WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 527,403: 109,271 90,457 212,820 171,982 176,581 494,073 479,857: 33,330 47,546
Old : 482,785: 103,326 90,215 192,356 159,146 160,301 454,828 442,873: 27,957 39,913
Other: 44,618: 16,989 11,286 9,419 12,837 16,280 39,245 36,985: 5,373 7,634
: : :
: : Changes in Commitments from: July 30, 2019 :
: 30,641: -1,880 6,967 24,345 7,085 -1,793 29,550 29,520: 1,091 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 17.2 40.4 32.6 33.5 93.7 91.0: 6.3 9.0
Old : 100.0: 21.4 18.7 39.8 33.0 33.2 94.2 91.7: 5.8 8.3
Other: 100.0: 38.1 25.3 21.1 28.8 36.5 88.0 82.9: 12.0 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 119 111 148 101 110 301 298:
Old : 364: 120 110 143 100 109 294 294:
Other: 132: 30 32 27 31 58 80 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 14.0 23.5 22.1 6.5 5.9 11.0 10.4
Old : 16.0 14.5 24.1 23.2 6.7 6.6 11.5 11.3
Other: 28.8 25.7 43.7 37.8 26.4 19.3 36.4 28.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 20,193: 8,303 368 851 10,090 17,912 19,243 19,130: 950 1,063
Old : 20,193: 8,303 368 851 10,090 17,912 19,243 19,130: 950 1,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,673: -2,453 128 -391 -1,814 -4,655 -4,658 -4,918: -15 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 1.8 4.2 50.0 88.7 95.3 94.7: 4.7 5.3
Old : 100.0: 41.1 1.8 4.2 50.0 88.7 95.3 94.7: 4.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 3 7 14 13 18:
Old : 23: 5 2 3 7 14 13 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 : 64.4 56.0 86.8 76.4 52.5 47.3 63.2 59.6
Old : 64.4 56.0 86.8 76.4 52.5 47.3 63.2 59.6
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, August 06, 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 : 309,938: 75,792 84,336 85,516 121,427 118,123 282,736 287,976: 27,202 21,962
Old : 294,075: 75,551 84,800 78,162 114,813 111,029 268,526 273,991: 25,549 20,084
Other: 15,863: 5,331 4,626 2,265 6,614 7,094 14,210 13,985: 1,653 1,878
: : :
: : Changes in Commitments from: July 30, 2019 :
: 5,678: -843 5,843 1,015 6,588 -2,215 6,760 4,643: -1,082 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 27.2 27.6 39.2 38.1 91.2 92.9: 8.8 7.1
Old : 100.0: 25.7 28.8 26.6 39.0 37.8 91.3 93.2: 8.7 6.8
Other: 100.0: 33.6 29.2 14.3 41.7 44.7 89.6 88.2: 10.4 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 96 57 84 97 87 229 200:
Old : 281: 95 59 79 96 85 225 195:
Other: 100: 22 16 16 24 45 55 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 16.3 18.3 26.2 8.2 14.0 14.3 21.0
Old : 11.4 16.9 19.0 27.3 8.9 14.6 15.1 22.1
Other: 30.4 42.6 52.0 59.9 30.4 40.6 48.3 53.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 2,348,072: 365,827 184,777 691,876 925,759 1,220,791 1,983,462 2,097,445: 364,610 250,627
Old : 678,675: 171,142 211,181 149,752 270,460 284,241 591,354 645,174: 87,321 33,502
Other: 1,669,396: 361,831 140,743 374,978 655,299 936,550 1,392,108 1,452,271: 277,288 217,126
: : :
: : Changes in Commitments from: July 30, 2019 :
: 52,859: -18,710 6,935 26,950 45,479 23,140 53,719 57,026: -860 -4,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.9 29.5 39.4 52.0 84.5 89.3: 15.5 10.7
Old : 100.0: 25.2 31.1 22.1 39.9 41.9 87.1 95.1: 12.9 4.9
Other: 100.0: 21.7 8.4 22.5 39.3 56.1 83.4 87.0: 16.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 948: 251 136 273 478 446 848 748:
Old : 741: 161 120 126 376 259 597 445:
Other: 896: 235 126 210 406 427 733 675:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 9.9 14.6 15.8 5.7 6.5 9.3 10.9
Old : 11.2 14.0 17.8 25.0 8.3 12.5 13.4 22.0
Other: 10.3 9.7 16.9 16.5 9.2 7.3 13.6 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,697: 2,098 458 118 846 3,227 3,062 3,804: 1,635 893
