WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 595,814: 121,540 130,019 241,456 194,823 178,093 557,819 549,568: 37,995 46,246
Old : 581,739: 117,963 129,272 236,597 192,609 171,967 547,170 537,835: 34,569 43,903
Other: 14,075: 6,683 3,854 1,753 2,214 6,126 10,650 11,733: 3,425 2,342
: : :
: : Changes in Commitments from: May 21, 2019 :
: -4,559: -133 -13,267 1,402 -4,844 8,403 -3,575 -3,462: -984 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 21.8 40.5 32.7 29.9 93.6 92.2: 6.4 7.8
Old : 100.0: 20.3 22.2 40.7 33.1 29.6 94.1 92.5: 5.9 7.5
Other: 100.0: 47.5 27.4 12.5 15.7 43.5 75.7 83.4: 24.3 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 129 123 151 98 121 305 325:
Old : 389: 129 125 149 98 121 305 321:
Other: 87: 28 10 13 18 39 50 59:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 10.2 19.6 17.9 7.3 6.5 11.3 11.0
Old : 11.9 10.2 19.8 17.9 7.5 6.7 11.6 11.3
Other: 38.5 36.6 50.0 51.5 33.9 35.5 44.1 47.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 21,538: 5,634 326 3,241 12,353 17,210 21,227 20,777: 310 760
Old : 21,538: 5,634 326 3,241 12,353 17,210 21,227 20,777: 310 760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,212: 945 26 13 435 1,148 1,393 1,187: -180 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.5 15.0 57.4 79.9 98.6 96.5: 1.4 3.5
Old : 100.0: 26.2 1.5 15.0 57.4 79.9 98.6 96.5: 1.4 3.5
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 : 30: 6 3 5 17 15 25 21:
Old : 30: 6 3 5 17 15 25 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 : 40.9 58.8 60.9 75.7 29.1 39.9 42.2 47.8
Old : 40.9 58.8 60.9 75.7 29.1 39.9 42.2 47.8
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 28, 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 : 355,313: 72,838 96,682 117,183 132,915 119,546 322,936 333,411: 32,377 21,902
Old : 345,614: 73,192 94,117 114,545 126,164 116,522 313,901 325,184: 31,713 20,430
Other: 9,700: 1,225 4,144 1,059 6,752 3,024 9,035 8,227: 664 1,472
: : :
: : Changes in Commitments from: May 21, 2019 :
: -4,745: -1,584 -9,615 -4,037 2,783 8,552 -2,838 -5,100: -1,907 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 27.2 33.0 37.4 33.6 90.9 93.8: 9.1 6.2
Old : 100.0: 21.2 27.2 33.1 36.5 33.7 90.8 94.1: 9.2 5.9
Other: 100.0: 12.6 42.7 10.9 69.6 31.2 93.2 84.8: 6.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 91 57 83 90 86 220 194:
Old : 265: 90 56 83 89 86 218 193:
Other: 64: 13 11 10 15 29 32 48:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 15.1 20.9 25.2 7.9 12.5 13.6 18.7
Old : 12.9 15.6 21.4 25.3 8.5 14.1 14.3 20.5
Other: 72.5 53.2 86.5 69.0 72.2 51.7 78.6 62.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 2,495,825: 399,834 332,501 759,010 949,488 1,127,814 2,108,332 2,219,325: 387,493 276,500
Old : 1,472,474: 312,926 379,717 422,200 524,510 562,099 1,259,637 1,364,016: 212,838 108,459
Other: 1,023,351: 214,276 80,152 209,442 424,978 565,716 848,696 855,309: 174,655 168,042
: : :
: : Changes in Commitments from: May 21, 2019 :
: 134,806: 22,087 -79,333 51,759 13,829 133,205 87,675 105,631: 47,131 29,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.3 30.4 38.0 45.2 84.5 88.9: 15.5 11.1
Old : 100.0: 21.3 25.8 28.7 35.6 38.2 85.5 92.6: 14.5 7.4
Other: 100.0: 20.9 7.8 20.5 41.5 55.3 82.9 83.6: 17.1 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 941: 252 173 272 427 427 806 753:
Old : 877: 209 179 201 390 362 696 648:
Other: 760: 192 116 135 295 379 542 580:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 8.9 14.8 14.5 5.0 5.1 8.0 9.0
Old : 8.7 9.3 14.1 16.0 5.9 7.2 9.8 11.8
Other: 12.6 12.3 20.1 20.2 7.1 7.6 11.0 12.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 8,103: 3,582 252 698 1,365 5,600 5,645 6,551: 2,458 1,552
