WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 516,692: 90,709 95,034 224,878 172,566 155,591 488,154 475,504: 28,539 41,189
Old : 432,811: 96,236 89,229 180,868 133,388 130,051 410,491 400,147: 22,320 32,664
Other: 83,881: 18,463 29,795 20,021 39,178 25,540 77,663 75,356: 6,219 8,525
: : :
: : Changes in Commitments from: October 8, 2019 :
: 24,691: -2,544 -7,345 15,145 13,121 18,374 25,722 26,174: -1,031 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.4 43.5 33.4 30.1 94.5 92.0: 5.5 8.0
Old : 100.0: 22.2 20.6 41.8 30.8 30.0 94.8 92.5: 5.2 7.5
Other: 100.0: 22.0 35.5 23.9 46.7 30.4 92.6 89.8: 7.4 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 96 126 141 98 111 280 307:
Old : 357: 101 120 128 94 107 265 294:
Other: 166: 37 45 39 45 66 107 127:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.4 21.5 19.6 6.0 6.6 10.2 10.4
Old : 12.3 12.4 21.1 21.5 6.7 7.6 11.4 11.7
Other: 28.1 25.9 43.9 37.7 24.5 20.2 36.5 28.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 12,617: 7,867 1,720 719 3,408 9,733 11,994 12,172: 623 445
Old : 12,617: 7,867 1,720 719 3,408 9,733 11,994 12,172: 623 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 474: 826 -280 -20 -436 525 370 224: 105 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 13.6 5.7 27.0 77.1 95.1 96.5: 4.9 3.5
Old : 100.0: 62.4 13.6 5.7 27.0 77.1 95.1 96.5: 4.9 3.5
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 : 23: 5 3 2 11 14 16 19:
Old : 23: 5 3 2 11 14 16 19:
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 : 69.0 51.2 86.1 73.4 65.3 45.9 72.6 65.0
Old : 69.0 51.2 86.1 73.4 65.3 45.9 72.6 65.0
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, October 15, 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 : 345,040: 81,876 88,941 107,716 124,837 129,545 314,429 326,201: 30,610 18,838
Old : 302,681: 81,781 87,982 90,514 104,746 108,492 277,042 286,988: 25,639 15,693
Other: 42,359: 12,562 13,426 4,734 20,091 21,053 37,387 39,213: 4,972 3,146
: : :
: : Changes in Commitments from: October 8, 2019 :
: 6,881: 4,070 -7,066 1,266 3,657 12,798 8,993 6,999: -2,112 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.8 31.2 36.2 37.5 91.1 94.5: 8.9 5.5
Old : 100.0: 27.0 29.1 29.9 34.6 35.8 91.5 94.8: 8.5 5.2
Other: 100.0: 29.7 31.7 11.2 47.4 49.7 88.3 92.6: 11.7 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 100 55 82 105 87 242 196:
Old : 283: 103 54 72 103 81 233 184:
Other: 136: 31 29 23 40 47 88 83:
:----------------------------------------------------------------------------------------------------
: 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 18.7 19.9 29.3 8.0 14.6 13.7 21.2
Old : 13.3 18.2 22.0 29.5 8.4 13.3 14.2 20.8
Other: 23.0 49.0 38.0 63.6 23.0 45.9 36.4 58.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 2,042,653: 243,886 290,843 620,762 836,072 911,539 1,700,720 1,823,145: 341,933 219,509
Old : 1,868,795: 224,009 309,365 563,709 755,035 819,942 1,542,753 1,693,016: 326,042 175,779
Other: 173,858: 59,472 21,073 17,458 81,037 91,597 157,967 130,128: 15,891 43,729
: : :
: : Changes in Commitments from: October 8, 2019 :
: -68,104: -39,936 -45,971 4,445 -13,526 -25,191 -49,017 -66,717: -19,087 -1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.2 30.4 40.9 44.6 83.3 89.3: 16.7 10.7
Old : 100.0: 12.0 16.6 30.2 40.4 43.9 82.6 90.6: 17.4 9.4
Other: 100.0: 34.2 12.1 10.0 46.6 52.7 90.9 74.8: 9.1 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 890: 207 162 242 443 407 777 693:
Old : 888: 203 171 226 436 400 762 677:
Other: 440: 68 54 45 114 261 204 341:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 9.4 13.9 15.9 5.0 5.6 8.6 9.7
Old : 7.7 8.9 13.9 15.8 5.1 5.2 8.4 9.1
Other: 20.7 21.5 34.3 30.5 19.8 21.3 33.0 29.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 6,192: 2,648 45 184 1,521 4,932 4,353 5,161: 1,838 1,030
