WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 458,093: 108,470 103,016 183,872 138,758 129,763 431,100 416,651: 26,993 41,442
Old : 391,088: 107,000 96,662 151,906 110,670 108,982 369,575 357,549: 21,513 33,540
Other: 67,004: 18,040 22,925 15,397 28,089 20,781 61,525 59,102: 5,479 7,902
: : :
: : Changes in Commitments from: September 10, 2019 :
: -6,916: -2,247 -4,159 -4,825 690 2,729 -6,381 -6,255: -535 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.5 40.1 30.3 28.3 94.1 91.0: 5.9 9.0
Old : 100.0: 27.4 24.7 38.8 28.3 27.9 94.5 91.4: 5.5 8.6
Other: 100.0: 26.9 34.2 23.0 41.9 31.0 91.8 88.2: 8.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 94 129 127 92 106 268 287:
Old : 345: 99 120 115 87 102 253 273:
Other: 150: 33 45 36 41 56 99 114:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 11.1 19.9 18.5 7.3 8.0 12.4 12.8
Old : 11.9 11.5 19.9 19.6 7.9 8.7 13.5 14.0
Other: 28.0 26.4 47.4 38.3 25.9 20.1 39.7 30.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 15,622: 7,344 2,106 750 6,817 12,471 14,912 15,327: 710 295
Old : 15,622: 7,344 2,106 750 6,817 12,471 14,912 15,327: 710 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -607: 755 109 46 -1,421 -717 -620 -562: 13 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 13.5 4.8 43.6 79.8 95.5 98.1: 4.5 1.9
Old : 100.0: 47.0 13.5 4.8 43.6 79.8 95.5 98.1: 4.5 1.9
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 : 26: 4 5 2 11 14 16 20:
Old : 26: 4 5 2 11 14 16 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 : 61.0 56.1 78.8 78.3 54.9 43.8 68.6 62.1
Old : 61.0 56.1 78.8 78.3 54.9 43.8 68.6 62.1
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, September 17, 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 : 315,876: 74,088 93,734 97,945 114,084 105,331 286,117 297,010: 29,759 18,866
Old : 283,843: 75,736 94,732 83,529 98,532 89,440 257,797 267,701: 26,046 16,143
Other: 32,033: 9,725 10,376 3,043 15,552 15,891 28,320 29,310: 3,713 2,724
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,703: 242 -4,000 1,813 -4,469 -856 -2,414 -3,044: -289 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 29.7 31.0 36.1 33.3 90.6 94.0: 9.4 6.0
Old : 100.0: 26.7 33.4 29.4 34.7 31.5 90.8 94.3: 9.2 5.7
Other: 100.0: 30.4 32.4 9.5 48.5 49.6 88.4 91.5: 11.6 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 96 59 74 110 89 238 194:
Old : 282: 94 58 68 108 84 229 186:
Other: 122: 29 21 16 38 45 78 73:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 15.2 18.4 24.5 8.1 13.5 13.9 20.6
Old : 12.1 14.0 20.0 24.2 9.0 12.2 15.3 20.2
Other: 24.4 53.5 37.4 70.2 24.4 52.8 37.1 65.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 2,070,638: 279,632 396,349 587,214 860,198 873,719 1,727,044 1,857,282: 343,595 213,356
Old : 1,927,106: 263,877 409,548 538,583 794,621 805,769 1,597,080 1,753,899: 330,026 173,207
Other: 143,532: 49,440 20,486 14,947 65,577 67,951 129,963 103,383: 13,569 40,149
: : :
: : Changes in Commitments from: September 10, 2019 :
: -5,154: -18,073 26,684 19,517 -18,043 -44,560 -16,599 1,641: 11,445 -6,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.1 28.4 41.5 42.2 83.4 89.7: 16.6 10.3
Old : 100.0: 13.7 21.3 27.9 41.2 41.8 82.9 91.0: 17.1 9.0
Other: 100.0: 34.4 14.3 10.4 45.7 47.3 90.5 72.0: 9.5 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 936: 219 176 241 452 403 798 704:
Old : 934: 217 183 227 446 395 786 687:
Other: 424: 71 53 38 104 250 196 322:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 9.8 13.6 15.7 5.1 5.9 8.9 9.9
Old : 8.1 10.0 13.6 16.3 5.1 5.7 8.7 9.9
Other: 18.9 15.6 32.4 24.6 17.8 15.5 31.1 24.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 5,669: 2,284 199 129 1,435 4,505 3,848 4,833: 1,821 836
Old : 5,664: 2,284 199 129 1,432 4,505 3,845 4,833: 1,819 831
Other: 5: 0 0 0 3 0 3 0: 2 5
