WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 634,249: 153,809 111,537 263,275 181,700 201,203 598,784 576,015: 35,465 58,234
Old : 364,005: 142,368 136,940 94,969 106,118 102,682 343,455 334,591: 20,550 29,414
Other: 270,244: 94,889 58,046 84,857 75,582 98,521 255,328 241,424: 14,915 28,820
: : :
: : Changes in Commitments from: February 4, 2020 :
: -15,889: -3,231 6,370 -11,934 -187 -11,991 -15,352 -17,555: -537 1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.6 41.5 28.6 31.7 94.4 90.8: 5.6 9.2
Old : 100.0: 39.1 37.6 26.1 29.2 28.2 94.4 91.9: 5.6 8.1
Other: 100.0: 35.1 21.5 31.4 28.0 36.5 94.5 89.3: 5.5 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 133 127 155 97 130 320 333:
Old : 378: 122 122 113 85 108 272 281:
Other: 278: 84 78 77 59 97 188 213:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.6 17.2 16.3 5.9 5.7 10.8 10.0
Old : 10.7 12.1 18.6 20.8 10.0 11.3 16.9 18.4
Other: 18.6 14.7 29.9 23.4 15.8 10.5 23.3 16.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 23,513: 9,367 0 983 12,856 22,332 23,205 23,314: 308 199
Old : 14,447: 7,305 520 115 6,913 13,723 14,333 14,358: 114 89
Other: 9,067: 2,582 0 348 5,943 8,609 8,873 8,957: 194 110
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,017: 660 -200 135 205 1,112 1,000 1,047: 17 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 0.0 4.2 54.7 95.0 98.7 99.2: 1.3 0.8
Old : 100.0: 50.6 3.6 0.8 47.8 95.0 99.2 99.4: 0.8 0.6
Other: 100.0: 28.5 0.0 3.8 65.5 95.0 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 0 4 14 21 22 25:
Old : 28: 4 2 2 12 20 17 23:
Other: 19: 5 0 2 8 11 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 55.7 55.8 77.4 75.9 53.0 49.8 67.2 62.7
Old : 65.4 54.5 92.2 77.9 63.5 51.3 82.0 71.0
Other: 64.1 78.4 84.2 91.6 63.0 77.6 79.1 86.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 318,010: 69,315 60,366 100,071 119,974 135,469 289,360 295,906: 28,650 22,104
Old : 200,276: 65,413 77,625 41,346 75,742 67,951 182,501 186,922: 17,775 13,354
Other: 117,734: 48,311 27,149 14,316 44,232 67,518 106,859 108,984: 10,875 8,750
: : :
: : Changes in Commitments from: February 4, 2020 :
: -13,628: -66 -1,089 -12,483 -1,781 639 -14,330 -12,934: 702 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 19.0 31.5 37.7 42.6 91.0 93.0: 9.0 7.0
Old : 100.0: 32.7 38.8 20.6 37.8 33.9 91.1 93.3: 8.9 6.7
Other: 100.0: 41.0 23.1 12.2 37.6 57.3 90.8 92.6: 9.2 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 93 60 99 102 93 246 210:
Old : 270: 90 59 63 90 83 207 179:
Other: 205: 54 47 41 64 75 146 138:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 17.9 20.0 28.0 9.0 15.3 15.3 22.0
Old : 11.7 17.7 21.3 29.0 10.6 17.6 18.2 26.1
Other: 21.4 33.0 32.6 43.7 20.5 32.4 31.1 40.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,868,556: 255,484 276,039 543,059 772,718 836,262 1,571,261 1,655,359: 297,295 213,196
Old : 1,522,829: 247,996 310,173 395,090 625,604 672,676 1,268,690 1,377,939: 254,139 144,890
Other: 345,726: 101,640 60,017 53,817 147,113 163,586 302,570 277,420: 43,156 68,306
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,261: -5,111 8,996 -3,747 8,764 -4,754 -94 495: 4,355 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.8 29.1 41.4 44.8 84.1 88.6: 15.9 11.4
Old : 100.0: 16.3 20.4 25.9 41.1 44.2 83.3 90.5: 16.7 9.5
Other: 100.0: 29.4 17.4 15.6 42.6 47.3 87.5 80.2: 12.5 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 169 149 207 382 368 663 629:
Old : 779: 174 148 179 370 348 635 591:
Other: 492: 77 73 65 151 276 263 382:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 8.0 15.0 14.3 5.9 4.8 10.0 8.4
Old : 9.6 8.5 16.6 15.3 7.1 5.9 12.4 10.8
Other: 18.1 20.8 28.5 28.2 17.5 18.9 26.0 25.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 5,890: 2,684 62 131 1,670 4,670 4,485 4,863: 1,405 1,027
Old : 5,046: 2,684 71 0 1,196 4,184 3,880 4,255: 1,166 791
Other: 843: 11 2 119 474 487 604 608: 239 236
: : :
