WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 557,399: 146,152 105,717 220,232 158,555 178,032 524,938 503,980: 32,461 53,419
Old : 264,421: 125,439 118,949 46,538 76,475 76,221 248,452 241,708: 15,970 22,713
Other: 292,978: 99,499 65,554 94,908 82,080 101,810 276,486 262,272: 16,491 30,706
: : :
: : Changes in Commitments from: February 18, 2020 :
: -90,098: -18,114 1,753 -47,336 -20,411 -38,898 -85,861 -84,481: -4,237 -5,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.0 39.5 28.4 31.9 94.2 90.4: 5.8 9.6
Old : 100.0: 47.4 45.0 17.6 28.9 28.8 94.0 91.4: 6.0 8.6
Other: 100.0: 34.0 22.4 32.4 28.0 34.8 94.4 89.5: 5.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 120 123 149 89 125 303 318:
Old : 348: 113 107 93 72 97 238 248:
Other: 296: 92 78 81 67 101 205 223:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 10.3 18.0 18.0 6.5 7.0 11.9 11.7
Old : 12.9 14.7 22.1 25.4 12.4 14.5 21.5 24.1
Other: 16.7 13.5 27.9 21.5 13.2 8.3 20.2 14.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 25,590: 9,953 250 855 14,400 24,235 25,209 25,341: 381 249
Old : 14,802: 6,800 520 100 7,762 14,092 14,663 14,713: 139 89
Other: 10,788: 3,673 250 235 6,638 10,143 10,546 10,628: 242 160
: : :
: : Changes in Commitments from: February 18, 2020 :
: 986: 161 150 -9 959 875 1,111 1,016: -125 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 1.0 3.3 56.3 94.7 98.5 99.0: 1.5 1.0
Old : 100.0: 45.9 3.5 0.7 52.4 95.2 99.1 99.4: 0.9 0.6
Other: 100.0: 34.0 2.3 2.2 61.5 94.0 97.8 98.5: 2.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 1 4 13 23 21 28:
Old : 25: 2 2 2 9 20 12 23:
Other: 23: 7 1 2 8 14 15 17:
:----------------------------------------------------------------------------------------------------
: 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 : 57.3 51.9 80.4 74.9 50.5 48.5 65.0 61.7
Old : 74.9 50.6 98.3 77.5 72.9 48.2 85.0 71.0
Other: 59.2 76.3 80.4 86.4 56.4 76.3 75.5 84.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 285,634: 65,266 60,416 81,524 112,425 120,398 259,215 262,338: 26,419 23,296
Old : 157,225: 58,631 72,744 20,409 63,919 52,102 142,960 145,255: 14,265 11,970
Other: 128,409: 49,475 30,512 18,275 48,506 68,296 116,255 117,083: 12,154 11,326
: : :
: : Changes in Commitments from: February 18, 2020 :
: -27,790: -7,215 431 -16,543 -2,581 -12,186 -26,339 -28,298: -1,451 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 21.2 28.5 39.4 42.2 90.8 91.8: 9.2 8.2
Old : 100.0: 37.3 46.3 13.0 40.7 33.1 90.9 92.4: 9.1 7.6
Other: 100.0: 38.5 23.8 14.2 37.8 53.2 90.5 91.2: 9.5 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 81 54 83 88 91 215 193:
Old : 236: 71 56 40 73 70 164 146:
Other: 200: 56 40 41 64 76 146 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 18.7 20.4 29.4 10.2 15.8 17.7 23.3
Old : 15.5 20.4 26.3 31.4 14.6 20.2 25.5 30.3
Other: 18.0 31.3 29.1 42.9 17.4 30.5 28.0 38.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 1,815,443: 285,280 335,320 480,011 764,012 782,527 1,529,303 1,597,858: 286,140 217,585
Old : 1,430,734: 288,176 367,579 309,876 598,166 614,415 1,196,219 1,291,870: 234,516 138,864
Other: 384,709: 114,477 85,114 52,761 165,846 168,112 333,085 305,988: 51,625 78,721
: : :
: : Changes in Commitments from: February 18, 2020 :
: -85,840: 11,150 45,004 -65,491 -19,196 -68,660 -73,536 -89,147: -12,303 3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.5 26.4 42.1 43.1 84.2 88.0: 15.8 12.0
Old : 100.0: 20.1 25.7 21.7 41.8 42.9 83.6 90.3: 16.4 9.7
Other: 100.0: 29.8 22.1 13.7 43.1 43.7 86.6 79.5: 13.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 158 155 192 365 341 626 603:
Old : 748: 162 152 160 353 320 596 561:
Other: 477: 69 84 67 166 262 272 379:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.7 8.6 13.9 14.5 6.4 5.0 11.0 9.2
Old : 9.3 9.5 16.5 15.5 8.5 6.3 14.2 11.6