: : :
: : Changes in Commitments from: September 10, 2019 :
: 717: 209 -176 5 293 878 508 707: 210 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 3.5 2.3 25.3 79.5 67.9 85.3: 32.1 14.7
Old : 100.0: 40.3 3.5 2.3 25.3 79.5 67.9 85.3: 32.1 14.7
Other: 100.0: 0.0 0.0 0.0 60.0 0.0 60.0 0.0: 40.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 2 3 8 9 21 13:
Old : 26: 12 2 3 8 9 21 13:
Other: 2: 0 0 0 2 0 2 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 : 36.1 58.4 49.6 81.6 32.6 51.1 44.5 70.4
Old : 36.1 58.5 49.6 81.6 32.7 51.2 44.5 70.5
Other: 60.0 0.0 60.0 0.0 60.0 0.0 60.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 793,509: 133,446 149,357 231,982 365,156 342,955 730,584 724,294: 62,925 69,216
Old : 759,781: 132,605 150,494 215,739 351,030 329,663 699,374 695,897: 60,408 63,884
Other: 33,728: 8,764 6,785 8,320 14,126 13,292 31,210 28,397: 2,518 5,331
: : :
: : Changes in Commitments from: September 10, 2019 :
: 12,269: 11,325 -31,744 7,896 -6,799 38,879 12,421 15,030: -153 -2,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.8 29.2 46.0 43.2 92.1 91.3: 7.9 8.7
Old : 100.0: 17.5 19.8 28.4 46.2 43.4 92.0 91.6: 8.0 8.4
Other: 100.0: 26.0 20.1 24.7 41.9 39.4 92.5 84.2: 7.5 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 178 125 194 203 209 469 452:
Old : 568: 182 126 189 202 207 465 447:
Other: 191: 38 35 25 35 100 84 150:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 9.8 18.9 18.7 7.9 7.3 14.0 12.6
Old : 11.1 10.0 19.1 18.9 8.0 7.5 14.3 12.8
Other: 27.1 28.1 45.8 40.9 26.5 21.0 40.7 27.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 527,411: 118,779 68,745 149,589 220,824 282,559 489,192 500,893: 38,219 26,518
Old : 515,404: 120,175 70,795 142,609 216,003 276,416 478,787 489,820: 36,617 25,584
Other: 12,007: 3,490 2,836 2,094 4,821 6,143 10,405 11,073: 1,602 934
: : :
: : Changes in Commitments from: September 10, 2019 :
: 863: 3,743 -33,646 4,653 -7,499 30,887 897 1,894: -34 -1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 13.0 28.4 41.9 53.6 92.8 95.0: 7.2 5.0
Old : 100.0: 23.3 13.7 27.7 41.9 53.6 92.9 95.0: 7.1 5.0
Other: 100.0: 29.1 23.6 17.4 40.2 51.2 86.7 92.2: 13.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 120 71 135 89 85 291 243:
Old : 339: 120 75 132 89 84 291 239:
Other: 58: 11 10 11 24 12 42 30:
:----------------------------------------------------------------------------------------------------
: 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 23.6 18.9 31.9 11.6 22.0 17.1 29.1
Old : 12.8 23.6 19.1 32.1 11.9 22.1 17.3 29.3
Other: 36.4 36.8 56.0 58.1 29.2 36.3 46.5 54.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 1,310,714: 110,025 168,417 213,490 805,182 778,488 1,128,697 1,160,395: 182,017 150,319
Old : 1,310,714: 110,025 168,417 213,490 805,182 778,488 1,128,697 1,160,395: 182,017 150,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 66,072: -19,237 -10,253 41,856 51,509 37,801 74,127 69,404: -8,055 -3,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.8 16.3 61.4 59.4 86.1 88.5: 13.9 11.5
Old : 100.0: 8.4 12.8 16.3 61.4 59.4 86.1 88.5: 13.9 11.5
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 : 196: 41 37 53 96 92 163 156:
Old : 196: 41 37 53 96 92 163 156:
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 : 20.8 22.1 28.9 32.3 15.7 19.1 21.4 25.1
Old : 20.8 22.1 28.9 32.3 15.7 19.1 21.4 25.1
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, September 17, 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 : 1,167,492: 118,102 412,084 17,498 848,140 652,191 983,740 1,081,774: 183,752 85,718
Old : 1,167,492: 118,102 412,084 17,498 848,140 652,191 983,740 1,081,774: 183,752 85,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -7,116: 3,674 -3,803 62 -11,509 993 -7,773 -2,748: 657 -4,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.3 1.5 72.6 55.9 84.3 92.7: 15.7 7.3
