WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 588,174: 118,447 181,459 220,820 203,743 138,268 543,010 540,547: 45,164 47,628
Old : 577,488: 115,938 182,561 216,702 202,194 132,748 534,835 532,012: 42,653 45,476
Other: 10,687: 5,220 1,609 1,407 1,548 5,519 8,175 8,535: 2,511 2,151
: : :
: : Changes in Commitments from: April 30, 2019 :
: 8,739: 5,326 -894 8,269 -4,601 1,622 8,994 8,997: -255 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 30.9 37.5 34.6 23.5 92.3 91.9: 7.7 8.1
Old : 100.0: 20.1 31.6 37.5 35.0 23.0 92.6 92.1: 7.4 7.9
Other: 100.0: 48.9 15.1 13.2 14.5 51.6 76.5 79.9: 23.5 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 137 133 153 112 105 330 323:
Old : 413: 135 136 152 111 105 329 321:
Other: 77: 21 9 11 16 37 41 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 9.2 18.3 16.9 7.8 7.8 11.7 13.8
Old : 10.8 9.3 18.6 17.0 7.9 7.9 11.9 14.0
Other: 48.2 33.8 59.5 51.6 44.7 33.7 52.8 48.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 18,196: 4,641 308 3,052 10,064 14,239 17,756 17,599: 440 597
Old : 18,196: 4,641 308 3,052 10,064 14,239 17,756 17,599: 440 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: -1,522: -1,836 -293 -144 441 -1,371 -1,539 -1,808: 17 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 1.7 16.8 55.3 78.3 97.6 96.7: 2.4 3.3
Old : 100.0: 25.5 1.7 16.8 55.3 78.3 97.6 96.7: 2.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 2 5 16 14 24 20:
Old : 28: 7 2 5 16 14 24 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 : 36.2 51.5 58.2 70.1 22.8 36.2 36.3 41.7
Old : 36.2 51.5 58.2 70.1 22.8 36.2 36.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 356,511: 78,121 121,918 106,675 136,036 105,771 320,832 334,364: 35,680 22,147
Old : 349,006: 78,660 120,158 104,829 130,536 102,818 314,025 327,805: 34,981 21,201
Other: 7,505: 614 2,914 693 5,500 2,953 6,807 6,559: 699 946
: : :
: : Changes in Commitments from: April 30, 2019 :
: 6,295: -1,479 -1,348 5,897 1,316 2,535 5,734 7,084: 560 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 34.2 29.9 38.2 29.7 90.0 93.8: 10.0 6.2
Old : 100.0: 22.5 34.4 30.0 37.4 29.5 90.0 93.9: 10.0 6.1
Other: 100.0: 8.2 38.8 9.2 73.3 39.3 90.7 87.4: 9.3 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 85 66 81 94 83 218 198:
Old : 271: 83 67 81 93 83 216 198:
Other: 52: 6 15 5 11 24 22 40:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.1 21.4 26.4 8.5 13.6 14.3 22.8
Old : 13.3 15.4 21.8 27.0 8.8 14.8 14.9 24.2
Other: 72.2 54.8 84.9 70.7 71.0 49.3 78.9 64.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 2,033,686: 312,542 554,060 582,200 832,850 692,317 1,727,592 1,828,577: 306,094 205,108
Old : 1,345,635: 313,141 541,272 331,207 499,640 378,691 1,143,988 1,251,169: 201,648 94,466
Other: 688,050: 113,560 126,947 136,834 333,210 313,626 583,604 577,408: 104,446 110,642
: : :
: : Changes in Commitments from: April 30, 2019 :
: 7,751: 1,430 -17,607 11,345 -17,333 13,457 -4,558 7,195: 12,309 556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 27.2 28.6 41.0 34.0 84.9 89.9: 15.1 10.1
Old : 100.0: 23.3 40.2 24.6 37.1 28.1 85.0 93.0: 15.0 7.0
Other: 100.0: 16.5 18.5 19.9 48.4 45.6 84.8 83.9: 15.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 866: 229 168 241 391 357 734 667:
Old : 825: 210 172 187 362 297 656 574:
Other: 630: 137 114 120 232 303 434 479:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.7 8.0 14.8 14.3 5.6 5.9 8.9 10.8
Old : 8.1 9.8 14.0 17.8 7.6 9.2 12.0 16.3
Other: 14.1 13.6 22.0 21.2 9.5 10.0 14.8 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 6,007: 2,744 266 184 1,154 4,614 4,082 5,064: 1,925 943
Old : 6,007: 2,744 266 184 1,154 4,614 4,082 5,064: 1,925 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: -207: 37 84 19 -112 -38 -56 65: -151 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 4.4 3.1 19.2 76.8 68.0 84.3: 32.0 15.7
