WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 468,623: 100,881 101,443 196,386 143,563 128,956 440,830 426,785: 27,793 41,838
Old : 397,829: 101,506 96,832 160,173 114,031 107,136 375,710 364,141: 22,120 33,689
Other: 70,793: 19,215 24,452 16,372 29,533 21,820 65,120 62,644: 5,673 8,149
: : :
: : Changes in Commitments from: September 24, 2019 :
: 21,959: -2,631 743 17,543 7,283 3,215 22,196 21,501: -236 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.6 41.9 30.6 27.5 94.1 91.1: 5.9 8.9
Old : 100.0: 25.5 24.3 40.3 28.7 26.9 94.4 91.5: 5.6 8.5
Other: 100.0: 27.1 34.5 23.1 41.7 30.8 92.0 88.5: 8.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 104 108 124 91 103 261 278:
Old : 327: 102 106 115 87 99 247 264:
Other: 156: 40 43 34 41 59 103 115:
:----------------------------------------------------------------------------------------------------
: 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 10.9 20.2 18.5 7.0 7.7 11.4 12.5
Old : 11.3 11.5 19.8 20.1 7.5 8.6 12.6 14.1
Other: 27.0 25.8 45.4 38.5 23.8 20.4 37.4 29.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 16,073: 7,695 2,146 768 6,853 12,864 15,316 15,778: 757 295
Old : 16,073: 7,695 2,146 768 6,853 12,864 15,316 15,778: 757 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 245: -126 46 91 236 109 201 246: 44 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 13.4 4.8 42.6 80.0 95.3 98.2: 4.7 1.8
Old : 100.0: 47.9 13.4 4.8 42.6 80.0 95.3 98.2: 4.7 1.8
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 : 25: 4 5 2 11 13 16 19:
Old : 25: 4 5 2 11 13 16 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 : 60.7 60.2 78.2 79.8 55.3 47.5 67.4 63.0
Old : 60.7 60.2 78.2 79.8 55.3 47.5 67.4 63.0
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, October 01, 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 : 331,819: 80,638 92,408 105,552 114,981 115,345 301,170 313,305: 30,649 18,514
Old : 297,679: 80,823 91,503 92,736 97,968 97,543 271,526 281,782: 26,152 15,897
Other: 34,140: 9,252 10,342 3,379 17,013 17,801 29,644 31,522: 4,496 2,618
: : :
: : Changes in Commitments from: September 24, 2019 :
: 11,760: 5,642 -290 6,269 -1,084 6,187 10,826 12,166: 934 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 27.8 31.8 34.7 34.8 90.8 94.4: 9.2 5.6
Old : 100.0: 27.2 30.7 31.2 32.9 32.8 91.2 94.7: 8.8 5.3
Other: 100.0: 27.1 30.3 9.9 49.8 52.1 86.8 92.3: 13.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 102 54 74 108 87 240 190:
Old : 283: 100 53 69 106 81 231 182:
Other: 124: 29 20 19 36 50 77 79:
:----------------------------------------------------------------------------------------------------
: 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 16.8 18.4 26.9 7.7 13.5 13.3 20.6
Old : 11.8 15.9 19.9 27.0 8.2 12.5 14.4 20.6
Other: 24.1 50.6 37.8 67.0 24.1 50.6 37.1 61.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 2,042,308: 290,775 364,133 578,392 820,824 886,797 1,689,990 1,829,322: 352,318 212,987
Old : 1,890,785: 276,472 373,419 529,882 747,147 816,340 1,553,502 1,719,641: 337,283 171,143
Other: 151,524: 47,028 23,439 15,784 73,676 70,457 136,488 109,681: 15,035 41,843
: : :
: : Changes in Commitments from: September 24, 2019 :
: 29,507: 14,379 -22,665 20,303 -14,883 32,856 19,799 30,494: 9,708 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.8 28.3 40.2 43.4 82.7 89.6: 17.3 10.4
Old : 100.0: 14.6 19.7 28.0 39.5 43.2 82.2 90.9: 17.8 9.1
Other: 100.0: 31.0 15.5 10.4 48.6 46.5 90.1 72.4: 9.9 27.6
: : :
:# Traders : Number of Traders in Each Category :
All : 898: 209 170 239 431 406 768 694:
Old : 897: 218 167 225 426 400 758 679:
Other: 420: 65 58 39 101 246 182 329:
:----------------------------------------------------------------------------------------------------
: 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 8.9 13.9 15.3 5.2 5.1 8.8 9.1