Old : 100.0: 10.1 35.3 1.5 72.6 55.9 84.3 92.7: 15.7 7.3
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 : 133: 22 17 16 82 72 112 97:
Old : 133: 22 17 16 82 72 112 97:
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 : 28.5 35.5 40.3 54.9 23.7 33.4 33.8 49.1
Old : 28.5 35.5 40.3 54.9 23.7 33.4 33.8 49.1
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, September 17, 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 : 474,927: 66,803 100,391 125,036 231,834 218,547 423,672 443,973: 51,255 30,954
Old : 463,343: 67,494 99,810 119,766 225,969 213,953 413,229 433,529: 50,114 29,815
Other: 11,584: 924 2,196 3,654 5,864 4,594 10,443 10,444: 1,141 1,139
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,822: -3,992 2,270 587 2,237 -3,432 -1,168 -576: -654 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.1 26.3 48.8 46.0 89.2 93.5: 10.8 6.5
Old : 100.0: 14.6 21.5 25.8 48.8 46.2 89.2 93.6: 10.8 6.4
Other: 100.0: 8.0 19.0 31.5 50.6 39.7 90.2 90.2: 9.8 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 75 80 105 126 88 265 227:
Old : 312: 79 78 102 126 87 264 223:
Other: 67: 10 18 12 29 13 48 36:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 16.8 15.8 25.1 8.6 14.0 13.2 19.6
Old : 9.4 17.2 15.5 25.1 8.7 14.7 13.3 20.4
Other: 35.0 37.9 56.5 56.8 29.6 25.0 41.5 34.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 10,792: 1,779 1,513 1,544 5,630 6,866 8,953 9,923: 1,839 869
Old : 10,792: 1,779 1,513 1,544 5,630 6,866 8,953 9,923: 1,839 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,603: 1,122 -85 132 39 1,496 1,293 1,544: 310 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.0 14.3 52.2 63.6 83.0 91.9: 17.0 8.1
Old : 100.0: 16.5 14.0 14.3 52.2 63.6 83.0 91.9: 17.0 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 : 54: 16 15 12 13 17 36 38:
Old : 54: 16 15 12 13 17 36 38:
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 : 40.4 41.9 52.2 57.2 37.8 40.0 48.5 53.1
Old : 40.4 41.9 52.2 57.2 37.8 40.0 48.5 53.1
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, September 17, 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 : 3,638,213: 1,030,445 1,203,290 142,993 2,271,798 2,195,138 3,445,236 3,541,421: 192,976 96,791
Old : 3,638,213: 1,030,445 1,203,290 142,993 2,271,798 2,195,138 3,445,236 3,541,421: 192,976 96,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 85,369: 46,063 75,713 6,652 82,612 28,108 135,327 110,473: -49,957 -25,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 33.1 3.9 62.4 60.3 94.7 97.3: 5.3 2.7
Old : 100.0: 28.3 33.1 3.9 62.4 60.3 94.7 97.3: 5.3 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 : 373: 82 60 62 177 142 290 233:
Old : 373: 82 60 62 177 142 290 233:
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 : 23.9 29.4 36.2 46.8 23.6 28.0 35.5 45.3
Old : 23.9 29.4 36.2 46.8 23.6 28.0 35.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 4,595,448: 526,772 860,325 755,040 2,864,919 2,560,482 4,146,731 4,175,846: 448,717 419,602
Old : 4,595,448: 526,772 860,325 755,040 2,864,919 2,560,482 4,146,731 4,175,846: 448,717 419,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 157,689: -58,304 -35,065 124,258 121,412 75,377 187,366 164,570: -29,677 -6,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.7 16.4 62.3 55.7 90.2 90.9: 9.8 9.1
Old : 100.0: 11.5 18.7 16.4 62.3 55.7 90.2 90.9: 9.8 9.1
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 : 410: 84 75 93 219 192 348 315:
Old : 410: 84 75 93 219 192 348 315:
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 : 18.0 14.8 25.9 25.0 11.2 11.4 16.0 17.1
Old : 18.0 14.8 25.9 25.0 11.2 11.4 16.0 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 818,327: 146,899 160,769 13,410 536,371 477,991 696,680 652,170: 121,647 166,157
