WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 448,721: 105,542 110,788 175,808 138,535 119,683 419,884 406,278: 28,837 42,443
Old : 386,360: 99,282 102,193 149,431 114,412 100,656 363,125 352,280: 23,235 34,080
Other: 62,361: 18,636 20,971 14,000 24,123 19,027 56,759 53,998: 5,602 8,363
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,737: -5,245 13,665 6,035 1,306 -15,465 2,095 4,235: 641 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 24.7 39.2 30.9 26.7 93.6 90.5: 6.4 9.5
Old : 100.0: 25.7 26.5 38.7 29.6 26.1 94.0 91.2: 6.0 8.8
Other: 100.0: 29.9 33.6 22.4 38.7 30.5 91.0 86.6: 9.0 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 93 132 125 92 99 265 282:
Old : 346: 99 124 114 88 96 249 274:
Other: 144: 36 40 33 40 54 95 109:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.5 21.1 18.5 8.2 7.8 13.5 12.9
Old : 12.8 11.9 21.4 19.5 8.4 8.3 14.0 14.2
Other: 30.6 26.2 48.8 37.8 26.0 19.4 39.3 29.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 19,415: 6,056 1,974 830 11,716 15,760 18,602 18,565: 813 850
Old : 19,415: 6,056 1,974 830 11,716 15,760 18,602 18,565: 813 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -226: 148 26 -144 -215 -107 -211 -225: -15 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.2 4.3 60.3 81.2 95.8 95.6: 4.2 4.4
Old : 100.0: 31.2 10.2 4.3 60.3 81.2 95.8 95.6: 4.2 4.4
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 : 27: 3 6 3 10 15 16 21:
Old : 27: 3 6 3 10 15 16 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 : 67.5 53.8 84.8 76.2 52.6 45.7 63.9 56.8
Old : 67.5 53.8 84.8 76.2 52.6 45.7 63.9 56.8
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, September 03, 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 : 309,780: 69,890 99,735 85,972 125,791 105,494 281,653 291,201: 28,127 18,579
Old : 284,193: 70,024 101,174 74,790 114,363 91,713 259,177 267,678: 25,017 16,516
Other: 25,586: 7,937 6,631 3,111 11,428 13,781 22,476 23,524: 3,110 2,063
: : :
: : Changes in Commitments from: August 27, 2019 :
: 8,306: -676 7,384 11,708 -3,374 -10,064 7,658 9,027: 648 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 32.2 27.8 40.6 34.1 90.9 94.0: 9.1 6.0
Old : 100.0: 24.6 35.6 26.3 40.2 32.3 91.2 94.2: 8.8 5.8
Other: 100.0: 31.0 25.9 12.2 44.7 53.9 87.8 91.9: 12.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 95 67 68 109 90 232 198:
Old : 289: 94 67 63 107 86 226 191:
Other: 108: 23 17 15 32 45 66 69:
:----------------------------------------------------------------------------------------------------
: 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 14.8 20.4 24.5 8.4 13.2 14.4 20.5
Old : 13.3 13.7 21.8 24.3 9.5 12.0 16.0 20.0
Other: 26.3 54.3 41.0 70.0 26.3 54.3 40.6 63.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,989,742: 296,006 330,847 513,270 850,972 922,287 1,660,248 1,766,404: 329,494 223,338
Old : 1,857,880: 281,870 349,521 464,711 795,049 856,521 1,541,630 1,670,753: 316,250 187,127
Other: 131,862: 51,302 18,491 11,393 55,923 65,766 118,619 95,651: 13,243 36,211
: : :
: : Changes in Commitments from: August 27, 2019 :
: -42,958: -5,689 22,857 -5,104 -30,756 -52,933 -41,549 -35,180: -1,409 -7,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.6 25.8 42.8 46.4 83.4 88.8: 16.6 11.2
Old : 100.0: 15.2 18.8 25.0 42.8 46.1 83.0 89.9: 17.0 10.1
Other: 100.0: 38.9 14.0 8.6 42.4 49.9 90.0 72.5: 10.0 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 936: 230 155 230 453 418 795 700:
Old : 934: 226 163 211 447 411 780 682:
Other: 414: 61 53 37 105 248 187 319:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 9.7 14.0 15.4 6.1 6.2 10.1 9.9
Old : 8.3 9.8 14.4 15.6 6.4 5.8 10.2 9.8
