WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 518,097: 93,454 79,061 221,267 172,894 174,286 487,615 474,614: 30,482 43,483
Old : 419,051: 100,778 75,748 167,053 127,060 142,662 394,891 385,464: 24,160 33,588
Other: 99,046: 21,443 32,080 25,447 45,834 31,624 92,724 89,150: 6,322 9,896
: : :
: : Changes in Commitments from: October 22, 2019 :
: -23,114: -7,513 -2,510 -17,511 3,311 -2,085 -21,713 -22,106: -1,402 -1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.3 42.7 33.4 33.6 94.1 91.6: 5.9 8.4
Old : 100.0: 24.0 18.1 39.9 30.3 34.0 94.2 92.0: 5.8 8.0
Other: 100.0: 21.6 32.4 25.7 46.3 31.9 93.6 90.0: 6.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 115 118 151 98 113 301 310:
Old : 365: 122 106 138 94 107 286 291:
Other: 177: 39 51 47 45 68 114 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 12.1 21.1 20.1 6.0 6.9 9.8 10.3
Old : 11.7 13.1 19.0 22.0 6.2 7.9 10.7 11.7
Other: 26.8 21.8 41.3 32.5 22.7 16.2 34.9 23.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 13,865: 7,579 1,700 453 5,609 11,412 13,641 13,565: 224 300
Old : 13,865: 7,579 1,700 453 5,609 11,412 13,641 13,565: 224 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 231: -421 85 -251 1,198 443 526 277: -295 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 12.3 3.3 40.5 82.3 98.4 97.8: 1.6 2.2
Old : 100.0: 54.7 12.3 3.3 40.5 82.3 98.4 97.8: 1.6 2.2
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 : 26: 6 3 3 11 16 17 22:
Old : 26: 6 3 3 11 16 17 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 : 64.3 45.6 84.4 70.9 54.5 35.3 68.4 60.5
Old : 64.3 45.6 84.4 70.9 54.5 35.3 68.4 60.5
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 29, 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 : 337,837: 74,688 88,894 112,356 119,825 117,115 306,869 318,365: 30,968 19,472
Old : 289,488: 76,826 89,041 91,395 96,145 93,226 264,365 273,662: 25,122 15,825
Other: 48,350: 13,495 15,486 5,329 23,680 23,889 42,503 44,703: 5,846 3,647
: : :
: : Changes in Commitments from: October 22, 2019 :
: 12,323: -1,435 3,766 8,311 3,892 -32 10,768 12,045: 1,555 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 26.3 33.3 35.5 34.7 90.8 94.2: 9.2 5.8
Old : 100.0: 26.5 30.8 31.6 33.2 32.2 91.3 94.5: 8.7 5.5
Other: 100.0: 27.9 32.0 11.0 49.0 49.4 87.9 92.5: 12.1 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 95 56 82 106 84 237 192:
Old : 276: 95 56 71 103 80 226 181:
Other: 143: 32 34 26 46 45 97 87:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 15.2 18.4 25.0 7.7 12.1 13.5 18.8
Old : 12.2 14.5 19.9 25.0 8.0 10.6 14.2 18.4
Other: 21.5 43.8 35.7 60.7 21.5 42.2 35.0 56.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 2,006,474: 228,032 294,424 591,452 850,866 896,636 1,670,350 1,782,511: 336,124 223,963
Old : 1,825,343: 208,618 315,668 531,917 766,246 798,989 1,506,781 1,646,574: 318,563 178,769
Other: 181,131: 61,250 20,591 17,699 84,620 97,647 163,569 135,937: 17,562 45,194
: : :
: : Changes in Commitments from: October 22, 2019 :
: -67,477: -9,878 -1,614 -40,060 -14,695 -23,561 -64,634 -65,236: -2,843 -2,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.7 29.5 42.4 44.7 83.2 88.8: 16.8 11.2
Old : 100.0: 11.4 17.3 29.1 42.0 43.8 82.5 90.2: 17.5 9.8
Other: 100.0: 33.8 11.4 9.8 46.7 53.9 90.3 75.0: 9.7 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 860: 191 159 233 432 390 750 669:
Old : 857: 186 168 216 427 382 737 650:
Other: 435: 69 55 42 113 256 200 338:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 8.6 13.9 15.0 5.1 5.3 8.3 9.2
Old : 7.5 8.0 13.8 14.9 5.1 5.6 8.6 9.4
Other: 22.1 21.9 35.4 30.7 21.2 21.6 34.1 29.5
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 11,825: 1,872 987 3,448 4,994 5,373 10,314 9,808: 1,511 2,017
Old : 11,825: 1,872 987 3,448 4,994 5,373 10,314 9,808: 1,511 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -516: 571 -217 -413 -218 -231 -60 -861: -456 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.3 29.2 42.2 45.4 87.2 82.9: 12.8 17.1
