WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 620,326: 121,377 177,734 237,816 217,814 157,110 577,008 572,660: 43,318 47,665
Old : 609,280: 118,370 177,214 235,004 215,734 151,426 569,108 563,645: 40,172 45,636
Other: 11,045: 4,158 1,671 1,661 2,081 5,684 7,900 9,016: 3,146 2,030
: : :
: : Changes in Commitments from: May 7, 2019 :
: 32,151: 2,929 -3,725 16,996 14,072 18,843 33,997 32,114: -1,846 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.7 38.3 35.1 25.3 93.0 92.3: 7.0 7.7
Old : 100.0: 19.4 29.1 38.6 35.4 24.9 93.4 92.5: 6.6 7.5
Other: 100.0: 37.6 15.1 15.0 18.8 51.5 71.5 81.6: 28.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 137 140 169 113 114 348 340:
Old : 426: 137 141 166 112 114 347 336:
Other: 79: 19 11 12 20 38 43 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 9.9 19.3 17.3 7.7 7.2 11.6 12.8
Old : 11.4 9.8 19.4 17.2 7.8 7.3 11.8 13.0
Other: 38.1 34.2 51.1 52.5 33.0 34.1 43.1 48.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 18,597: 4,187 304 3,496 10,494 14,200 18,177 18,000: 420 597
Old : 18,597: 4,187 304 3,496 10,494 14,200 18,177 18,000: 420 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 401: -454 -4 444 430 -39 421 401: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 1.6 18.8 56.4 76.4 97.7 96.8: 2.3 3.2
Old : 100.0: 22.5 1.6 18.8 56.4 76.4 97.7 96.8: 2.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 2 5 16 15 24 21:
Old : 28: 7 2 5 16 15 24 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 : 35.0 50.6 56.5 69.0 20.9 32.5 32.0 38.0
Old : 35.0 50.6 56.5 69.0 20.9 32.5 32.0 38.0
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 14, 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 : 368,000: 75,136 115,261 117,711 139,988 113,332 332,835 346,305: 35,165 21,695
Old : 358,930: 75,947 113,267 114,761 133,779 110,364 324,486 338,391: 34,443 20,539
Other: 9,071: 1,064 3,869 1,076 6,210 2,969 8,349 7,914: 722 1,157
: : :
: : Changes in Commitments from: May 7, 2019 :
: 11,489: -2,985 -6,657 11,036 3,953 7,562 12,004 11,940: -515 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 31.3 32.0 38.0 30.8 90.4 94.1: 9.6 5.9
Old : 100.0: 21.2 31.6 32.0 37.3 30.7 90.4 94.3: 9.6 5.7
Other: 100.0: 11.7 42.7 11.9 68.5 32.7 92.0 87.2: 8.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 83 60 84 91 83 217 194:
Old : 261: 81 61 83 90 83 215 193:
Other: 59: 11 14 10 13 25 29 45:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.7 21.3 25.8 8.2 12.9 13.8 21.5
Old : 13.7 15.0 21.8 26.5 8.7 14.2 14.4 23.0
Other: 70.2 55.0 85.5 71.2 69.9 49.3 77.1 62.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 2,117,253: 315,491 546,581 604,165 886,129 755,957 1,805,785 1,906,703: 311,468 210,550
Old : 1,392,566: 311,562 535,057 351,167 528,396 410,207 1,191,126 1,296,432: 201,440 96,134
Other: 724,687: 121,817 129,413 135,109 357,732 345,750 614,659 610,272: 110,028 114,416
: : :
: : Changes in Commitments from: May 7, 2019 :
: 83,567: 2,949 -7,479 21,965 53,279 63,640 78,193 78,126: 5,374 5,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.8 28.5 41.9 35.7 85.3 90.1: 14.7 9.9
Old : 100.0: 22.4 38.4 25.2 37.9 29.5 85.5 93.1: 14.5 6.9
Other: 100.0: 16.8 17.9 18.6 49.4 47.7 84.8 84.2: 15.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 879: 240 163 252 404 364 757 681:
Old : 838: 211 177 189 374 301 672 583:
Other: 647: 148 110 128 247 308 460 487:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 7.9 14.8 14.2 5.5 5.8 8.7 10.3
Old : 8.7 9.1 14.8 16.9 7.9 8.5 12.1 15.4
Other: 13.4 14.7 20.8 22.3 8.9 10.1 14.1 15.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 6,337: 2,739 237 373 1,250 4,675 4,362 5,284: 1,975 1,053
Old : 6,337: 2,739 237 373 1,250 4,675 4,362 5,284: 1,975 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 330: -5 -29 189 96 61 280 220: 50 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 3.7 5.9 19.7 73.8 68.8 83.4: 31.2 16.6