Old : 7.9 9.1 13.7 15.8 5.2 5.0 8.6 9.0
Other: 22.0 15.9 35.8 25.5 20.7 15.6 34.1 25.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 5,725: 2,190 390 127 1,643 4,443 3,961 4,960: 1,764 764
Old : 5,716: 2,190 390 127 1,640 4,443 3,958 4,960: 1,758 755
Other: 9: 0 0 0 3 0 3 0: 6 9
: : :
: : Changes in Commitments from: September 24, 2019 :
: 12: -79 103 13 58 -83 -7 33: 20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.8 2.2 28.7 77.6 69.2 86.6: 30.8 13.4
Old : 100.0: 38.3 6.8 2.2 28.7 77.7 69.2 86.8: 30.8 13.2
Other: 100.0: 0.0 0.0 0.0 33.3 0.0 33.3 0.0: 66.7 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 4 3 8 9 19 14:
Old : 25: 9 4 3 8 9 19 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 : 37.3 58.3 51.8 79.7 33.7 48.8 46.4 66.1
Old : 37.4 58.4 51.9 79.8 33.8 48.9 46.5 66.3
Other: 33.3 0.0 33.3 0.0 33.3 0.0 33.3 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 850,859: 150,892 123,576 248,258 381,915 408,513 781,065 780,347: 69,794 70,512
Old : 804,851: 148,622 127,678 225,218 364,693 388,270 738,533 741,165: 66,318 63,685
Other: 46,008: 13,362 6,990 11,948 17,222 20,243 42,532 39,181: 3,476 6,827
: : :
: : Changes in Commitments from: September 24, 2019 :
: 45,379: 17,108 -18,541 12,230 10,944 50,649 40,283 44,338: 5,097 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 29.2 44.9 48.0 91.8 91.7: 8.2 8.3
Old : 100.0: 18.5 15.9 28.0 45.3 48.2 91.8 92.1: 8.2 7.9
Other: 100.0: 29.0 15.2 26.0 37.4 44.0 92.4 85.2: 7.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 590: 170 136 214 213 216 506 465:
Old : 588: 169 144 207 210 213 499 457:
Other: 219: 53 38 30 46 102 112 159:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.7 18.4 19.2 8.3 8.3 13.6 13.7
Old : 10.7 10.7 18.5 19.3 8.5 8.3 14.1 14.0
Other: 23.7 27.7 40.8 41.5 23.7 22.9 36.8 31.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 512,020: 108,420 70,016 150,869 213,988 262,909 473,278 483,795: 38,742 28,225
Old : 498,414: 109,258 72,584 143,304 208,982 255,654 461,544 471,542: 36,870 26,872
Other: 13,606: 4,205 2,475 2,523 5,006 7,255 11,734 12,253: 1,872 1,353
: : :
: : Changes in Commitments from: September 24, 2019 :
: -14,573: -8,686 2,266 -3,489 -3,955 -13,197 -16,130 -14,420: 1,557 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.7 29.5 41.8 51.3 92.4 94.5: 7.6 5.5
Old : 100.0: 21.9 14.6 28.8 41.9 51.3 92.6 94.6: 7.4 5.4
Other: 100.0: 30.9 18.2 18.5 36.8 53.3 86.2 90.1: 13.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 108 71 139 88 80 278 249:
Old : 334: 106 77 136 88 79 278 245:
Other: 61: 12 12 14 23 15 42 37:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 22.3 19.1 29.1 11.2 21.5 16.4 27.1
Old : 12.6 22.2 19.6 29.0 11.6 21.3 16.8 27.1
Other: 34.3 39.0 54.2 57.0 28.3 38.5 42.3 52.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 1,178,348: 111,893 188,437 134,220 749,485 701,882 995,598 1,024,539: 182,750 153,808
Old : 1,178,348: 111,893 188,437 134,220 749,485 701,882 995,598 1,024,539: 182,750 153,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -8,815: -5,083 8,679 -5,337 1,808 -8,507 -8,612 -5,165: -203 -3,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.0 11.4 63.6 59.6 84.5 86.9: 15.5 13.1
Old : 100.0: 9.5 16.0 11.4 63.6 59.6 84.5 86.9: 15.5 13.1
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 : 192: 39 36 45 94 91 155 150:
Old : 192: 39 36 45 94 91 155 150:
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 : 22.0 25.0 30.4 34.9 16.5 21.6 23.4 29.0
Old : 22.0 25.0 30.4 34.9 16.5 21.6 23.4 29.0
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, October 01, 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 : 1,134,481: 121,941 394,248 11,060 826,813 635,882 959,815 1,041,190: 174,666 93,291
