WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 553,359: 127,401 97,176 216,648 178,259 191,635 522,308 505,459: 31,050 47,899
Old : 356,707: 122,769 111,026 100,136 112,291 115,077 335,195 326,238: 21,512 30,469
Other: 196,652: 64,281 45,800 56,863 65,969 76,558 187,113 179,221: 9,539 17,431
: : :
: : Changes in Commitments from: December 31, 2019 :
: 28,582: 8,200 8,538 19,444 2,036 1,174 29,680 29,157: -1,098 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.6 39.2 32.2 34.6 94.4 91.3: 5.6 8.7
Old : 100.0: 34.4 31.1 28.1 31.5 32.3 94.0 91.5: 6.0 8.5
Other: 100.0: 32.7 23.3 28.9 33.5 38.9 95.1 91.1: 4.9 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 131 116 139 88 127 299 318:
Old : 377: 137 102 110 80 115 266 281:
Other: 244: 63 70 57 49 91 154 183:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 9.3 16.7 16.1 6.4 6.3 10.5 10.6
Old : 9.3 11.1 16.0 19.3 6.8 10.1 12.5 16.5
Other: 19.1 16.1 30.9 26.5 17.4 12.7 26.4 19.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 16,829: 6,558 0 689 9,524 15,898 16,771 16,587: 58 242
Old : 14,638: 6,099 220 269 8,212 13,907 14,580 14,396: 58 242
Other: 2,191: 679 0 200 1,312 1,991 2,191 2,191: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -1,800: 240 0 61 -2,096 -1,716 -1,795 -1,655: -5 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.0 4.1 56.6 94.5 99.7 98.6: 0.3 1.4
Old : 100.0: 41.7 1.5 1.8 56.1 95.0 99.6 98.3: 0.4 1.7
Other: 100.0: 31.0 0.0 9.1 59.9 90.9 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 3 12 21 18 24:
Old : 27: 4 1 1 10 20 14 22:
Other: 11: 2 0 1 6 4 8 5:
:----------------------------------------------------------------------------------------------------
: 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 : 53.1 47.4 78.1 72.5 46.0 39.6 60.3 55.5
Old : 59.8 47.6 87.2 75.8 52.7 42.8 74.1 62.5
Other: 64.6 90.9 100.0 100.0 56.4 82.8 82.8 82.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 293,158: 62,285 55,523 95,911 105,422 122,069 263,619 273,503: 29,539 19,655
Old : 210,430: 61,658 63,926 55,286 73,064 77,877 190,007 197,088: 20,423 13,342
Other: 82,727: 30,476 21,446 10,776 32,359 44,192 73,611 76,415: 9,116 6,313
: : :
: : Changes in Commitments from: December 31, 2019 :
: 4,019: -1,864 -2,253 2,167 2,905 3,373 3,208 3,287: 810 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 18.9 32.7 36.0 41.6 89.9 93.3: 10.1 6.7
Old : 100.0: 29.3 30.4 26.3 34.7 37.0 90.3 93.7: 9.7 6.3
Other: 100.0: 36.8 25.9 13.0 39.1 53.4 89.0 92.4: 11.0 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 110 54 96 94 87 249 202:
Old : 280: 102 58 75 87 80 223 181:
Other: 186: 56 35 34 51 64 127 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 17.8 18.4 27.4 9.2 15.0 14.9 21.8
Old : 11.0 16.5 19.3 28.0 10.5 13.7 17.7 22.5
Other: 19.8 36.0 31.0 49.2 19.8 36.0 31.0 46.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,783,463: 247,857 272,230 501,998 724,497 811,731 1,474,353 1,585,959: 309,110 197,504
Old : 1,532,566: 234,721 301,462 399,226 619,708 686,121 1,253,656 1,386,810: 278,909 145,756
Other: 250,897: 85,271 42,903 30,636 104,789 125,609 220,697 199,149: 30,200 51,748
: : :
: : Changes in Commitments from: December 31, 2019 :
: 27,084: -3,528 -6,753 22,057 3,327 5,099 21,856 20,402: 5,228 6,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.3 28.1 40.6 45.5 82.7 88.9: 17.3 11.1
Old : 100.0: 15.3 19.7 26.0 40.4 44.8 81.8 90.5: 18.2 9.5
Other: 100.0: 34.0 17.1 12.2 41.8 50.1 88.0 79.4: 12.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 792: 183 123 188 396 381 665 615:
Old : 787: 172 140 167 388 371 645 594:
Other: 475: 79 56 50 131 283 230 371:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 7.5 14.4 13.8 5.9 5.1 9.7 9.1
Old : 9.1 8.6 15.9 15.4 7.6 6.0 12.1 10.4
