WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 526,773: 105,041 92,623 223,594 167,646 165,243 496,282 481,460: 30,491 45,313
Old : 470,011: 100,736 89,321 197,247 147,056 145,767 445,039 432,335: 24,972 37,676
Other: 56,762: 18,217 17,215 12,435 20,590 19,476 51,243 49,126: 5,519 7,636
: : :
: : Changes in Commitments from: August 13, 2019 :
: 4,614: -2,720 2,647 -192 8,426 1,976 5,514 4,431: -900 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.6 42.4 31.8 31.4 94.2 91.4: 5.8 8.6
Old : 100.0: 21.4 19.0 42.0 31.3 31.0 94.7 92.0: 5.3 8.0
Other: 100.0: 32.1 30.3 21.9 36.3 34.3 90.3 86.5: 9.7 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 103 123 145 109 109 300 301:
Old : 370: 107 122 136 109 109 292 298:
Other: 146: 33 43 31 37 59 92 111:
:----------------------------------------------------------------------------------------------------
: 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 12.2 20.7 20.2 6.3 6.2 10.6 10.1
Old : 12.9 12.5 21.1 20.8 6.5 6.7 11.0 11.3
Other: 30.2 27.9 46.1 39.6 25.1 20.5 38.4 29.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 19,101: 6,009 1,271 1,023 11,238 15,942 18,270 18,236: 831 865
Old : 19,101: 6,009 1,271 1,023 11,238 15,942 18,270 18,236: 831 865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -156: -1,699 679 214 1,513 -951 29 -58: -185 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.7 5.4 58.8 83.5 95.7 95.5: 4.3 4.5
Old : 100.0: 31.5 6.7 5.4 58.8 83.5 95.7 95.5: 4.3 4.5
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: 4 5 3 11 14 17 20:
Old : 26: 4 5 3 11 14 17 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 : 65.2 51.1 84.6 74.3 51.8 41.6 60.6 52.3
Old : 65.2 51.1 84.6 74.3 51.8 41.6 60.6 52.3
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 20, 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 : 316,901: 70,281 92,947 86,764 130,656 116,136 287,702 295,847: 29,199 21,053
Old : 296,711: 69,314 94,572 77,906 122,541 105,304 269,761 277,781: 26,950 18,930
Other: 20,190: 7,642 5,049 2,184 8,114 10,833 17,941 18,066: 2,249 2,123
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,683: -2,810 1,259 2,947 2,735 -984 2,873 3,223: -190 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 29.3 27.4 41.2 36.6 90.8 93.4: 9.2 6.6
Old : 100.0: 23.4 31.9 26.3 41.3 35.5 90.9 93.6: 9.1 6.4
Other: 100.0: 37.9 25.0 10.8 40.2 53.7 88.9 89.5: 11.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 91 61 85 98 83 230 198:
Old : 278: 93 61 79 97 81 224 193:
Other: 107: 25 19 17 26 42 64 69:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 16.2 18.3 25.2 7.7 13.8 14.0 20.6
Old : 11.7 15.8 19.3 25.3 8.4 13.3 14.8 20.6
Other: 29.1 55.1 46.6 68.5 29.1 55.1 45.4 65.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 2,327,438: 321,633 280,661 715,144 952,555 1,091,356 1,989,332 2,087,160: 338,106 240,277
Old : 477,844: 44,209 92,009 168,903 207,047 196,532 420,160 457,444: 57,685 20,400
Other: 1,849,593: 354,946 266,173 468,719 745,508 894,824 1,569,172 1,629,716: 280,421 219,877
: : :
: : Changes in Commitments from: August 13, 2019 :
: -24,483: -31,842 64,771 6,934 5,725 -73,101 -19,183 -1,396: -5,300 -23,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.1 30.7 40.9 46.9 85.5 89.7: 14.5 10.3
Old : 100.0: 9.3 19.3 35.3 43.3 41.1 87.9 95.7: 12.1 4.3
Other: 100.0: 19.2 14.4 25.3 40.3 48.4 84.8 88.1: 15.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 979: 255 165 265 484 443 863 759:
Old : 617: 119 74 77 332 208 477 335:
Other: 957: 253 167 237 430 429 793 724:
:----------------------------------------------------------------------------------------------------
: 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 10.8 14.9 16.5 5.5 6.0 9.0 9.8
Old : 15.0 17.0 22.4 26.7 6.4 12.0 10.0 18.6