Old : 100.0: 15.8 8.3 29.2 42.2 45.4 87.2 82.9: 12.8 17.1
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 : 20: 3 3 4 10 10 14 16:
Old : 20: 3 3 4 10 10 14 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 : 65.7 63.7 81.6 76.1 39.0 32.6 43.7 38.6
Old : 65.7 63.7 81.6 76.1 39.0 32.6 43.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 6,875: 2,770 105 395 1,837 5,084 5,002 5,584: 1,873 1,291
Old : 6,852: 2,770 105 395 1,830 5,084 4,995 5,584: 1,857 1,268
Other: 23: 0 0 0 7 0 7 0: 16 23
: : :
: : Changes in Commitments from: October 22, 2019 :
: 391: 18 56 118 338 226 473 400: -82 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 1.5 5.7 26.7 74.0 72.8 81.2: 27.2 18.8
Old : 100.0: 40.4 1.5 5.8 26.7 74.2 72.9 81.5: 27.1 18.5
Other: 100.0: 0.0 0.0 0.0 30.4 0.0 30.4 0.0: 69.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 14 3 5 10 9 26 15:
Old : 29: 14 3 5 9 9 25 15:
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 : 29.4 57.2 42.9 74.4 26.4 45.6 38.7 56.1
Old : 29.5 57.4 43.1 74.7 26.5 45.8 38.8 56.4
Other: 30.4 0.0 30.4 0.0 30.4 0.0 30.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 819,092: 174,372 77,905 212,226 359,724 458,230 746,322 748,361: 72,771 70,731
Old : 750,724: 165,701 81,026 183,709 333,945 425,389 683,355 690,124: 67,369 60,600
Other: 68,368: 19,949 8,157 17,240 25,778 32,841 62,967 58,237: 5,401 10,131
: : :
: : Changes in Commitments from: October 22, 2019 :
: -142,561: 7,842 -5,518 -77,785 -69,269 -55,825 -139,212 -139,127: -3,349 -3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 9.5 25.9 43.9 55.9 91.1 91.4: 8.9 8.6
Old : 100.0: 22.1 10.8 24.5 44.5 56.7 91.0 91.9: 9.0 8.1
Other: 100.0: 29.2 11.9 25.2 37.7 48.0 92.1 85.2: 7.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 602: 181 118 217 214 239 503 493:
Old : 595: 186 117 208 211 235 493 480:
Other: 269: 50 53 39 58 136 133 207:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 13.2 16.6 22.5 8.6 10.4 14.5 17.0
Old : 9.9 13.7 17.0 23.4 9.0 10.8 15.5 18.2
Other: 18.0 23.9 33.0 36.7 16.7 20.0 29.9 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 549,304: 134,001 33,619 148,447 228,220 340,090 510,668 522,156: 38,636 27,148
Old : 534,574: 134,354 35,387 142,044 221,541 331,379 497,939 508,810: 36,636 25,764
Other: 14,729: 3,670 2,255 2,380 6,679 8,711 12,729 13,345: 2,000 1,384
: : :
: : Changes in Commitments from: October 22, 2019 :
: 16,294: 10,606 -2,068 6,412 364 12,865 17,381 17,209: -1,087 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.1 27.0 41.5 61.9 93.0 95.1: 7.0 4.9
Old : 100.0: 25.1 6.6 26.6 41.4 62.0 93.1 95.2: 6.9 4.8
Other: 100.0: 24.9 15.3 16.2 45.3 59.1 86.4 90.6: 13.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 126 61 141 97 90 303 252:
Old : 348: 124 68 139 97 90 303 250:
Other: 69: 19 10 15 25 17 50 38:
:----------------------------------------------------------------------------------------------------
: 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 27.5 19.8 37.5 10.9 26.6 15.6 34.4
Old : 12.8 27.6 20.3 37.7 11.2 26.9 16.2 34.7
Other: 27.8 33.3 48.4 53.1 25.5 31.3 38.4 49.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 1,195,038: 129,803 176,112 125,252 761,499 753,506 1,016,554 1,054,870: 178,484 140,169
Old : 1,195,038: 129,803 176,112 125,252 761,499 753,506 1,016,554 1,054,870: 178,484 140,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -35,104: 10,649 1,029 -31,021 -11,389 276 -31,761 -29,716: -3,343 -5,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.7 10.5 63.7 63.1 85.1 88.3: 14.9 11.7
Old : 100.0: 10.9 14.7 10.5 63.7 63.1 85.1 88.3: 14.9 11.7
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 : 187: 42 27 47 90 91 151 146:
Old : 187: 42 27 47 90 91 151 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 26.4 29.6 37.6 16.2 23.5 23.3 32.0
Old : 21.6 26.4 29.6 37.6 16.2 23.5 23.3 32.0