Other: 19.1 23.0 28.8 30.7 18.4 21.3 27.1 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,721: 1,904 217 0 1,299 3,742 3,203 3,959: 1,518 762
Old : 4,452: 1,904 217 0 1,177 3,539 3,081 3,756: 1,371 696
Other: 269: 0 0 0 122 203 122 203: 147 66
: : :
: : Changes in Commitments from: December 31, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 4.6 0.0 27.5 79.3 67.8 83.9: 32.2 16.1
Old : 100.0: 42.8 4.9 0.0 26.4 79.5 69.2 84.4: 30.8 15.6
Other: 100.0: 0.0 0.0 0.0 45.4 75.5 45.4 75.5: 54.6 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 2 0 8 8 14 10:
Old : 20: 6 2 0 6 8 12 10:
Other: 8: 0 0 0 4 6 4 6:
:----------------------------------------------------------------------------------------------------
: 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 60.2 58.8 80.5 41.7 59.7 58.8 76.1
Old : 44.3 61.3 61.7 80.8 44.3 61.3 61.7 78.3
Other: 45.4 74.3 45.4 75.5 14.5 43.5 14.5 44.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 859,039: 117,555 96,557 255,540 419,537 434,740 792,632 786,837: 66,407 72,201
Old : 712,437: 111,768 113,899 175,914 366,742 366,365 654,425 656,179: 58,012 56,258
Other: 146,602: 38,822 15,694 46,590 52,795 68,374 138,207 130,659: 8,395 15,943
: : :
: : Changes in Commitments from: December 31, 2019 :
: 10,809: -3,670 -3,521 12,237 2,875 2,388 11,442 11,105: -633 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.2 29.7 48.8 50.6 92.3 91.6: 7.7 8.4
Old : 100.0: 15.7 16.0 24.7 51.5 51.4 91.9 92.1: 8.1 7.9
Other: 100.0: 26.5 10.7 31.8 36.0 46.6 94.3 89.1: 5.7 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 168 127 214 203 229 481 478:
Old : 574: 161 137 194 193 221 456 459:
Other: 322: 69 48 64 82 165 186 249:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 12.9 18.6 20.9 9.2 10.9 15.2 16.9
Old : 11.9 15.0 19.2 23.2 11.2 12.6 17.9 18.8
Other: 15.4 18.1 25.9 29.6 11.9 11.6 20.0 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 558,935: 162,325 32,354 130,872 225,944 365,302 519,140 528,527: 39,795 30,408
Old : 502,932: 160,856 37,592 116,209 190,981 321,270 468,046 475,071: 34,886 27,861
Other: 56,004: 11,208 4,501 4,924 34,963 44,032 51,094 53,457: 4,909 2,547
: : :
: : Changes in Commitments from: December 31, 2019 :
: 18,744: -285 3,146 6,019 7,342 1,327 13,076 10,492: 5,668 8,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.8 23.4 40.4 65.4 92.9 94.6: 7.1 5.4
Old : 100.0: 32.0 7.5 23.1 38.0 63.9 93.1 94.5: 6.9 5.5
Other: 100.0: 20.0 8.0 8.8 62.4 78.6 91.2 95.5: 8.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 132 65 119 99 89 297 227:
Old : 343: 135 68 115 97 86 293 221:
Other: 112: 31 20 21 41 28 83 59:
:----------------------------------------------------------------------------------------------------
: 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 29.5 17.6 38.9 10.5 28.2 16.4 37.4
Old : 11.2 30.5 18.0 38.9 11.1 29.3 16.9 37.6
Other: 29.8 32.9 45.7 53.4 29.8 32.4 45.3 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,180,992: 112,936 199,916 104,741 787,179 750,467 1,004,856 1,055,124: 176,136 125,867
Old : 1,180,992: 112,936 199,916 104,741 787,179 750,467 1,004,856 1,055,124: 176,136 125,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 8,095: 6,251 4,299 8,057 -9,170 7,005 5,138 19,361: 2,957 -11,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.9 8.9 66.7 63.5 85.1 89.3: 14.9 10.7
Old : 100.0: 9.6 16.9 8.9 66.7 63.5 85.1 89.3: 14.9 10.7
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 : 189: 36 25 41 100 99 154 147:
Old : 189: 36 25 41 100 99 154 147:
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 : 24.0 28.9 33.1 39.1 17.4 24.6 25.4 32.7
Old : 24.0 28.9 33.1 39.1 17.4 24.6 25.4 32.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,236,770: 60,531 497,971 9,055 1,010,026 641,693 1,079,612 1,148,719: 157,157 88,051
