WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 486,419: 122,677 84,370 184,597 147,226 170,831 454,500 439,798: 31,919 46,620
Old : 454,804: 114,651 81,430 174,873 138,269 158,119 427,792 414,421: 27,012 40,382
Other: 31,615: 12,017 6,931 5,734 8,957 12,712 26,708 25,377: 4,907 6,238
: : :
: : Changes in Commitments from: July 2, 2019 :
: 4,021: -4,379 2,725 5,782 3,198 -5,783 4,600 2,724: -579 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.3 38.0 30.3 35.1 93.4 90.4: 6.6 9.6
Old : 100.0: 25.2 17.9 38.5 30.4 34.8 94.1 91.1: 5.9 8.9
Other: 100.0: 38.0 21.9 18.1 28.3 40.2 84.5 80.3: 15.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 118 114 138 94 117 288 301:
Old : 368: 117 112 135 92 116 281 298:
Other: 121: 26 30 21 23 54 63 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 : 13.4 13.6 21.5 21.7 7.5 8.8 13.3 14.6
Old : 13.9 14.1 22.6 22.3 7.8 9.3 13.5 14.9
Other: 37.0 23.5 52.4 36.8 35.5 19.7 46.5 30.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 23,707: 9,846 0 1,124 12,010 21,926 22,980 23,050: 726 657
Old : 23,707: 9,846 0 1,124 12,010 21,926 22,980 23,050: 726 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -1,139: -437 0 -665 -187 -369 -1,289 -1,035: 151 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 0.0 4.7 50.7 92.5 96.9 97.2: 3.1 2.8
Old : 100.0: 41.5 0.0 4.7 50.7 92.5 96.9 97.2: 3.1 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 : 28: 7 0 4 17 14 24 18:
Old : 28: 7 0 4 17 14 24 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 : 45.1 64.5 70.5 82.4 42.8 51.9 58.6 64.7
Old : 45.1 64.5 70.5 82.4 42.8 51.9 58.6 64.7
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 09, 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 : 294,997: 68,452 73,295 84,612 115,700 113,916 268,765 271,823: 26,233 23,174
Old : 281,336: 68,215 72,602 80,272 107,902 107,885 256,389 260,758: 24,947 20,578
Other: 13,661: 2,943 3,399 1,634 7,799 6,031 12,376 11,065: 1,285 2,596
: : :
: : Changes in Commitments from: July 2, 2019 :
: 8,498: 3,320 3,472 3,539 1,029 1,471 7,888 8,481: 611 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 24.8 28.7 39.2 38.6 91.1 92.1: 8.9 7.9
Old : 100.0: 24.2 25.8 28.5 38.4 38.3 91.1 92.7: 8.9 7.3
Other: 100.0: 21.5 24.9 12.0 57.1 44.2 90.6 81.0: 9.4 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 82 63 75 78 79 199 186:
Old : 261: 83 63 74 78 78 198 184:
Other: 84: 17 14 15 22 35 46 61:
:----------------------------------------------------------------------------------------------------
: 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 16.6 21.1 24.4 8.7 11.9 15.2 18.3
Old : 12.7 17.3 21.1 25.4 9.4 13.6 16.6 20.4
Other: 45.3 39.0 65.4 55.5 43.8 38.1 59.5 51.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 2,382,235: 431,705 157,489 700,868 882,632 1,263,637 2,015,205 2,121,994: 367,030 260,241
Old : 804,864: 174,244 209,798 208,871 306,598 332,058 689,713 750,728: 115,151 54,137
Other: 1,577,371: 400,250 90,480 349,208 576,034 931,578 1,325,492 1,371,266: 251,879 206,104
: : :
: : Changes in Commitments from: July 2, 2019 :
: 62,753: 1,848 3,006 30,260 21,865 32,480 53,973 65,746: 8,780 -2,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.6 29.4 37.1 53.0 84.6 89.1: 15.4 10.9
Old : 100.0: 21.6 26.1 26.0 38.1 41.3 85.7 93.3: 14.3 6.7
Other: 100.0: 25.4 5.7 22.1 36.5 59.1 84.0 86.9: 16.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 976: 284 148 281 434 453 827 783:
Old : 791: 185 136 151 347 317 592 544:
Other: 898: 238 148 192 364 425 693 678:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.6 9.7 14.5 16.0 5.5 6.7 8.6 11.6
Old : 10.1 10.5 16.9 18.6 7.3 9.0 12.4 15.9
Other: 10.4 11.7 17.5 18.9 8.3 10.2 12.5 15.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 5,000: 2,402 100 113 776 3,810 3,291 4,023: 1,709 977
