WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 606,510: 127,304 91,054 260,869 181,260 207,396 569,434 559,320: 37,076 47,190
Old : 580,646: 119,289 87,718 254,614 174,255 196,612 548,157 538,944: 32,489 41,703
Other: 25,864: 11,821 7,142 2,449 7,006 10,784 21,276 20,376: 4,587 5,488
: : :
: : Changes in Commitments from: June 11, 2019 :
: 18,861: 11,688 -12,776 15,521 -8,391 17,298 18,818 20,043: 43 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.0 43.0 29.9 34.2 93.9 92.2: 6.1 7.8
Old : 100.0: 20.5 15.1 43.9 30.0 33.9 94.4 92.8: 5.6 7.2
Other: 100.0: 45.7 27.6 9.5 27.1 41.7 82.3 78.8: 17.7 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 119 123 151 102 126 309 330:
Old : 395: 120 121 148 102 125 305 326:
Other: 116: 24 33 18 21 52 56 92:
:----------------------------------------------------------------------------------------------------
: 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 12.5 20.7 20.1 6.7 6.8 11.6 11.9
Old : 13.6 12.8 21.5 20.6 6.8 6.8 11.8 11.9
Other: 43.9 20.4 56.6 33.5 43.7 20.4 56.1 33.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 22,221: 7,487 150 2,278 11,921 19,068 21,687 21,496: 534 725
Old : 22,221: 7,487 150 2,278 11,921 19,068 21,687 21,496: 534 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 181: 991 -440 -300 -711 681 -20 -59: 201 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 0.7 10.3 53.6 85.8 97.6 96.7: 2.4 3.3
Old : 100.0: 33.7 0.7 10.3 53.6 85.8 97.6 96.7: 2.4 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 : 28: 7 1 4 16 14 23 19:
Old : 28: 7 1 4 16 14 23 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 : 40.6 55.0 63.4 75.1 33.2 39.9 49.9 51.5
Old : 40.6 55.0 63.4 75.1 33.2 39.9 49.9 51.5
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 18, 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 : 315,157: 65,709 72,754 101,522 119,130 117,154 286,361 291,430: 28,796 23,727
Old : 302,997: 65,032 70,391 98,531 111,631 112,361 275,194 281,283: 27,803 21,714
Other: 12,160: 2,510 4,196 1,158 7,499 4,793 11,167 10,147: 993 2,013
: : :
: : Changes in Commitments from: June 11, 2019 :
: -12,896: -836 -2,751 -7,859 -3,731 -3,044 -12,427 -13,654: -469 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 23.1 32.2 37.8 37.2 90.9 92.5: 9.1 7.5
Old : 100.0: 21.5 23.2 32.5 36.8 37.1 90.8 92.8: 9.2 7.2
Other: 100.0: 20.6 34.5 9.5 61.7 39.4 91.8 83.4: 8.2 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 60 78 84 85 203 192:
Old : 255: 76 62 77 84 84 202 190:
Other: 75: 16 12 11 18 34 38 55:
:----------------------------------------------------------------------------------------------------
: 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 16.7 21.1 24.8 8.3 11.6 14.3 17.4
Old : 13.2 17.0 21.5 25.1 9.0 13.5 15.2 19.5
Other: 60.6 45.3 77.1 61.0 59.5 45.3 71.4 58.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 2,708,872: 407,124 165,609 898,548 1,010,855 1,348,108 2,316,527 2,412,265: 392,345 296,607
Old : 1,336,055: 199,419 232,865 477,673 490,280 530,946 1,167,372 1,241,484: 168,682 94,571
Other: 1,372,817: 342,749 67,788 285,830 520,575 817,162 1,149,154 1,170,781: 223,663 202,036
: : :
: : Changes in Commitments from: June 11, 2019 :
: 135,866: 15,915 -25,607 49,577 49,489 101,052 114,981 125,022: 20,886 10,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 6.1 33.2 37.3 49.8 85.5 89.1: 14.5 10.9
Old : 100.0: 14.9 17.4 35.8 36.7 39.7 87.4 92.9: 12.6 7.1
Other: 100.0: 25.0 4.9 20.8 37.9 59.5 83.7 85.3: 16.3 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 968: 280 148 289 444 456 843 787:
Old : 843: 211 145 204 386 362 684 627:
Other: 853: 228 129 159 338 420 638 642:
:----------------------------------------------------------------------------------------------------
: 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 : 9.4 10.5 16.4 17.3 4.9 5.4 7.5 9.7
Old : 11.0 11.1 18.2 19.6 5.6 7.2 8.7 11.8
