WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 579,436: 113,122 182,353 212,551 208,344 136,646 534,016 531,550: 45,419 47,886
Old : 1,188: 318 400 25 502 92 845 517: 343 671
Other: 578,248: 113,175 182,324 212,155 207,842 136,554 533,171 531,033: 45,076 47,215
: : :
: : Changes in Commitments from: April 23, 2019 :
: -33,846: -1,410 11,561 -26,873 -5,348 -16,202 -33,631 -31,514: -215 -2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 31.5 36.7 36.0 23.6 92.2 91.7: 7.8 8.3
Old : 100.0: 26.8 33.7 2.1 42.3 7.7 71.1 43.5: 28.9 56.5
Other: 100.0: 19.6 31.5 36.7 35.9 23.6 92.2 91.8: 7.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 131 137 152 112 103 329 319:
Old : 21: 4 7 2 2 8 6 17:
Other: 411: 133 134 150 112 103 327 318:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 9.4 19.4 17.0 8.1 8.0 12.2 14.0
Old : 67.3 37.0 71.1 41.7 65.3 37.0 69.0 40.2
Other: 11.4 9.4 19.4 17.0 8.1 8.1 12.2 14.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 19,718: 6,476 601 3,196 9,623 15,610 19,295 19,407: 423 311
Old : 4,484: 3,375 0 200 909 4,109 4,484 4,309: 0 175
Other: 15,234: 3,301 801 2,796 8,714 11,501 14,811 15,098: 423 136
: : :
: : Changes in Commitments from: April 23, 2019 :
: 809: 48 61 808 -82 -79 774 790: 35 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 3.0 16.2 48.8 79.2 97.9 98.4: 2.1 1.6
Old : 100.0: 75.3 0.0 4.5 20.3 91.6 100.0 96.1: 0.0 3.9
Other: 100.0: 21.7 5.3 18.4 57.2 75.5 97.2 99.1: 2.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 3 5 16 15 24 22:
Old : 11: 3 0 1 4 6 7 7:
Other: 28: 6 3 5 15 14 22 21:
:----------------------------------------------------------------------------------------------------
: 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 : 45.1 53.0 66.0 68.5 30.8 36.2 43.8 44.5
Old : 92.2 89.9 100.0 96.1 86.2 81.6 86.6 82.7
Other: 43.3 45.4 65.8 65.1 26.2 38.0 42.3 45.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 350,217: 79,600 123,266 100,778 134,719 103,236 315,097 327,280: 35,119 22,936
Old : 594: 184 40 0 212 341 396 381: 198 213
Other: 349,623: 79,636 123,446 100,558 134,507 102,895 314,701 326,899: 34,921 22,723
: : :
: : Changes in Commitments from: April 23, 2019 :
: -12,422: -990 4,124 -3,961 -6,834 -11,871 -11,785 -11,708: -637 -715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 35.2 28.8 38.5 29.5 90.0 93.5: 10.0 6.5
Old : 100.0: 31.0 6.7 0.0 35.7 57.4 66.7 64.1: 33.3 35.9
Other: 100.0: 22.8 35.3 28.8 38.5 29.4 90.0 93.5: 10.0 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 85 72 77 95 81 219 196:
Old : 11: 1 1 0 3 6 4 7:
Other: 277: 85 73 76 95 81 218 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 15.5 21.5 26.8 8.6 13.8 15.0 23.0
Old : 66.7 59.6 66.7 64.1 66.7 59.6 66.7 64.1
Other: 12.9 15.5 21.5 26.8 8.6 13.8 15.0 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 2,025,935: 311,112 571,667 570,855 850,183 678,860 1,732,150 1,821,382: 293,785 204,553
Old : 1,364,366: 317,533 553,710 327,039 521,659 388,193 1,166,231 1,268,942: 198,135 95,424
Other: 661,569: 102,818 127,196 134,577 328,524 290,667 565,919 552,440: 95,650 109,129
: : :
: : Changes in Commitments from: April 23, 2019 :
: -268,904: 13,223 3,218 -129,482 -141,016 -122,234 -257,275 -248,499: -11,629 -20,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.2 28.2 42.0 33.5 85.5 89.9: 14.5 10.1
Old : 100.0: 23.3 40.6 24.0 38.2 28.5 85.5 93.0: 14.5 7.0
Other: 100.0: 15.5 19.2 20.3 49.7 43.9 85.5 83.5: 14.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 872: 235 166 241 396 354 741 668:
Old : 832: 225 161 181 367 291 668 561:
Other: 621: 125 115 117 224 300 414 477:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 7.9 15.3 14.3 5.8 5.9 9.1 10.9
Old : 8.2 10.2 14.6 17.9 7.4 8.7 12.0 15.9
Other: 14.7 13.3 22.9 21.1 11.0 9.8 16.4 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 6,214: 2,707 182 165 1,266 4,652 4,138 4,999: 2,076 1,215
Old : 185: 0 0 0 182 139 182 139: 3 46
Other: 6,029: 2,707 182 165 1,084 4,513 3,956 4,860: 2,073 1,169
