WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 604,140: 110,363 112,156 265,567 190,604 180,237 566,533 557,960: 37,606 46,180
Old : 584,788: 105,807 111,275 259,191 186,147 172,265 551,145 542,731: 33,642 42,057
Other: 19,352: 9,294 5,620 1,637 4,457 7,972 15,388 15,229: 3,964 4,123
: : :
: : Changes in Commitments from: May 28, 2019 :
: 8,326: -11,177 -17,863 24,110 -4,219 2,145 8,714 8,392: -388 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 18.6 44.0 31.5 29.8 93.8 92.4: 6.2 7.6
Old : 100.0: 18.1 19.0 44.3 31.8 29.5 94.2 92.8: 5.8 7.2
Other: 100.0: 48.0 29.0 8.5 23.0 41.2 79.5 78.7: 20.5 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 123 131 153 96 115 303 320:
Old : 382: 126 126 151 95 115 300 317:
Other: 104: 27 20 16 24 44 59 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 11.2 20.7 18.9 7.0 6.5 10.9 10.7
Old : 13.2 11.2 21.1 19.1 7.1 6.5 11.1 10.7
Other: 29.6 29.7 45.6 41.8 29.6 29.6 45.6 41.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 23,716: 7,904 349 2,620 12,856 19,965 23,380 22,934: 336 781
Old : 23,716: 7,904 349 2,620 12,856 19,965 23,380 22,934: 336 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,178: 2,270 23 -621 504 2,755 2,153 2,157: 25 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 1.5 11.0 54.2 84.2 98.6 96.7: 1.4 3.3
Old : 100.0: 33.3 1.5 11.0 54.2 84.2 98.6 96.7: 1.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 2 4 18 14 26 19:
Old : 30: 7 2 4 18 14 26 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 : 44.2 57.3 65.9 76.3 34.6 38.8 46.6 49.6
Old : 44.2 57.3 65.9 76.3 34.6 38.8 46.6 49.6
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, June 04, 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 : 335,398: 67,498 77,192 115,743 122,942 118,374 306,184 311,308: 29,214 24,090
Old : 324,849: 67,637 74,652 112,962 115,837 114,769 296,436 302,383: 28,413 22,467
Other: 10,548: 1,760 4,439 882 7,105 3,604 9,748 8,925: 801 1,623
: : :
: : Changes in Commitments from: May 28, 2019 :
: -19,915: -5,340 -19,491 -1,440 -9,973 -1,172 -16,752 -22,103: -3,163 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.0 34.5 36.7 35.3 91.3 92.8: 8.7 7.2
Old : 100.0: 20.8 23.0 34.8 35.7 35.3 91.3 93.1: 8.7 6.9
Other: 100.0: 16.7 42.1 8.4 67.4 34.2 92.4 84.6: 7.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 79 62 81 89 87 209 198:
Old : 255: 77 61 81 89 85 208 195:
Other: 71: 16 10 10 18 33 37 52:
:----------------------------------------------------------------------------------------------------
: 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 15.6 20.5 24.6 8.4 11.4 14.2 17.3
Old : 13.0 15.6 21.1 24.7 9.1 13.1 15.0 19.2
Other: 68.9 51.2 81.7 66.8 68.5 50.7 75.5 63.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 2,549,467: 402,441 212,855 813,567 961,203 1,234,412 2,177,211 2,260,834: 372,256 288,633
Old : 1,420,307: 263,769 261,629 470,121 498,706 583,843 1,232,597 1,315,594: 187,710 104,713
Other: 1,129,160: 245,827 58,380 236,291 462,496 650,569 944,614 945,240: 184,546 183,919
: : :
: : Changes in Commitments from: May 28, 2019 :
: 53,641: 2,607 -119,646 54,557 11,714 106,598 68,878 41,509: -15,237 12,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.3 31.9 37.7 48.4 85.4 88.7: 14.6 11.3
Old : 100.0: 18.6 18.4 33.1 35.1 41.1 86.8 92.6: 13.2 7.4
Other: 100.0: 21.8 5.2 20.9 41.0 57.6 83.7 83.7: 16.3 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 960: 265 161 286 434 440 833 769:
Old : 864: 208 170 212 385 364 700 643:
Other: 787: 202 113 144 320 393 586 595:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 9.7 15.4 15.6 4.5 5.3 7.3 9.4
Old : 8.5 9.7 14.3 17.1 5.5 7.5 9.2 12.1
Other: 11.9 11.8 19.8 20.0 7.5 7.5 11.9 12.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 7,959: 3,700 198 633 1,276 5,649 5,609 6,480: 2,351 1,479
