WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 551,978: 130,537 131,196 192,159 189,787 179,711 512,483 503,066: 39,495 48,912
Old : 375,133: 124,078 120,953 104,848 120,097 117,383 349,022 343,185: 26,111 31,949
Other: 176,845: 46,758 50,541 47,012 69,691 62,328 163,461 159,881: 13,384 16,963
: : :
: : Changes in Commitments from: January 8, 2019 :
: 4,315: 2,379 -1,581 287 595 3,702 3,262 2,409: 1,053 1,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 23.8 34.8 34.4 32.6 92.8 91.1: 7.2 8.9
Old : 100.0: 33.1 32.2 27.9 32.0 31.3 93.0 91.5: 7.0 8.5
Other: 100.0: 26.4 28.6 26.6 39.4 35.2 92.4 90.4: 7.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 138 116 150 111 115 333 308:
Old : 384: 139 112 114 101 108 293 282:
Other: 245: 64 66 64 64 91 171 188:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.7 10.8 19.9 18.7 8.0 8.2 13.2 13.8
Old : 11.7 13.0 19.9 22.6 10.2 11.5 16.3 19.1
Other: 19.2 18.5 31.5 27.8 15.1 13.5 22.7 19.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 12,575: 2,942 500 100 8,992 11,385 12,034 11,985: 541 590
Old : 8,424: 1,742 600 0 6,272 7,284 8,014 7,884: 410 540
Other: 4,151: 1,300 0 0 2,720 4,101 4,020 4,101: 131 50
: : :
: : Changes in Commitments from: January 8, 2019 :
: 75: 24 0 0 -100 175 -76 175: 151 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.0 0.8 71.5 90.5 95.7 95.3: 4.3 4.7
Old : 100.0: 20.7 7.1 0.0 74.5 86.5 95.1 93.6: 4.9 6.4
Other: 100.0: 31.3 0.0 0.0 65.5 98.8 96.8 98.8: 3.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 2 1 12 9 17 11:
Old : 15: 2 2 0 7 7 9 9:
Other: 15: 3 0 0 8 6 11 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 78.6 77.9 92.1 41.6 73.9 64.2 79.3
Old : 73.3 81.7 92.8 93.3 67.4 80.5 86.5 85.0
Other: 57.8 93.9 84.8 98.8 55.8 89.1 79.9 89.1
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 324,089: 80,366 86,168 76,882 134,895 138,751 292,142 301,801: 31,946 22,288
Old : 249,346: 84,439 90,936 38,514 101,155 105,109 224,108 234,559: 25,238 14,787
Other: 74,743: 22,513 21,818 11,782 33,740 33,642 68,034 67,242: 6,709 7,501
: : :
: : Changes in Commitments from: January 8, 2019 :
: 293: -4,709 3,475 -172 4,215 -3,676 -666 -373: 959 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 26.6 23.7 41.6 42.8 90.1 93.1: 9.9 6.9
Old : 100.0: 33.9 36.5 15.4 40.6 42.2 89.9 94.1: 10.1 5.9
Other: 100.0: 30.1 29.2 15.8 45.1 45.0 91.0 90.0: 9.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 82 61 83 92 96 212 208:
Old : 268: 82 62 57 86 85 191 182:
Other: 188: 42 42 30 52 80 111 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 18.4 24.4 27.5 11.4 15.2 17.7 22.0
Old : 17.3 19.0 27.1 27.6 15.5 17.5 24.2 25.7
Other: 21.1 27.0 32.9 40.3 20.7 22.3 30.1 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,958,642: 354,385 260,902 567,720 810,716 900,735 1,732,821 1,729,358: 225,821 229,285
Old : 1,629,119: 324,848 312,541 446,038 666,617 698,784 1,437,503 1,457,363: 191,616 171,756
Other: 329,524: 114,252 33,076 36,968 144,099 201,951 295,318 271,995: 34,205 57,529
: : :
: : Changes in Commitments from: January 8, 2019 :
: 34,963: -21,223 21,079 31,576 18,564 -25,615 28,918 27,040: 6,045 7,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.3 29.0 41.4 46.0 88.5 88.3: 11.5 11.7
Old : 100.0: 19.9 19.2 27.4 40.9 42.9 88.2 89.5: 11.8 10.5
Other: 100.0: 34.7 10.0 11.2 43.7 61.3 89.6 82.5: 10.4 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 836: 218 153 232 360 366 683 665:
Old : 822: 208 164 212 349 350 658 633:
Other: 521: 95 78 66 136 284 255 409:
:----------------------------------------------------------------------------------------------------