: : Changes in Commitments from: February 4, 2020 :
: 189: 21 -27 9 154 175 184 157: 5 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 1.0 2.2 28.4 79.3 76.1 82.6: 23.9 17.4
Old : 100.0: 53.2 1.4 0.0 23.7 82.9 76.9 84.3: 23.1 15.7
Other: 100.0: 1.3 0.2 14.1 56.2 57.7 71.6 72.0: 28.4 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 2 2 10 14 22 17:
Old : 28: 11 2 0 7 12 18 14:
Other: 13: 1 1 2 7 9 9 11:
:----------------------------------------------------------------------------------------------------
: 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 : 43.5 52.1 58.7 71.4 33.8 46.1 46.6 57.5
Old : 43.6 55.6 60.5 75.7 38.8 50.3 51.6 66.0
Other: 61.7 47.2 71.4 70.4 40.7 35.3 41.1 41.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,048,773: 119,034 181,669 336,709 514,316 454,941 970,058 973,318: 78,715 75,455
Old : 818,719: 111,234 186,750 224,013 418,664 351,118 753,910 761,880: 64,809 56,839
Other: 230,054: 43,304 30,423 77,192 95,652 103,823 216,148 211,438: 13,906 18,616
: : :
: : Changes in Commitments from: February 4, 2020 :
: 28,350: 4,298 10,979 7,449 10,170 10,117 21,917 28,546: 6,433 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.3 32.1 49.0 43.4 92.5 92.8: 7.5 7.2
Old : 100.0: 13.6 22.8 27.4 51.1 42.9 92.1 93.1: 7.9 6.9
Other: 100.0: 18.8 13.2 33.6 41.6 45.1 94.0 91.9: 6.0 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 187 131 216 219 213 506 480:
Old : 588: 172 143 190 209 205 474 458:
Other: 348: 81 60 92 100 163 229 276:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 11.1 16.5 18.7 6.7 7.8 11.6 12.8
Old : 10.1 11.7 17.9 19.1 9.4 8.2 15.5 12.9
Other: 17.5 15.8 28.2 28.0 10.5 10.5 17.7 18.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 558,381: 102,980 39,903 163,761 253,161 325,284 519,902 528,948: 38,479 29,432
Old : 474,044: 97,297 53,159 134,993 212,205 261,641 444,495 449,793: 29,549 24,250
Other: 84,337: 22,356 3,416 12,096 40,956 63,643 75,408 79,155: 8,930 5,182
: : :
: : Changes in Commitments from: February 4, 2020 :
: -15,147: -8,772 4,881 -14,775 5,418 -4,098 -18,130 -13,993: 2,984 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.1 29.3 45.3 58.3 93.1 94.7: 6.9 5.3
Old : 100.0: 20.5 11.2 28.5 44.8 55.2 93.8 94.9: 6.2 5.1
Other: 100.0: 26.5 4.1 14.3 48.6 75.5 89.4 93.9: 10.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 106 67 122 108 96 278 243:
Old : 326: 104 72 116 104 93 269 236:
Other: 133: 40 20 37 51 37 108 81:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 23.2 15.1 31.8 8.4 20.8 13.7 28.3
Old : 9.2 21.9 15.6 30.2 8.7 19.7 14.2 26.4
Other: 24.2 33.0 37.2 50.1 23.9 31.6 36.7 47.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,552,634: 144,222 146,615 269,084 946,585 994,031 1,359,891 1,409,730: 192,742 142,904
Old : 1,552,634: 144,222 146,615 269,084 946,585 994,031 1,359,891 1,409,730: 192,742 142,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 60,044: -1,362 -36,593 37,139 29,303 64,983 65,081 65,529: -5,037 -5,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.4 17.3 61.0 64.0 87.6 90.8: 12.4 9.2
Old : 100.0: 9.3 9.4 17.3 61.0 64.0 87.6 90.8: 12.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 42 32 51 110 111 178 168:
Old : 212: 42 32 51 110 111 178 168:
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 : 19.8 20.6 29.4 34.3 12.5 16.4 18.8 23.9
Old : 19.8 20.6 29.4 34.3 12.5 16.4 18.8 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 1,237,183: 59,680 481,277 50,901 952,611 607,134 1,063,192 1,139,312: 173,990 97,871
Old : 1,237,183: 59,680 481,277 50,901 952,611 607,134 1,063,192 1,139,312: 173,990 97,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 36,297: 3,695 5,001 22,586 11,254 2,818 37,535 30,405: -1,238 5,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 38.9 4.1 77.0 49.1 85.9 92.1: 14.1 7.9
Old : 100.0: 4.8 38.9 4.1 77.0 49.1 85.9 92.1: 14.1 7.9
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 : 144: 16 24 15 93 72 116 104:
Old : 144: 16 24 15 93 72 116 104:
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 : 20.6 35.7 33.1 51.4 16.7 34.1 26.3 44.8
Old : 20.6 35.7 33.1 51.4 16.7 34.1 26.3 44.8
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, February 11, 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 : 535,353: 75,467 121,713 126,543 280,399 253,232 482,409 501,488: 52,943 33,865
Old : 453,869: 73,976 127,165 98,779 234,129 198,347 406,884 424,291: 46,985 29,579
Other: 81,484: 17,545 10,602 11,710 46,270 54,885 75,525 77,197: 5,958 4,286
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,700: 2,705 5,961 3,242 -468 -4,326 5,478 4,877: -778 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 22.7 23.6 52.4 47.3 90.1 93.7: 9.9 6.3
Old : 100.0: 16.3 28.0 21.8 51.6 43.7 89.6 93.5: 10.4 6.5
Other: 100.0: 21.5 13.0 14.4 56.8 67.4 92.7 94.7: 7.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 76 100 105 123 99 273 248:
Old : 332: 82 101 99 120 96 263 245:
Other: 140: 32 27 27 63 38 114 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 19.5 17.5 26.4 9.4 16.6 14.3 21.2
Old : 10.8 17.8 17.8 24.8 10.0 14.7 15.7 20.0
Other: 27.4 35.3 40.1 57.0 25.8 33.9 36.8 53.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 15,141: 6,486 2,339 1,283 4,951 9,632 12,720 13,254: 2,421 1,887
Old : 13,797: 6,382 2,489 1,048 4,103 8,575 11,533 12,113: 2,264 1,684
Other: 1,344: 255 0 84 848 1,057 1,187 1,141: 157 203
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,234: 638 174 194 492 965 1,325 1,333: -91 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 15.4 8.5 32.7 63.6 84.0 87.5: 16.0 12.5
Old : 100.0: 46.3 18.0 7.6 29.7 62.2 83.6 87.8: 16.4 12.2
Other: 100.0: 19.0 0.0 6.3 63.1 78.6 88.3 84.9: 11.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 29 12 11 18 17 54 34:
Old : 67: 27 15 11 18 17 54 34:
Other: 19: 6 0 2 6 9 12 11:
:----------------------------------------------------------------------------------------------------
: 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 38.5 43.7 59.2 27.2 36.6 39.8 55.8
Old : 29.9 37.6 44.2 58.7 29.9 35.5 43.8 55.1
Other: 69.5 70.9 86.2 81.8 58.1 63.6 70.2 67.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 4,024,863: 871,196 1,082,809 234,588 2,723,313 2,603,086 3,829,097 3,920,483: 195,767 104,381
Old : 4,024,863: 871,196 1,082,809 234,588 2,723,313 2,603,086 3,829,097 3,920,483: 195,767 104,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 114,178: -31,629 74,518 82,831 61,234 -40,512 112,436 116,837: 1,742 -2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 26.9 5.8 67.7 64.7 95.1 97.4: 4.9 2.6
Old : 100.0: 21.6 26.9 5.8 67.7 64.7 95.1 97.4: 4.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 78 45 53 202 142 305 215:
Old : 371: 78 45 53 202 142 305 215:
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 : 22.7 30.4 34.5 47.7 22.5 28.6 32.5 44.0
Old : 22.7 30.4 34.5 47.7 22.5 28.6 32.5 44.0
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, February 11, 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 : 5,318,536: 569,438 855,742 865,563 3,415,617 3,113,887 4,850,618 4,835,192: 467,918 483,344
Old : 5,318,536: 569,438 855,742 865,563 3,415,617 3,113,887 4,850,618 4,835,192: 467,918 483,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 133,085: -3,341 41,183 15,026 120,506 62,207 132,191 118,416: 894 14,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.1 16.3 64.2 58.5 91.2 90.9: 8.8 9.1
Old : 100.0: 10.7 16.1 16.3 64.2 58.5 91.2 90.9: 8.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 442: 87 79 96 247 216 379 346:
Old : 442: 87 79 96 247 216 379 346:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 16.0 24.5 24.8 6.9 10.7 11.4 16.7
Old : 16.6 16.0 24.5 24.8 6.9 10.7 11.4 16.7
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, February 11, 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 : 937,254: 90,919 156,201 15,328 706,503 584,442 812,750 755,971: 124,504 181,283
