WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 445,985: 110,787 97,122 169,773 137,229 135,147 417,789 402,043: 28,196 43,942
Old : 386,574: 105,993 91,970 141,749 116,362 117,139 364,103 350,857: 22,471 35,717
Other: 59,410: 18,667 19,025 14,151 20,867 18,009 53,686 51,185: 5,725 8,225
: : :
: : Changes in Commitments from: August 20, 2019 :
: -80,788: 5,746 4,499 -53,821 -30,418 -30,096 -78,493 -79,418: -2,296 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 21.8 38.1 30.8 30.3 93.7 90.1: 6.3 9.9
Old : 100.0: 27.4 23.8 36.7 30.1 30.3 94.2 90.8: 5.8 9.2
Other: 100.0: 31.4 32.0 23.8 35.1 30.3 90.4 86.2: 9.6 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 96 120 132 92 104 272 281:
Old : 345: 106 110 121 90 103 261 274:
Other: 141: 33 41 32 36 55 89 109:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 12.1 20.6 20.1 8.1 7.9 13.3 13.3
Old : 13.1 12.8 21.0 21.2 8.3 9.1 14.2 15.0
Other: 30.5 26.7 47.2 38.4 26.0 19.0 38.0 27.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 19,642: 5,908 1,948 975 11,931 15,868 18,814 18,791: 828 851
Old : 19,642: 5,908 1,948 975 11,931 15,868 18,814 18,791: 828 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 541: -101 677 -49 693 -74 543 555: -3 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.9 5.0 60.7 80.8 95.8 95.7: 4.2 4.3
Old : 100.0: 30.1 9.9 5.0 60.7 80.8 95.8 95.7: 4.2 4.3
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: 4 5 3 9 15 15 21:
Old : 27: 4 5 3 9 15 15 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 : 68.1 50.4 86.1 73.0 51.0 42.4 61.8 54.1
Old : 68.1 50.4 86.1 73.0 51.0 42.4 61.8 54.1
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 27, 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 : 301,474: 70,566 92,351 74,265 129,165 115,559 273,995 282,174: 27,479 19,300
Old : 279,906: 70,699 94,198 64,083 120,469 104,533 255,251 262,814: 24,654 17,092
Other: 21,568: 7,762 6,048 2,286 8,696 11,026 18,744 19,360: 2,825 2,208
: : :
: : Changes in Commitments from: August 20, 2019 :
: -15,426: 284 -596 -12,500 -1,491 -577 -13,706 -13,673: -1,720 -1,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 30.6 24.6 42.8 38.3 90.9 93.6: 9.1 6.4
Old : 100.0: 25.3 33.7 22.9 43.0 37.3 91.2 93.9: 8.8 6.1
Other: 100.0: 36.0 28.0 10.6 40.3 51.1 86.9 89.8: 13.1 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 93 59 73 104 87 227 193:
Old : 277: 91 62 65 103 84 221 185:
Other: 114: 24 22 18 31 44 71 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 17.7 19.7 27.3 8.1 14.6 14.3 21.7
Old : 12.9 17.4 21.1 27.7 9.0 14.2 15.6 21.7
Other: 27.7 53.8 44.0 68.3 27.7 53.7 42.6 64.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 2,032,700: 301,695 307,990 518,375 881,728 975,220 1,701,798 1,801,584: 330,902 231,116
Old : 122,068: 10,547 28,156 0 84,103 83,607 94,650 111,763: 27,418 10,305
Other: 1,910,632: 316,371 305,057 493,152 797,625 891,613 1,607,148 1,689,821: 303,484 220,811
: : :
: : Changes in Commitments from: August 20, 2019 :
: -294,738: -19,938 27,329 -196,769 -70,827 -116,136 -287,534 -285,576: -7,204 -9,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.2 25.5 43.4 48.0 83.7 88.6: 16.3 11.4
Old : 100.0: 8.6 23.1 0.0 68.9 68.5 77.5 91.6: 22.5 8.4
Other: 100.0: 16.6 16.0 25.8 41.7 46.7 84.1 88.4: 15.9 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 923: 229 151 236 461 419 802 707:
Old : 392: 43 37 0 208 133 251 170:
Other: 918: 239 150 224 429 411 767 690:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 9.9 13.4 15.6 6.0 6.8 10.1 10.5
Old : 24.3 33.8 31.9 50.6 20.5 31.7 27.4 45.0
Other: 8.0 10.3 14.3 16.0 6.5 7.2 10.7 11.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 4,715: 2,092 340 113 1,149 3,465 3,354 3,918: 1,360 796
Old : 4,713: 2,092 340 113 1,147 3,465 3,352 3,918: 1,360 794
Other: 2: 0 0 0 2 0 2 0: 0 2
: : :