Old : 8,103: 3,582 252 698 1,365 5,600 5,645 6,551: 2,458 1,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,037: 465 57 197 40 544 702 799: 335 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 3.1 8.6 16.8 69.1 69.7 80.8: 30.3 19.2
Old : 100.0: 44.2 3.1 8.6 16.8 69.1 69.7 80.8: 30.3 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 : 37: 17 4 5 10 12 30 20:
Old : 37: 17 4 5 10 12 30 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 : 32.9 42.3 45.7 66.0 30.8 39.3 41.2 60.5
Old : 32.9 42.3 45.7 66.0 30.8 39.3 41.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 961,941: 119,057 221,294 321,329 457,153 336,891 897,539 879,513: 64,402 82,428
Old : 542,756: 149,619 180,429 127,548 228,407 194,379 505,574 502,356: 37,182 40,399
Other: 419,185: 54,171 125,597 109,048 228,746 142,512 391,965 377,157: 27,220 42,029
: : :
: : Changes in Commitments from: May 21, 2019 :
: -33,024: 402 -24,587 -20,524 -17,718 12,910 -37,840 -32,200: 4,816 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.0 33.4 47.5 35.0 93.3 91.4: 6.7 8.6
Old : 100.0: 27.6 33.2 23.5 42.1 35.8 93.1 92.6: 6.9 7.4
Other: 100.0: 12.9 30.0 26.0 54.6 34.0 93.5 90.0: 6.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 160 187 225 207 228 502 526:
Old : 580: 171 152 146 173 192 407 436:
Other: 489: 96 148 134 148 202 335 400:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 11.0 23.9 18.5 11.2 6.8 17.0 11.5
Old : 14.5 14.2 25.4 22.7 13.3 10.4 22.4 17.5
Other: 21.2 14.0 30.3 22.4 17.6 11.4 24.5 16.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 581,773: 121,703 146,549 153,819 269,291 250,931 544,812 551,298: 36,961 30,475
Old : 332,433: 136,075 148,291 50,801 125,362 112,608 312,238 311,700: 20,194 20,732
Other: 249,340: 62,487 75,118 26,158 143,929 138,323 232,574 239,598: 16,766 9,742
: : :
: : Changes in Commitments from: May 21, 2019 :
: -4,779: -514 -12,214 -3,993 -2,002 10,240 -6,509 -5,967: 1,730 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.2 26.4 46.3 43.1 93.6 94.8: 6.4 5.2
Old : 100.0: 40.9 44.6 15.3 37.7 33.9 93.9 93.8: 6.1 6.2
Other: 100.0: 25.1 30.1 10.5 57.7 55.5 93.3 96.1: 6.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 101 109 132 101 88 287 271:
Old : 330: 107 103 86 85 73 231 229:
Other: 239: 74 64 65 71 59 186 156:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 20.0 19.6 27.2 7.4 16.8 12.6 21.8
Old : 17.3 13.4 25.0 21.5 15.4 13.2 23.1 21.2
Other: 17.8 31.1 27.3 44.0 17.4 28.0 26.0 40.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 1,166,888: 139,038 175,337 147,180 672,028 700,760 958,246 1,023,278: 208,642 143,610
Old : 1,166,888: 139,038 175,337 147,180 672,028 700,760 958,246 1,023,278: 208,642 143,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -71,718: 1,705 2,913 -24,160 -58,536 -46,356 -80,990 -67,602: 9,272 -4,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.0 12.6 57.6 60.1 82.1 87.7: 17.9 12.3
Old : 100.0: 11.9 15.0 12.6 57.6 60.1 82.1 87.7: 17.9 12.3
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 : 189: 40 40 53 86 82 154 148:
Old : 189: 40 40 53 86 82 154 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 27.6 27.8 37.8 16.2 24.7 21.5 31.6
Old : 20.4 27.6 27.8 37.8 16.2 24.7 21.5 31.6
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 28, 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 : 1,255,605: 82,899 408,064 79,039 915,226 672,036 1,077,164 1,159,139: 178,441 96,466
Old : 1,255,605: 82,899 408,064 79,039 915,226 672,036 1,077,164 1,159,139: 178,441 96,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -9,948: -5,716 -8,219 35,287 -44,819 -49,878 -15,248 -22,810: 5,300 12,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 32.5 6.3 72.9 53.5 85.8 92.3: 14.2 7.7
Old : 100.0: 6.6 32.5 6.3 72.9 53.5 85.8 92.3: 14.2 7.7