Old : 7,959: 3,700 198 633 1,276 5,649 5,609 6,480: 2,351 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -144: 118 -53 -65 -89 48 -37 -70: -107 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 2.5 8.0 16.0 71.0 70.5 81.4: 29.5 18.6
Old : 100.0: 46.5 2.5 8.0 16.0 71.0 70.5 81.4: 29.5 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 : 36: 18 4 6 10 11 31 19:
Old : 36: 18 4 6 10 11 31 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 : 32.9 46.1 46.1 70.0 31.6 42.0 42.8 62.7
Old : 32.9 46.1 46.1 70.0 31.6 42.0 42.8 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, June 04, 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 : 960,273: 114,346 183,489 332,506 452,589 357,518 899,440 873,512: 60,833 86,761
Old : 516,998: 140,567 156,059 125,529 217,935 196,163 484,031 477,751: 32,967 39,247
Other: 443,275: 61,044 114,696 119,711 234,653 161,355 415,409 395,762: 27,866 47,513
: : :
: : Changes in Commitments from: May 28, 2019 :
: -1,668: -4,711 -37,805 11,177 -4,564 20,627 1,901 -6,001: -3,569 4,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.1 34.6 47.1 37.2 93.7 91.0: 6.3 9.0
Old : 100.0: 27.2 30.2 24.3 42.2 37.9 93.6 92.4: 6.4 7.6
Other: 100.0: 13.8 25.9 27.0 52.9 36.4 93.7 89.3: 6.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 154 176 224 199 227 487 520:
Old : 555: 174 138 133 164 192 392 412:
Other: 500: 106 149 140 151 201 349 407:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 11.1 23.6 18.3 10.8 6.6 16.1 11.0
Old : 13.8 15.8 24.2 23.8 12.8 10.5 21.1 16.2
Other: 20.3 12.7 30.1 20.6 16.7 9.7 24.0 15.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 550,353: 120,811 136,553 137,012 257,452 246,916 515,275 520,481: 35,078 29,872
Old : 298,037: 119,869 125,439 52,816 107,838 99,958 280,523 278,213: 17,514 19,823
Other: 252,316: 60,902 71,073 24,237 149,614 146,958 234,753 242,267: 17,564 10,049
: : :
: : Changes in Commitments from: May 28, 2019 :
: -31,420: -891 -9,996 -16,807 -11,839 -4,015 -29,537 -30,818: -1,883 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 24.8 24.9 46.8 44.9 93.6 94.6: 6.4 5.4
Old : 100.0: 40.2 42.1 17.7 36.2 33.5 94.1 93.3: 5.9 6.7
Other: 100.0: 24.1 28.2 9.6 59.3 58.2 93.0 96.0: 7.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 106 100 121 98 88 274 262:
Old : 311: 97 100 82 79 73 215 222:
Other: 236: 81 55 59 71 62 179 156:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 20.7 20.6 28.3 8.3 17.0 13.7 22.4
Old : 18.7 12.7 27.5 21.4 17.0 12.0 25.3 20.6
Other: 18.5 32.4 27.7 44.9 17.6 28.7 26.2 40.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 1,174,892: 129,875 173,171 169,654 673,833 674,292 973,362 1,017,116: 201,530 157,776
Old : 1,174,892: 129,875 173,171 169,654 673,833 674,292 973,362 1,017,116: 201,530 157,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 8,004: -9,162 -2,166 22,474 1,805 -26,469 15,116 -6,162: -7,111 14,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.7 14.4 57.4 57.4 82.8 86.6: 17.2 13.4
Old : 100.0: 11.1 14.7 14.4 57.4 57.4 82.8 86.6: 17.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 35 40 48 91 88 153 149:
Old : 188: 35 40 48 91 88 153 149:
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 : 19.9 26.1 27.8 36.5 15.9 23.3 21.4 30.6
Old : 19.9 26.1 27.8 36.5 15.9 23.3 21.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 1,155,008: 79,498 399,039 32,463 866,398 636,468 978,359 1,067,970: 176,649 87,038
Old : 1,155,008: 79,498 399,039 32,463 866,398 636,468 978,359 1,067,970: 176,649 87,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -100,597: -3,401 -9,025 -46,575 -48,828 -35,568 -98,804 -91,169: -1,792 -9,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.5 2.8 75.0 55.1 84.7 92.5: 15.3 7.5
