WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 446,663: 103,512 100,700 178,843 136,280 125,741 418,634 405,284: 28,029 41,380
Old : 377,763: 103,098 95,681 144,625 107,470 104,057 355,193 344,363: 22,571 33,400
Other: 68,900: 18,929 23,534 15,703 28,810 21,684 63,442 60,920: 5,458 7,980
: : :
: : Changes in Commitments from: September 17, 2019 :
: -11,429: -4,958 -2,316 -5,030 -2,478 -4,022 -12,466 -11,367: 1,037 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 22.5 40.0 30.5 28.2 93.7 90.7: 6.3 9.3
Old : 100.0: 27.3 25.3 38.3 28.4 27.5 94.0 91.2: 6.0 8.8
Other: 100.0: 27.5 34.2 22.8 41.8 31.5 92.1 88.4: 7.9 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 101 114 127 88 101 261 280:
Old : 331: 104 107 116 83 97 244 266:
Other: 151: 35 43 35 41 58 100 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.0 20.4 18.8 7.6 8.2 12.1 13.3
Old : 11.9 11.5 19.8 20.4 7.9 9.2 13.4 14.7
Other: 28.0 26.4 47.4 38.9 25.2 20.6 39.8 29.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 15,828: 7,821 2,100 677 6,617 12,756 15,115 15,532: 714 296
Old : 15,828: 7,821 2,100 677 6,617 12,756 15,115 15,532: 714 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 206: 476 -6 -73 -200 284 203 205: 4 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 13.3 4.3 41.8 80.6 95.5 98.1: 4.5 1.9
Old : 100.0: 49.4 13.3 4.3 41.8 80.6 95.5 98.1: 4.5 1.9
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 : 25: 5 4 3 11 13 16 20:
Old : 25: 5 4 3 11 13 16 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 : 61.8 60.0 79.4 79.5 56.3 48.4 69.2 64.7
Old : 61.8 60.0 79.4 79.5 56.3 48.4 69.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 320,059: 74,996 92,698 99,283 116,065 109,158 290,344 301,139: 29,715 18,920
Old : 287,475: 76,843 93,123 84,954 99,847 92,959 261,643 271,035: 25,832 16,440
Other: 32,583: 9,126 10,548 3,356 16,218 16,199 28,701 30,104: 3,883 2,480
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,182: 908 -1,036 1,338 1,980 3,827 4,227 4,129: -44 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 29.0 31.0 36.3 34.1 90.7 94.1: 9.3 5.9
Old : 100.0: 26.7 32.4 29.6 34.7 32.3 91.0 94.3: 9.0 5.7
Other: 100.0: 28.0 32.4 10.3 49.8 49.7 88.1 92.4: 11.9 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 101 58 71 106 89 238 191:
Old : 283: 96 57 67 103 84 227 185:
Other: 123: 28 21 18 38 46 79 75:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 16.2 18.5 26.1 8.0 13.2 13.7 20.5
Old : 12.1 15.3 20.2 26.0 8.9 12.2 15.1 20.1
Other: 24.1 53.5 37.6 69.6 24.1 52.2 36.6 65.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 2,012,801: 276,396 386,798 558,089 835,707 853,941 1,670,191 1,798,828: 342,610 213,974
Old : 1,866,434: 262,986 397,735 509,097 765,557 786,641 1,537,640 1,693,473: 328,794 172,961
Other: 146,367: 48,051 23,704 14,350 70,150 67,300 132,551 105,355: 13,816 41,012
: : :
: : Changes in Commitments from: September 17, 2019 :
: -57,837: -3,236 -9,551 -29,125 -24,491 -19,778 -56,852 -58,454: -984 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 19.2 27.7 41.5 42.4 83.0 89.4: 17.0 10.6
Old : 100.0: 14.1 21.3 27.3 41.0 42.1 82.4 90.7: 17.6 9.3
Other: 100.0: 32.8 16.2 9.8 47.9 46.0 90.6 72.0: 9.4 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 911: 207 170 233 446 398 781 685:
Old : 909: 206 176 219 440 390 770 667:
Other: 416: 64 56 36 99 247 183 322:
:----------------------------------------------------------------------------------------------------
: 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 8.8 13.4 15.0 5.3 5.2 9.1 9.5
Old : 7.7 9.0 13.5 15.6 5.3 5.1 9.0 9.5
Other: 19.6 16.4 32.1 25.2 18.5 16.2 30.5 24.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 5,713: 2,269 287 114 1,585 4,526 3,968 4,928: 1,744 785
Old : 5,706: 2,269 287 114 1,582 4,526 3,965 4,928: 1,740 778
