WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 523,620: 109,202 87,048 219,611 161,211 170,407 490,025 477,066: 33,595 46,554
Old : 486,296: 102,989 85,654 204,169 150,748 156,603 457,906 446,426: 28,390 39,870
Other: 37,324: 14,221 9,401 7,435 10,464 13,804 32,119 30,640: 5,205 6,684
: : :
: : Changes in Commitments from: July 16, 2019 :
: 19,245: -5,311 4,538 16,960 7,129 -3,410 18,778 18,088: 467 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.6 41.9 30.8 32.5 93.6 91.1: 6.4 8.9
Old : 100.0: 21.2 17.6 42.0 31.0 32.2 94.2 91.8: 5.8 8.2
Other: 100.0: 38.1 25.2 19.9 28.0 37.0 86.1 82.1: 13.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 125 108 151 94 110 298 297:
Old : 362: 122 109 147 90 108 289 292:
Other: 133: 30 33 28 27 56 78 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 12.3 22.6 19.6 6.8 5.8 11.4 10.1
Old : 15.0 12.8 23.3 20.4 7.1 6.3 11.8 10.7
Other: 31.5 24.3 45.9 37.7 31.0 20.2 41.6 30.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 25,210: 10,424 0 1,844 11,998 22,536 24,266 24,379: 944 830
Old : 25,210: 10,424 0 1,844 11,998 22,536 24,266 24,379: 944 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 217: -414 0 489 -215 -378 -140 111: 356 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 0.0 7.3 47.6 89.4 96.3 96.7: 3.7 3.3
Old : 100.0: 41.3 0.0 7.3 47.6 89.4 96.3 96.7: 3.7 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 : 25: 7 0 4 14 15 21 19:
Old : 25: 7 0 4 14 15 21 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 : 49.6 58.4 74.5 77.6 45.0 45.6 56.0 56.9
Old : 49.6 58.4 74.5 77.6 45.0 45.6 56.0 56.9
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 23, 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 : 306,113: 73,267 80,270 89,225 115,288 115,449 277,780 284,944: 28,333 21,169
Old : 291,775: 73,275 81,257 82,739 108,760 108,738 264,774 272,735: 27,000 19,040
Other: 14,338: 4,801 3,821 1,677 6,528 6,711 13,006 12,209: 1,332 2,129
: : :
: : Changes in Commitments from: July 16, 2019 :
: 7,177: 219 4,873 5,245 1,372 -1,865 6,835 8,252: 342 -1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 26.2 29.1 37.7 37.7 90.7 93.1: 9.3 6.9
Old : 100.0: 25.1 27.8 28.4 37.3 37.3 90.7 93.5: 9.3 6.5
Other: 100.0: 33.5 26.6 11.7 45.5 46.8 90.7 85.2: 9.3 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 81 71 77 87 87 212 198:
Old : 273: 80 72 73 87 84 209 193:
Other: 92: 23 13 13 22 40 51 62:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 17.1 18.9 25.8 8.4 14.0 14.8 20.1
Old : 11.4 17.8 19.6 26.9 8.9 15.1 15.7 21.7
Other: 31.8 44.7 53.4 60.1 30.4 42.8 49.2 55.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 2,399,315: 404,603 159,852 724,381 901,575 1,250,494 2,030,559 2,134,727: 368,757 264,588
Old : 780,365: 162,199 226,159 214,881 300,151 291,279 677,230 732,319: 103,135 48,046
Other: 1,618,950: 402,844 94,133 349,060 601,424 959,215 1,353,329 1,402,408: 265,622 216,543
: : :
: : Changes in Commitments from: July 16, 2019 :
: -24,706: -23,312 16,033 4,099 -2,230 -44,255 -21,443 -24,123: -3,262 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 6.7 30.2 37.6 52.1 84.6 89.0: 15.4 11.0
Old : 100.0: 20.8 29.0 27.5 38.5 37.3 86.8 93.8: 13.2 6.2
Other: 100.0: 24.9 5.8 21.6 37.1 59.2 83.6 86.6: 16.4 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 976: 266 153 283 450 458 833 786:
Old : 799: 180 141 147 355 312 601 534:
Other: 898: 234 138 197 381 432 703 683:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 9.8 15.6 16.3 5.6 6.2 9.0 11.0
Old : 11.9 11.8 18.8 20.7 7.8 10.2 13.0 16.4
Other: 11.0 11.4 18.0 18.5 9.0 9.4 13.2 14.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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: 2,437 184 101 782 3,640 3,320 3,925: 1,680 1,075