: : Changes in Commitments from: August 20, 2019 :
: -73: 31 31 -8 5 -80 27 -57: -101 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 7.2 2.4 24.4 73.5 71.1 83.1: 28.9 16.9
Old : 100.0: 44.4 7.2 2.4 24.3 73.5 71.1 83.1: 28.9 16.9
Other: 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 4 3 7 9 18 13:
Old : 24: 8 4 3 7 9 18 13:
Other: 1: 0 0 0 1 0 1 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 : 39.3 56.3 55.8 79.0 38.9 51.9 54.0 72.7
Old : 39.3 56.3 55.8 79.1 38.9 51.9 54.0 72.7
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 748,556: 133,667 175,495 212,048 345,858 288,811 691,573 676,354: 56,983 72,202
Old : 726,969: 133,798 176,288 203,341 334,591 279,627 671,730 659,256: 55,240 67,713
Other: 21,586: 5,969 5,307 2,607 11,267 9,184 19,843 17,098: 1,743 4,489
: : :
: : Changes in Commitments from: August 20, 2019 :
: -28,024: 1,953 1,874 -16,543 -14,777 -12,051 -29,368 -26,720: 1,344 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.4 28.3 46.2 38.6 92.4 90.4: 7.6 9.6
Old : 100.0: 18.4 24.2 28.0 46.0 38.5 92.4 90.7: 7.6 9.3
Other: 100.0: 27.7 24.6 12.1 52.2 42.5 91.9 79.2: 8.1 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 167 136 203 193 201 467 456:
Old : 565: 170 137 197 192 199 464 450:
Other: 166: 28 41 26 33 81 78 133:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.8 18.5 17.6 8.0 8.2 14.1 13.8
Old : 10.3 10.0 18.5 17.9 8.2 8.3 14.3 14.0
Other: 34.8 27.8 51.8 38.3 34.8 25.8 51.3 34.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 496,033: 112,373 93,904 120,699 228,095 255,351 461,166 469,955: 34,866 26,078
Old : 18,697: 6,596 3,734 62 10,663 13,861 17,321 17,657: 1,376 1,040
Other: 477,336: 115,446 99,839 110,968 217,432 241,490 443,845 452,298: 33,490 25,038
: : :
: : Changes in Commitments from: August 20, 2019 :
: -4,103: -4,951 10,908 -5,764 9,061 -6,575 -1,654 -1,431: -2,449 -2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.9 24.3 46.0 51.5 93.0 94.7: 7.0 5.3
Old : 100.0: 35.3 20.0 0.3 57.0 74.1 92.6 94.4: 7.4 5.6
Other: 100.0: 24.2 20.9 23.2 45.6 50.6 93.0 94.8: 7.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 96 88 134 91 89 277 257:
Old : 93: 27 17 2 28 23 56 41:
Other: 332: 101 102 129 88 85 272 250:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 21.5 20.4 29.3 11.8 19.7 17.5 25.6
Old : 31.8 40.6 49.2 57.3 31.8 37.1 45.4 52.6
Other: 13.9 21.9 21.1 29.6 12.3 20.5 18.4 26.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 1,206,777: 127,944 179,294 158,442 710,391 686,697 996,777 1,024,433: 210,000 182,344
Old : 1,206,777: 127,944 179,294 158,442 710,391 686,697 996,777 1,024,433: 210,000 182,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -154,133: -2,050 11,553 -107,231 -59,392 -71,452 -168,673 -167,130: 14,540 12,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 14.9 13.1 58.9 56.9 82.6 84.9: 17.4 15.1
Old : 100.0: 10.6 14.9 13.1 58.9 56.9 82.6 84.9: 17.4 15.1
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 : 194: 42 38 51 95 88 161 154:
Old : 194: 42 38 51 95 88 161 154:
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 : 19.5 24.1 26.8 33.6 13.8 19.8 19.7 26.5
Old : 19.5 24.1 26.8 33.6 13.8 19.8 19.7 26.5
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 27, 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 : 1,225,332: 105,770 409,451 45,529 869,003 651,259 1,020,302 1,106,239: 205,030 119,093
Old : 1,225,332: 105,770 409,451 45,529 869,003 651,259 1,020,302 1,106,239: 205,030 119,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 9,878: -6,342 -9,579 -12,918 11,515 10,159 -7,746 -12,339: 17,625 22,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 33.4 3.7 70.9 53.1 83.3 90.3: 16.7 9.7
Old : 100.0: 8.6 33.4 3.7 70.9 53.1 83.3 90.3: 16.7 9.7
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 : 122: 20 19 20 75 67 102 99:
Old : 122: 20 19 20 75 67 102 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 : 28.6 31.3 40.0 49.8 23.9 29.5 33.5 44.5
Old : 28.6 31.3 40.0 49.8 23.9 29.5 33.5 44.5
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 27, 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 : 474,296: 71,739 87,105 117,488 236,360 238,727 425,586 443,319: 48,709 30,976
Old : 22,189: 1,402 9,815 8 17,233 10,444 18,643 20,267: 3,546 1,922
Other: 452,107: 79,836 86,789 107,981 219,127 228,283 406,943 423,052: 45,163 29,054
: : :
: : Changes in Commitments from: August 20, 2019 :
: -7,379: -141 -294 -6,930 2,457 1,369 -4,613 -5,855: -2,766 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.4 24.8 49.8 50.3 89.7 93.5: 10.3 6.5
Old : 100.0: 6.3 44.2 0.0 77.7 47.1 84.0 91.3: 16.0 8.7
Other: 100.0: 17.7 19.2 23.9 48.5 50.5 90.0 93.6: 10.0 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 72 68 95 124 97 253 221:
Old : 104: 12 16 1 42 41 55 57:
Other: 297: 78 70 94 118 89 247 211:
:----------------------------------------------------------------------------------------------------
: 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 18.6 16.9 26.7 8.9 15.3 13.6 20.8
Old : 37.5 41.5 57.5 55.9 37.5 40.8 57.5 55.2
Other: 10.9 19.2 17.0 27.5 9.1 16.3 14.0 22.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 10,003: 668 2,882 1,582 6,421 4,593 8,671 9,057: 1,332 946
Old : 10,003: 668 2,882 1,582 6,421 4,593 8,671 9,057: 1,332 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -436: -291 470 -310 589 -415 -12 -255: -424 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 28.8 15.8 64.2 45.9 86.7 90.5: 13.3 9.5
Old : 100.0: 6.7 28.8 15.8 64.2 45.9 86.7 90.5: 13.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 16 14 16 14 37 40:
Old : 55: 16 16 14 16 14 37 40:
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 : 51.0 35.8 63.4 50.9 49.5 35.6 56.5 49.3
Old : 51.0 35.8 63.4 50.9 49.5 35.6 56.5 49.3
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 27, 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 : 3,732,119: 850,638 1,120,419 219,283 2,365,298 2,173,235 3,435,218 3,512,937: 296,901 219,182
Old : 3,732,119: 850,638 1,120,419 219,283 2,365,298 2,173,235 3,435,218 3,512,937: 296,901 219,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -262,269: -100,084 -165,420 -119,315 -110,390 -68,951 -329,789 -353,686: 67,521 91,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 30.0 5.9 63.4 58.2 92.0 94.1: 8.0 5.9
Old : 100.0: 22.8 30.0 5.9 63.4 58.2 92.0 94.1: 8.0 5.9
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 : 357: 80 54 67 181 143 296 229:
Old : 357: 80 54 67 181 143 296 229:
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 : 20.6 28.7 31.7 45.5 20.3 27.7 30.9 44.1
Old : 20.6 28.7 31.7 45.5 20.3 27.7 30.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 4,581,377: 582,198 891,296 670,846 2,776,423 2,550,632 4,029,467 4,112,775: 551,911 468,603
Old : 4,581,377: 582,198 891,296 670,846 2,776,423 2,550,632 4,029,467 4,112,775: 551,911 468,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -726,566: -12,268 -55,823 -318,711 -458,614 -389,147 -789,593 -763,681: 63,027 37,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.5 14.6 60.6 55.7 88.0 89.8: 12.0 10.2
Old : 100.0: 12.7 19.5 14.6 60.6 55.7 88.0 89.8: 12.0 10.2
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 : 381: 76 71 92 200 185 323 301:
Old : 381: 76 71 92 200 185 323 301:
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 : 16.5 17.6 22.9 27.4 12.4 14.4 18.2 20.8
Old : 16.5 17.6 22.9 27.4 12.4 14.4 18.2 20.8
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 27, 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 : 882,468: 115,484 139,866 43,222 598,934 521,742 757,640 704,830: 124,828 177,638