Old : 100.0: 45.7 4.4 3.1 19.2 76.8 68.0 84.3: 32.0 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 4 1 7 11 18 15:
Old : 27: 10 4 1 7 11 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 49.0 57.1 72.8 40.9 47.3 53.8 70.5
Old : 43.5 49.0 57.1 72.8 40.9 47.3 53.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 936,496: 113,175 253,599 296,291 467,269 299,823 876,735 849,714: 59,761 86,782
Old : 586,280: 142,646 222,457 135,286 269,501 181,475 547,433 539,217: 38,847 47,063
Other: 350,216: 47,657 108,271 83,877 197,768 118,348 329,302 310,497: 20,914 39,719
: : :
: : Changes in Commitments from: April 30, 2019 :
: 57,154: 2,790 11,205 35,326 15,528 13,169 53,644 59,699: 3,510 -2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 27.1 31.6 49.9 32.0 93.6 90.7: 6.4 9.3
Old : 100.0: 24.3 37.9 23.1 46.0 31.0 93.4 92.0: 6.6 8.0
Other: 100.0: 13.6 30.9 24.0 56.5 33.8 94.0 88.7: 6.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 639: 160 195 218 202 223 493 523:
Old : 597: 164 174 139 172 192 404 442:
Other: 464: 104 120 135 138 190 323 377:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 9.3 24.2 16.0 12.2 5.5 18.1 10.1
Old : 14.5 11.4 26.2 19.0 14.0 8.0 24.5 14.2
Other: 22.3 15.9 32.4 25.1 17.6 13.4 24.8 18.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 536,990: 113,445 158,599 135,492 252,705 211,228 501,643 505,320: 35,348 31,671
Old : 331,753: 126,406 160,677 45,086 140,308 104,336 311,800 310,099: 19,953 21,654
Other: 205,238: 50,649 61,532 26,796 112,397 106,892 189,843 195,221: 15,395 10,017
: : :
: : Changes in Commitments from: April 30, 2019 :
: 27,295: 1,137 12,208 14,256 10,712 1,058 26,105 27,523: 1,190 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 29.5 25.2 47.1 39.3 93.4 94.1: 6.6 5.9
Old : 100.0: 38.1 48.4 13.6 42.3 31.4 94.0 93.5: 6.0 6.5
Other: 100.0: 24.7 30.0 13.1 54.8 52.1 92.5 95.1: 7.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 100 113 128 96 82 273 272:
Old : 334: 103 117 89 82 72 227 240:
Other: 223: 61 70 52 64 53 159 149:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 17.0 20.4 25.2 8.2 13.7 13.7 19.5
Old : 16.8 14.0 25.0 21.7 15.5 13.8 23.5 21.4
Other: 17.3 29.5 26.9 42.6 16.5 25.7 25.4 37.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 1,179,364: 144,372 176,973 140,852 705,519 697,610 990,744 1,015,435: 188,620 163,929
Old : 1,179,364: 144,372 176,973 140,852 705,519 697,610 990,744 1,015,435: 188,620 163,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 75,795: 18,290 2,554 33,135 18,490 35,545 69,915 71,234: 5,879 4,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.0 11.9 59.8 59.2 84.0 86.1: 16.0 13.9
Old : 100.0: 12.2 15.0 11.9 59.8 59.2 84.0 86.1: 16.0 13.9
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 : 193: 41 38 49 93 90 157 154:
Old : 193: 41 38 49 93 90 157 154:
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 : 22.6 28.9 30.7 38.4 16.3 24.5 21.5 30.6
Old : 22.6 28.9 30.7 38.4 16.3 24.5 21.5 30.6
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, May 07, 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 : 1,224,819: 102,716 416,863 30,515 923,057 677,807 1,056,288 1,125,185: 168,531 99,634
Old : 1,224,819: 102,716 416,863 30,515 923,057 677,807 1,056,288 1,125,185: 168,531 99,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 26,023: 4,420 -5,401 7,238 10,807 21,440 22,465 23,277: 3,558 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 34.0 2.5 75.4 55.3 86.2 91.9: 13.8 8.1
Old : 100.0: 8.4 34.0 2.5 75.4 55.3 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 : 135: 23 18 20 83 67 115 96:
Old : 135: 23 18 20 83 67 115 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 31.6 41.2 47.8 25.4 31.1 34.8 46.8
