WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 602,962: 117,747 181,501 224,102 209,646 146,703 551,495 552,306: 51,467 50,656
Old : 308,042: 111,918 143,452 76,497 94,261 64,470 282,676 284,418: 25,367 23,624
Other: 294,920: 66,516 98,735 86,919 115,385 82,234 268,819 267,888: 26,101 27,032
: : :
: : Changes in Commitments from: February 26, 2019 :
: 35,184: 1,841 13,993 30,403 840 -5,661 33,084 38,734: 2,100 -3,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 30.1 37.2 34.8 24.3 91.5 91.6: 8.5 8.4
Old : 100.0: 36.3 46.6 24.8 30.6 20.9 91.8 92.3: 8.2 7.7
Other: 100.0: 22.6 33.5 29.5 39.1 27.9 91.1 90.8: 8.9 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 439: 152 146 170 113 106 350 345:
Old : 392: 142 125 97 93 87 268 276:
Other: 302: 93 93 89 88 89 231 230:
:----------------------------------------------------------------------------------------------------
: 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 10.7 19.5 17.7 7.1 7.2 12.4 11.9
Old : 14.1 12.1 25.1 21.1 13.4 11.5 21.9 19.3
Other: 14.3 14.7 23.3 23.7 8.7 10.5 14.1 16.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 13,340: 4,577 550 1,088 7,404 11,602 13,070 13,240: 270 100
Old : 5,822: 3,099 400 171 2,432 5,151 5,702 5,722: 120 100
Other: 7,518: 1,663 335 732 4,972 6,451 7,368 7,518: 150 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -1,264: 851 -121 238 -2,153 -1,321 -1,064 -1,204: -200 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 4.1 8.2 55.5 87.0 98.0 99.3: 2.0 0.7
Old : 100.0: 53.2 6.9 2.9 41.8 88.5 97.9 98.3: 2.1 1.7
Other: 100.0: 22.1 4.5 9.7 66.1 85.8 98.0 100.0: 2.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 7 2 4 16 10 24 15:
Old : 16: 4 1 1 8 6 12 8:
Other: 22: 5 2 2 12 9 18 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 73.1 68.5 87.9 44.3 59.2 57.9 68.3
Old : 75.2 85.0 90.7 98.3 73.3 77.1 84.9 87.4
Other: 49.6 73.3 75.2 89.7 37.0 50.8 53.4 62.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 320,860: 83,472 115,868 76,656 125,116 107,838 285,244 300,363: 35,616 20,497
Old : 171,727: 70,037 85,807 17,436 64,438 58,981 151,912 162,225: 19,815 9,502
Other: 149,133: 44,305 60,932 28,349 60,678 48,857 133,332 138,138: 15,801 10,995
: : :
: : Changes in Commitments from: February 26, 2019 :
: 12,483: 4,453 5,594 9,416 -1,334 -1,597 12,535 13,413: -52 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 36.1 23.9 39.0 33.6 88.9 93.6: 11.1 6.4
Old : 100.0: 40.8 50.0 10.2 37.5 34.3 88.5 94.5: 11.5 5.5
Other: 100.0: 29.7 40.9 19.0 40.7 32.8 89.4 92.6: 10.6 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 87 63 75 98 86 218 196:
Old : 257: 78 60 37 82 63 178 142:
Other: 208: 55 45 45 74 74 153 143:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 17.2 23.4 28.7 10.8 16.3 17.3 26.0
Old : 20.2 24.1 30.0 38.5 20.2 23.9 30.0 37.9
Other: 18.2 20.7 28.0 34.5 14.2 19.9 23.0 30.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 2,011,395: 331,343 445,304 596,463 826,686 752,901 1,754,492 1,794,667: 256,904 216,728
Old : 1,554,738: 319,300 515,894 382,736 653,283 515,353 1,355,319 1,413,983: 199,419 140,754
Other: 456,658: 163,642 81,009 62,128 173,402 237,548 399,173 380,684: 57,485 75,973
: : :
: : Changes in Commitments from: February 26, 2019 :
: 38,054: -4,674 75,525 31,526 5,502 -60,207 32,354 46,843: 5,700 -8,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.1 29.7 41.1 37.4 87.2 89.2: 12.8 10.8
Old : 100.0: 20.5 33.2 24.6 42.0 33.1 87.2 90.9: 12.8 9.1
Other: 100.0: 35.8 17.7 13.6 38.0 52.0 87.4 83.4: 12.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 842: 214 172 239 369 361 691 676:
Old : 822: 194 188 211 352 331 650 629:
Other: 569: 114 86 83 175 299 322 441:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 7.2 17.0 12.8 7.4 5.3 10.5 9.2
Old : 12.3 7.2 18.7 13.2 11.2 6.6 16.6 11.6
Other: 17.4 21.9 27.8 29.9 16.7 17.6 25.1 25.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 4,506: 1,630 606 263 1,119 2,540 3,011 3,409: 1,495 1,096