Other: 7: 0 0 0 3 0 3 0: 4 7
: : :
: : Changes in Commitments from: September 17, 2019 :
: 43: -15 88 -15 150 22 120 95: -77 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 5.0 2.0 27.7 79.2 69.5 86.3: 30.5 13.7
Old : 100.0: 39.8 5.0 2.0 27.7 79.3 69.5 86.4: 30.5 13.6
Other: 100.0: 0.0 0.0 0.0 42.9 0.0 42.9 0.0: 57.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 4 3 8 9 20 14:
Old : 26: 10 4 3 8 9 20 14:
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 : 37.2 57.3 51.4 79.8 33.7 48.6 47.0 67.0
Old : 37.2 57.3 51.5 79.9 33.7 48.6 47.1 67.1
Other: 42.9 0.0 42.9 0.0 42.9 0.0 42.9 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 805,480: 133,784 142,117 236,028 370,971 357,864 740,783 736,009: 64,697 69,471
Old : 766,504: 133,888 145,986 216,251 354,386 340,408 704,526 702,645: 61,977 63,859
Other: 38,976: 10,472 6,708 9,200 16,584 17,456 36,256 33,364: 2,719 5,612
: : :
: : Changes in Commitments from: September 17, 2019 :
: 11,970: 338 -7,240 4,046 5,815 14,909 10,199 11,715: 1,772 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.6 29.3 46.1 44.4 92.0 91.4: 8.0 8.6
Old : 100.0: 17.5 19.0 28.2 46.2 44.4 91.9 91.7: 8.1 8.3
Other: 100.0: 26.9 17.2 23.6 42.6 44.8 93.0 85.6: 7.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 168 134 201 208 206 479 451:
Old : 570: 164 141 195 207 205 475 445:
Other: 194: 42 34 28 38 100 93 150:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 10.7 19.4 19.1 8.4 8.0 14.2 13.4
Old : 11.3 10.9 19.6 19.3 8.6 8.0 14.8 13.7
Other: 26.6 26.9 44.1 38.6 26.6 20.4 39.9 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 526,593: 117,106 67,751 154,358 217,943 276,106 489,407 498,214: 37,185 28,378
Old : 514,143: 118,282 70,046 147,162 213,187 269,682 478,631 486,890: 35,512 27,253
Other: 12,449: 3,777 2,658 2,243 4,756 6,424 10,776 11,324: 1,673 1,125
: : :
: : Changes in Commitments from: September 17, 2019 :
: -819: -1,673 -995 4,769 -2,881 -6,453 215 -2,678: -1,033 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.9 29.3 41.4 52.4 92.9 94.6: 7.1 5.4
Old : 100.0: 23.0 13.6 28.6 41.5 52.5 93.1 94.7: 6.9 5.3
Other: 100.0: 30.3 21.3 18.0 38.2 51.6 86.6 91.0: 13.4 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 118 71 142 90 83 288 254:
Old : 339: 117 76 139 90 83 288 251:
Other: 60: 11 12 13 23 13 41 35:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 22.7 19.0 29.7 11.6 21.8 16.9 27.7
Old : 13.0 22.6 19.4 29.7 11.9 21.7 17.1 27.8
Other: 35.0 38.9 53.1 57.7 29.3 38.4 44.5 53.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 1,187,163: 116,975 179,758 139,557 747,678 710,389 1,004,210 1,029,704: 182,952 157,458
Old : 1,187,163: 116,975 179,758 139,557 747,678 710,389 1,004,210 1,029,704: 182,952 157,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -123,551: 6,950 11,341 -73,933 -57,504 -68,099 -124,487 -130,691: 935 7,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 15.1 11.8 63.0 59.8 84.6 86.7: 15.4 13.3
Old : 100.0: 9.9 15.1 11.8 63.0 59.8 84.6 86.7: 15.4 13.3
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 : 188: 42 31 49 92 91 153 152:
Old : 188: 42 31 49 92 91 153 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 24.0 30.0 33.6 16.6 20.9 23.2 27.7
Old : 21.7 24.0 30.0 33.6 16.6 20.9 23.2 27.7
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 24, 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 : 1,138,620: 126,336 398,941 13,365 824,295 650,217 963,996 1,062,523: 174,624 76,097
Old : 1,138,620: 126,336 398,941 13,365 824,295 650,217 963,996 1,062,523: 174,624 76,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -28,872: 8,234 -13,143 -4,133 -23,845 -1,974 -19,744 -19,250: -9,127 -9,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 35.0 1.2 72.4 57.1 84.7 93.3: 15.3 6.7