Old : 100.0: 43.2 3.7 5.9 19.7 73.8 68.8 83.4: 31.2 16.6
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 : 30: 13 3 3 9 12 23 17:
Old : 30: 13 3 3 9 12 23 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 : 41.7 45.4 55.6 69.9 38.6 43.6 50.8 65.6
Old : 41.7 45.4 55.6 69.9 38.6 43.6 50.8 65.6
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 14, 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 : 962,057: 111,503 260,320 321,900 468,972 296,745 902,376 878,965: 59,681 83,092
Old : 600,684: 147,572 218,973 156,214 259,656 181,015 563,442 556,202: 37,241 44,481
Other: 361,373: 40,213 117,630 89,403 209,317 115,730 338,933 322,763: 22,440 38,610
: : :
: : Changes in Commitments from: May 7, 2019 :
: 25,561: -1,672 6,721 25,609 1,703 -3,079 25,641 29,251: -80 -3,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.1 33.5 48.7 30.8 93.8 91.4: 6.2 8.6
Old : 100.0: 24.6 36.5 26.0 43.2 30.1 93.8 92.6: 6.2 7.4
Other: 100.0: 11.1 32.6 24.7 57.9 32.0 93.8 89.3: 6.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 644: 158 192 224 207 229 499 535:
Old : 606: 165 176 153 177 196 418 456:
Other: 474: 92 139 145 145 195 333 393:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 9.9 24.2 16.9 12.7 5.6 18.7 10.0
Old : 14.3 11.8 25.7 19.6 13.5 7.9 23.9 14.3
Other: 22.6 16.4 31.2 24.6 17.9 14.3 24.5 19.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 580,896: 117,642 167,503 155,877 270,571 226,488 544,090 549,868: 36,806 31,028
Old : 348,352: 130,184 169,653 55,683 142,772 101,351 328,639 326,687: 19,712 21,665
Other: 232,545: 60,963 71,356 26,688 127,799 125,137 215,451 223,181: 17,094 9,364
: : :
: : Changes in Commitments from: May 7, 2019 :
: 43,906: 4,197 8,904 20,385 17,866 15,260 42,448 44,548: 1,458 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.8 26.8 46.6 39.0 93.7 94.7: 6.3 5.3
Old : 100.0: 37.4 48.7 16.0 41.0 29.1 94.3 93.8: 5.7 6.2
Other: 100.0: 26.2 30.7 11.5 55.0 53.8 92.6 96.0: 7.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 103 120 130 102 79 285 270:
Old : 341: 103 120 93 88 66 237 238:
Other: 225: 64 63 55 70 53 172 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 17.5 19.7 24.8 7.9 14.2 13.3 19.6
Old : 16.6 12.7 24.6 20.3 15.2 12.5 22.8 20.0
Other: 17.3 30.2 26.8 43.4 16.6 26.5 25.2 39.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 1,200,717: 135,644 176,983 161,530 712,282 716,227 1,009,456 1,054,740: 191,261 145,977
Old : 1,200,717: 135,644 176,983 161,530 712,282 716,227 1,009,456 1,054,740: 191,261 145,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 21,353: -8,729 11 20,677 6,763 18,617 18,712 39,305: 2,641 -17,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.7 13.5 59.3 59.6 84.1 87.8: 15.9 12.2
Old : 100.0: 11.3 14.7 13.5 59.3 59.6 84.1 87.8: 15.9 12.2
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 : 201: 45 39 50 95 94 166 157:
Old : 201: 45 39 50 95 94 166 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 28.3 29.6 38.8 15.6 24.6 20.8 31.0
Old : 21.8 28.3 29.6 38.8 15.6 24.6 20.8 31.0
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, May 14, 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 : 1,257,090: 84,398 418,216 39,177 960,474 714,604 1,084,050 1,171,998: 173,041 85,093
Old : 1,257,090: 84,398 418,216 39,177 960,474 714,604 1,084,050 1,171,998: 173,041 85,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 32,271: -18,318 1,353 8,662 37,417 36,797 27,762 46,813: 4,510 -14,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 33.3 3.1 76.4 56.8 86.2 93.2: 13.8 6.8
Old : 100.0: 6.7 33.3 3.1 76.4 56.8 86.2 93.2: 13.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 21 23 24 87 76 122 109:
Old : 141: 21 23 24 87 76 122 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 31.3 40.8 46.6 25.3 30.6 34.7 45.4