Old : 3,576: 1,621 558 8 762 2,289 2,391 2,855: 1,185 721
Other: 930: 30 70 233 356 251 619 554: 310 375
: : :
: : Changes in Commitments from: February 26, 2019 :
: -249: -241 92 4 30 -468 -207 -373: -42 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 13.5 5.8 24.8 56.4 66.8 75.7: 33.2 24.3
Old : 100.0: 45.3 15.6 0.2 21.3 64.0 66.9 79.8: 33.1 20.2
Other: 100.0: 3.3 7.6 25.0 38.3 27.0 66.6 59.6: 33.4 40.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 4 4 9 8 20 13:
Old : 21: 8 3 1 7 6 15 10:
Other: 14: 3 3 3 7 5 13 8:
:----------------------------------------------------------------------------------------------------
: 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 : 44.1 56.6 55.2 70.6 44.1 53.7 52.7 65.5
Old : 52.9 66.1 63.4 79.2 52.9 66.1 63.4 79.2
Other: 37.9 49.5 59.1 59.6 27.7 23.1 31.6 24.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 763,800: 123,832 152,406 214,957 370,710 300,476 709,499 667,839: 54,301 95,961
Old : 595,852: 122,593 147,590 146,442 283,036 237,119 552,071 531,151: 43,781 64,700
Other: 167,949: 34,173 37,749 35,582 87,674 63,357 157,429 136,688: 10,520 31,261
: : :
: : Changes in Commitments from: February 26, 2019 :
: 14,717: -648 12,274 21,345 -5,757 -14,810 14,940 18,809: -223 -4,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 20.0 28.1 48.5 39.3 92.9 87.4: 7.1 12.6
Old : 100.0: 20.6 24.8 24.6 47.5 39.8 92.7 89.1: 7.3 10.9
Other: 100.0: 20.3 22.5 21.2 52.2 37.7 93.7 81.4: 6.3 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 629: 139 181 218 199 245 476 530:
Old : 614: 142 183 182 184 229 435 494:
Other: 396: 71 102 79 94 190 209 333:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 11.3 24.5 17.5 15.1 9.6 21.4 14.1
Old : 15.6 13.7 24.0 20.4 15.1 11.6 21.5 16.4
Other: 26.3 14.7 37.6 23.1 22.1 11.6 31.8 18.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 515,328: 117,148 70,984 156,639 207,140 259,746 480,928 487,368: 34,400 27,959
Old : 418,185: 116,019 77,846 118,149 159,636 201,381 393,803 397,375: 24,382 20,809
Other: 97,143: 25,406 17,415 14,214 47,505 58,364 87,125 89,993: 10,018 7,150
: : :
: : Changes in Commitments from: February 26, 2019 :
: 3,409: 9 2,426 6,382 1,488 -3,282 7,879 5,526: -4,470 -2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 13.8 30.4 40.2 50.4 93.3 94.6: 6.7 5.4
Old : 100.0: 27.7 18.6 28.3 38.2 48.2 94.2 95.0: 5.8 5.0
Other: 100.0: 26.2 17.9 14.6 48.9 60.1 89.7 92.6: 10.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 110 86 138 86 87 281 261:
Old : 339: 117 87 130 83 82 269 251:
Other: 161: 40 44 38 49 35 118 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 25.0 16.8 32.0 9.7 21.9 14.9 27.6
Old : 11.0 23.0 18.4 30.6 10.9 20.9 17.8 28.0
Other: 15.5 43.1 27.5 56.0 14.3 40.2 24.6 49.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,139,540: 117,161 159,856 150,305 693,632 659,631 961,098 969,792: 178,442 169,748
Old : 1,139,540: 117,161 159,856 150,305 693,632 659,631 961,098 969,792: 178,442 169,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -141,588: -17,616 -20,469 -57,723 -28,424 -41,209 -103,763 -119,400: -37,825 -22,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.0 13.2 60.9 57.9 84.3 85.1: 15.7 14.9
Old : 100.0: 10.3 14.0 13.2 60.9 57.9 84.3 85.1: 15.7 14.9
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 : 196: 42 37 46 91 97 153 160:
Old : 196: 42 37 46 91 97 153 160:
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 : 22.0 25.7 31.3 37.9 17.6 23.0 24.0 30.3
Old : 22.0 25.7 31.3 37.9 17.6 23.0 24.0 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,132,143: 111,743 414,602 25,385 833,676 596,213 970,804 1,036,200: 161,339 95,943
Old : 1,132,143: 111,743 414,602 25,385 833,676 596,213 970,804 1,036,200: 161,339 95,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -67,460: -498 -16,767 -12,403 -4,296 -13,054 -17,197 -42,225: -50,262 -25,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 36.6 2.2 73.6 52.7 85.7 91.5: 14.3 8.5
