WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 522,159: 107,761 89,976 223,787 159,220 163,267 490,768 477,029: 31,391 45,130
Old : 468,386: 101,860 89,131 198,956 141,595 142,526 442,411 430,613: 25,975 37,773
Other: 53,773: 19,081 14,025 11,651 17,626 20,741 48,358 46,416: 5,416 7,357
: : :
: : Changes in Commitments from: August 6, 2019 :
: -5,244: -1,510 -481 10,967 -12,762 -13,314 -3,305 -2,828: -1,939 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.2 42.9 30.5 31.3 94.0 91.4: 6.0 8.6
Old : 100.0: 21.7 19.0 42.5 30.2 30.4 94.5 91.9: 5.5 8.1
Other: 100.0: 35.5 26.1 21.7 32.8 38.6 89.9 86.3: 10.1 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 107 121 149 105 117 300 311:
Old : 374: 115 115 141 104 116 292 306:
Other: 141: 31 38 28 36 60 88 105:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 13.1 21.3 20.7 6.6 6.2 10.7 10.3
Old : 13.9 13.4 21.5 21.3 6.7 7.0 11.2 11.3
Other: 28.3 25.0 44.6 38.7 23.1 19.3 36.0 28.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 19,257: 7,708 592 809 9,725 16,892 18,241 18,294: 1,016 963
Old : 19,257: 7,708 592 809 9,725 16,892 18,241 18,294: 1,016 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -936: -595 225 -42 -365 -1,019 -1,001 -837: 65 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 3.1 4.2 50.5 87.7 94.7 95.0: 5.3 5.0
Old : 100.0: 40.0 3.1 4.2 50.5 87.7 94.7 95.0: 5.3 5.0
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: 4 3 3 9 14 14 19:
Old : 23: 4 3 3 9 14 14 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 : 65.3 55.0 85.7 75.3 52.5 48.1 61.5 60.7
Old : 65.3 55.0 85.7 75.3 52.5 48.1 61.5 60.7
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, August 13, 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 : 314,218: 73,091 91,688 83,817 127,920 117,120 284,829 292,625: 29,389 21,593
Old : 295,903: 72,490 92,763 75,588 120,642 108,125 268,720 276,476: 27,183 19,426
Other: 18,315: 6,691 5,014 2,140 7,278 8,994 16,109 16,148: 2,206 2,167
: : :
: : Changes in Commitments from: August 6, 2019 :
: 4,280: -2,701 7,352 -1,699 6,493 -1,004 2,093 4,649: 2,187 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 29.2 26.7 40.7 37.3 90.6 93.1: 9.4 6.9
Old : 100.0: 24.5 31.3 25.5 40.8 36.5 90.8 93.4: 9.2 6.6
Other: 100.0: 36.5 27.4 11.7 39.7 49.1 88.0 88.2: 12.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 89 64 78 103 88 228 202:
Old : 283: 89 66 72 102 86 222 197:
Other: 103: 25 17 15 24 43 58 68:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 15.5 18.4 24.7 8.1 13.6 14.4 20.1
Old : 11.3 15.5 19.2 25.0 8.7 13.4 15.2 20.5
Other: 31.0 51.2 50.3 64.6 31.0 51.2 48.9 60.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 2,351,921: 353,475 215,890 708,210 946,830 1,164,457 2,008,515 2,088,557: 343,406 263,364
Old : 586,323: 79,997 129,128 179,653 252,991 246,053 512,641 554,835: 73,683 31,489
Other: 1,765,597: 383,587 196,871 418,447 693,840 918,404 1,495,874 1,533,722: 269,723 231,875
: : :
: : Changes in Commitments from: August 6, 2019 :
: 3,849: -12,352 31,113 16,333 21,072 -56,334 25,053 -8,888: -21,204 12,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.2 30.1 40.3 49.5 85.4 88.8: 14.6 11.2
Old : 100.0: 13.6 22.0 30.6 43.1 42.0 87.4 94.6: 12.6 5.4
Other: 100.0: 21.7 11.2 23.7 39.3 52.0 84.7 86.9: 15.3 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 965: 258 152 272 481 443 864 755:
Old : 696: 151 95 105 372 246 569 400:
Other: 931: 240 155 231 420 428 769 713:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 11.0 14.1 16.9 5.7 6.7 9.3 10.8
Old : 12.5 17.8 18.6 27.8 6.0 14.2 9.8 22.0
Other: 8.5 10.2 14.4 16.1 7.5 7.4 11.2 11.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 4,565: 2,089 383 116 798 3,078 3,003 3,577: 1,562 988
