WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 465,009: 110,716 107,175 188,697 138,068 127,034 437,481 422,907: 27,527 42,102
Old : 400,316: 107,615 99,921 158,566 112,092 107,482 378,273 365,969: 22,044 34,348
Other: 64,692: 18,170 22,323 15,062 25,976 19,552 59,209 56,938: 5,483 7,755
: : :
: : Changes in Commitments from: September 3, 2019 :
: 16,288: 5,175 -3,613 12,890 -467 7,352 17,597 16,629: -1,310 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 23.0 40.6 29.7 27.3 94.1 90.9: 5.9 9.1
Old : 100.0: 26.9 25.0 39.6 28.0 26.8 94.5 91.4: 5.5 8.6
Other: 100.0: 28.1 34.5 23.3 40.2 30.2 91.5 88.0: 8.5 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 99 124 131 93 102 272 285:
Old : 347: 101 119 120 87 98 256 273:
Other: 146: 33 44 33 38 54 93 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 11.2 20.3 18.5 7.4 7.8 12.6 12.2
Old : 11.7 11.5 20.6 19.5 7.8 8.2 13.5 13.2
Other: 28.4 25.6 48.3 37.6 24.6 19.0 39.2 29.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 16,229: 6,590 1,997 704 8,238 13,188 15,532 15,889: 697 340
Old : 16,229: 6,590 1,997 704 8,238 13,188 15,532 15,889: 697 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,186: 534 22 -126 -3,478 -2,572 -3,070 -2,676: -116 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 12.3 4.3 50.8 81.3 95.7 97.9: 4.3 2.1
Old : 100.0: 40.6 12.3 4.3 50.8 81.3 95.7 97.9: 4.3 2.1
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 : 26: 4 5 2 9 14 14 20:
Old : 26: 4 5 2 9 14 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 54.2 81.8 77.7 49.7 46.3 62.4 59.6
Old : 64.3 54.2 81.8 77.7 49.7 46.3 62.4 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 318,580: 73,846 97,735 96,132 118,553 106,187 288,531 300,054: 30,048 18,525
Old : 289,386: 74,807 98,769 82,944 105,262 91,687 263,013 273,400: 26,372 15,985
Other: 29,194: 9,403 9,330 2,824 13,291 14,500 25,518 26,654: 3,676 2,540
: : :
: : Changes in Commitments from: September 3, 2019 :
: 8,800: 3,956 -2,000 10,160 -7,238 693 6,878 8,853: 1,921 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 30.7 30.2 37.2 33.3 90.6 94.2: 9.4 5.8
Old : 100.0: 25.9 34.1 28.7 36.4 31.7 90.9 94.5: 9.1 5.5
Other: 100.0: 32.2 32.0 9.7 45.5 49.7 87.4 91.3: 12.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 92 64 76 108 87 235 197:
Old : 283: 89 64 69 106 83 227 188:
Other: 120: 26 23 18 36 46 75 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 15.1 18.7 24.4 7.8 13.2 13.4 20.5
Old : 12.6 14.1 20.2 24.1 8.6 12.0 14.7 20.0
Other: 23.5 54.8 37.4 73.0 23.5 53.0 37.2 67.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 2,075,792: 297,705 369,665 567,697 878,241 918,279 1,743,642 1,855,641: 332,150 220,151
Old : 1,938,239: 277,977 380,513 525,627 815,885 849,761 1,619,489 1,755,902: 318,750 182,337
Other: 137,553: 49,829 19,253 11,968 62,355 68,518 124,153 99,740: 13,400 37,814
: : :
: : Changes in Commitments from: September 3, 2019 :
: 86,050: 1,699 38,819 54,426 27,268 -4,008 83,394 89,237: 2,656 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.8 27.3 42.3 44.2 84.0 89.4: 16.0 10.6
Old : 100.0: 14.3 19.6 27.1 42.1 43.8 83.6 90.6: 16.4 9.4
Other: 100.0: 36.2 14.0 8.7 45.3 49.8 90.3 72.5: 9.7 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 940: 223 171 243 457 405 808 702:
Old : 939: 226 173 227 451 396 795 684:
Other: 418: 62 54 36 106 252 189 322:
:----------------------------------------------------------------------------------------------------
: 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 10.2 13.2 15.9 5.1 6.6 8.9 10.3
Old : 7.8 10.4 13.6 16.2 5.2 6.2 8.9 10.2
Other: 20.2 17.8 33.7 26.5 19.7 17.6 33.1 26.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 4,952: 2,075 375 124 1,141 3,626 3,341 4,126: 1,612 826