Old : 100.0: 9.9 36.6 2.2 73.6 52.7 85.7 91.5: 14.3 8.5
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 : 132: 20 17 20 80 68 108 97:
Old : 132: 20 17 20 80 68 108 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 : 29.7 35.7 40.4 52.1 23.0 34.9 32.2 48.8
Old : 29.7 35.7 40.4 52.1 23.0 34.9 32.2 48.8
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, March 05, 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 : 1,439: 254 426 42 850 652 1,146 1,120: 293 319
Old : 1,439: 254 426 42 850 652 1,146 1,120: 293 319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -251: 74 -170 28 -354 -126 -252 -268: 1 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.6 2.9 59.1 45.3 79.6 77.8: 20.4 22.2
Old : 100.0: 17.7 29.6 2.9 59.1 45.3 79.6 77.8: 20.4 22.2
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 : 23: 8 4 2 8 8 16 14:
Old : 23: 8 4 2 8 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 46.0 62.4 65.3 27.2 38.2 37.5 47.7
Old : 47.0 46.0 62.4 65.3 27.2 38.2 37.5 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 472,620: 87,516 103,829 101,632 236,324 231,306 425,472 436,767: 47,148 35,853
Old : 376,843: 90,089 106,979 69,664 176,535 171,513 336,288 348,156: 40,555 28,687
Other: 95,776: 13,653 13,076 15,741 59,789 59,793 89,184 88,611: 6,592 7,165
: : :
: : Changes in Commitments from: February 26, 2019 :
: -2,756: 7,838 -152 -2,937 -4,104 4,483 797 1,394: -3,553 -4,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.0 21.5 50.0 48.9 90.0 92.4: 10.0 7.6
Old : 100.0: 23.9 28.4 18.5 46.8 45.5 89.2 92.4: 10.8 7.6
Other: 100.0: 14.3 13.7 16.4 62.4 62.4 93.1 92.5: 6.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 72 92 93 112 93 247 226:
Old : 303: 79 92 85 110 87 240 215:
Other: 157: 33 40 34 69 42 125 94:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 20.1 20.5 29.1 10.6 16.7 16.1 22.4
Old : 12.8 19.7 19.5 27.2 12.1 18.8 18.8 24.4
Other: 31.3 35.1 42.3 51.0 24.5 30.0 31.8 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 9,021: 762 4,899 523 6,111 2,379 7,397 7,802: 1,624 1,219
Old : 8,968: 788 4,900 488 6,101 2,373 7,377 7,761: 1,591 1,208
Other: 52: 4 29 5 10 7 19 41: 33 12
: : :
: : Changes in Commitments from: February 26, 2019 :
: -347: -72 -3 53 -149 -234 -168 -184: -180 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 54.3 5.8 67.7 26.4 82.0 86.5: 18.0 13.5
Old : 100.0: 8.8 54.6 5.4 68.0 26.5 82.3 86.5: 17.7 13.5
Other: 100.0: 8.2 54.8 9.9 19.1 13.1 37.2 77.8: 62.8 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 17 11 17 10 35 35:
Old : 53: 16 16 11 17 10 35 35:
Other: 8: 2 3 3 1 2 5 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 : 54.4 34.2 62.3 54.6 54.3 33.8 61.6 53.6
Old : 54.6 34.4 62.5 54.9 54.5 34.0 61.9 53.9
Other: 35.3 70.2 37.2 77.8 27.3 66.0 27.3 67.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 2,981,335: 701,621 884,224 115,699 1,960,131 1,858,906 2,777,452 2,858,829: 203,883 122,505
Old : 2,981,335: 701,621 884,224 115,699 1,960,131 1,858,906 2,777,452 2,858,829: 203,883 122,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -140,491: -2,816 36,407 -37,983 -79,186 -97,528 -119,984 -99,104: -20,507 -41,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 29.7 3.9 65.7 62.4 93.2 95.9: 6.8 4.1
Old : 100.0: 23.5 29.7 3.9 65.7 62.4 93.2 95.9: 6.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 64 50 48 154 137 242 211:
Old : 321: 64 50 48 154 137 242 211:
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 : 20.6 31.1 31.5 45.8 20.4 29.6 30.0 43.2
Old : 20.6 31.1 31.5 45.8 20.4 29.6 30.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 4,334,677: 549,819 769,553 574,718 2,767,346 2,575,780 3,891,883 3,920,050: 442,794 414,627