Other: 17.5 19.7 27.1 27.6 16.8 18.4 25.6 25.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 5,038: 2,354 10 151 1,248 4,019 3,754 4,180: 1,285 858
Old : 3,809: 2,346 16 0 529 3,236 2,875 3,252: 934 557
Other: 1,229: 14 0 145 719 783 879 928: 351 301
: : :
: : Changes in Commitments from: February 18, 2020 :
: -971: -122 6 1 -624 -818 -745 -811: -226 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 0.2 3.0 24.8 79.8 74.5 83.0: 25.5 17.0
Old : 100.0: 61.6 0.4 0.0 13.9 85.0 75.5 85.4: 24.5 14.6
Other: 100.0: 1.2 0.0 11.8 58.5 63.7 71.5 75.5: 28.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 2 11 15 22 17:
Old : 25: 9 1 0 5 12 14 13:
Other: 17: 2 1 2 9 13 12 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 54.9 55.5 69.7 38.1 51.0 52.3 63.5
Old : 48.6 62.0 64.5 80.1 48.6 61.1 64.5 79.0
Other: 52.7 42.8 70.1 61.2 31.6 27.0 34.7 38.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 932,765: 128,427 176,437 267,486 462,508 418,145 858,421 862,067: 74,344 70,698
Old : 659,557: 122,665 178,627 137,012 342,389 294,130 602,066 609,770: 57,491 49,788
Other: 273,207: 47,326 39,373 88,909 120,119 124,015 256,355 252,297: 16,853 20,910
: : :
: : Changes in Commitments from: February 18, 2020 :
: -93,313: 7,742 -657 -49,407 -47,200 -42,696 -88,865 -92,760: -4,448 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 18.9 28.7 49.6 44.8 92.0 92.4: 8.0 7.6
Old : 100.0: 18.6 27.1 20.8 51.9 44.6 91.3 92.5: 8.7 7.5
Other: 100.0: 17.3 14.4 32.5 44.0 45.4 93.8 92.3: 6.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 169 137 215 209 206 489 471:
Old : 563: 159 139 180 193 191 442 434:
Other: 369: 87 73 97 106 163 252 284:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 11.4 18.3 18.5 7.2 7.9 12.4 13.4
Old : 12.4 11.6 19.9 19.1 11.1 8.8 18.0 14.6
Other: 17.8 15.5 27.8 27.2 10.3 10.9 16.6 18.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 535,217: 87,239 50,537 156,780 255,351 294,705 499,370 502,023: 35,848 33,194
Old : 435,095: 82,599 66,124 121,358 205,130 220,851 409,087 408,334: 26,009 26,762
Other: 100,122: 26,109 5,882 13,953 50,221 73,854 90,283 93,689: 9,839 6,433
: : :
: : Changes in Commitments from: February 18, 2020 :
: -26,555: -10,604 3,099 -14,724 -581 -17,552 -25,909 -29,177: -645 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 9.4 29.3 47.7 55.1 93.3 93.8: 6.7 6.2
Old : 100.0: 19.0 15.2 27.9 47.1 50.8 94.0 93.8: 6.0 6.2
Other: 100.0: 26.1 5.9 13.9 50.2 73.8 90.2 93.6: 9.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 93 72 114 108 93 268 237:
Old : 318: 92 80 107 104 86 259 225:
Other: 149: 47 24 37 55 41 120 88:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 20.7 16.3 29.7 8.4 18.8 13.7 26.3
Old : 9.9 20.2 16.9 28.9 9.3 17.5 15.2 24.4
Other: 21.1 34.9 35.1 49.3 20.9 33.2 34.8 45.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 1,749,498: 132,648 171,355 435,315 972,699 971,212 1,540,662 1,577,882: 208,836 171,616
Old : 1,749,498: 132,648 171,355 435,315 972,699 971,212 1,540,662 1,577,882: 208,836 171,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 131,918: -8,306 22,243 124,824 13,804 -39,805 130,322 107,262: 1,596 24,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.8 24.9 55.6 55.5 88.1 90.2: 11.9 9.8
Old : 100.0: 7.6 9.8 24.9 55.6 55.5 88.1 90.2: 11.9 9.8
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 : 201: 39 28 52 108 109 172 166:
Old : 201: 39 28 52 108 109 172 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 27.8 36.1 40.3 13.3 14.7 18.8 21.2
Old : 28.5 27.8 36.1 40.3 13.3 14.7 18.8 21.2
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 25, 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 : 1,308,445: 62,074 451,608 81,649 976,860 664,662 1,120,583 1,197,919: 187,862 110,526