Old : 31.1 31.3 40.8 46.6 25.3 30.6 34.7 45.4
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, May 14, 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 : 1,784: 132 859 0 1,400 547 1,532 1,406: 252 378
Old : 1,784: 132 859 0 1,400 547 1,532 1,406: 252 378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 216: -125 70 0 365 170 240 240: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 48.2 0.0 78.5 30.7 85.9 78.8: 14.1 21.2
Old : 100.0: 7.4 48.2 0.0 78.5 30.7 85.9 78.8: 14.1 21.2
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 : 20: 3 6 0 8 7 11 13:
Old : 20: 3 6 0 8 7 11 13:
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 : 72.4 59.1 81.7 71.9 72.0 58.6 81.3 71.1
Old : 72.4 59.1 81.7 71.9 72.0 58.6 81.3 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 14, 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 : 535,203: 82,129 104,924 142,705 260,159 253,955 484,993 501,584: 50,209 33,619
Old : 332,488: 99,016 99,924 56,546 142,867 153,736 298,430 310,206: 34,058 22,282
Other: 202,715: 30,329 52,215 38,942 117,293 100,219 186,564 191,377: 16,151 11,338
: : :
: : Changes in Commitments from: May 7, 2019 :
: 19,624: -1,098 6,847 10,865 9,834 7,212 19,600 24,924: 24 -5,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 19.6 26.7 48.6 47.5 90.6 93.7: 9.4 6.3
Old : 100.0: 29.8 30.1 17.0 43.0 46.2 89.8 93.3: 10.2 6.7
Other: 100.0: 15.0 25.8 19.2 57.9 49.4 92.0 94.4: 8.0 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 76 82 102 108 104 249 236:
Old : 296: 89 74 78 104 86 225 208:
Other: 206: 43 60 60 81 70 166 148:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.1 21.6 29.6 9.7 14.3 15.2 20.2
Old : 13.3 21.4 21.1 30.0 13.2 20.2 20.3 27.7
Other: 23.9 27.1 33.9 40.1 17.9 19.0 26.9 27.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 7,508: 647 3,278 418 4,962 2,502 6,028 6,199: 1,480 1,309
Old : 7,015: 697 3,174 299 4,789 2,351 5,785 5,824: 1,230 1,191
Other: 493: 8 162 61 173 151 243 375: 250 118
: : :
: : Changes in Commitments from: May 7, 2019 :
: -441: -96 -619 210 -471 172 -356 -236: -85 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 43.7 5.6 66.1 33.3 80.3 82.6: 19.7 17.4
Old : 100.0: 9.9 45.2 4.3 68.3 33.5 82.5 83.0: 17.5 17.0
Other: 100.0: 1.6 32.9 12.5 35.2 30.6 49.3 76.0: 50.7 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 12 7 17 12 30 29:
Old : 43: 12 11 7 14 9 27 26:
Other: 16: 2 5 5 5 6 11 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 41.0 62.8 59.0 54.4 41.0 61.9 57.4
Old : 57.6 43.9 65.3 62.7 57.6 43.9 65.3 61.1
Other: 37.8 49.1 46.5 69.5 28.3 42.6 29.2 55.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 4,423,693: 1,160,238 1,190,755 425,003 2,652,998 2,688,495 4,238,239 4,304,252: 185,454 119,441
Old : 4,423,693: 1,160,238 1,190,755 425,003 2,652,998 2,688,495 4,238,239 4,304,252: 185,454 119,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 191,951: 40,293 6,979 39,414 112,132 134,791 191,838 181,183: 113 10,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 26.9 9.6 60.0 60.8 95.8 97.3: 4.2 2.7
Old : 100.0: 26.2 26.9 9.6 60.0 60.8 95.8 97.3: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 81 53 65 184 146 299 230:
Old : 367: 81 53 65 184 146 299 230:
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 : 19.1 32.4 32.1 46.6 18.9 27.9 30.9 41.1
Old : 19.1 32.4 32.1 46.6 18.9 27.9 30.9 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, May 14, 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 : 4,976,916: 612,444 905,158 700,700 3,163,341 2,915,866 4,476,485 4,521,724: 500,431 455,192
Old : 4,976,916: 612,444 905,158 700,700 3,163,341 2,915,866 4,476,485 4,521,724: 500,431 455,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 215,877: 44,133 30,541 54,304 98,402 122,084 196,839 206,929: 19,038 8,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.2 14.1 63.6 58.6 89.9 90.9: 10.1 9.1