Old : 4,334,677: 549,819 769,553 574,718 2,767,346 2,575,780 3,891,883 3,920,050: 442,794 414,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -359,578: -110,266 -91,456 12,234 -174,697 -222,081 -272,729 -301,303: -86,849 -58,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 17.8 13.3 63.8 59.4 89.8 90.4: 10.2 9.6
Old : 100.0: 12.7 17.8 13.3 63.8 59.4 89.8 90.4: 10.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 76 86 91 193 199 318 327:
Old : 406: 76 86 91 193 199 318 327:
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 : 20.2 21.0 28.5 30.4 15.8 18.2 23.0 26.6
Old : 20.2 21.0 28.5 30.4 15.8 18.2 23.0 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 664,646: 63,666 118,485 14,515 474,286 381,706 552,467 514,706: 112,179 149,940
Old : 664,646: 63,666 118,485 14,515 474,286 381,706 552,467 514,706: 112,179 149,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -79,969: -14,258 -22,004 -3,373 -37,880 -10,890 -55,511 -36,267: -24,458 -43,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 17.8 2.2 71.4 57.4 83.1 77.4: 16.9 22.6
Old : 100.0: 9.6 17.8 2.2 71.4 57.4 83.1 77.4: 16.9 22.6
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 : 107: 13 15 10 59 58 78 77:
Old : 107: 13 15 10 59 58 78 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 : 29.5 21.8 42.8 30.4 28.3 19.6 40.0 27.6
Old : 29.5 21.8 42.8 30.4 28.3 19.6 40.0 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 4,484,074: 704,792 919,444 279,016 3,142,024 2,936,084 4,125,832 4,134,544: 358,242 349,530
Old : 4,484,074: 704,792 919,444 279,016 3,142,024 2,936,084 4,125,832 4,134,544: 358,242 349,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -170,289: -79,016 -45,091 49,486 -102,080 -84,345 -131,610 -79,950: -38,679 -90,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.5 6.2 70.1 65.5 92.0 92.2: 8.0 7.8
Old : 100.0: 15.7 20.5 6.2 70.1 65.5 92.0 92.2: 8.0 7.8
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 : 321: 57 64 63 143 155 229 253:
Old : 321: 57 64 63 143 155 229 253:
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 : 32.5 23.0 44.2 32.5 25.6 20.1 36.3 28.3
Old : 32.5 23.0 44.2 32.5 25.6 20.1 36.3 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 1,644,765: 231,164 310,922 387,002 991,979 893,586 1,610,145 1,591,509: 34,620 53,256
Old : 1,644,765: 231,164 310,922 387,002 991,979 893,586 1,610,145 1,591,509: 34,620 53,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -252,258: -14,233 -120,301 -85,601 -145,257 -40,539 -245,091 -246,441: -7,167 -5,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.9 23.5 60.3 54.3 97.9 96.8: 2.1 3.2
Old : 100.0: 14.1 18.9 23.5 60.3 54.3 97.9 96.8: 2.1 3.2
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 : 148: 32 39 50 59 69 117 137:
Old : 148: 32 39 50 59 69 117 137:
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 : 34.8 27.7 51.4 40.5 27.6 17.0 37.0 26.0
Old : 34.8 27.7 51.4 40.5 27.6 17.0 37.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 45,849: 19,521 9,291 2,637 16,649 24,705 38,806 36,632: 7,044 9,217
Old : 45,849: 19,521 9,291 2,637 16,649 24,705 38,806 36,632: 7,044 9,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: 1,782: 1,117 1,376 211 -77 307 1,250 1,893: 532 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 20.3 5.8 36.3 53.9 84.6 79.9: 15.4 20.1
Old : 100.0: 42.6 20.3 5.8 36.3 53.9 84.6 79.9: 15.4 20.1
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 : 106: 31 29 10 31 30 69 62:
Old : 106: 31 29 10 31 30 69 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 : 34.7 31.2 46.1 47.3 34.4 28.7 45.8 42.6
Old : 34.7 31.2 46.1 47.3 34.4 28.7 45.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 91,699: 39,041 18,582 5,273 33,297 49,410 77,612 73,265: 14,087 18,434
Old : 91,699: 39,041 18,582 5,273 33,297 49,410 77,612 73,265: 14,087 18,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: 3,565: 2,234 2,752 422 -155 613 2,501 3,787: 1,064 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 20.3 5.8 36.3 53.9 84.6 79.9: 15.4 20.1