Old : 818,327: 146,899 160,769 13,410 536,371 477,991 696,680 652,170: 121,647 166,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -768: 12,510 2,951 855 -16,892 -11,620 -3,527 -7,814: 2,759 7,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.6 1.6 65.5 58.4 85.1 79.7: 14.9 20.3
Old : 100.0: 18.0 19.6 1.6 65.5 58.4 85.1 79.7: 14.9 20.3
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 : 101: 16 15 13 53 58 75 80:
Old : 101: 16 15 13 53 58 75 80:
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 23.0 42.7 36.5 26.7 21.9 38.3 30.3
Old : 28.1 23.0 42.7 36.5 26.7 21.9 38.3 30.3
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, September 17, 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 : 4,635,040: 689,880 825,645 351,259 3,296,974 3,136,553 4,338,114 4,313,458: 296,927 321,583
Old : 4,635,040: 689,880 825,645 351,259 3,296,974 3,136,553 4,338,114 4,313,458: 296,927 321,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 19,833: -36,426 5,388 28,369 38,986 -8,393 30,930 25,364: -11,097 -5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.8 7.6 71.1 67.7 93.6 93.1: 6.4 6.9
Old : 100.0: 14.9 17.8 7.6 71.1 67.7 93.6 93.1: 6.4 6.9
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 : 325: 57 58 64 159 158 246 250:
Old : 325: 57 58 64 159 158 246 250:
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 : 31.4 23.3 42.9 33.0 20.4 18.7 31.6 26.2
Old : 31.4 23.3 42.9 33.0 20.4 18.7 31.6 26.2
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, September 17, 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 : 2,153,441: 511,819 318,824 384,209 1,216,438 1,407,446 2,112,466 2,110,479: 40,975 42,963
Old : 2,153,441: 511,819 318,824 384,209 1,216,438 1,407,446 2,112,466 2,110,479: 40,975 42,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 136,582: 121,993 44,870 -28,985 38,984 119,628 131,993 135,513: 4,590 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.8 17.8 56.5 65.4 98.1 98.0: 1.9 2.0
Old : 100.0: 23.8 14.8 17.8 56.5 65.4 98.1 98.0: 1.9 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 : 174: 54 31 52 73 77 147 142:
Old : 174: 54 31 52 73 77 147 142:
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 : 28.4 23.4 47.4 40.1 21.4 15.5 31.1 24.7
Old : 28.4 23.4 47.4 40.1 21.4 15.5 31.1 24.7
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, September 17, 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 : 60,322: 25,269 3,351 963 25,633 46,979 51,865 51,294: 8,457 9,028
Old : 60,322: 25,269 3,351 963 25,633 46,979 51,865 51,294: 8,457 9,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 15,371: 1,407 -554 478 12,768 15,388 14,653 15,312: 718 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 5.6 1.6 42.5 77.9 86.0 85.0: 14.0 15.0
Old : 100.0: 41.9 5.6 1.6 42.5 77.9 86.0 85.0: 14.0 15.0
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 : 98: 32 15 10 34 38 71 59:
Old : 98: 32 15 10 34 38 71 59:
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 : 28.8 36.6 44.4 52.9 26.3 28.9 36.1 42.3
Old : 28.8 36.6 44.4 52.9 26.3 28.9 36.1 42.3
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, September 17, 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 : 120,644: 50,537 6,703 1,926 51,267 93,958 103,730 102,587: 16,914 18,057
Old : 120,644: 50,537 6,703 1,926 51,267 93,958 103,730 102,587: 16,914 18,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 30,741: 2,815 -1,107 956 25,535 30,775 29,306 30,624: 1,436 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 5.6 1.6 42.5 77.9 86.0 85.0: 14.0 15.0
Old : 100.0: 41.9 5.6 1.6 42.5 77.9 86.0 85.0: 14.0 15.0
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 : 98: 32 15 10 34 38 71 59:
Old : 98: 32 15 10 34 38 71 59:
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 : 28.8 36.6 44.4 52.9 26.3 28.9 36.1 42.3