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 29, 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 : 1,148,258: 114,197 397,470 12,357 852,800 648,710 979,355 1,058,538: 168,904 89,721
Old : 1,148,258: 114,197 397,470 12,357 852,800 648,710 979,355 1,058,538: 168,904 89,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -7,454: -2,820 5,354 4,320 6,316 -22,885 7,816 -13,211: -15,270 5,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 34.6 1.1 74.3 56.5 85.3 92.2: 14.7 7.8
Old : 100.0: 9.9 34.6 1.1 74.3 56.5 85.3 92.2: 14.7 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: 22 15 18 80 66 111 90:
Old : 132: 22 15 18 80 66 111 90:
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 : 27.1 36.1 38.3 54.7 22.7 34.6 33.0 50.7
Old : 27.1 36.1 38.3 54.7 22.7 34.6 33.0 50.7
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 29, 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 : 451,719: 67,071 79,688 113,980 217,658 226,686 398,710 420,354: 53,009 31,365
Old : 432,474: 67,601 80,656 105,842 207,986 216,197 381,429 402,695: 51,045 29,779
Other: 19,245: 3,274 2,836 4,334 9,673 10,489 17,281 17,659: 1,964 1,586
: : :
: : Changes in Commitments from: October 22, 2019 :
: 1,250: -4,660 3,434 -5,566 7,483 2,956 -2,744 823: 3,994 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.6 25.2 48.2 50.2 88.3 93.1: 11.7 6.9
Old : 100.0: 15.6 18.6 24.5 48.1 50.0 88.2 93.1: 11.8 6.9
Other: 100.0: 17.0 14.7 22.5 50.3 54.5 89.8 91.8: 10.2 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 75 72 104 115 93 252 225:
Old : 296: 78 76 103 115 92 252 223:
Other: 81: 16 19 18 34 17 62 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 : 10.5 21.4 17.7 30.4 9.2 19.3 14.2 25.1
Old : 10.7 21.7 17.6 30.8 9.4 19.9 14.6 25.8
Other: 36.2 42.1 49.2 58.3 26.7 32.7 37.6 46.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,860: 1,232 2,041 358 6,389 6,044 7,979 8,443: 1,881 1,417
Old : 9,860: 1,232 2,041 358 6,389 6,044 7,979 8,443: 1,881 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -1,160: -197 257 -1,151 237 -550 -1,110 -1,445: -50 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.7 3.6 64.8 61.3 80.9 85.6: 19.1 14.4
Old : 100.0: 12.5 20.7 3.6 64.8 61.3 80.9 85.6: 19.1 14.4
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 : 45: 10 10 5 19 15 31 28:
Old : 45: 10 10 5 19 15 31 28:
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 : 46.2 45.3 59.5 63.3 46.1 39.6 56.2 56.2
Old : 46.2 45.3 59.5 63.3 46.1 39.6 56.2 56.2
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 29, 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 : 3,993,644: 934,385 1,145,712 211,555 2,649,962 2,522,988 3,795,903 3,880,256: 197,741 113,388
Old : 3,993,644: 934,385 1,145,712 211,555 2,649,962 2,522,988 3,795,903 3,880,256: 197,741 113,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -30,066: -18,463 -57,371 34,578 -42,117 -13,800 -26,003 -36,593: -4,063 6,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 28.7 5.3 66.4 63.2 95.0 97.2: 5.0 2.8
Old : 100.0: 23.4 28.7 5.3 66.4 63.2 95.0 97.2: 5.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 91 42 53 192 140 307 211:
Old : 374: 91 42 53 192 140 307 211:
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 : 20.3 33.1 33.6 49.7 19.9 30.1 32.1 46.2
Old : 20.3 33.1 33.6 49.7 19.9 30.1 32.1 46.2
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 29, 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 : 4,474,869: 689,992 812,907 521,469 2,833,974 2,693,333 4,045,435 4,027,708: 429,435 447,161
Old : 4,474,869: 689,992 812,907 521,469 2,833,974 2,693,333 4,045,435 4,027,708: 429,435 447,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -41,895: 81,487 80,789 -78,184 -33,518 -62,569 -30,214 -59,963: -11,681 18,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.2 11.7 63.3 60.2 90.4 90.0: 9.6 10.0
Old : 100.0: 15.4 18.2 11.7 63.3 60.2 90.4 90.0: 9.6 10.0