Old : 100.0: 11.1 35.0 1.2 72.4 57.1 84.7 93.3: 15.3 6.7
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 : 136: 23 17 17 78 71 106 100:
Old : 136: 23 17 17 78 71 106 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 35.4 40.1 54.1 23.9 33.0 34.3 49.2
Old : 28.1 35.4 40.1 54.1 23.9 33.0 34.3 49.2
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 24, 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 : 465,286: 72,707 100,927 119,431 220,396 215,953 412,534 436,310: 52,752 28,976
Old : 453,412: 73,320 100,842 113,383 215,159 211,437 401,861 425,662: 51,551 27,751
Other: 11,874: 1,525 2,223 3,910 5,237 4,516 10,673 10,649: 1,201 1,225
: : :
: : Changes in Commitments from: September 17, 2019 :
: -9,641: 5,905 536 -5,605 -11,438 -2,594 -11,138 -7,663: 1,497 -1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 21.7 25.7 47.4 46.4 88.7 93.8: 11.3 6.2
Old : 100.0: 16.2 22.2 25.0 47.5 46.6 88.6 93.9: 11.4 6.1
Other: 100.0: 12.8 18.7 32.9 44.1 38.0 89.9 89.7: 10.1 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 77 72 97 123 93 259 220:
Old : 302: 83 70 96 123 92 259 217:
Other: 68: 11 16 16 31 15 53 38:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 17.2 15.3 25.5 8.6 15.0 13.3 20.7
Old : 9.2 17.7 14.9 25.8 8.6 15.6 13.5 21.5
Other: 36.0 34.2 58.1 51.5 29.3 21.2 39.5 32.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 11,688: 2,817 1,788 1,449 5,566 7,283 9,832 10,520: 1,856 1,168
Old : 11,688: 2,817 1,788 1,449 5,566 7,283 9,832 10,520: 1,856 1,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 896: 1,037 275 -95 -64 417 879 597: 17 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.3 12.4 47.6 62.3 84.1 90.0: 15.9 10.0
Old : 100.0: 24.1 15.3 12.4 47.6 62.3 84.1 90.0: 15.9 10.0
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 : 56: 16 16 13 13 18 39 38:
Old : 56: 16 16 13 13 18 39 38:
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 : 38.9 40.5 52.1 57.2 37.4 39.2 50.2 53.8
Old : 38.9 40.5 52.1 57.2 37.4 39.2 50.2 53.8
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 24, 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 : 3,705,484: 1,076,507 1,208,154 83,914 2,348,848 2,309,598 3,509,269 3,601,666: 196,214 103,818
Old : 3,705,484: 1,076,507 1,208,154 83,914 2,348,848 2,309,598 3,509,269 3,601,666: 196,214 103,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 67,271: 46,062 4,864 -59,079 77,050 114,460 64,033 60,244: 3,238 7,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 32.6 2.3 63.4 62.3 94.7 97.2: 5.3 2.8
Old : 100.0: 29.1 32.6 2.3 63.4 62.3 94.7 97.2: 5.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 84 52 58 176 138 287 221:
Old : 363: 84 52 58 176 138 287 221:
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 : 23.8 31.2 37.3 46.4 23.5 30.3 37.0 45.4
Old : 23.8 31.2 37.3 46.4 23.5 30.3 37.0 45.4
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 24, 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 : 4,323,837: 567,163 818,943 576,689 2,713,313 2,529,938 3,857,165 3,925,570: 466,672 398,267
Old : 4,323,837: 567,163 818,943 576,689 2,713,313 2,529,938 3,857,165 3,925,570: 466,672 398,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -271,611: 40,391 -41,382 -178,351 -151,606 -30,543 -289,566 -250,277: 17,955 -21,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.9 13.3 62.8 58.5 89.2 90.8: 10.8 9.2
Old : 100.0: 13.1 18.9 13.3 62.8 58.5 89.2 90.8: 10.8 9.2
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 : 389: 79 68 82 202 187 322 296:
Old : 389: 79 68 82 202 187 322 296:
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 : 18.2 16.0 25.6 27.0 11.8 12.6 17.1 19.1
Old : 18.2 16.0 25.6 27.0 11.8 12.6 17.1 19.1
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 24, 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 : 823,317: 143,247 159,963 12,219 547,550 488,800 703,016 660,982: 120,301 162,335
