WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 533,295: 113,483 93,707 220,963 166,948 167,291 501,395 481,962: 31,900 51,333
Old : 236,005: 97,116 97,546 50,294 74,744 68,094 222,154 215,933: 13,851 20,072
Other: 297,290: 82,083 61,877 104,954 92,204 99,198 279,241 266,029: 18,049 31,261
: : :
: : Changes in Commitments from: February 25, 2020 :
: -24,104: -32,668 -12,009 731 8,394 -10,740 -23,543 -22,018: -561 -2,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 17.6 41.4 31.3 31.4 94.0 90.4: 6.0 9.6
Old : 100.0: 41.1 41.3 21.3 31.7 28.9 94.1 91.5: 5.9 8.5
Other: 100.0: 27.6 20.8 35.3 31.0 33.4 93.9 89.5: 6.1 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 117 105 140 96 123 299 298:
Old : 324: 106 98 81 72 94 223 228:
Other: 289: 87 69 86 69 108 207 222:
:----------------------------------------------------------------------------------------------------
: 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 10.1 18.7 17.5 6.9 6.4 12.4 10.8
Old : 13.4 13.8 23.4 24.2 13.3 12.9 22.1 22.1
Other: 15.8 14.3 27.4 22.7 12.1 8.0 18.2 13.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 25,005: 8,727 0 849 14,978 23,701 24,555 24,550: 450 455
Old : 13,396: 5,288 620 100 7,969 12,551 13,357 13,271: 39 125
Other: 11,609: 4,059 0 129 7,009 11,150 11,198 11,279: 411 330
: : :
: : Changes in Commitments from: February 25, 2020 :
: -585: -1,226 -250 -6 578 -535 -654 -791: 69 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 0.0 3.4 59.9 94.8 98.2 98.2: 1.8 1.8
Old : 100.0: 39.5 4.6 0.7 59.5 93.7 99.7 99.1: 0.3 0.9
Other: 100.0: 35.0 0.0 1.1 60.4 96.0 96.5 97.2: 3.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 0 3 12 20 18 23:
Old : 23: 1 2 1 8 16 10 18:
Other: 21: 6 0 2 8 14 14 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 : 60.1 50.1 83.9 74.7 51.9 49.0 70.2 66.8
Old : 85.2 53.3 99.2 76.9 83.0 52.9 94.1 76.6
Other: 59.9 77.2 84.5 90.1 57.9 77.2 79.6 85.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 270,676: 64,214 69,522 70,628 111,210 109,306 246,052 249,455: 24,624 21,220
Old : 141,547: 55,724 68,443 18,451 56,167 45,064 130,342 131,958: 11,204 9,589
Other: 129,129: 39,548 32,138 21,119 55,043 64,242 115,709 117,498: 13,420 11,631
: : :
: : Changes in Commitments from: February 25, 2020 :
: -14,958: -1,052 9,106 -10,896 -1,215 -11,092 -13,163 -12,883: -1,795 -2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.7 26.1 41.1 40.4 90.9 92.2: 9.1 7.8
Old : 100.0: 39.4 48.4 13.0 39.7 31.8 92.1 93.2: 7.9 6.8
Other: 100.0: 30.6 24.9 16.4 42.6 49.8 89.6 91.0: 10.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 77 59 75 88 88 207 188:
Old : 233: 74 51 33 66 66 154 136:
Other: 204: 50 50 41 70 76 145 145:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 17.6 20.4 26.6 10.4 16.2 18.7 23.5
Old : 17.6 16.8 29.7 29.4 16.8 16.8 28.8 28.6
Other: 13.6 26.0 24.8 36.6 13.6 23.7 23.4 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 1,764,525: 284,862 325,051 482,170 722,604 748,505 1,489,636 1,555,727: 274,890 208,798
Old : 1,340,908: 302,828 354,873 282,015 540,074 574,733 1,124,917 1,211,621: 215,991 129,287
Other: 423,617: 123,264 111,409 58,925 182,530 173,772 364,718 344,106: 58,899 79,511
: : :
: : Changes in Commitments from: February 25, 2020 :
: -50,918: -418 -10,269 2,159 -41,408 -34,022 -39,668 -42,131: -11,251 -8,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.4 27.3 41.0 42.4 84.4 88.2: 15.6 11.8
Old : 100.0: 22.6 26.5 21.0 40.3 42.9 83.9 90.4: 16.1 9.6
Other: 100.0: 29.1 26.3 13.9 43.1 41.0 86.1 81.2: 13.9 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 758: 164 147 183 357 350 613 598:
Old : 741: 159 150 155 344 328 582 555:
Other: 497: 73 81 65 178 276 284 391:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.6 8.8 14.0 14.7 6.3 5.9 11.1 10.4
Old : 9.5 9.1 17.2 15.9 8.5 6.9 15.0 13.0