Old : 1,236,770: 60,531 497,971 9,055 1,010,026 641,693 1,079,612 1,148,719: 157,157 88,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -8,650: -20,307 -3,304 1,941 4,984 -10,214 -13,381 -11,577: 4,731 2,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 40.3 0.7 81.7 51.9 87.3 92.9: 12.7 7.1
Old : 100.0: 4.9 40.3 0.7 81.7 51.9 87.3 92.9: 12.7 7.1
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 : 146: 18 16 13 89 78 113 101:
Old : 146: 18 16 13 89 78 113 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 37.1 37.3 52.8 22.3 35.9 32.4 46.8
Old : 25.0 37.1 37.3 52.8 22.3 35.9 32.4 46.8
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 469,191: 82,425 92,315 87,932 250,904 259,943 421,262 440,190: 47,929 29,001
Old : 422,729: 82,370 94,499 76,148 220,398 225,235 378,916 395,881: 43,813 26,848
Other: 46,462: 6,608 4,368 5,232 30,506 34,709 42,346 44,309: 4,116 2,153
: : :
: : Changes in Commitments from: December 31, 2019 :
: 14,715: 3,332 7,895 1,608 6,974 2,831 11,914 12,335: 2,801 2,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.7 18.7 53.5 55.4 89.8 93.8: 10.2 6.2
Old : 100.0: 19.5 22.4 18.0 52.1 53.3 89.6 93.6: 10.4 6.4
Other: 100.0: 14.2 9.4 11.3 65.7 74.7 91.1 95.4: 8.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 83 82 90 119 91 255 222:
Old : 318: 86 83 85 118 88 250 218:
Other: 113: 19 21 20 56 28 91 56:
:----------------------------------------------------------------------------------------------------
: 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 24.4 17.9 33.5 10.7 22.5 15.9 30.5
Old : 12.7 25.6 19.0 34.1 11.7 23.9 17.9 31.4
Other: 24.2 38.1 37.9 55.5 23.9 35.8 34.5 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,326: 5,271 1,867 389 3,577 7,511 9,236 9,767: 2,089 1,559
Old : 11,166: 5,271 1,956 300 3,572 7,403 9,142 9,659: 2,023 1,507
Other: 160: 89 0 0 5 108 94 108: 66 52
: : :
: : Changes in Commitments from: December 31, 2019 :
: 324: 490 13 122 30 138 642 273: -318 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 16.5 3.4 31.6 66.3 81.6 86.2: 18.4 13.8
Old : 100.0: 47.2 17.5 2.7 32.0 66.3 81.9 86.5: 18.1 13.5
Other: 100.0: 55.6 0.0 0.0 3.1 67.5 58.8 67.5: 41.3 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 27 10 8 14 15 46 28:
Old : 60: 27 10 8 13 15 45 28:
Other: 6: 1 0 0 2 3 3 3:
:----------------------------------------------------------------------------------------------------
: 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 : 38.1 48.4 50.6 70.5 38.1 48.2 50.6 70.3
Old : 38.7 48.3 51.4 70.5 38.7 48.1 51.4 70.3
Other: 58.8 67.5 58.8 67.5 58.8 67.5 58.8 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,569,629: 784,046 1,115,640 67,932 2,530,110 2,276,026 3,382,089 3,459,598: 187,541 110,031
Old : 3,569,629: 784,046 1,115,640 67,932 2,530,110 2,276,026 3,382,089 3,459,598: 187,541 110,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -41,077: -11,342 -5,263 8,389 -54,103 -45,353 -57,056 -42,226: 15,979 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 31.3 1.9 70.9 63.8 94.7 96.9: 5.3 3.1
Old : 100.0: 22.0 31.3 1.9 70.9 63.8 94.7 96.9: 5.3 3.1
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 : 362: 66 48 41 192 144 282 209:
Old : 362: 66 48 41 192 144 282 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 33.3 37.9 51.3 23.1 32.3 35.6 50.0
Old : 23.6 33.3 37.9 51.3 23.1 32.3 35.6 50.0
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,516,669: 658,502 787,452 573,624 2,865,467 2,719,993 4,097,593 4,081,068: 419,076 435,600
