WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 482,398: 127,056 81,645 178,815 144,028 176,614 449,899 437,075: 32,498 45,323
Old : 452,650: 119,324 79,186 170,457 135,179 164,318 424,960 413,961: 27,690 38,689
Other: 29,747: 11,857 6,584 4,233 8,849 12,296 24,939 23,114: 4,808 6,634
: : :
: : Changes in Commitments from: June 25, 2019 :
: -13,957: 2,034 -4,159 -4,777 -8,667 -3,349 -11,411 -12,285: -2,547 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.9 37.1 29.9 36.6 93.3 90.6: 6.7 9.4
Old : 100.0: 26.4 17.5 37.7 29.9 36.3 93.9 91.5: 6.1 8.5
Other: 100.0: 39.9 22.1 14.2 29.7 41.3 83.8 77.7: 16.2 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 116 111 133 84 117 276 294:
Old : 361: 118 106 128 82 115 270 287:
Other: 115: 24 29 20 24 51 63 86:
:----------------------------------------------------------------------------------------------------
: 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 13.7 21.0 21.8 7.5 9.3 13.4 16.0
Old : 13.4 14.0 22.1 22.1 8.0 9.7 13.6 16.3
Other: 38.8 21.0 51.8 34.0 36.7 20.3 47.9 30.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 24,845: 10,283 0 1,789 12,197 22,295 24,270 24,084: 575 761
Old : 24,845: 10,283 0 1,789 12,197 22,295 24,270 24,084: 575 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 539: 986 -39 -614 38 1,259 410 605: 130 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 0.0 7.2 49.1 89.7 97.7 96.9: 2.3 3.1
Old : 100.0: 41.4 0.0 7.2 49.1 89.7 97.7 96.9: 2.3 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 : 28: 8 0 4 16 15 24 19:
Old : 28: 8 0 4 16 15 24 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 : 45.5 60.0 67.4 78.3 40.0 46.3 55.6 59.0
Old : 45.5 60.0 67.4 78.3 40.0 46.3 55.6 59.0
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, July 02, 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 : 286,499: 65,132 69,823 81,073 114,671 112,445 260,877 263,342: 25,622 23,157
Old : 273,457: 64,260 68,992 77,406 107,665 106,381 249,331 252,779: 24,126 20,678
Other: 13,042: 2,820 2,778 1,720 7,007 6,064 11,546 10,563: 1,496 2,479
: : :
: : Changes in Commitments from: June 25, 2019 :
: 8,594: 3,601 3,970 2,378 3,126 2,056 9,105 8,405: -512 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 24.4 28.3 40.0 39.2 91.1 91.9: 8.9 8.1
Old : 100.0: 23.5 25.2 28.3 39.4 38.9 91.2 92.4: 8.8 7.6
Other: 100.0: 21.6 21.3 13.2 53.7 46.5 88.5 81.0: 11.5 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 84 62 70 76 76 196 179:
Old : 258: 86 60 69 76 75 195 177:
Other: 80: 17 14 18 19 35 46 60:
:----------------------------------------------------------------------------------------------------
: 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 17.3 22.4 25.2 8.9 11.8 15.8 18.2
Old : 13.3 18.0 21.9 26.2 9.8 13.6 17.2 20.3
Other: 48.4 38.7 67.2 55.4 46.9 38.7 61.4 50.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 2,319,482: 429,857 154,483 670,608 860,766 1,231,156 1,961,232 2,056,248: 358,250 263,235
Old : 797,311: 185,389 207,545 204,547 295,529 328,125 685,465 740,217: 111,847 57,095
Other: 1,522,171: 380,318 82,788 330,212 565,238 903,031 1,275,767 1,316,031: 246,404 206,140
: : :
: : Changes in Commitments from: June 25, 2019 :
: -60,508: 761 10,540 -3,560 -33,852 -43,823 -36,650 -36,843: -23,858 -23,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 6.7 28.9 37.1 53.1 84.6 88.7: 15.4 11.3
Old : 100.0: 23.3 26.0 25.7 37.1 41.2 86.0 92.8: 14.0 7.2
Other: 100.0: 25.0 5.4 21.7 37.1 59.3 83.8 86.5: 16.2 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 973: 282 143 280 440 453 835 775:
Old : 797: 191 130 149 345 324 597 545:
Other: 892: 243 133 190 363 425 688 673:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 9.5 14.4 16.1 5.4 6.5 8.4 11.4
Old : 9.6 10.7 16.1 19.1 6.5 9.5 11.5 15.9
