WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 366,477: 110,399 82,659 114,263 113,175 128,957 337,837 325,879: 28,640 40,598
Old : 264,313: 106,413 86,689 55,799 81,950 93,361 244,162 235,849: 20,151 28,464
Other: 102,164: 44,611 36,595 17,839 31,225 35,596 93,675 90,030: 8,489 12,134
: : :
: : Changes in Commitments from: November 26, 2019 :
: 8,499: 8,980 1,678 2,999 -4,323 5,463 7,656 10,140: 843 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 22.6 31.2 30.9 35.2 92.2 88.9: 7.8 11.1
Old : 100.0: 40.3 32.8 21.1 31.0 35.3 92.4 89.2: 7.6 10.8
Other: 100.0: 43.7 35.8 17.5 30.6 34.8 91.7 88.1: 8.3 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 120 91 118 73 111 260 268:
Old : 341: 121 88 88 62 102 231 234:
Other: 207: 63 51 37 43 73 128 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 11.6 18.7 19.8 9.1 10.1 16.1 16.7
Old : 10.1 14.9 18.5 25.1 10.1 12.9 17.7 22.7
Other: 22.8 20.3 35.2 31.2 22.8 17.4 34.4 27.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 14,299: 6,009 100 220 7,906 13,529 14,135 13,849: 164 450
Old : 13,899: 5,613 104 216 7,906 13,129 13,735 13,449: 164 450
Other: 400: 400 0 0 0 400 400 400: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -160: -261 100 0 391 -300 130 -200: -290 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.7 1.5 55.3 94.6 98.9 96.9: 1.1 3.1
Old : 100.0: 40.4 0.7 1.6 56.9 94.5 98.8 96.8: 1.2 3.2
Other: 100.0: 100.0 0.0 0.0 0.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 1 7 20 12 22:
Old : 27: 4 2 1 7 20 12 22:
Other: 4: 1 0 0 0 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 41.3 89.9 71.9 62.0 41.3 77.0 66.7
Old : 72.8 42.5 92.0 72.5 65.2 42.4 81.3 68.6
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 265,571: 78,470 77,129 69,363 92,741 101,188 240,574 247,680: 24,997 17,891
Old : 207,474: 79,687 77,341 43,950 65,813 71,835 189,450 193,126: 18,024 14,348
Other: 58,097: 18,616 19,621 5,580 26,928 29,353 51,124 54,554: 6,973 3,543
: : :
: : Changes in Commitments from: November 26, 2019 :
: 4,735: 69 -2,754 9,839 -5,473 -1,085 4,435 6,000: 300 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 29.0 26.1 34.9 38.1 90.6 93.3: 9.4 6.7
Old : 100.0: 38.4 37.3 21.2 31.7 34.6 91.3 93.1: 8.7 6.9
Other: 100.0: 32.0 33.8 9.6 46.4 50.5 88.0 93.9: 12.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 86 53 68 78 78 197 174:
Old : 254: 86 53 48 69 69 173 153:
Other: 156: 43 27 20 45 54 100 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 17.8 19.1 29.0 9.9 16.9 17.2 25.4
Old : 12.5 16.8 22.0 29.9 11.1 15.8 20.1 25.8
Other: 16.9 42.8 30.5 57.3 16.6 42.8 29.3 53.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,449,806: 292,989 294,925 301,667 609,673 695,918 1,204,329 1,292,510: 245,477 157,296
Old : 1,273,854: 290,177 311,611 233,492 519,784 606,979 1,043,453 1,152,082: 230,401 121,772
Other: 175,952: 68,542 49,044 2,445 89,889 88,939 160,876 140,428: 15,076 35,524
: : :
: : Changes in Commitments from: November 26, 2019 :
: -56,170: 19,391 -16,135 5,582 -69,802 -34,077 -44,829 -44,630: -11,341 -11,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 20.3 20.8 42.1 48.0 83.1 89.2: 16.9 10.8
Old : 100.0: 22.8 24.5 18.3 40.8 47.6 81.9 90.4: 18.1 9.6
Other: 100.0: 39.0 27.9 1.4 51.1 50.5 91.4 79.8: 8.6 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 755: 158 125 140 316 332 553 532:
Old : 752: 159 132 115 303 319 529 504:
Other: 421: 53 58 14 89 251 149 316:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 9.8 15.4 16.9 7.5 7.3 12.9 12.4
Old : 9.4 11.1 16.5 18.6 8.3 7.8 13.8 13.4
Other: 25.7 21.2 38.8 32.2 25.4 19.3 38.5 30.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,541: 3,380 167 3 1,205 5,090 4,588 5,260: 1,953 1,281