: : :
: : Changes in Commitments from: April 23, 2019 :
: 158: 463 0 30 -667 -70 -174 -40: 332 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 2.9 2.7 20.4 74.9 66.6 80.4: 33.4 19.6
Old : 100.0: 0.0 0.0 0.0 98.4 75.1 98.4 75.1: 1.6 24.9
Other: 100.0: 44.9 3.0 2.7 18.0 74.9 65.6 80.6: 34.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 3 1 6 10 17 13:
Old : 3: 0 0 0 1 2 1 2:
Other: 25: 10 3 1 6 10 17 13:
:----------------------------------------------------------------------------------------------------
: 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 : 41.1 52.6 54.2 72.7 38.6 48.3 50.8 67.1
Old : 98.4 75.1 98.4 75.1 98.4 75.1 98.4 75.1
Other: 42.4 51.9 55.2 72.6 39.8 50.5 52.3 69.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 879,342: 110,384 242,395 260,966 451,741 286,655 823,091 790,015: 56,251 89,327
Old : 556,756: 139,410 211,332 114,249 265,484 181,887 519,144 507,469: 37,612 49,287
Other: 322,586: 46,586 106,675 71,104 186,257 104,767 303,947 282,546: 18,639 40,040
: : :
: : Changes in Commitments from: April 23, 2019 :
: -111,605: -4,741 16,952 -36,436 -65,941 -85,413 -107,118 -104,897: -4,486 -6,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 27.6 29.7 51.4 32.6 93.6 89.8: 6.4 10.2
Old : 100.0: 25.0 38.0 20.5 47.7 32.7 93.2 91.1: 6.8 8.9
Other: 100.0: 14.4 33.1 22.0 57.7 32.5 94.2 87.6: 5.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 639: 146 192 217 194 233 477 536:
Old : 595: 154 169 140 162 205 390 455:
Other: 452: 83 127 123 130 191 295 371:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 9.1 23.8 15.5 13.2 5.7 19.3 10.2
Old : 15.0 11.1 26.4 18.3 14.3 8.1 24.5 14.6
Other: 23.5 15.9 33.7 24.2 18.3 14.0 25.6 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 509,696: 112,308 146,390 121,236 241,994 210,171 475,538 477,797: 34,158 31,899
Old : 326,195: 119,777 150,868 45,092 141,565 108,119 306,433 304,079: 19,761 22,115
Other: 183,501: 45,985 48,976 22,691 100,429 102,051 169,104 173,718: 14,397 9,783
: : :
: : Changes in Commitments from: April 23, 2019 :
: -13,253: 3,012 7,467 -12,093 -1,486 -10,557 -10,567 -15,183: -2,687 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 28.7 23.8 47.5 41.2 93.3 93.7: 6.7 6.3
Old : 100.0: 36.7 46.3 13.8 43.4 33.1 93.9 93.2: 6.1 6.8
Other: 100.0: 25.1 26.7 12.4 54.7 55.6 92.2 94.7: 7.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 91 110 121 88 76 257 255:
Old : 315: 96 111 85 74 67 216 222:
Other: 203: 57 57 49 60 50 147 135:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 18.0 20.0 26.6 8.4 14.3 13.9 20.2
Old : 16.0 14.9 25.0 23.1 14.1 14.5 22.5 22.6
Other: 18.5 31.9 28.5 44.9 18.0 29.0 27.8 41.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 1,103,569: 126,082 174,419 107,717 687,029 662,065 920,828 944,201: 182,741 159,368
Old : 1,103,569: 126,082 174,419 107,717 687,029 662,065 920,828 944,201: 182,741 159,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: -29,269: 2,303 -11,408 -28,920 -877 10,461 -27,494 -29,866: -1,774 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 15.8 9.8 62.3 60.0 83.4 85.6: 16.6 14.4
Old : 100.0: 11.4 15.8 9.8 62.3 60.0 83.4 85.6: 16.6 14.4
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 : 188: 35 40 46 92 91 153 151:
Old : 188: 35 40 46 92 91 153 151:
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 : 24.2 30.3 32.9 40.7 18.6 26.8 24.4 33.0
Old : 24.2 30.3 32.9 40.7 18.6 26.8 24.4 33.0
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, April 30, 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 : 1,198,796: 98,296 422,264 23,277 912,250 656,367 1,033,823 1,101,908: 164,973 96,888
Old : 1,198,796: 98,296 422,264 23,277 912,250 656,367 1,033,823 1,101,908: 164,973 96,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 13,874: -1,526 -389 4,369 15,345 7,191 18,188 11,171: -4,314 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 35.2 1.9 76.1 54.8 86.2 91.9: 13.8 8.1
