WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 496,762: 111,151 83,490 188,474 164,897 178,373 464,523 450,337: 32,240 46,425
Old : 458,368: 104,645 82,779 172,031 154,814 163,750 431,490 418,560: 26,879 39,808
Other: 38,394: 15,102 9,306 7,848 10,083 14,623 33,033 31,777: 5,361 6,617
: : :
: : Changes in Commitments from: July 23, 2019 :
: -26,858: 1,949 -3,558 -31,137 3,686 7,966 -25,502 -26,729: -1,355 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 16.8 37.9 33.2 35.9 93.5 90.7: 6.5 9.3
Old : 100.0: 22.8 18.1 37.5 33.8 35.7 94.1 91.3: 5.9 8.7
Other: 100.0: 39.3 24.2 20.4 26.3 38.1 86.0 82.8: 14.0 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 121 106 149 93 110 297 291:
Old : 359: 121 103 146 91 109 290 288:
Other: 131: 31 31 27 28 60 78 100:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 13.1 23.2 21.1 6.8 5.8 11.7 10.4
Old : 15.7 13.7 24.1 22.2 7.1 6.4 12.3 11.3
Other: 30.9 24.2 45.7 37.7 30.4 20.7 41.0 30.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 24,866: 10,755 240 1,242 11,904 22,566 23,901 24,048: 965 818
Old : 24,866: 10,755 240 1,242 11,904 22,566 23,901 24,048: 965 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -344: 331 240 -602 -94 31 -365 -331: 21 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 1.0 5.0 47.9 90.8 96.1 96.7: 3.9 3.3
Old : 100.0: 43.3 1.0 5.0 47.9 90.8 96.1 96.7: 3.9 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 : 27: 7 1 4 12 15 19 20:
Old : 27: 7 1 4 12 15 19 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 : 49.8 58.3 76.8 76.2 46.4 46.1 60.8 57.6
Old : 49.8 58.3 76.8 76.2 46.4 46.1 60.8 57.6
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 30, 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 : 304,259: 76,636 78,493 84,501 114,840 120,339 275,976 283,333: 28,283 20,926
Old : 289,662: 76,554 78,796 77,905 108,279 113,949 262,738 270,650: 26,924 19,012
Other: 14,597: 4,638 4,254 2,039 6,561 6,390 13,238 12,683: 1,359 1,914
: : :
: : Changes in Commitments from: July 23, 2019 :
: -1,854: 3,368 -1,777 -4,724 -448 4,890 -1,804 -1,611: -49 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.8 27.8 37.7 39.6 90.7 93.1: 9.3 6.9
Old : 100.0: 26.4 27.2 26.9 37.4 39.3 90.7 93.4: 9.3 6.6
Other: 100.0: 31.8 29.1 14.0 44.9 43.8 90.7 86.9: 9.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 88 61 79 91 84 216 195:
Old : 272: 88 63 75 91 82 213 191:
Other: 95: 23 14 14 22 41 52 65:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 17.6 18.4 27.8 8.2 14.7 14.2 21.6
Old : 11.3 18.3 18.9 28.9 8.8 15.8 14.9 23.3
Other: 30.4 45.2 51.7 60.6 27.0 43.2 44.9 54.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 2,295,213: 384,537 177,842 664,926 880,280 1,197,651 1,929,743 2,040,419: 365,470 254,794
Old : 668,519: 157,112 231,574 143,748 271,534 256,093 572,395 631,416: 96,125 37,104
Other: 1,626,693: 390,025 108,867 358,578 608,746 941,558 1,357,348 1,409,003: 269,345 217,690
: : :
: : Changes in Commitments from: July 23, 2019 :
: -104,103: -20,066 17,990 -59,455 -21,295 -52,843 -100,816 -94,308: -3,287 -9,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 7.7 29.0 38.4 52.2 84.1 88.9: 15.9 11.1
Old : 100.0: 23.5 34.6 21.5 40.6 38.3 85.6 94.4: 14.4 5.6
Other: 100.0: 24.0 6.7 22.0 37.4 57.9 83.4 86.6: 16.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 953: 255 145 270 457 447 830 758:
Old : 771: 173 132 130 364 284 594 489:
Other: 896: 234 137 198 388 428 713 678:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 9.1 14.5 15.2 5.7 6.3 9.2 11.0
Old : 9.7 12.8 16.3 22.4 6.8 11.3 12.0 19.3
Other: 10.6 10.3 17.3 17.1 9.1 7.9 13.3 12.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 4,932: 2,214 413 104 818 3,314 3,136 3,830: 1,796 1,101
