WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 600,372: 121,673 143,286 240,054 199,667 169,690 561,394 553,030: 38,978 47,342
Old : 588,188: 118,803 142,048 236,792 196,891 164,233 552,486 543,073: 35,702 45,115
Other: 12,184: 4,227 2,595 1,905 2,776 5,457 8,908 9,957: 3,276 2,227
: : :
: : Changes in Commitments from: May 14, 2019 :
: -19,953: 296 -34,447 2,238 -18,147 12,579 -15,613 -19,630: -4,340 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.9 40.0 33.3 28.3 93.5 92.1: 6.5 7.9
Old : 100.0: 20.2 24.2 40.3 33.5 27.9 93.9 92.3: 6.1 7.7
Other: 100.0: 34.7 21.3 15.6 22.8 44.8 73.1 81.7: 26.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 136 131 163 102 117 327 332:
Old : 409: 136 132 161 101 117 326 329:
Other: 83: 25 8 12 20 40 49 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 : 10.7 9.8 18.7 17.5 7.2 6.8 11.3 12.1
Old : 10.7 9.8 18.8 17.5 7.3 7.0 11.5 12.3
Other: 38.1 34.4 49.9 51.0 32.2 32.6 41.9 45.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 20,325: 4,688 300 3,228 11,918 16,062 19,834 19,590: 491 735
Old : 20,325: 4,688 300 3,228 11,918 16,062 19,834 19,590: 491 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,728: 501 -4 -268 1,424 1,862 1,657 1,590: 71 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.5 15.9 58.6 79.0 97.6 96.4: 2.4 3.6
Old : 100.0: 23.1 1.5 15.9 58.6 79.0 97.6 96.4: 2.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 1 5 17 14 25 20:
Old : 29: 8 1 5 17 14 25 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 : 37.9 56.1 58.2 75.1 24.4 35.1 36.2 42.5
Old : 37.9 56.1 58.2 75.1 24.4 35.1 36.2 42.5
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 21, 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 : 360,058: 74,422 106,297 121,220 130,132 110,994 325,774 338,511: 34,284 21,548
Old : 350,442: 74,853 103,780 118,538 123,452 108,169 316,843 330,487: 33,598 19,955
Other: 9,617: 1,146 4,094 1,105 6,680 2,825 8,931 8,024: 686 1,593
: : :
: : Changes in Commitments from: May 14, 2019 :
: -7,942: -714 -8,964 3,509 -9,856 -2,338 -7,061 -7,794: -881 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 29.5 33.7 36.1 30.8 90.5 94.0: 9.5 6.0
Old : 100.0: 21.4 29.6 33.8 35.2 30.9 90.4 94.3: 9.6 5.7
Other: 100.0: 11.9 42.6 11.5 69.5 29.4 92.9 83.4: 7.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 87 59 80 91 84 217 191:
Old : 261: 85 59 80 90 84 215 190:
Other: 58: 12 12 9 13 24 30 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 14.9 20.5 24.9 7.9 12.5 13.8 20.2
Old : 12.6 15.3 21.0 25.1 8.4 14.0 14.4 21.9
Other: 71.0 53.0 86.2 67.9 70.9 50.9 78.3 60.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 2,361,019: 377,747 411,834 707,251 935,660 994,610 2,020,658 2,113,694: 340,362 247,325
Old : 1,486,082: 320,387 440,183 416,681 543,420 525,789 1,280,487 1,382,652: 205,595 103,430
Other: 874,937: 181,485 95,776 166,445 392,240 468,821 740,170 731,042: 134,767 143,895
: : :
: : Changes in Commitments from: May 14, 2019 :
: 243,766: 62,256 -134,748 103,086 49,531 238,653 214,873 206,991: 28,894 36,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.4 30.0 39.6 42.1 85.6 89.5: 14.4 10.5
Old : 100.0: 21.6 29.6 28.0 36.6 35.4 86.2 93.0: 13.8 7.0
Other: 100.0: 20.7 10.9 19.0 44.8 53.6 84.6 83.6: 15.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 911: 247 159 267 416 406 782 726:
Old : 854: 201 182 206 375 344 679 630:
Other: 704: 179 98 124 268 352 497 528:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 8.5 15.0 14.3 5.0 5.0 8.2 8.6
Old : 8.0 8.5 14.0 15.9 6.0 7.2 10.4 12.4
Other: 13.0 12.9 19.9 20.7 7.5 7.7 11.7 13.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 7,066: 3,117 195 501 1,325 5,056 4,943 5,752: 2,123 1,314
Old : 7,066: 3,117 195 501 1,325 5,056 4,943 5,752: 2,123 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 729: 378 -42 128 75 382 581 468: 148 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 2.8 7.1 18.8 71.6 70.0 81.4: 30.0 18.6
