0.0 5.4 48.9 91.7 97.6 97.1: 2.4 2.9
Old : 100.0: 43.4 0.0 5.4 48.9 91.7 97.6 97.1: 2.4 2.9
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 : 27: 7 0 4 16 14 23 18:
Old : 27: 7 0 4 16 14 23 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 : 47.7 66.0 72.4 83.3 44.3 54.6 59.1 63.9
Old : 47.7 66.0 72.4 83.3 44.3 54.6 59.1 63.9
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, July 16, 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 : 298,936: 73,049 75,397 83,981 113,916 117,314 270,945 276,692: 27,991 22,245
Old : 284,819: 72,273 75,191 78,971 106,916 110,755 258,161 264,917: 26,658 19,902
Other: 14,118: 4,139 3,569 1,646 7,000 6,559 12,785 11,775: 1,333 2,343
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,939: 4,597 2,102 -632 -1,784 3,398 2,181 4,868: 1,758 -929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.2 28.1 38.1 39.2 90.6 92.6: 9.4 7.4
Old : 100.0: 25.4 26.4 27.7 37.5 38.9 90.6 93.0: 9.4 7.0
Other: 100.0: 29.3 25.3 11.7 49.6 46.5 90.6 83.4: 9.4 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 75 69 69 80 89 195 194:
Old : 263: 74 70 67 80 87 193 191:
Other: 88: 20 14 13 22 37 47 61:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 16.7 20.2 25.4 8.9 13.2 15.5 19.7
Old : 12.3 17.5 20.8 26.5 9.6 14.7 16.6 21.7
Other: 37.8 42.0 60.2 57.5 35.9 40.2 55.8 52.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 2,424,021: 427,915 143,819 720,282 903,805 1,294,749 2,052,002 2,158,850: 372,019 265,171
Old : 811,084: 179,606 229,094 208,297 312,834 321,863 700,737 759,254: 110,347 51,830
Other: 1,612,937: 422,684 89,100 337,610 590,972 972,886 1,351,266 1,399,596: 261,672 213,341
: : :
: : Changes in Commitments from: July 9, 2019 :
: 41,786: -3,791 -13,671 19,414 21,173 31,113 36,797 36,856: 4,989 4,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.9 29.7 37.3 53.4 84.7 89.1: 15.3 10.9
Old : 100.0: 22.1 28.2 25.7 38.6 39.7 86.4 93.6: 13.6 6.4
Other: 100.0: 26.2 5.5 20.9 36.6 60.3 83.8 86.8: 16.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 974: 274 149 292 444 450 836 785:
Old : 793: 191 131 151 353 309 600 535:
Other: 899: 226 151 203 371 427 701 684:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 10.6 15.3 17.3 5.6 7.2 8.9 12.0
Old : 11.1 12.0 17.9 20.5 7.2 10.8 12.2 17.8
Other: 11.1 12.4 18.1 19.7 9.1 10.4 14.4 16.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 5,080: 2,347 143 115 884 3,783 3,345 4,041: 1,735 1,040
Old : 5,080: 2,347 143 115 884 3,783 3,345 4,041: 1,735 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 80: -55 43 2 108 -27 54 18: 26 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 2.8 2.3 17.4 74.5 65.8 79.5: 34.2 20.5
Old : 100.0: 46.2 2.8 2.3 17.4 74.5 65.8 79.5: 34.2 20.5
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 : 27: 12 2 3 6 10 19 14:
Old : 27: 12 2 3 6 10 19 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 : 37.6 49.8 52.5 71.7 37.6 48.2 51.5 69.6
Old : 37.6 49.8 52.5 71.7 37.6 48.2 51.5 69.6
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, July 16, 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 : 811,228: 122,073 131,786 260,525 367,563 339,924 750,161 732,235: 61,068 78,994
Old : 133,971: 32,717 17,639 35,533 53,867 68,233 122,117 121,404: 11,854 12,567
Other: 677,257: 121,985 146,776 192,364 313,695 271,691 628,044 610,831: 49,213 66,427
: : :
: : Changes in Commitments from: July 9, 2019 :
: -1,205: 1,387 -3,765 4,170 -4,871 205 686 610: -1,890 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.2 32.1 45.3 41.9 92.5 90.3: 7.5 9.7
Old : 100.0: 24.4 13.2 26.5 40.2 50.9 91.2 90.6: 8.8 9.4
Other: 100.0: 18.0 21.7 28.4 46.3 40.1 92.7 90.2: 7.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 164 146 206 203 221 480 478:
Old : 348: 91 67 70 117 130 240 235:
Other: 560: 153 151 186 176 206 433 448:
:----------------------------------------------------------------------------------------------------
: 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 10.3 21.5 18.4 8.9 6.6 14.9 11.1
Old : 24.2 22.8 35.5 33.9 17.2 15.1 23.5 22.6
Other: 15.3 9.5 24.2 17.9 11.2 7.5 18.9 12.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 457,869: 111,143 115,132 97,587 213,688 213,053 422,419 425,772: 35,450 32,097
Old : 97,842: 28,416 26,205 12,951 48,233 48,805 89,600 87,961: 8,243 9,881