Old : 1,308,445: 62,074 451,608 81,649 976,860 664,662 1,120,583 1,197,919: 187,862 110,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 37,322: 4,027 -32,119 22,604 -154 33,278 26,476 23,763: 10,846 13,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 34.5 6.2 74.7 50.8 85.6 91.6: 14.4 8.4
Old : 100.0: 4.7 34.5 6.2 74.7 50.8 85.6 91.6: 14.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 16 25 19 91 74 120 105:
Old : 144: 16 25 19 91 74 120 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 34.6 34.5 49.6 15.5 31.2 24.6 42.0
Old : 21.5 34.6 34.5 49.6 15.5 31.2 24.6 42.0
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 25, 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 : 530,638: 73,044 131,253 128,194 276,259 236,726 477,497 496,172: 53,141 34,466
Old : 428,191: 72,984 138,603 90,803 219,459 169,419 383,246 398,825: 44,945 29,366
Other: 102,446: 21,233 13,822 16,218 56,800 67,307 94,251 97,347: 8,196 5,099
: : :
: : Changes in Commitments from: February 18, 2020 :
: -7,622: -4,230 4,842 584 -5,241 -13,598 -8,887 -8,173: 1,265 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 24.7 24.2 52.1 44.6 90.0 93.5: 10.0 6.5
Old : 100.0: 17.0 32.4 21.2 51.3 39.6 89.5 93.1: 10.5 6.9
Other: 100.0: 20.7 13.5 15.8 55.4 65.7 92.0 95.0: 8.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 73 96 103 126 94 267 245:
Old : 325: 79 98 89 121 86 251 233:
Other: 158: 36 34 34 70 43 129 92:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 18.1 18.4 24.9 9.3 16.6 14.3 21.4
Old : 12.3 16.2 19.1 22.6 11.3 14.4 17.8 19.8
Other: 24.9 34.3 37.7 54.6 24.2 32.8 35.9 52.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 14,353: 6,257 2,128 909 5,121 9,072 12,287 12,109: 2,066 2,244
Old : 12,874: 6,197 2,303 624 4,216 7,907 11,038 10,833: 1,837 2,041
Other: 1,479: 236 2 108 904 1,166 1,249 1,276: 230 203
: : :
: : Changes in Commitments from: February 18, 2020 :
: -412: 278 24 -350 103 -141 31 -467: -442 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 14.8 6.3 35.7 63.2 85.6 84.4: 14.4 15.6
Old : 100.0: 48.1 17.9 4.8 32.8 61.4 85.7 84.1: 14.3 15.9
Other: 100.0: 16.0 0.1 7.3 61.2 78.8 84.5 86.3: 15.5 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 31 8 9 17 18 51 32:
Old : 62: 30 9 8 15 18 48 32:
Other: 23: 5 2 4 6 11 12 16:
:----------------------------------------------------------------------------------------------------
: 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 : 34.0 36.2 50.8 56.6 31.9 34.0 46.2 53.5
Old : 35.5 35.2 52.0 57.6 35.5 33.0 51.2 54.4
Other: 65.4 69.2 81.9 80.1 57.5 63.4 68.7 69.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 3,618,290: 784,153 886,794 141,464 2,456,500 2,439,561 3,382,117 3,467,819: 236,173 150,472
Old : 3,618,290: 784,153 886,794 141,464 2,456,500 2,439,561 3,382,117 3,467,819: 236,173 150,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -364,343: -69,669 -173,215 -84,008 -249,852 -154,319 -403,530 -411,542: 39,187 47,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.5 3.9 67.9 67.4 93.5 95.8: 6.5 4.2
Old : 100.0: 21.7 24.5 3.9 67.9 67.4 93.5 95.8: 6.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 74 47 53 196 152 296 226:
Old : 362: 74 47 53 196 152 296 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.1 32.5 45.3 20.7 27.3 29.9 41.4
Old : 21.1 29.1 32.5 45.3 20.7 27.3 29.9 41.4
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 25, 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 : 5,230,576: 627,457 821,520 804,124 3,236,759 3,055,894 4,668,340 4,681,538: 562,236 549,037
Old : 5,230,576: 627,457 821,520 804,124 3,236,759 3,055,894 4,668,340 4,681,538: 562,236 549,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -175,564: -37,689 -71,451 -37,568 -182,292 -148,736 -257,549 -257,755: 81,986 82,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.7 15.4 61.9 58.4 89.3 89.5: 10.7 10.5
Old : 100.0: 12.0 15.7 15.4 61.9 58.4 89.3 89.5: 10.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 83 73 101 230 207 364 332:
Old : 417: 83 73 101 230 207 364 332:
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 : 14.1 14.4 21.0 22.6 6.1 9.8 10.9 15.3
Old : 14.1 14.4 21.0 22.6 6.1 9.8 10.9 15.3
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 25, 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 : 1,030,102: 77,829 158,217 18,795 783,422 584,618 880,046 761,629: 150,056 268,473
Old : 1,030,102: 77,829 158,217 18,795 783,422 584,618 880,046 761,629: 150,056 268,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 73,725: -11,605 -4,284 4,312 58,403 -15,041 51,110 -15,014: 22,615 88,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.4 1.8 76.1 56.8 85.4 73.9: 14.6 26.1
Old : 100.0: 7.6 15.4 1.8 76.1 56.8 85.4 73.9: 14.6 26.1
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 : 115: 9 21 16 63 69 84 94:
Old : 115: 9 21 16 63 69 84 94:
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 : 31.9 22.0 47.0 32.0 28.8 20.4 40.5 29.1
Old : 31.9 22.0 47.0 32.0 28.8 20.4 40.5 29.1
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 25, 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 : 5,174,276: 536,274 701,643 447,666 3,802,397 3,593,358 4,786,337 4,742,667: 387,939 431,609
Old : 5,174,276: 536,274 701,643 447,666 3,802,397 3,593,358 4,786,337 4,742,667: 387,939 431,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 23,495: 13,554 -25,974 -57,997 34,783 -9,383 -9,659 -93,353: 33,155 116,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.6 8.7 73.5 69.4 92.5 91.7: 7.5 8.3
Old : 100.0: 10.4 13.6 8.7 73.5 69.4 92.5 91.7: 7.5 8.3
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 : 321: 65 43 61 171 161 263 238:
Old : 321: 65 43 61 171 161 263 238:
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 : 29.4 24.7 39.9 36.1 20.7 21.6 30.3 29.4
Old : 29.4 24.7 39.9 36.1 20.7 21.6 30.3 29.4
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 25, 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 : 2,102,008: 591,377 258,224 451,327 1,003,234 1,347,620 2,045,938 2,057,171: 56,070 44,837
Old : 2,102,008: 591,377 258,224 451,327 1,003,234 1,347,620 2,045,938 2,057,171: 56,070 44,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 205,098: 104,596 71,699 40,303 46,906 84,915 191,805 196,917: 13,292 8,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.3 21.5 47.7 64.1 97.3 97.9: 2.7 2.1
Old : 100.0: 28.1 12.3 21.5 47.7 64.1 97.3 97.9: 2.7 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 : 154: 40 33 51 65 73 133 131:
Old : 154: 40 33 51 65 73 133 131:
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 : 31.1 34.1 43.9 50.2 25.4 23.4 31.7 33.3
Old : 31.1 34.1 43.9 50.2 25.4 23.4 31.7 33.3
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 25, 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 : 51,159: 18,296 5,153 3,795 18,858 35,622 40,949 44,571: 10,211 6,589
Old : 51,159: 18,296 5,153 3,795 18,858 35,622 40,949 44,571: 10,211 6,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -853: -343 235 -1,778 215 3,141 -1,906 1,598: 1,052 -2,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.1 7.4 36.9 69.6 80.0 87.1: 20.0 12.9
Old : 100.0: 35.8 10.1 7.4 36.9 69.6 80.0 87.1: 20.0 12.9
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 : 96: 35 14 11 27 31 64 54:
Old : 96: 35 14 11 27 31 64 54:
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 : 36.5 31.5 49.8 49.7 32.0 31.3 43.6 49.5
Old : 36.5 31.5 49.8 49.7 32.0 31.3 43.6 49.5
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 25, 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 : 102,319: 36,591 10,306 7,591 37,715 71,245 81,897 89,142: 20,422 13,177
Old : 102,319: 36,591 10,306 7,591 37,715 71,245 81,897 89,142: 20,422 13,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,707: -686 469 -3,555 429 6,282 -3,812 3,196: 2,105 -4,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.1 7.4 36.9 69.6 80.0 87.1: 20.0 12.9
