WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 577,232: 126,156 130,002 210,094 198,423 185,321 534,673 525,416: 42,558 51,815
Old : 356,502: 113,346 111,751 101,906 116,902 112,771 332,154 326,428: 24,349 30,074
Other: 220,729: 57,394 62,834 63,604 81,521 72,550 202,519 198,988: 18,210 21,741
: : :
: : Changes in Commitments from: February 5, 2019 :
: -6,115: -5,791 1,192 -1,698 545 -7,626 -6,944 -8,132: 829 2,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 22.5 36.4 34.4 32.1 92.6 91.0: 7.4 9.0
Old : 100.0: 31.8 31.3 28.6 32.8 31.6 93.2 91.6: 6.8 8.4
Other: 100.0: 26.0 28.5 28.8 36.9 32.9 91.8 90.2: 8.2 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 152 118 174 115 112 355 327:
Old : 391: 147 106 122 106 100 303 282:
Other: 282: 84 87 71 71 92 199 212:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.3 19.4 19.4 7.4 7.6 13.0 13.0
Old : 11.7 12.5 19.8 22.1 10.6 11.3 17.1 18.3
Other: 15.6 18.1 26.0 26.3 10.6 12.7 17.5 17.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 12,816: 1,480 362 850 9,972 11,298 12,302 12,510: 514 306
Old : 6,374: 286 462 0 5,858 5,690 6,144 6,153: 230 221
Other: 6,443: 1,294 0 750 4,114 5,608 6,158 6,358: 284 85
: : :
: : Changes in Commitments from: February 5, 2019 :
: 220: 287 62 0 88 127 375 189: -155 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.8 6.6 77.8 88.2 96.0 97.6: 4.0 2.4
Old : 100.0: 4.5 7.3 0.0 91.9 89.3 96.4 96.5: 3.6 3.5
Other: 100.0: 20.1 0.0 11.6 63.9 87.0 95.6 98.7: 4.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 2 3 14 9 20 13:
Old : 14: 2 2 0 8 8 10 10:
Other: 18: 5 0 2 9 7 14 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 77.0 71.6 91.6 30.7 60.3 44.1 61.7
Old : 66.8 81.4 93.8 96.1 61.6 76.7 76.3 77.7
Other: 52.2 84.9 75.6 97.1 28.1 57.3 46.1 60.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 315,093: 79,349 94,248 66,371 134,397 131,052 280,116 291,671: 34,977 23,422
Old : 207,274: 68,936 86,374 23,932 89,530 83,204 182,398 193,510: 24,876 13,763
Other: 107,820: 39,979 37,439 12,873 44,867 47,848 97,719 98,160: 10,101 9,659
: : :
: : Changes in Commitments from: February 5, 2019 :
: -10,507: -3,984 5,701 -2,700 -6,486 -15,070 -13,169 -12,068: 2,662 1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 29.9 21.1 42.7 41.6 88.9 92.6: 11.1 7.4
Old : 100.0: 33.3 41.7 11.5 43.2 40.1 88.0 93.4: 12.0 6.6
Other: 100.0: 37.1 34.7 11.9 41.6 44.4 90.6 91.0: 9.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 62 81 100 94 221 206:
Old : 269: 80 64 53 90 78 193 172:
Other: 201: 49 47 36 67 81 136 147:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.4 24.3 27.0 11.6 17.0 19.0 24.6
Old : 18.2 18.0 25.9 29.0 17.6 17.9 24.9 28.5
Other: 28.6 28.9 40.1 43.1 28.3 28.7 39.4 41.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 2,104,872: 331,853 289,768 638,029 892,839 933,878 1,862,721 1,861,675: 242,151 243,197
Old : 1,724,012: 292,977 346,446 504,795 727,167 699,854 1,524,939 1,551,095: 199,073 172,918
Other: 380,860: 128,434 32,880 43,677 165,672 234,024 337,782 310,581: 43,078 70,279
: : :
: : Changes in Commitments from: February 5, 2019 :
: 34,086: -11,434 29,358 -10,213 50,260 10,975 28,613 30,120: 5,472 3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.8 30.3 42.4 44.4 88.5 88.4: 11.5 11.6
Old : 100.0: 17.0 20.1 29.3 42.2 40.6 88.5 90.0: 11.5 10.0
Other: 100.0: 33.7 8.6 11.5 43.5 61.4 88.7 81.5: 11.3 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 817: 216 143 240 376 365 703 652:
Old : 805: 197 163 223 367 348 682 622:
Other: 529: 108 67 66 156 290 287 405:
:----------------------------------------------------------------------------------------------------
: 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 8.7 18.4 14.7 7.5 4.9 10.4 8.3
Old : 12.4 8.2 19.1 14.2 10.3 5.8 14.1 9.6
Other: 16.8 23.4 28.3 31.4 15.0 18.0 23.6 24.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 5,984: 2,567 323 313 815 4,279 3,695 4,916: 2,289 1,068
Old : 5,497: 2,521 265 147 720 4,195 3,387 4,608: 2,110 889
Other: 487: 152 163 61 95 84 308 308: 179 179
: : :
: : Changes in Commitments from: February 5, 2019 :
: -233: 55 52 -290 13 -108 -222 -346: -12 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 5.4 5.2 13.6 71.5 61.8 82.1: 38.2 17.9
Old : 100.0: 45.9 4.8 2.7 13.1 76.3 61.6 83.8: 38.4 16.2
Other: 100.0: 31.2 33.4 12.6 19.4 17.3 63.2 63.2: 36.8 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 4 5 10 9 27 15:
Old : 29: 15 3 4 7 9 23 15:
Other: 16: 6 3 5 6 4 15 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 62.1 44.8 73.2 34.0 61.2 44.5 70.9
Old : 37.0 65.8 48.4 76.2 37.0 65.7 48.4 74.6
Other: 39.9 55.0 55.2 62.8 36.7 43.9 44.5 44.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 861,492: 126,864 120,878 232,426 439,216 397,286 798,507 750,591: 62,985 110,901
Old : 736,529: 119,905 105,768 186,743 375,798 362,011 682,445 654,521: 54,084 82,008
Other: 124,963: 23,544 31,696 29,099 63,418 35,275 116,061 96,070: 8,902 28,893
: : :
: : Changes in Commitments from: February 5, 2019 :
: -1,262: -8,001 3,941 -4,376 14,112 -3,289 1,736 -3,724: -2,998 2,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.0 27.0 51.0 46.1 92.7 87.1: 7.3 12.9
Old : 100.0: 16.3 14.4 25.4 51.0 49.2 92.7 88.9: 7.3 11.1
Other: 100.0: 18.8 25.4 23.3 50.7 28.2 92.9 76.9: 7.1 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 139 180 239 223 249 515 548:
Old : 629: 145 177 214 215 242 490 528:
Other: 376: 70 92 77 94 173 210 303:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 10.8 24.3 16.5 15.7 9.2 22.3 13.5
Old : 18.4 12.1 26.0 17.9 17.0 10.5 24.4 15.6
Other: 19.9 17.4 30.8 25.3 16.6 13.5 25.3 18.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 554,377: 127,258 62,726 169,261 220,654 294,615 517,173 526,601: 37,205 27,776
Old : 476,166: 133,068 65,400 135,187 179,658 253,772 447,914 454,358: 28,252 21,808
Other: 78,211: 14,563 17,700 13,700 40,996 40,843 69,259 72,243: 8,952 5,968
: : :
: : Changes in Commitments from: February 5, 2019 :
: 19,085: -2,540 -833 18,829 3,305 1,041 19,593 19,037: -508 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 11.3 30.5 39.8 53.1 93.3 95.0: 6.7 5.0
Old : 100.0: 27.9 13.7 28.4 37.7 53.3 94.1 95.4: 5.9 4.6
Other: 100.0: 18.6 22.6 17.5 52.4 52.2 88.6 92.4: 11.4 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 108 83 138 95 91 290 261:
Old : 345: 117 82 129 92 89 280 253:
Other: 141: 29 39 36 49 31 104 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 27.5 16.9 34.3 9.7 25.4 14.5 31.1
Old : 11.6 27.3 18.5 34.3 11.0 25.7 17.3 32.0
Other: 18.3 38.2 31.1 53.4 16.9 35.5 27.4 47.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,157,076: 102,243 141,344 147,999 734,069 692,072 984,311 981,415: 172,765 175,661
Old : 1,157,076: 102,243 141,344 147,999 734,069 692,072 984,311 981,415: 172,765 175,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 16,083: 4,935 -4,961 13,203 -10,370 5,540 7,767 13,781: 8,316 2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.2 12.8 63.4 59.8 85.1 84.8: 14.9 15.2
Old : 100.0: 8.8 12.2 12.8 63.4 59.8 85.1 84.8: 14.9 15.2
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 : 185: 36 35 51 91 96 155 155:
Old : 185: 36 35 51 91 96 155 155:
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 : 23.6 24.7 32.1 38.8 18.7 21.8 24.1 29.2
Old : 23.6 24.7 32.1 38.8 18.7 21.8 24.1 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,225,966: 110,166 425,489 33,040 918,020 672,607 1,061,226 1,131,136: 164,741 94,831
Old : 1,225,966: 110,166 425,489 33,040 918,020 672,607 1,061,226 1,131,136: 164,741 94,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 44,138: -1,364 22,175 10,411 22,835 11,413 31,882 43,999: 12,256 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.7 2.7 74.9 54.9 86.6 92.3: 13.4 7.7
Old : 100.0: 9.0 34.7 2.7 74.9 54.9 86.6 92.3: 13.4 7.7
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 : 132: 22 18 26 79 67 113 99:
Old : 132: 22 18 26 79 67 113 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.5 39.9 51.3 21.7 34.4 31.9 49.1
Old : 28.4 34.5 39.9 51.3 21.7 34.4 31.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 498,296: 84,557 82,995 125,548 229,470 248,352 439,575 456,895: 58,721 41,401
Old : 427,459: 86,423 87,017 104,967 183,585 201,988 374,975 393,971: 52,484 33,488
Other: 70,836: 9,834 7,678 8,881 45,885 46,364 64,600 62,923: 6,237 7,913
: : :
: : Changes in Commitments from: February 5, 2019 :
: -975: -5,075 11,789 -309 2,100 -16,408 -3,285 -4,929: 2,310 3,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.7 25.2 46.1 49.8 88.2 91.7: 11.8 8.3
Old : 100.0: 20.2 20.4 24.6 42.9 47.3 87.7 92.2: 12.3 7.8
Other: 100.0: 13.9 10.8 12.5 64.8 65.5 91.2 88.8: 8.8 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 77 80 107 112 101 259 239:
Old : 310: 87 82 103 109 95 253 231:
Other: 140: 29 33 30 65 39 113 83:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 22.5 17.8 30.4 9.1 17.9 14.1 24.1
Old : 10.8 22.1 16.7 30.2 9.9 19.5 15.3 26.5
Other: 30.1 37.1 40.3 50.6 22.6 29.2 31.8 41.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 8,456: 678 3,655 673 5,695 2,751 7,046 7,079: 1,411 1,377
Old : 8,446: 682 3,653 668 5,695 2,750 7,045 7,071: 1,401 1,374
Other: 11: 0 6 1 0 1 1 8: 10 3
: : :
: : Changes in Commitments from: February 5, 2019 :
: 818: -43 454 303 505 -164 766 594: 52 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 43.2 8.0 67.3 32.5 83.3 83.7: 16.7 16.3
Old : 100.0: 8.1 43.3 7.9 67.4 32.6 83.4 83.7: 16.6 16.3
Other: 100.0: 0.0 52.5 9.5 0.0 9.5 9.5 71.5: 90.5 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 19 11 15 10 30 33:
Old : 46: 9 18 11 15 10 30 33:
Other: 3: 0 2 1 0 1 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 : 54.6 38.3 64.6 54.5 53.9 34.3 61.4 50.6
Old : 54.7 38.3 64.6 54.6 53.9 34.4 61.5 50.6
Other: 9.5 71.5 9.5 71.5 0.0 62.0 0.0 62.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 3,278,696: 587,712 940,434 305,804 2,195,152 1,914,957 3,088,668 3,161,195: 190,028 117,501
Old : 3,278,696: 587,712 940,434 305,804 2,195,152 1,914,957 3,088,668 3,161,195: 190,028 117,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 211,353: 84,608 51,636 15,874 95,412 152,745 195,894 220,255: 15,460 -8,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.7 9.3 67.0 58.4 94.2 96.4: 5.8 3.6
Old : 100.0: 17.9 28.7 9.3 67.0 58.4 94.2 96.4: 5.8 3.6
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 : 343: 64 59 48 167 147 258 227:
Old : 343: 64 59 48 167 147 258 227:
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 : 20.0 35.2 31.8 47.9 19.7 29.6 28.7 40.7
Old : 20.0 35.2 31.8 47.9 19.7 29.6 28.7 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, February 12, 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 : 4,758,925: 675,363 807,786 686,239 2,927,625 2,836,639 4,289,228 4,330,665: 469,697 428,261