Old : 4,516,669: 658,502 787,452 573,624 2,865,467 2,719,993 4,097,593 4,081,068: 419,076 435,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 340,702: 131,072 19,467 123,394 66,888 188,589 321,354 331,449: 19,348 9,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.4 12.7 63.4 60.2 90.7 90.4: 9.3 9.6
Old : 100.0: 14.6 17.4 12.7 63.4 60.2 90.7 90.4: 9.3 9.6
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 : 423: 71 87 90 226 204 346 332:
Old : 423: 71 87 90 226 204 346 332:
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 : 17.4 16.6 25.2 26.5 9.3 13.6 15.2 19.7
Old : 17.4 16.6 25.2 26.5 9.3 13.6 15.2 19.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 916,731: 105,750 128,351 7,073 686,717 604,037 799,540 739,461: 117,191 177,270
Old : 916,731: 105,750 128,351 7,073 686,717 604,037 799,540 739,461: 117,191 177,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -6,645: -15,265 3,761 1,519 197 -1,911 -13,549 3,369: 6,904 -10,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.0 0.8 74.9 65.9 87.2 80.7: 12.8 19.3
Old : 100.0: 11.5 14.0 0.8 74.9 65.9 87.2 80.7: 12.8 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 9 18 9 60 67 76 87:
Old : 112: 9 18 9 60 67 76 87:
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 : 29.3 20.3 47.0 33.3 28.5 19.8 41.9 30.4
Old : 29.3 20.3 47.0 33.3 28.5 19.8 41.9 30.4
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,508,782: 400,830 716,073 229,488 3,548,278 3,254,081 4,178,596 4,199,642: 330,185 309,140
Old : 4,508,782: 400,830 716,073 229,488 3,548,278 3,254,081 4,178,596 4,199,642: 330,185 309,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 22,595: -17,614 -14,064 11,469 -8,708 27,924 -14,853 25,329: 37,448 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.9 5.1 78.7 72.2 92.7 93.1: 7.3 6.9
Old : 100.0: 8.9 15.9 5.1 78.7 72.2 92.7 93.1: 7.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 51 57 50 157 156 237 234:
Old : 319: 51 57 50 157 156 237 234:
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 : 37.8 25.3 48.1 37.7 28.3 21.1 37.7 31.7
Old : 37.8 25.3 48.1 37.7 28.3 21.1 37.7 31.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,782,522: 513,315 147,677 360,112 866,582 1,241,443 1,740,009 1,749,233: 42,513 33,289
Old : 1,782,522: 513,315 147,677 360,112 866,582 1,241,443 1,740,009 1,749,233: 42,513 33,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -129,280: 29,329 -198 14,805 -166,847 -138,956 -122,714 -124,350: -6,566 -4,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.3 20.2 48.6 69.6 97.6 98.1: 2.4 1.9
Old : 100.0: 28.8 8.3 20.2 48.6 69.6 97.6 98.1: 2.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 39 26 40 65 62 126 107:
Old : 141: 39 26 40 65 62 126 107:
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 38.5 47.6 54.4 26.1 31.6 32.9 39.7
Old : 31.4 38.5 47.6 54.4 26.1 31.6 32.9 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 49,298: 20,314 8,728 956 19,319 31,233 40,589 40,917: 8,709 8,381
Old : 49,298: 20,314 8,728 956 19,319 31,233 40,589 40,917: 8,709 8,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -4,513: -3,470 -1,902 157 -1,583 -2,957 -4,896 -4,703: 383 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 17.7 1.9 39.2 63.4 82.3 83.0: 17.7 17.0
Old : 100.0: 41.2 17.7 1.9 39.2 63.4 82.3 83.0: 17.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 32 13 9 25 29 59 49:
Old : 91: 32 13 9 25 29 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 36.6 48.9 51.9 35.0 36.6 47.7 51.3
Old : 35.0 36.6 48.9 51.9 35.0 36.6 47.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,595: 40,628 17,456 1,912 38,638 62,466 81,178 81,834: 17,417 16,761
Old : 98,595: 40,628 17,456 1,912 38,638 62,466 81,178 81,834: 17,417 16,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -9,027: -6,939 -3,804 313 -3,166 -5,915 -9,792 -9,405: 765 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 17.7 1.9 39.2 63.4 82.3 83.0: 17.7 17.0