Old : 882,468: 115,484 139,866 43,222 598,934 521,742 757,640 704,830: 124,828 177,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 82,956: -1,961 -4,992 27,924 50,325 39,942 76,288 62,874: 6,668 20,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.8 4.9 67.9 59.1 85.9 79.9: 14.1 20.1
Old : 100.0: 13.1 15.8 4.9 67.9 59.1 85.9 79.9: 14.1 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 : 111: 16 16 17 61 65 86 90:
Old : 111: 16 16 17 61 65 86 90:
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 : 25.8 22.7 41.0 32.5 23.8 19.7 33.4 26.0
Old : 25.8 22.7 41.0 32.5 23.8 19.7 33.4 26.0
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, August 27, 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 : 4,852,944: 762,350 835,202 451,378 3,240,313 3,111,926 4,454,041 4,398,506: 398,903 454,438
Old : 4,852,944: 762,350 835,202 451,378 3,240,313 3,111,926 4,454,041 4,398,506: 398,903 454,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -355,642: 927 -5,066 -209,241 -154,660 -192,778 -362,973 -407,084: 7,331 51,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.2 9.3 66.8 64.1 91.8 90.6: 8.2 9.4
Old : 100.0: 15.7 17.2 9.3 66.8 64.1 91.8 90.6: 8.2 9.4
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 : 322: 57 56 70 162 158 254 249:
Old : 322: 57 56 70 162 158 254 249:
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 : 28.2 21.1 38.0 30.2 17.8 16.5 26.7 23.2
Old : 28.2 21.1 38.0 30.2 17.8 16.5 26.7 23.2
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 27, 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 : 2,226,772: 363,191 408,782 426,509 1,389,560 1,337,718 2,179,261 2,173,009: 47,511 53,763
Old : 2,226,772: 363,191 408,782 426,509 1,389,560 1,337,718 2,179,261 2,173,009: 47,511 53,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 299,787: 97,915 103,136 51,285 144,240 138,871 293,441 293,292: 6,346 6,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.4 19.2 62.4 60.1 97.9 97.6: 2.1 2.4
Old : 100.0: 16.3 18.4 19.2 62.4 60.1 97.9 97.6: 2.1 2.4
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 : 176: 50 40 56 71 75 147 147:
Old : 176: 50 40 56 71 75 147 147:
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 21.5 46.5 35.5 20.1 13.7 28.5 22.7
Old : 30.3 21.5 46.5 35.5 20.1 13.7 28.5 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 40,644: 20,444 2,918 481 12,478 28,421 33,403 31,820: 7,241 8,825
Old : 40,644: 20,444 2,918 481 12,478 28,421 33,403 31,820: 7,241 8,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -910: -628 120 -204 -129 -1,619 -960 -1,703: 51 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 7.2 1.2 30.7 69.9 82.2 78.3: 17.8 21.7
Old : 100.0: 50.3 7.2 1.2 30.7 69.9 82.2 78.3: 17.8 21.7
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 : 85: 26 11 7 26 32 54 48:
Old : 85: 26 11 7 26 32 54 48:
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 : 35.8 35.4 47.2 51.1 35.7 33.5 46.8 49.1
Old : 35.8 35.4 47.2 51.1 35.7 33.5 46.8 49.1
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 27, 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 : 81,289: 40,888 5,835 962 24,957 56,842 66,807 63,639: 14,482 17,649
Old : 81,289: 40,888 5,835 962 24,957 56,842 66,807 63,639: 14,482 17,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -1,819: -1,255 240 -407 -258 -3,238 -1,921 -3,405: 102 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 7.2 1.2 30.7 69.9 82.2 78.3: 17.8 21.7
Old : 100.0: 50.3 7.2 1.2 30.7 69.9 82.2 78.3: 17.8 21.7
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 : 85: 26 11 7 26 32 54 48:
Old : 85: 26 11 7 26 32 54 48:
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 : 35.8 35.4 47.2 51.1 35.7 33.5 46.8 49.1
Old : 35.8 35.4 47.2 51.1 35.7 33.5 46.8 49.1
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 27, 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 : 39,017: 3,103 1,739 0 33,731 35,957 36,834 37,696: 2,183 1,321