Old : 6,307: 3,380 167 3 1,082 4,912 4,465 5,082: 1,842 1,225
Other: 234: 0 0 0 123 178 123 178: 111 56
: : :
: : Changes in Commitments from: November 26, 2019 :
: -898: -47 4 -133 -911 -483 -1,091 -612: 193 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 2.6 0.0 18.4 77.8 70.1 80.4: 29.9 19.6
Old : 100.0: 53.6 2.6 0.0 17.2 77.9 70.8 80.6: 29.2 19.4
Other: 100.0: 0.0 0.0 0.0 52.6 76.1 52.6 76.1: 47.4 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 2 1 9 9 22 12:
Old : 28: 13 2 1 6 9 19 12:
Other: 7: 0 0 0 5 5 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 61.4 51.7 76.6 35.1 60.7 51.7 74.6
Old : 36.4 62.4 53.6 76.7 36.4 61.9 53.6 76.2
Other: 52.1 75.6 52.6 76.1 19.2 42.7 19.2 42.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 850,064: 158,470 184,613 189,308 438,522 410,259 786,300 784,180: 63,764 65,884
Old : 772,989: 154,430 188,159 155,039 404,307 373,435 713,776 716,633: 59,213 56,356
Other: 77,075: 24,421 16,835 13,888 34,215 36,824 72,524 67,547: 4,551 9,528
: : :
: : Changes in Commitments from: November 26, 2019 :
: 42,495: 4,036 44,046 5,123 32,216 -8,264 41,375 40,905: 1,120 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 21.7 22.3 51.6 48.3 92.5 92.2: 7.5 7.8
Old : 100.0: 20.0 24.3 20.1 52.3 48.3 92.3 92.7: 7.7 7.3
Other: 100.0: 31.7 21.8 18.0 44.4 47.8 94.1 87.6: 5.9 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 157 119 167 191 203 436 427:
Old : 554: 160 126 153 185 194 423 404:
Other: 274: 47 58 43 56 133 130 210:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 14.4 22.7 22.9 10.1 12.0 15.5 17.9
Old : 14.4 15.6 23.1 24.5 11.2 12.8 17.1 18.7
Other: 20.1 22.6 35.2 38.8 18.8 20.8 33.1 31.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 537,439: 131,382 51,385 133,723 237,612 327,472 502,717 512,580: 34,722 24,859
Old : 496,749: 132,932 52,916 121,895 210,063 298,586 464,890 473,397: 31,859 23,352
Other: 40,690: 5,495 5,514 4,783 27,549 28,886 37,827 39,183: 2,863 1,507
: : :
: : Changes in Commitments from: November 26, 2019 :
: 6,234: -3,724 2,903 6,068 5,735 -2,507 8,079 6,464: -1,845 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.6 24.9 44.2 60.9 93.5 95.4: 6.5 4.6
Old : 100.0: 26.8 10.7 24.5 42.3 60.1 93.6 95.3: 6.4 4.7
Other: 100.0: 13.5 13.6 11.8 67.7 71.0 93.0 96.3: 7.0 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 100 83 129 86 77 271 237:
Old : 328: 104 93 122 84 73 267 228:
Other: 97: 22 20 17 35 26 68 55:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 27.2 21.4 36.7 11.1 26.1 17.2 33.2
Old : 13.5 28.1 21.8 37.8 12.1 27.2 17.8 34.1
Other: 35.3 28.9 51.7 47.9 35.3 28.1 51.0 46.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 988,226: 127,384 217,829 9,506 682,824 626,550 819,714 853,885: 168,512 134,341
Old : 988,226: 127,384 217,829 9,506 682,824 626,550 819,714 853,885: 168,512 134,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -81,311: -10,870 8,187 -30,151 -27,623 -45,105 -68,644 -67,069: -12,667 -14,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 22.0 1.0 69.1 63.4 82.9 86.4: 17.1 13.6
Old : 100.0: 12.9 22.0 1.0 69.1 63.4 82.9 86.4: 17.1 13.6
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 : 177: 33 28 22 80 82 120 125:
Old : 177: 33 28 22 80 82 120 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 32.9 33.2 44.3 17.8 29.1 26.0 37.5
Old : 23.7 32.9 33.2 44.3 17.8 29.1 26.0 37.5
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,214,513: 106,883 469,429 14,331 933,976 637,843 1,055,190 1,121,603: 159,323 92,910
Old : 1,214,513: 106,883 469,429 14,331 933,976 637,843 1,055,190 1,121,603: 159,323 92,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -29,038: -10,969 4,581 -1,331 -4,973 -32,264 -17,273 -29,014: -11,765 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 38.7 1.2 76.9 52.5 86.9 92.4: 13.1 7.6