Old : 4,697: 2,098 458 118 846 3,227 3,062 3,804: 1,635 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -235: -116 45 14 28 -86 -74 -27: -161 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 9.8 2.5 18.0 68.7 65.2 81.0: 34.8 19.0
Old : 100.0: 44.7 9.8 2.5 18.0 68.7 65.2 81.0: 34.8 19.0
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 : 24: 9 4 3 7 8 18 13:
Old : 24: 9 4 3 7 8 18 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 : 39.6 47.6 53.1 73.6 39.6 45.7 53.0 69.7
Old : 39.6 47.6 53.1 73.6 39.6 45.7 53.0 69.7
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, August 06, 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 : 770,883: 125,846 170,035 227,013 363,459 299,919 716,318 696,968: 54,565 73,916
Old : 752,710: 126,191 171,051 219,830 353,947 291,524 699,968 682,405: 52,742 70,305
Other: 18,174: 4,810 4,139 2,028 9,512 8,395 16,350 14,563: 1,823 3,611
: : :
: : Changes in Commitments from: July 30, 2019 :
: 41,754: 39 23,042 14,713 30,225 5,888 44,977 43,642: -3,222 -1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.1 29.4 47.1 38.9 92.9 90.4: 7.1 9.6
Old : 100.0: 16.8 22.7 29.2 47.0 38.7 93.0 90.7: 7.0 9.3
Other: 100.0: 26.5 22.8 11.2 52.3 46.2 90.0 80.1: 10.0 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 161 158 224 199 215 487 492:
Old : 597: 162 159 220 198 214 485 488:
Other: 154: 25 34 23 35 73 74 118:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 9.5 20.7 17.2 8.4 6.9 14.2 11.8
Old : 12.6 9.7 20.8 17.5 8.6 7.1 14.6 12.0
Other: 35.3 32.0 52.4 43.6 35.3 29.9 51.6 40.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 468,719: 108,931 119,162 104,341 219,880 213,261 433,152 436,764: 35,567 31,955
Old : 63,305: 17,527 20,355 5,383 34,833 31,537 57,743 57,276: 5,562 6,029
Other: 405,414: 108,698 116,101 81,663 185,047 181,724 375,409 379,488: 30,005 25,926
: : :
: : Changes in Commitments from: July 30, 2019 :
: 18,079: 2,402 11,118 2,765 10,111 1,975 15,278 15,859: 2,800 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.4 22.3 46.9 45.5 92.4 93.2: 7.6 6.8
Old : 100.0: 27.7 32.2 8.5 55.0 49.8 91.2 90.5: 8.8 9.5
Other: 100.0: 26.8 28.6 20.1 45.6 44.8 92.6 93.6: 7.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 98 99 113 86 79 252 243:
Old : 159: 40 40 26 49 44 100 99:
Other: 305: 94 96 101 77 70 234 220:
:----------------------------------------------------------------------------------------------------
: 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 18.3 20.2 26.1 11.1 16.6 17.9 22.9
Old : 32.1 24.0 45.9 35.9 31.6 23.8 44.9 35.6
Other: 13.0 20.1 20.9 27.6 12.7 18.5 20.7 24.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 1,224,096: 122,328 175,389 192,074 722,604 701,653 1,037,007 1,069,115: 187,089 154,981
Old : 1,224,096: 122,328 175,389 192,074 722,604 701,653 1,037,007 1,069,115: 187,089 154,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 168,907: -13,953 2,457 101,089 72,015 57,954 159,150 161,499: 9,757 7,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.3 15.7 59.0 57.3 84.7 87.3: 15.3 12.7
Old : 100.0: 10.0 14.3 15.7 59.0 57.3 84.7 87.3: 15.3 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 : 186: 33 41 48 90 87 151 148:
Old : 186: 33 41 48 90 87 151 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 25.3 29.2 37.4 15.8 21.1 21.1 28.5
Old : 21.4 25.3 29.2 37.4 15.8 21.1 21.1 28.5
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, August 06, 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 : 1,191,383: 112,697 393,520 25,908 874,065 683,294 1,012,670 1,102,722: 178,713 88,661
Old : 1,191,383: 112,697 393,520 25,908 874,065 683,294 1,012,670 1,102,722: 178,713 88,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 31,851: 19,090 12,789 8,689 4,717 12,235 32,496 33,713: -644 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 33.0 2.2 73.4 57.4 85.0 92.6: 15.0 7.4