Other: 16.4 21.1 25.8 29.5 16.2 20.4 24.8 27.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 5,058: 1,569 483 145 1,792 3,434 3,506 4,062: 1,552 995
Old : 3,259: 1,596 438 0 496 2,161 2,092 2,600: 1,168 660
Other: 1,798: 10 82 108 1,296 1,273 1,414 1,463: 384 335
: : :
: : Changes in Commitments from: February 25, 2020 :
: 19: -785 473 -6 544 -585 -248 -118: 267 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.6 2.9 35.4 67.9 69.3 80.3: 30.7 19.7
Old : 100.0: 49.0 13.4 0.0 15.2 66.3 64.2 79.8: 35.8 20.2
Other: 100.0: 0.6 4.6 6.0 72.1 70.8 78.6 81.3: 21.4 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 6 2 12 12 19 18:
Old : 24: 7 4 1 5 9 12 14:
Other: 15: 1 2 2 10 10 13 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 44.0 54.1 60.8 31.6 32.7 39.5 43.4
Old : 47.5 47.5 61.3 67.4 47.5 47.5 61.3 67.4
Other: 63.0 57.1 73.6 75.5 55.5 52.5 57.7 60.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 920,924: 129,325 136,737 268,848 448,958 449,762 847,131 855,347: 73,793 65,577
Old : 617,378: 125,834 140,148 125,392 311,159 307,694 562,385 573,234: 54,993 44,143
Other: 303,546: 50,150 43,248 96,797 137,799 142,068 284,746 282,113: 18,800 21,433
: : :
: : Changes in Commitments from: February 25, 2020 :
: -11,841: 898 -39,699 1,362 -13,550 31,618 -11,290 -6,720: -551 -5,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.8 29.2 48.8 48.8 92.0 92.9: 8.0 7.1
Old : 100.0: 20.4 22.7 20.3 50.4 49.8 91.1 92.8: 8.9 7.2
Other: 100.0: 16.5 14.2 31.9 45.4 46.8 93.8 92.9: 6.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 577: 170 134 208 203 204 478 459:
Old : 551: 152 143 160 183 188 417 417:
Other: 374: 92 72 94 112 165 256 286:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 13.4 18.5 21.2 7.1 9.5 11.9 15.4
Old : 11.4 14.4 19.4 23.0 10.8 11.2 17.9 18.2
Other: 18.7 15.9 27.8 27.2 10.7 12.1 17.1 20.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 498,604: 81,390 51,254 132,387 248,677 279,803 462,453 463,444: 36,151 35,160
Old : 392,608: 77,270 64,837 99,756 190,219 200,381 367,244 364,974: 25,363 27,634
Other: 105,996: 22,700 4,997 14,051 58,458 79,422 95,208 98,470: 10,788 7,526
: : :
: : Changes in Commitments from: February 25, 2020 :
: -36,613: -5,849 717 -24,393 -6,674 -14,902 -36,917 -38,579: 304 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.3 26.6 49.9 56.1 92.7 92.9: 7.3 7.1
Old : 100.0: 19.7 16.5 25.4 48.5 51.0 93.5 93.0: 6.5 7.0
Other: 100.0: 21.4 4.7 13.3 55.2 74.9 89.8 92.9: 10.2 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 86 76 110 100 85 252 226:
Old : 306: 88 83 101 95 79 241 217:
Other: 145: 42 25 32 58 40 117 82:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 21.3 17.2 30.8 9.1 19.8 15.0 27.7
Old : 10.7 19.6 18.1 28.5 10.3 18.1 16.2 25.1
Other: 18.8 37.1 31.0 49.8 18.6 35.4 30.8 46.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 1,599,724: 142,454 165,025 265,323 1,006,516 1,015,073 1,414,294 1,445,421: 185,430 154,303
Old : 1,599,724: 142,454 165,025 265,323 1,006,516 1,015,073 1,414,294 1,445,421: 185,430 154,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -149,774: 9,806 -6,330 -169,991 33,817 43,861 -126,368 -132,461: -23,406 -17,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.3 16.6 62.9 63.5 88.4 90.4: 11.6 9.6
Old : 100.0: 8.9 10.3 16.6 62.9 63.5 88.4 90.4: 11.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 38 35 54 108 112 174 173:
Old : 211: 38 35 54 108 112 174 173:
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 : 20.8 18.7 29.2 31.4 17.9 15.5 24.1 23.1
Old : 20.8 18.7 29.2 31.4 17.9 15.5 24.1 23.1
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, March 03, 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 : 1,175,570: 62,746 459,881 23,408 923,935 599,930 1,010,090 1,083,219: 165,480 92,350