Other: 8.5 10.1 14.9 16.1 6.9 6.9 10.9 10.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 4,788: 2,061 309 122 1,144 3,545 3,327 3,975: 1,461 813
Old : 4,788: 2,061 309 122 1,144 3,545 3,327 3,975: 1,461 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 223: -28 -74 5 347 467 324 398: -101 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 6.4 2.5 23.9 74.0 69.5 83.0: 30.5 17.0
Old : 100.0: 43.0 6.4 2.5 23.9 74.0 69.5 83.0: 30.5 17.0
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 : 23: 9 3 3 7 8 18 12:
Old : 23: 9 3 3 7 8 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 57.9 55.7 79.0 38.4 53.3 53.0 72.6
Old : 40.3 57.9 55.7 79.0 38.4 53.3 53.0 72.6
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, August 20, 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 : 776,580: 131,714 173,621 228,591 360,636 300,862 720,941 703,074: 55,639 73,506
Old : 756,562: 132,495 174,546 220,370 349,878 292,351 702,743 687,267: 53,819 69,295
Other: 20,017: 5,069 4,925 2,371 10,757 8,511 18,198 15,807: 1,820 4,211
: : :
: : Changes in Commitments from: August 13, 2019 :
: 24,837: 1,219 5,493 17,621 8,821 3,017 27,662 26,131: -2,825 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.4 29.4 46.4 38.7 92.8 90.5: 7.2 9.5
Old : 100.0: 17.5 23.1 29.1 46.2 38.6 92.9 90.8: 7.1 9.2
Other: 100.0: 25.3 24.6 11.8 53.7 42.5 90.9 79.0: 9.1 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 170 149 217 195 210 484 476:
Old : 585: 171 151 212 194 208 482 470:
Other: 162: 28 36 26 33 80 74 131:
:----------------------------------------------------------------------------------------------------
: 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 9.6 18.9 17.2 7.8 7.4 13.7 12.3
Old : 10.9 9.8 18.9 17.5 8.0 7.6 13.8 12.5
Other: 34.3 29.5 51.7 40.2 34.3 27.8 51.7 37.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 500,135: 117,323 82,996 126,463 219,034 261,927 462,820 471,386: 37,315 28,749
Old : 48,267: 12,676 10,188 5,672 25,909 28,985 44,257 44,845: 4,010 3,422
Other: 451,868: 119,561 87,722 105,877 193,125 232,942 418,563 426,541: 33,305 25,327
: : :
: : Changes in Commitments from: August 13, 2019 :
: 14,423: 1,191 7,726 9,388 3,690 -1,481 14,269 15,633: 154 -1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 16.6 25.3 43.8 52.4 92.5 94.3: 7.5 5.7
Old : 100.0: 26.3 21.1 11.8 53.7 60.1 91.7 92.9: 8.3 7.1
Other: 100.0: 26.5 19.4 23.4 42.7 51.6 92.6 94.4: 7.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 96 78 124 89 88 261 249:
Old : 140: 35 32 19 45 40 89 82:
Other: 312: 96 87 115 84 83 251 236:
:----------------------------------------------------------------------------------------------------
: 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 22.2 19.9 29.9 11.3 19.6 17.3 25.2
Old : 34.9 25.0 48.1 38.9 33.6 24.8 45.2 38.2
Other: 12.8 23.4 20.5 30.6 12.6 21.1 19.0 27.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 1,360,910: 129,994 167,741 265,673 769,783 758,149 1,165,450 1,191,563: 195,460 169,346
Old : 1,360,910: 129,994 167,741 265,673 769,783 758,149 1,165,450 1,191,563: 195,460 169,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 47,425: -42 -7,930 27,356 16,118 9,160 43,432 28,586: 3,993 18,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.3 19.5 56.6 55.7 85.6 87.6: 14.4 12.4
Old : 100.0: 9.6 12.3 19.5 56.6 55.7 85.6 87.6: 14.4 12.4
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 : 197: 46 33 55 101 93 168 160:
Old : 197: 46 33 55 101 93 168 160:
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 : 20.4 23.2 28.9 33.7 13.0 17.8 18.2 23.8
Old : 20.4 23.2 28.9 33.7 13.0 17.8 18.2 23.8
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 20, 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 : 1,215,454: 112,112 419,030 58,447 857,489 641,100 1,028,049 1,118,578: 187,405 96,876