Old : 39,017: 3,103 1,739 0 33,731 35,957 36,834 37,696: 2,183 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -428: 1,191 14 0 5,680 1,424 6,871 1,438: -7,299 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.5 0.0 86.5 92.2 94.4 96.6: 5.6 3.4
Old : 100.0: 8.0 4.5 0.0 86.5 92.2 94.4 96.6: 5.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 73.3 76.3 87.1 92.3 72.5 76.3 85.7 91.6
Old : 73.3 76.3 87.1 92.3 72.5 76.3 85.7 91.6
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 27, 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 : 26,705: 17,800 21,568 1,903 6,817 3,218 26,520 26,689: 185 16
Old : 26,705: 17,800 21,568 1,903 6,817 3,218 26,520 26,689: 185 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 303: 254 807 24 15 -507 293 324: 10 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 80.8 7.1 25.5 12.1 99.3 99.9: 0.7 0.1
Old : 100.0: 66.7 80.8 7.1 25.5 12.1 99.3 99.9: 0.7 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 : 46: 24 16 5 4 4 31 22:
Old : 46: 24 16 5 4 4 31 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 : 57.2 66.8 83.6 84.0 54.2 66.8 73.8 77.7
Old : 57.2 66.8 83.6 84.0 54.2 66.8 73.8 77.7
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 27, 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 : 27,486: 22,264 4,952 57 5,141 20,234 27,462 25,243: 24 2,243
Old : 27,486: 22,264 4,952 57 5,141 20,234 27,462 25,243: 24 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: 543: -1,437 95 -10 1,999 -177 552 -92: -9 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 18.0 0.2 18.7 73.6 99.9 91.8: 0.1 8.2
Old : 100.0: 81.0 18.0 0.2 18.7 73.6 99.9 91.8: 0.1 8.2
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 : 32: 8 6 1 3 15 12 21:
Old : 32: 8 6 1 3 15 12 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 : 97.5 63.1 99.2 79.2 97.5 62.9 99.2 79.0
Old : 97.5 63.1 99.2 79.2 97.5 62.9 99.2 79.0
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 27, 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 : 9,052: 3,162 3,045 0 5,855 3,778 9,017 6,823: 35 2,229
Old : 9,052: 3,162 3,045 0 5,855 3,778 9,017 6,823: 35 2,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -632: -615 -483 0 0 -277 -615 -760: -17 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 33.6 0.0 64.7 41.7 99.6 75.4: 0.4 24.6
Old : 100.0: 34.9 33.6 0.0 64.7 41.7 99.6 75.4: 0.4 24.6
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 : 23: 4 8 0 3 8 7 16:
Old : 23: 4 8 0 3 8 7 16:
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 : 88.9 52.1 99.6 70.6 88.9 52.1 99.6 70.6
Old : 88.9 52.1 99.6 70.6 88.9 52.1 99.6 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 112,844: 82,696 82,447 30,148 0 225 112,844 112,820: 0 24
Old : 112,844: 82,696 82,447 30,148 0 225 112,844 112,820: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 73.1 26.7 0.0 0.2 100.0 100.0: 0.0 0.0
Old : 100.0: 73.3 73.1 26.7 0.0 0.2 100.0 100.0: 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 : 20: 8 11 3 0 1 11 12:
Old : 20: 8 11 3 0 1 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 99.2 99.3 99.7 71.3 72.5 73.3 73.0
Old : 80.3 99.2 99.3 99.7 71.3 72.5 73.3 73.0
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 27, 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 : 48,740: 17,776 17,738 30,964 0 0 48,740 48,702: 0 38
Old : 48,740: 17,776 17,738 30,964 0 0 48,740 48,702: 0 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -108: 0 6 -108 0 0 -108 -102: 0 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 36.4 63.5 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 36.5 36.4 63.5 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: 4 19 5 0 0 7 22:
Old : 24: 4 19 5 0 0 7 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.4 74.8 100.0 93.4 36.5 24.5 36.5 33.0
Old : 96.4 74.8 100.0 93.4 36.5 24.5 36.5 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019