Old : 100.0: 8.8 38.7 1.2 76.9 52.5 86.9 92.4: 13.1 7.6
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 : 139: 21 15 14 84 73 111 96:
Old : 139: 21 15 14 84 73 111 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 36.6 37.8 52.1 22.9 34.7 32.6 47.2
Old : 25.7 36.6 37.8 52.1 22.9 34.7 32.6 47.2
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 437,104: 77,263 95,767 83,377 229,741 228,715 390,381 407,859: 46,723 29,245
Old : 402,775: 76,597 96,180 73,512 208,539 205,656 358,648 375,348: 44,127 27,427
Other: 34,329: 4,623 3,544 5,908 21,202 23,059 31,733 32,511: 2,596 1,818
: : :
: : Changes in Commitments from: November 26, 2019 :
: 12,331: 963 12,293 4,210 5,432 -4,109 10,605 12,394: 1,726 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 19.1 52.6 52.3 89.3 93.3: 10.7 6.7
Old : 100.0: 19.0 23.9 18.3 51.8 51.1 89.0 93.2: 11.0 6.8
Other: 100.0: 13.5 10.3 17.2 61.8 67.2 92.4 94.7: 7.6 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 81 69 85 113 84 240 209:
Old : 301: 81 76 85 111 80 238 205:
Other: 103: 23 17 15 44 25 77 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 24.2 18.9 32.7 10.5 22.6 16.1 28.6
Old : 12.4 25.7 19.5 33.3 11.2 24.6 17.4 30.2
Other: 32.8 43.1 47.0 62.2 28.0 39.8 39.9 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,334: 2,490 1,574 115 4,929 6,638 7,534 8,327: 1,800 1,007
Old : 9,334: 2,490 1,574 115 4,929 6,638 7,534 8,327: 1,800 1,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 207: 787 -360 -190 -607 801 -10 251: 217 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 16.9 1.2 52.8 71.1 80.7 89.2: 19.3 10.8
Old : 100.0: 26.7 16.9 1.2 52.8 71.1 80.7 89.2: 19.3 10.8
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 : 52: 19 7 4 13 17 34 26:
Old : 52: 19 7 4 13 17 34 26:
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 : 42.9 48.8 57.2 70.6 42.9 48.8 54.4 70.6
Old : 42.9 48.8 57.2 70.6 42.9 48.8 54.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,548,970: 733,254 1,102,060 64,767 2,566,322 2,277,970 3,364,343 3,444,797: 184,627 104,173
Old : 3,548,970: 733,254 1,102,060 64,767 2,566,322 2,277,970 3,364,343 3,444,797: 184,627 104,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -185,743: -57,812 31,925 -69,289 -28,526 -32,725 -155,627 -70,089: -30,116 -115,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 31.1 1.8 72.3 64.2 94.8 97.1: 5.2 2.9
Old : 100.0: 20.7 31.1 1.8 72.3 64.2 94.8 97.1: 5.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 75 41 28 191 131 280 186:
Old : 353: 75 41 28 191 131 280 186:
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 : 20.1 29.8 33.9 47.6 19.2 28.7 31.5 46.6
Old : 20.1 29.8 33.9 47.6 19.2 28.7 31.5 46.6
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,717,853: 702,318 924,213 99,923 2,534,145 2,292,226 3,336,386 3,316,362: 381,467 401,491
Old : 3,717,853: 702,318 924,213 99,923 2,534,145 2,292,226 3,336,386 3,316,362: 381,467 401,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -235,725: -5,978 70,172 -59,881 -54,696 -171,310 -120,555 -161,019: -115,170 -74,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.9 2.7 68.2 61.7 89.7 89.2: 10.3 10.8
Old : 100.0: 18.9 24.9 2.7 68.2 61.7 89.7 89.2: 10.3 10.8
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 : 396: 68 71 47 192 186 283 281:
Old : 396: 68 71 47 192 186 283 281:
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 : 21.7 19.0 30.4 30.6 15.4 16.5 22.6 25.9
Old : 21.7 19.0 30.4 30.6 15.4 16.5 22.6 25.9
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 895,429: 124,805 108,322 6,187 655,130 609,695 786,122 724,204: 109,307 171,225