Old : 5,000: 2,402 100 113 776 3,810 3,291 4,023: 1,709 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -60: 77 79 -7 29 -75 99 -4: -158 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 2.0 2.3 15.5 76.2 65.8 80.5: 34.2 19.5
Old : 100.0: 48.0 2.0 2.3 15.5 76.2 65.8 80.5: 34.2 19.5
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: 11 3 3 6 10 19 14:
Old : 27: 11 3 3 6 10 19 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 : 36.5 49.9 51.5 73.3 36.5 48.3 50.8 71.2
Old : 36.5 49.9 51.5 73.3 36.5 48.3 50.8 71.2
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 09, 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 : 812,433: 120,686 135,551 256,356 372,433 339,718 749,475 731,625: 62,958 80,808
Old : 140,062: 33,027 24,089 36,108 58,000 65,320 127,135 125,516: 12,927 14,546
Other: 672,371: 119,420 143,223 188,487 314,433 274,399 622,340 606,109: 50,031 66,262
: : :
: : Changes in Commitments from: July 2, 2019 :
: 28,067: 4,407 10,209 15,736 4,147 2,911 24,290 28,855: 3,777 -788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.7 31.6 45.8 41.8 92.3 90.1: 7.7 9.9
Old : 100.0: 23.6 17.2 25.8 41.4 46.6 90.8 89.6: 9.2 10.4
Other: 100.0: 17.8 21.3 28.0 46.8 40.8 92.6 90.1: 7.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 580: 176 138 206 202 215 485 469:
Old : 353: 99 65 73 116 126 245 234:
Other: 555: 158 147 186 174 199 433 439:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 10.1 21.2 18.2 8.9 6.4 14.8 11.1
Old : 23.9 23.8 34.5 34.4 16.8 15.6 24.3 23.1
Other: 15.4 9.5 24.0 18.0 11.2 7.3 18.7 12.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 446,962: 108,927 112,279 95,261 207,726 208,592 411,913 416,131: 35,049 30,831
Old : 101,345: 31,712 27,922 13,125 47,744 50,158 92,581 91,205: 8,764 10,140
Other: 345,617: 100,770 107,912 58,580 159,982 158,433 319,332 324,926: 26,285 20,691
: : :
: : Changes in Commitments from: July 2, 2019 :
: 7,845: 3,965 317 4,245 -1,756 4,436 6,453 8,998: 1,392 -1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.1 21.3 46.5 46.7 92.2 93.1: 7.8 6.9
Old : 100.0: 31.3 27.6 13.0 47.1 49.5 91.4 90.0: 8.6 10.0
Other: 100.0: 29.2 31.2 16.9 46.3 45.8 92.4 94.0: 7.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 92 91 105 90 75 247 223:
Old : 183: 52 39 37 68 55 134 118:
Other: 275: 82 93 89 69 64 211 196:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 19.4 19.2 27.2 11.1 16.4 17.8 22.9
Old : 19.3 22.1 30.8 34.2 17.1 19.9 26.7 29.9
Other: 14.3 21.9 22.6 30.4 14.1 19.6 22.3 26.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 1,070,732: 133,681 159,410 108,591 643,495 659,481 885,767 927,483: 184,964 143,249
Old : 1,070,732: 133,681 159,410 108,591 643,495 659,481 885,767 927,483: 184,964 143,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -12,549: -13,741 222 -4,465 8,318 -898 -9,889 -5,141: -2,661 -7,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 14.9 10.1 60.1 61.6 82.7 86.6: 17.3 13.4
Old : 100.0: 12.5 14.9 10.1 60.1 61.6 82.7 86.6: 17.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 39 30 43 87 89 143 145:
Old : 185: 39 30 43 87 89 143 145:
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 27.8 30.8 40.4 19.0 25.5 24.7 34.0
Old : 23.4 27.8 30.8 40.4 19.0 25.5 24.7 34.0
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 09, 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 : 1,151,044: 94,824 390,460 11,082 873,318 659,596 979,224 1,061,138: 171,820 89,906
Old : 1,151,044: 94,824 390,460 11,082 873,318 659,596 979,224 1,061,138: 171,820 89,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 108: 363 -2,254 -1,390 6,360 1,339 5,333 -2,305: -5,224 2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 33.9 1.0 75.9 57.3 85.1 92.2: 14.9 7.8