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 : 134: 19 24 25 73 69 106 104:
Old : 134: 19 24 25 73 69 106 104:
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 : 31.3 33.3 41.6 49.2 25.1 29.8 33.4 44.7
Old : 31.3 33.3 41.6 49.2 25.1 29.8 33.4 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 537,445: 83,307 80,603 142,156 257,450 281,466 482,913 504,225: 54,532 33,220
Old : 313,360: 92,745 81,703 54,604 130,300 155,054 277,648 291,360: 35,712 22,000
Other: 224,084: 38,978 47,316 39,136 127,150 126,412 205,265 212,865: 18,820 11,220
: : :
: : Changes in Commitments from: May 21, 2019 :
: -5,858: 4,820 -12,528 -11,889 -2,985 17,984 -10,053 -6,432: 4,195 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.0 26.5 47.9 52.4 89.9 93.8: 10.1 6.2
Old : 100.0: 29.6 26.1 17.4 41.6 49.5 88.6 93.0: 11.4 7.0
Other: 100.0: 17.4 21.1 17.5 56.7 56.4 91.6 95.0: 8.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 77 73 90 109 106 242 224:
Old : 282: 85 63 69 101 89 217 193:
Other: 209: 48 53 53 84 76 167 148:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 21.7 20.5 31.6 9.5 15.5 14.2 22.3
Old : 14.4 22.4 22.6 31.1 14.0 21.5 21.3 29.2
Other: 20.2 28.6 30.0 41.5 14.4 22.1 22.8 31.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 8,218: 1,226 2,134 635 4,555 4,222 6,417 6,991: 1,801 1,226
Old : 7,115: 1,230 2,074 413 4,043 3,659 5,686 6,145: 1,429 970
Other: 1,102: 99 163 120 511 563 731 846: 372 256
: : :
: : Changes in Commitments from: May 21, 2019 :
: 865: 539 -750 220 -269 1,420 489 889: 376 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 26.0 7.7 55.4 51.4 78.1 85.1: 21.9 14.9
Old : 100.0: 17.3 29.1 5.8 56.8 51.4 79.9 86.4: 20.1 13.6
Other: 100.0: 9.0 14.8 10.9 46.4 51.1 66.3 76.8: 33.7 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 13 9 13 13 33 32:
Old : 48: 15 15 7 10 13 28 32:
Other: 20: 7 3 6 6 7 15 14:
:----------------------------------------------------------------------------------------------------
: 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 : 48.0 34.5 55.9 51.3 46.8 33.8 54.2 49.8
Old : 51.5 37.7 59.9 53.8 50.8 37.7 59.0 53.8
Other: 47.3 50.3 59.4 69.4 42.2 43.5 45.6 55.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 3,843,458: 993,547 1,094,838 131,756 2,521,080 2,491,382 3,646,383 3,717,976: 197,076 125,482
Old : 3,843,458: 993,547 1,094,838 131,756 2,521,080 2,491,382 3,646,383 3,717,976: 197,076 125,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -269,078: -103,920 -31,581 -125,728 -31,658 -119,683 -261,306 -276,992: -7,772 7,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 28.5 3.4 65.6 64.8 94.9 96.7: 5.1 3.3
Old : 100.0: 25.9 28.5 3.4 65.6 64.8 94.9 96.7: 5.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 82 54 63 190 148 302 235:
Old : 375: 82 54 63 190 148 302 235:
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 : 19.5 28.5 33.1 42.7 19.3 27.5 31.8 41.6
Old : 19.5 28.5 33.1 42.7 19.3 27.5 31.8 41.6
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 28, 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 : 5,161,855: 585,841 965,577 1,019,018 2,966,897 2,661,687 4,571,757 4,646,282: 590,098 515,573
Old : 5,161,855: 585,841 965,577 1,019,018 2,966,897 2,661,687 4,571,757 4,646,282: 590,098 515,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 143,808: -30,231 8,290 251,288 -140,818 -185,577 80,239 74,000: 63,569 69,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.7 19.7 57.5 51.6 88.6 90.0: 11.4 10.0
Old : 100.0: 11.3 18.7 19.7 57.5 51.6 88.6 90.0: 11.4 10.0
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 : 387: 76 70 93 208 198 329 316:
Old : 387: 76 70 93 208 198 329 316:
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 : 23.0 23.4 30.1 33.6 12.4 16.3 17.6 23.5