Old : 100.0: 44.1 2.8 7.1 18.8 71.6 70.0 81.4: 30.0 18.6
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 : 34: 16 3 4 9 12 27 18:
Old : 34: 16 3 4 9 12 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 43.5 50.7 66.8 34.6 41.3 46.3 62.7
Old : 38.0 43.5 50.7 66.8 34.6 41.3 46.3 62.7
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 21, 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 : 994,965: 118,655 245,880 341,853 474,871 323,980 935,379 911,713: 59,586 83,251
Old : 597,430: 147,482 201,528 160,230 253,257 193,179 560,969 554,937: 36,461 42,493
Other: 397,535: 48,214 121,392 104,583 221,614 130,801 374,410 356,776: 23,125 40,759
: : :
: : Changes in Commitments from: May 14, 2019 :
: 32,908: 7,152 -14,440 19,952 5,899 27,235 33,003 32,748: -95 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 24.7 34.4 47.7 32.6 94.0 91.6: 6.0 8.4
Old : 100.0: 24.7 33.7 26.8 42.4 32.3 93.9 92.9: 6.1 7.1
Other: 100.0: 12.1 30.5 26.3 55.7 32.9 94.2 89.7: 5.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 648: 180 183 224 206 230 509 530:
Old : 599: 189 152 152 174 193 425 442:
Other: 481: 92 142 141 147 200 334 400:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 10.6 24.6 17.8 11.5 5.8 17.5 10.5
Old : 15.0 13.0 26.4 21.1 13.0 8.2 22.1 14.9
Other: 21.9 14.9 30.6 23.3 17.9 12.3 25.0 17.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 586,552: 122,217 158,763 157,812 271,293 240,691 551,321 557,265: 35,231 29,287
Old : 344,806: 135,874 161,574 55,614 134,079 107,150 325,567 324,338: 19,239 20,468
Other: 241,746: 63,283 74,130 25,257 137,214 133,540 225,755 232,927: 15,992 8,819
: : :
: : Changes in Commitments from: May 14, 2019 :
: 5,656: 4,575 -8,740 1,934 722 14,203 7,231 7,397: -1,575 -1,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.1 26.9 46.3 41.0 94.0 95.0: 6.0 5.0
Old : 100.0: 39.4 46.9 16.1 38.9 31.1 94.4 94.1: 5.6 5.9
Other: 100.0: 26.2 30.7 10.4 56.8 55.2 93.4 96.4: 6.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 99 115 129 99 84 280 268:
Old : 331: 102 112 87 86 70 230 231:
Other: 230: 71 59 56 70 59 175 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 18.6 19.4 25.6 7.6 15.3 12.8 20.4
Old : 16.6 11.8 24.2 19.6 15.0 11.5 22.3 19.2
Other: 17.0 31.1 26.3 43.9 16.5 27.8 25.0 39.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 1,238,606: 137,333 172,424 171,340 730,564 747,116 1,039,236 1,090,880: 199,370 147,726
Old : 1,238,606: 137,333 172,424 171,340 730,564 747,116 1,039,236 1,090,880: 199,370 147,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 37,889: 1,689 -4,559 9,810 18,281 30,890 29,780 36,140: 8,108 1,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.9 13.8 59.0 60.3 83.9 88.1: 16.1 11.9
Old : 100.0: 11.1 13.9 13.8 59.0 60.3 83.9 88.1: 16.1 11.9
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 : 198: 42 36 53 95 98 161 164:
Old : 198: 42 36 53 95 98 161 164:
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 : 21.2 27.5 29.6 38.5 15.4 23.6 20.6 29.6
Old : 21.2 27.5 29.6 38.5 15.4 23.6 20.6 29.6
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 21, 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 : 1,265,553: 88,615 416,283 43,752 960,045 721,914 1,092,412 1,181,949: 173,141 83,604
Old : 1,265,553: 88,615 416,283 43,752 960,045 721,914 1,092,412 1,181,949: 173,141 83,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 8,463: 4,217 -1,933 4,575 -429 7,310 8,362 9,952: 100 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 32.9 3.5 75.9 57.0 86.3 93.4: 13.7 6.6
Old : 100.0: 7.0 32.9 3.5 75.9 57.0 86.3 93.4: 13.7 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 : 145: 24 23 25 86 73 122 109:
Old : 145: 24 23 25 86 73 122 109:
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 : 30.8 31.9 40.1 47.8 24.7 30.9 33.3 45.4