Old : 100.0: 8.2 33.9 1.0 75.9 57.3 85.1 92.2: 14.9 7.8
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 : 133: 25 17 17 74 67 102 98:
Old : 133: 25 17 17 74 67 102 98:
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 : 31.8 33.8 41.8 51.7 25.1 33.8 34.2 49.9
Old : 31.8 33.8 41.8 51.7 25.1 33.8 34.2 49.9
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 09, 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 : 471,835: 66,777 67,991 125,569 230,075 246,792 422,421 440,352: 49,414 31,483
Old : 133,923: 26,078 35,447 17,670 69,890 69,411 113,637 122,528: 20,286 11,396
Other: 337,912: 81,079 72,923 67,520 160,185 177,381 308,784 317,824: 29,128 20,087
: : :
: : Changes in Commitments from: July 2, 2019 :
: 4,160: 865 8,007 -2,992 4,019 -2,119 1,893 2,895: 2,267 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.4 26.6 48.8 52.3 89.5 93.3: 10.5 6.7
Old : 100.0: 19.5 26.5 13.2 52.2 51.8 84.9 91.5: 15.1 8.5
Other: 100.0: 24.0 21.6 20.0 47.4 52.5 91.4 94.1: 8.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 69 62 94 102 92 228 204:
Old : 188: 49 28 44 87 75 154 130:
Other: 237: 62 65 78 82 70 197 165:
:----------------------------------------------------------------------------------------------------
: 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 19.5 19.5 29.2 9.8 16.2 14.3 22.1
Old : 14.4 23.6 23.5 39.3 13.7 23.4 22.1 38.8
Other: 14.4 21.7 21.8 30.6 11.7 18.5 17.9 25.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 6,535: 883 1,706 305 3,737 3,656 4,924 5,666: 1,610 869
Old : 6,535: 883 1,706 305 3,737 3,656 4,924 5,666: 1,610 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 174: -143 -48 -23 426 292 261 221: -87 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 26.1 4.7 57.2 55.9 75.4 86.7: 24.6 13.3
Old : 100.0: 13.5 26.1 4.7 57.2 55.9 75.4 86.7: 24.6 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 : 42: 11 14 11 12 11 29 30:
Old : 42: 11 14 11 12 11 29 30:
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 : 50.0 45.5 60.8 59.8 48.2 45.3 56.7 58.2
Old : 50.0 45.5 60.8 59.8 48.2 45.3 56.7 58.2
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 09, 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 : 3,576,932: 822,813 1,125,494 117,283 2,434,278 2,217,012 3,374,374 3,459,789: 202,558 117,143
Old : 3,576,932: 822,813 1,125,494 117,283 2,434,278 2,217,012 3,374,374 3,459,789: 202,558 117,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -10,910: -37,051 -30,656 30,224 3,674 -19,990 -3,153 -20,422: -7,757 9,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 31.5 3.3 68.1 62.0 94.3 96.7: 5.7 3.3
Old : 100.0: 23.0 31.5 3.3 68.1 62.0 94.3 96.7: 5.7 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 80 57 54 181 138 288 222:
Old : 375: 80 57 54 181 138 288 222:
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 : 24.0 30.8 37.1 46.5 23.8 29.5 36.4 45.1
Old : 24.0 30.8 37.1 46.5 23.8 29.5 36.4 45.1
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 09, 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 : 4,574,938: 610,287 961,158 650,823 2,810,570 2,527,168 4,071,680 4,139,149: 503,258 435,789
Old : 4,574,938: 610,287 961,158 650,823 2,810,570 2,527,168 4,071,680 4,139,149: 503,258 435,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -16,635: 27,617 43,974 2,084 -68,071 -36,560 -38,370 9,498: 21,735 -26,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.0 14.2 61.4 55.2 89.0 90.5: 11.0 9.5
Old : 100.0: 13.3 21.0 14.2 61.4 55.2 89.0 90.5: 11.0 9.5
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 : 413: 95 72 99 209 202 346 331:
Old : 413: 95 72 99 209 202 346 331:
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 : 18.8 15.2 26.4 24.5 13.7 12.0 19.6 18.9