Old : 823,317: 143,247 159,963 12,219 547,550 488,800 703,016 660,982: 120,301 162,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,990: -3,652 -806 -1,191 11,179 10,809 6,336 8,812: -1,346 -3,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.4 1.5 66.5 59.4 85.4 80.3: 14.6 19.7
Old : 100.0: 17.4 19.4 1.5 66.5 59.4 85.4 80.3: 14.6 19.7
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 : 109: 15 16 11 53 65 75 85:
Old : 109: 15 16 11 53 65 75 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 22.8 44.4 36.5 27.9 20.6 40.6 30.4
Old : 29.1 22.8 44.4 36.5 27.9 20.6 40.6 30.4
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 24, 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 : 4,439,808: 712,157 775,945 269,075 3,138,214 3,068,005 4,119,447 4,113,025: 320,361 326,783
Old : 4,439,808: 712,157 775,945 269,075 3,138,214 3,068,005 4,119,447 4,113,025: 320,361 326,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -195,233: 22,277 -49,700 -82,184 -158,760 -68,549 -218,667 -200,433: 23,434 5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.5 6.1 70.7 69.1 92.8 92.6: 7.2 7.4
Old : 100.0: 16.0 17.5 6.1 70.7 69.1 92.8 92.6: 7.2 7.4
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 : 323: 61 49 59 157 157 243 240:
Old : 323: 61 49 59 157 157 243 240:
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 : 30.9 23.9 42.8 35.2 19.6 19.6 31.5 27.9
Old : 30.9 23.9 42.8 35.2 19.6 19.6 31.5 27.9
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 24, 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 : 2,093,570: 464,254 264,636 400,006 1,187,143 1,363,330 2,051,403 2,027,972: 42,167 65,598
Old : 2,093,570: 464,254 264,636 400,006 1,187,143 1,363,330 2,051,403 2,027,972: 42,167 65,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -59,871: -47,566 -54,188 15,797 -29,295 -44,116 -61,063 -82,506: 1,192 22,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.6 19.1 56.7 65.1 98.0 96.9: 2.0 3.1
Old : 100.0: 22.2 12.6 19.1 56.7 65.1 98.0 96.9: 2.0 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 : 164: 42 39 54 65 75 134 143:
Old : 164: 42 39 54 65 75 134 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 24.9 49.2 40.3 24.2 13.5 31.8 22.7
Old : 29.6 24.9 49.2 40.3 24.2 13.5 31.8 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, September 24, 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 : 50,446: 26,949 3,816 854 15,553 37,560 43,356 42,229: 7,090 8,217
Old : 50,446: 26,949 3,816 854 15,553 37,560 43,356 42,229: 7,090 8,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -9,876: 1,680 464 -109 -10,080 -9,419 -8,509 -9,064: -1,367 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 7.6 1.7 30.8 74.5 85.9 83.7: 14.1 16.3
Old : 100.0: 53.4 7.6 1.7 30.8 74.5 85.9 83.7: 14.1 16.3
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 : 92: 30 16 5 24 33 55 53:
Old : 92: 30 16 5 24 33 55 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 : 39.0 42.3 52.7 57.5 38.0 41.4 51.7 56.7
Old : 39.0 42.3 52.7 57.5 38.0 41.4 51.7 56.7
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 24, 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 : 100,892: 53,898 7,631 1,708 31,106 75,119 86,712 84,458: 14,180 16,434
Old : 100,892: 53,898 7,631 1,708 31,106 75,119 86,712 84,458: 14,180 16,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -19,752: 3,361 928 -218 -20,161 -18,839 -17,018 -18,129: -2,734 -1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 7.6 1.7 30.8 74.5 85.9 83.7: 14.1 16.3
Old : 100.0: 53.4 7.6 1.7 30.8 74.5 85.9 83.7: 14.1 16.3
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 : 92: 30 16 5 24 33 55 53:
Old : 92: 30 16 5 24 33 55 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 : 39.0 42.3 52.7 57.5 38.0 41.4 51.7 56.7