Old : 4,932: 2,214 413 104 818 3,314 3,136 3,830: 1,796 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -68: -223 229 2 36 -326 -184 -95: 116 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 8.4 2.1 16.6 67.2 63.6 77.7: 36.4 22.3
Old : 100.0: 44.9 8.4 2.1 16.6 67.2 63.6 77.7: 36.4 22.3
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: 10 4 3 6 8 18 13:
Old : 25: 10 4 3 6 8 18 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 : 37.9 47.7 51.2 71.2 37.9 45.4 51.2 68.5
Old : 37.9 47.7 51.2 71.2 37.9 45.4 51.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 729,129: 125,807 146,994 212,301 333,234 294,031 671,341 653,325: 57,788 75,804
Old : 7,070: 4,490 411 0 834 4,648 5,324 5,059: 1,746 2,011
Other: 722,059: 125,895 151,161 207,722 332,400 289,383 666,017 648,266: 56,042 73,793
: : :
: : Changes in Commitments from: July 23, 2019 :
: -87,974: 342 10,893 -51,734 -33,911 -44,145 -85,303 -84,986: -2,671 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.2 29.1 45.7 40.3 92.1 89.6: 7.9 10.4
Old : 100.0: 63.5 5.8 0.0 11.8 65.7 75.3 71.6: 24.7 28.4
Other: 100.0: 17.4 20.9 28.8 46.0 40.1 92.2 89.8: 7.8 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 155 138 216 185 207 464 468:
Old : 66: 20 6 0 11 31 31 37:
Other: 566: 154 152 207 183 205 453 466:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 10.2 21.3 18.0 8.2 6.8 14.6 11.6
Old : 27.1 33.8 48.2 47.9 27.1 33.8 48.2 47.9
Other: 12.7 10.3 21.5 18.1 8.3 6.9 14.8 11.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 450,640: 106,529 108,043 101,575 209,769 211,286 417,873 420,905: 32,767 29,735
Old : 68,598: 21,377 21,368 6,383 35,677 34,089 63,438 61,840: 5,161 6,758
Other: 382,042: 107,184 108,708 73,159 174,092 177,197 354,436 359,064: 27,606 22,977
: : :
: : Changes in Commitments from: July 23, 2019 :
: -19,020: -2,595 -12,030 -6,299 -9,068 1,540 -17,963 -16,789: -1,057 -2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 24.0 22.5 46.5 46.9 92.7 93.4: 7.3 6.6
Old : 100.0: 31.2 31.1 9.3 52.0 49.7 92.5 90.1: 7.5 9.9
Other: 100.0: 28.1 28.5 19.1 45.6 46.4 92.8 94.0: 7.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 93 91 118 84 81 254 244:
Old : 171: 44 37 35 52 49 117 107:
Other: 300: 94 91 102 74 70 231 217:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 20.1 19.9 27.7 11.7 16.5 18.7 23.2
Old : 27.4 23.7 38.6 36.9 24.5 23.6 34.9 36.4
Other: 13.9 22.4 22.2 29.9 13.6 20.6 22.0 27.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 1,055,189: 136,281 172,932 90,985 650,590 643,699 877,856 907,616: 177,333 147,573
Old : 1,055,189: 136,281 172,932 90,985 650,590 643,699 877,856 907,616: 177,333 147,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -32,834: 4,833 -992 -21,973 -9,869 -11,774 -27,009 -34,739: -5,825 1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.4 8.6 61.7 61.0 83.2 86.0: 16.8 14.0
Old : 100.0: 12.9 16.4 8.6 61.7 61.0 83.2 86.0: 16.8 14.0
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 : 178: 41 28 40 88 84 143 138:
Old : 178: 41 28 40 88 84 143 138:
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 : 23.1 27.6 31.0 39.2 19.2 24.8 25.5 33.4
Old : 23.1 27.6 31.0 39.2 19.2 24.8 25.5 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 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,159,532: 93,607 380,730 17,219 869,348 671,059 980,174 1,069,008: 179,358 90,523
Old : 1,159,532: 93,607 380,730 17,219 869,348 671,059 980,174 1,069,008: 179,358 90,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,198: 1,514 -424 3,543 -2,246 2,474 2,811 5,594: 387 -2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 32.8 1.5 75.0 57.9 84.5 92.2: 15.5 7.8