Old : 100.0: 12.3 18.2 14.1 63.6 58.6 89.9 90.9: 10.1 9.1
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 : 417: 87 84 101 210 204 349 337:
Old : 417: 87 84 101 210 204 349 337:
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 : 18.9 19.7 26.0 29.0 14.2 16.9 20.0 24.4
Old : 18.9 19.7 26.0 29.0 14.2 16.9 20.0 24.4
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 14, 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 : 765,992: 94,788 107,581 14,174 544,582 497,016 653,544 618,771: 112,448 147,221
Old : 765,992: 94,788 107,581 14,174 544,582 497,016 653,544 618,771: 112,448 147,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 20,129: 11,156 -11,058 3,759 8,252 21,897 23,167 14,598: -3,038 5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 14.0 1.9 71.1 64.9 85.3 80.8: 14.7 19.2
Old : 100.0: 12.4 14.0 1.9 71.1 64.9 85.3 80.8: 14.7 19.2
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 : 110: 19 12 14 56 58 81 78:
Old : 110: 19 12 14 56 58 81 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 26.8 42.9 38.3 30.4 23.5 40.8 33.7
Old : 30.9 26.8 42.9 38.3 30.4 23.5 40.8 33.7
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 14, 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 : 5,255,660: 793,058 927,480 506,077 3,597,531 3,476,967 4,896,666 4,910,525: 358,994 345,136
Old : 5,255,660: 793,058 927,480 506,077 3,597,531 3,476,967 4,896,666 4,910,525: 358,994 345,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 156,771: 9,927 -3,233 62,712 78,007 106,645 150,646 166,123: 6,125 -9,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.6 9.6 68.5 66.2 93.2 93.4: 6.8 6.6
Old : 100.0: 15.1 17.6 9.6 68.5 66.2 93.2 93.4: 6.8 6.6
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 : 349: 59 66 74 173 180 276 276:
Old : 349: 59 66 74 173 180 276 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.6 39.4 34.7 21.6 22.2 31.0 29.8
Old : 29.3 24.6 39.4 34.7 21.6 22.2 31.0 29.8
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 14, 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 : 2,127,165: 228,346 341,814 539,597 1,325,908 1,190,650 2,093,851 2,072,061: 33,314 55,104
Old : 2,127,165: 228,346 341,814 539,597 1,325,908 1,190,650 2,093,851 2,072,061: 33,314 55,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 140,850: 94,055 51,799 43,640 7,746 38,776 145,441 134,215: -4,591 6,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.1 25.4 62.3 56.0 98.4 97.4: 1.6 2.6
Old : 100.0: 10.7 16.1 25.4 62.3 56.0 98.4 97.4: 1.6 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 : 145: 31 38 44 57 71 110 132:
Old : 145: 31 38 44 57 71 110 132:
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 : 33.4 29.5 49.6 43.3 24.8 20.3 31.9 26.9
Old : 33.4 29.5 49.6 43.3 24.8 20.3 31.9 26.9
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 14, 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 : 40,925: 20,139 8,904 891 11,884 23,091 32,913 32,886: 8,012 8,039
Old : 40,925: 20,139 8,904 891 11,884 23,091 32,913 32,886: 8,012 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: -555: -688 3,425 -466 1,807 -1,999 654 960: -1,209 -1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 21.8 2.2 29.0 56.4 80.4 80.4: 19.6 19.6
Old : 100.0: 49.2 21.8 2.2 29.0 56.4 80.4 80.4: 19.6 19.6
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 : 98: 31 23 11 26 28 62 57:
Old : 98: 31 23 11 26 28 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 32.9 41.3 47.7 29.5 30.4 40.8 45.1
Old : 30.0 32.9 41.3 47.7 29.5 30.4 40.8 45.1
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 14, 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 : 81,850: 40,277 17,809 1,782 23,768 46,182 65,827 65,773: 16,023 16,077