Old : 4,565: 2,089 383 116 798 3,078 3,003 3,577: 1,562 988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -132: -9 -75 -2 -49 -149 -59 -226: -73 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 8.4 2.5 17.5 67.4 65.8 78.4: 34.2 21.6
Old : 100.0: 45.8 8.4 2.5 17.5 67.4 65.8 78.4: 34.2 21.6
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 : 24: 9 4 3 7 8 18 13:
Old : 24: 9 4 3 7 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 : 39.1 48.1 53.1 73.0 39.1 47.0 52.5 68.6
Old : 39.1 48.1 53.1 73.0 39.1 47.0 52.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 751,743: 130,495 168,129 210,969 351,815 297,845 693,279 676,943: 58,464 74,800
Old : 732,949: 130,295 167,893 204,379 341,768 289,996 676,441 662,268: 56,508 70,681
Other: 18,794: 4,643 4,678 2,148 10,047 7,849 16,838 14,675: 1,956 4,119
: : :
: : Changes in Commitments from: August 6, 2019 :
: -19,140: 4,649 -1,907 -16,044 -11,644 -2,074 -23,039 -20,025: 3,899 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 22.4 28.1 46.8 39.6 92.2 90.0: 7.8 10.0
Old : 100.0: 17.8 22.9 27.9 46.6 39.6 92.3 90.4: 7.7 9.6
Other: 100.0: 24.7 24.9 11.4 53.5 41.8 89.6 78.1: 10.4 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 164 148 208 200 212 480 465:
Old : 574: 167 146 204 199 211 478 461:
Other: 155: 26 31 25 35 75 73 122:
:----------------------------------------------------------------------------------------------------
: 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 9.5 19.1 17.4 7.7 7.4 13.6 12.3
Old : 11.0 9.6 19.1 17.7 7.9 7.6 13.7 12.6
Other: 35.6 31.6 54.0 44.0 35.6 29.9 53.0 41.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 485,712: 116,132 75,270 117,075 215,344 263,407 448,551 455,753: 37,161 29,959
Old : 59,009: 16,567 13,051 6,037 31,651 35,290 54,255 54,378: 4,754 4,631
Other: 426,703: 116,757 79,412 93,846 183,693 228,117 394,296 401,375: 32,407 25,328
: : :
: : Changes in Commitments from: August 6, 2019 :
: 16,994: 7,201 -43,891 12,735 -4,537 50,146 15,399 18,989: 1,595 -1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.5 24.1 44.3 54.2 92.3 93.8: 7.7 6.2
Old : 100.0: 28.1 22.1 10.2 53.6 59.8 91.9 92.2: 8.1 7.8
Other: 100.0: 27.4 18.6 22.0 43.0 53.5 92.4 94.1: 7.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 97 70 114 87 83 253 229:
Old : 148: 43 25 21 48 45 100 82:
Other: 294: 92 82 108 80 77 240 217:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 24.4 19.9 32.0 11.4 20.5 17.8 27.0
Old : 31.4 26.0 44.7 40.4 28.0 26.0 40.6 39.6
Other: 13.2 26.1 21.1 33.1 13.0 24.2 20.2 30.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 1,313,485: 130,036 175,671 238,317 753,665 748,990 1,122,018 1,162,978: 191,467 150,507
Old : 1,313,485: 130,036 175,671 238,317 753,665 748,990 1,122,018 1,162,978: 191,467 150,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 89,389: 7,707 282 46,244 31,061 47,337 85,012 93,862: 4,377 -4,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.4 18.1 57.4 57.0 85.4 88.5: 14.6 11.5
Old : 100.0: 9.9 13.4 18.1 57.4 57.0 85.4 88.5: 14.6 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 : 198: 41 37 54 99 94 166 159:
Old : 198: 41 37 54 99 94 166 159:
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 24.0 29.8 36.3 14.2 19.3 19.4 26.2
Old : 21.4 24.0 29.8 36.3 14.2 19.3 19.4 26.2
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, August 13, 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 : 1,225,775: 112,247 409,609 39,585 893,047 687,695 1,044,879 1,136,889: 180,896 88,886
Old : 1,225,775: 112,247 409,609 39,585 893,047 687,695 1,044,879 1,136,889: 180,896 88,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 34,392: -450 16,089 13,677 18,982 4,401 32,209 34,167: 2,183 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 33.4 3.2 72.9 56.1 85.2 92.7: 14.8 7.3