Old : 100.0: 35.8 10.1 7.4 36.9 69.6 80.0 87.1: 20.0 12.9
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 : 96: 35 14 11 27 31 64 54:
Old : 96: 35 14 11 27 31 64 54:
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 : 36.5 31.5 49.8 49.7 32.0 31.3 43.6 49.5
Old : 36.5 31.5 49.8 49.7 32.0 31.3 43.6 49.5
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 25, 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 : 42,875: 2,757 2,202 0 37,733 38,928 40,490 41,130: 2,385 1,745
Old : 42,875: 2,757 2,202 0 37,733 38,928 40,490 41,130: 2,385 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 412: 27 354 0 123 -128 150 226: 262 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.1 0.0 88.0 90.8 94.4 95.9: 5.6 4.1
Old : 100.0: 6.4 5.1 0.0 88.0 90.8 94.4 95.9: 5.6 4.1
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 : 31: 3 4 0 15 11 18 15:
Old : 31: 3 4 0 15 11 18 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 : 70.1 71.6 83.0 89.4 69.9 71.6 82.5 89.4
Old : 70.1 71.6 83.0 89.4 69.9 71.6 82.5 89.4
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 25, 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 : 21,052: 11,925 20,145 606 8,227 249 20,758 21,000: 294 52
Old : 21,052: 11,925 20,145 606 8,227 249 20,758 21,000: 294 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -3,256: -72 -2,254 -30 -3,195 -1,006 -3,297 -3,290: 41 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 95.7 2.9 39.1 1.2 98.6 99.8: 1.4 0.2
Old : 100.0: 56.6 95.7 2.9 39.1 1.2 98.6 99.8: 1.4 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 : 43: 22 16 3 5 1 29 18:
Old : 43: 22 16 3 5 1 29 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 : 58.6 59.5 83.4 82.5 57.4 59.5 82.2 82.0
Old : 58.6 59.5 83.4 82.5 57.4 59.5 82.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 100,624: 27,687 8,625 45,220 27,689 44,899 100,596 98,744: 28 1,880
Old : 100,624: 27,687 8,625 45,220 27,689 44,899 100,596 98,744: 28 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,200: 1,246 807 2,835 -880 -357 3,201 3,285: -1 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.6 44.9 27.5 44.6 100.0 98.1: 0.0 1.9
Old : 100.0: 27.5 8.6 44.9 27.5 44.6 100.0 98.1: 0.0 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 : 32: 7 6 2 6 14 14 21:
Old : 32: 7 6 2 6 14 14 21:
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 : 96.1 88.2 99.7 93.6 51.2 45.2 54.8 49.6
Old : 96.1 88.2 99.7 93.6 51.2 45.2 54.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 34,313: 17,574 3,261 16,305 434 13,257 34,313 32,823: 0 1,490
Old : 34,313: 17,574 3,261 16,305 434 13,257 34,313 32,823: 0 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,681: 328 1,274 919 434 -647 1,681 1,546: 0 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.5 47.5 1.3 38.6 100.0 95.7: 0.0 4.3
Old : 100.0: 51.2 9.5 47.5 1.3 38.6 100.0 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 : 21: 4 6 2 1 11 6 18:
Old : 21: 4 6 2 1 11 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 : 99.2 81.2 100.0 92.2 51.9 37.9 52.4 45.9
Old : 99.2 81.2 100.0 92.2 51.9 37.9 52.4 45.9
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 25, 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 : 45,290: 15,226 15,173 30,049 0 0 45,275 45,222: 15 68
Old : 45,290: 15,226 15,173 30,049 0 0 45,275 45,222: 15 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 212: -659 -607 871 0 0 212 264: 0 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 33.5 66.3 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 33.6 33.5 66.3 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 : 24: 7 16 5 0 0 10 19:
Old : 24: 7 16 5 0 0 10 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 : 88.9 80.9 99.2 92.4 31.1 23.6 33.6 30.3
Old : 88.9 80.9 99.2 92.4 31.1 23.6 33.6 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020