Old : 4,949: 2,075 375 124 1,138 3,626 3,338 4,126: 1,612 823
Other: 3: 0 0 0 3 0 3 0: 0 3
: : :
: : Changes in Commitments from: September 3, 2019 :
: 208: -14 11 12 8 209 6 232: 203 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.6 2.5 23.0 73.2 67.5 83.3: 32.5 16.7
Old : 100.0: 41.9 7.6 2.5 23.0 73.3 67.4 83.4: 32.6 16.6
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: 11 1 3 8 9 19 13:
Old : 24: 11 1 3 8 9 19 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 : 37.3 54.3 52.5 79.4 36.0 48.6 49.5 71.8
Old : 37.4 54.3 52.5 79.5 36.0 48.7 49.6 71.8
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 10, 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 : 781,241: 122,121 181,101 224,087 371,955 304,076 718,163 709,263: 63,078 71,977
Old : 754,219: 122,835 182,970 210,716 359,614 293,294 693,165 686,980: 61,054 67,239
Other: 27,022: 7,270 6,114 5,387 12,341 10,782 24,998 22,284: 2,024 4,739
: : :
: : Changes in Commitments from: September 3, 2019 :
: 31,675: -10,777 10,594 15,997 22,129 5,381 27,350 31,973: 4,325 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.2 28.7 47.6 38.9 91.9 90.8: 8.1 9.2
Old : 100.0: 16.3 24.3 27.9 47.7 38.9 91.9 91.1: 8.1 8.9
Other: 100.0: 26.9 22.6 19.9 45.7 39.9 92.5 82.5: 7.5 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 163 142 196 197 199 469 444:
Old : 562: 167 141 193 196 196 465 439:
Other: 173: 30 41 26 36 83 84 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 9.9 19.1 17.8 8.1 7.6 15.0 12.9
Old : 10.9 10.0 19.2 18.1 8.3 7.7 15.3 13.2
Other: 29.0 28.6 45.7 40.2 29.0 22.8 44.1 29.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 526,548: 115,036 102,391 144,936 228,323 251,672 488,295 498,998: 38,253 27,550
Old : 516,305: 116,019 103,148 139,868 223,727 246,670 479,614 489,685: 36,691 26,620
Other: 10,243: 2,468 2,694 1,617 4,596 5,002 8,681 9,313: 1,562 930
: : :
: : Changes in Commitments from: September 3, 2019 :
: 18,725: 563 9,584 14,344 225 -6,248 15,132 17,681: 3,593 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 19.4 27.5 43.4 47.8 92.7 94.8: 7.3 5.2
Old : 100.0: 22.5 20.0 27.1 43.3 47.8 92.9 94.8: 7.1 5.2
Other: 100.0: 24.1 26.3 15.8 44.9 48.8 84.8 90.9: 15.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 113 74 131 90 86 274 251:
Old : 334: 115 76 128 90 85 274 247:
Other: 55: 9 12 10 24 11 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 20.3 19.6 28.6 11.4 19.2 17.0 25.5
Old : 13.0 20.2 19.8 28.5 11.7 19.1 17.2 25.6
Other: 35.9 39.3 57.8 60.0 29.7 38.7 48.0 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 1,244,642: 129,263 178,670 171,634 753,673 740,687 1,054,570 1,090,991: 190,072 153,651
Old : 1,244,642: 129,263 178,670 171,634 753,673 740,687 1,054,570 1,090,991: 190,072 153,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 67,350: -1,299 -11,379 26,000 38,980 56,256 63,680 70,876: 3,670 -3,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.4 13.8 60.6 59.5 84.7 87.7: 15.3 12.3
Old : 100.0: 10.4 14.4 13.8 60.6 59.5 84.7 87.7: 15.3 12.3
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 : 205: 48 36 54 99 98 169 166:
Old : 205: 48 36 54 99 98 169 166:
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 : 20.1 23.3 28.3 32.9 15.4 19.8 21.4 25.7
Old : 20.1 23.3 28.3 32.9 15.4 19.8 21.4 25.7
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 10, 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 : 1,174,608: 114,428 415,887 17,436 859,649 651,198 991,514 1,084,521: 183,094 90,087
Old : 1,174,608: 114,428 415,887 17,436 859,649 651,198 991,514 1,084,521: 183,094 90,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,149: 5,877 1,626 -8,397 1,319 14,084 -1,200 7,314: 5,349 -3,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 35.4 1.5 73.2 55.4 84.4 92.3: 15.6 7.7