Old : 100.0: 8.2 35.2 1.9 76.1 54.8 86.2 91.9: 13.8 8.1
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 : 132: 21 19 21 78 69 108 100:
Old : 132: 21 19 21 78 69 108 100:
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 : 32.6 32.1 42.6 48.3 26.4 31.6 35.7 47.4
Old : 32.6 32.1 42.6 48.3 26.4 31.6 35.7 47.4
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, April 30, 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 : 1,485: 248 689 0 946 464 1,194 1,153: 291 332
Old : 1,485: 248 689 0 946 464 1,194 1,153: 291 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 46.4 0.0 63.7 31.2 80.4 77.6: 19.6 22.4
Old : 100.0: 16.7 46.4 0.0 63.7 31.2 80.4 77.6: 19.6 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 0 8 7 13 12:
Old : 20: 5 5 0 8 7 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 60.2 69.6 71.4 51.6 59.7 64.8 70.0
Old : 53.5 60.2 69.6 71.4 51.6 59.7 64.8 70.0
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, April 30, 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 : 491,543: 87,889 78,991 122,988 232,782 251,804 443,658 453,783: 47,885 37,760
Old : 328,081: 104,578 79,283 51,342 137,675 170,279 293,595 300,903: 34,486 27,178
Other: 163,462: 27,548 43,945 27,409 95,106 81,526 150,063 152,880: 13,399 10,582
: : :
: : Changes in Commitments from: April 23, 2019 :
: 8,777: -71 -3,107 7,621 3,970 7,242 11,520 11,755: -2,743 -2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.1 25.0 47.4 51.2 90.3 92.3: 9.7 7.7
Old : 100.0: 31.9 24.2 15.6 42.0 51.9 89.5 91.7: 10.5 8.3
Other: 100.0: 16.9 26.9 16.8 58.2 49.9 91.8 93.5: 8.2 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 78 81 103 113 99 260 231:
Old : 303: 96 67 78 107 86 234 205:
Other: 197: 42 56 51 78 63 159 131:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 21.9 20.8 32.0 9.9 16.7 15.3 23.5
Old : 12.9 24.1 20.8 34.0 12.9 22.1 20.0 31.3
Other: 23.0 25.0 34.2 40.3 18.3 17.5 26.8 28.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 7,786: 463 3,592 163 5,366 2,150 5,992 5,905: 1,794 1,881
Old : 7,599: 491 3,592 135 5,288 2,138 5,914 5,865: 1,685 1,734
Other: 187: 0 28 0 78 12 78 40: 109 147
: : :
: : Changes in Commitments from: April 23, 2019 :
: -888: -44 45 -583 -384 -872 -1,011 -1,410: 123 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 46.1 2.1 68.9 27.6 77.0 75.8: 23.0 24.2
Old : 100.0: 6.5 47.3 1.8 69.6 28.1 77.8 77.2: 22.2 22.8
Other: 100.0: 0.0 15.0 0.0 41.7 6.4 41.7 21.4: 58.3 78.6
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 15 4 12 6 22 23:
Old : 39: 8 15 2 11 5 21 20:
Other: 7: 0 2 0 2 4 2 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 : 60.7 40.2 67.9 58.7 60.7 40.0 67.9 58.5
Old : 61.4 41.1 68.7 60.1 61.4 41.1 68.7 60.1
Other: 41.7 19.3 41.7 21.4 39.6 18.7 39.6 19.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 4,132,930: 1,103,711 1,149,309 331,894 2,511,585 2,532,817 3,947,191 4,014,020: 185,739 118,910
Old : 4,132,930: 1,103,711 1,149,309 331,894 2,511,585 2,532,817 3,947,191 4,014,020: 185,739 118,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 301,497: 169,044 83,870 65,379 62,461 148,460 296,884 297,709: 4,613 3,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 27.8 8.0 60.8 61.3 95.5 97.1: 4.5 2.9
Old : 100.0: 26.7 27.8 8.0 60.8 61.3 95.5 97.1: 4.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 76 57 57 181 144 291 224:
Old : 364: 76 57 57 181 144 291 224:
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 32.2 33.3 45.7 19.6 28.2 31.6 41.1
Old : 20.0 32.2 33.3 45.7 19.6 28.2 31.6 41.1
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, April 30, 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 : 4,651,170: 582,309 841,456 612,771 2,975,727 2,754,184 4,170,807 4,208,411: 480,363 442,758
Old : 4,651,170: 582,309 841,456 612,771 2,975,727 2,754,184 4,170,807 4,208,411: 480,363 442,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: -264,934: -47,350 -36,457 -101,122 -130,849 -115,167 -279,321 -252,746: 14,387 -12,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 13.2 64.0 59.2 89.7 90.5: 10.3 9.5