Old : 100.0: 9.5 33.0 2.2 73.4 57.4 85.0 92.6: 15.0 7.4
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 : 141: 23 22 23 78 73 111 108:
Old : 141: 23 22 23 78 73 111 108:
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 32.0 42.0 49.2 24.4 31.3 34.5 48.0
Old : 31.2 32.0 42.0 49.2 24.4 31.3 34.5 48.0
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, August 06, 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 : 475,751: 71,185 90,603 129,250 226,129 223,987 426,564 443,839: 49,188 31,912
Old : 82,784: 11,966 26,096 11,020 48,668 38,591 71,653 75,707: 11,130 7,077
Other: 392,968: 82,859 88,147 94,590 177,461 185,396 354,910 368,132: 38,057 24,835
: : :
: : Changes in Commitments from: July 30, 2019 :
: 19,960: 7,263 11,540 3,205 6,905 3,883 17,373 18,628: 2,587 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 19.0 27.2 47.5 47.1 89.7 93.3: 10.3 6.7
Old : 100.0: 14.5 31.5 13.3 58.8 46.6 86.6 91.5: 13.4 8.5
Other: 100.0: 21.1 22.4 24.1 45.2 47.2 90.3 93.7: 9.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 71 71 100 114 89 244 215:
Old : 183: 41 32 30 80 61 133 111:
Other: 270: 73 66 92 101 78 223 195:
:----------------------------------------------------------------------------------------------------
: 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 17.7 18.0 26.0 9.5 15.1 14.1 21.0
Old : 18.4 26.7 29.9 42.5 18.1 26.2 29.1 41.7
Other: 10.8 19.0 17.3 26.8 9.9 16.5 15.4 23.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 9,137: 2,236 1,408 947 4,438 5,696 7,622 8,051: 1,515 1,086
Old : 9,137: 2,236 1,408 947 4,438 5,696 7,622 8,051: 1,515 1,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -620: -965 -25 176 595 -760 -193 -608: -426 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.4 10.4 48.6 62.3 83.4 88.1: 16.6 11.9
Old : 100.0: 24.5 15.4 10.4 48.6 62.3 83.4 88.1: 16.6 11.9
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 : 51: 16 16 12 11 15 36 34:
Old : 51: 16 16 12 11 15 36 34:
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 : 44.6 45.4 57.6 60.3 43.8 45.2 53.6 56.0
Old : 44.6 45.4 57.6 60.3 43.8 45.2 53.6 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, August 06, 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 : 4,013,464: 1,018,427 1,329,131 270,100 2,501,666 2,300,542 3,790,193 3,899,773: 223,271 113,691
Old : 4,013,464: 1,018,427 1,329,131 270,100 2,501,666 2,300,542 3,790,193 3,899,773: 223,271 113,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 124,212: 75,884 72,013 56,604 -14,559 -7,857 117,929 120,761: 6,283 3,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 33.1 6.7 62.3 57.3 94.4 97.2: 5.6 2.8
Old : 100.0: 25.4 33.1 6.7 62.3 57.3 94.4 97.2: 5.6 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 : 372: 77 53 61 196 143 304 226:
Old : 372: 77 53 61 196 143 304 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 31.6 34.4 49.0 21.6 29.5 33.8 46.1
Old : 21.8 31.6 34.4 49.0 21.6 29.5 33.8 46.1
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, August 06, 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 : 4,986,523: 629,306 992,339 863,815 2,996,991 2,695,225 4,490,113 4,551,379: 496,410 435,144
Old : 4,986,523: 629,306 992,339 863,815 2,996,991 2,695,225 4,490,113 4,551,379: 496,410 435,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 484,403: -24,039 -68,350 235,999 255,266 290,373 467,226 458,023: 17,177 26,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.9 17.3 60.1 54.1 90.0 91.3: 10.0 8.7
Old : 100.0: 12.6 19.9 17.3 60.1 54.1 90.0 91.3: 10.0 8.7
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 : 421: 94 69 101 210 209 348 335:
Old : 421: 94 69 101 210 209 348 335:
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 : 18.3 14.9 25.9 24.5 12.5 12.6 18.1 18.9
Old : 18.3 14.9 25.9 24.5 12.5 12.6 18.1 18.9