Other: 10.3 11.8 17.3 19.3 8.2 10.2 12.2 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 5,060: 2,325 21 120 747 3,885 3,192 4,027: 1,868 1,033
Old : 5,060: 2,325 21 120 747 3,885 3,192 4,027: 1,868 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -168: 57 19 -28 -184 -138 -155 -146: -13 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 0.4 2.4 14.8 76.8 63.1 79.6: 36.9 20.4
Old : 100.0: 45.9 0.4 2.4 14.8 76.8 63.1 79.6: 36.9 20.4
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 : 26: 12 1 3 7 10 20 13:
Old : 26: 12 1 3 7 10 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 : 36.1 50.3 50.4 73.6 36.1 48.6 49.2 71.6
Old : 36.1 50.3 50.4 73.6 36.1 48.6 49.2 71.6
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, July 02, 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 : 784,366: 116,279 125,342 240,620 368,286 336,808 725,185 702,770: 59,181 81,597
Old : 141,770: 32,540 23,579 37,498 58,862 65,624 128,901 126,702: 12,870 15,069
Other: 642,596: 114,409 132,434 172,451 309,424 271,183 596,284 576,068: 46,312 66,528
: : :
: : Changes in Commitments from: June 25, 2019 :
: -4,170: -2,031 458 -3,021 7,707 -2,136 2,655 -4,699: -6,825 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.0 30.7 47.0 42.9 92.5 89.6: 7.5 10.4
Old : 100.0: 23.0 16.6 26.5 41.5 46.3 90.9 89.4: 9.1 10.6
Other: 100.0: 17.8 20.6 26.8 48.2 42.2 92.8 89.6: 7.2 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 172 136 210 194 218 474 480:
Old : 356: 104 66 76 109 131 247 240:
Other: 554: 155 151 179 167 200 414 446:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 10.1 21.2 18.0 9.1 6.5 15.1 11.3
Old : 21.6 23.0 31.4 33.3 13.3 14.9 19.8 21.2
Other: 16.1 9.3 24.6 17.3 11.7 6.8 19.3 11.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 439,117: 104,962 111,962 91,016 209,482 204,155 405,459 407,133: 33,658 31,984
Old : 104,571: 32,749 25,369 14,806 47,644 53,823 95,199 93,998: 9,371 10,573
Other: 334,546: 96,453 110,833 51,970 161,837 150,333 310,260 313,135: 24,286 21,411
: : :
: : Changes in Commitments from: June 25, 2019 :
: -14,552: 424 3,069 -7,216 -8,512 -13,362 -15,304 -17,510: 753 2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 25.5 20.7 47.7 46.5 92.3 92.7: 7.7 7.3
Old : 100.0: 31.3 24.3 14.2 45.6 51.5 91.0 89.9: 9.0 10.1
Other: 100.0: 28.8 33.1 15.5 48.4 44.9 92.7 93.6: 7.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 98 83 102 91 77 243 227:
Old : 184: 53 35 45 70 58 140 124:
Other: 271: 77 94 82 70 62 201 194:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 18.4 19.4 25.6 11.4 16.4 18.2 22.6
Old : 20.3 21.8 31.8 34.3 17.0 19.3 26.7 29.4
Other: 14.9 20.3 23.4 28.0 14.6 18.9 23.1 25.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 1,083,281: 147,423 159,188 113,057 635,177 660,379 895,656 932,624: 187,625 150,657
Old : 1,083,281: 147,423 159,188 113,057 635,177 660,379 895,656 932,624: 187,625 150,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -11,365: -13,100 997 -3,320 9,774 -7,114 -6,646 -9,437: -4,719 -1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.7 10.4 58.6 61.0 82.7 86.1: 17.3 13.9
Old : 100.0: 13.6 14.7 10.4 58.6 61.0 82.7 86.1: 17.3 13.9
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 : 180: 44 25 42 84 84 142 137:
Old : 180: 44 25 42 84 84 142 137:
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 : 22.6 27.3 30.0 39.9 18.1 25.1 24.0 33.4
Old : 22.6 27.3 30.0 39.9 18.1 25.1 24.0 33.4
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, July 02, 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 : 1,150,936: 94,461 392,714 12,472 866,958 658,257 973,891 1,063,443: 177,044 87,492