Old : 100.0: 41.2 17.7 1.9 39.2 63.4 82.3 83.0: 17.7 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 32 13 9 25 29 59 49:
Old : 91: 32 13 9 25 29 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 36.6 48.9 51.9 35.0 36.6 47.7 51.3
Old : 35.0 36.6 48.9 51.9 35.0 36.6 47.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 39,516: 2,890 786 0 34,972 37,638 37,862 38,424: 1,654 1,092
Old : 39,516: 2,890 786 0 34,972 37,638 37,862 38,424: 1,654 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 820: 171 -76 0 61 840 232 764: 588 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.0 0.0 88.5 95.2 95.8 97.2: 4.2 2.8
Old : 100.0: 7.3 2.0 0.0 88.5 95.2 95.8 97.2: 4.2 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 : 27: 3 2 0 13 11 16 13:
Old : 27: 3 2 0 13 11 16 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 : 68.6 70.1 87.1 94.3 68.4 70.1 86.8 94.3
Old : 68.6 70.1 87.1 94.3 68.4 70.1 86.8 94.3
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,156: 9,613 16,012 622 6,661 490 16,896 17,124: 260 32
Old : 17,156: 9,613 16,012 622 6,661 490 16,896 17,124: 260 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 1,830: 1,661 2,126 86 210 -402 1,957 1,810: -127 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 93.3 3.6 38.8 2.9 98.5 99.8: 1.5 0.2
Old : 100.0: 56.0 93.3 3.6 38.8 2.9 98.5 99.8: 1.5 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 : 39: 22 12 3 5 2 29 15:
Old : 39: 22 12 3 5 2 29 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 : 55.9 70.0 78.2 88.8 53.0 70.0 75.4 87.7
Old : 55.9 70.0 78.2 88.8 53.0 70.0 75.4 87.7
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 71,812: 18,597 6,066 30,384 22,794 33,265 71,775 69,715: 37 2,097
Old : 71,812: 18,597 6,066 30,384 22,794 33,265 71,775 69,715: 37 2,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 3,737: -2,971 7 5,022 1,695 246 3,746 5,275: -9 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.4 42.3 31.7 46.3 99.9 97.1: 0.1 2.9
Old : 100.0: 25.9 8.4 42.3 31.7 46.3 99.9 97.1: 0.1 2.9
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 : 29: 5 4 2 6 15 12 20:
Old : 29: 5 4 2 6 15 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.5 82.6 99.6 91.7 53.5 43.8 57.4 50.5
Old : 95.5 82.6 99.6 91.7 53.5 43.8 57.4 50.5
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,621: 10,475 2,160 6,514 1,632 8,452 18,621 17,126: 0 1,495
Old : 18,621: 10,475 2,160 6,514 1,632 8,452 18,621 17,126: 0 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: 2,118: 1,191 913 928 -1 603 2,118 2,444: 0 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 11.6 35.0 8.8 45.4 100.0 92.0: 0.0 8.0
Old : 100.0: 56.3 11.6 35.0 8.8 45.4 100.0 92.0: 0.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 6 2 1 12 6 19:
Old : 23: 4 6 2 1 12 6 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 : 98.6 69.8 100.0 84.0 64.2 41.0 65.0 51.2
Old : 98.6 69.8 100.0 84.0 64.2 41.0 65.0 51.2
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, January 07, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,677: 15,309 15,234 31,368 0 0 46,677 46,602: 0 75
Old : 46,677: 15,309 15,234 31,368 0 0 46,677 46,602: 0 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2019 :
: -966: 0 -7 -956 0 0 -956 -963: -10 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 32.6 67.2 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 32.8 32.6 67.2 0.0 0.0 100.0 99.8: 0.0 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 : 23: 5 17 5 0 0 8 20:
Old : 23: 5 17 5 0 0 8 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.0 80.5 100.0 93.0 32.1 22.5 32.8 29.3
Old : 91.0 80.5 100.0 93.0 32.1 22.5 32.8 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020