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, August 06, 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 : 787,192: 146,075 127,664 13,949 511,804 483,164 671,828 624,777: 115,364 162,415
Old : 787,192: 146,075 127,664 13,949 511,804 483,164 671,828 624,777: 115,364 162,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 14,697: -12,289 12,696 4,266 24,132 -9,431 16,109 7,531: -1,412 7,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.2 1.8 65.0 61.4 85.3 79.4: 14.7 20.6
Old : 100.0: 18.6 16.2 1.8 65.0 61.4 85.3 79.4: 14.7 20.6
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 : 108: 16 14 10 57 63 76 84:
Old : 108: 16 14 10 57 63 76 84:
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 : 28.1 29.6 41.6 37.8 25.9 27.2 38.6 34.2
Old : 28.1 29.6 41.6 37.8 25.9 27.2 38.6 34.2
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, August 06, 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 : 5,105,835: 774,326 889,995 525,094 3,450,876 3,373,240 4,750,296 4,788,329: 355,540 317,507
Old : 5,105,835: 774,326 889,995 525,094 3,450,876 3,373,240 4,750,296 4,788,329: 355,540 317,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 130,913: -56,906 -64,784 141,005 51,859 43,396 135,959 119,617: -5,046 11,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.4 10.3 67.6 66.1 93.0 93.8: 7.0 6.2
Old : 100.0: 15.2 17.4 10.3 67.6 66.1 93.0 93.8: 7.0 6.2
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 : 344: 52 65 69 168 178 261 271:
Old : 344: 52 65 69 168 178 261 271:
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 : 26.7 21.5 40.4 31.6 16.5 17.6 28.6 25.9
Old : 26.7 21.5 40.4 31.6 16.5 17.6 28.6 25.9
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, August 06, 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 : 1,934,985: 241,086 439,832 321,104 1,331,826 1,121,158 1,894,015 1,882,094: 40,970 52,891
Old : 1,934,985: 241,086 439,832 321,104 1,331,826 1,121,158 1,894,015 1,882,094: 40,970 52,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -408,091: -144,834 -90,107 -77,330 -180,187 -229,680 -402,352 -397,118: -5,739 -10,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.7 16.6 68.8 57.9 97.9 97.3: 2.1 2.7
Old : 100.0: 12.5 22.7 16.6 68.8 57.9 97.9 97.3: 2.1 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 : 162: 40 41 52 64 77 128 146:
Old : 162: 40 41 52 64 77 128 146:
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 : 35.7 26.2 54.6 41.5 23.5 17.4 32.5 25.5
Old : 35.7 26.2 54.6 41.5 23.5 17.4 32.5 25.5
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, August 06, 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 : 49,657: 28,989 3,310 756 12,254 37,670 41,999 41,736: 7,657 7,921
Old : 49,657: 28,989 3,310 756 12,254 37,670 41,999 41,736: 7,657 7,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,427: 1,301 -1,063 -579 -1,854 1,699 -1,132 57: -296 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.7 1.5 24.7 75.9 84.6 84.0: 15.4 16.0
Old : 100.0: 58.4 6.7 1.5 24.7 75.9 84.6 84.0: 15.4 16.0
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 : 95: 34 15 7 24 30 59 51:
Old : 95: 34 15 7 24 30 59 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.1 47.1 53.7 34.4 34.0 46.3 51.6
Old : 34.9 36.1 47.1 53.7 34.4 34.0 46.3 51.6
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, August 06, 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 : 99,314: 57,979 6,620 1,511 24,509 75,341 83,999 83,472: 15,315 15,841
Old : 99,314: 57,979 6,620 1,511 24,509 75,341 83,999 83,472: 15,315 15,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,855: 2,602 -2,126 -1,157 -3,708 3,397 -2,263 114: -592 -2,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.7 1.5 24.7 75.9 84.6 84.0: 15.4 16.0
Old : 100.0: 58.4 6.7 1.5 24.7 75.9 84.6 84.0: 15.4 16.0