Old : 100.0: 12.5 18.1 13.2 64.0 59.2 89.7 90.5: 10.3 9.5
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 : 413: 82 84 100 196 207 329 340:
Old : 413: 82 84 100 196 207 329 340:
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 : 20.5 19.4 27.7 28.4 16.1 16.3 22.5 23.7
Old : 20.5 19.4 27.7 28.4 16.1 16.3 22.5 23.7
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, April 30, 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 : 765,142: 94,748 112,552 8,830 551,946 498,662 655,524 620,044: 109,618 145,098
Old : 765,142: 94,748 112,552 8,830 551,946 498,662 655,524 620,044: 109,618 145,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 11,065: 11,438 1,843 699 264 3,413 12,401 5,955: -1,336 5,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 14.7 1.2 72.1 65.2 85.7 81.0: 14.3 19.0
Old : 100.0: 12.4 14.7 1.2 72.1 65.2 85.7 81.0: 14.3 19.0
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 : 109: 16 14 12 57 59 78 80:
Old : 109: 16 14 12 57 59 78 80:
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 : 31.4 25.6 44.4 37.7 30.4 22.3 41.5 33.2
Old : 31.4 25.6 44.4 37.7 30.4 22.3 41.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 5,085,300: 870,276 988,857 369,024 3,497,092 3,386,192 4,736,392 4,744,073: 348,908 341,227
Old : 5,085,300: 870,276 988,857 369,024 3,497,092 3,386,192 4,736,392 4,744,073: 348,908 341,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 32,223: 15,058 98,948 -75,795 90,547 21,709 29,810 44,862: 2,413 -12,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.4 7.3 68.8 66.6 93.1 93.3: 6.9 6.7
Old : 100.0: 17.1 19.4 7.3 68.8 66.6 93.1 93.3: 6.9 6.7
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 : 346: 60 64 66 170 175 269 266:
Old : 346: 60 64 66 170 175 269 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 25.0 40.3 35.1 21.9 22.9 31.4 31.3
Old : 29.6 25.0 40.3 35.1 21.9 22.9 31.4 31.3
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, April 30, 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 : 2,116,667: 210,294 432,331 525,155 1,347,211 1,116,110 2,082,660 2,073,596: 34,007 43,071
Old : 2,116,667: 210,294 432,331 525,155 1,347,211 1,116,110 2,082,660 2,073,596: 34,007 43,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 193,162: 54,370 76,323 7,746 131,844 115,783 193,960 199,852: -798 -6,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 20.4 24.8 63.6 52.7 98.4 98.0: 1.6 2.0
Old : 100.0: 9.9 20.4 24.8 63.6 52.7 98.4 98.0: 1.6 2.0
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 : 152: 36 36 50 66 72 126 136:
Old : 152: 36 36 50 66 72 126 136:
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 32.3 49.3 46.2 25.8 18.7 32.3 28.6
Old : 32.4 32.3 49.3 46.2 25.8 18.7 32.3 28.6
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, April 30, 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 : 41,476: 17,738 5,551 3,432 11,877 23,965 33,048 32,949: 8,428 8,527
Old : 41,476: 17,738 5,551 3,432 11,877 23,965 33,048 32,949: 8,428 8,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 600: 684 920 -24 -79 -1,078 582 -182: 19 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 13.4 8.3 28.6 57.8 79.7 79.4: 20.3 20.6
Old : 100.0: 42.8 13.4 8.3 28.6 57.8 79.7 79.4: 20.3 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 : 103: 34 24 10 26 28 64 58:
Old : 103: 34 24 10 26 28 64 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 : 20.0 31.6 33.2 49.8 17.3 28.7 29.6 43.9
Old : 20.0 31.6 33.2 49.8 17.3 28.7 29.6 43.9
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, April 30, 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 : 82,952: 35,476 11,103 6,865 23,755 47,930 66,096 65,898: 16,857 17,055
Old : 82,952: 35,476 11,103 6,865 23,755 47,930 66,096 65,898: 16,857 17,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 1,201: 1,368 1,840 -47 -157 -2,157 1,164 -364: 37 1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 13.4 8.3 28.6 57.8 79.7 79.4: 20.3 20.6