Old : 30.8 31.9 40.1 47.8 24.7 30.9 33.3 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 21, 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 : 1,588: 103 759 25 1,214 488 1,342 1,272: 246 316
Old : 1,588: 103 759 25 1,214 488 1,342 1,272: 246 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -196: -29 -100 25 -186 -59 -190 -134: -6 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 47.8 1.6 76.4 30.7 84.5 80.1: 15.5 19.9
Old : 100.0: 6.5 47.8 1.6 76.4 30.7 84.5 80.1: 15.5 19.9
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 : 23: 3 7 1 9 7 12 15:
Old : 23: 3 7 1 9 7 12 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 : 65.2 52.3 77.8 67.1 63.6 51.7 76.1 66.5
Old : 65.2 52.3 77.8 67.1 63.6 51.7 76.1 66.5
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 21, 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 : 543,303: 78,486 93,131 154,045 260,435 263,481 492,966 510,657: 50,337 32,645
Old : 329,622: 95,415 91,280 63,792 137,461 152,350 296,668 307,422: 32,954 22,200
Other: 213,681: 33,007 51,787 40,317 122,974 111,132 196,298 203,236: 17,383 10,445
: : :
: : Changes in Commitments from: May 14, 2019 :
: 8,100: -3,643 -11,793 11,340 275 9,526 7,973 9,074: 128 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.1 28.4 47.9 48.5 90.7 94.0: 9.3 6.0
Old : 100.0: 28.9 27.7 19.4 41.7 46.2 90.0 93.3: 10.0 6.7
Other: 100.0: 15.4 24.2 18.9 57.6 52.0 91.9 95.1: 8.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 85 71 105 108 101 255 232:
Old : 297: 97 66 76 102 86 228 201:
Other: 214: 44 63 61 83 72 170 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 20.5 21.2 30.2 9.7 14.7 14.5 20.9
Old : 14.2 22.5 22.0 30.8 13.8 21.9 20.8 29.1
Other: 21.5 26.6 31.4 39.4 15.3 19.7 23.7 28.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 7,352: 688 2,884 416 4,824 2,802 5,927 6,102: 1,425 1,250
Old : 6,769: 706 2,771 287 4,624 2,597 5,617 5,655: 1,152 1,114
Other: 584: 34 166 76 200 205 310 447: 273 137
: : :
: : Changes in Commitments from: May 14, 2019 :
: -155: 41 -394 -3 -138 300 -100 -97: -55 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 39.2 5.7 65.6 38.1 80.6 83.0: 19.4 17.0
Old : 100.0: 10.4 40.9 4.2 68.3 38.4 83.0 83.5: 17.0 16.5
Other: 100.0: 5.9 28.5 13.0 34.3 35.1 53.2 76.6: 46.8 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 11 11 7 17 11 30 27:
Old : 42: 11 11 6 14 10 26 26:
Other: 16: 4 4 6 6 4 13 11:
:----------------------------------------------------------------------------------------------------
: 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 : 56.3 38.2 63.8 54.9 56.3 38.1 63.8 54.0
Old : 59.3 41.2 67.4 58.7 59.3 41.2 67.4 58.7
Other: 35.3 52.0 48.4 72.0 29.4 46.3 33.8 57.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 4,112,536: 1,097,467 1,126,420 257,484 2,552,737 2,611,064 3,907,689 3,994,968: 204,847 117,568
Old : 4,112,536: 1,097,467 1,126,420 257,484 2,552,737 2,611,064 3,907,689 3,994,968: 204,847 117,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -311,157: -62,770 -64,335 -167,519 -100,261 -77,430 -330,550 -309,284: 19,393 -1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 27.4 6.3 62.1 63.5 95.0 97.1: 5.0 2.9
Old : 100.0: 26.7 27.4 6.3 62.1 63.5 95.0 97.1: 5.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 80 50 62 184 147 293 230:
Old : 365: 80 50 62 184 147 293 230:
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 : 18.8 28.6 32.0 43.8 18.6 27.4 31.0 41.7
Old : 18.8 28.6 32.0 43.8 18.6 27.4 31.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 5,018,047: 616,073 957,287 767,730 3,107,716 2,847,265 4,491,518 4,572,282: 526,529 445,765
Old : 5,018,047: 616,073 957,287 767,730 3,107,716 2,847,265 4,491,518 4,572,282: 526,529 445,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 41,131: 3,629 52,130 67,029 -55,625 -68,601 15,033 50,557: 26,098 -9,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.1 15.3 61.9 56.7 89.5 91.1: 10.5 8.9