Old : 4,758,925: 675,363 807,786 686,239 2,927,625 2,836,639 4,289,228 4,330,665: 469,697 428,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 122,748: 52,099 59,457 7,732 67,691 58,306 127,522 125,495: -4,774 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 14.4 61.5 59.6 90.1 91.0: 9.9 9.0
Old : 100.0: 14.2 17.0 14.4 61.5 59.6 90.1 91.0: 9.9 9.0
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 : 429: 93 77 103 218 211 358 344:
Old : 429: 93 77 103 218 211 358 344:
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 20.0 28.7 29.2 16.4 18.4 22.1 25.8
Old : 21.1 20.0 28.7 29.2 16.4 18.4 22.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 683,695: 60,105 152,666 11,556 497,990 362,673 569,651 526,895: 114,044 156,800
Old : 683,695: 60,105 152,666 11,556 497,990 362,673 569,651 526,895: 114,044 156,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: -9,347: -17,575 -2,713 3,138 -5,808 -15,665 -20,245 -15,240: 10,898 5,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 22.3 1.7 72.8 53.0 83.3 77.1: 16.7 22.9
Old : 100.0: 8.8 22.3 1.7 72.8 53.0 83.3 77.1: 16.7 22.9
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 : 105: 11 16 11 62 58 81 77:
Old : 105: 11 16 11 62 58 81 77:
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 : 32.4 24.8 43.8 34.6 31.9 24.2 42.0 32.3
Old : 32.4 24.8 43.8 34.6 31.9 24.2 42.0 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, February 12, 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 : 4,799,962: 769,154 960,563 354,873 3,301,986 3,102,036 4,426,013 4,417,473: 373,950 382,490
Old : 4,799,962: 769,154 960,563 354,873 3,301,986 3,102,036 4,426,013 4,417,473: 373,950 382,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 6,967: 4,310 24,367 6,002 25,775 -20,588 36,088 9,781: -29,120 -2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.0 7.4 68.8 64.6 92.2 92.0: 7.8 8.0
Old : 100.0: 16.0 20.0 7.4 68.8 64.6 92.2 92.0: 7.8 8.0
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 : 352: 56 69 66 170 180 265 276:
Old : 352: 56 69 66 170 180 265 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 20.2 41.9 30.4 24.6 19.2 34.9 27.5
Old : 31.1 20.2 41.9 30.4 24.6 19.2 34.9 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,825,942: 222,557 418,879 450,038 1,114,861 896,005 1,787,456 1,764,922: 38,486 61,020
Old : 1,825,942: 222,557 418,879 450,038 1,114,861 896,005 1,787,456 1,764,922: 38,486 61,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 74,509: 30,382 82,994 9,429 38,594 -15,056 78,405 77,367: -3,895 -2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 22.9 24.6 61.1 49.1 97.9 96.7: 2.1 3.3
Old : 100.0: 12.2 22.9 24.6 61.1 49.1 97.9 96.7: 2.1 3.3
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 : 154: 34 44 55 59 70 121 145:
Old : 154: 34 44 55 59 70 121 145:
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 : 33.2 30.3 45.3 43.1 25.0 20.5 31.6 26.5
Old : 33.2 30.3 45.3 43.1 25.0 20.5 31.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 43,110: 16,408 10,464 1,713 18,000 22,044 36,121 34,220: 6,989 8,890
Old : 43,110: 16,408 10,464 1,713 18,000 22,044 36,121 34,220: 6,989 8,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: -987: 454 -2,187 173 -1,909 816 -1,283 -1,198: 296 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 24.3 4.0 41.8 51.1 83.8 79.4: 16.2 20.6
Old : 100.0: 38.1 24.3 4.0 41.8 51.1 83.8 79.4: 16.2 20.6
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 : 99: 26 26 6 29 29 58 58:
Old : 99: 26 26 6 29 29 58 58:
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 : 41.2 32.5 52.3 48.5 40.8 31.1 51.9 47.0