Old : 31.4 31.6 41.2 47.8 25.4 31.1 34.8 46.8
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, May 07, 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 : 1,568: 257 789 0 1,035 377 1,292 1,166: 276 402
Old : 1,568: 257 789 0 1,035 377 1,292 1,166: 276 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 83: 9 100 0 89 -87 98 13: -15 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 50.3 0.0 66.0 24.0 82.4 74.4: 17.6 25.6
Old : 100.0: 16.4 50.3 0.0 66.0 24.0 82.4 74.4: 17.6 25.6
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 : 20: 5 5 0 8 6 13 11:
Old : 20: 5 5 0 8 6 13 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 : 59.2 57.1 73.3 71.6 58.7 56.7 72.8 71.1
Old : 59.2 57.1 73.3 71.6 58.7 56.7 72.8 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 515,579: 83,227 98,076 131,840 250,326 246,744 465,393 476,660: 50,186 38,919
Old : 330,239: 101,599 95,080 51,026 142,599 156,897 295,225 303,004: 35,014 27,235
Other: 185,340: 27,395 48,762 35,047 107,726 89,847 170,168 173,656: 15,172 11,684
: : :
: : Changes in Commitments from: April 30, 2019 :
: 24,036: -4,661 19,085 8,852 17,544 -5,061 21,735 22,877: 2,301 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.0 25.6 48.6 47.9 90.3 92.5: 9.7 7.5
Old : 100.0: 30.8 28.8 15.5 43.2 47.5 89.4 91.8: 10.6 8.2
Other: 100.0: 14.8 26.3 18.9 58.1 48.5 91.8 93.7: 8.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 71 89 94 118 97 252 229:
Old : 303: 85 78 72 113 82 230 203:
Other: 199: 42 57 52 81 65 161 136:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 20.6 21.6 30.6 10.0 15.4 15.6 21.7
Old : 13.5 22.7 21.2 31.9 13.5 21.6 20.4 29.4
Other: 24.9 27.3 34.6 41.4 19.0 17.8 27.4 27.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 7,949: 743 3,897 208 5,433 2,330 6,384 6,435: 1,565 1,514
Old : 7,706: 780 3,879 170 5,361 2,309 6,311 6,358: 1,395 1,348
Other: 243: 0 55 1 72 21 73 77: 170 166
: : :
: : Changes in Commitments from: April 30, 2019 :
: 163: 280 305 45 67 180 392 530: -229 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 49.0 2.6 68.3 29.3 80.3 81.0: 19.7 19.0
Old : 100.0: 10.1 50.3 2.2 69.6 30.0 81.9 82.5: 18.1 17.5
Other: 100.0: 0.0 22.6 0.4 29.6 8.6 30.0 31.7: 70.0 68.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 15 5 13 7 25 24:
Old : 41: 9 15 2 12 6 23 21:
Other: 7: 0 3 1 2 3 3 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 : 59.9 44.2 66.9 62.6 59.9 44.1 66.9 62.5
Old : 61.0 45.6 68.2 64.4 61.0 45.6 68.2 64.4
Other: 30.0 28.4 30.0 31.7 28.0 28.0 28.0 29.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 4,231,741: 1,119,945 1,183,776 385,589 2,540,866 2,553,704 4,046,400 4,123,069: 185,341 108,672
Old : 4,231,741: 1,119,945 1,183,776 385,589 2,540,866 2,553,704 4,046,400 4,123,069: 185,341 108,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 98,812: 16,233 34,467 53,695 29,281 20,887 99,210 109,049: -398 -10,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 28.0 9.1 60.0 60.3 95.6 97.4: 4.4 2.6
Old : 100.0: 26.5 28.0 9.1 60.0 60.3 95.6 97.4: 4.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 73 59 57 186 146 296 225:
Old : 368: 73 59 57 186 146 296 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 32.6 34.1 46.7 20.3 28.1 32.7 40.9
Old : 20.7 32.6 34.1 46.7 20.3 28.1 32.7 40.9
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, May 07, 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 : 4,761,039: 568,311 874,617 646,396 3,064,939 2,793,783 4,279,646 4,314,796: 481,393 446,243
Old : 4,761,039: 568,311 874,617 646,396 3,064,939 2,793,783 4,279,646 4,314,796: 481,393 446,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 109,869: -13,998 33,160 33,625 89,211 39,599 108,839 106,384: 1,031 3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.4 13.6 64.4 58.7 89.9 90.6: 10.1 9.4