Old : 100.0: 9.2 33.4 3.2 72.9 56.1 85.2 92.7: 14.8 7.3
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 : 142: 21 23 26 83 73 118 108:
Old : 142: 21 23 26 83 73 118 108:
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 : 30.6 32.2 41.6 49.6 24.4 31.1 34.0 47.7
Old : 30.6 32.2 41.6 49.6 24.4 31.1 34.0 47.7
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, August 13, 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 : 476,971: 73,518 87,869 122,693 229,302 233,543 425,514 444,105: 51,458 32,866
Old : 73,802: 9,622 21,571 10,398 44,646 36,512 64,667 68,481: 9,135 5,322
Other: 403,169: 83,137 85,540 93,053 184,656 197,032 360,847 375,625: 42,322 27,544
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,220: 2,333 -2,734 -6,556 3,173 9,557 -1,050 266: 2,270 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.4 25.7 48.1 49.0 89.2 93.1: 10.8 6.9
Old : 100.0: 13.0 29.2 14.1 60.5 49.5 87.6 92.8: 12.4 7.2
Other: 100.0: 20.6 21.2 23.1 45.8 48.9 89.5 93.2: 10.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 69 71 101 119 91 249 216:
Old : 181: 38 33 28 82 62 134 109:
Other: 273: 70 68 94 105 79 228 196:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 18.6 18.2 26.5 9.3 15.4 13.9 21.6
Old : 23.1 27.3 32.8 43.5 22.4 27.1 31.0 43.2
Other: 10.8 19.4 17.3 27.4 9.9 16.5 15.2 23.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 9,187: 1,527 1,478 1,156 4,885 5,505 7,568 8,139: 1,618 1,048
Old : 9,187: 1,527 1,478 1,156 4,885 5,505 7,568 8,139: 1,618 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 50: -710 69 209 447 -191 -53 87: 103 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.1 12.6 53.2 59.9 82.4 88.6: 17.6 11.4
Old : 100.0: 16.6 16.1 12.6 53.2 59.9 82.4 88.6: 17.6 11.4
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 : 54: 19 11 12 16 16 39 36:
Old : 54: 19 11 12 16 16 39 36:
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 : 44.1 43.4 55.3 56.7 41.6 42.0 49.2 52.8
Old : 44.1 43.4 55.3 56.7 41.6 42.0 49.2 52.8
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, August 13, 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 : 4,052,895: 967,015 1,296,283 357,026 2,508,512 2,266,533 3,832,553 3,919,843: 220,342 133,052
Old : 4,052,895: 967,015 1,296,283 357,026 2,508,512 2,266,533 3,832,553 3,919,843: 220,342 133,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 39,431: -51,412 -32,848 86,926 6,846 -34,009 42,360 20,069: -2,930 19,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 32.0 8.8 61.9 55.9 94.6 96.7: 5.4 3.3
Old : 100.0: 23.9 32.0 8.8 61.9 55.9 94.6 96.7: 5.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 77 58 63 187 143 299 230:
Old : 369: 77 58 63 187 143 299 230:
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 : 21.5 32.7 33.7 49.9 21.3 29.8 33.1 45.9
Old : 21.5 32.7 33.7 49.9 21.3 29.8 33.1 45.9
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, August 13, 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 : 5,110,951: 604,621 978,722 909,337 3,094,604 2,792,824 4,608,562 4,680,883: 502,390 430,069
Old : 5,110,951: 604,621 978,722 909,337 3,094,604 2,792,824 4,608,562 4,680,883: 502,390 430,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 124,429: -24,685 -13,617 45,521 97,613 97,599 118,449 129,503: 5,979 -5,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 19.1 17.8 60.5 54.6 90.2 91.6: 9.8 8.4
Old : 100.0: 11.8 19.1 17.8 60.5 54.6 90.2 91.6: 9.8 8.4
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 : 424: 83 81 97 221 204 355 331:
Old : 424: 83 81 97 221 204 355 331:
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 : 17.2 15.0 24.8 25.5 12.1 12.6 17.5 19.2
Old : 17.2 15.0 24.8 25.5 12.1 12.6 17.5 19.2