: 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 7.3 19.1 13.5 8.8 5.2 12.5 9.1
Old : 12.8 7.2 18.9 13.3 11.0 6.2 15.5 10.4
Other: 20.4 24.6 32.7 33.4 18.0 18.4 28.4 25.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 6,226: 2,405 644 474 1,103 4,058 3,982 5,176: 2,244 1,049
Old : 5,920: 2,392 578 369 1,017 4,013 3,777 4,960: 2,143 960
Other: 306: 79 131 40 86 45 205 217: 101 89
: : :
: : Changes in Commitments from: January 8, 2019 :
: 904: 387 -65 185 81 584 653 704: 251 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 10.3 7.6 17.7 65.2 64.0 83.1: 36.0 16.9
Old : 100.0: 40.4 9.8 6.2 17.2 67.8 63.8 83.8: 36.2 16.2
Other: 100.0: 25.7 43.0 13.1 28.2 14.7 67.0 70.8: 33.0 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 4 5 9 9 26 15:
Old : 29: 13 5 5 7 9 24 15:
Other: 12: 5 2 3 4 2 11 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 : 37.6 60.2 49.1 72.9 37.3 55.5 47.0 67.1
Old : 39.5 60.3 51.5 73.6 39.2 55.9 49.4 68.5
Other: 52.7 70.3 64.7 70.8 44.2 57.1 52.6 57.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 802,437: 122,697 126,911 210,915 411,238 369,003 744,850 706,829: 57,587 95,608
Old : 716,636: 122,020 112,383 180,791 363,683 347,569 666,493 640,743: 50,143 75,893
Other: 85,802: 15,227 29,078 15,575 47,555 21,434 78,357 66,087: 7,444 19,715
: : :
: : Changes in Commitments from: January 8, 2019 :
: 22,466: -6,807 11,671 13,114 15,817 -2,986 22,124 21,799: 342 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.8 26.3 51.2 46.0 92.8 88.1: 7.2 11.9
Old : 100.0: 17.0 15.7 25.2 50.7 48.5 93.0 89.4: 7.0 10.6
Other: 100.0: 17.7 33.9 18.2 55.4 25.0 91.3 77.0: 8.7 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 147 183 217 212 247 492 536:
Old : 635: 156 180 198 204 242 472 522:
Other: 342: 56 85 58 82 163 171 278:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 10.8 24.7 17.0 16.4 9.2 22.7 14.0
Old : 18.1 11.8 25.9 18.2 17.0 10.0 23.9 15.4
Other: 20.4 23.9 34.4 32.7 18.7 21.5 30.8 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 514,594: 107,220 108,556 144,322 224,974 229,742 476,516 482,621: 38,078 31,973
Old : 452,899: 112,583 109,229 116,598 194,224 200,762 423,405 426,589: 29,494 26,310
Other: 61,695: 10,949 15,639 11,411 30,750 28,980 53,111 56,031: 8,583 5,663
: : :
: : Changes in Commitments from: January 8, 2019 :
: 14,540: 3,603 2,615 8,194 2,121 2,907 13,919 13,716: 622 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 21.1 28.0 43.7 44.6 92.6 93.8: 7.4 6.2
Old : 100.0: 24.9 24.1 25.7 42.9 44.3 93.5 94.2: 6.5 5.8
Other: 100.0: 17.7 25.3 18.5 49.8 47.0 86.1 90.8: 13.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 82 103 120 96 81 261 254:
Old : 334: 90 105 109 94 80 255 244:
Other: 120: 26 28 30 47 21 92 70:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 22.7 16.6 29.7 9.7 18.8 14.8 24.6
Old : 10.8 22.9 17.8 29.4 10.7 21.0 16.8 27.0
Other: 20.7 37.2 34.7 51.2 15.9 29.8 27.1 39.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,162,731: 90,789 124,456 164,768 731,898 705,035 987,455 994,259: 175,276 168,471
Old : 1,162,731: 90,789 124,456 164,768 731,898 705,035 987,455 994,259: 175,276 168,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 7,289: 1,709 9,028 -5,854 19,093 7,990 14,948 11,164: -7,658 -3,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.7 14.2 62.9 60.6 84.9 85.5: 15.1 14.5
Old : 100.0: 7.8 10.7 14.2 62.9 60.6 84.9 85.5: 15.1 14.5
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 : 192: 44 32 49 93 98 156 160:
Old : 192: 44 32 49 93 98 156 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 24.4 32.5 37.6 18.2 19.8 23.2 26.8