Old : 1,150,936: 94,461 392,714 12,472 866,958 658,257 973,891 1,063,443: 177,044 87,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 8,697: 4,698 625 -3,137 7,234 12,939 8,795 10,427: -98 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 34.1 1.1 75.3 57.2 84.6 92.4: 15.4 7.6
Old : 100.0: 8.2 34.1 1.1 75.3 57.2 84.6 92.4: 15.4 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 : 133: 23 19 17 73 68 101 99:
Old : 133: 23 19 17 73 68 101 99:
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 : 31.6 34.0 41.6 51.8 25.0 34.0 34.1 50.1
Old : 31.6 34.0 41.6 51.8 25.0 34.0 34.1 50.1
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, July 02, 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 : 467,675: 65,912 59,984 128,561 226,055 248,911 420,528 437,456: 47,147 30,218
Old : 137,483: 33,487 32,549 18,651 65,418 74,318 117,555 125,517: 19,928 11,967
Other: 330,191: 78,639 73,649 63,697 160,637 174,594 302,973 311,939: 27,218 18,252
: : :
: : Changes in Commitments from: June 25, 2019 :
: -24,596: -1,529 11,923 -13,805 -6,653 -21,202 -21,987 -23,085: -2,608 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.8 27.5 48.3 53.2 89.9 93.5: 10.1 6.5
Old : 100.0: 24.4 23.7 13.6 47.6 54.1 85.5 91.3: 14.5 8.7
Other: 100.0: 23.8 22.3 19.3 48.6 52.9 91.8 94.5: 8.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 70 65 100 104 93 237 209:
Old : 193: 53 27 45 89 79 160 134:
Other: 242: 62 71 81 81 70 199 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 20.0 19.6 29.8 9.5 16.7 14.1 22.8
Old : 14.2 25.3 23.7 40.5 13.0 25.2 21.6 39.9
Other: 14.9 21.8 22.5 30.8 12.1 18.4 18.6 25.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 6,361: 1,025 1,755 328 3,311 3,363 4,664 5,445: 1,697 916
Old : 6,361: 1,025 1,755 328 3,311 3,363 4,664 5,445: 1,697 916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -1,403: -494 221 -220 -361 -920 -1,075 -919: -328 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 27.6 5.2 52.0 52.9 73.3 85.6: 26.7 14.4
Old : 100.0: 16.1 27.6 5.2 52.0 52.9 73.3 85.6: 26.7 14.4
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 : 41: 9 16 9 11 11 27 29:
Old : 41: 9 16 9 11 11 27 29:
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 : 48.7 45.5 58.2 59.7 47.0 45.4 56.5 58.5
Old : 48.7 45.5 58.2 59.7 47.0 45.4 56.5 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 3,587,842: 859,865 1,156,150 87,058 2,430,604 2,237,002 3,377,527 3,480,211: 210,315 107,631
Old : 3,587,842: 859,865 1,156,150 87,058 2,430,604 2,237,002 3,377,527 3,480,211: 210,315 107,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -84,695: -51,187 -18,420 467 -43,266 -55,238 -93,987 -73,191: 9,292 -11,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 32.2 2.4 67.7 62.3 94.1 97.0: 5.9 3.0
Old : 100.0: 24.0 32.2 2.4 67.7 62.3 94.1 97.0: 5.9 3.0
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 : 363: 77 52 51 173 143 272 224:
Old : 363: 77 52 51 173 143 272 224:
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 30.0 37.1 46.1 23.2 29.1 36.4 45.2
Old : 23.4 30.0 37.1 46.1 23.2 29.1 36.4 45.2
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, July 02, 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 : 4,591,573: 582,671 917,185 648,738 2,878,641 2,563,728 4,110,050 4,129,651: 481,523 461,922
Old : 4,591,573: 582,671 917,185 648,738 2,878,641 2,563,728 4,110,050 4,129,651: 481,523 461,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 21,713: -35,783 -27,292 34 74,903 29,102 39,154 1,843: -17,441 19,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 20.0 14.1 62.7 55.8 89.5 89.9: 10.5 10.1
Old : 100.0: 12.7 20.0 14.1 62.7 55.8 89.5 89.9: 10.5 10.1
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 : 410: 88 73 92 212 202 341 326:
Old : 410: 88 73 92 212 202 341 326:
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 : 19.7 15.8 27.0 25.5 14.1 13.0 19.9 19.6