Old : 895,429: 124,805 108,322 6,187 655,130 609,695 786,122 724,204: 109,307 171,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -15,840: 5,853 8,706 -17,395 3,671 -8,988 -7,871 -17,677: -7,969 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.1 0.7 73.2 68.1 87.8 80.9: 12.2 19.1
Old : 100.0: 13.9 12.1 0.7 73.2 68.1 87.8 80.9: 12.2 19.1
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 : 113: 13 14 8 61 71 77 90:
Old : 113: 13 14 8 61 71 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 : 29.0 22.7 44.8 34.7 28.2 21.4 40.1 30.2
Old : 29.0 22.7 44.8 34.7 28.2 21.4 40.1 30.2
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,305,068: 507,042 799,504 82,361 3,398,044 3,098,489 3,987,447 3,980,354: 317,621 324,714
Old : 4,305,068: 507,042 799,504 82,361 3,398,044 3,098,489 3,987,447 3,980,354: 317,621 324,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -330,035: -33,773 -3,754 -93,229 -112,209 -162,932 -239,211 -259,915: -90,824 -70,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.6 1.9 78.9 72.0 92.6 92.5: 7.4 7.5
Old : 100.0: 11.8 18.6 1.9 78.9 72.0 92.6 92.5: 7.4 7.5
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 : 318: 53 49 36 159 155 227 225:
Old : 318: 53 49 36 159 155 227 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 25.9 48.9 37.6 27.6 21.8 37.8 31.4
Old : 37.7 25.9 48.9 37.6 27.6 21.8 37.8 31.4
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,842,087: 455,659 211,333 343,762 1,000,257 1,255,324 1,799,678 1,810,419: 42,409 31,668
Old : 1,842,087: 455,659 211,333 343,762 1,000,257 1,255,324 1,799,678 1,810,419: 42,409 31,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -376,635: -120,083 -51,993 -68,472 -186,462 -249,402 -375,017 -369,867: -1,618 -6,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.5 18.7 54.3 68.1 97.7 98.3: 2.3 1.7
Old : 100.0: 24.7 11.5 18.7 54.3 68.1 97.7 98.3: 2.3 1.7
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 : 148: 45 23 42 69 63 133 113:
Old : 148: 45 23 42 69 63 133 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.1 45.9 52.0 24.0 28.3 29.4 36.9
Old : 31.6 35.1 45.9 52.0 24.0 28.3 29.4 36.9
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 50,967: 18,655 5,960 2,274 21,651 34,279 42,580 42,513: 8,387 8,454
Old : 50,967: 18,655 5,960 2,274 21,651 34,279 42,580 42,513: 8,387 8,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,692: -2,063 607 -180 80 -2,365 -2,163 -1,938: -530 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 11.7 4.5 42.5 67.3 83.5 83.4: 16.5 16.6
Old : 100.0: 36.6 11.7 4.5 42.5 67.3 83.5 83.4: 16.5 16.6
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 : 109: 39 20 13 30 32 72 62:
Old : 109: 39 20 13 30 32 72 62:
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 : 29.6 31.5 43.0 46.2 26.1 30.6 37.9 43.3
Old : 29.6 31.5 43.0 46.2 26.1 30.6 37.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 101,933: 37,310 11,920 4,548 43,302 68,557 85,160 85,025: 16,773 16,908
Old : 101,933: 37,310 11,920 4,548 43,302 68,557 85,160 85,025: 16,773 16,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -5,384: -4,125 1,214 -359 159 -4,730 -4,325 -3,875: -1,059 -1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 11.7 4.5 42.5 67.3 83.5 83.4: 16.5 16.6
Old : 100.0: 36.6 11.7 4.5 42.5 67.3 83.5 83.4: 16.5 16.6
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 : 109: 39 20 13 30 32 72 62:
Old : 109: 39 20 13 30 32 72 62:
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 : 29.6 31.5 43.0 46.2 26.1 30.6 37.9 43.3
Old : 29.6 31.5 43.0 46.2 26.1 30.6 37.9 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 28,229: 1,615 448 0 24,230 26,197 25,845 26,645: 2,384 1,584
Old : 28,229: 1,615 448 0 24,230 26,197 25,845 26,645: 2,384 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 366: 207 0 0 395 466 602 466: -236 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.6 0.0 85.8 92.8 91.6 94.4: 8.4 5.6