Old : 24.7 24.4 32.5 37.6 18.2 19.8 23.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 1,138,893: 98,951 380,249 16,658 859,358 645,811 974,967 1,042,717: 163,926 96,176
Old : 1,138,893: 98,951 380,249 16,658 859,358 645,811 974,967 1,042,717: 163,926 96,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 37,983: 5,648 24,542 650 25,162 15,670 31,460 40,862: 6,522 -2,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 33.4 1.5 75.5 56.7 85.6 91.6: 14.4 8.4
Old : 100.0: 8.7 33.4 1.5 75.5 56.7 85.6 91.6: 14.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 21 18 22 70 66 100 97:
Old : 131: 21 18 22 70 66 100 97:
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 33.5 41.9 48.5 23.1 33.2 34.8 46.9
Old : 29.0 33.5 41.9 48.5 23.1 33.2 34.8 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 2,467: 214 945 0 1,988 1,061 2,202 2,006: 265 461
Old : 2,467: 214 945 0 1,988 1,061 2,202 2,006: 265 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 34: 10 89 -58 52 -68 4 -37: 30 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 38.3 0.0 80.6 43.0 89.3 81.3: 10.7 18.7
Old : 100.0: 8.7 38.3 0.0 80.6 43.0 89.3 81.3: 10.7 18.7
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 : 22: 4 8 0 8 7 12 15:
Old : 22: 4 8 0 8 7 12 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 : 74.7 51.3 83.4 70.0 72.5 46.2 79.2 63.0
Old : 74.7 51.3 83.4 70.0 72.5 46.2 79.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 478,760: 95,009 51,063 110,111 218,531 277,362 423,651 438,535: 55,109 40,225
Old : 418,555: 98,036 53,250 92,671 177,792 238,863 368,499 384,784: 50,055 33,771
Other: 60,205: 6,154 6,994 8,259 40,738 38,498 55,151 53,752: 5,054 6,454
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,358: 2,908 10,694 -2,824 9,621 -8,058 9,706 -188: -6,348 3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 10.7 23.0 45.6 57.9 88.5 91.6: 11.5 8.4
Old : 100.0: 23.4 12.7 22.1 42.5 57.1 88.0 91.9: 12.0 8.1
Other: 100.0: 10.2 11.6 13.7 67.7 63.9 91.6 89.3: 8.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 81 70 104 107 90 256 215:
Old : 297: 93 71 103 105 85 254 209:
Other: 126: 22 32 28 60 35 101 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 29.1 16.7 38.0 8.6 24.7 13.7 32.2
Old : 10.3 30.0 16.1 38.9 9.5 27.6 15.2 36.1
Other: 33.9 42.3 45.9 54.2 25.4 33.7 36.4 42.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 7,918: 725 3,439 194 5,916 3,170 6,834 6,803: 1,084 1,116
Old : 7,916: 725 3,440 193 5,916 3,170 6,833 6,803: 1,083 1,114
Other: 2: 1 0 0 0 0 1 0: 1 2
: : :
: : Changes in Commitments from: January 8, 2019 :
: 89: -84 -62 17 146 264 79 220: 9 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 43.4 2.4 74.7 40.0 86.3 85.9: 13.7 14.1
Old : 100.0: 9.2 43.5 2.4 74.7 40.0 86.3 85.9: 13.7 14.1
Other: 100.0: 50.0 0.0 0.0 0.0 0.0 50.0 0.0: 50.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 16 8 18 12 30 32:
Old : 49: 8 16 8 18 12 30 32:
Other: 1: 1 0 0 0 0 1 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 42.8 69.4 61.0 58.5 41.5 68.3 59.7
Old : 58.9 42.8 69.4 61.0 58.5 41.5 68.3 59.7
Other: 50.0 0.0 50.0 0.0 50.0 0.0 50.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,714,831: 483,440 755,981 124,695 1,938,579 1,693,766 2,546,715 2,574,442: 168,115 140,389
Old : 2,714,831: 483,440 755,981 124,695 1,938,579 1,693,766 2,546,715 2,574,442: 168,115 140,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 93,377: 41,322 -1,942 34,627 15,653 60,382 91,602 93,067: 1,774 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 27.8 4.6 71.4 62.4 93.8 94.8: 6.2 5.2
Old : 100.0: 17.8 27.8 4.6 71.4 62.4 93.8 94.8: 6.2 5.2
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 : 339: 58 61 48 159 142 247 221:
Old : 339: 58 61 48 159 142 247 221:
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 : 20.7 29.2 31.9 44.4 19.3 27.0 28.9 40.7
Old : 20.7 29.2 31.9 44.4 19.3 27.0 28.9 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 5,046,192: 643,468 796,026 808,699 3,132,639 3,020,870 4,584,806 4,625,594: 461,386 420,597
Old : 5,046,192: 643,468 796,026 808,699 3,132,639 3,020,870 4,584,806 4,625,594: 461,386 420,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -34,427: -26,723 4,203 -7,878 5,394 8,816 -29,206 5,141: -5,221 -39,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.8 16.0 62.1 59.9 90.9 91.7: 9.1 8.3
Old : 100.0: 12.8 15.8 16.0 62.1 59.9 90.9 91.7: 9.1 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 : 440: 96 73 101 223 225 361 357:
Old : 440: 96 73 101 223 225 361 357:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 19.6 27.9 28.5 16.1 18.2 21.6 25.1
Old : 21.1 19.6 27.9 28.5 16.1 18.2 21.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 711,152: 90,053 135,506 4,955 515,796 417,193 610,804 557,654: 100,348 153,498
Old : 711,152: 90,053 135,506 4,955 515,796 417,193 610,804 557,654: 100,348 153,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -1,318: 8,440 1,254 -43 -819 -3,130 7,578 -1,919: -8,896 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.1 0.7 72.5 58.7 85.9 78.4: 14.1 21.6
Old : 100.0: 12.7 19.1 0.7 72.5 58.7 85.9 78.4: 14.1 21.6
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 : 115: 13 17 12 60 62 80 84:
Old : 115: 13 17 12 60 62 80 84:
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 : 32.7 25.2 44.2 34.6 32.2 24.6 43.1 32.3
Old : 32.7 25.2 44.2 34.6 32.2 24.6 43.1 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 5,013,464: 721,353 936,800 424,522 3,527,489 3,278,690 4,673,364 4,640,012: 340,100 373,452
Old : 5,013,464: 721,353 936,800 424,522 3,527,489 3,278,690 4,673,364 4,640,012: 340,100 373,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 6,054: -7,658 3,608 91,750 -74,336 -90,090 9,756 5,268: -3,702 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 8.5 70.4 65.4 93.2 92.6: 6.8 7.4
Old : 100.0: 14.4 18.7 8.5 70.4 65.4 93.2 92.6: 6.8 7.4
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 : 353: 58 70 64 165 180 260 277:
Old : 353: 58 70 64 165 180 260 277:
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 : 34.1 20.9 45.9 31.8 25.3 18.7 36.3 27.6
Old : 34.1 20.9 45.9 31.8 25.3 18.7 36.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,039,668: 267,547 379,147 450,242 1,276,011 1,152,304 1,993,800 1,981,693: 45,868 57,975
Old : 2,039,668: 267,547 379,147 450,242 1,276,011 1,152,304 1,993,800 1,981,693: 45,868 57,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 43,515: -12,703 -17,509 21,572 28,415 33,633 37,284 37,696: 6,231 5,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.6 22.1 62.6 56.5 97.8 97.2: 2.2 2.8
Old : 100.0: 13.1 18.6 22.1 62.6 56.5 97.8 97.2: 2.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 39 45 56 67 75 135 151:
Old : 167: 39 45 56 67 75 135 151:
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 : 30.2 23.3 44.4 38.9 22.3 12.3 30.2 18.9
Old : 30.2 23.3 44.4 38.9 22.3 12.3 30.2 18.9
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 38,929: 17,229 6,392 1,226 14,813 22,918 33,268 30,536: 5,661 8,393
Old : 38,929: 17,229 6,392 1,226 14,813 22,918 33,268 30,536: 5,661 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 362: 471 1,889 3 -395 -2,125 79 -233: 284 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.4 3.1 38.1 58.9 85.5 78.4: 14.5 21.6
Old : 100.0: 44.3 16.4 3.1 38.1 58.9 85.5 78.4: 14.5 21.6