Old : 81,850: 40,277 17,809 1,782 23,768 46,182 65,827 65,773: 16,023 16,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: -1,110: -1,375 6,850 -932 3,614 -3,997 1,307 1,921: -2,417 -3,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 21.8 2.2 29.0 56.4 80.4 80.4: 19.6 19.6
Old : 100.0: 49.2 21.8 2.2 29.0 56.4 80.4 80.4: 19.6 19.6
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 : 98: 31 23 11 26 28 62 57:
Old : 98: 31 23 11 26 28 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 32.9 41.3 47.7 29.5 30.4 40.8 45.1
Old : 30.0 32.9 41.3 47.7 29.5 30.4 40.8 45.1
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 14, 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 : 27,769: 2,548 1,074 0 23,713 24,658 26,261 25,732: 1,508 2,037
Old : 27,769: 2,548 1,074 0 23,713 24,658 26,261 25,732: 1,508 2,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 228: -141 -7 0 785 154 644 147: -416 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.9 0.0 85.4 88.8 94.6 92.7: 5.4 7.3
Old : 100.0: 9.2 3.9 0.0 85.4 88.8 94.6 92.7: 5.4 7.3
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 : 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 : 67.4 71.4 86.8 85.9 67.4 70.6 86.0 85.1
Old : 67.4 71.4 86.8 85.9 67.4 70.6 86.0 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 37,060: 30,295 35,787 103 6,478 1,146 36,876 37,036: 184 24
Old : 37,060: 30,295 35,787 103 6,478 1,146 36,876 37,036: 184 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 4,547: 7,652 4,559 3 -3,093 0 4,562 4,562: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 96.6 0.3 17.5 3.1 99.5 99.9: 0.5 0.1
Old : 100.0: 81.7 96.6 0.3 17.5 3.1 99.5 99.9: 0.5 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 : 45: 25 16 3 4 1 30 19:
Old : 45: 25 16 3 4 1 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 84.6 76.4 95.0 53.1 84.6 76.4 93.1
Old : 53.1 84.6 76.4 95.0 53.1 84.6 76.4 93.1
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 14, 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 : 23,660: 15,919 6,252 75 7,660 15,239 23,654 21,566: 6 2,094
Old : 23,660: 15,919 6,252 75 7,660 15,239 23,654 21,566: 6 2,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: -700: -634 42 0 -66 -354 -700 -312: 0 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 26.4 0.3 32.4 64.4 100.0 91.1: 0.0 8.9
Old : 100.0: 67.3 26.4 0.3 32.4 64.4 100.0 91.1: 0.0 8.9
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 : 36: 7 9 1 5 15 13 24:
Old : 36: 7 9 1 5 15 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 : 91.8 53.5 98.8 71.0 91.8 53.2 98.8 70.7
Old : 91.8 53.5 98.8 71.0 91.8 53.2 98.8 70.7
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 14, 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 : 18,321: 15,538 6,254 9 2,761 10,637 18,308 16,900: 13 1,421
Old : 18,321: 15,538 6,254 9 2,761 10,637 18,308 16,900: 13 1,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 940: 929 1,024 0 3 184 932 1,208: 8 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 34.1 0.0 15.1 58.1 99.9 92.2: 0.1 7.8
Old : 100.0: 84.8 34.1 0.0 15.1 58.1 99.9 92.2: 0.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 98.6 57.7 99.9 80.3 98.6 57.7 99.9 80.2
Old : 98.6 57.7 99.9 80.3 98.6 57.7 99.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 14, 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 : 49,520: 20,056 20,051 29,464 0 0 49,520 49,515: 0 5
Old : 49,520: 20,056 20,051 29,464 0 0 49,520 49,515: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 7, 2019 :
: 1,257: 1,267 1,264 0 0 0 1,267 1,264: -10 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 40.5 59.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 40.5 40.5 59.5 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 : 25: 10 14 4 0 0 12 17:
Old : 25: 10 14 4 0 0 12 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 : 92.2 76.5 99.4 97.8 36.9 32.1 40.4 39.7
Old : 92.2 76.5 99.4 97.8 36.9 32.1 40.4 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 17, 2019