Old : 1,215,454: 112,112 419,030 58,447 857,489 641,100 1,028,049 1,118,578: 187,405 96,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -10,321: -135 9,422 18,862 -35,558 -46,595 -16,830 -18,311: 6,509 7,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 34.5 4.8 70.5 52.7 84.6 92.0: 15.4 8.0
Old : 100.0: 9.2 34.5 4.8 70.5 52.7 84.6 92.0: 15.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 23 20 25 77 67 111 101:
Old : 133: 23 20 25 77 67 111 101:
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 : 29.6 33.5 41.0 49.6 23.5 31.9 33.0 45.7
Old : 29.6 33.5 41.0 49.6 23.5 31.9 33.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 481,674: 71,879 87,398 124,418 233,902 237,358 430,199 449,174: 51,475 32,500
Old : 64,950: 7,090 17,992 11,094 38,978 31,254 57,162 60,340: 7,788 4,610
Other: 416,724: 82,170 86,787 95,943 194,924 206,104 373,037 388,834: 43,687 27,891
: : :
: : Changes in Commitments from: August 13, 2019 :
: 4,703: -1,639 -470 1,725 4,600 3,815 4,686 5,069: 17 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 18.1 25.8 48.6 49.3 89.3 93.3: 10.7 6.7
Old : 100.0: 10.9 27.7 17.1 60.0 48.1 88.0 92.9: 12.0 7.1
Other: 100.0: 19.7 20.8 23.0 46.8 49.5 89.5 93.3: 10.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 71 71 99 116 88 247 211:
Old : 161: 36 24 28 75 54 123 94:
Other: 279: 72 71 93 107 79 232 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 18.3 18.0 26.6 9.1 15.1 13.6 20.7
Old : 26.9 31.9 36.9 46.6 26.3 31.9 34.7 45.8
Other: 10.7 19.1 17.3 27.3 9.6 16.1 14.7 22.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 10,438: 959 2,412 1,892 5,832 5,008 8,682 9,312: 1,756 1,126
Old : 10,438: 959 2,412 1,892 5,832 5,008 8,682 9,312: 1,756 1,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 1,251: -568 934 736 946 -497 1,114 1,173: 137 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 23.1 18.1 55.9 48.0 83.2 89.2: 16.8 10.8
Old : 100.0: 9.2 23.1 18.1 55.9 48.0 83.2 89.2: 16.8 10.8
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 : 55: 12 19 13 15 15 35 41:
Old : 55: 12 19 13 15 15 35 41:
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 : 46.0 36.1 58.3 48.5 43.6 35.4 51.8 45.4
Old : 46.0 36.1 58.3 48.5 43.6 35.4 51.8 45.4
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 20, 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 : 3,994,388: 950,722 1,285,839 338,598 2,475,688 2,242,185 3,765,008 3,866,623: 229,380 127,764
Old : 3,994,388: 950,722 1,285,839 338,598 2,475,688 2,242,185 3,765,008 3,866,623: 229,380 127,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -58,507: -16,293 -10,444 -18,428 -32,825 -24,348 -67,546 -53,220: 9,038 -5,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 32.2 8.5 62.0 56.1 94.3 96.8: 5.7 3.2
Old : 100.0: 23.8 32.2 8.5 62.0 56.1 94.3 96.8: 5.7 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 : 369: 77 56 62 190 143 302 227:
Old : 369: 77 56 62 190 143 302 227:
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 : 21.6 31.6 33.4 48.4 21.3 28.9 32.6 45.6
Old : 21.6 31.6 33.4 48.4 21.3 28.9 32.6 45.6
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, August 20, 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 : 5,307,944: 594,466 947,120 989,557 3,235,036 2,939,779 4,819,060 4,876,456: 488,884 431,488
Old : 5,307,944: 594,466 947,120 989,557 3,235,036 2,939,779 4,819,060 4,876,456: 488,884 431,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 196,992: -10,155 -31,602 80,221 140,432 146,954 210,498 195,573: -13,506 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 17.8 18.6 60.9 55.4 90.8 91.9: 9.2 8.1
Old : 100.0: 11.2 17.8 18.6 60.9 55.4 90.8 91.9: 9.2 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 : 421: 87 75 106 224 205 359 338:
Old : 421: 87 75 106 224 205 359 338:
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 : 16.8 14.5 24.4 24.6 11.3 12.1 16.5 18.3
Old : 16.8 14.5 24.4 24.6 11.3 12.1 16.5 18.3
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 20, 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 : 799,512: 117,445 144,858 15,298 548,609 481,800 681,352 641,956: 118,160 157,556
Old : 799,512: 117,445 144,858 15,298 548,609 481,800 681,352 641,956: 118,160 157,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 2,374: -10,768 12,177 3,673 11,119 -7,822 4,024 8,028: -1,650 -5,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.1 1.9 68.6 60.3 85.2 80.3: 14.8 19.7
Old : 100.0: 14.7 18.1 1.9 68.6 60.3 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 : 112: 16 17 12 54 66 77 88:
Old : 112: 16 17 12 54 66 77 88:
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 : 28.2 25.2 42.5 33.6 26.1 22.3 38.7 29.5
Old : 28.2 25.2 42.5 33.6 26.1 22.3 38.7 29.5
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 20, 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 : 5,208,586: 761,423 840,268 660,619 3,394,973 3,304,703 4,817,014 4,805,590: 391,572 402,996
Old : 5,208,586: 761,423 840,268 660,619 3,394,973 3,304,703 4,817,014 4,805,590: 391,572 402,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 91,755: -20,674 -29,898 66,937 20,136 -27,187 66,399 9,852: 25,356 81,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.1 12.7 65.2 63.4 92.5 92.3: 7.5 7.7
Old : 100.0: 14.6 16.1 12.7 65.2 63.4 92.5 92.3: 7.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 53 62 71 174 173 265 268:
Old : 339: 53 62 71 174 173 265 268:
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 : 27.4 20.3 38.5 29.7 17.5 16.1 25.5 23.0
Old : 27.4 20.3 38.5 29.7 17.5 16.1 25.5 23.0
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, August 20, 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 : 1,926,985: 265,276 305,646 375,224 1,245,320 1,198,847 1,885,820 1,879,717: 41,165 47,268
Old : 1,926,985: 265,276 305,646 375,224 1,245,320 1,198,847 1,885,820 1,879,717: 41,165 47,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 67,665: 19,138 -5,325 31,195 17,724 45,474 68,058 71,344: -393 -3,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.9 19.5 64.6 62.2 97.9 97.5: 2.1 2.5
Old : 100.0: 13.8 15.9 19.5 64.6 62.2 97.9 97.5: 2.1 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 : 157: 43 37 54 63 72 128 142:
Old : 157: 43 37 54 63 72 128 142:
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 : 32.5 23.6 49.9 37.4 19.8 12.5 26.8 20.5
Old : 32.5 23.6 49.9 37.4 19.8 12.5 26.8 20.5
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 20, 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 : 41,554: 21,072 2,798 685 12,608 30,040 34,364 33,522: 7,190 8,032
Old : 41,554: 21,072 2,798 685 12,608 30,040 34,364 33,522: 7,190 8,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -4,583: -3,930 -379 -94 94 -3,632 -3,929 -4,105: -654 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 6.7 1.6 30.3 72.3 82.7 80.7: 17.3 19.3
Old : 100.0: 50.7 6.7 1.6 30.3 72.3 82.7 80.7: 17.3 19.3
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 : 90: 29 12 6 26 34 56 51:
Old : 90: 29 12 6 26 34 56 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 : 36.3 34.5 47.1 51.4 36.1 31.7 46.5 48.5
Old : 36.3 34.5 47.1 51.4 36.1 31.7 46.5 48.5
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 20, 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 : 83,108: 42,143 5,595 1,369 25,215 60,080 68,728 67,044: 14,380 16,063
Old : 83,108: 42,143 5,595 1,369 25,215 60,080 68,728 67,044: 14,380 16,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -9,167: -7,860 -758 -187 189 -7,264 -7,858 -8,209: -1,308 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 6.7 1.6 30.3 72.3 82.7 80.7: 17.3 19.3
Old : 100.0: 50.7 6.7 1.6 30.3 72.3 82.7 80.7: 17.3 19.3