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 : 87: 24 24 9 24 25 53 53:
Old : 87: 24 24 9 24 25 53 53:
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 : 41.9 32.5 57.0 52.3 41.5 32.5 56.2 51.0
Old : 41.9 32.5 57.0 52.3 41.5 32.5 56.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 77,857: 34,457 12,784 2,452 29,626 45,835 66,535 61,072: 11,322 16,785
Old : 77,857: 34,457 12,784 2,452 29,626 45,835 66,535 61,072: 11,322 16,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 725: 942 3,779 5 -789 -4,251 158 -467: 567 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.4 3.1 38.1 58.9 85.5 78.4: 14.5 21.6
Old : 100.0: 44.3 16.4 3.1 38.1 58.9 85.5 78.4: 14.5 21.6
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 : 87: 24 24 9 24 25 53 53:
Old : 87: 24 24 9 24 25 53 53:
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 : 41.9 32.5 57.0 52.3 41.5 32.5 56.2 51.0
Old : 41.9 32.5 57.0 52.3 41.5 32.5 56.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 29,543: 2,740 446 0 25,909 28,898 28,649 29,344: 894 199
Old : 29,543: 2,740 446 0 25,909 28,898 28,649 29,344: 894 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: -2,795: -369 0 0 -2,167 -2,245 -2,536 -2,245: -259 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 1.5 0.0 87.7 97.8 97.0 99.3: 3.0 0.7
Old : 100.0: 9.3 1.5 0.0 87.7 97.8 97.0 99.3: 3.0 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 : 25: 3 1 0 15 9 18 10:
Old : 25: 3 1 0 15 9 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 87.9 86.6 98.4 68.7 87.9 85.4 96.2
Old : 68.7 87.9 86.6 98.4 68.7 87.9 85.4 96.2
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 33,047: 27,020 31,486 281 5,129 1,228 32,430 32,995: 617 52
Old : 33,047: 27,020 31,486 281 5,129 1,228 32,430 32,995: 617 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,598: 665 1,607 0 597 -2 1,262 1,605: 336 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 95.3 0.9 15.5 3.7 98.1 99.8: 1.9 0.2
Old : 100.0: 81.8 95.3 0.9 15.5 3.7 98.1 99.8: 1.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 27 15 2 3 2 32 17:
Old : 46: 27 15 2 3 2 32 17:
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 : 53.3 83.4 74.8 93.4 53.3 83.1 74.8 91.2
Old : 53.3 83.4 74.8 93.4 53.3 83.1 74.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 28,783: 15,751 11,684 140 12,862 13,606 28,753 25,430: 30 3,353
Old : 28,783: 15,751 11,684 140 12,862 13,606 28,753 25,430: 30 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 761: 722 -137 0 20 755 742 618: 19 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 40.6 0.5 44.7 47.3 99.9 88.4: 0.1 11.6
Old : 100.0: 54.7 40.6 0.5 44.7 47.3 99.9 88.4: 0.1 11.6
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 : 35: 6 11 1 4 14 11 25:
Old : 35: 6 11 1 4 14 11 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.3 40.2 99.2 61.7 95.3 40.2 99.0 61.2
Old : 95.3 40.2 99.2 61.7 95.3 40.2 99.0 61.2
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 15,449: 12,863 7,580 28 2,534 5,741 15,425 13,349: 24 2,100
Old : 15,449: 12,863 7,580 28 2,534 5,741 15,425 13,349: 24 2,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 844: 366 523 0 461 -29 827 494: 17 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 49.1 0.2 16.4 37.2 99.8 86.4: 0.2 13.6
Old : 100.0: 83.3 49.1 0.2 16.4 37.2 99.8 86.4: 0.2 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 : 26: 5 11 2 2 8 9 19:
Old : 26: 5 11 2 2 8 9 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 : 97.3 50.9 99.8 75.6 97.3 50.8 99.7 75.6
Old : 97.3 50.9 99.8 75.6 97.3 50.8 99.7 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2019