Old : 100.0: 12.3 19.1 15.3 61.9 56.7 89.5 91.1: 10.5 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 : 418: 84 79 104 219 209 351 345:
Old : 418: 84 79 104 219 209 351 345:
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 : 18.4 19.6 25.5 29.5 13.7 17.5 19.3 25.4
Old : 18.4 19.6 25.5 29.5 13.7 17.5 19.3 25.4
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 21, 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 : 770,199: 94,423 112,393 15,779 544,739 482,806 654,941 610,978: 115,258 159,221
Old : 770,199: 94,423 112,393 15,779 544,739 482,806 654,941 610,978: 115,258 159,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 4,207: -365 4,812 1,605 157 -14,210 1,397 -7,793: 2,810 12,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.6 2.0 70.7 62.7 85.0 79.3: 15.0 20.7
Old : 100.0: 12.3 14.6 2.0 70.7 62.7 85.0 79.3: 15.0 20.7
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 : 108: 18 14 15 55 56 80 78:
Old : 108: 18 14 15 55 56 80 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 : 30.6 26.9 43.6 36.6 30.1 23.7 40.1 33.2
Old : 30.6 26.9 43.6 36.6 30.1 23.7 40.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 5,295,491: 781,072 926,422 449,429 3,713,279 3,554,924 4,943,780 4,930,775: 351,711 364,716
Old : 5,295,491: 781,072 926,422 449,429 3,713,279 3,554,924 4,943,780 4,930,775: 351,711 364,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 39,831: -11,986 -1,058 -56,648 115,748 77,956 47,113 20,250: -7,283 19,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.5 8.5 70.1 67.1 93.4 93.1: 6.6 6.9
Old : 100.0: 14.7 17.5 8.5 70.1 67.1 93.4 93.1: 6.6 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 60 61 75 176 182 280 275:
Old : 347: 60 61 75 176 182 280 275:
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 : 29.4 24.8 40.9 34.8 21.1 22.2 31.5 29.9
Old : 29.4 24.8 40.9 34.8 21.1 22.2 31.5 29.9
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 21, 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 : 2,301,045: 225,360 377,889 589,613 1,454,144 1,285,647 2,269,117 2,253,148: 31,928 47,897
Old : 2,301,045: 225,360 377,889 589,613 1,454,144 1,285,647 2,269,117 2,253,148: 31,928 47,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 173,880: -2,986 36,074 50,015 128,236 94,997 175,266 181,087: -1,386 -7,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 16.4 25.6 63.2 55.9 98.6 97.9: 1.4 2.1
Old : 100.0: 9.8 16.4 25.6 63.2 55.9 98.6 97.9: 1.4 2.1
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 : 148: 31 42 48 55 71 109 138:
Old : 148: 31 42 48 55 71 109 138:
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 : 32.1 29.4 49.1 43.6 25.1 20.9 30.7 27.2
Old : 32.1 29.4 49.1 43.6 25.1 20.9 30.7 27.2
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 21, 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 : 39,064: 16,988 8,351 1,872 12,555 19,975 31,416 30,199: 7,648 8,865
Old : 39,064: 16,988 8,351 1,872 12,555 19,975 31,416 30,199: 7,648 8,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -1,861: -3,150 -553 981 671 -3,116 -1,498 -2,688: -363 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 21.4 4.8 32.1 51.1 80.4 77.3: 19.6 22.7
Old : 100.0: 43.5 21.4 4.8 32.1 51.1 80.4 77.3: 19.6 22.7
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 : 98: 33 21 11 29 25 67 52:
Old : 98: 33 21 11 29 25 67 52:
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 : 27.5 35.2 42.8 48.2 24.5 32.0 39.5 44.8
Old : 27.5 35.2 42.8 48.2 24.5 32.0 39.5 44.8
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 21, 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 : 78,128: 33,977 16,702 3,744 25,110 39,951 62,832 60,398: 15,296 17,731
Old : 78,128: 33,977 16,702 3,744 25,110 39,951 62,832 60,398: 15,296 17,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -3,722: -6,300 -1,106 1,962 1,343 -6,231 -2,995 -5,375: -727 1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 21.4 4.8 32.1 51.1 80.4 77.3: 19.6 22.7