Old : 100.0: 11.9 18.4 13.6 64.4 58.7 89.9 90.6: 10.1 9.4
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 : 409: 93 78 100 195 197 330 333:
Old : 409: 93 78 100 195 197 330 333:
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 : 19.7 19.3 26.8 28.8 14.8 16.3 21.0 23.9
Old : 19.7 19.3 26.8 28.8 14.8 16.3 21.0 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 745,862: 83,632 118,639 10,415 536,330 475,119 630,377 604,173: 115,485 141,689
Old : 745,862: 83,632 118,639 10,415 536,330 475,119 630,377 604,173: 115,485 141,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: -19,280: -11,116 6,087 1,585 -15,616 -23,543 -25,147 -15,871: 5,867 -3,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.9 1.4 71.9 63.7 84.5 81.0: 15.5 19.0
Old : 100.0: 11.2 15.9 1.4 71.9 63.7 84.5 81.0: 15.5 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 : 106: 15 14 12 56 56 76 77:
Old : 106: 15 14 12 56 56 76 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 24.9 45.0 36.3 31.4 21.5 43.1 31.7
Old : 32.2 24.9 45.0 36.3 31.4 21.5 43.1 31.7
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, May 07, 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 : 5,098,889: 783,131 930,713 443,365 3,519,524 3,370,323 4,746,020 4,744,401: 352,869 354,488
Old : 5,098,889: 783,131 930,713 443,365 3,519,524 3,370,323 4,746,020 4,744,401: 352,869 354,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 13,589: -87,144 -58,143 74,341 22,432 -15,870 9,628 328: 3,961 13,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.3 8.7 69.0 66.1 93.1 93.0: 6.9 7.0
Old : 100.0: 15.4 18.3 8.7 69.0 66.1 93.1 93.0: 6.9 7.0
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 : 347: 58 65 71 175 176 274 271:
Old : 347: 58 65 71 175 176 274 271:
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 : 29.9 24.7 40.6 35.2 22.1 22.6 32.2 30.4
Old : 29.9 24.7 40.6 35.2 22.1 22.6 32.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 1,986,315: 134,291 290,015 495,957 1,318,162 1,151,874 1,948,410 1,937,846: 37,905 48,469
Old : 1,986,315: 134,291 290,015 495,957 1,318,162 1,151,874 1,948,410 1,937,846: 37,905 48,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: -130,352: -76,003 -142,316 -29,198 -29,049 35,764 -134,250 -135,750: 3,898 5,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 14.6 25.0 66.4 58.0 98.1 97.6: 1.9 2.4
Old : 100.0: 6.8 14.6 25.0 66.4 58.0 98.1 97.6: 1.9 2.4
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 : 143: 26 44 46 60 68 115 130:
Old : 143: 26 44 46 60 68 115 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 31.4 50.2 46.9 25.4 19.8 30.4 27.9
Old : 33.7 31.4 50.2 46.9 25.4 19.8 30.4 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 41,480: 20,826 5,480 1,357 10,077 25,090 32,260 31,926: 9,220 9,554
Old : 41,480: 20,826 5,480 1,357 10,077 25,090 32,260 31,926: 9,220 9,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 4: 3,088 -72 -2,075 -1,801 1,125 -788 -1,023: 792 1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 13.2 3.3 24.3 60.5 77.8 77.0: 22.2 23.0
Old : 100.0: 50.2 13.2 3.3 24.3 60.5 77.8 77.0: 22.2 23.0
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 : 103: 33 25 11 24 29 63 59:
Old : 103: 33 25 11 24 29 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 34.5 38.7 50.6 25.5 32.2 38.6 47.0
Old : 25.6 34.5 38.7 50.6 25.5 32.2 38.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 82,960: 41,652 10,959 2,714 20,153 50,179 64,520 63,852: 18,441 19,108
Old : 82,960: 41,652 10,959 2,714 20,153 50,179 64,520 63,852: 18,441 19,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 8: 6,176 -144 -4,151 -3,602 2,249 -1,576 -2,045: 1,584 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 13.2 3.3 24.3 60.5 77.8 77.0: 22.2 23.0