Old : 19.7 15.8 27.0 25.5 14.1 13.0 19.9 19.6
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, July 02, 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 : 756,812: 144,707 120,317 10,336 489,523 480,082 644,566 610,735: 112,246 146,077
Old : 756,812: 144,707 120,317 10,336 489,523 480,082 644,566 610,735: 112,246 146,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 4,991: 519 -1,425 -319 3,555 8,714 3,755 6,970: 1,236 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 15.9 1.4 64.7 63.4 85.2 80.7: 14.8 19.3
Old : 100.0: 19.1 15.9 1.4 64.7 63.4 85.2 80.7: 14.8 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 : 104: 13 15 12 55 60 75 80:
Old : 104: 13 15 12 55 60 75 80:
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 31.1 40.3 41.6 23.9 29.8 36.9 38.0
Old : 26.3 31.1 40.3 41.6 23.9 29.8 36.9 38.0
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, July 02, 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 : 4,820,898: 838,907 913,992 286,689 3,344,275 3,260,237 4,469,870 4,460,918: 351,029 359,980
Old : 4,820,898: 838,907 913,992 286,689 3,344,275 3,260,237 4,469,870 4,460,918: 351,029 359,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -35,565: -6,501 32,547 -31,670 23,127 -47,949 -15,044 -47,072: -20,521 11,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.0 5.9 69.4 67.6 92.7 92.5: 7.3 7.5
Old : 100.0: 17.4 19.0 5.9 69.4 67.6 92.7 92.5: 7.3 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 : 334: 50 66 68 160 167 251 260:
Old : 334: 50 66 68 160 167 251 260:
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 : 29.0 22.7 41.7 33.8 19.3 20.1 31.5 29.9
Old : 29.0 22.7 41.7 33.8 19.3 20.1 31.5 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 2,050,776: 403,346 409,626 392,299 1,221,641 1,192,188 2,017,286 1,994,114: 33,489 56,662
Old : 2,050,776: 403,346 409,626 392,299 1,221,641 1,192,188 2,017,286 1,994,114: 33,489 56,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -233,963: -57,395 -100,674 -20,965 -147,966 -106,473 -226,326 -228,113: -7,637 -5,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.0 19.1 59.6 58.1 98.4 97.2: 1.6 2.8
Old : 100.0: 19.7 20.0 19.1 59.6 58.1 98.4 97.2: 1.6 2.8
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 : 172: 37 48 50 59 80 121 155:
Old : 172: 37 48 50 59 80 121 155:
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 24.0 52.4 37.8 27.5 15.1 39.2 22.9
Old : 31.1 24.0 52.4 37.8 27.5 15.1 39.2 22.9
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, July 02, 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 : 42,906: 22,954 3,723 892 10,396 29,965 34,242 34,580: 8,664 8,326
Old : 42,906: 22,954 3,723 892 10,396 29,965 34,242 34,580: 8,664 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 1,245: 139 -836 264 108 3,106 511 2,535: 733 -1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 8.7 2.1 24.2 69.8 79.8 80.6: 20.2 19.4
Old : 100.0: 53.5 8.7 2.1 24.2 69.8 79.8 80.6: 20.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 33 16 5 26 28 59 49:
Old : 93: 33 16 5 26 28 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 37.2 40.1 53.9 26.1 34.5 38.8 51.2
Old : 27.1 37.2 40.1 53.9 26.1 34.5 38.8 51.2
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, July 02, 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 : 85,811: 45,909 7,445 1,784 20,791 59,930 68,484 69,159: 17,327 16,652
Old : 85,811: 45,909 7,445 1,784 20,791 59,930 68,484 69,159: 17,327 16,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 2,489: 277 -1,672 529 216 6,212 1,022 5,069: 1,467 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 8.7 2.1 24.2 69.8 79.8 80.6: 20.2 19.4
Old : 100.0: 53.5 8.7 2.1 24.2 69.8 79.8 80.6: 20.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 33 16 5 26 28 59 49:
Old : 93: 33 16 5 26 28 59 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 37.2 40.1 53.9 26.1 34.5 38.8 51.2
Old : 27.1 37.2 40.1 53.9 26.1 34.5 38.8 51.2
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, July 02, 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 : 29,293: 2,683 2,078 0 24,413 26,892 27,096 28,970: 2,197 323
Old : 29,293: 2,683 2,078 0 24,413 26,892 27,096 28,970: 2,197 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 2,699: -13 854 0 2,486 1,973 2,473 2,827: 226 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 0.0 83.3 91.8 92.5 98.9: 7.5 1.1
Old : 100.0: 9.2 7.1 0.0 83.3 91.8 92.5 98.9: 7.5 1.1
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 : 24: 2 4 0 14 9 16 13:
Old : 24: 2 4 0 14 9 16 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 : 64.2 83.5 81.5 94.6 64.2 82.6 80.3 93.3
Old : 64.2 83.5 81.5 94.6 64.2 82.6 80.3 93.3
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, July 02, 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 : 21,598: 12,721 19,075 646 8,050 1,146 21,417 20,867: 181 731
Old : 21,598: 12,721 19,075 646 8,050 1,146 21,417 20,867: 181 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -4,549: -362 -616 -3,937 -245 0 -4,544 -4,553: -5 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 88.3 3.0 37.3 5.3 99.2 96.6: 0.8 3.4
Old : 100.0: 58.9 88.3 3.0 37.3 5.3 99.2 96.6: 0.8 3.4
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 : 44: 24 16 3 4 1 30 18:
Old : 44: 24 16 3 4 1 30 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 : 55.5 71.2 82.6 84.8 53.5 70.7 75.5 81.3
Old : 55.5 71.2 82.6 84.8 53.5 70.7 75.5 81.3
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, July 02, 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 : 20,558: 16,043 4,983 69 4,417 13,131 20,529 18,183: 29 2,375
Old : 20,558: 16,043 4,983 69 4,417 13,131 20,529 18,183: 29 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 4,686: 7,317 447 0 -2,617 4,269 4,700 4,716: -14 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 24.2 0.3 21.5 63.9 99.9 88.4: 0.1 11.6
Old : 100.0: 78.0 24.2 0.3 21.5 63.9 99.9 88.4: 0.1 11.6
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 : 32: 5 7 1 3 17 9 24:
Old : 32: 5 7 1 3 17 9 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.2 48.3 99.7 70.1 98.2 47.9 99.5 69.7
Old : 98.2 48.3 99.7 70.1 98.2 47.9 99.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 9,668: 5,678 4,477 0 3,932 3,636 9,610 8,113: 58 1,555
Old : 9,668: 5,678 4,477 0 3,932 3,636 9,610 8,113: 58 1,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 452: 435 618 0 0 -20 435 598: 17 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 46.3 0.0 40.7 37.6 99.4 83.9: 0.6 16.1
Old : 100.0: 58.7 46.3 0.0 40.7 37.6 99.4 83.9: 0.6 16.1
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 : 25: 4 10 0 2 9 6 19:
Old : 25: 4 10 0 2 9 6 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 : 89.0 51.3 99.4 73.6 89.0 51.3 99.4 73.6
Old : 89.0 51.3 99.4 73.6 89.0 51.3 99.4 73.6
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, July 02, 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 : 53,926: 25,534 25,520 28,392 0 0 53,926 53,912: 0 14
Old : 53,926: 25,534 25,520 28,392 0 0 53,926 53,912: 0 14
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,115: 3,115 3,125 0 0 0 3,115 3,125: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 47.3 52.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 47.4 47.3 52.6 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 : 25: 5 19 5 0 0 7 23:
Old : 25: 5 19 5 0 0 7 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 : 99.3 66.6 100.0 92.4 47.3 35.7 47.4 45.4
Old : 99.3 66.6 100.0 92.4 47.3 35.7 47.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2019