Old : 28.8 36.6 44.4 52.9 26.3 28.9 36.1 42.3
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, September 17, 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 : 63,366: 3,107 1,473 0 58,308 60,407 61,415 61,880: 1,951 1,486
Old : 63,366: 3,107 1,473 0 58,308 60,407 61,415 61,880: 1,951 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 24,656: 268 69 0 24,315 24,263 24,583 24,332: 73 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.3 0.0 92.0 95.3 96.9 97.7: 3.1 2.3
Old : 100.0: 4.9 2.3 0.0 92.0 95.3 96.9 97.7: 3.1 2.3
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 : 29: 4 3 0 16 13 20 16:
Old : 29: 4 3 0 16 13 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 75.8 83.5 92.3 47.0 45.6 55.2 57.4
Old : 68.1 75.8 83.5 92.3 47.0 45.6 55.2 57.4
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, September 17, 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 : 20,703: 12,866 17,184 1,181 6,418 2,048 20,465 20,413: 238 290
Old : 20,703: 12,866 17,184 1,181 6,418 2,048 20,465 20,413: 238 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -2,413: -1,450 -1,623 -1,044 30 0 -2,464 -2,667: 51 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.0 5.7 31.0 9.9 98.9 98.6: 1.1 1.4
Old : 100.0: 62.1 83.0 5.7 31.0 9.9 98.9 98.6: 1.1 1.4
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 : 40: 19 16 6 5 2 28 20:
Old : 40: 19 16 6 5 2 28 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 : 58.7 64.6 82.7 81.0 58.7 60.9 72.7 73.4
Old : 58.7 64.6 82.7 81.0 58.7 60.9 72.7 73.4
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, September 17, 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 : 56,275: 35,384 4,683 15,699 5,145 34,038 56,228 54,420: 47 1,855
Old : 56,275: 35,384 4,683 15,699 5,145 34,038 56,228 54,420: 47 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 6,000: 10,726 -377 5,426 -10,180 1,172 5,972 6,221: 28 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 8.3 27.9 9.1 60.5 99.9 96.7: 0.1 3.3
Old : 100.0: 62.9 8.3 27.9 9.1 60.5 99.9 96.7: 0.1 3.3
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 : 30: 6 6 2 3 15 10 22:
Old : 30: 6 6 2 3 15 10 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 : 96.9 76.3 99.7 85.7 69.1 51.1 72.0 59.8
Old : 96.9 76.3 99.7 85.7 69.1 51.1 72.0 59.8
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, September 17, 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 : 10,860: 7,709 2,920 634 2,503 5,090 10,846 8,644: 14 2,216
Old : 10,860: 7,709 2,920 634 2,503 5,090 10,846 8,644: 14 2,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -1,950: 4,123 -417 -1,648 -4,425 6 -1,950 -2,059: 0 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 26.9 5.8 23.0 46.9 99.9 79.6: 0.1 20.4
Old : 100.0: 71.0 26.9 5.8 23.0 46.9 99.9 79.6: 0.1 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 1 2 8 7 15:
Old : 21: 5 6 1 2 8 7 15:
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 : 89.9 51.8 99.9 73.4 84.0 51.8 94.0 69.4
Old : 89.9 51.8 99.9 73.4 84.0 51.8 94.0 69.4
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, September 17, 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 : 52,281: 24,090 24,051 28,189 0 0 52,279 52,240: 2 41
Old : 52,281: 24,090 24,051 28,189 0 0 52,279 52,240: 2 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: -327: 4,695 4,664 -5,024 0 0 -329 -360: 2 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 46.0 53.9 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 46.1 46.0 53.9 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 : 22: 6 15 5 0 0 9 18:
Old : 22: 6 15 5 0 0 9 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 80.8 99.9 97.1 40.9 37.7 46.1 45.0
Old : 85.1 80.8 99.9 97.1 40.9 37.7 46.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019