Old : 5,000: 2,437 184 101 782 3,640 3,320 3,925: 1,680 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -81: 90 42 -13 -101 -144 -25 -115: -56 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 3.7 2.0 15.6 72.8 66.4 78.5: 33.6 21.5
Old : 100.0: 48.7 3.7 2.0 15.6 72.8 66.4 78.5: 33.6 21.5
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: 12 3 3 7 9 21 13:
Old : 27: 12 3 3 7 9 21 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 : 38.0 49.3 52.0 71.0 38.0 47.4 52.0 68.7
Old : 38.0 49.3 52.0 71.0 38.0 47.4 52.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 817,103: 125,465 136,101 264,035 367,145 338,176 756,645 738,311: 60,459 78,792
Old : 122,942: 30,407 12,084 34,666 46,945 66,123 112,018 112,873: 10,924 10,068
Other: 694,162: 124,828 153,786 199,599 320,200 272,053 644,627 625,438: 49,535 68,724
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,875: 3,392 4,315 3,509 -418 -1,748 6,484 6,076: -609 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.7 32.3 44.9 41.4 92.6 90.4: 7.4 9.6
Old : 100.0: 24.7 9.8 28.2 38.2 53.8 91.1 91.8: 8.9 8.2
Other: 100.0: 18.0 22.2 28.8 46.1 39.2 92.9 90.1: 7.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 171 146 222 206 218 497 488:
Old : 327: 83 61 70 106 125 221 226:
Other: 580: 161 158 204 185 205 460 464:
:----------------------------------------------------------------------------------------------------
: 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 10.9 22.1 19.3 8.0 6.3 14.0 10.5
Old : 27.2 26.4 39.0 40.5 18.7 20.1 24.8 28.0
Other: 14.8 9.9 24.0 18.2 10.2 7.3 17.6 12.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 469,660: 109,124 120,074 107,874 218,837 209,746 435,836 437,694: 33,823 31,965
Old : 94,145: 24,563 26,190 11,692 50,571 47,498 86,826 85,381: 7,319 8,764
Other: 375,515: 107,078 116,400 73,665 168,267 162,248 349,010 352,314: 26,504 23,201
: : :
: : Changes in Commitments from: July 16, 2019 :
: 11,791: -2,019 4,942 10,287 5,149 -3,307 13,417 11,922: -1,627 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.6 23.0 46.6 44.7 92.8 93.2: 7.2 6.8
Old : 100.0: 26.1 27.8 12.4 53.7 50.5 92.2 90.7: 7.8 9.3
Other: 100.0: 28.5 31.0 19.6 44.8 43.2 92.9 93.8: 7.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 88 97 105 90 78 247 232:
Old : 180: 44 43 37 63 56 126 122:
Other: 287: 87 92 91 74 65 217 204:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 19.1 19.7 26.5 10.6 15.1 17.7 21.3
Old : 27.5 21.5 38.0 34.5 21.0 17.6 28.9 27.5
Other: 13.3 20.3 21.6 28.5 13.1 18.3 21.4 25.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 1,088,023: 131,448 173,924 112,958 660,459 655,473 904,866 942,355: 183,157 145,668
Old : 1,088,023: 131,448 173,924 112,958 660,459 655,473 904,866 942,355: 183,157 145,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 8,732: -2,695 11,241 2,552 7,646 -6,110 7,504 7,683: 1,228 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.0 10.4 60.7 60.2 83.2 86.6: 16.8 13.4
Old : 100.0: 12.1 16.0 10.4 60.7 60.2 83.2 86.6: 16.8 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 : 187: 47 28 46 87 86 148 146:
Old : 187: 47 28 46 87 86 148 146:
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 : 23.2 26.8 30.7 38.7 19.0 24.5 24.9 32.6
Old : 23.2 26.8 30.7 38.7 19.0 24.5 24.9 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 1,156,334: 92,093 381,154 13,676 871,594 668,585 977,363 1,063,415: 178,970 92,919
Old : 1,156,334: 92,093 381,154 13,676 871,594 668,585 977,363 1,063,415: 178,970 92,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -1,907: -3,497 -8,767 1,297 -4,284 6,352 -6,484 -1,117: 4,577 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 33.0 1.2 75.4 57.8 84.5 92.0: 15.5 8.0