Old : 1,134,481: 121,941 394,248 11,060 826,813 635,882 959,815 1,041,190: 174,666 93,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -4,139: -4,394 -4,693 -2,305 2,518 -14,335 -4,181 -21,333: 42 17,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 34.8 1.0 72.9 56.1 84.6 91.8: 15.4 8.2
Old : 100.0: 10.7 34.8 1.0 72.9 56.1 84.6 91.8: 15.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 22 19 14 75 66 101 95:
Old : 133: 22 19 14 75 66 101 95:
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 : 27.4 35.2 39.4 53.8 23.5 33.8 33.9 49.6
Old : 27.4 35.2 39.4 53.8 23.5 33.8 33.9 49.6
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, October 01, 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 : 446,938: 78,299 93,897 111,759 202,646 212,231 392,703 417,887: 54,235 29,051
Old : 433,510: 79,224 93,979 104,592 197,081 207,572 380,898 406,143: 52,611 27,366
Other: 13,428: 2,039 2,883 4,201 5,564 4,659 11,805 11,744: 1,623 1,685
: : :
: : Changes in Commitments from: September 24, 2019 :
: -18,348: 5,591 -7,030 -7,672 -17,750 -3,721 -19,831 -18,423: 1,483 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.0 25.0 45.3 47.5 87.9 93.5: 12.1 6.5
Old : 100.0: 18.3 21.7 24.1 45.5 47.9 87.9 93.7: 12.1 6.3
Other: 100.0: 15.2 21.5 31.3 41.4 34.7 87.9 87.5: 12.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 85 69 101 111 92 254 218:
Old : 301: 88 67 99 111 91 254 214:
Other: 74: 15 15 16 33 15 57 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 : 9.6 18.4 15.8 26.5 9.1 16.3 14.2 22.3
Old : 9.6 19.0 15.5 27.1 9.2 17.1 14.4 23.2
Other: 34.6 30.5 54.6 49.7 25.0 22.3 37.3 33.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 11,642: 2,496 1,858 1,577 5,674 7,085 9,747 10,520: 1,895 1,121
Old : 11,642: 2,496 1,858 1,577 5,674 7,085 9,747 10,520: 1,895 1,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -46: -321 70 128 107 -198 -85 1: 39 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.0 13.5 48.7 60.9 83.7 90.4: 16.3 9.6
Old : 100.0: 21.4 16.0 13.5 48.7 60.9 83.7 90.4: 16.3 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 : 52: 12 17 13 14 17 39 35:
Old : 52: 12 17 13 14 17 39 35:
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 : 41.3 40.2 52.2 57.9 40.6 38.4 50.6 53.5
Old : 41.3 40.2 52.2 57.9 40.6 38.4 50.6 53.5
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, October 01, 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 : 3,765,989: 1,170,649 1,209,339 79,086 2,303,594 2,392,127 3,553,330 3,680,552: 212,659 85,437
Old : 3,765,989: 1,170,649 1,209,339 79,086 2,303,594 2,392,127 3,553,330 3,680,552: 212,659 85,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 60,505: 94,142 1,185 -4,828 -45,254 82,530 44,060 78,887: 16,445 -18,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 32.1 2.1 61.2 63.5 94.4 97.7: 5.6 2.3
Old : 100.0: 31.1 32.1 2.1 61.2 63.5 94.4 97.7: 5.6 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 : 370: 88 53 55 177 144 291 226:
Old : 370: 88 53 55 177 144 291 226:
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 32.8 37.2 47.2 23.2 32.0 36.9 46.1
Old : 23.3 32.8 37.2 47.2 23.2 32.0 36.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 4,375,846: 585,178 797,489 570,672 2,745,994 2,597,593 3,901,845 3,965,754: 474,002 410,092
Old : 4,375,846: 585,178 797,489 570,672 2,745,994 2,597,593 3,901,845 3,965,754: 474,002 410,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 52,009: 18,015 -21,454 -6,016 32,681 67,655 44,680 40,185: 7,330 11,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.2 13.0 62.8 59.4 89.2 90.6: 10.8 9.4
Old : 100.0: 13.4 18.2 13.0 62.8 59.4 89.2 90.6: 10.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 83 65 86 206 193 327 306:
Old : 396: 83 65 86 206 193 327 306:
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 15.1 25.6 25.8 11.4 11.7 16.9 18.4
Old : 18.1 15.1 25.6 25.8 11.4 11.7 16.9 18.4