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 : 401: 83 71 91 208 187 333 307:
Old : 401: 83 71 91 208 187 333 307:
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 : 20.0 17.8 27.2 28.5 13.3 15.8 19.4 22.5
Old : 20.0 17.8 27.2 28.5 13.3 15.8 19.4 22.5
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 29, 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 : 836,246: 136,364 91,783 8,119 583,504 578,578 727,987 678,480: 108,259 157,766
Old : 836,246: 136,364 91,783 8,119 583,504 578,578 727,987 678,480: 108,259 157,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,414: 422 -789 531 6,528 9,022 7,481 8,764: -4,067 -5,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.0 1.0 69.8 69.2 87.1 81.1: 12.9 18.9
Old : 100.0: 16.3 11.0 1.0 69.8 69.2 87.1 81.1: 12.9 18.9
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 : 109: 13 16 8 60 62 78 81:
Old : 109: 13 16 8 60 62 78 81:
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 : 29.0 23.5 43.3 37.1 26.7 21.6 37.6 31.4
Old : 29.0 23.5 43.3 37.1 26.7 21.6 37.6 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 29, 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 : 4,818,506: 654,773 811,115 280,480 3,558,500 3,416,339 4,493,752 4,507,933: 324,754 310,572
Old : 4,818,506: 654,773 811,115 280,480 3,558,500 3,416,339 4,493,752 4,507,933: 324,754 310,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 39,382: 64,888 29,449 -33,522 43,679 23,887 75,045 19,814: -35,664 19,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.8 5.8 73.9 70.9 93.3 93.6: 6.7 6.4
Old : 100.0: 13.6 16.8 5.8 73.9 70.9 93.3 93.6: 6.7 6.4
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 : 331: 68 44 64 164 163 258 245:
Old : 331: 68 44 64 164 163 258 245:
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 : 32.0 23.1 45.1 34.5 21.2 17.8 33.1 26.6
Old : 32.0 23.1 45.1 34.5 21.2 17.8 33.1 26.6
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 29, 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 : 2,284,235: 531,217 339,306 450,832 1,261,544 1,446,426 2,243,593 2,236,564: 40,642 47,670
Old : 2,284,235: 531,217 339,306 450,832 1,261,544 1,446,426 2,243,593 2,236,564: 40,642 47,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 5,410: -22,626 6,152 4,210 19,025 -12,131 610 -1,770: 4,800 7,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.9 19.7 55.2 63.3 98.2 97.9: 1.8 2.1
Old : 100.0: 23.3 14.9 19.7 55.2 63.3 98.2 97.9: 1.8 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 : 171: 49 34 60 74 79 151 145:
Old : 171: 49 34 60 74 79 151 145:
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 : 33.9 24.6 48.7 40.0 24.0 14.8 31.3 22.1
Old : 33.9 24.6 48.7 40.0 24.0 14.8 31.3 22.1
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 29, 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 : 57,631: 25,207 5,029 1,738 22,568 42,947 49,512 49,714: 8,119 7,917
Old : 57,631: 25,207 5,029 1,738 22,568 42,947 49,512 49,714: 8,119 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 4,110: 1,067 781 564 2,191 2,238 3,822 3,582: 288 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.7 3.0 39.2 74.5 85.9 86.3: 14.1 13.7
Old : 100.0: 43.7 8.7 3.0 39.2 74.5 85.9 86.3: 14.1 13.7
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 : 103: 36 17 6 32 33 71 53:
Old : 103: 36 17 6 32 33 71 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 : 31.6 41.3 47.3 56.4 31.0 40.6 45.8 55.6
Old : 31.6 41.3 47.3 56.4 31.0 40.6 45.8 55.6
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 29, 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 : 115,261: 50,413 10,058 3,475 45,136 85,894 99,024 99,428: 16,237 15,834
Old : 115,261: 50,413 10,058 3,475 45,136 85,894 99,024 99,428: 16,237 15,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 8,220: 2,134 1,562 1,127 4,382 4,475 7,643 7,164: 577 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.7 3.0 39.2 74.5 85.9 86.3: 14.1 13.7
Old : 100.0: 43.7 8.7 3.0 39.2 74.5 85.9 86.3: 14.1 13.7