Old : 100.0: 8.0 33.0 1.2 75.4 57.8 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 : 131: 24 17 20 73 65 102 97:
Old : 131: 24 17 20 73 65 102 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 32.6 42.5 50.8 24.8 32.5 34.4 49.2
Old : 31.9 32.6 42.5 50.8 24.8 32.5 34.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 484,809: 65,103 71,208 138,432 236,444 245,258 439,979 454,897: 44,830 29,912
Old : 129,430: 22,909 29,785 21,045 70,240 69,647 114,194 120,477: 15,236 8,953
Other: 355,380: 78,993 78,222 80,588 166,204 175,611 325,785 334,420: 29,595 20,959
: : :
: : Changes in Commitments from: July 16, 2019 :
: 8,756: -1,273 2,091 8,814 4,024 -546 11,566 10,359: -2,810 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.7 28.6 48.8 50.6 90.8 93.8: 9.2 6.2
Old : 100.0: 17.7 23.0 16.3 54.3 53.8 88.2 93.1: 11.8 6.9
Other: 100.0: 22.2 22.0 22.7 46.8 49.4 91.7 94.1: 8.3 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 70 68 104 106 96 239 221:
Old : 193: 50 29 48 86 79 155 138:
Other: 255: 64 74 90 86 72 207 185:
:----------------------------------------------------------------------------------------------------
: 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 19.4 19.8 27.7 9.5 15.2 13.7 20.7
Old : 17.4 22.3 28.3 36.9 12.6 19.0 21.0 31.6
Other: 12.9 20.5 20.2 28.6 11.3 17.2 17.5 24.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,016: 1,747 1,388 651 4,059 4,868 6,457 6,907: 1,559 1,109
Old : 8,016: 1,747 1,388 651 4,059 4,868 6,457 6,907: 1,559 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 460: 414 -216 139 -93 450 460 373: 0 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.3 8.1 50.6 60.7 80.6 86.2: 19.4 13.8
Old : 100.0: 21.8 17.3 8.1 50.6 60.7 80.6 86.2: 19.4 13.8
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 : 45: 16 12 9 12 14 32 31:
Old : 45: 16 12 9 12 14 32 31:
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 : 48.3 44.9 59.0 59.9 47.0 44.9 55.3 57.9
Old : 48.3 44.9 59.0 59.9 47.0 44.9 55.3 57.9
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 23, 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 : 3,768,757: 952,578 1,213,472 201,674 2,393,070 2,248,518 3,547,321 3,663,663: 221,436 105,094
Old : 3,768,757: 952,578 1,213,472 201,674 2,393,070 2,248,518 3,547,321 3,663,663: 221,436 105,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 104,468: 82,551 42,567 44,826 -35,330 25,495 92,046 112,887: 12,422 -8,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 32.2 5.4 63.5 59.7 94.1 97.2: 5.9 2.8
Old : 100.0: 25.3 32.2 5.4 63.5 59.7 94.1 97.2: 5.9 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 : 380: 87 54 62 187 144 309 225:
Old : 380: 87 54 62 187 144 309 225:
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 : 21.4 33.0 35.5 49.4 21.1 30.9 34.9 47.0
Old : 21.4 33.0 35.5 49.4 21.1 30.9 34.9 47.0
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 23, 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 : 4,676,094: 615,829 1,036,930 736,106 2,838,777 2,485,684 4,190,712 4,258,720: 485,382 417,374
Old : 4,676,094: 615,829 1,036,930 736,106 2,838,777 2,485,684 4,190,712 4,258,720: 485,382 417,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 19,228: -5,874 30,666 10,603 28,530 7,196 33,259 48,464: -14,030 -29,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.2 15.7 60.7 53.2 89.6 91.1: 10.4 8.9
Old : 100.0: 13.2 22.2 15.7 60.7 53.2 89.6 91.1: 10.4 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: 87 84 104 213 209 354 343:
Old : 426: 87 84 104 213 209 354 343:
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 : 19.3 13.8 26.6 24.1 13.7 12.0 19.6 18.5