Old : 100.0: 43.5 21.4 4.8 32.1 51.1 80.4 77.3: 19.6 22.7
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 : 98: 33 21 11 29 25 67 52:
Old : 98: 33 21 11 29 25 67 52:
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 : 27.5 35.2 42.8 48.2 24.5 32.0 39.5 44.8
Old : 27.5 35.2 42.8 48.2 24.5 32.0 39.5 44.8
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 21, 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 : 28,905: 2,709 1,134 0 24,588 25,481 27,297 26,615: 1,608 2,290
Old : 28,905: 2,709 1,134 0 24,588 25,481 27,297 26,615: 1,608 2,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,136: 161 60 0 875 823 1,036 883: 100 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.9 0.0 85.1 88.2 94.4 92.1: 5.6 7.9
Old : 100.0: 9.4 3.9 0.0 85.1 88.2 94.4 92.1: 5.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 0 11 10 14 12:
Old : 24: 3 2 0 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 67.9 86.2 84.6 67.1 67.1 85.1 83.7
Old : 67.1 67.9 86.2 84.6 67.1 67.1 85.1 83.7
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 21, 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 : 32,931: 26,185 31,648 103 6,476 1,146 32,764 32,897: 167 34
Old : 32,931: 26,185 31,648 103 6,476 1,146 32,764 32,897: 167 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -4,129: -4,110 -4,139 0 -2 0 -4,112 -4,139: -17 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 96.1 0.3 19.7 3.5 99.5 99.9: 0.5 0.1
Old : 100.0: 79.5 96.1 0.3 19.7 3.5 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 : 43: 23 16 3 4 1 28 19:
Old : 43: 23 16 3 4 1 28 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 : 56.9 80.8 80.8 92.7 56.9 80.8 80.5 90.7
Old : 56.9 80.8 80.8 92.7 56.9 80.8 80.5 90.7
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 21, 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 : 23,659: 16,032 6,010 75 7,546 15,538 23,653 21,623: 6 2,036
Old : 23,659: 16,032 6,010 75 7,546 15,538 23,653 21,623: 6 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: -1: 113 -242 0 -114 299 -1 57: 0 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 25.4 0.3 31.9 65.7 100.0 91.4: 0.0 8.6
Old : 100.0: 67.8 25.4 0.3 31.9 65.7 100.0 91.4: 0.0 8.6
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 : 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 : 92.3 55.0 98.9 72.9 92.3 54.7 98.9 72.6
Old : 92.3 55.0 98.9 72.9 92.3 54.7 98.9 72.6
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 21, 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 : 18,773: 15,975 6,039 9 2,762 10,761 18,746 16,809: 27 1,964
Old : 18,773: 15,975 6,039 9 2,762 10,761 18,746 16,809: 27 1,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 452: 437 -215 0 1 124 438 -91: 14 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 32.2 0.0 14.7 57.3 99.9 89.5: 0.1 10.5
Old : 100.0: 85.1 32.2 0.0 14.7 57.3 99.9 89.5: 0.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 56.3 99.9 79.4 98.6 56.3 99.8 79.4
Old : 98.6 56.3 99.9 79.4 98.6 56.3 99.8 79.4
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 21, 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 : 50,889: 21,425 21,420 29,464 0 0 50,889 50,884: 0 5
Old : 50,889: 21,425 21,420 29,464 0 0 50,889 50,884: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2019 :
: 1,369: 1,369 1,369 0 0 0 1,369 1,369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 42.1 57.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 42.1 42.1 57.9 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 14 4 0 0 11 17:
Old : 24: 9 14 4 0 0 11 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 : 93.0 77.7 99.4 97.8 39.6 34.7 42.0 41.2
Old : 93.0 77.7 99.4 97.8 39.6 34.7 42.0 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2019