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 : 103: 36 17 6 32 33 71 53:
Old : 103: 36 17 6 32 33 71 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 : 31.6 41.3 47.3 56.4 31.0 40.6 45.8 55.6
Old : 31.6 41.3 47.3 56.4 31.0 40.6 45.8 55.6
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 29, 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 : 40,409: 1,422 448 398 36,128 37,932 37,948 38,778: 2,461 1,631
Old : 40,409: 1,422 448 398 36,128 37,932 37,948 38,778: 2,461 1,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 128: -1,426 -212 253 1,023 39 -150 80: 278 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.1 1.0 89.4 93.9 93.9 96.0: 6.1 4.0
Old : 100.0: 3.5 1.1 1.0 89.4 93.9 93.9 96.0: 6.1 4.0
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 : 27: 2 1 1 14 11 17 13:
Old : 27: 2 1 1 14 11 17 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 : 70.8 73.4 83.8 92.1 70.3 73.4 83.4 92.1
Old : 70.8 73.4 83.8 92.1 70.3 73.4 83.4 92.1
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, October 29, 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 : 18,572: 12,477 16,701 726 5,123 1,113 18,326 18,540: 246 32
Old : 18,572: 12,477 16,701 726 5,123 1,113 18,326 18,540: 246 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -2,056: -2,120 -2,067 38 0 -27 -2,082 -2,056: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 89.9 3.9 27.6 6.0 98.7 99.8: 1.3 0.2
Old : 100.0: 67.2 89.9 3.9 27.6 6.0 98.7 99.8: 1.3 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: 18 15 4 4 2 25 18:
Old : 37: 18 15 4 4 2 25 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 : 67.8 61.5 88.3 78.7 63.7 61.5 80.0 77.0
Old : 67.8 61.5 88.3 78.7 63.7 61.5 80.0 77.0
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 29, 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 : 75,274: 45,069 6,247 26,457 3,685 40,568 75,211 73,272: 63 2,002
Old : 75,274: 45,069 6,247 26,457 3,685 40,568 75,211 73,272: 63 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 2,257: -527 -256 1,869 945 724 2,287 2,337: -30 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 8.3 35.1 4.9 53.9 99.9 97.3: 0.1 2.7
Old : 100.0: 59.9 8.3 35.1 4.9 53.9 99.9 97.3: 0.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 8 3 4 15 12 24:
Old : 33: 6 8 3 4 15 12 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 : 96.7 82.2 99.6 90.0 61.8 50.4 64.7 56.2
Old : 96.7 82.2 99.6 90.0 61.8 50.4 64.7 56.2
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 29, 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 : 44,196: 24,767 3,051 16,664 2,743 22,587 44,174 42,302: 22 1,894
Old : 44,196: 24,767 3,051 16,664 2,743 22,587 44,174 42,302: 22 1,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 3,877: 1,657 143 2,223 0 1,658 3,880 4,024: -3 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.9 37.7 6.2 51.1 100.0 95.7: 0.0 4.3
Old : 100.0: 56.0 6.9 37.7 6.2 51.1 100.0 95.7: 0.0 4.3
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 : 22: 6 5 2 2 9 9 15:
Old : 22: 6 5 2 2 9 9 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 : 96.3 88.4 99.9 94.7 58.6 53.7 62.2 57.4
Old : 96.3 88.4 99.9 94.7 58.6 53.7 62.2 57.4
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, October 29, 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 : 50,928: 22,198 22,132 28,730 0 0 50,928 50,862: 0 66
Old : 50,928: 22,198 22,132 28,730 0 0 50,928 50,862: 0 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: -147: 65 94 -212 0 0 -147 -118: 0 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 43.5 56.4 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 43.6 43.5 56.4 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: 7 13 5 0 0 10 16:
Old : 21: 7 13 5 0 0 10 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 : 85.3 80.4 99.8 97.2 38.1 34.3 43.6 42.6
Old : 85.3 80.4 99.8 97.2 38.1 34.3 43.6 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019