Old : 1,175,570: 62,746 459,881 23,408 923,935 599,930 1,010,090 1,083,219: 165,480 92,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -132,875: 672 8,273 -58,240 -52,925 -64,732 -110,493 -114,699: -22,382 -18,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 39.1 2.0 78.6 51.0 85.9 92.1: 14.1 7.9
Old : 100.0: 5.3 39.1 2.0 78.6 51.0 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 : 147: 16 24 16 89 77 115 107:
Old : 147: 16 24 16 89 77 115 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 37.4 33.6 54.0 16.4 35.2 25.9 48.3
Old : 22.7 37.4 33.6 54.0 16.4 35.2 25.9 48.3
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, March 03, 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 : 481,543: 78,774 77,880 98,673 255,589 273,472 433,036 450,025: 48,507 31,518
Old : 364,426: 79,768 90,642 56,254 190,609 191,371 326,631 338,268: 37,795 26,159
Other: 117,117: 24,540 12,771 16,885 64,980 82,101 106,404 111,757: 10,712 5,359
: : :
: : Changes in Commitments from: February 25, 2020 :
: -49,095: 5,730 -53,374 -29,521 -20,671 36,747 -44,461 -46,147: -4,633 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 16.2 20.5 53.1 56.8 89.9 93.5: 10.1 6.5
Old : 100.0: 21.9 24.9 15.4 52.3 52.5 89.6 92.8: 10.4 7.2
Other: 100.0: 21.0 10.9 14.4 55.5 70.1 90.9 95.4: 9.1 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 81 73 101 116 95 261 221:
Old : 302: 86 75 86 109 89 243 208:
Other: 161: 40 30 33 71 44 131 90:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 23.7 19.3 31.9 10.7 22.8 16.2 28.8
Old : 14.0 21.8 21.5 30.6 13.8 20.7 21.4 27.9
Other: 24.1 37.3 37.2 55.8 23.4 35.7 35.3 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 14,494: 6,203 2,175 1,051 5,267 9,087 12,521 12,312: 1,973 2,182
Old : 12,644: 6,146 2,409 704 4,152 7,669 11,002 10,782: 1,642 1,862
Other: 1,850: 294 3 110 1,115 1,417 1,519 1,530: 331 320
: : :
: : Changes in Commitments from: February 25, 2020 :
: 142: -53 48 141 147 14 235 203: -93 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 15.0 7.2 36.3 62.7 86.4 84.9: 13.6 15.1
Old : 100.0: 48.6 19.1 5.6 32.8 60.7 87.0 85.3: 13.0 14.7
Other: 100.0: 15.9 0.1 6.0 60.3 76.6 82.1 82.7: 17.9 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 28 10 9 15 14 47 29:
Old : 57: 27 11 8 13 14 44 29:
Other: 20: 5 2 4 6 9 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 36.9 50.9 58.1 33.2 33.9 47.5 54.2
Old : 36.8 36.2 53.4 58.8 36.8 33.5 53.3 55.1
Other: 61.8 72.1 78.3 79.8 55.4 64.9 68.1 68.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 3,348,364: 820,319 869,111 111,234 2,215,813 2,262,555 3,147,365 3,242,900: 200,999 105,464
Old : 3,348,364: 820,319 869,111 111,234 2,215,813 2,262,555 3,147,365 3,242,900: 200,999 105,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -269,926: 36,165 -17,683 -30,230 -240,687 -177,006 -234,752 -224,919: -35,174 -45,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 26.0 3.3 66.2 67.6 94.0 96.9: 6.0 3.1
Old : 100.0: 24.5 26.0 3.3 66.2 67.6 94.0 96.9: 6.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 67 48 42 191 150 279 219:
Old : 357: 67 48 42 191 150 279 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.5 30.6 46.3 18.6 28.0 28.9 43.4
Old : 18.9 29.5 30.6 46.3 18.6 28.0 28.9 43.4
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, March 03, 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 : 5,418,050: 724,309 700,587 1,070,609 3,140,865 3,195,654 4,935,784 4,966,851: 482,266 451,199
Old : 5,418,050: 724,309 700,587 1,070,609 3,140,865 3,195,654 4,935,784 4,966,851: 482,266 451,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 187,474: 96,852 -120,933 266,486 -95,894 139,760 267,444 285,312: -79,970 -97,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 12.9 19.8 58.0 59.0 91.1 91.7: 8.9 8.3
Old : 100.0: 13.4 12.9 19.8 58.0 59.0 91.1 91.7: 8.9 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 : 431: 89 75 104 230 210 366 342:
Old : 431: 89 75 104 230 210 366 342:
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 : 12.7 15.3 20.5 23.4 5.5 9.6 10.0 14.8
Old : 12.7 15.3 20.5 23.4 5.5 9.6 10.0 14.8
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, March 03, 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 : 896,622: 50,364 147,668 11,218 703,955 557,005 765,537 715,891: 131,085 180,731
Old : 896,622: 50,364 147,668 11,218 703,955 557,005 765,537 715,891: 131,085 180,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -133,480: -27,465 -10,548 -7,577 -79,467 -27,613 -114,509 -45,738: -18,971 -87,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.5 1.3 78.5 62.1 85.4 79.8: 14.6 20.2
Old : 100.0: 5.6 16.5 1.3 78.5 62.1 85.4 79.8: 14.6 20.2
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 : 109: 10 17 13 60 67 77 90:
Old : 109: 10 17 13 60 67 77 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.0 45.5 38.3 26.0 26.0 40.2 35.1
Old : 27.3 27.0 45.5 38.3 26.0 26.0 40.2 35.1
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, March 03, 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 : 5,216,621: 726,921 791,648 498,038 3,645,924 3,618,092 4,870,883 4,907,779: 345,738 308,842
Old : 5,216,621: 726,921 791,648 498,038 3,645,924 3,618,092 4,870,883 4,907,779: 345,738 308,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 42,345: 190,647 90,006 50,372 -156,472 24,734 84,546 165,112: -42,202 -122,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.2 9.5 69.9 69.4 93.4 94.1: 6.6 5.9
Old : 100.0: 13.9 15.2 9.5 69.9 69.4 93.4 94.1: 6.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 65 52 62 157 167 247 256:
Old : 331: 65 52 62 157 167 247 256:
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 41.3 36.1 21.0 22.3 32.0 31.9
Old : 29.4 24.7 41.3 36.1 21.0 22.3 32.0 31.9
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, March 03, 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 : 1,736,058: 524,203 235,691 248,997 926,644 1,199,776 1,699,844 1,684,464: 36,214 51,594
Old : 1,736,058: 524,203 235,691 248,997 926,644 1,199,776 1,699,844 1,684,464: 36,214 51,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -365,950: -67,174 -22,533 -202,330 -76,590 -147,844 -346,094 -372,707: -19,856 6,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 13.6 14.3 53.4 69.1 97.9 97.0: 2.1 3.0
Old : 100.0: 30.2 13.6 14.3 53.4 69.1 97.9 97.0: 2.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 22 33 41 58 67 109 114:
Old : 128: 22 33 41 58 67 109 114:
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 28.6 50.1 44.3 25.9 20.3 34.9 31.2
Old : 36.5 28.6 50.1 44.3 25.9 20.3 34.9 31.2
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, March 03, 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 : 45,393: 12,439 5,309 2,296 22,991 31,641 37,727 39,246: 7,667 6,147
Old : 45,393: 12,439 5,309 2,296 22,991 31,641 37,727 39,246: 7,667 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -5,766: -5,856 156 -1,499 4,134 -3,981 -3,222 -5,325: -2,544 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.7 5.1 50.6 69.7 83.1 86.5: 16.9 13.5
Old : 100.0: 27.4 11.7 5.1 50.6 69.7 83.1 86.5: 16.9 13.5
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 : 97: 28 17 12 36 28 69 52:
Old : 97: 28 17 12 36 28 69 52:
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 : 35.2 33.4 45.8 52.7 33.7 33.1 42.7 52.4
Old : 35.2 33.4 45.8 52.7 33.7 33.1 42.7 52.4
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, March 03, 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 : 90,786: 24,879 10,617 4,592 45,982 63,283 75,453 78,492: 15,333 12,294
Old : 90,786: 24,879 10,617 4,592 45,982 63,283 75,453 78,492: 15,333 12,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -11,533: -11,712 311 -2,999 8,267 -7,962 -6,444 -10,650: -5,088 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 11.7 5.1 50.6 69.7 83.1 86.5: 16.9 13.5