Old : 23.0 23.4 30.1 33.6 12.4 16.3 17.6 23.5
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 28, 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 : 778,223: 98,675 102,176 19,975 529,351 487,295 648,001 609,446: 130,222 168,777
Old : 778,223: 98,675 102,176 19,975 529,351 487,295 648,001 609,446: 130,222 168,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 8,024: 4,252 -10,217 4,196 -15,388 4,489 -6,940 -1,532: 14,964 9,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.1 2.6 68.0 62.6 83.3 78.3: 16.7 21.7
Old : 100.0: 12.7 13.1 2.6 68.0 62.6 83.3 78.3: 16.7 21.7
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 : 107: 18 14 20 55 56 82 82:
Old : 107: 18 14 20 55 56 82 82:
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 : 28.4 24.7 39.9 34.5 27.9 21.6 36.4 30.1
Old : 28.4 24.7 39.9 34.5 27.9 21.6 36.4 30.1
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 28, 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 : 5,293,874: 778,468 886,739 477,931 3,595,964 3,538,529 4,852,363 4,903,199: 441,510 390,675
Old : 5,293,874: 778,468 886,739 477,931 3,595,964 3,538,529 4,852,363 4,903,199: 441,510 390,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -1,617: -2,604 -39,684 28,502 -117,315 -16,395 -91,416 -27,576: 89,799 25,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.8 9.0 67.9 66.8 91.7 92.6: 8.3 7.4
Old : 100.0: 14.7 16.8 9.0 67.9 66.8 91.7 92.6: 8.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 59 59 76 160 171 260 266:
Old : 331: 59 59 76 160 171 260 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 24.2 39.8 34.3 20.6 22.0 30.5 30.1
Old : 29.2 24.2 39.8 34.3 20.6 22.0 30.5 30.1
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 28, 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 : 2,403,719: 241,476 432,013 585,547 1,540,534 1,335,041 2,367,556 2,352,600: 36,163 51,119
Old : 2,403,719: 241,476 432,013 585,547 1,540,534 1,335,041 2,367,556 2,352,600: 36,163 51,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 102,674: 16,115 54,124 -4,066 86,390 49,394 98,439 99,452: 4,235 3,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.0 24.4 64.1 55.5 98.5 97.9: 1.5 2.1
Old : 100.0: 10.0 18.0 24.4 64.1 55.5 98.5 97.9: 1.5 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 : 151: 32 40 48 63 74 117 140:
Old : 151: 32 40 48 63 74 117 140:
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 : 31.5 29.5 48.6 44.2 24.0 22.0 30.1 28.4
Old : 31.5 29.5 48.6 44.2 24.0 22.0 30.1 28.4
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 28, 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 : 40,120: 12,850 8,460 3,930 15,119 19,962 31,899 32,351: 8,221 7,768
Old : 40,120: 12,850 8,460 3,930 15,119 19,962 31,899 32,351: 8,221 7,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,056: -4,138 109 2,057 2,564 -14 483 2,153: 573 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 21.1 9.8 37.7 49.8 79.5 80.6: 20.5 19.4
Old : 100.0: 32.0 21.1 9.8 37.7 49.8 79.5 80.6: 20.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 29 25 13 28 27 65 58:
Old : 99: 29 25 13 28 27 65 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 34.6 42.0 49.8 25.4 31.1 37.5 41.8
Old : 28.8 34.6 42.0 49.8 25.4 31.1 37.5 41.8
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 28, 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 : 80,239: 25,701 16,920 7,859 30,238 39,924 63,798 64,703: 16,442 15,537
Old : 80,239: 25,701 16,920 7,859 30,238 39,924 63,798 64,703: 16,442 15,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 2,111: -8,276 218 4,115 5,127 -27 966 4,305: 1,145 -2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 21.1 9.8 37.7 49.8 79.5 80.6: 20.5 19.4