Old : 100.0: 42.8 13.4 8.3 28.6 57.8 79.7 79.4: 20.3 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 : 103: 34 24 10 26 28 64 58:
Old : 103: 34 24 10 26 28 64 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 : 20.0 31.6 33.2 49.8 17.3 28.7 29.6 43.9
Old : 20.0 31.6 33.2 49.8 17.3 28.7 29.6 43.9
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, April 30, 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 : 26,562: 2,923 1,057 0 22,219 23,676 25,142 24,733: 1,420 1,829
Old : 26,562: 2,923 1,057 0 22,219 23,676 25,142 24,733: 1,420 1,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 2,079: 94 605 0 2,132 1,094 2,226 1,699: -147 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.0 0.0 83.6 89.1 94.7 93.1: 5.3 6.9
Old : 100.0: 11.0 4.0 0.0 83.6 89.1 94.7 93.1: 5.3 6.9
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 : 24: 3 2 0 11 10 14 12:
Old : 24: 3 2 0 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 72.7 85.5 86.7 67.2 71.4 85.5 85.4
Old : 67.2 72.7 85.5 86.7 67.2 71.4 85.5 85.4
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, April 30, 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 : 28,326: 13,080 27,021 100 14,961 1,182 28,141 28,303: 185 23
Old : 28,326: 13,080 27,021 100 14,961 1,182 28,141 28,303: 185 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 492: 488 522 0 0 0 488 522: 4 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 95.4 0.4 52.8 4.2 99.3 99.9: 0.7 0.1
Old : 100.0: 46.2 95.4 0.4 52.8 4.2 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 21 16 1 5 2 27 18:
Old : 42: 21 16 1 5 2 27 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 : 58.7 78.4 82.6 92.3 58.5 78.4 78.9 89.8
Old : 58.7 78.4 82.6 92.3 58.5 78.4 78.9 89.8
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, April 30, 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 : 23,461: 15,743 6,191 75 7,637 14,567 23,455 20,833: 6 2,628
Old : 23,461: 15,743 6,191 75 7,637 14,567 23,455 20,833: 6 2,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: 1,977: 2,015 -213 0 -23 2,202 1,992 1,989: -15 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 26.4 0.3 32.6 62.1 100.0 88.8: 0.0 11.2
Old : 100.0: 67.1 26.4 0.3 32.6 62.1 100.0 88.8: 0.0 11.2
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 : 36: 7 10 1 5 14 13 24:
Old : 36: 7 10 1 5 14 13 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.1 50.8 98.8 68.4 89.1 50.5 98.8 68.1
Old : 89.1 50.8 98.8 68.4 89.1 50.5 98.8 68.1
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, April 30, 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 : 15,917: 13,118 4,288 9 2,755 9,920 15,882 14,217: 35 1,700
Old : 15,917: 13,118 4,288 9 2,755 9,920 15,882 14,217: 35 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: -543: -534 -19 0 0 -700 -534 -719: -9 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 26.9 0.1 17.3 62.3 99.8 89.3: 0.2 10.7
Old : 100.0: 82.4 26.9 0.1 17.3 62.3 99.8 89.3: 0.2 10.7
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 : 29: 6 10 1 2 11 9 21:
Old : 29: 6 10 1 2 11 9 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.9 61.4 99.7 81.0 96.9 61.3 99.7 80.9
Old : 96.9 61.4 99.7 81.0 96.9 61.3 99.7 80.9
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, April 30, 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 : 48,714: 19,234 19,243 29,464 0 0 48,698 48,707: 16 7
Old : 48,714: 19,234 19,243 29,464 0 0 48,698 48,707: 16 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2019 :
: -404: -374 -404 0 0 0 -374 -404: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 39.5 60.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 39.5 39.5 60.5 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 15 4 0 0 10 18:
Old : 24: 8 15 4 0 0 10 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 : 94.9 77.5 99.8 97.7 37.4 31.5 39.5 38.6
Old : 94.9 77.5 99.8 97.7 37.4 31.5 39.5 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 03, 2019