Other: 360,027: 105,004 111,204 62,359 165,455 164,248 332,819 337,811: 27,208 22,215
: : :
: : Changes in Commitments from: July 9, 2019 :
: 10,907: 2,217 2,853 2,326 5,963 4,462 10,506 9,641: 401 1,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.1 21.3 46.7 46.5 92.3 93.0: 7.7 7.0
Old : 100.0: 29.0 26.8 13.2 49.3 49.9 91.6 89.9: 8.4 10.1
Other: 100.0: 29.2 30.9 17.3 46.0 45.6 92.4 93.8: 7.6 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 96 87 103 84 75 240 224:
Old : 178: 50 40 40 59 56 123 124:
Other: 277: 80 97 86 67 63 207 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 19.6 20.3 27.5 11.1 16.4 18.3 23.0
Old : 24.7 22.0 34.4 34.3 21.0 19.7 28.4 29.4
Other: 14.1 22.1 22.8 30.5 13.9 19.9 22.5 27.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 1,079,291: 134,143 162,683 110,406 652,813 661,583 897,362 934,672: 181,929 144,619
Old : 1,079,291: 134,143 162,683 110,406 652,813 661,583 897,362 934,672: 181,929 144,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 8,560: 462 3,274 1,815 9,318 2,102 11,595 7,190: -3,035 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.1 10.2 60.5 61.3 83.1 86.6: 16.9 13.4
Old : 100.0: 12.4 15.1 10.2 60.5 61.3 83.1 86.6: 16.9 13.4
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 : 179: 42 28 45 83 83 142 139:
Old : 179: 42 28 45 83 83 142 139:
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 : 23.4 28.0 31.0 39.2 19.3 25.3 25.6 33.5
Old : 23.4 28.0 31.0 39.2 19.3 25.3 25.6 33.5
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, July 16, 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 : 1,158,241: 95,590 389,921 12,379 875,878 662,232 983,847 1,064,532: 174,393 93,708
Old : 1,158,241: 95,590 389,921 12,379 875,878 662,232 983,847 1,064,532: 174,393 93,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 7,197: 766 -540 1,297 2,560 2,637 4,623 3,394: 2,573 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 33.7 1.1 75.6 57.2 84.9 91.9: 15.1 8.1
Old : 100.0: 8.3 33.7 1.1 75.6 57.2 84.9 91.9: 15.1 8.1
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 : 135: 23 18 19 75 68 105 98:
Old : 135: 23 18 19 75 68 105 98:
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 : 31.5 33.1 41.9 51.2 24.6 33.1 33.9 49.9
Old : 31.5 33.1 41.9 51.2 24.6 33.1 33.9 49.9
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, July 16, 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 : 476,053: 66,376 69,117 129,617 232,420 245,804 428,413 444,538: 47,640 31,515
Old : 128,898: 24,859 34,703 17,703 68,051 66,362 110,613 118,767: 18,285 10,131
Other: 347,155: 83,069 75,966 70,362 164,368 179,442 317,800 325,771: 29,355 21,384
: : :
: : Changes in Commitments from: July 9, 2019 :
: 4,219: -401 1,126 4,048 2,345 -988 5,992 4,186: -1,774 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.5 27.2 48.8 51.6 90.0 93.4: 10.0 6.6
Old : 100.0: 19.3 26.9 13.7 52.8 51.5 85.8 92.1: 14.2 7.9
Other: 100.0: 23.9 21.9 20.3 47.3 51.7 91.5 93.8: 8.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 69 65 100 106 94 236 214:
Old : 192: 46 33 49 90 74 160 132:
Other: 248: 69 66 81 83 73 200 178:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 19.2 19.4 28.6 9.8 16.2 14.2 21.8
Old : 14.8 23.1 24.0 38.8 13.7 23.0 22.4 37.6
Other: 13.7 21.5 21.1 30.0 11.3 18.2 17.6 25.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 7,556: 1,333 1,604 512 4,153 4,418 5,998 6,534: 1,559 1,022
Old : 7,556: 1,333 1,604 512 4,153 4,418 5,998 6,534: 1,559 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,021: 450 -102 207 416 763 1,073 868: -52 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.2 6.8 55.0 58.5 79.4 86.5: 20.6 13.5
Old : 100.0: 17.6 21.2 6.8 55.0 58.5 79.4 86.5: 20.6 13.5
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 : 45: 11 17 8 12 14 29 33:
Old : 45: 11 17 8 12 14 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 43.1 60.8 57.6 47.4 43.1 56.1 56.0
Old : 49.3 43.1 60.8 57.6 47.4 43.1 56.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 3,664,289: 870,027 1,170,905 156,848 2,428,400 2,223,023 3,455,275 3,550,776: 209,013 113,513
Old : 3,664,289: 870,027 1,170,905 156,848 2,428,400 2,223,023 3,455,275 3,550,776: 209,013 113,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 87,357: 47,214 45,411 39,566 -5,878 6,011 80,901 90,987: 6,455 -3,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 32.0 4.3 66.3 60.7 94.3 96.9: 5.7 3.1
