WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 587,649: 115,616 103,830 245,348 189,651 190,098 550,616 539,277: 37,033 48,373
Old : 565,145: 108,130 100,232 240,243 183,741 180,899 532,113 521,374: 33,032 43,771
Other: 22,504: 10,885 6,995 1,708 5,910 9,199 18,503 17,902: 4,002 4,602
: : :
: : Changes in Commitments from: June 4, 2019 :
: -16,490: 5,253 -8,326 -20,218 -952 9,861 -15,917 -18,683: -573 2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.7 41.8 32.3 32.3 93.7 91.8: 6.3 8.2
Old : 100.0: 19.1 17.7 42.5 32.5 32.0 94.2 92.3: 5.8 7.7
Other: 100.0: 48.4 31.1 7.6 26.3 40.9 82.2 79.6: 17.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 115 130 154 102 122 309 331:
Old : 392: 119 122 154 102 122 308 329:
Other: 102: 21 25 15 22 47 53 77:
:----------------------------------------------------------------------------------------------------
: 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 12.4 20.8 20.2 7.0 6.4 11.4 11.8
Old : 13.2 12.7 21.4 20.7 7.2 6.5 11.6 11.8
Other: 44.0 22.3 56.6 36.2 44.0 22.2 56.6 36.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 22,040: 6,496 590 2,578 12,633 18,387 21,707 21,555: 333 485
Old : 22,040: 6,496 590 2,578 12,633 18,387 21,707 21,555: 333 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,675: -1,408 242 -42 -223 -1,578 -1,673 -1,379: -3 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.7 11.7 57.3 83.4 98.5 97.8: 1.5 2.2
Old : 100.0: 29.5 2.7 11.7 57.3 83.4 98.5 97.8: 1.5 2.2
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 : 29: 6 3 4 16 14 23 20:
Old : 29: 6 3 4 16 14 23 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 : 39.5 52.6 62.7 75.2 32.0 39.5 47.5 47.5
Old : 39.5 52.6 62.7 75.2 32.0 39.5 47.5 47.5
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, June 11, 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 : 328,053: 66,545 75,504 109,381 122,861 120,199 298,788 305,084: 29,265 22,969
Old : 316,394: 66,106 72,857 106,562 115,336 115,970 288,003 295,389: 28,390 21,004
Other: 11,659: 2,386 4,594 873 7,525 4,228 10,784 9,695: 875 1,964
: : :
: : Changes in Commitments from: June 4, 2019 :
: -7,345: -953 -1,687 -6,362 -81 1,825 -7,396 -6,224: 51 -1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 23.0 33.3 37.5 36.6 91.1 93.0: 8.9 7.0
Old : 100.0: 20.9 23.0 33.7 36.5 36.7 91.0 93.4: 9.0 6.6
Other: 100.0: 20.5 39.4 7.5 64.5 36.3 92.5 83.2: 7.5 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 80 62 77 90 89 212 193:
Old : 256: 77 63 76 90 87 210 189:
Other: 75: 16 10 11 18 34 38 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 17.2 20.7 25.5 8.3 11.8 14.2 17.4
Old : 12.7 17.2 20.3 25.8 9.0 13.6 15.1 19.3
Other: 63.0 48.9 78.9 64.4 63.0 48.9 75.3 62.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 2,573,005: 391,209 191,216 848,970 961,366 1,247,056 2,201,546 2,287,243: 371,459 285,762
Old : 1,339,953: 240,671 245,966 457,848 464,005 539,207 1,162,524 1,243,021: 177,430 96,933
Other: 1,233,052: 276,713 71,425 264,948 497,362 707,849 1,039,022 1,044,222: 194,029 188,830
: : :
: : Changes in Commitments from: June 4, 2019 :
: 23,538: -11,232 -21,639 35,403 164 12,644 24,335 26,408: -797 -2,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.4 33.0 37.4 48.5 85.6 88.9: 14.4 11.1
Old : 100.0: 18.0 18.4 34.2 34.6 40.2 86.8 92.8: 13.2 7.2
Other: 100.0: 22.4 5.8 21.5 40.3 57.4 84.3 84.7: 15.7 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 971: 274 160 291 442 451 848 783:
Old : 860: 204 167 215 392 372 705 649:
Other: 825: 218 124 155 327 404 616 619:
:----------------------------------------------------------------------------------------------------
: 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 10.0 15.9 16.0 4.8 5.1 7.6 9.1
Old : 9.7 10.6 15.1 17.8 4.9 7.0 8.1 11.5
Other: 11.9 10.2 20.1 18.0 8.3 7.5 12.3 12.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 7,405: 3,414 129 569 1,258 5,557 5,241 6,255: 2,164 1,150