Old : 100.0: 9.7 35.4 1.5 73.2 55.4 84.4 92.3: 15.6 7.7
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 : 129: 21 16 14 80 68 105 94:
Old : 129: 21 16 14 80 68 105 94:
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 : 28.3 34.9 40.1 54.5 23.4 31.9 33.7 47.8
Old : 28.3 34.9 40.1 54.5 23.4 31.9 33.7 47.8
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 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 476,748: 70,794 98,121 124,449 229,596 221,979 424,840 444,549: 51,909 32,200
Old : 465,798: 71,405 98,042 119,179 224,275 217,458 414,860 434,679: 50,938 31,119
Other: 10,950: 824 1,514 3,835 5,321 4,521 9,979 9,870: 971 1,080
: : :
: : Changes in Commitments from: September 3, 2019 :
: 6,930: 826 2,681 3,033 1,470 2,105 5,329 7,819: 1,601 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.6 26.1 48.2 46.6 89.1 93.2: 10.9 6.8
Old : 100.0: 15.3 21.0 25.6 48.1 46.7 89.1 93.3: 10.9 6.7
Other: 100.0: 7.5 13.8 35.0 48.6 41.3 91.1 90.1: 8.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 81 77 103 123 89 262 221:
Old : 304: 84 77 100 123 86 260 217:
Other: 70: 11 17 15 28 16 51 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 : 9.8 17.6 15.8 25.9 8.7 14.9 13.2 20.2
Old : 9.8 17.8 15.7 26.1 8.7 15.3 13.3 20.8
Other: 38.1 40.4 60.2 59.6 30.6 25.3 40.7 35.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 9,189: 657 1,597 1,412 5,591 5,370 7,660 8,379: 1,529 810
Old : 9,189: 657 1,597 1,412 5,591 5,370 7,660 8,379: 1,529 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -22: -12 -491 95 -310 545 -227 148: 205 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.4 15.4 60.8 58.4 83.4 91.2: 16.6 8.8
Old : 100.0: 7.1 17.4 15.4 60.8 58.4 83.4 91.2: 16.6 8.8
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 : 50: 9 16 15 15 16 33 39:
Old : 50: 9 16 15 15 16 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 : 46.0 40.2 59.1 54.5 44.4 39.6 54.1 50.8
Old : 46.0 40.2 59.1 54.5 44.4 39.6 54.1 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 3,552,843: 984,382 1,127,578 136,341 2,189,186 2,167,030 3,309,909 3,430,948: 242,934 121,895
Old : 3,552,843: 984,382 1,127,578 136,341 2,189,186 2,167,030 3,309,909 3,430,948: 242,934 121,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,577: 46,678 16,231 -3,429 -70,143 47 -26,894 12,849: 31,471 -8,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 31.7 3.8 61.6 61.0 93.2 96.6: 6.8 3.4
Old : 100.0: 27.7 31.7 3.8 61.6 61.0 93.2 96.6: 6.8 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 : 356: 80 50 52 173 138 279 214:
Old : 356: 80 50 52 173 138 279 214:
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 : 23.4 29.5 36.1 47.1 23.1 28.1 34.9 45.2
Old : 23.4 29.5 36.1 47.1 23.1 28.1 34.9 45.2
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 10, 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 : 4,437,760: 585,076 895,390 630,782 2,743,507 2,485,104 3,959,365 4,011,276: 478,395 426,484
Old : 4,437,760: 585,076 895,390 630,782 2,743,507 2,485,104 3,959,365 4,011,276: 478,395 426,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 50,999: 4,185 -30,194 11,944 26,766 85,590 42,895 67,341: 8,104 -16,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 20.2 14.2 61.8 56.0 89.2 90.4: 10.8 9.6
Old : 100.0: 13.2 20.2 14.2 61.8 56.0 89.2 90.4: 10.8 9.6
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 : 401: 72 85 96 208 192 334 319:
Old : 401: 72 85 96 208 192 334 319:
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 : 18.1 16.1 25.3 25.9 12.5 12.3 18.0 18.9
Old : 18.1 16.1 25.3 25.9 12.5 12.3 18.0 18.9