Old : 39.0 42.3 52.7 57.5 38.0 41.4 51.7 56.7
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 24, 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 : 41,173: 4,529 788 0 35,084 39,552 39,613 40,340: 1,560 833
Old : 41,173: 4,529 788 0 35,084 39,552 39,613 40,340: 1,560 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -22,193: 1,422 -685 0 -23,224 -20,855 -21,802 -21,540: -391 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 1.9 0.0 85.2 96.1 96.2 98.0: 3.8 2.0
Old : 100.0: 11.0 1.9 0.0 85.2 96.1 96.2 98.0: 3.8 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 : 27: 4 2 0 12 11 16 13:
Old : 27: 4 2 0 12 11 16 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 : 70.3 80.4 87.5 95.0 70.3 80.4 87.2 95.0
Old : 70.3 80.4 87.5 95.0 70.3 80.4 87.2 95.0
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 24, 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 : 12,037: 6,244 9,259 688 4,924 2,048 11,856 11,995: 181 42
Old : 12,037: 6,244 9,259 688 4,924 2,048 11,856 11,995: 181 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -8,666: -6,622 -7,925 -493 -1,494 0 -8,609 -8,418: -57 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 76.9 5.7 40.9 17.0 98.5 99.7: 1.5 0.3
Old : 100.0: 51.9 76.9 5.7 40.9 17.0 98.5 99.7: 1.5 0.3
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 : 35: 17 13 4 5 2 25 16:
Old : 35: 17 13 4 5 2 25 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 : 59.4 52.9 81.8 75.6 51.7 47.1 63.8 65.7
Old : 59.4 52.9 81.8 75.6 51.7 47.1 63.8 65.7
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, September 24, 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 : 58,954: 37,934 5,677 15,888 5,060 34,981 58,882 56,546: 72 2,408
Old : 58,954: 37,934 5,677 15,888 5,060 34,981 58,882 56,546: 72 2,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,679: 2,550 994 189 -85 943 2,654 2,126: 25 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 9.6 26.9 8.6 59.3 99.9 95.9: 0.1 4.1
Old : 100.0: 64.3 9.6 26.9 8.6 59.3 99.9 95.9: 0.1 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 : 32: 6 7 2 3 16 10 24:
Old : 32: 6 7 2 3 16 10 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.1 73.6 99.8 84.3 70.3 49.7 72.9 59.4
Old : 97.1 73.6 99.8 84.3 70.3 49.7 72.9 59.4
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 24, 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 : 12,988: 8,721 3,821 1,695 2,403 5,142 12,819 10,658: 169 2,330
Old : 12,988: 8,721 3,821 1,695 2,403 5,142 12,819 10,658: 169 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,128: 1,012 901 1,061 -100 52 1,973 2,014: 155 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 29.4 13.1 18.5 39.6 98.7 82.1: 1.3 17.9
Old : 100.0: 67.1 29.4 13.1 18.5 39.6 98.7 82.1: 1.3 17.9
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 : 21: 4 7 1 2 8 6 16:
Old : 21: 4 7 1 2 8 6 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 : 97.2 50.3 98.7 74.3 84.2 44.6 85.6 63.8
Old : 97.2 50.3 98.7 74.3 84.2 44.6 85.6 63.8
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 24, 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 : 45,269: 17,060 16,054 28,189 0 0 45,249 44,243: 20 1,026
Old : 45,269: 17,060 16,054 28,189 0 0 45,249 44,243: 20 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -7,012: -7,030 -7,997 0 0 0 -7,030 -7,997: 18 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 35.5 62.3 0.0 0.0 100.0 97.7: 0.0 2.3
Old : 100.0: 37.7 35.5 62.3 0.0 0.0 100.0 97.7: 0.0 2.3
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 : 23: 7 15 5 0 0 10 18:
Old : 23: 7 15 5 0 0 10 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 : 88.9 82.3 99.8 95.0 36.1 31.8 37.7 34.4
Old : 88.9 82.3 99.8 95.0 36.1 31.8 37.7 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019