Other: 11.1 10.9 19.0 18.9 9.5 8.3 14.5 14.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,798: 3,208 66 284 1,143 5,316 4,635 5,666: 2,163 1,132
Old : 6,798: 3,208 66 284 1,143 5,316 4,635 5,666: 2,163 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -607: -206 -63 -285 -114 -240 -605 -589: -1 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 1.0 4.2 16.8 78.2 68.2 83.3: 31.8 16.7
Old : 100.0: 47.2 1.0 4.2 16.8 78.2 68.2 83.3: 31.8 16.7
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: 19 1 5 10 12 29 18:
Old : 34: 19 1 5 10 12 29 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 : 32.5 50.5 45.0 72.3 32.5 47.7 44.9 69.3
Old : 32.5 50.5 45.0 72.3 32.5 47.7 44.9 69.3
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 18, 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 : 996,601: 126,417 150,022 367,990 434,484 392,813 928,891 910,825: 67,710 85,776
Old : 421,754: 94,196 87,591 131,886 166,558 171,194 392,640 390,670: 29,114 31,084
Other: 574,847: 116,521 146,732 151,804 267,926 221,619 536,251 520,155: 38,596 54,692
: : :
: : Changes in Commitments from: June 11, 2019 :
: 45,924: 10,764 -41,037 40,597 -16,040 45,995 35,321 45,554: 10,602 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.1 36.9 43.6 39.4 93.2 91.4: 6.8 8.6
Old : 100.0: 22.3 20.8 31.3 39.5 40.6 93.1 92.6: 6.9 7.4
Other: 100.0: 20.3 25.5 26.4 46.6 38.6 93.3 90.5: 6.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 623: 186 151 241 198 227 508 526:
Old : 494: 157 103 137 157 193 366 386:
Other: 549: 133 166 167 156 205 388 447:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 11.2 20.3 18.2 7.6 6.9 12.4 10.9
Old : 12.2 17.2 21.9 26.7 9.9 12.8 15.5 18.9
Other: 15.3 10.2 23.6 17.9 11.1 6.9 18.6 12.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 500,234: 106,596 112,342 126,682 233,510 234,330 466,788 473,355: 33,446 26,879
Old : 199,630: 54,450 53,500 51,777 78,674 79,880 184,901 185,157: 14,728 14,472
Other: 300,605: 88,769 95,465 38,283 154,835 154,450 281,887 288,198: 18,717 12,406
: : :
: : Changes in Commitments from: June 11, 2019 :
: -20,478: -6,557 -19,635 4,270 -15,188 -3,719 -17,476 -19,084: -3,002 -1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.5 25.3 46.7 46.8 93.3 94.6: 6.7 5.4
Old : 100.0: 27.3 26.8 25.9 39.4 40.0 92.6 92.8: 7.4 7.2
Other: 100.0: 29.5 31.8 12.7 51.5 51.4 93.8 95.9: 6.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 102 88 116 98 87 268 246:
Old : 243: 69 64 71 81 68 188 174:
Other: 267: 86 77 74 71 66 197 186:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 21.0 18.7 27.6 9.5 17.6 15.8 23.4
Old : 17.6 15.6 27.6 26.2 15.3 15.1 24.5 24.8
Other: 15.2 26.0 25.1 34.8 15.0 23.9 24.7 32.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 1,167,411: 152,400 170,855 161,391 663,002 690,622 976,793 1,022,868: 190,619 144,543
Old : 1,167,411: 152,400 170,855 161,391 663,002 690,622 976,793 1,022,868: 190,619 144,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 4,667: 9,183 11,942 704 -4,497 -559 5,390 12,087: -723 -7,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.6 13.8 56.8 59.2 83.7 87.6: 16.3 12.4
Old : 100.0: 13.1 14.6 13.8 56.8 59.2 83.7 87.6: 16.3 12.4
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 : 187: 42 34 48 88 86 151 147:
Old : 187: 42 34 48 88 86 151 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 24.8 29.0 36.6 17.0 22.7 22.3 30.8
Old : 21.3 24.8 29.0 36.6 17.0 22.7 22.3 30.8
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 18, 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 : 1,155,443: 86,661 391,016 18,495 871,113 653,280 976,269 1,062,791: 179,174 92,651
Old : 1,155,443: 86,661 391,016 18,495 871,113 653,280 976,269 1,062,791: 179,174 92,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -4,187: -728 3,598 -9,722 4,520 941 -5,931 -5,183: 1,744 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 33.8 1.6 75.4 56.5 84.5 92.0: 15.5 8.0