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, August 13, 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 : 797,138: 128,213 132,681 11,625 537,490 489,622 677,328 633,928: 119,810 163,210
Old : 797,138: 128,213 132,681 11,625 537,490 489,622 677,328 633,928: 119,810 163,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 9,946: -17,862 5,017 -2,324 25,686 6,458 5,500 9,151: 4,446 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 16.6 1.5 67.4 61.4 85.0 79.5: 15.0 20.5
Old : 100.0: 16.1 16.6 1.5 67.4 61.4 85.0 79.5: 15.0 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 : 106: 14 16 10 58 60 77 81:
Old : 106: 14 16 10 58 60 77 81:
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 : 27.6 29.2 41.1 37.3 25.4 26.9 38.1 34.5
Old : 27.6 29.2 41.1 37.3 25.4 26.9 38.1 34.5
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, August 13, 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 : 5,116,832: 782,097 870,166 593,682 3,374,836 3,331,890 4,750,615 4,795,738: 366,216 321,093
Old : 5,116,832: 782,097 870,166 593,682 3,374,836 3,331,890 4,750,615 4,795,738: 366,216 321,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 10,996: 7,770 -19,829 68,588 -76,039 -41,350 319 7,409: 10,677 3,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 17.0 11.6 66.0 65.1 92.8 93.7: 7.2 6.3
Old : 100.0: 15.3 17.0 11.6 66.0 65.1 92.8 93.7: 7.2 6.3
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 : 343: 59 59 73 167 175 262 271:
Old : 343: 59 59 73 167 175 262 271:
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 : 28.1 21.1 40.5 30.9 17.1 16.7 27.2 24.2
Old : 28.1 21.1 40.5 30.9 17.1 16.7 27.2 24.2
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, August 13, 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 : 1,859,320: 246,137 310,971 344,029 1,227,596 1,153,373 1,817,762 1,808,374: 41,558 50,946
Old : 1,859,320: 246,137 310,971 344,029 1,227,596 1,153,373 1,817,762 1,808,374: 41,558 50,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -75,665: 5,052 -128,861 22,925 -104,230 32,216 -76,253 -73,720: 589 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.7 18.5 66.0 62.0 97.8 97.3: 2.2 2.7
Old : 100.0: 13.2 16.7 18.5 66.0 62.0 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 : 155: 39 37 52 63 75 127 141:
Old : 155: 39 37 52 63 75 127 141:
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 : 32.9 23.4 52.3 38.6 21.0 12.4 28.7 21.5
Old : 32.9 23.4 52.3 38.6 21.0 12.4 28.7 21.5
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, August 13, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,137: 25,002 3,177 778 12,513 33,672 38,293 37,627: 7,844 8,510
Old : 46,137: 25,002 3,177 778 12,513 33,672 38,293 37,627: 7,844 8,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -3,520: -3,988 -133 22 259 -3,999 -3,706 -4,109: 187 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 6.9 1.7 27.1 73.0 83.0 81.6: 17.0 18.4
Old : 100.0: 54.2 6.9 1.7 27.1 73.0 83.0 81.6: 17.0 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 : 90: 31 14 8 24 32 57 52:
Old : 90: 31 14 8 24 32 57 52:
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 : 36.9 33.4 48.9 52.8 36.7 30.9 48.4 50.2
Old : 36.9 33.4 48.9 52.8 36.7 30.9 48.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 92,274: 50,003 6,353 1,556 25,026 67,344 76,586 75,254: 15,688 17,021
Old : 92,274: 50,003 6,353 1,556 25,026 67,344 76,586 75,254: 15,688 17,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -7,039: -7,975 -267 45 517 -7,997 -7,413 -8,219: 374 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 6.9 1.7 27.1 73.0 83.0 81.6: 17.0 18.4
Old : 100.0: 54.2 6.9 1.7 27.1 73.0 83.0 81.6: 17.0 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 : 90: 31 14 8 24 32 57 52:
Old : 90: 31 14 8 24 32 57 52:
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 : 36.9 33.4 48.9 52.8 36.7 30.9 48.4 50.2
Old : 36.9 33.4 48.9 52.8 36.7 30.9 48.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 36,111: 1,950 1,912 0 32,340 33,752 34,290 35,664: 1,821 447
Old : 36,111: 1,950 1,912 0 32,340 33,752 34,290 35,664: 1,821 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 10,666: -36 235 0 11,052 10,484 11,016 10,719: -350 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.3 0.0 89.6 93.5 95.0 98.8: 5.0 1.2
Old : 100.0: 5.4 5.3 0.0 89.6 93.5 95.0 98.8: 5.0 1.2
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 : 25: 3 4 0 11 10 14 14:
Old : 25: 3 4 0 11 10 14 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 : 76.8 77.4 88.9 93.3 75.9 77.4 87.5 92.6
Old : 76.8 77.4 88.9 93.3 75.9 77.4 87.5 92.6
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, August 13, 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 : 27,734: 18,699 21,889 1,986 6,883 3,812 27,568 27,687: 166 47
Old : 27,734: 18,699 21,889 1,986 6,883 3,812 27,568 27,687: 166 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -2,289: -522 -458 -1,846 93 0 -2,275 -2,304: -14 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 78.9 7.2 24.8 13.7 99.4 99.8: 0.6 0.2
Old : 100.0: 67.4 78.9 7.2 24.8 13.7 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 : 48: 26 17 5 4 3 33 22:
Old : 48: 26 17 5 4 3 33 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 : 54.4 64.9 80.2 82.5 51.7 64.9 70.4 76.1
Old : 54.4 64.9 80.2 82.5 51.7 64.9 70.4 76.1
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, August 13, 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 : 26,600: 23,379 4,444 67 3,130 20,386 26,576 24,897: 24 1,703
Old : 26,600: 23,379 4,444 67 3,130 20,386 26,576 24,897: 24 1,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,574: -1,467 91 -2 3,035 2,076 1,566 2,165: 8 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 16.7 0.3 11.8 76.6 99.9 93.6: 0.1 6.4
Old : 100.0: 87.9 16.7 0.3 11.8 76.6 99.9 93.6: 0.1 6.4
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 : 31: 7 6 1 3 15 11 21:
Old : 31: 7 6 1 3 15 11 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 : 95.8 64.7 99.3 80.2 95.8 64.4 99.3 80.0
Old : 95.8 64.7 99.3 80.2 95.8 64.4 99.3 80.0
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, August 13, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 9,741: 4,039 3,427 0 5,668 4,246 9,707 7,673: 34 2,068
Old : 9,741: 4,039 3,427 0 5,668 4,246 9,707 7,673: 34 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -1,154: -2,884 -1,206 0 1,736 -257 -1,148 -1,463: -6 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 35.2 0.0 58.2 43.6 99.7 78.8: 0.3 21.2
Old : 100.0: 41.5 35.2 0.0 58.2 43.6 99.7 78.8: 0.3 21.2
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 : 28: 6 9 0 3 10 9 19:
Old : 28: 6 9 0 3 10 9 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 : 76.9 49.8 99.4 71.0 76.9 49.8 99.4 71.0
Old : 76.9 49.8 99.4 71.0 76.9 49.8 99.4 71.0
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, August 13, 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 : 48,944: 17,866 17,859 31,072 0 0 48,938 48,931: 6 13
Old : 48,944: 17,866 17,859 31,072 0 0 48,938 48,931: 6 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -3,616: -2,706 -2,695 -911 0 0 -3,617 -3,606: 1 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 36.5 63.5 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 36.5 36.5 63.5 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 20 5 0 0 7 23:
Old : 25: 4 20 5 0 0 7 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.4 68.9 100.0 90.8 36.5 22.5 36.5 32.9
Old : 96.4 68.9 100.0 90.8 36.5 22.5 36.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2019