Other: 22.3 18.9 36.5 27.6 21.7 18.9 35.4 27.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 4,744: 2,089 364 113 1,133 3,417 3,335 3,893: 1,409 850
Old : 4,741: 2,089 364 113 1,130 3,417 3,332 3,893: 1,409 847
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: August 27, 2019 :
: 29: -3 24 -1 -16 -48 -19 -25: 49 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 7.7 2.4 23.9 72.0 70.3 82.1: 29.7 17.9
Old : 100.0: 44.1 7.7 2.4 23.8 72.1 70.3 82.1: 29.7 17.9
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 8 9 19 13:
Old : 24: 8 4 3 7 9 18 13:
Other: 2: 0 0 0 2 0 2 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 53.3 54.7 78.4 38.0 48.6 52.8 71.7
Old : 38.1 53.4 54.8 78.4 38.0 48.7 52.8 71.7
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, September 03, 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 : 749,565: 132,898 170,507 208,089 349,826 298,695 690,813 677,291: 58,753 72,274
Old : 724,512: 133,874 172,202 195,897 337,800 288,820 667,571 656,920: 56,941 67,592
Other: 25,053: 6,836 6,117 4,379 12,026 9,874 23,241 20,371: 1,812 4,682
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,010: -769 -4,988 -3,958 3,967 9,884 -760 937: 1,770 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.7 27.8 46.7 39.8 92.2 90.4: 7.8 9.6
Old : 100.0: 18.5 23.8 27.0 46.6 39.9 92.1 90.7: 7.9 9.3
Other: 100.0: 27.3 24.4 17.5 48.0 39.4 92.8 81.3: 7.2 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 163 144 197 194 201 467 446:
Old : 563: 171 141 190 193 198 462 439:
Other: 172: 26 45 27 34 84 81 136:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 10.0 18.6 18.1 8.0 7.9 14.6 13.5
Old : 10.2 10.3 18.7 18.4 8.2 8.1 14.8 13.8
Other: 30.1 27.8 47.5 39.8 30.1 24.2 46.3 31.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 507,823: 114,474 92,807 130,591 228,098 257,919 473,163 481,318: 34,660 26,505
Old : 497,856: 115,727 93,805 125,520 223,514 252,994 464,761 472,320: 33,095 25,536
Other: 9,967: 2,335 2,590 1,483 4,584 4,925 8,402 8,998: 1,565 969
: : :
: : Changes in Commitments from: August 27, 2019 :
: 11,790: 2,101 -1,097 9,892 4 2,568 11,997 11,363: -207 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.3 25.7 44.9 50.8 93.2 94.8: 6.8 5.2
Old : 100.0: 23.2 18.8 25.2 44.9 50.8 93.4 94.9: 6.6 5.1
Other: 100.0: 23.4 26.0 14.9 46.0 49.4 84.3 90.3: 15.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 111 77 129 88 89 276 249:
Old : 333: 116 78 126 88 88 276 245:
Other: 57: 9 15 10 23 11 38 32:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 22.0 20.0 29.6 11.7 20.5 17.3 26.5
Old : 13.7 21.8 20.4 29.6 12.0 20.4 17.6 26.5
Other: 35.5 39.9 57.6 59.2 29.2 39.2 47.8 55.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,177,293: 130,562 190,049 145,635 714,693 684,431 990,890 1,020,115: 186,402 157,178
Old : 1,177,293: 130,562 190,049 145,635 714,693 684,431 990,890 1,020,115: 186,402 157,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -29,485: 2,618 10,755 -12,807 4,302 -2,266 -5,887 -4,318: -23,598 -25,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.1 12.4 60.7 58.1 84.2 86.6: 15.8 13.4
Old : 100.0: 11.1 16.1 12.4 60.7 58.1 84.2 86.6: 15.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 44 37 52 101 93 167 160:
Old : 200: 44 37 52 101 93 167 160:
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 : 20.3 25.0 28.1 34.6 14.3 20.5 20.5 27.4
Old : 20.3 25.0 28.1 34.6 14.3 20.5 20.5 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,170,459: 108,551 414,261 25,833 858,330 637,114 992,714 1,077,208: 177,745 93,252
Old : 1,170,459: 108,551 414,261 25,833 858,330 637,114 992,714 1,077,208: 177,745 93,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -54,873: 2,781 4,809 -19,696 -10,673 -14,145 -27,588 -29,032: -27,285 -25,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 35.4 2.2 73.3 54.4 84.8 92.0: 15.2 8.0