Old : 100.0: 23.7 32.0 4.3 66.3 60.7 94.3 96.9: 5.7 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 : 365: 81 52 59 183 137 295 217:
Old : 365: 81 52 59 183 137 295 217:
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 32.1 36.7 48.4 22.4 30.3 36.0 46.6
Old : 22.7 32.1 36.7 48.4 22.4 30.3 36.0 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 4,656,866: 621,702 1,006,264 725,504 2,810,247 2,478,488 4,157,453 4,210,256: 499,413 446,610
Old : 4,656,866: 621,702 1,006,264 725,504 2,810,247 2,478,488 4,157,453 4,210,256: 499,413 446,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 81,928: 11,415 45,106 74,681 -323 -48,680 85,773 71,107: -3,845 10,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.6 15.6 60.3 53.2 89.3 90.4: 10.7 9.6
Old : 100.0: 13.4 21.6 15.6 60.3 53.2 89.3 90.4: 10.7 9.6
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 : 420: 92 81 104 210 202 355 334:
Old : 420: 92 81 104 210 202 355 334:
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 14.4 26.1 24.4 13.7 11.7 19.7 18.8
Old : 18.7 14.4 26.1 24.4 13.7 11.7 19.7 18.8
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, July 16, 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 : 768,816: 145,485 101,241 10,493 491,591 505,153 647,569 616,887: 121,247 151,929
Old : 768,816: 145,485 101,241 10,493 491,591 505,153 647,569 616,887: 121,247 151,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 10,583: 794 -12,833 311 -892 12,664 213 142: 10,370 10,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 13.2 1.4 63.9 65.7 84.2 80.2: 15.8 19.8
Old : 100.0: 18.9 13.2 1.4 63.9 65.7 84.2 80.2: 15.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 14 13 11 55 61 75 79:
Old : 103: 14 13 11 55 61 75 79:
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 : 26.5 32.1 39.9 42.1 24.0 30.2 36.7 38.1
Old : 26.5 32.1 39.9 42.1 24.0 30.2 36.7 38.1
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, July 16, 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 : 4,912,305: 845,096 930,263 339,424 3,357,485 3,323,053 4,542,004 4,592,739: 370,301 319,566
Old : 4,912,305: 845,096 930,263 339,424 3,357,485 3,323,053 4,542,004 4,592,739: 370,301 319,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 132,417: -5,561 5,374 71,121 60,315 77,542 125,875 154,036: 6,542 -21,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 18.9 6.9 68.3 67.6 92.5 93.5: 7.5 6.5
Old : 100.0: 17.2 18.9 6.9 68.3 67.6 92.5 93.5: 7.5 6.5
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 : 333: 57 56 68 156 172 250 259:
Old : 333: 57 56 68 156 172 250 259:
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 : 28.4 23.0 42.0 32.4 19.9 19.8 32.7 28.1
Old : 28.4 23.0 42.0 32.4 19.9 19.8 32.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 2,202,761: 354,705 389,235 448,272 1,368,232 1,311,277 2,171,209 2,148,784: 31,552 53,977
Old : 2,202,761: 354,705 389,235 448,272 1,368,232 1,311,277 2,171,209 2,148,784: 31,552 53,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 102,217: -922 30,432 36,391 80,494 38,589 115,963 105,413: -13,747 -3,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.7 20.4 62.1 59.5 98.6 97.5: 1.4 2.5
Old : 100.0: 16.1 17.7 20.4 62.1 59.5 98.6 97.5: 1.4 2.5
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 : 174: 39 48 52 65 82 130 158:
Old : 174: 39 48 52 65 82 130 158:
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 : 29.5 24.7 55.4 37.7 25.6 14.8 37.3 23.8
Old : 29.5 24.7 55.4 37.7 25.6 14.8 37.3 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 49,370: 27,664 5,101 1,305 12,318 33,183 41,286 39,589: 8,084 9,782
Old : 49,370: 27,664 5,101 1,305 12,318 33,183 41,286 39,589: 8,084 9,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 8,341: 6,708 526 -94 1,983 6,526 8,597 6,958: -256 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 10.3 2.6 24.9 67.2 83.6 80.2: 16.4 19.8
Old : 100.0: 56.0 10.3 2.6 24.9 67.2 83.6 80.2: 16.4 19.8
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 : 102: 34 21 4 25 32 59 57:
Old : 102: 34 21 4 25 32 59 57:
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 : 32.3 32.9 44.6 49.0 31.6 30.5 43.1 46.6
Old : 32.3 32.9 44.6 49.0 31.6 30.5 43.1 46.6