Old : 18.8 15.2 26.4 24.5 13.7 12.0 19.6 18.9
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 09, 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 : 758,234: 144,691 114,074 10,182 492,483 492,489 647,356 616,745: 110,878 141,489
Old : 758,234: 144,691 114,074 10,182 492,483 492,489 647,356 616,745: 110,878 141,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 1,422: -16 -6,243 -154 2,960 12,407 2,790 6,010: -1,368 -4,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 15.0 1.3 65.0 65.0 85.4 81.3: 14.6 18.7
Old : 100.0: 19.1 15.0 1.3 65.0 65.0 85.4 81.3: 14.6 18.7
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 : 104: 12 16 12 56 60 76 80:
Old : 104: 12 16 12 56 60 76 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 : 26.4 31.0 40.5 41.0 23.9 28.7 37.0 37.0
Old : 26.4 31.0 40.5 41.0 23.9 28.7 37.0 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, July 09, 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 : 4,779,888: 850,657 924,889 268,303 3,297,170 3,245,511 4,416,130 4,438,703: 363,758 341,185
Old : 4,779,888: 850,657 924,889 268,303 3,297,170 3,245,511 4,416,130 4,438,703: 363,758 341,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -41,010: 11,750 10,896 -18,386 -47,105 -14,726 -53,740 -22,215: 12,730 -18,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.3 5.6 69.0 67.9 92.4 92.9: 7.6 7.1
Old : 100.0: 17.8 19.3 5.6 69.0 67.9 92.4 92.9: 7.6 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 : 335: 56 56 65 160 174 250 261:
Old : 335: 56 56 65 160 174 250 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 23.3 41.8 33.4 19.7 20.4 31.9 29.7
Old : 28.9 23.3 41.8 33.4 19.7 20.4 31.9 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, July 09, 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 : 2,100,544: 355,627 358,803 411,880 1,287,738 1,272,687 2,055,246 2,043,371: 45,298 57,173
Old : 2,100,544: 355,627 358,803 411,880 1,287,738 1,272,687 2,055,246 2,043,371: 45,298 57,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 49,768: -47,719 -50,823 19,581 66,097 80,499 37,959 49,257: 11,809 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.1 19.6 61.3 60.6 97.8 97.3: 2.2 2.7
Old : 100.0: 16.9 17.1 19.6 61.3 60.6 97.8 97.3: 2.2 2.7
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 : 169: 36 49 49 62 79 125 152:
Old : 169: 36 49 49 62 79 125 152:
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 : 30.2 23.9 53.0 38.2 26.3 16.0 36.3 23.7
Old : 30.2 23.9 53.0 38.2 26.3 16.0 36.3 23.7
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 09, 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 : 41,029: 20,956 4,576 1,399 10,335 26,657 32,689 32,631: 8,339 8,398
Old : 41,029: 20,956 4,576 1,399 10,335 26,657 32,689 32,631: 8,339 8,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -1,877: -1,998 853 506 -61 -3,308 -1,552 -1,949: -324 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 11.2 3.4 25.2 65.0 79.7 79.5: 20.3 20.5
Old : 100.0: 51.1 11.2 3.4 25.2 65.0 79.7 79.5: 20.3 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 31 20 6 22 28 54 53:
Old : 93: 31 20 6 22 28 54 53:
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 : 27.4 32.1 40.2 48.7 27.4 29.3 39.9 45.9
Old : 27.4 32.1 40.2 48.7 27.4 29.3 39.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 82,058: 41,912 9,151 2,797 20,670 53,314 65,379 65,262: 16,679 16,796
Old : 82,058: 41,912 9,151 2,797 20,670 53,314 65,379 65,262: 16,679 16,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -3,753: -3,997 1,706 1,013 -121 -6,616 -3,105 -3,897: -649 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 11.2 3.4 25.2 65.0 79.7 79.5: 20.3 20.5