Old : 100.0: 6.9 34.5 2.8 75.0 55.1 84.7 92.5: 15.3 7.5
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 : 134: 23 21 19 71 68 102 100:
Old : 134: 23 21 19 71 68 102 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 34.6 42.3 50.9 26.3 33.1 34.8 48.5
Old : 32.8 34.6 42.3 50.9 26.3 33.1 34.8 48.5
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, June 04, 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 : 529,467: 82,947 56,043 141,777 254,255 300,493 478,979 498,313: 50,487 31,154
Old : 293,245: 80,505 63,179 57,158 124,235 152,909 261,898 273,247: 31,346 19,998
Other: 236,222: 45,519 35,940 41,543 130,020 147,584 217,081 225,067: 19,141 11,156
: : :
: : Changes in Commitments from: May 28, 2019 :
: -7,978: -359 -24,560 -379 -3,195 19,027 -3,933 -5,912: -4,044 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.6 26.8 48.0 56.8 90.5 94.1: 9.5 5.9
Old : 100.0: 27.5 21.5 19.5 42.4 52.1 89.3 93.2: 10.7 6.8
Other: 100.0: 19.3 15.2 17.6 55.0 62.5 91.9 95.3: 8.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 81 58 100 105 105 243 221:
Old : 268: 87 53 72 96 89 210 189:
Other: 211: 56 47 59 83 74 174 147:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 23.6 19.1 33.1 9.2 17.0 13.5 24.7
Old : 12.8 23.0 20.0 32.1 11.9 21.5 18.0 29.6
Other: 17.9 26.8 27.2 40.2 10.5 20.5 18.6 29.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 8,732: 1,612 1,618 652 4,513 5,144 6,777 7,414: 1,955 1,317
Old : 7,012: 1,521 1,406 395 3,725 4,302 5,641 6,102: 1,371 909
Other: 1,720: 208 329 140 788 843 1,136 1,312: 585 408
: : :
: : Changes in Commitments from: May 28, 2019 :
: 514: 385 -516 17 -42 922 360 423: 154 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.5 7.5 51.7 58.9 77.6 84.9: 22.4 15.1
Old : 100.0: 21.7 20.1 5.6 53.1 61.3 80.5 87.0: 19.5 13.0
Other: 100.0: 12.1 19.1 8.2 45.8 49.0 66.0 76.3: 34.0 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 11 8 15 15 34 32:
Old : 47: 14 13 6 10 15 28 30:
Other: 24: 6 6 7 8 7 17 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 36.6 53.2 53.5 43.7 36.5 51.4 51.6
Old : 51.3 40.5 59.8 57.8 51.0 40.5 59.1 57.8
Other: 42.8 43.5 57.7 63.6 42.6 42.0 47.3 54.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 3,650,929: 1,038,620 1,077,439 98,812 2,342,676 2,358,570 3,480,108 3,534,820: 170,820 116,108
Old : 3,650,929: 1,038,620 1,077,439 98,812 2,342,676 2,358,570 3,480,108 3,534,820: 170,820 116,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -192,529: 45,073 -17,399 -32,944 -178,403 -132,812 -166,274 -183,155: -26,255 -9,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 29.5 2.7 64.2 64.6 95.3 96.8: 4.7 3.2
Old : 100.0: 28.4 29.5 2.7 64.2 64.6 95.3 96.8: 4.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 80 54 53 174 149 278 232:
Old : 372: 80 54 53 174 149 278 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 27.2 36.2 44.0 22.9 26.2 34.9 42.7
Old : 22.9 27.2 36.2 44.0 22.9 26.2 34.9 42.7
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 4,910,803: 605,463 1,040,433 786,120 3,028,515 2,626,935 4,420,099 4,453,489: 490,704 457,314
Old : 4,910,803: 605,463 1,040,433 786,120 3,028,515 2,626,935 4,420,099 4,453,489: 490,704 457,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -251,052: 19,622 74,857 -232,898 61,618 -34,752 -151,658 -192,793: -99,394 -58,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.2 16.0 61.7 53.5 90.0 90.7: 10.0 9.3
Old : 100.0: 12.3 21.2 16.0 61.7 53.5 90.0 90.7: 10.0 9.3
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 : 421: 91 78 105 214 205 354 339:
Old : 421: 91 78 105 214 205 354 339:
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 : 17.7 18.5 24.5 27.9 12.4 17.2 17.9 24.1