Old : 19.3 13.8 26.6 24.1 13.7 12.0 19.6 18.5
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 23, 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 : 768,692: 148,597 116,452 9,359 503,513 496,534 661,469 622,345: 107,223 146,347
Old : 768,692: 148,597 116,452 9,359 503,513 496,534 661,469 622,345: 107,223 146,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -125: 3,112 15,211 -1,134 11,922 -8,619 13,900 5,458: -14,025 -5,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.1 1.2 65.5 64.6 86.1 81.0: 13.9 19.0
Old : 100.0: 19.3 15.1 1.2 65.5 64.6 86.1 81.0: 13.9 19.0
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 : 105: 13 14 10 60 60 79 78:
Old : 105: 13 14 10 60 60 79 78:
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 32.1 40.6 41.6 24.7 30.5 37.8 37.9
Old : 27.1 32.1 40.6 41.6 24.7 30.5 37.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 5,006,725: 839,701 906,393 417,337 3,395,956 3,353,836 4,652,994 4,677,565: 353,731 329,160
Old : 5,006,725: 839,701 906,393 417,337 3,395,956 3,353,836 4,652,994 4,677,565: 353,731 329,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 94,420: -5,394 -23,870 77,913 38,471 30,783 110,990 84,826: -16,570 9,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 18.1 8.3 67.8 67.0 92.9 93.4: 7.1 6.6
Old : 100.0: 16.8 18.1 8.3 67.8 67.0 92.9 93.4: 7.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 62 54 70 167 180 266 267:
Old : 344: 62 54 70 167 180 266 267:
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 : 27.4 22.2 40.7 31.6 18.4 19.1 31.3 26.9
Old : 27.4 22.2 40.7 31.6 18.4 19.1 31.3 26.9
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 23, 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 : 2,238,935: 331,323 475,343 423,917 1,444,887 1,282,664 2,200,127 2,181,925: 38,808 57,010
Old : 2,238,935: 331,323 475,343 423,917 1,444,887 1,282,664 2,200,127 2,181,925: 38,808 57,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 36,174: -23,382 86,108 -24,355 76,656 -28,612 28,918 33,141: 7,256 3,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.2 18.9 64.5 57.3 98.3 97.5: 1.7 2.5
Old : 100.0: 14.8 21.2 18.9 64.5 57.3 98.3 97.5: 1.7 2.5
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 : 179: 40 52 55 66 83 134 163:
Old : 179: 40 52 55 66 83 134 163:
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 : 29.6 27.8 52.0 41.0 22.0 16.6 33.9 24.4
Old : 29.6 27.8 52.0 41.0 22.0 16.6 33.9 24.4
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 23, 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 : 47,344: 26,370 4,125 1,360 11,531 32,356 39,261 37,840: 8,082 9,503
Old : 47,344: 26,370 4,125 1,360 11,531 32,356 39,261 37,840: 8,082 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -2,027: -1,294 -976 55 -786 -827 -2,025 -1,749: -2 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 8.7 2.9 24.4 68.3 82.9 79.9: 17.1 20.1
Old : 100.0: 55.7 8.7 2.9 24.4 68.3 82.9 79.9: 17.1 20.1
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 : 95: 33 18 6 23 30 57 53:
Old : 95: 33 18 6 23 30 57 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 : 30.3 32.5 42.2 48.4 28.9 29.9 40.4 45.8
Old : 30.3 32.5 42.2 48.4 28.9 29.9 40.4 45.8
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, July 23, 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 : 94,688: 52,740 8,249 2,720 23,063 64,712 78,523 75,681: 16,165 19,007
Old : 94,688: 52,740 8,249 2,720 23,063 64,712 78,523 75,681: 16,165 19,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -4,053: -2,588 -1,953 110 -1,572 -1,654 -4,050 -3,497: -3 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 8.7 2.9 24.4 68.3 82.9 79.9: 17.1 20.1
Old : 100.0: 55.7 8.7 2.9 24.4 68.3 82.9 79.9: 17.1 20.1