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 10, 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 : 819,095: 134,389 157,818 12,555 553,263 489,611 700,207 659,984: 118,888 159,111
Old : 819,095: 134,389 157,818 12,555 553,263 489,611 700,207 659,984: 118,888 159,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -12,261: 22,218 -8,842 -3,946 -37,190 -2,281 -18,918 -15,069: 6,657 2,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 19.3 1.5 67.5 59.8 85.5 80.6: 14.5 19.4
Old : 100.0: 16.4 19.3 1.5 67.5 59.8 85.5 80.6: 14.5 19.4
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 : 108: 17 16 12 56 62 79 84:
Old : 108: 17 16 12 56 62 79 84:
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 : 26.9 25.9 40.3 38.8 24.4 24.3 35.5 32.4
Old : 26.9 25.9 40.3 38.8 24.4 24.3 35.5 32.4
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 10, 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 : 4,615,208: 726,306 820,258 322,890 3,257,988 3,144,947 4,307,184 4,288,094: 308,024 327,114
Old : 4,615,208: 726,306 820,258 322,890 3,257,988 3,144,947 4,307,184 4,288,094: 308,024 327,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 139,345: -9,751 -15,416 32,809 138,426 121,917 161,484 139,311: -22,140 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.8 7.0 70.6 68.1 93.3 92.9: 6.7 7.1
Old : 100.0: 15.7 17.8 7.0 70.6 68.1 93.3 92.9: 6.7 7.1
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 : 321: 55 56 63 157 158 244 245:
Old : 321: 55 56 63 157 158 244 245:
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 : 31.3 23.6 42.0 32.9 20.3 18.8 30.7 26.4
Old : 31.3 23.6 42.0 32.9 20.3 18.8 30.7 26.4
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 10, 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 : 2,016,859: 389,826 273,954 413,194 1,177,454 1,287,818 1,980,474 1,974,966: 36,385 41,893
Old : 2,016,859: 389,826 273,954 413,194 1,177,454 1,287,818 1,980,474 1,974,966: 36,385 41,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 95,768: 101,283 -31,259 12,508 -15,997 111,391 97,794 92,640: -2,026 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 13.6 20.5 58.4 63.9 98.2 97.9: 1.8 2.1
Old : 100.0: 19.3 13.6 20.5 58.4 63.9 98.2 97.9: 1.8 2.1
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 : 172: 50 36 49 70 71 144 134:
Old : 172: 50 36 49 70 71 144 134:
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 : 23.0 23.5 42.4 37.7 17.7 16.3 25.7 23.7
Old : 23.0 23.5 42.4 37.7 17.7 16.3 25.7 23.7
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, September 10, 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 : 44,951: 23,861 3,905 485 12,866 31,591 37,212 35,982: 7,739 8,970
Old : 44,951: 23,861 3,905 485 12,866 31,591 37,212 35,982: 7,739 8,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 3,969: 2,590 1,443 80 1,213 2,569 3,882 4,091: 87 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 8.7 1.1 28.6 70.3 82.8 80.0: 17.2 20.0
Old : 100.0: 53.1 8.7 1.1 28.6 70.3 82.8 80.0: 17.2 20.0
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 : 94: 30 14 5 29 35 60 53:
Old : 94: 30 14 5 29 35 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 33.1 47.4 50.5 35.7 30.8 47.1 48.0
Old : 35.8 33.1 47.4 50.5 35.7 30.8 47.1 48.0
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 10, 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 : 89,902: 47,722 7,810 970 25,732 63,183 74,424 71,963: 15,478 17,939
Old : 89,902: 47,722 7,810 970 25,732 63,183 74,424 71,963: 15,478 17,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 7,938: 5,179 2,887 159 2,426 5,137 7,764 8,183: 174 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 8.7 1.1 28.6 70.3 82.8 80.0: 17.2 20.0
Old : 100.0: 53.1 8.7 1.1 28.6 70.3 82.8 80.0: 17.2 20.0