Old : 7,405: 3,414 129 569 1,258 5,557 5,241 6,255: 2,164 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -554: -286 -69 -64 -18 -92 -368 -225: -186 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 1.7 7.7 17.0 75.0 70.8 84.5: 29.2 15.5
Old : 100.0: 46.1 1.7 7.7 17.0 75.0 70.8 84.5: 29.2 15.5
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 : 36: 17 4 6 11 12 32 19:
Old : 36: 17 4 6 11 12 32 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 : 30.6 49.0 43.2 71.1 29.4 45.6 41.0 64.5
Old : 30.6 49.0 43.2 71.1 29.4 45.6 41.0 64.5
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, June 11, 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 : 950,678: 115,653 191,059 327,393 450,524 346,818 893,570 865,271: 57,108 85,407
Old : 453,542: 107,261 126,725 115,444 200,206 176,602 422,910 418,771: 30,631 34,771
Other: 497,136: 87,286 143,229 133,055 250,318 170,216 470,659 446,500: 26,477 50,636
: : :
: : Changes in Commitments from: June 4, 2019 :
: -9,595: 1,307 7,570 -5,112 -2,065 -10,699 -5,870 -8,242: -3,725 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 20.1 34.4 47.4 36.5 94.0 91.0: 6.0 9.0
Old : 100.0: 23.6 27.9 25.5 44.1 38.9 93.2 92.3: 6.8 7.7
Other: 100.0: 17.6 28.8 26.8 50.4 34.2 94.7 89.8: 5.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 622: 167 169 231 196 221 496 521:
Old : 536: 171 128 133 165 182 395 388:
Other: 515: 108 169 156 148 195 356 430:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 11.0 23.4 17.8 10.3 5.7 15.5 10.0
Old : 15.7 17.0 25.3 26.0 11.5 10.0 17.8 16.0
Other: 18.7 10.2 27.7 17.7 15.4 6.9 22.0 12.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 520,712: 113,153 131,977 122,412 248,698 238,049 484,264 492,439: 36,448 28,273
Old : 251,788: 79,962 91,034 52,540 100,909 90,892 233,411 234,466: 18,377 17,322
Other: 268,924: 75,317 83,069 27,746 147,789 147,157 250,852 257,973: 18,071 10,951
: : :
: : Changes in Commitments from: June 4, 2019 :
: -29,641: -7,658 -4,576 -14,599 -8,754 -8,867 -31,011 -28,042: 1,370 -1,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.3 23.5 47.8 45.7 93.0 94.6: 7.0 5.4
Old : 100.0: 31.8 36.2 20.9 40.1 36.1 92.7 93.1: 7.3 6.9
Other: 100.0: 28.0 30.9 10.3 55.0 54.7 93.3 95.9: 6.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 105 95 113 98 87 261 257:
Old : 288: 94 80 75 80 71 205 201:
Other: 245: 78 65 67 70 64 180 173:
:----------------------------------------------------------------------------------------------------
: 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 20.7 19.6 27.8 9.1 17.3 15.1 23.0
Old : 17.6 14.8 26.5 24.4 15.4 13.9 23.9 23.1
Other: 15.9 28.4 24.7 39.0 15.6 25.1 23.9 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 1,162,744: 143,217 158,913 160,687 667,499 691,181 971,402 1,010,781: 191,342 151,964
Old : 1,162,744: 143,217 158,913 160,687 667,499 691,181 971,402 1,010,781: 191,342 151,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -12,148: 13,341 -14,258 -8,967 -6,334 16,889 -1,959 -6,335: -10,188 -5,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.7 13.8 57.4 59.4 83.5 86.9: 16.5 13.1
Old : 100.0: 12.3 13.7 13.8 57.4 59.4 83.5 86.9: 16.5 13.1
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 : 190: 40 35 47 92 89 155 148:
Old : 190: 40 35 47 92 89 155 148:
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 : 20.5 25.9 28.1 37.0 16.3 23.4 21.8 31.5
Old : 20.5 25.9 28.1 37.0 16.3 23.4 21.8 31.5
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 11, 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 : 1,159,629: 87,389 387,418 28,217 866,594 652,339 982,199 1,067,974: 177,430 91,655
Old : 1,159,629: 87,389 387,418 28,217 866,594 652,339 982,199 1,067,974: 177,430 91,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 4,621: 7,891 -11,621 -4,246 195 15,871 3,840 4: 781 4,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 33.4 2.4 74.7 56.3 84.7 92.1: 15.3 7.9