Old : 100.0: 9.3 35.4 2.2 73.3 54.4 84.8 92.0: 15.2 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 18 19 17 81 68 107 96:
Old : 128: 18 19 17 81 68 107 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 34.6 40.7 54.1 23.9 30.9 34.1 46.6
Old : 28.9 34.6 40.7 54.1 23.9 30.9 34.1 46.6
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, September 03, 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 : 469,818: 69,969 95,441 121,415 228,127 219,873 419,510 436,729: 50,308 33,089
Old : 459,004: 70,545 95,192 116,244 222,798 215,421 409,587 426,857: 49,417 32,146
Other: 10,814: 776 1,602 3,818 5,329 4,452 9,923 9,872: 891 942
: : :
: : Changes in Commitments from: August 27, 2019 :
: -4,478: -1,770 8,336 3,927 -8,233 -18,853 -6,076 -6,590: 1,598 2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 20.3 25.8 48.6 46.8 89.3 93.0: 10.7 7.0
Old : 100.0: 15.4 20.7 25.3 48.5 46.9 89.2 93.0: 10.8 7.0
Other: 100.0: 7.2 14.8 35.3 49.3 41.2 91.8 91.3: 8.2 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 76 80 99 119 87 252 220:
Old : 303: 80 79 98 119 84 252 216:
Other: 66: 8 17 14 27 15 46 39:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 17.6 16.7 25.1 8.9 15.1 13.6 20.3
Old : 10.4 17.7 16.6 25.3 9.0 15.4 13.7 20.8
Other: 42.9 41.1 62.8 59.0 29.6 24.3 40.3 34.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 9,211: 669 2,089 1,318 5,901 4,825 7,887 8,231: 1,323 980
Old : 9,211: 669 2,089 1,318 5,901 4,825 7,887 8,231: 1,323 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -792: 1 -793 -264 -520 232 -783 -826: -8 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 22.7 14.3 64.1 52.4 85.6 89.4: 14.4 10.6
Old : 100.0: 7.3 22.7 14.3 64.1 52.4 85.6 89.4: 14.4 10.6
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 : 52: 8 21 13 16 14 33 39:
Old : 52: 8 21 13 16 14 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 38.0 62.0 52.6 47.3 37.6 56.8 51.3
Old : 48.8 38.0 62.0 52.6 47.3 37.6 56.8 51.3
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, September 03, 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 : 3,548,266: 937,704 1,111,347 139,770 2,259,329 2,166,983 3,336,803 3,418,099: 211,463 130,167
Old : 3,548,266: 937,704 1,111,347 139,770 2,259,329 2,166,983 3,336,803 3,418,099: 211,463 130,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -183,853: 87,066 -9,073 -79,513 -105,968 -6,252 -98,415 -94,838: -85,438 -89,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.3 3.9 63.7 61.1 94.0 96.3: 6.0 3.7
Old : 100.0: 26.4 31.3 3.9 63.7 61.1 94.0 96.3: 6.0 3.7
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 : 353: 80 52 57 174 135 284 214:
Old : 353: 80 52 57 174 135 284 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 29.9 35.0 47.6 23.1 28.2 33.7 45.3
Old : 23.3 29.9 35.0 47.6 23.1 28.2 33.7 45.3
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, September 03, 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 : 4,386,760: 580,891 925,584 618,837 2,716,742 2,399,514 3,916,470 3,943,935: 470,290 442,825
Old : 4,386,760: 580,891 925,584 618,837 2,716,742 2,399,514 3,916,470 3,943,935: 470,290 442,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -194,617: -1,307 34,287 -52,009 -59,681 -151,118 -112,997 -168,840: -81,620 -25,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 21.1 14.1 61.9 54.7 89.3 89.9: 10.7 10.1
Old : 100.0: 13.2 21.1 14.1 61.9 54.7 89.3 89.9: 10.7 10.1
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 : 393: 79 72 93 205 190 328 311:
Old : 393: 79 72 93 205 190 328 311:
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 : 17.4 16.7 24.1 26.2 13.2 13.8 19.1 20.1