Old : 100.0: 51.1 11.2 3.4 25.2 65.0 79.7 79.5: 20.3 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 31 20 6 22 28 54 53:
Old : 93: 31 20 6 22 28 54 53:
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 : 27.4 32.1 40.2 48.7 27.4 29.3 39.9 45.9
Old : 27.4 32.1 40.2 48.7 27.4 29.3 39.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 29,360: 2,417 1,618 0 24,600 27,238 27,017 28,856: 2,343 504
Old : 29,360: 2,417 1,618 0 24,600 27,238 27,017 28,856: 2,343 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 67: -266 -460 0 187 346 -79 -114: 146 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.5 0.0 83.8 92.8 92.0 98.3: 8.0 1.7
Old : 100.0: 8.2 5.5 0.0 83.8 92.8 92.0 98.3: 8.0 1.7
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 : 23: 2 3 0 13 9 15 12:
Old : 23: 2 3 0 13 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 83.2 81.5 94.5 65.0 82.3 80.6 93.6
Old : 65.0 83.2 81.5 94.5 65.0 82.3 80.6 93.6
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 09, 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 : 21,454: 13,522 18,407 646 7,016 2,380 21,184 21,433: 270 21
Old : 21,454: 13,522 18,407 646 7,016 2,380 21,184 21,433: 270 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -144: 801 -668 0 -1,034 1,234 -233 566: 89 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 85.8 3.0 32.7 11.1 98.7 99.9: 1.3 0.1
Old : 100.0: 63.0 85.8 3.0 32.7 11.1 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 24 16 3 4 2 30 19:
Old : 44: 24 16 3 4 2 30 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 : 52.1 66.4 78.6 83.2 50.1 65.4 67.1 77.2
Old : 52.1 66.4 78.6 83.2 50.1 65.4 67.1 77.2
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 09, 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 : 20,429: 16,131 4,991 69 4,197 13,273 20,397 18,333: 32 2,096
Old : 20,429: 16,131 4,991 69 4,197 13,273 20,397 18,333: 32 2,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -129: 88 8 0 -220 142 -132 150: 3 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 24.4 0.3 20.5 65.0 99.8 89.7: 0.2 10.3
Old : 100.0: 79.0 24.4 0.3 20.5 65.0 99.8 89.7: 0.2 10.3
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: 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 : 98.3 48.8 99.7 70.7 98.3 48.5 99.5 70.4
Old : 98.3 48.8 99.7 70.7 98.3 48.5 99.5 70.4
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, July 09, 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 : 10,554: 6,574 5,258 0 3,932 3,770 10,506 9,028: 48 1,526
Old : 10,554: 6,574 5,258 0 3,932 3,770 10,506 9,028: 48 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: 886: 896 781 0 0 134 896 915: -10 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 49.8 0.0 37.3 35.7 99.5 85.5: 0.5 14.5
Old : 100.0: 62.3 49.8 0.0 37.3 35.7 99.5 85.5: 0.5 14.5
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: 5 10 0 2 9 7 19:
Old : 26: 5 10 0 2 9 7 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 : 90.4 49.5 99.5 76.5 90.4 49.5 99.5 76.5
Old : 90.4 49.5 99.5 76.5 90.4 49.5 99.5 76.5
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 09, 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 : 52,495: 24,081 24,087 28,392 0 0 52,473 52,479: 22 16
Old : 52,495: 24,081 24,087 28,392 0 0 52,473 52,479: 22 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2019 :
: -1,431: -1,453 -1,433 0 0 0 -1,453 -1,433: 22 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 45.9 54.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.9 45.9 54.1 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: 5 18 5 0 0 7 22:
Old : 24: 5 18 5 0 0 7 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 : 99.3 66.3 100.0 92.8 45.8 34.5 45.9 43.8
Old : 99.3 66.3 100.0 92.8 45.8 34.5 45.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 12, 2019