Old : 41.2 32.5 52.3 48.5 40.8 31.1 51.9 47.0
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, February 12, 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 : 86,220: 32,817 20,927 3,425 36,000 44,088 72,242 68,441: 13,978 17,780
Old : 86,220: 32,817 20,927 3,425 36,000 44,088 72,242 68,441: 13,978 17,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: -1,974: 907 -4,374 346 -3,818 1,633 -2,566 -2,395: 592 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 24.3 4.0 41.8 51.1 83.8 79.4: 16.2 20.6
Old : 100.0: 38.1 24.3 4.0 41.8 51.1 83.8 79.4: 16.2 20.6
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 : 99: 26 26 6 29 29 58 58:
Old : 99: 26 26 6 29 29 58 58:
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 : 41.2 32.5 52.3 48.5 40.8 31.1 51.9 47.0
Old : 41.2 32.5 52.3 48.5 40.8 31.1 51.9 47.0
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, February 12, 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 : 29,987: 2,253 749 0 26,320 28,465 28,573 29,214: 1,414 773
Old : 29,987: 2,253 749 0 26,320 28,465 28,573 29,214: 1,414 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: -248: 67 -17 0 -218 -162 -151 -179: -97 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.5 0.0 87.8 94.9 95.3 97.4: 4.7 2.6
Old : 100.0: 7.5 2.5 0.0 87.8 94.9 95.3 97.4: 4.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 0 13 7 16 9:
Old : 23: 3 2 0 13 7 16 9:
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 : 74.5 88.3 87.4 97.1 74.5 88.3 87.4 96.1
Old : 74.5 88.3 87.4 97.1 74.5 88.3 87.4 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 29,130: 20,900 26,870 289 7,739 1,925 28,928 29,084: 202 46
Old : 29,130: 20,900 26,870 289 7,739 1,925 28,928 29,084: 202 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 1,775: 1,821 1,215 0 480 722 2,301 1,937: -526 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 92.2 1.0 26.6 6.6 99.3 99.8: 0.7 0.2
Old : 100.0: 71.7 92.2 1.0 26.6 6.6 99.3 99.8: 0.7 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 : 47: 27 15 2 3 3 32 18:
Old : 47: 27 15 2 3 3 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 81.6 78.4 92.2 53.6 81.2 76.5 89.3
Old : 53.6 81.6 78.4 92.2 53.6 81.2 76.5 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 29,654: 15,551 12,343 126 13,943 13,936 29,620 26,405: 34 3,249
Old : 29,654: 15,551 12,343 126 13,943 13,936 29,620 26,405: 34 3,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 411: -629 244 -24 1,094 -2 441 218: -30 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 41.6 0.4 47.0 47.0 99.9 89.0: 0.1 11.0
Old : 100.0: 52.4 41.6 0.4 47.0 47.0 99.9 89.0: 0.1 11.0
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 : 33: 6 11 2 4 12 12 23:
Old : 33: 6 11 2 4 12 12 23:
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 : 94.5 42.1 99.2 62.8 94.5 42.1 99.1 62.4
Old : 94.5 42.1 99.2 62.8 94.5 42.1 99.1 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 14,899: 11,783 7,376 55 3,049 5,570 14,887 13,001: 12 1,898
Old : 14,899: 11,783 7,376 55 3,049 5,570 14,887 13,001: 12 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2019 :
: 93: 526 195 8 -425 -112 109 91: -16 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 49.5 0.4 20.5 37.4 99.9 87.3: 0.1 12.7
Old : 100.0: 79.1 49.5 0.4 20.5 37.4 99.9 87.3: 0.1 12.7
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 : 27: 5 12 2 2 8 9 20:
Old : 27: 5 12 2 2 8 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 : 97.2 49.7 99.8 77.3 97.2 49.7 99.6 77.2
Old : 97.2 49.7 99.8 77.3 97.2 49.7 99.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2019