Old : 6,180: 2,648 45 184 1,518 4,932 4,350 5,161: 1,829 1,018
Other: 12: 0 0 0 3 0 3 0: 9 12
: : :
: : Changes in Commitments from: October 8, 2019 :
: 190: 283 -160 46 -128 131 201 16: -11 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 0.7 3.0 24.6 79.7 70.3 83.4: 29.7 16.6
Old : 100.0: 42.9 0.7 3.0 24.6 79.8 70.4 83.5: 29.6 16.5
Other: 100.0: 0.0 0.0 0.0 25.0 0.0 25.0 0.0: 75.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 2 3 9 9 24 12:
Old : 27: 13 2 3 8 9 23 12:
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 : 31.4 61.0 45.6 79.6 27.8 49.5 40.8 64.4
Old : 31.4 61.2 45.7 79.7 27.8 49.7 40.8 64.5
Other: 25.0 0.0 25.0 0.0 25.0 0.0 25.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 918,041: 160,595 91,317 270,991 409,055 480,304 840,641 842,612: 77,400 75,429
Old : 857,297: 154,634 94,078 242,721 387,115 454,886 784,470 791,686: 72,827 65,611
Other: 60,744: 17,464 8,741 16,768 21,939 25,418 56,171 50,926: 4,573 9,817
: : :
: : Changes in Commitments from: October 8, 2019 :
: 59,953: 11,595 -27,592 25,328 21,747 59,006 58,670 56,742: 1,283 3,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 9.9 29.5 44.6 52.3 91.6 91.8: 8.4 8.2
Old : 100.0: 18.0 11.0 28.3 45.2 53.1 91.5 92.3: 8.5 7.7
Other: 100.0: 28.8 14.4 27.6 36.1 41.8 92.5 83.8: 7.5 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 191 127 224 217 235 515 497:
Old : 605: 191 129 211 215 233 507 482:
Other: 246: 54 47 41 47 120 120 193:
:----------------------------------------------------------------------------------------------------
: 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 12.5 18.6 21.2 7.5 9.4 12.7 15.6
Old : 11.0 12.6 18.7 21.6 7.7 9.7 13.2 16.1
Other: 19.6 25.1 35.7 37.4 19.1 19.7 32.0 26.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 521,603: 108,247 43,368 143,179 233,103 307,462 484,529 494,009: 37,075 27,595
Old : 507,330: 108,579 45,190 136,943 226,888 298,724 472,411 480,857: 34,920 26,473
Other: 14,273: 3,449 1,959 2,454 6,215 8,738 12,118 13,151: 2,155 1,122
: : :
: : Changes in Commitments from: October 8, 2019 :
: 16,198: 10,034 -10,235 -2,138 9,563 29,905 17,459 17,533: -1,262 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.3 27.4 44.7 58.9 92.9 94.7: 7.1 5.3
Old : 100.0: 21.4 8.9 27.0 44.7 58.9 93.1 94.8: 6.9 5.2
Other: 100.0: 24.2 13.7 17.2 43.5 61.2 84.9 92.1: 15.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 115 67 141 95 89 292 251:
Old : 341: 116 72 139 95 89 292 249:
Other: 65: 15 12 14 24 15 47 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 : 12.8 26.7 19.4 35.2 11.4 24.8 16.3 32.1
Old : 13.1 27.0 19.9 35.3 11.8 25.1 16.9 32.3
Other: 29.8 35.9 51.6 55.3 26.2 34.4 41.8 52.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 1,229,915: 121,043 182,319 161,034 766,389 740,665 1,048,466 1,084,018: 181,449 145,897
Old : 1,229,915: 121,043 182,319 161,034 766,389 740,665 1,048,466 1,084,018: 181,449 145,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 37,271: 10,472 1,068 7,927 24,783 28,558 43,183 37,553: -5,912 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.8 13.1 62.3 60.2 85.2 88.1: 14.8 11.9
Old : 100.0: 9.8 14.8 13.1 62.3 60.2 85.2 88.1: 14.8 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 : 190: 33 40 47 92 92 154 150:
Old : 190: 33 40 47 92 92 154 150:
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 : 21.3 24.8 29.6 35.1 15.7 21.3 22.4 28.9
Old : 21.3 24.8 29.6 35.1 15.7 21.3 22.4 28.9
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, October 15, 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 : 1,149,950: 112,977 394,019 9,466 843,704 656,573 966,147 1,060,058: 183,803 89,892
Old : 1,149,950: 112,977 394,019 9,466 843,704 656,573 966,147 1,060,058: 183,803 89,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 12,414: -1,815 870 1,452 6,705 3,501 6,342 5,823: 6,072 6,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 34.3 0.8 73.4 57.1 84.0 92.2: 16.0 7.8