Old : 100.0: 7.5 33.8 1.6 75.4 56.5 84.5 92.0: 15.5 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 : 132: 23 18 18 72 69 103 97:
Old : 132: 23 18 18 72 69 103 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 : 31.9 34.4 41.2 51.7 25.3 34.0 33.4 50.5
Old : 31.9 34.4 41.2 51.7 25.3 34.0 33.4 50.5
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 18, 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 : 537,428: 71,917 50,756 164,883 249,399 289,374 486,199 505,013: 51,229 32,415
Old : 233,470: 55,096 47,652 53,028 98,095 115,788 206,218 216,467: 27,251 17,002
Other: 303,958: 77,955 64,237 50,722 151,304 173,586 279,981 288,545: 23,978 15,413
: : :
: : Changes in Commitments from: June 11, 2019 :
: 14,086: -6,734 -1,534 19,366 -320 -3,906 12,313 13,926: 1,773 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.4 30.7 46.4 53.8 90.5 94.0: 9.5 6.0
Old : 100.0: 23.6 20.4 22.7 42.0 49.6 88.3 92.7: 11.7 7.3
Other: 100.0: 25.6 21.1 16.7 49.8 57.1 92.1 94.9: 7.9 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 78 68 112 111 101 257 229:
Old : 245: 74 43 73 98 87 202 176:
Other: 244: 53 79 78 85 75 195 177:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 22.0 18.9 30.6 8.7 15.8 12.8 22.6
Old : 12.4 23.0 21.1 32.1 10.6 21.7 17.2 30.6
Other: 15.4 23.6 23.5 34.5 11.1 20.2 18.5 28.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 9,225: 2,139 1,541 842 4,082 5,469 7,063 7,851: 2,161 1,373
Old : 3,928: 897 555 363 1,624 2,536 2,883 3,454: 1,045 474
Other: 5,297: 1,584 1,327 138 2,459 2,932 4,180 4,397: 1,116 899
: : :
: : Changes in Commitments from: June 11, 2019 :
: 483: 197 3 155 220 343 572 502: -89 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.7 9.1 44.3 59.3 76.6 85.1: 23.4 14.9
Old : 100.0: 22.8 14.1 9.2 41.3 64.6 73.4 87.9: 26.6 12.1
Other: 100.0: 29.9 25.1 2.6 46.4 55.4 78.9 83.0: 21.1 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 17 12 10 12 17 35 36:
Old : 38: 11 9 7 9 12 24 24:
Other: 42: 15 11 5 8 13 25 27:
:----------------------------------------------------------------------------------------------------
: 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 38.6 50.0 53.8 39.3 35.7 47.5 49.9
Old : 34.5 49.9 48.6 66.8 34.1 49.9 46.2 62.7
Other: 52.5 44.0 65.0 62.5 52.5 43.9 64.8 62.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 3,685,158: 914,951 1,064,213 127,773 2,441,845 2,371,169 3,484,569 3,563,155: 200,590 122,003
Old : 3,685,158: 914,951 1,064,213 127,773 2,441,845 2,371,169 3,484,569 3,563,155: 200,590 122,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -75,024: -81,566 -99,740 12,262 -15,820 8,469 -85,124 -79,009: 10,100 3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 28.9 3.5 66.3 64.3 94.6 96.7: 5.4 3.3
Old : 100.0: 24.8 28.9 3.5 66.3 64.3 94.6 96.7: 5.4 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 : 363: 72 60 56 167 146 269 232:
Old : 363: 72 60 56 167 146 269 232:
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 : 24.8 29.0 38.7 44.5 24.6 28.1 38.1 43.2
Old : 24.8 29.0 38.7 44.5 24.6 28.1 38.1 43.2
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 18, 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 : 4,956,204: 600,047 947,504 785,055 3,081,414 2,780,921 4,466,515 4,513,480: 489,689 442,724
Old : 4,956,204: 600,047 947,504 785,055 3,081,414 2,780,921 4,466,515 4,513,480: 489,689 442,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 38,209: -31,163 -8,177 34,865 42,647 24,733 46,348 51,420: -8,139 -13,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.1 15.8 62.2 56.1 90.1 91.1: 9.9 8.9
Old : 100.0: 12.1 19.1 15.8 62.2 56.1 90.1 91.1: 9.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 92 73 100 220 215 355 345:
Old : 426: 92 73 100 220 215 355 345:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 17.8 25.4 26.6 12.8 15.1 18.1 22.0