Old : 100.0: 27.4 11.7 5.1 50.6 69.7 83.1 86.5: 16.9 13.5
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 : 97: 28 17 12 36 28 69 52:
Old : 97: 28 17 12 36 28 69 52:
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 : 35.2 33.4 45.8 52.7 33.7 33.1 42.7 52.4
Old : 35.2 33.4 45.8 52.7 33.7 33.1 42.7 52.4
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, March 03, 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 : 41,600: 3,313 2,851 0 35,494 37,478 38,807 40,329: 2,793 1,271
Old : 41,600: 3,313 2,851 0 35,494 37,478 38,807 40,329: 2,793 1,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,275: 556 649 0 -2,239 -1,450 -1,683 -801: 408 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.9 0.0 85.3 90.1 93.3 96.9: 6.7 3.1
Old : 100.0: 8.0 6.9 0.0 85.3 90.1 93.3 96.9: 6.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 13 12 17 14:
Old : 28: 4 2 0 13 12 17 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 : 71.5 72.6 82.3 92.9 71.3 72.6 82.0 92.9
Old : 71.5 72.6 82.3 92.9 71.3 72.6 82.0 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 19,581: 11,915 18,284 788 6,634 376 19,337 19,448: 244 133
Old : 19,581: 11,915 18,284 788 6,634 376 19,337 19,448: 244 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -1,471: -10 -1,861 182 -1,593 127 -1,421 -1,552: -50 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 93.4 4.0 33.9 1.9 98.8 99.3: 1.2 0.7
Old : 100.0: 60.8 93.4 4.0 33.9 1.9 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 24 13 4 4 2 32 15:
Old : 41: 24 13 4 4 2 32 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 : 59.0 58.1 81.0 84.3 57.8 55.3 79.1 80.7
Old : 59.0 58.1 81.0 84.3 57.8 55.3 79.1 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 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 : 103,321: 29,347 8,609 49,009 24,958 44,231 103,314 101,849: 7 1,472
Old : 103,321: 29,347 8,609 49,009 24,958 44,231 103,314 101,849: 7 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,697: 1,660 -16 3,789 -2,731 -668 2,718 3,105: -21 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 8.3 47.4 24.2 42.8 100.0 98.6: 0.0 1.4
Old : 100.0: 28.4 8.3 47.4 24.2 42.8 100.0 98.6: 0.0 1.4
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 : 28: 6 4 2 6 13 13 18:
Old : 28: 6 4 2 6 13 13 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 : 97.2 89.9 99.7 94.6 49.8 44.3 52.3 47.9
Old : 97.2 89.9 99.7 94.6 49.8 44.3 52.3 47.9
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, March 03, 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 : 44,315: 17,459 3,241 26,521 334 13,034 44,314 42,796: 1 1,519
Old : 44,315: 17,459 3,241 26,521 334 13,034 44,314 42,796: 1 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 10,002: -115 -20 10,216 -100 -223 10,001 9,973: 1 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 7.3 59.8 0.8 29.4 100.0 96.6: 0.0 3.4
Old : 100.0: 39.4 7.3 59.8 0.8 29.4 100.0 96.6: 0.0 3.4
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 : 20: 5 4 2 1 11 7 16:
Old : 20: 5 4 2 1 11 7 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.2 86.2 100.0 94.3 39.6 29.8 40.1 35.4
Old : 99.2 86.2 100.0 94.3 39.6 29.8 40.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 46,902: 15,226 15,703 31,171 0 0 46,397 46,874: 505 28
Old : 46,902: 15,226 15,703 31,171 0 0 46,397 46,874: 505 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,612: 0 530 1,122 0 0 1,122 1,652: 490 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 33.5 66.5 0.0 0.0 98.9 99.9: 1.1 0.1
Old : 100.0: 32.5 33.5 66.5 0.0 0.0 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 87.6 78.7 98.2 91.7 30.1 21.8 32.5 29.8
Old : 87.6 78.7 98.2 91.7 30.1 21.8 32.5 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020