Old : 937,254: 90,919 156,201 15,328 706,503 584,442 812,750 755,971: 124,504 181,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,741: 5,965 6,672 3,957 -6,442 -7,097 3,480 3,532: -739 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.7 1.6 75.4 62.4 86.7 80.7: 13.3 19.3
Old : 100.0: 9.7 16.7 1.6 75.4 62.4 86.7 80.7: 13.3 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 10 19 12 63 64 80 88:
Old : 112: 10 19 12 63 64 80 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 23.6 45.6 34.6 26.1 22.3 38.3 31.7
Old : 28.4 23.6 45.6 34.6 26.1 22.3 38.3 31.7
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, February 11, 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 : 5,027,613: 520,334 698,641 431,352 3,739,247 3,582,291 4,690,934 4,712,284: 336,679 315,329
Old : 5,027,613: 520,334 698,641 431,352 3,739,247 3,582,291 4,690,934 4,712,284: 336,679 315,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 57,487: 14,399 -6,991 60,336 -3,571 19,534 71,164 72,879: -13,677 -15,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.9 8.6 74.4 71.3 93.3 93.7: 6.7 6.3
Old : 100.0: 10.3 13.9 8.6 74.4 71.3 93.3 93.7: 6.7 6.3
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 : 347: 58 57 62 186 172 278 257:
Old : 347: 58 57 62 186 172 278 257:
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 : 31.5 24.1 40.8 35.0 22.7 20.3 31.3 29.7
Old : 31.5 24.1 40.8 35.0 22.7 20.3 31.3 29.7
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, February 11, 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 : 1,749,728: 455,797 151,563 377,711 875,342 1,183,561 1,708,850 1,712,836: 40,878 36,892
Old : 1,749,728: 455,797 151,563 377,711 875,342 1,183,561 1,708,850 1,712,836: 40,878 36,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 86,021: 25,671 37,624 18,181 38,479 23,895 82,332 79,700: 3,689 6,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.7 21.6 50.0 67.6 97.7 97.9: 2.3 2.1
Old : 100.0: 26.0 8.7 21.6 50.0 67.6 97.7 97.9: 2.3 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 : 142: 41 23 41 69 66 127 115:
Old : 142: 41 23 41 69 66 127 115:
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 36.7 42.5 54.0 23.7 26.3 29.4 35.3
Old : 29.0 36.7 42.5 54.0 23.7 26.3 29.4 35.3
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, February 11, 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 : 51,485: 19,042 4,368 4,682 18,620 33,584 42,343 42,634: 9,141 8,851
Old : 51,485: 19,042 4,368 4,682 18,620 33,584 42,343 42,634: 9,141 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -61: -5,151 -877 3,243 1,671 -2,692 -237 -327: 176 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.5 9.1 36.2 65.2 82.2 82.8: 17.8 17.2
Old : 100.0: 37.0 8.5 9.1 36.2 65.2 82.2 82.8: 17.8 17.2
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 : 92: 31 15 9 27 27 61 48:
Old : 92: 31 15 9 27 27 61 48:
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 : 35.6 30.2 49.9 47.6 30.8 30.2 42.8 46.8
Old : 35.6 30.2 49.9 47.6 30.8 30.2 42.8 46.8
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, February 11, 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 : 102,969: 38,083 8,736 9,364 37,240 67,167 84,686 85,267: 18,283 17,702
Old : 102,969: 38,083 8,736 9,364 37,240 67,167 84,686 85,267: 18,283 17,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -123: -10,302 -1,753 6,485 3,343 -5,385 -474 -653: 352 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.5 9.1 36.2 65.2 82.2 82.8: 17.8 17.2
Old : 100.0: 37.0 8.5 9.1 36.2 65.2 82.2 82.8: 17.8 17.2
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 : 92: 31 15 9 27 27 61 48:
Old : 92: 31 15 9 27 27 61 48:
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 : 35.6 30.2 49.9 47.6 30.8 30.2 42.8 46.8
Old : 35.6 30.2 49.9 47.6 30.8 30.2 42.8 46.8