Old : 18.2 17.8 25.4 26.6 12.8 15.1 18.1 22.0
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 18, 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 : 741,109: 145,876 123,754 8,475 470,787 465,970 625,138 598,199: 115,971 142,910
Old : 741,109: 145,876 123,754 8,475 470,787 465,970 625,138 598,199: 115,971 142,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 23,816: -2,313 12,585 496 22,672 17,020 20,855 30,101: 2,961 -6,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.7 1.1 63.5 62.9 84.4 80.7: 15.6 19.3
Old : 100.0: 19.7 16.7 1.1 63.5 62.9 84.4 80.7: 15.6 19.3
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 : 105: 14 15 11 53 57 73 77:
Old : 105: 14 15 11 53 57 73 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 : 26.1 29.9 39.6 40.6 23.7 28.4 36.7 37.0
Old : 26.1 29.9 39.6 40.6 23.7 28.4 36.7 37.0
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 18, 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 : 5,123,309: 794,143 787,743 432,103 3,535,698 3,555,829 4,761,944 4,775,674: 361,365 347,635
Old : 5,123,309: 794,143 787,743 432,103 3,535,698 3,555,829 4,761,944 4,775,674: 361,365 347,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 110,731: 4,859 -27,980 34,363 58,824 90,910 98,047 97,293: 12,685 13,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.4 8.4 69.0 69.4 92.9 93.2: 7.1 6.8
Old : 100.0: 15.5 15.4 8.4 69.0 69.4 92.9 93.2: 7.1 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 56 58 68 163 179 257 267:
Old : 334: 56 58 68 163 179 257 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 24.0 40.6 34.7 19.9 21.4 29.7 29.7
Old : 30.0 24.0 40.6 34.7 19.9 21.4 29.7 29.7
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 18, 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 : 2,289,169: 365,701 439,143 467,120 1,422,140 1,327,664 2,254,961 2,233,927: 34,208 55,241
Old : 2,289,169: 365,701 439,143 467,120 1,422,140 1,327,664 2,254,961 2,233,927: 34,208 55,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 13,005: 27,391 -17,959 6,161 -21,192 23,328 12,360 11,530: 645 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.2 20.4 62.1 58.0 98.5 97.6: 1.5 2.4
Old : 100.0: 16.0 19.2 20.4 62.1 58.0 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 : 173: 38 43 49 73 82 135 151:
Old : 173: 38 43 49 73 82 135 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 23.7 46.8 37.0 21.6 13.4 31.9 22.0
Old : 29.3 23.7 46.8 37.0 21.6 13.4 31.9 22.0
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 18, 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 : 44,321: 14,402 6,016 1,347 20,113 26,457 35,862 33,820: 8,459 10,501
Old : 44,321: 14,402 6,016 1,347 20,113 26,457 35,862 33,820: 8,459 10,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 6,466: 4,200 -943 -820 2,188 7,010 5,568 5,246: 898 1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.6 3.0 45.4 59.7 80.9 76.3: 19.1 23.7
Old : 100.0: 32.5 13.6 3.0 45.4 59.7 80.9 76.3: 19.1 23.7
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 : 100: 29 24 10 39 30 74 58:
Old : 100: 29 24 10 39 30 74 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 : 23.4 31.6 36.9 44.4 21.7 28.1 32.8 38.8
Old : 23.4 31.6 36.9 44.4 21.7 28.1 32.8 38.8
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, June 18, 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 : 88,642: 28,803 12,031 2,694 40,226 52,914 71,723 67,639: 16,918 21,002
Old : 88,642: 28,803 12,031 2,694 40,226 52,914 71,723 67,639: 16,918 21,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 12,931: 8,401 -1,886 -1,641 4,376 14,020 11,136 10,493: 1,796 2,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.6 3.0 45.4 59.7 80.9 76.3: 19.1 23.7
Old : 100.0: 32.5 13.6 3.0 45.4 59.7 80.9 76.3: 19.1 23.7
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 : 100: 29 24 10 39 30 74 58:
Old : 100: 29 24 10 39 30 74 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 : 23.4 31.6 36.9 44.4 21.7 28.1 32.8 38.8
Old : 23.4 31.6 36.9 44.4 21.7 28.1 32.8 38.8
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, June 18, 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 : 33,276: 2,491 1,224 0 28,285 28,233 30,776 29,457: 2,500 3,819
Old : 33,276: 2,491 1,224 0 28,285 28,233 30,776 29,457: 2,500 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 4,928: 531 -686 0 3,406 4,075 3,937 3,389: 991 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.7 0.0 85.0 84.8 92.5 88.5: 7.5 11.5
Old : 100.0: 7.5 3.7 0.0 85.0 84.8 92.5 88.5: 7.5 11.5
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 : 26: 4 2 0 16 11 20 13:
Old : 26: 4 2 0 16 11 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 70.9 77.0 83.5 54.7 59.8 69.4 71.5
Old : 58.6 70.9 77.0 83.5 54.7 59.8 69.4 71.5
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 18, 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 : 41,724: 22,353 26,405 10,636 8,531 3,943 41,520 40,984: 204 740
Old : 41,724: 22,353 26,405 10,636 8,531 3,943 41,520 40,984: 204 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 8,542: -1,775 -2,095 8,684 1,613 1,878 8,522 8,467: 20 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 63.3 25.5 20.4 9.5 99.5 98.2: 0.5 1.8
Old : 100.0: 53.6 63.3 25.5 20.4 9.5 99.5 98.2: 0.5 1.8
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 : 48: 26 16 5 5 4 34 22:
Old : 48: 26 16 5 5 4 34 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 : 51.5 64.0 74.3 82.6 38.8 51.5 53.1 60.4
Old : 51.5 64.0 74.3 82.6 38.8 51.5 53.1 60.4
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, June 18, 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 : 16,375: 9,240 5,425 69 7,009 8,707 16,318 14,201: 57 2,174
Old : 16,375: 9,240 5,425 69 7,009 8,707 16,318 14,201: 57 2,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -12,662: -11,667 -26 -35 -993 -12,663 -12,695 -12,724: 33 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 33.1 0.4 42.8 53.2 99.7 86.7: 0.3 13.3
Old : 100.0: 56.4 33.1 0.4 42.8 53.2 99.7 86.7: 0.3 13.3
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 : 31: 6 7 1 3 15 10 22:
Old : 31: 6 7 1 3 15 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 : 91.2 42.0 99.1 67.8 91.2 41.6 99.0 67.4
Old : 91.2 42.0 99.1 67.8 91.2 41.6 99.0 67.4
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 18, 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 : 9,925: 5,957 4,177 0 3,932 4,009 9,889 8,186: 36 1,739
Old : 9,925: 5,957 4,177 0 3,932 4,009 9,889 8,186: 36 1,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: -13,279: -11,608 -1,103 -108 -1,517 -12,161 -13,233 -13,372: -46 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 42.1 0.0 39.6 40.4 99.6 82.5: 0.4 17.5
Old : 100.0: 60.0 42.1 0.0 39.6 40.4 99.6 82.5: 0.4 17.5
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 : 27: 5 11 0 2 9 7 20:
Old : 27: 5 11 0 2 9 7 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 : 89.7 47.9 99.6 71.8 89.7 47.9 99.6 71.8
Old : 89.7 47.9 99.6 71.8 89.7 47.9 99.6 71.8
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 18, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 49,243: 18,594 18,571 30,649 0 0 49,243 49,220: 0 23
Old : 49,243: 18,594 18,571 30,649 0 0 49,243 49,220: 0 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2019 :
: 3,489: 3,436 3,399 70 0 0 3,506 3,469: -17 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 37.7 62.2 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 37.8 37.7 62.2 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 16 5 0 0 9 20:
Old : 24: 7 16 5 0 0 9 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 : 97.6 70.0 99.9 95.2 36.1 28.5 37.8 36.3
Old : 97.6 70.0 99.9 95.2 36.1 28.5 37.8 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2019