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 : 90: 29 12 6 26 34 56 51:
Old : 90: 29 12 6 26 34 56 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 : 36.3 34.5 47.1 51.4 36.1 31.7 46.5 48.5
Old : 36.3 34.5 47.1 51.4 36.1 31.7 46.5 48.5
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 20, 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 : 39,445: 1,912 1,725 0 28,051 34,533 29,963 36,258: 9,482 3,187
Old : 39,445: 1,912 1,725 0 28,051 34,533 29,963 36,258: 9,482 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 3,334: -38 -187 0 -4,289 781 -4,327 594: 7,661 2,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.4 0.0 71.1 87.5 76.0 91.9: 24.0 8.1
Old : 100.0: 4.8 4.4 0.0 71.1 87.5 76.0 91.9: 24.0 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 : 23: 2 3 0 11 10 13 13:
Old : 23: 2 3 0 11 10 13 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 : 58.4 71.7 70.4 87.7 57.6 71.7 69.0 87.1
Old : 58.4 71.7 70.4 87.7 57.6 71.7 69.0 87.1
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, August 20, 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 : 26,402: 17,546 20,761 1,879 6,802 3,725 26,227 26,365: 175 37
Old : 26,402: 17,546 20,761 1,879 6,802 3,725 26,227 26,365: 175 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -1,332: -1,153 -1,128 -107 -81 -87 -1,341 -1,322: 9 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 78.6 7.1 25.8 14.1 99.3 99.9: 0.7 0.1
Old : 100.0: 66.5 78.6 7.1 25.8 14.1 99.3 99.9: 0.7 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: 24 17 5 4 3 31 22:
Old : 46: 24 17 5 4 3 31 22:
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 : 57.0 64.1 84.2 82.3 54.2 64.1 73.8 75.2
Old : 57.0 64.1 84.2 82.3 54.2 64.1 73.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 26,943: 23,701 4,857 67 3,142 20,411 26,910 25,335: 33 1,608
Old : 26,943: 23,701 4,857 67 3,142 20,411 26,910 25,335: 33 1,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: 343: 322 413 0 12 25 334 438: 9 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 18.0 0.2 11.7 75.8 99.9 94.0: 0.1 6.0
Old : 100.0: 88.0 18.0 0.2 11.7 75.8 99.9 94.0: 0.1 6.0
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 : 30: 5 7 1 3 15 9 22:
Old : 30: 5 7 1 3 15 9 22:
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 : 98.4 64.5 99.7 80.1 98.4 64.2 99.6 79.9
Old : 98.4 64.5 99.7 80.1 98.4 64.2 99.6 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 9,684: 3,777 3,528 0 5,855 4,055 9,632 7,583: 52 2,101
Old : 9,684: 3,777 3,528 0 5,855 4,055 9,632 7,583: 52 2,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -57: -262 101 0 187 -191 -75 -90: 18 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 36.4 0.0 60.5 41.9 99.5 78.3: 0.5 21.7
Old : 100.0: 39.0 36.4 0.0 60.5 41.9 99.5 78.3: 0.5 21.7
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 : 26: 5 9 0 3 9 8 18:
Old : 26: 5 9 0 3 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 : 84.2 50.1 99.5 71.1 84.2 50.1 99.5 71.1
Old : 84.2 50.1 99.5 71.1 84.2 50.1 99.5 71.1
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, August 20, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 48,848: 17,776 17,732 31,072 0 0 48,848 48,804: 0 44
Old : 48,848: 17,776 17,732 31,072 0 0 48,848 48,804: 0 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2019 :
: -96: -90 -127 0 0 0 -90 -127: -6 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 36.3 63.6 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 36.4 36.3 63.6 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 : 23: 4 18 5 0 0 7 21:
Old : 23: 4 18 5 0 0 7 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 : 96.4 71.2 100.0 91.5 36.4 22.5 36.4 32.5
Old : 96.4 71.2 100.0 91.5 36.4 22.5 36.4 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2019