Old : 100.0: 32.0 21.1 9.8 37.7 49.8 79.5 80.6: 20.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 29 25 13 28 27 65 58:
Old : 99: 29 25 13 28 27 65 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 34.6 42.0 49.8 25.4 31.1 37.5 41.8
Old : 28.8 34.6 42.0 49.8 25.4 31.1 37.5 41.8
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 28, 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 : 27,397: 2,243 900 0 23,592 24,130 25,835 25,030: 1,562 2,367
Old : 27,397: 2,243 900 0 23,592 24,130 25,835 25,030: 1,562 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -1,508: -466 -234 0 -996 -1,351 -1,462 -1,585: -46 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.3 0.0 86.1 88.1 94.3 91.4: 5.7 8.6
Old : 100.0: 8.2 3.3 0.0 86.1 88.1 94.3 91.4: 5.7 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 : 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 : 67.9 67.2 86.5 84.3 67.9 66.8 85.3 83.9
Old : 67.9 67.2 86.5 84.3 67.9 66.8 85.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 31,924: 25,166 30,636 107 6,478 1,146 31,751 31,889: 173 35
Old : 31,924: 25,166 30,636 107 6,478 1,146 31,751 31,889: 173 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -1,007: -1,019 -1,012 4 2 0 -1,013 -1,008: 6 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 96.0 0.3 20.3 3.6 99.5 99.9: 0.5 0.1
Old : 100.0: 78.8 96.0 0.3 20.3 3.6 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 : 44: 24 16 3 4 1 29 19:
Old : 44: 24 16 3 4 1 29 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 : 56.1 80.1 80.8 92.4 56.1 80.1 80.5 90.4
Old : 56.1 80.1 80.8 92.4 56.1 80.1 80.5 90.4
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 28, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 24,290: 16,536 6,198 86 7,622 15,900 24,244 22,184: 46 2,106
Old : 24,290: 16,536 6,198 86 7,622 15,900 24,244 22,184: 46 2,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 631: 504 188 11 76 362 591 561: 40 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 25.5 0.4 31.4 65.5 99.8 91.3: 0.2 8.7
Old : 100.0: 68.1 25.5 0.4 31.4 65.5 99.8 91.3: 0.2 8.7
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 : 34: 6 9 2 4 15 11 25:
Old : 34: 6 9 2 4 15 11 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.1 55.5 99.0 73.1 92.0 55.2 98.9 72.7
Old : 92.1 55.5 99.0 73.1 92.0 55.2 98.9 72.7
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 28, 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 : 19,773: 16,973 6,740 9 2,762 10,835 19,744 17,584: 29 2,189
Old : 19,773: 16,973 6,740 9 2,762 10,835 19,744 17,584: 29 2,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,000: 998 701 0 0 74 998 775: 2 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 34.1 0.0 14.0 54.8 99.9 88.9: 0.1 11.1
Old : 100.0: 85.8 34.1 0.0 14.0 54.8 99.9 88.9: 0.1 11.1
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 : 31: 6 12 1 2 11 9 23:
Old : 31: 6 12 1 2 11 9 23:
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 : 98.4 58.2 99.8 81.3 98.4 58.2 99.8 81.3
Old : 98.4 58.2 99.8 81.3 98.4 58.2 99.8 81.3
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 28, 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 : 51,004: 21,520 21,516 29,464 0 0 50,984 50,980: 20 24
Old : 51,004: 21,520 21,516 29,464 0 0 50,984 50,980: 20 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 115: 95 96 0 0 0 95 96: 20 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 42.2 57.8 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 42.2 42.2 57.8 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 14 4 0 0 10 17:
Old : 23: 8 14 4 0 0 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.3 77.6 99.6 97.7 36.9 34.7 42.2 41.3
Old : 90.3 77.6 99.6 97.7 36.9 34.7 42.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2019