Old : 100.0: 9.8 34.3 0.8 73.4 57.1 84.0 92.2: 16.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 20 19 15 76 66 104 92:
Old : 132: 20 19 15 76 66 104 92:
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 : 26.8 35.3 38.7 54.1 23.2 33.5 33.5 49.7
Old : 26.8 35.3 38.7 54.1 23.2 33.5 33.5 49.7
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, October 15, 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 : 453,518: 70,866 78,816 124,095 209,945 220,047 404,905 422,957: 48,613 30,560
Old : 438,577: 71,375 79,060 116,493 203,824 213,593 391,692 409,146: 46,885 29,431
Other: 14,941: 3,134 3,399 3,958 6,121 6,454 13,213 13,812: 1,728 1,129
: : :
: : Changes in Commitments from: October 8, 2019 :
: 7,707: -781 -8,545 7,391 8,986 9,116 15,596 7,963: -7,889 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.4 27.4 46.3 48.5 89.3 93.3: 10.7 6.7
Old : 100.0: 16.3 18.0 26.6 46.5 48.7 89.3 93.3: 10.7 6.7
Other: 100.0: 21.0 22.8 26.5 41.0 43.2 88.4 92.4: 11.6 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 86 62 103 110 90 248 216:
Old : 292: 92 62 102 110 89 248 214:
Other: 80: 16 19 16 32 16 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 20.2 18.0 29.1 10.0 18.8 15.2 24.5
Old : 10.5 20.7 17.9 29.3 10.1 19.5 15.4 25.0
Other: 28.3 32.9 44.6 51.6 18.3 26.9 31.0 42.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 11,041: 1,364 1,719 1,526 6,132 6,632 9,022 9,877: 2,018 1,164
Old : 11,041: 1,364 1,719 1,526 6,132 6,632 9,022 9,877: 2,018 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -137: -229 11 -14 160 -199 -83 -202: -54 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.6 13.8 55.5 60.1 81.7 89.5: 18.3 10.5
Old : 100.0: 12.4 15.6 13.8 55.5 60.1 81.7 89.5: 18.3 10.5
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 : 47: 8 17 12 16 17 35 35:
Old : 47: 8 17 12 16 17 35 35:
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 : 41.7 42.8 53.7 59.9 41.2 39.6 51.0 55.6
Old : 41.7 42.8 53.7 59.9 41.2 39.6 51.0 55.6
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, October 15, 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 : 3,955,888: 958,232 1,213,289 160,170 2,634,570 2,478,220 3,752,972 3,851,678: 202,916 104,210
Old : 3,955,888: 958,232 1,213,289 160,170 2,634,570 2,478,220 3,752,972 3,851,678: 202,916 104,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 82,956: 10,085 -8,441 67,030 15,368 14,584 92,483 73,173: -9,527 9,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 30.7 4.0 66.6 62.6 94.9 97.4: 5.1 2.6
Old : 100.0: 24.2 30.7 4.0 66.6 62.6 94.9 97.4: 5.1 2.6
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 : 374: 87 45 55 194 143 310 214:
Old : 374: 87 45 55 194 143 310 214:
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 35.9 35.3 50.9 21.1 33.5 35.0 48.3
Old : 21.4 35.9 35.3 50.9 21.1 33.5 35.0 48.3
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, October 15, 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 : 4,554,184: 629,795 743,810 632,581 2,824,912 2,760,593 4,087,287 4,136,984: 466,897 417,199
Old : 4,554,184: 629,795 743,810 632,581 2,824,912 2,760,593 4,087,287 4,136,984: 466,897 417,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 53,937: 57,138 43,847 2,829 -2,335 14,854 57,633 61,529: -3,696 -7,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.3 13.9 62.0 60.6 89.7 90.8: 10.3 9.2
Old : 100.0: 13.8 16.3 13.9 62.0 60.6 89.7 90.8: 10.3 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 : 404: 71 83 93 210 197 330 324:
Old : 404: 71 83 93 210 197 330 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 15.4 26.6 26.6 10.9 12.6 16.4 18.7
Old : 18.7 15.4 26.6 26.6 10.9 12.6 16.4 18.7