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, October 01, 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 : 817,083: 139,479 148,207 10,793 553,459 497,524 703,731 656,524: 113,352 160,559
Old : 817,083: 139,479 148,207 10,793 553,459 497,524 703,731 656,524: 113,352 160,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -6,234: -3,768 -11,756 -1,426 5,909 8,724 715 -4,458: -6,949 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.1 1.3 67.7 60.9 86.1 80.3: 13.9 19.7
Old : 100.0: 17.1 18.1 1.3 67.7 60.9 86.1 80.3: 13.9 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 : 112: 15 16 13 57 67 80 88:
Old : 112: 15 16 13 57 67 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 : 28.5 22.3 43.9 34.1 27.4 18.5 39.8 28.4
Old : 28.5 22.3 43.9 34.1 27.4 18.5 39.8 28.4
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, October 01, 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 : 4,534,839: 762,958 763,700 264,880 3,186,213 3,193,464 4,214,050 4,222,043: 320,789 312,796
Old : 4,534,839: 762,958 763,700 264,880 3,186,213 3,193,464 4,214,050 4,222,043: 320,789 312,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 95,032: 50,800 -12,246 -4,195 47,999 125,460 94,604 109,019: 428 -13,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.8 5.8 70.3 70.4 92.9 93.1: 7.1 6.9
Old : 100.0: 16.8 16.8 5.8 70.3 70.4 92.9 93.1: 7.1 6.9
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 : 329: 62 52 64 158 159 250 245:
Old : 329: 62 52 64 158 159 250 245:
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 24.0 43.0 35.1 19.9 19.1 31.6 27.3
Old : 31.3 24.0 43.0 35.1 19.9 19.1 31.6 27.3
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, October 01, 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 : 1,976,964: 469,645 276,966 380,244 1,088,386 1,274,331 1,938,275 1,931,541: 38,689 45,423
Old : 1,976,964: 469,645 276,966 380,244 1,088,386 1,274,331 1,938,275 1,931,541: 38,689 45,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -116,606: 5,392 12,330 -19,762 -98,757 -88,999 -113,128 -96,431: -3,478 -20,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.0 19.2 55.1 64.5 98.0 97.7: 2.0 2.3
Old : 100.0: 23.8 14.0 19.2 55.1 64.5 98.0 97.7: 2.0 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 : 159: 38 36 48 65 75 127 136:
Old : 159: 38 36 48 65 75 127 136:
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 : 29.4 24.8 47.0 42.0 20.8 13.6 29.3 21.2
Old : 29.4 24.8 47.0 42.0 20.8 13.6 29.3 21.2
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, October 01, 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 : 52,109: 26,941 4,062 1,109 16,348 38,253 44,398 43,423: 7,712 8,687
Old : 52,109: 26,941 4,062 1,109 16,348 38,253 44,398 43,423: 7,712 8,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,663: -8 246 255 795 693 1,042 1,194: 622 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 7.8 2.1 31.4 73.4 85.2 83.3: 14.8 16.7
Old : 100.0: 51.7 7.8 2.1 31.4 73.4 85.2 83.3: 14.8 16.7
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 : 92: 29 17 7 26 31 57 53:
Old : 92: 29 17 7 26 31 57 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 : 40.4 44.3 54.1 57.5 39.3 43.3 53.0 56.5
Old : 40.4 44.3 54.1 57.5 39.3 43.3 53.0 56.5
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, October 01, 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 : 104,219: 53,882 8,123 2,217 32,696 76,505 88,796 86,845: 15,423 17,373
Old : 104,219: 53,882 8,123 2,217 32,696 76,505 88,796 86,845: 15,423 17,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,327: -16 492 509 1,590 1,386 2,083 2,387: 1,243 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 7.8 2.1 31.4 73.4 85.2 83.3: 14.8 16.7
Old : 100.0: 51.7 7.8 2.1 31.4 73.4 85.2 83.3: 14.8 16.7
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 : 92: 29 17 7 26 31 57 53:
Old : 92: 29 17 7 26 31 57 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 : 40.4 44.3 54.1 57.5 39.3 43.3 53.0 56.5
Old : 40.4 44.3 54.1 57.5 39.3 43.3 53.0 56.5
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, October 01, 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 : 42,487: 3,956 1,090 0 36,727 39,444 40,683 40,534: 1,804 1,953
Old : 42,487: 3,956 1,090 0 36,727 39,444 40,683 40,534: 1,804 1,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,314: -573 302 0 1,643 -108 1,070 194: 244 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.6 0.0 86.4 92.8 95.8 95.4: 4.2 4.6
Old : 100.0: 9.3 2.6 0.0 86.4 92.8 95.8 95.4: 4.2 4.6
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 : 28: 4 2 0 12 12 16 14:
Old : 28: 4 2 0 12 12 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 74.4 87.1 90.1 69.0 74.4 86.8 90.1
Old : 69.0 74.4 87.1 90.1 69.0 74.4 86.8 90.1
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, October 01, 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 : 19,047: 13,065 16,152 686 5,041 2,196 18,792 19,034: 255 13
Old : 19,047: 13,065 16,152 686 5,041 2,196 18,792 19,034: 255 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 7,010: 6,821 6,893 -2 117 148 6,936 7,039: 74 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 84.8 3.6 26.5 11.5 98.7 99.9: 1.3 0.1
Old : 100.0: 68.6 84.8 3.6 26.5 11.5 98.7 99.9: 1.3 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 : 38: 19 15 4 4 2 26 18:
Old : 38: 19 15 4 4 2 26 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 : 70.1 69.0 85.2 83.9 64.1 65.1 74.2 76.9
Old : 70.1 69.0 85.2 83.9 64.1 65.1 74.2 76.9
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, October 01, 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 : 62,436: 39,726 5,813 17,617 5,035 36,339 62,378 59,769: 58 2,667
Old : 62,436: 39,726 5,813 17,617 5,035 36,339 62,378 59,769: 58 2,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,482: 1,792 136 1,729 -25 1,358 3,496 3,223: -14 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 9.3 28.2 8.1 58.2 99.9 95.7: 0.1 4.3
Old : 100.0: 63.6 9.3 28.2 8.1 58.2 99.9 95.7: 0.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 7 3 2 17 11 25:
Old : 33: 7 7 3 2 17 11 25:
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 74.6 99.8 84.0 69.0 49.2 71.6 57.6
Old : 97.1 74.6 99.8 84.0 69.0 49.2 71.6 57.6
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, October 01, 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 : 18,730: 10,887 3,098 4,914 2,893 8,700 18,694 16,712: 36 2,018
Old : 18,730: 10,887 3,098 4,914 2,893 8,700 18,694 16,712: 36 2,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5,742: 2,166 -723 3,219 490 3,558 5,875 6,054: -133 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 16.5 26.2 15.4 46.4 99.8 89.2: 0.2 10.8
Old : 100.0: 58.1 16.5 26.2 15.4 46.4 99.8 89.2: 0.2 10.8
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 : 21: 5 6 1 2 8 7 15:
Old : 21: 5 6 1 2 8 7 15:
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 : 98.9 71.7 99.8 85.6 72.7 50.7 73.6 60.5
Old : 98.9 71.7 99.8 85.6 72.7 50.7 73.6 60.5
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, October 01, 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 : 51,420: 23,326 23,309 28,091 0 0 51,417 51,400: 3 20
Old : 51,420: 23,326 23,309 28,091 0 0 51,417 51,400: 3 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 6,151: 6,266 7,255 -98 0 0 6,168 7,157: -17 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 45.3 54.6 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 45.4 45.3 54.6 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 : 22: 6 15 5 0 0 9 18:
Old : 22: 6 15 5 0 0 9 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 : 84.8 82.0 99.9 96.9 40.1 36.7 45.4 44.2
Old : 84.8 82.0 99.9 96.9 40.1 36.7 45.4 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019