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, February 11, 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 : 40,576: 2,411 1,055 0 35,834 37,941 38,245 38,996: 2,331 1,580
Old : 40,576: 2,411 1,055 0 35,834 37,941 38,245 38,996: 2,331 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 642: 347 -3 0 1,300 449 1,647 446: -1,005 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.6 0.0 88.3 93.5 94.3 96.1: 5.7 3.9
Old : 100.0: 5.9 2.6 0.0 88.3 93.5 94.3 96.1: 5.7 3.9
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 : 28: 3 3 0 13 11 16 14:
Old : 28: 3 3 0 13 11 16 14:
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 : 71.7 73.3 84.7 91.4 71.5 73.3 84.3 91.4
Old : 71.7 73.3 84.7 91.4 71.5 73.3 84.3 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 20,019: 12,058 18,054 556 7,073 1,300 19,687 19,910: 332 109
Old : 20,019: 12,058 18,054 556 7,073 1,300 19,687 19,910: 332 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 811: 797 880 -95 47 0 749 785: 62 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 90.2 2.8 35.3 6.5 98.3 99.5: 1.7 0.5
Old : 100.0: 60.2 90.2 2.8 35.3 6.5 98.3 99.5: 1.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 16 3 5 2 29 19:
Old : 43: 22 16 3 5 2 29 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 : 61.5 54.0 81.9 76.7 60.3 54.0 76.6 75.6
Old : 61.5 54.0 81.9 76.7 60.3 54.0 76.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 93,703: 28,552 7,735 38,373 26,755 45,476 93,680 91,584: 23 2,119
Old : 93,703: 28,552 7,735 38,373 26,755 45,476 93,680 91,584: 23 2,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,159: -1,624 -316 3,129 656 -575 2,161 2,238: -2 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.3 41.0 28.6 48.5 100.0 97.7: 0.0 2.3
Old : 100.0: 30.5 8.3 41.0 28.6 48.5 100.0 97.7: 0.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 5 2 6 16 11 22:
Old : 30: 4 5 2 6 16 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.2 85.7 99.9 93.1 55.3 47.5 58.9 52.9
Old : 96.2 85.7 99.9 93.1 55.3 47.5 58.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 32,227: 17,400 1,921 14,825 0 14,083 32,225 30,829: 2 1,398
Old : 32,227: 17,400 1,921 14,825 0 14,083 32,225 30,829: 2 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,281: 2,480 100 814 0 2,542 3,294 3,456: -13 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 6.0 46.0 0.0 43.7 100.0 95.7: 0.0 4.3
Old : 100.0: 54.0 6.0 46.0 0.0 43.7 100.0 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: 5 5 2 0 12 6 18:
Old : 22: 5 5 2 0 12 6 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 : 99.1 83.6 100.0 92.1 53.5 42.3 54.0 47.1
Old : 99.1 83.6 100.0 92.1 53.5 42.3 54.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,125: 680 697 35 1,110 1,063 1,825 1,795: 300 330
Old : 2,125: 680 697 35 1,110 1,063 1,825 1,795: 300 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.8 1.6 52.2 50.0 85.9 84.5: 14.1 15.5
Old : 100.0: 32.0 32.8 1.6 52.2 50.0 85.9 84.5: 14.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 2 9 5 15 11:
Old : 20: 4 6 2 9 5 15 11:
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 : 48.2 55.1 74.4 78.5 46.8 47.9 68.0 67.0
Old : 48.2 55.1 74.4 78.5 46.8 47.9 68.0 67.0
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, February 11, 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 : 44,589: 15,849 15,734 28,725 0 0 44,574 44,459: 15 130
Old : 44,589: 15,849 15,734 28,725 0 0 44,574 44,459: 15 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -114: 897 873 -1,001 0 0 -104 -128: -10 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.3 64.4 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 35.5 35.3 64.4 0.0 0.0 100.0 99.7: 0.0 0.3
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 : 23: 8 14 5 0 0 10 18:
Old : 23: 8 14 5 0 0 10 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 : 88.8 82.6 99.3 93.7 31.6 25.9 35.5 33.5
Old : 88.8 82.6 99.3 93.7 31.6 25.9 35.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020