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 : 95: 33 18 6 23 30 57 53:
Old : 95: 33 18 6 23 30 57 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 : 30.3 32.5 42.2 48.4 28.9 29.9 40.4 45.8
Old : 30.3 32.5 42.2 48.4 28.9 29.9 40.4 45.8
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, July 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 25,968: 2,189 1,578 0 21,343 24,183 23,532 25,761: 2,436 207
Old : 25,968: 2,189 1,578 0 21,343 24,183 23,532 25,761: 2,436 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -709: -205 -40 0 -510 -386 -715 -426: 6 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.1 0.0 82.2 93.1 90.6 99.2: 9.4 0.8
Old : 100.0: 8.4 6.1 0.0 82.2 93.1 90.6 99.2: 9.4 0.8
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 : 27: 4 3 0 13 11 17 14:
Old : 27: 4 3 0 13 11 17 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 : 63.9 86.0 79.4 93.8 63.9 86.0 78.3 93.8
Old : 63.9 86.0 79.4 93.8 63.9 86.0 78.3 93.8
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 23, 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 : 26,080: 18,358 23,083 697 6,857 2,251 25,912 26,031: 168 49
Old : 26,080: 18,358 23,083 697 6,857 2,251 25,912 26,031: 168 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 3,893: 4,200 3,833 52 -256 0 3,996 3,885: -103 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 88.5 2.7 26.3 8.6 99.4 99.8: 0.6 0.2
Old : 100.0: 70.4 88.5 2.7 26.3 8.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 17 4 4 2 29 20:
Old : 43: 22 17 4 4 2 29 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 : 55.9 68.8 81.2 83.5 54.2 68.4 74.5 79.2
Old : 55.9 68.8 81.2 83.5 54.2 68.4 74.5 79.2
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 23, 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 : 20,113: 15,916 4,108 69 4,102 13,615 20,087 17,792: 26 2,321
Old : 20,113: 15,916 4,108 69 4,102 13,615 20,087 17,792: 26 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 508: 625 341 0 -100 241 525 582: -17 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 20.4 0.3 20.4 67.7 99.9 88.5: 0.1 11.5
Old : 100.0: 79.1 20.4 0.3 20.4 67.7 99.9 88.5: 0.1 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 : 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 47.7 99.7 67.5 98.3 47.4 99.5 67.1
Old : 98.3 47.7 99.7 67.5 98.3 47.4 99.5 67.1
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 23, 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 : 11,843: 7,860 6,925 0 3,932 3,531 11,792 10,456: 51 1,387
Old : 11,843: 7,860 6,925 0 3,932 3,531 11,792 10,456: 51 1,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 737: 737 760 0 0 2 737 762: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 58.5 0.0 33.2 29.8 99.6 88.3: 0.4 11.7
Old : 100.0: 66.4 58.5 0.0 33.2 29.8 99.6 88.3: 0.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 91.5 56.7 99.6 79.3 91.5 56.7 99.6 79.3
Old : 91.5 56.7 99.6 79.3 91.5 56.7 99.6 79.3
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 23, 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 : 52,129: 23,737 23,706 28,392 0 0 52,129 52,098: 0 31
Old : 52,129: 23,737 23,706 28,392 0 0 52,129 52,098: 0 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,327: 2,327 2,322 0 0 0 2,327 2,322: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 45.5 54.5 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 45.5 45.5 54.5 0.0 0.0 100.0 99.9: 0.0 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 : 24: 6 17 5 0 0 8 21:
Old : 24: 6 17 5 0 0 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.8 66.2 100.0 92.9 41.0 34.2 45.5 44.1
Old : 94.8 66.2 100.0 92.9 41.0 34.2 45.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019