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, October 15, 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 : 827,185: 127,735 87,687 8,455 576,041 569,536 712,231 665,678: 114,954 161,507
Old : 827,185: 127,735 87,687 8,455 576,041 569,536 712,231 665,678: 114,954 161,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 180: -2,217 7,297 690 3,176 -3,334 1,649 4,653: -1,469 -4,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.6 1.0 69.6 68.9 86.1 80.5: 13.9 19.5
Old : 100.0: 15.4 10.6 1.0 69.6 68.9 86.1 80.5: 13.9 19.5
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 : 106: 12 15 10 59 62 78 80:
Old : 106: 12 15 10 59 62 78 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 : 28.0 24.1 42.7 37.0 27.0 22.0 37.9 31.4
Old : 28.0 24.1 42.7 37.0 27.0 22.0 37.9 31.4
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, October 15, 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 : 4,848,975: 608,491 776,280 333,675 3,554,882 3,451,334 4,497,049 4,561,289: 351,926 287,686
Old : 4,848,975: 608,491 776,280 333,675 3,554,882 3,451,334 4,497,049 4,561,289: 351,926 287,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 86,349: -19,182 26,855 29,123 62,145 54,529 72,086 110,507: 14,263 -24,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.0 6.9 73.3 71.2 92.7 94.1: 7.3 5.9
Old : 100.0: 12.5 16.0 6.9 73.3 71.2 92.7 94.1: 7.3 5.9
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 : 331: 64 47 63 165 166 253 252:
Old : 331: 64 47 63 165 166 253 252:
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 22.6 44.3 33.0 20.7 17.4 32.5 25.5
Old : 31.4 22.6 44.3 33.0 20.7 17.4 32.5 25.5
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, October 15, 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 : 2,189,220: 507,001 312,604 464,191 1,176,291 1,366,388 2,147,483 2,143,183: 41,737 46,037
Old : 2,189,220: 507,001 312,604 464,191 1,176,291 1,366,388 2,147,483 2,143,183: 41,737 46,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 201,184: 72,153 15,400 79,725 49,381 103,978 201,259 199,103: -76 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.3 21.2 53.7 62.4 98.1 97.9: 1.9 2.1
Old : 100.0: 23.2 14.3 21.2 53.7 62.4 98.1 97.9: 1.9 2.1
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 : 167: 39 41 56 72 76 143 142:
Old : 167: 39 41 56 72 76 143 142:
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 : 30.8 23.7 47.2 39.3 22.3 14.3 30.0 21.5
Old : 30.8 23.7 47.2 39.3 22.3 14.3 30.0 21.5
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, October 15, 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 : 52,841: 23,160 3,952 1,217 20,422 39,516 44,798 44,685: 8,042 8,156
Old : 52,841: 23,160 3,952 1,217 20,422 39,516 44,798 44,685: 8,042 8,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,343: 1,478 1,088 119 1,656 1,731 3,253 2,937: 90 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 7.5 2.3 38.6 74.8 84.8 84.6: 15.2 15.4
Old : 100.0: 43.8 7.5 2.3 38.6 74.8 84.8 84.6: 15.2 15.4
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 : 97: 31 16 6 31 33 64 53:
Old : 97: 31 16 6 31 33 64 53:
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 : 39.0 42.4 52.3 57.6 38.9 41.4 51.6 56.6
Old : 39.0 42.4 52.3 57.6 38.9 41.4 51.6 56.6
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, October 15, 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 : 105,681: 46,319 7,904 2,434 40,844 79,032 89,597 89,370: 16,084 16,312
Old : 105,681: 46,319 7,904 2,434 40,844 79,032 89,597 89,370: 16,084 16,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 6,685: 2,956 2,176 237 3,312 3,462 6,505 5,875: 180 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 7.5 2.3 38.6 74.8 84.8 84.6: 15.2 15.4
Old : 100.0: 43.8 7.5 2.3 38.6 74.8 84.8 84.6: 15.2 15.4
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 : 97: 31 16 6 31 33 64 53:
Old : 97: 31 16 6 31 33 64 53:
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 : 39.0 42.4 52.3 57.6 38.9 41.4 51.6 56.6
Old : 39.0 42.4 52.3 57.6 38.9 41.4 51.6 56.6
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, October 15, 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 : 41,395: 3,311 448 0 35,509 39,018 38,820 39,466: 2,575 1,929
Old : 41,395: 3,311 448 0 35,509 39,018 38,820 39,466: 2,575 1,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -1,352: -385 0 0 -1,373 -1,119 -1,758 -1,119: 406 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.1 0.0 85.8 94.3 93.8 95.3: 6.2 4.7
Old : 100.0: 8.0 1.1 0.0 85.8 94.3 93.8 95.3: 6.2 4.7
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: 3 1 0 12 12 15 13:
Old : 26: 3 1 0 12 12 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 : 69.4 71.9 86.5 90.9 69.4 71.9 86.1 90.9
Old : 69.4 71.9 86.5 90.9 69.4 71.9 86.1 90.9
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, October 15, 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 : 19,699: 13,720 17,832 687 5,071 1,140 19,478 19,659: 221 40
Old : 19,699: 13,720 17,832 687 5,071 1,140 19,478 19,659: 221 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -275: -293 541 -40 30 -806 -303 -305: 28 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 90.5 3.5 25.7 5.8 98.9 99.8: 1.1 0.2
Old : 100.0: 69.6 90.5 3.5 25.7 5.8 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 20 13 4 4 2 27 16:
Old : 37: 20 13 4 4 2 27 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 : 72.5 74.1 87.1 87.5 68.0 72.9 80.8 84.6
Old : 72.5 74.1 87.1 87.5 68.0 72.9 80.8 84.6
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, October 15, 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 : 67,420: 46,123 6,393 20,117 1,075 38,099 67,315 64,609: 105 2,811
Old : 67,420: 46,123 6,393 20,117 1,075 38,099 67,315 64,609: 105 2,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 3,525: 6,103 52 1,364 -3,960 2,149 3,507 3,565: 18 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 9.5 29.8 1.6 56.5 99.8 95.8: 0.2 4.2
Old : 100.0: 68.4 9.5 29.8 1.6 56.5 99.8 95.8: 0.2 4.2
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 : 31: 5 8 3 3 15 10 24:
Old : 31: 5 8 3 3 15 10 24:
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 : 98.0 76.8 99.8 86.6 68.3 50.4 70.0 58.6
Old : 98.0 76.8 99.8 86.6 68.3 50.4 70.0 58.6
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, October 15, 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 : 34,966: 19,606 3,171 12,449 2,893 17,363 34,948 32,983: 18 1,983
Old : 34,966: 19,606 3,171 12,449 2,893 17,363 34,948 32,983: 18 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: 10,665: 7,919 -48 2,757 0 8,081 10,676 10,790: -11 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.1 35.6 8.3 49.7 99.9 94.3: 0.1 5.7
Old : 100.0: 56.1 9.1 35.6 8.3 49.7 99.9 94.3: 0.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 6 1 2 9 8 16:
Old : 23: 6 6 1 2 9 8 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 : 96.2 84.0 99.9 92.3 60.6 52.2 64.3 57.3
Old : 96.2 84.0 99.9 92.3 60.6 52.2 64.3 57.3
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, October 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 50,822: 22,266 22,210 28,556 0 0 50,822 50,766: 0 56
Old : 50,822: 22,266 22,210 28,556 0 0 50,822 50,766: 0 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2019 :
: -95: -560 -595 465 0 0 -95 -130: 0 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 43.7 56.2 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 43.8 43.7 56.2 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 : 21: 6 14 5 0 0 9 17:
Old : 21: 6 14 5 0 0 9 17:
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 : 84.6 81.7 99.9 96.6 38.5 34.9 43.8 42.6
Old : 84.6 81.7 99.9 96.6 38.5 34.9 43.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2019