Old : 100.0: 7.5 33.4 2.4 74.7 56.3 84.7 92.1: 15.3 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 : 134: 25 17 17 71 68 101 97:
Old : 134: 25 17 17 71 68 101 97:
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 : 32.5 34.1 41.6 51.5 25.8 32.8 33.9 49.2
Old : 32.5 34.1 41.6 51.5 25.8 32.8 33.9 49.2
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 11, 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 : 523,342: 78,651 52,290 145,516 249,719 293,280 473,886 491,087: 49,456 32,255
Old : 256,072: 63,692 53,069 54,439 109,137 129,635 227,267 237,143: 28,805 18,930
Other: 267,270: 62,755 47,017 43,282 140,582 163,645 246,619 253,944: 20,651 13,326
: : :
: : Changes in Commitments from: June 4, 2019 :
: -6,125: -4,296 -3,753 3,739 -4,536 -7,213 -5,093 -7,226: -1,031 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.0 27.8 47.7 56.0 90.6 93.8: 9.4 6.2
Old : 100.0: 24.9 20.7 21.3 42.6 50.6 88.8 92.6: 11.2 7.4
Other: 100.0: 23.5 17.6 16.2 52.6 61.2 92.3 95.0: 7.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 75 58 95 110 105 241 218:
Old : 256: 76 52 73 99 91 207 185:
Other: 224: 54 59 65 85 75 180 160:
:----------------------------------------------------------------------------------------------------
: 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 23.4 19.2 32.7 9.4 17.6 13.7 25.3
Old : 12.4 22.8 19.5 31.5 11.1 22.2 17.1 30.5
Other: 16.5 26.6 25.2 39.1 10.8 22.0 18.0 29.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 8,741: 1,942 1,538 686 3,863 5,126 6,491 7,350: 2,250 1,392
Old : 6,085: 1,494 1,085 380 2,797 3,859 4,671 5,325: 1,414 761
Other: 2,656: 617 622 137 1,066 1,266 1,820 2,025: 837 631
: : :
: : Changes in Commitments from: June 4, 2019 :
: 10: 330 -80 34 -650 -18 -286 -65: 295 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 17.6 7.9 44.2 58.6 74.3 84.1: 25.7 15.9
Old : 100.0: 24.6 17.8 6.3 46.0 63.4 76.8 87.5: 23.2 12.5
Other: 100.0: 23.2 23.4 5.1 40.1 47.7 68.5 76.2: 31.5 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 10 8 12 16 32 32:
Old : 43: 14 11 6 8 14 25 28:
Other: 33: 10 8 5 7 12 18 24:
:----------------------------------------------------------------------------------------------------
: 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 : 42.2 36.7 50.7 52.6 40.1 36.3 48.0 50.8
Old : 47.1 46.7 57.4 61.5 46.6 46.7 56.5 61.1
Other: 40.6 40.1 58.5 57.4 40.6 39.9 54.4 52.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 3,760,183: 996,517 1,163,953 115,511 2,457,665 2,362,700 3,569,693 3,642,165: 190,490 118,018
Old : 3,760,183: 996,517 1,163,953 115,511 2,457,665 2,362,700 3,569,693 3,642,165: 190,490 118,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 109,254: -42,104 86,514 16,700 114,988 4,131 89,584 107,344: 19,669 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 31.0 3.1 65.4 62.8 94.9 96.9: 5.1 3.1
Old : 100.0: 26.5 31.0 3.1 65.4 62.8 94.9 96.9: 5.1 3.1
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 : 369: 76 57 52 171 146 271 231:
Old : 369: 76 57 52 171 146 271 231:
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 : 24.1 29.2 37.3 45.7 23.8 28.3 36.6 44.7
Old : 24.1 29.2 37.3 45.7 23.8 28.3 36.6 44.7
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 11, 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 : 4,917,996: 631,211 955,681 750,190 3,038,767 2,756,189 4,420,168 4,462,060: 497,828 455,936
Old : 4,917,996: 631,211 955,681 750,190 3,038,767 2,756,189 4,420,168 4,462,060: 497,828 455,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 7,193: 25,747 -84,752 -35,930 10,252 129,253 69 8,571: 7,124 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.4 15.3 61.8 56.0 89.9 90.7: 10.1 9.3
Old : 100.0: 12.8 19.4 15.3 61.8 56.0 89.9 90.7: 10.1 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 : 422: 99 68 97 209 208 345 336:
Old : 422: 99 68 97 209 208 345 336:
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 : 17.5 18.5 24.1 27.5 12.5 16.7 18.0 23.4
Old : 17.5 18.5 24.1 27.5 12.5 16.7 18.0 23.4
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, June 11, 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 : 717,293: 148,189 111,169 7,979 448,115 448,950 604,283 568,098: 113,010 149,195
Old : 717,293: 148,189 111,169 7,979 448,115 448,950 604,283 568,098: 113,010 149,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -11,799: 23,662 12,065 376 -41,508 -24,127 -17,470 -11,686: 5,671 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.5 1.1 62.5 62.6 84.2 79.2: 15.8 20.8
Old : 100.0: 20.7 15.5 1.1 62.5 62.6 84.2 79.2: 15.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 17 13 13 52 57 75 77:
Old : 103: 17 13 13 52 57 75 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 : 26.3 28.5 39.4 38.6 24.2 26.0 36.9 35.0
Old : 26.3 28.5 39.4 38.6 24.2 26.0 36.9 35.0
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 11, 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 : 5,012,578: 789,284 815,723 397,740 3,476,873 3,464,918 4,663,897 4,678,381: 348,680 334,196
Old : 5,012,578: 789,284 815,723 397,740 3,476,873 3,464,918 4,663,897 4,678,381: 348,680 334,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -95,223: -1,926 -93,738 -2,724 -79,339 5,007 -83,989 -91,455: -11,234 -3,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.3 7.9 69.4 69.1 93.0 93.3: 7.0 6.7
Old : 100.0: 15.7 16.3 7.9 69.4 69.1 93.0 93.3: 7.0 6.7
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 : 338: 61 56 69 161 174 258 263:
Old : 338: 61 56 69 161 174 258 263:
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 24.7 40.5 35.2 20.7 21.8 29.7 30.3
Old : 30.6 24.7 40.5 35.2 20.7 21.8 29.7 30.3
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 11, 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 : 2,276,163: 338,309 457,102 460,959 1,443,332 1,304,336 2,242,600 2,222,397: 33,563 53,766
Old : 2,276,163: 338,309 457,102 460,959 1,443,332 1,304,336 2,242,600 2,222,397: 33,563 53,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 109,877: 28,298 -20,294 3,385 77,489 123,500 109,172 106,591: 705 3,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.1 20.3 63.4 57.3 98.5 97.6: 1.5 2.4
Old : 100.0: 14.9 20.1 20.3 63.4 57.3 98.5 97.6: 1.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 33 40 49 67 77 125 142:
Old : 157: 33 40 49 67 77 125 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 25.8 47.7 39.1 23.7 15.4 32.7 24.8
Old : 30.9 25.8 47.7 39.1 23.7 15.4 32.7 24.8
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 11, 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 : 37,855: 10,201 6,959 2,167 17,925 19,447 30,294 28,573: 7,561 9,282
Old : 37,855: 10,201 6,959 2,167 17,925 19,447 30,294 28,573: 7,561 9,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -1,855: 176 -1,903 -401 -1,827 729 -2,052 -1,575: 198 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.4 5.7 47.4 51.4 80.0 75.5: 20.0 24.5
Old : 100.0: 26.9 18.4 5.7 47.4 51.4 80.0 75.5: 20.0 24.5
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 : 95: 24 22 8 33 29 63 54:
Old : 95: 24 22 8 33 29 63 54:
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 : 26.3 31.3 39.7 44.0 26.1 26.4 37.3 37.2
Old : 26.3 31.3 39.7 44.0 26.1 26.4 37.3 37.2
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 11, 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 : 75,710: 20,402 13,917 4,335 35,850 38,894 60,587 57,146: 15,123 18,564
Old : 75,710: 20,402 13,917 4,335 35,850 38,894 60,587 57,146: 15,123 18,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,709: 351 -3,807 -801 -3,654 1,458 -4,104 -3,150: 395 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.4 5.7 47.4 51.4 80.0 75.5: 20.0 24.5
Old : 100.0: 26.9 18.4 5.7 47.4 51.4 80.0 75.5: 20.0 24.5