Old : 100.0: 8.1 32.8 1.5 75.0 57.9 84.5 92.2: 15.5 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 : 134: 25 18 21 75 66 106 99:
Old : 134: 25 18 21 75 66 106 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 : 32.3 32.7 42.8 50.7 25.0 32.3 34.7 49.3
Old : 32.3 32.7 42.8 50.7 25.0 32.3 34.7 49.3
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 30, 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 : 455,791: 63,922 79,063 126,044 219,224 220,104 409,190 425,211: 46,601 30,580
Old : 86,693: 13,977 25,636 10,809 50,299 43,250 75,085 79,694: 11,608 6,999
Other: 369,099: 74,970 78,453 90,210 168,925 176,854 334,106 345,517: 34,993 23,581
: : :
: : Changes in Commitments from: July 23, 2019 :
: -29,018: -1,181 7,855 -12,387 -17,220 -25,154 -30,789 -29,686: 1,771 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.3 27.7 48.1 48.3 89.8 93.3: 10.2 6.7
Old : 100.0: 16.1 29.6 12.5 58.0 49.9 86.6 91.9: 13.4 8.1
Other: 100.0: 20.3 21.3 24.4 45.8 47.9 90.5 93.6: 9.5 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 62 68 101 108 91 236 213:
Old : 179: 36 27 34 77 67 134 115:
Other: 254: 63 64 89 93 74 208 185:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 18.6 19.4 26.5 10.2 15.7 14.7 21.4
Old : 18.1 29.6 29.5 46.0 17.3 27.5 28.1 43.5
Other: 12.1 19.8 19.3 27.5 10.9 17.2 16.7 23.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,757: 3,201 1,433 771 3,843 6,456 7,815 8,660: 1,942 1,097
Old : 9,757: 3,201 1,433 771 3,843 6,456 7,815 8,660: 1,942 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,741: 1,454 45 120 -216 1,588 1,358 1,753: 383 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 14.7 7.9 39.4 66.2 80.1 88.8: 19.9 11.2
Old : 100.0: 32.8 14.7 7.9 39.4 66.2 80.1 88.8: 19.9 11.2
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 : 53: 18 14 10 10 16 35 34:
Old : 53: 18 14 10 10 16 35 34:
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 : 41.4 45.1 53.2 60.9 41.4 45.0 50.4 58.1
Old : 41.4 45.1 53.2 60.9 41.4 45.0 50.4 58.1
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 30, 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 : 3,889,252: 942,543 1,257,118 213,496 2,516,225 2,308,399 3,672,264 3,779,013: 216,988 110,239
Old : 3,889,252: 942,543 1,257,118 213,496 2,516,225 2,308,399 3,672,264 3,779,013: 216,988 110,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 120,495: -10,035 43,646 11,822 123,155 59,881 124,942 115,350: -4,447 5,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 32.3 5.5 64.7 59.4 94.4 97.2: 5.6 2.8
Old : 100.0: 24.2 32.3 5.5 64.7 59.4 94.4 97.2: 5.6 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 : 381: 92 53 62 188 142 311 226:
Old : 381: 92 53 62 188 142 311 226:
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 : 22.4 32.5 36.1 49.5 22.1 30.5 35.5 46.8
Old : 22.4 32.5 36.1 49.5 22.1 30.5 35.5 46.8
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 30, 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 : 4,502,120: 653,345 1,060,689 627,816 2,741,725 2,404,852 4,022,886 4,093,356: 479,233 408,763
Old : 4,502,120: 653,345 1,060,689 627,816 2,741,725 2,404,852 4,022,886 4,093,356: 479,233 408,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -173,974: 37,516 23,759 -108,290 -97,052 -80,832 -167,825 -165,364: -6,149 -8,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 23.6 13.9 60.9 53.4 89.4 90.9: 10.6 9.1
Old : 100.0: 14.5 23.6 13.9 60.9 53.4 89.4 90.9: 10.6 9.1
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 : 403: 89 72 95 199 195 334 316:
Old : 403: 89 72 95 199 195 334 316:
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 15.3 26.8 25.7 14.0 13.8 20.2 20.2
Old : 19.7 15.3 26.8 25.7 14.0 13.8 20.2 20.2