Old : 100.0: 50.2 13.2 3.3 24.3 60.5 77.8 77.0: 22.2 23.0
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 : 103: 33 25 11 24 29 63 59:
Old : 103: 33 25 11 24 29 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 34.5 38.7 50.6 25.5 32.2 38.6 47.0
Old : 25.6 34.5 38.7 50.6 25.5 32.2 38.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 27,541: 2,689 1,081 0 22,928 24,504 25,617 25,585: 1,924 1,956
Old : 27,541: 2,689 1,081 0 22,928 24,504 25,617 25,585: 1,924 1,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 979: -234 24 0 709 828 475 852: 504 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.9 0.0 83.3 89.0 93.0 92.9: 7.0 7.1
Old : 100.0: 9.8 3.9 0.0 83.3 89.0 93.0 92.9: 7.0 7.1
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 : 23: 3 2 0 10 9 13 11:
Old : 23: 3 2 0 10 9 13 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 : 67.6 72.0 85.9 86.4 67.6 71.1 85.9 85.5
Old : 67.6 72.0 85.9 86.4 67.6 71.1 85.9 85.5
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, May 07, 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 : 32,513: 22,643 31,228 100 9,571 1,146 32,314 32,474: 199 39
Old : 32,513: 22,643 31,228 100 9,571 1,146 32,314 32,474: 199 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 4,187: 9,563 4,207 0 -5,390 -36 4,173 4,171: 14 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 96.0 0.3 29.4 3.5 99.4 99.9: 0.6 0.1
Old : 100.0: 69.6 96.0 0.3 29.4 3.5 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 25 15 1 4 1 30 16:
Old : 44: 25 15 1 4 1 30 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 : 44.0 84.5 72.6 94.6 44.0 84.1 72.6 92.1
Old : 44.0 84.5 72.6 94.6 44.0 84.1 72.6 92.1
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, May 07, 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 : 24,360: 16,553 6,210 75 7,726 15,593 24,354 21,878: 6 2,482
Old : 24,360: 16,553 6,210 75 7,726 15,593 24,354 21,878: 6 2,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 899: 810 19 0 89 1,026 899 1,045: 0 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 25.5 0.3 31.7 64.0 100.0 89.8: 0.0 10.2
Old : 100.0: 68.0 25.5 0.3 31.7 64.0 100.0 89.8: 0.0 10.2
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 : 90.2 53.4 98.7 70.4 90.2 53.1 98.7 70.1
Old : 90.2 53.4 98.7 70.4 90.2 53.1 98.7 70.1
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, May 07, 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 : 17,381: 14,609 5,230 9 2,758 10,453 17,376 15,692: 5 1,689
Old : 17,381: 14,609 5,230 9 2,758 10,453 17,376 15,692: 5 1,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: 1,464: 1,491 942 0 3 533 1,494 1,475: -30 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 30.1 0.1 15.9 60.1 100.0 90.3: 0.0 9.7
Old : 100.0: 84.1 30.1 0.1 15.9 60.1 100.0 90.3: 0.0 9.7
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 : 31: 5 13 1 2 11 8 24:
Old : 31: 5 13 1 2 11 8 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 : 98.8 59.7 100.0 80.5 98.8 59.6 99.9 80.4
Old : 98.8 59.7 100.0 80.5 98.8 59.6 99.9 80.4
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, May 07, 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 : 48,263: 18,789 18,787 29,464 0 0 48,253 48,251: 10 12
Old : 48,263: 18,789 18,787 29,464 0 0 48,253 48,251: 10 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2019 :
: -451: -445 -456 0 0 0 -445 -456: -6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 38.9 61.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 38.9 38.9 61.0 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 : 23: 8 14 4 0 0 10 17:
Old : 23: 8 14 4 0 0 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.3 77.2 99.9 97.8 37.6 31.4 38.9 38.1
Old : 94.3 77.2 99.9 97.8 37.6 31.4 38.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2019