Old : 100.0: 42.6 20.3 5.8 36.3 53.9 84.6 79.9: 15.4 20.1
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 : 106: 31 29 10 31 30 69 62:
Old : 106: 31 29 10 31 30 69 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 : 34.7 31.2 46.1 47.3 34.4 28.7 45.8 42.6
Old : 34.7 31.2 46.1 47.3 34.4 28.7 45.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 32,569: 2,677 446 0 28,357 31,236 31,034 31,682: 1,535 887
Old : 32,569: 2,677 446 0 28,357 31,236 31,034 31,682: 1,535 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: 1,078: 126 0 0 1,277 591 1,403 591: -325 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.4 0.0 87.1 95.9 95.3 97.3: 4.7 2.7
Old : 100.0: 8.2 1.4 0.0 87.1 95.9 95.3 97.3: 4.7 2.7
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: 3 1 0 11 10 14 11:
Old : 22: 3 1 0 11 10 14 11:
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 : 75.6 82.2 89.6 95.1 75.6 82.2 88.9 94.9
Old : 75.6 82.2 89.6 95.1 75.6 82.2 88.9 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 26,382: 18,424 24,817 313 7,442 1,203 26,179 26,333: 203 49
Old : 26,382: 18,424 24,817 313 7,442 1,203 26,179 26,333: 203 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -1,678: -1,481 -1,719 24 -251 0 -1,708 -1,695: 30 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 94.1 1.2 28.2 4.6 99.2 99.8: 0.8 0.2
Old : 100.0: 69.8 94.1 1.2 28.2 4.6 99.2 99.8: 0.8 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 : 45: 24 17 3 3 2 29 20:
Old : 45: 24 17 3 3 2 29 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 : 53.5 77.5 80.2 89.7 53.4 77.1 77.4 86.6
Old : 53.5 77.5 80.2 89.7 53.4 77.1 77.4 86.6
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 with Delta-adjusted Options and Futures Combined, March 05, 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 : 29,483: 15,857 11,802 148 13,401 14,201 29,406 26,151: 77 3,332
Old : 29,483: 15,857 11,802 148 13,401 14,201 29,406 26,151: 77 3,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -163: 585 -53 33 -720 72 -102 52: -61 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 40.0 0.5 45.5 48.2 99.7 88.7: 0.3 11.3
Old : 100.0: 53.8 40.0 0.5 45.5 48.2 99.7 88.7: 0.3 11.3
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 : 35: 7 10 3 4 14 13 25:
Old : 35: 7 10 3 4 14 13 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 : 94.9 40.5 98.9 60.2 94.8 40.5 98.8 59.9
Old : 94.9 40.5 98.9 60.2 94.8 40.5 98.8 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 05, 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 : 13,950: 13,061 6,267 27 850 5,697 13,938 11,991: 12 1,959
Old : 13,950: 13,061 6,267 27 850 5,697 13,938 11,991: 12 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: -224: 444 -65 -8 -668 96 -232 23: 8 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 44.9 0.2 6.1 40.8 99.9 86.0: 0.1 14.0
Old : 100.0: 93.6 44.9 0.2 6.1 40.8 99.9 86.0: 0.1 14.0
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 : 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 : 95.5 53.3 99.8 76.3 95.5 53.2 99.7 76.2
Old : 95.5 53.3 99.8 76.3 95.5 53.2 99.7 76.2
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 with Delta-adjusted Options and Futures Combined, March 05, 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 : 73,685: 19,980 19,954 53,704 0 0 73,684 73,658: 1 27
Old : 73,685: 19,980 19,954 53,704 0 0 73,684 73,658: 1 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2019 :
: 455: 455 462 0 0 0 455 462: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.1 72.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 27.1 27.1 72.9 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 : 21: 6 14 4 0 0 9 16:
Old : 21: 6 14 4 0 0 9 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 : 98.8 85.4 100.0 98.2 27.0 18.6 27.1 26.1
Old : 98.8 85.4 100.0 98.2 27.0 18.6 27.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 08, 2019