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 : 95: 34 15 7 24 30 59 51:
Old : 95: 34 15 7 24 30 59 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.1 47.1 53.7 34.4 34.0 46.3 51.6
Old : 34.9 36.1 47.1 53.7 34.4 34.0 46.3 51.6
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, August 06, 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 : 25,445: 1,986 1,677 0 21,288 23,268 23,274 24,945: 2,171 500
Old : 25,445: 1,986 1,677 0 21,288 23,268 23,274 24,945: 2,171 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,089: -83 151 0 -606 -1,382 -689 -1,231: -400 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.6 0.0 83.7 91.4 91.5 98.0: 8.5 2.0
Old : 100.0: 7.8 6.6 0.0 83.7 91.4 91.5 98.0: 8.5 2.0
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 : 24: 3 4 0 12 9 15 13:
Old : 24: 3 4 0 12 9 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 84.1 82.4 93.9 66.5 84.1 81.4 92.9
Old : 66.5 84.1 82.4 93.9 66.5 84.1 81.4 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 30,023: 19,221 22,347 3,832 6,790 3,812 29,843 29,991: 180 32
Old : 30,023: 19,221 22,347 3,832 6,790 3,812 29,843 29,991: 180 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 3,956: 937 39 3,075 -67 847 3,945 3,961: 11 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 74.4 12.8 22.6 12.7 99.4 99.9: 0.6 0.1
Old : 100.0: 64.0 74.4 12.8 22.6 12.7 99.4 99.9: 0.6 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 : 46: 25 16 5 4 3 32 21:
Old : 46: 25 16 5 4 3 32 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 67.6 79.9 84.1 46.7 61.5 65.3 71.8
Old : 58.1 67.6 79.9 84.1 46.7 61.5 65.3 71.8
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, August 06, 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 : 25,026: 24,846 4,353 69 95 18,310 25,010 22,732: 16 2,294
Old : 25,026: 24,846 4,353 69 95 18,310 25,010 22,732: 16 2,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 3,041: 3,859 248 0 -808 2,880 3,051 3,128: -10 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.3 17.4 0.3 0.4 73.2 99.9 90.8: 0.1 9.2
Old : 100.0: 99.3 17.4 0.3 0.4 73.2 99.9 90.8: 0.1 9.2
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 : 30: 7 6 1 2 15 10 21:
Old : 30: 7 6 1 2 15 10 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 : 97.9 60.2 99.6 76.6 97.9 59.9 99.5 76.3
Old : 97.9 60.2 99.6 76.6 97.9 59.9 99.5 76.3
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, August 06, 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 : 10,895: 6,923 4,633 0 3,932 4,503 10,855 9,136: 40 1,759
Old : 10,895: 6,923 4,633 0 3,932 4,503 10,855 9,136: 40 1,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -329: -317 -1,659 0 0 1,030 -317 -629: -12 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 42.5 0.0 36.1 41.3 99.6 83.9: 0.4 16.1
Old : 100.0: 63.5 42.5 0.0 36.1 41.3 99.6 83.9: 0.4 16.1
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 : 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 : 90.6 49.5 99.6 75.3 90.6 49.5 99.6 75.3
Old : 90.6 49.5 99.6 75.3 90.6 49.5 99.6 75.3
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, August 06, 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 : 52,560: 20,572 20,554 31,983 0 0 52,555 52,537: 5 23
Old : 52,560: 20,572 20,554 31,983 0 0 52,555 52,537: 5 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -734: -724 -734 0 0 0 -724 -734: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 39.1 60.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 39.1 39.1 60.9 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 : 24: 5 18 5 0 0 8 21:
Old : 24: 5 18 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 : 91.7 71.3 100.0 94.6 39.1 27.9 39.1 36.9
Old : 91.7 71.3 100.0 94.6 39.1 27.9 39.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019