Old : 17.7 18.5 24.5 27.9 12.4 17.2 17.9 24.1
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, June 04, 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 : 729,092: 124,527 99,104 7,603 489,623 473,077 621,753 579,784: 107,339 149,308
Old : 729,092: 124,527 99,104 7,603 489,623 473,077 621,753 579,784: 107,339 149,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -49,131: 25,852 -3,072 -12,372 -39,728 -14,218 -26,248 -29,662: -22,883 -19,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.6 1.0 67.2 64.9 85.3 79.5: 14.7 20.5
Old : 100.0: 17.1 13.6 1.0 67.2 64.9 85.3 79.5: 14.7 20.5
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 : 104: 16 11 12 53 59 74 77:
Old : 104: 16 11 12 53 59 74 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 27.4 43.1 38.2 28.0 25.3 40.3 34.9
Old : 29.2 27.4 43.1 38.2 28.0 25.3 40.3 34.9
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, June 04, 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 : 5,107,801: 791,210 909,461 400,464 3,556,212 3,459,911 4,747,886 4,769,836: 359,915 337,965
Old : 5,107,801: 791,210 909,461 400,464 3,556,212 3,459,911 4,747,886 4,769,836: 359,915 337,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -186,073: 12,741 22,722 -77,467 -39,752 -78,618 -104,477 -133,363: -81,596 -52,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.8 7.8 69.6 67.7 93.0 93.4: 7.0 6.6
Old : 100.0: 15.5 17.8 7.8 69.6 67.7 93.0 93.4: 7.0 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 : 330: 57 59 71 163 173 258 265:
Old : 330: 57 59 71 163 173 258 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 24.3 42.7 34.3 21.7 21.5 32.7 29.9
Old : 31.1 24.3 42.7 34.3 21.7 21.5 32.7 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, June 04, 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 : 2,166,286: 310,011 477,396 457,574 1,365,843 1,180,836 2,133,428 2,115,806: 32,858 50,480
Old : 2,166,286: 310,011 477,396 457,574 1,365,843 1,180,836 2,133,428 2,115,806: 32,858 50,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -237,433: 68,536 45,383 -127,972 -174,691 -154,205 -234,128 -236,794: -3,305 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.0 21.1 63.0 54.5 98.5 97.7: 1.5 2.3
Old : 100.0: 14.3 22.0 21.1 63.0 54.5 98.5 97.7: 1.5 2.3
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 : 154: 31 43 44 64 72 118 137:
Old : 154: 31 43 44 64 72 118 137:
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 : 31.9 29.0 48.5 41.3 23.5 18.8 30.1 27.0
Old : 31.9 29.0 48.5 41.3 23.5 18.8 30.1 27.0
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, June 04, 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 : 39,710: 10,026 8,862 2,568 19,752 18,718 32,346 30,148: 7,364 9,562
Old : 39,710: 10,026 8,862 2,568 19,752 18,718 32,346 30,148: 7,364 9,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -410: -2,825 402 -1,362 4,633 -1,244 447 -2,203: -857 1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.3 6.5 49.7 47.1 81.5 75.9: 18.5 24.1
Old : 100.0: 25.2 22.3 6.5 49.7 47.1 81.5 75.9: 18.5 24.1
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 : 98: 28 23 11 32 26 69 52:
Old : 98: 28 23 11 32 26 69 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 : 28.7 32.8 43.1 50.2 28.5 29.0 41.6 42.9
Old : 28.7 32.8 43.1 50.2 28.5 29.0 41.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 79,419: 20,051 17,724 5,136 39,505 37,436 64,692 60,296: 14,728 19,124
Old : 79,419: 20,051 17,724 5,136 39,505 37,436 64,692 60,296: 14,728 19,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -820: -5,650 804 -2,723 9,267 -2,488 894 -4,407: -1,714 3,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.3 6.5 49.7 47.1 81.5 75.9: 18.5 24.1
Old : 100.0: 25.2 22.3 6.5 49.7 47.1 81.5 75.9: 18.5 24.1