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 30, 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 : 772,495: 158,364 114,968 9,683 487,672 492,595 655,719 617,246: 116,776 155,249
Old : 772,495: 158,364 114,968 9,683 487,672 492,595 655,719 617,246: 116,776 155,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,803: 9,767 -1,484 324 -15,841 -3,939 -5,750 -5,099: 9,553 8,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 14.9 1.3 63.1 63.8 84.9 79.9: 15.1 20.1
Old : 100.0: 20.5 14.9 1.3 63.1 63.8 84.9 79.9: 15.1 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 : 104: 14 13 9 58 60 76 78:
Old : 104: 14 13 9 58 60 76 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 : 25.7 30.3 39.2 39.8 23.3 28.6 36.5 36.0
Old : 25.7 30.3 39.2 39.8 23.3 28.6 36.5 36.0
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 30, 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 : 4,974,923: 831,232 954,779 384,088 3,399,017 3,329,844 4,614,337 4,668,712: 360,586 306,211
Old : 4,974,923: 831,232 954,779 384,088 3,399,017 3,329,844 4,614,337 4,668,712: 360,586 306,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -31,802: -8,470 48,386 -33,248 3,061 -23,991 -38,657 -8,853: 6,855 -22,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 19.2 7.7 68.3 66.9 92.8 93.8: 7.2 6.2
Old : 100.0: 16.7 19.2 7.7 68.3 66.9 92.8 93.8: 7.2 6.2
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 : 343: 56 61 70 166 176 261 268:
Old : 343: 56 61 70 166 176 261 268:
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 : 27.9 22.6 41.2 33.1 18.9 19.6 31.3 28.1
Old : 27.9 22.6 41.2 33.1 18.9 19.6 31.3 28.1
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 30, 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 : 2,343,075: 385,920 529,940 398,434 1,512,013 1,350,838 2,296,367 2,279,212: 46,708 63,864
Old : 2,343,075: 385,920 529,940 398,434 1,512,013 1,350,838 2,296,367 2,279,212: 46,708 63,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 104,141: 54,597 54,596 -25,483 67,126 68,174 96,240 97,287: 7,901 6,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.6 17.0 64.5 57.7 98.0 97.3: 2.0 2.7
Old : 100.0: 16.5 22.6 17.0 64.5 57.7 98.0 97.3: 2.0 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 : 184: 48 47 57 72 82 144 164:
Old : 184: 48 47 57 72 82 144 164:
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 : 30.8 25.1 51.2 37.4 18.7 16.1 32.3 24.3
Old : 30.8 25.1 51.2 37.4 18.7 16.1 32.3 24.3
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 30, 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 : 51,084: 27,688 4,373 1,334 14,108 35,972 43,131 41,679: 7,953 9,405
Old : 51,084: 27,688 4,373 1,334 14,108 35,972 43,131 41,679: 7,953 9,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 3,740: 1,318 249 -26 2,577 3,616 3,870 3,839: -129 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 8.6 2.6 27.6 70.4 84.4 81.6: 15.6 18.4
Old : 100.0: 54.2 8.6 2.6 27.6 70.4 84.4 81.6: 15.6 18.4
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 : 100: 32 21 6 25 32 59 57:
Old : 100: 32 21 6 25 32 59 57:
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 : 29.8 35.5 43.2 50.7 29.7 33.2 41.8 48.3
Old : 29.8 35.5 43.2 50.7 29.7 33.2 41.8 48.3
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 30, 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 : 102,168: 55,377 8,746 2,669 28,217 71,944 86,262 83,359: 15,906 18,809
Old : 102,168: 55,377 8,746 2,669 28,217 71,944 86,262 83,359: 15,906 18,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 7,481: 2,636 497 -51 5,154 7,232 7,739 7,678: -258 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 8.6 2.6 27.6 70.4 84.4 81.6: 15.6 18.4
Old : 100.0: 54.2 8.6 2.6 27.6 70.4 84.4 81.6: 15.6 18.4