Old : 17.4 16.7 24.1 26.2 13.2 13.8 19.1 20.1
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, September 03, 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 : 831,356: 112,171 166,660 16,501 590,453 491,892 719,125 675,053: 112,231 156,303
Old : 831,356: 112,171 166,660 16,501 590,453 491,892 719,125 675,053: 112,231 156,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -51,112: -3,313 26,794 -26,721 -8,481 -29,850 -38,515 -29,777: -12,597 -21,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.0 2.0 71.0 59.2 86.5 81.2: 13.5 18.8
Old : 100.0: 13.5 20.0 2.0 71.0 59.2 86.5 81.2: 13.5 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 14 19 13 58 64 80 88:
Old : 110: 14 19 13 58 64 80 88:
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 25.1 41.2 36.6 25.5 22.5 37.6 30.0
Old : 27.6 25.1 41.2 36.6 25.5 22.5 37.6 30.0
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, September 03, 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 : 4,475,863: 736,057 835,673 290,080 3,119,562 3,023,030 4,145,700 4,148,783: 330,164 327,080
Old : 4,475,863: 736,057 835,673 290,080 3,119,562 3,023,030 4,145,700 4,148,783: 330,164 327,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -377,081: -26,293 471 -161,298 -120,751 -88,896 -308,342 -249,723: -68,740 -127,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 18.7 6.5 69.7 67.5 92.6 92.7: 7.4 7.3
Old : 100.0: 16.4 18.7 6.5 69.7 67.5 92.6 92.7: 7.4 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 : 322: 56 52 62 159 157 244 242:
Old : 322: 56 52 62 159 157 244 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 23.7 42.3 33.1 20.2 18.8 29.6 26.1
Old : 31.7 23.7 42.3 33.1 20.2 18.8 29.6 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 1,921,091: 288,543 305,213 400,686 1,193,451 1,176,427 1,882,680 1,882,326: 38,411 38,765
Old : 1,921,091: 288,543 305,213 400,686 1,193,451 1,176,427 1,882,680 1,882,326: 38,411 38,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -305,681: -74,648 -103,569 -25,823 -196,109 -161,291 -296,581 -290,683: -9,100 -14,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.9 20.9 62.1 61.2 98.0 98.0: 2.0 2.0
Old : 100.0: 15.0 15.9 20.9 62.1 61.2 98.0 98.0: 2.0 2.0
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 : 166: 44 37 51 69 71 136 138:
Old : 166: 44 37 51 69 71 136 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 21.7 42.5 35.2 15.8 14.5 23.2 24.0
Old : 25.0 21.7 42.5 35.2 15.8 14.5 23.2 24.0
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, September 03, 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 : 40,982: 21,272 2,462 405 11,653 29,023 33,330 31,890: 7,652 9,092
Old : 40,982: 21,272 2,462 405 11,653 29,023 33,330 31,890: 7,652 9,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 338: 828 -456 -76 -826 602 -73 70: 411 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 6.0 1.0 28.4 70.8 81.3 77.8: 18.7 22.2
Old : 100.0: 51.9 6.0 1.0 28.4 70.8 81.3 77.8: 18.7 22.2
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 : 85: 29 9 7 26 33 56 48:
Old : 85: 29 9 7 26 33 56 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 : 37.0 36.4 47.8 52.2 36.9 34.2 47.6 49.9
Old : 37.0 36.4 47.8 52.2 36.9 34.2 47.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 81,964: 42,543 4,924 811 23,306 58,046 66,660 63,780: 15,304 18,184
Old : 81,964: 42,543 4,924 811 23,306 58,046 66,660 63,780: 15,304 18,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 676: 1,655 -912 -151 -1,651 1,204 -147 141: 822 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 6.0 1.0 28.4 70.8 81.3 77.8: 18.7 22.2
Old : 100.0: 51.9 6.0 1.0 28.4 70.8 81.3 77.8: 18.7 22.2
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 : 85: 29 9 7 26 33 56 48:
Old : 85: 29 9 7 26 33 56 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 : 37.0 36.4 47.8 52.2 36.9 34.2 47.6 49.9
Old : 37.0 36.4 47.8 52.2 36.9 34.2 47.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 38,223: 3,106 1,404 0 33,050 35,619 36,156 37,023: 2,067 1,200
Old : 38,223: 3,106 1,404 0 33,050 35,619 36,156 37,023: 2,067 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -794: 3 -335 0 -681 -338 -678 -673: -116 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.7 0.0 86.5 93.2 94.6 96.9: 5.4 3.1
Old : 100.0: 8.1 3.7 0.0 86.5 93.2 94.6 96.9: 5.4 3.1
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 : 23: 4 2 0 11 10 15 12:
Old : 23: 4 2 0 11 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 78.1 86.8 94.1 73.7 78.1 85.4 93.4
Old : 74.5 78.1 86.8 94.1 73.7 78.1 85.4 93.4
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, September 03, 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 : 26,913: 17,981 23,412 1,903 6,817 1,582 26,701 26,897: 212 16
Old : 26,913: 17,981 23,412 1,903 6,817 1,582 26,701 26,897: 212 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 208: 181 1,844 0 0 -1,636 181 208: 27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 87.0 7.1 25.3 5.9 99.2 99.9: 0.8 0.1
Old : 100.0: 66.8 87.0 7.1 25.3 5.9 99.2 99.9: 0.8 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 : 45: 23 17 5 4 3 30 22:
Old : 45: 23 17 5 4 3 30 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 : 58.0 72.2 82.7 85.8 55.1 70.2 73.0 79.4
Old : 58.0 72.2 82.7 85.8 55.1 70.2 73.0 79.4
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, September 03, 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 : 29,066: 23,908 5,120 70 5,065 21,403 29,043 26,593: 23 2,473
Old : 29,066: 23,908 5,120 70 5,065 21,403 29,043 26,593: 23 2,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,580: 1,644 168 13 -76 1,169 1,581 1,350: -1 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 17.6 0.2 17.4 73.6 99.9 91.5: 0.1 8.5
Old : 100.0: 82.3 17.6 0.2 17.4 73.6 99.9 91.5: 0.1 8.5
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 : 31: 7 6 2 2 16 10 23:
Old : 31: 7 6 2 2 16 10 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 : 98.2 62.9 99.6 78.8 98.1 62.7 99.6 78.6
Old : 98.2 62.9 99.6 78.8 98.1 62.7 99.6 78.6
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, September 03, 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 : 7,967: 2,083 2,628 9 5,855 3,238 7,947 5,875: 20 2,092
Old : 7,967: 2,083 2,628 9 5,855 3,238 7,947 5,875: 20 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -1,085: -1,079 -417 9 0 -540 -1,070 -948: -15 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 33.0 0.1 73.5 40.6 99.7 73.7: 0.3 26.3
Old : 100.0: 26.1 33.0 0.1 73.5 40.6 99.7 73.7: 0.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 7 1 3 9 8 17:
Old : 24: 5 7 1 3 9 8 17:
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 : 85.6 55.6 99.7 68.6 85.6 55.6 99.6 68.6
Old : 85.6 55.6 99.7 68.6 85.6 55.6 99.6 68.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 52,094: 19,880 19,842 32,214 0 0 52,094 52,056: 0 38
Old : 52,094: 19,880 19,842 32,214 0 0 52,094 52,056: 0 38
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,354: 2,104 2,104 1,250 0 0 3,354 3,354: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 38.1 61.8 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 38.2 38.1 61.8 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 : 22: 6 15 5 0 0 8 19:
Old : 22: 6 15 5 0 0 8 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.9 75.1 100.0 93.6 36.7 28.1 38.2 36.4
Old : 91.9 75.1 100.0 93.6 36.7 28.1 38.2 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019