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 : 94: 30 14 5 29 35 60 53:
Old : 94: 30 14 5 29 35 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 33.1 47.4 50.5 35.7 30.8 47.1 48.0
Old : 35.8 33.1 47.4 50.5 35.7 30.8 47.1 48.0
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 10, 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 : 38,710: 2,839 1,404 0 33,993 36,144 36,832 37,548: 1,878 1,162
Old : 38,710: 2,839 1,404 0 33,993 36,144 36,832 37,548: 1,878 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 487: -267 0 0 943 525 676 525: -189 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.6 0.0 87.8 93.4 95.1 97.0: 4.9 3.0
Old : 100.0: 7.3 3.6 0.0 87.8 93.4 95.1 97.0: 4.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 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 : 75.4 78.7 87.0 94.4 74.6 78.7 85.6 93.7
Old : 75.4 78.7 87.0 94.4 74.6 78.7 85.6 93.7
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 10, 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 : 23,116: 14,316 18,807 2,225 6,388 2,048 22,929 23,080: 187 36
Old : 23,116: 14,316 18,807 2,225 6,388 2,048 22,929 23,080: 187 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: -3,797: -3,665 -4,605 322 -429 466 -3,772 -3,817: -25 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 81.4 9.6 27.6 8.9 99.2 99.8: 0.8 0.2
Old : 100.0: 61.9 81.4 9.6 27.6 8.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 20 4 4 2 26 22:
Old : 42: 18 20 4 4 2 26 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 : 61.4 58.6 88.0 75.8 60.9 53.0 73.2 65.1
Old : 61.4 58.6 88.0 75.8 60.9 53.0 73.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 50,275: 24,658 5,060 10,273 15,325 32,866 50,256 48,199: 19 2,076
Old : 50,275: 24,658 5,060 10,273 15,325 32,866 50,256 48,199: 19 2,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 21,209: 750 -60 10,203 10,260 11,463 21,213 21,606: -4 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 10.1 20.4 30.5 65.4 100.0 95.9: 0.0 4.1
Old : 100.0: 49.0 10.1 20.4 30.5 65.4 100.0 95.9: 0.0 4.1
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 : 30: 7 6 3 3 15 11 23:
Old : 30: 7 6 3 3 15 11 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 : 92.9 72.2 99.7 83.6 56.1 37.3 59.0 46.9
Old : 92.9 72.2 99.7 83.6 56.1 37.3 59.0 46.9
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 10, 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 : 12,810: 3,586 3,337 2,282 6,928 5,084 12,796 10,703: 14 2,107
Old : 12,810: 3,586 3,337 2,282 6,928 5,084 12,796 10,703: 14 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 4,843: 1,503 709 2,273 1,073 1,846 4,849 4,828: -6 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.0 17.8 54.1 39.7 99.9 83.6: 0.1 16.4
Old : 100.0: 28.0 26.0 17.8 54.1 39.7 99.9 83.6: 0.1 16.4
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 : 23: 4 8 2 3 9 8 18:
Old : 23: 4 8 2 3 9 8 18:
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 : 84.6 57.1 99.9 76.8 59.8 35.0 67.1 46.3
Old : 84.6 57.1 99.9 76.8 59.8 35.0 67.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 52,608: 19,395 19,387 33,213 0 0 52,608 52,600: 0 8
Old : 52,608: 19,395 19,387 33,213 0 0 52,608 52,600: 0 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2019 :
: 514: -485 -455 999 0 0 514 544: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 36.9 63.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 36.9 36.9 63.1 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 16 7 0 0 10 20:
Old : 23: 6 16 7 0 0 10 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 79.4 99.6 94.6 35.4 30.1 36.9 35.7
Old : 88.5 79.4 99.6 94.6 35.4 30.1 36.9 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019