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 : 100: 32 21 6 25 32 59 57:
Old : 100: 32 21 6 25 32 59 57:
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 : 29.8 35.5 43.2 50.7 29.7 33.2 41.8 48.3
Old : 29.8 35.5 43.2 50.7 29.7 33.2 41.8 48.3
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 30, 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 : 26,534: 2,069 1,526 0 21,894 24,650 23,963 26,176: 2,571 358
Old : 26,534: 2,069 1,526 0 21,894 24,650 23,963 26,176: 2,571 358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 566: -120 -52 0 551 467 431 415: 135 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.8 0.0 82.5 92.9 90.3 98.7: 9.7 1.3
Old : 100.0: 7.8 5.8 0.0 82.5 92.9 90.3 98.7: 9.7 1.3
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 : 24: 3 3 0 11 10 14 13:
Old : 24: 3 3 0 11 10 14 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 : 66.6 84.1 82.1 93.5 66.6 84.1 81.1 92.5
Old : 66.6 84.1 82.1 93.5 66.6 84.1 81.1 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 26,067: 18,284 22,308 757 6,857 2,965 25,898 26,030: 169 37
Old : 26,067: 18,284 22,308 757 6,857 2,965 25,898 26,030: 169 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -13: -74 -775 60 0 714 -14 -1: 1 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 85.6 2.9 26.3 11.4 99.4 99.9: 0.6 0.1
Old : 100.0: 70.1 85.6 2.9 26.3 11.4 99.4 99.9: 0.6 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: 23 17 4 4 2 30 20:
Old : 44: 23 17 4 4 2 30 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 : 56.3 69.9 81.7 84.7 54.6 66.9 74.1 77.2
Old : 56.3 69.9 81.7 84.7 54.6 66.9 74.1 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 30, 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 : 21,985: 20,987 4,105 69 903 15,430 21,959 19,604: 26 2,381
Old : 21,985: 20,987 4,105 69 903 15,430 21,959 19,604: 26 2,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,872: 5,071 -3 0 -3,199 1,815 1,872 1,812: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 18.7 0.3 4.1 70.2 99.9 89.2: 0.1 10.8
Old : 100.0: 95.5 18.7 0.3 4.1 70.2 99.9 89.2: 0.1 10.8
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 : 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 52.0 99.7 70.1 98.3 51.7 99.6 69.8
Old : 98.3 52.0 99.7 70.1 98.3 51.7 99.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 11,224: 7,240 6,292 0 3,932 3,473 11,172 9,765: 52 1,459
Old : 11,224: 7,240 6,292 0 3,932 3,473 11,172 9,765: 52 1,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: -619: -620 -633 0 0 -58 -620 -691: 1 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 56.1 0.0 35.0 30.9 99.5 87.0: 0.5 13.0
Old : 100.0: 64.5 56.1 0.0 35.0 30.9 99.5 87.0: 0.5 13.0
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 : 27: 5 11 0 2 9 7 20:
Old : 27: 5 11 0 2 9 7 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.0 55.4 99.5 77.5 91.0 55.4 99.5 77.5
Old : 91.0 55.4 99.5 77.5 91.0 55.4 99.5 77.5
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 30, 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 : 53,294: 21,296 21,288 31,983 0 0 53,279 53,271: 15 23
Old : 53,294: 21,296 21,288 31,983 0 0 53,279 53,271: 15 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2019 :
: 1,165: -2,441 -2,418 3,591 0 0 1,150 1,173: 15 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 39.9 60.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 40.0 39.9 60.0 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 17 5 0 0 8 20:
Old : 23: 5 17 5 0 0 8 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 : 92.8 69.9 100.0 92.5 39.9 28.6 40.0 38.1
Old : 92.8 69.9 100.0 92.5 39.9 28.6 40.0 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 02, 2019