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 : 98: 28 23 11 32 26 69 52:
Old : 98: 28 23 11 32 26 69 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 : 28.7 32.8 43.1 50.2 28.5 29.0 41.6 42.9
Old : 28.7 32.8 43.1 50.2 28.5 29.0 41.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 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 : 25,853: 2,020 1,112 0 22,305 23,270 24,325 24,382: 1,528 1,471
Old : 25,853: 2,020 1,112 0 22,305 23,270 24,325 24,382: 1,528 1,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -1,544: -223 212 0 -1,287 -860 -1,510 -648: -34 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.3 0.0 86.3 90.0 94.1 94.3: 5.9 5.7
Old : 100.0: 7.8 4.3 0.0 86.3 90.0 94.1 94.3: 5.9 5.7
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 : 24: 3 2 0 11 12 14 14:
Old : 24: 3 2 0 11 12 14 14:
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 : 69.2 70.8 86.6 85.6 69.1 70.2 85.3 85.0
Old : 69.2 70.8 86.6 85.6 69.1 70.2 85.3 85.0
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, June 04, 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 : 31,852: 25,396 28,946 115 6,159 2,138 31,670 31,199: 182 653
Old : 31,852: 25,396 28,946 115 6,159 2,138 31,670 31,199: 182 653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -72: 230 -1,690 8 -319 992 -81 -690: 9 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 90.9 0.4 19.3 6.7 99.4 97.9: 0.6 2.1
Old : 100.0: 79.7 90.9 0.4 19.3 6.7 99.4 97.9: 0.6 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 : 45: 24 16 3 4 3 29 21:
Old : 45: 24 16 3 4 3 29 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 : 59.8 74.6 82.8 87.7 59.8 74.6 80.2 86.5
Old : 59.8 74.6 82.8 87.7 59.8 74.6 80.2 86.5
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, June 04, 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 : 27,264: 20,295 6,501 71 6,853 18,614 27,219 25,186: 45 2,078
Old : 27,264: 20,295 6,501 71 6,853 18,614 27,219 25,186: 45 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,974: 3,759 303 -15 -769 2,714 2,975 3,002: -1 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 23.8 0.3 25.1 68.3 99.8 92.4: 0.2 7.6
Old : 100.0: 74.4 23.8 0.3 25.1 68.3 99.8 92.4: 0.2 7.6
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 : 35: 6 9 1 4 16 11 25:
Old : 35: 6 9 1 4 16 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 : 93.5 60.4 99.0 77.4 93.5 60.1 99.0 77.2
Old : 93.5 60.4 99.0 77.4 93.5 60.1 99.0 77.2
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, June 04, 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 : 21,131: 18,289 6,715 67 2,763 11,869 21,119 18,651: 12 2,480
Old : 21,131: 18,289 6,715 67 2,763 11,869 21,119 18,651: 12 2,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,358: 1,316 -25 58 1 1,034 1,375 1,067: -17 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 31.8 0.3 13.1 56.2 99.9 88.3: 0.1 11.7
Old : 100.0: 86.6 31.8 0.3 13.1 56.2 99.9 88.3: 0.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 98.1 59.2 99.7 80.7 98.1 59.2 99.6 80.7
Old : 98.1 59.2 99.7 80.7 98.1 59.2 99.6 80.7
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 48,975: 18,760 18,775 30,195 0 0 48,955 48,970: 20 5
Old : 48,975: 18,760 18,775 30,195 0 0 48,955 48,970: 20 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -2,029: -2,760 -2,741 731 0 0 -2,029 -2,010: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 38.3 61.7 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 38.3 38.3 61.7 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 5 0 0 10 18:
Old : 23: 8 14 5 0 0 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.7 79.2 99.7 97.0 35.2 30.6 38.3 37.5
Old : 90.7 79.2 99.7 97.0 35.2 30.6 38.3 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2019