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, July 16, 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 : 98,741: 55,328 10,202 2,610 24,635 66,366 82,573 79,178: 16,168 19,563
Old : 98,741: 55,328 10,202 2,610 24,635 66,366 82,573 79,178: 16,168 19,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 16,683: 13,416 1,051 -187 3,965 13,052 17,194 13,915: -511 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 10.3 2.6 24.9 67.2 83.6 80.2: 16.4 19.8
Old : 100.0: 56.0 10.3 2.6 24.9 67.2 83.6 80.2: 16.4 19.8
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 : 102: 34 21 4 25 32 59 57:
Old : 102: 34 21 4 25 32 59 57:
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 : 32.3 32.9 44.6 49.0 31.6 30.5 43.1 46.6
Old : 32.3 32.9 44.6 49.0 31.6 30.5 43.1 46.6
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, July 16, 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 : 26,677: 2,394 1,618 0 21,853 24,569 24,247 26,187: 2,430 490
Old : 26,677: 2,394 1,618 0 21,853 24,569 24,247 26,187: 2,430 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -2,683: -23 0 0 -2,747 -2,669 -2,770 -2,669: 87 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.1 0.0 81.9 92.1 90.9 98.2: 9.1 1.8
Old : 100.0: 9.0 6.1 0.0 81.9 92.1 90.9 98.2: 9.1 1.8
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 : 24: 3 3 0 12 10 15 13:
Old : 24: 3 3 0 12 10 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 85.0 80.7 93.5 64.7 85.0 79.7 92.8
Old : 64.7 85.0 80.7 93.5 64.7 85.0 79.7 92.8
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, July 16, 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 : 22,187: 14,158 19,250 645 7,113 2,251 21,916 22,146: 271 41
Old : 22,187: 14,158 19,250 645 7,113 2,251 21,916 22,146: 271 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 733: 636 843 -1 97 -129 732 713: 1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 86.8 2.9 32.1 10.1 98.8 99.8: 1.2 0.2
Old : 100.0: 63.8 86.8 2.9 32.1 10.1 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 25 15 3 4 2 31 18:
Old : 44: 25 15 3 4 2 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 68.0 76.5 84.1 48.4 67.5 64.6 78.9
Old : 50.4 68.0 76.5 84.1 48.4 67.5 64.6 78.9
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, July 16, 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 : 19,605: 15,291 3,767 69 4,202 13,374 19,562 17,210: 43 2,395
Old : 19,605: 15,291 3,767 69 4,202 13,374 19,562 17,210: 43 2,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -824: -840 -1,224 0 5 101 -835 -1,123: 11 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 19.2 0.4 21.4 68.2 99.8 87.8: 0.2 12.2
Old : 100.0: 78.0 19.2 0.4 21.4 68.2 99.8 87.8: 0.2 12.2
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 : 97.6 48.0 99.5 68.3 97.6 47.7 99.3 68.0
Old : 97.6 48.0 99.5 68.3 97.6 47.7 99.3 68.0
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, July 16, 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 : 11,106: 7,123 6,165 0 3,932 3,529 11,055 9,694: 51 1,412
Old : 11,106: 7,123 6,165 0 3,932 3,529 11,055 9,694: 51 1,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 552: 549 907 0 0 -241 549 666: 3 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 55.5 0.0 35.4 31.8 99.5 87.3: 0.5 12.7
Old : 100.0: 64.1 55.5 0.0 35.4 31.8 99.5 87.3: 0.5 12.7
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 11 0 2 9 7 20:
Old : 27: 5 11 0 2 9 7 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 : 91.1 54.9 99.5 78.1 91.1 54.9 99.5 78.1
Old : 91.1 54.9 99.5 78.1 91.1 54.9 99.5 78.1
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, July 16, 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 : 49,802: 21,410 21,384 28,392 0 0 49,802 49,776: 0 26
Old : 49,802: 21,410 21,384 28,392 0 0 49,802 49,776: 0 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -2,693: -2,671 -2,703 0 0 0 -2,671 -2,703: -22 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 42.9 57.0 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 43.0 42.9 57.0 0.0 0.0 100.0 99.9: 0.0 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 : 24: 6 17 5 0 0 8 21:
Old : 24: 6 17 5 0 0 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 65.3 100.0 93.2 39.0 31.8 43.0 41.6
Old : 95.3 65.3 100.0 93.2 39.0 31.8 43.0 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2019