Old : 100.0: 5.7 1.6 0.0 85.8 92.8 91.6 94.4: 8.4 5.6
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 : 26: 3 1 0 13 11 16 12:
Old : 26: 3 1 0 13 11 16 12:
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 : 63.9 64.3 82.6 90.2 63.6 64.3 81.7 90.2
Old : 63.9 64.3 82.6 90.2 63.6 64.3 81.7 90.2
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 17,759: 11,145 15,739 714 5,613 1,287 17,472 17,740: 287 19
Old : 17,759: 11,145 15,739 714 5,613 1,287 17,472 17,740: 287 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 300: -82 208 -7 388 121 299 322: 1 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 88.6 4.0 31.6 7.2 98.4 99.9: 1.6 0.1
Old : 100.0: 62.8 88.6 4.0 31.6 7.2 98.4 99.9: 1.6 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 : 41: 20 16 4 5 2 28 19:
Old : 41: 20 16 4 5 2 28 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 : 66.6 58.7 85.2 76.4 62.3 58.4 76.7 74.6
Old : 66.6 58.7 85.2 76.4 62.3 58.4 76.7 74.6
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 - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 98,449: 51,533 6,378 33,546 13,289 55,106 98,368 95,030: 81 3,419
Old : 98,449: 51,533 6,378 33,546 13,289 55,106 98,368 95,030: 81 3,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,124: 1,303 -794 760 44 1,551 2,107 1,517: 17 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 6.5 34.1 13.5 56.0 99.9 96.5: 0.1 3.5
Old : 100.0: 52.3 6.5 34.1 13.5 56.0 99.9 96.5: 0.1 3.5
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 : 33: 7 7 2 4 16 12 24:
Old : 33: 7 7 2 4 16 12 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 81.8 99.5 90.2 62.7 50.7 65.6 57.2
Old : 96.6 81.8 99.5 90.2 62.7 50.7 65.6 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 58,768: 26,378 924 29,476 2,913 26,699 58,767 57,099: 1 1,669
Old : 58,768: 26,378 924 29,476 2,913 26,699 58,767 57,099: 1 1,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 467: 153 -608 316 0 797 469 505: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 1.6 50.2 5.0 45.4 100.0 97.2: 0.0 2.8
Old : 100.0: 44.9 1.6 50.2 5.0 45.4 100.0 97.2: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 2 2 11 10 16:
Old : 24: 7 4 2 2 11 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.9 92.6 99.7 96.0 47.0 43.8 49.7 46.3
Old : 96.9 92.6 99.7 96.0 47.0 43.8 49.7 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 90,309: 56,408 56,287 33,890 0 132 90,298 90,309: 11 0
Old : 90,309: 56,408 56,287 33,890 0 132 90,298 90,309: 11 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 62.3 37.5 0.0 0.1 100.0 100.0: 0.0 0.0
Old : 100.0: 62.5 62.3 37.5 0.0 0.1 100.0 100.0: 0.0 0.0
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 : 20: 7 12 3 0 1 10 13:
Old : 20: 7 12 3 0 1 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 98.9 99.6 99.7 61.3 61.5 62.5 62.2
Old : 81.6 98.9 99.6 99.7 61.3 61.5 62.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders - Futures Only, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 50,521: 21,660 21,652 28,849 0 0 50,509 50,501: 12 20
Old : 50,521: 21,660 21,652 28,849 0 0 50,509 50,501: 12 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -675: 107 187 -782 0 0 -675 -595: 0 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 42.9 57.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 42.9 42.9 57.1 0.0 0.0 100.0 100.0: 0.0 0.0
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 : 24: 7 16 5 0 0 9 20:
Old : 24: 7 16 5 0 0 9 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 81.5 99.8 93.9 37.2 33.5 42.9 41.3
Old : 85.2 81.5 99.8 93.9 37.2 33.5 42.9 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2019