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 : 95: 24 22 8 33 29 63 54:
Old : 95: 24 22 8 33 29 63 54:
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 : 26.3 31.3 39.7 44.0 26.1 26.4 37.3 37.2
Old : 26.3 31.3 39.7 44.0 26.1 26.4 37.3 37.2
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 11, 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 : 28,348: 1,960 1,910 0 24,879 24,158 26,839 26,068: 1,509 2,280
Old : 28,348: 1,960 1,910 0 24,879 24,158 26,839 26,068: 1,509 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 2,495: -60 798 0 2,574 888 2,514 1,686: -19 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.7 0.0 87.8 85.2 94.7 92.0: 5.3 8.0
Old : 100.0: 6.9 6.7 0.0 87.8 85.2 94.7 92.0: 5.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 0 12 11 15 14:
Old : 25: 3 3 0 12 11 15 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 : 68.9 69.6 84.9 83.7 68.9 69.1 84.5 83.2
Old : 68.9 69.6 84.9 83.7 68.9 69.1 84.5 83.2
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 11, 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 : 33,182: 24,128 28,500 1,952 6,918 2,065 32,998 32,517: 184 665
Old : 33,182: 24,128 28,500 1,952 6,918 2,065 32,998 32,517: 184 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 1,330: -1,268 -446 1,837 759 -73 1,328 1,318: 2 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 85.9 5.9 20.8 6.2 99.4 98.0: 0.6 2.0
Old : 100.0: 72.7 85.9 5.9 20.8 6.2 99.4 98.0: 0.6 2.0
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 : 47: 22 20 4 4 2 30 22:
Old : 47: 22 20 4 4 2 30 22:
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 : 57.9 70.4 80.8 84.7 57.9 70.4 78.5 80.8
Old : 57.9 70.4 80.8 84.7 57.9 70.4 78.5 80.8
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 11, 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 : 29,037: 20,907 5,451 104 8,002 21,370 29,013 26,925: 24 2,112
Old : 29,037: 20,907 5,451 104 8,002 21,370 29,013 26,925: 24 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 1,773: 612 -1,050 33 1,149 2,756 1,794 1,739: -21 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 18.8 0.4 27.6 73.6 99.9 92.7: 0.1 7.3
Old : 100.0: 72.0 18.8 0.4 27.6 73.6 99.9 92.7: 0.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 7 2 5 16 13 23:
Old : 32: 6 7 2 5 16 13 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 : 90.5 66.1 98.9 81.0 89.5 62.9 95.3 77.8
Old : 90.5 66.1 98.9 81.0 89.5 62.9 95.3 77.8
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 11, 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 : 23,204: 17,565 5,280 108 5,449 16,170 23,122 21,558: 82 1,646
Old : 23,204: 17,565 5,280 108 5,449 16,170 23,122 21,558: 82 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: 2,073: -724 -1,435 41 2,686 4,301 2,003 2,907: 70 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 22.8 0.5 23.5 69.7 99.6 92.9: 0.4 7.1
Old : 100.0: 75.7 22.8 0.5 23.5 69.7 99.6 92.9: 0.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 10 1 3 11 10 22:
Old : 30: 7 10 1 3 11 10 22:
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 : 90.9 70.7 99.3 87.3 83.3 59.1 87.4 75.7
Old : 90.9 70.7 99.3 87.3 83.3 59.1 87.4 75.7
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 11, 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 : 45,754: 15,158 15,172 30,579 0 0 45,737 45,751: 17 3
Old : 45,754: 15,158 15,172 30,579 0 0 45,737 45,751: 17 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2019 :
: -3,221: -3,602 -3,603 384 0 0 -3,218 -3,219: -3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 33.2 66.8 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 33.1 33.2 66.8 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: 6 16 5 0 0 7 21:
Old : 23: 6 16 5 0 0 7 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 : 99.0 75.3 100.0 95.9 33.0 27.2 33.1 31.6
Old : 99.0 75.3 100.0 95.9 33.0 27.2 33.1 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2019