WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 492,001: 93,253 102,380 209,733 159,445 137,217 462,432 449,329: 29,569 42,672
Old : 415,445: 97,376 97,451 169,038 125,511 114,594 391,924 381,082: 23,521 34,363
Other: 76,556: 18,957 28,008 17,616 33,934 22,623 70,507 68,247: 6,049 8,309
: : :
: : Changes in Commitments from: October 1, 2019 :
: 23,379: -7,627 937 13,347 15,882 8,261 21,602 22,545: 1,777 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.8 42.6 32.4 27.9 94.0 91.3: 6.0 8.7
Old : 100.0: 23.4 23.5 40.7 30.2 27.6 94.3 91.7: 5.7 8.3
Other: 100.0: 24.8 36.6 23.0 44.3 29.6 92.1 89.1: 7.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 97 120 131 97 110 276 291:
Old : 343: 100 112 121 92 104 260 276:
Other: 160: 39 41 37 43 63 104 121:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 11.1 20.6 18.8 6.5 6.9 10.8 11.6
Old : 11.5 11.9 19.9 20.8 6.9 8.0 12.0 13.2
Other: 27.8 26.9 45.5 38.9 24.1 20.6 37.3 29.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 12,143: 7,042 2,000 739 3,843 9,209 11,624 11,948: 519 195
Old : 12,143: 7,042 2,000 739 3,843 9,209 11,624 11,948: 519 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,930: -653 -146 -29 -3,010 -3,656 -3,692 -3,830: -239 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 16.5 6.1 31.6 75.8 95.7 98.4: 4.3 1.6
Old : 100.0: 58.0 16.5 6.1 31.6 75.8 95.7 98.4: 4.3 1.6
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 : 24: 5 4 2 9 13 14 19:
Old : 24: 5 4 2 9 13 14 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 : 65.2 51.0 83.4 77.3 64.5 47.1 76.5 70.1
Old : 65.2 51.0 83.4 77.3 64.5 47.1 76.5 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 338,159: 77,807 96,006 106,450 121,180 116,747 305,436 319,203: 32,723 18,956
Old : 298,616: 77,535 94,791 91,055 102,339 97,068 270,929 282,914: 27,687 15,702
Other: 39,544: 11,361 12,306 4,305 18,841 19,678 34,508 36,289: 5,036 3,254
: : :
: : Changes in Commitments from: October 1, 2019 :
: 6,340: -2,831 3,598 898 6,200 1,402 4,266 5,898: 2,074 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 28.4 31.5 35.8 34.5 90.3 94.4: 9.7 5.6
Old : 100.0: 26.0 31.7 30.5 34.3 32.5 90.7 94.7: 9.3 5.3
Other: 100.0: 28.7 31.1 10.9 47.6 49.8 87.3 91.8: 12.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 94 61 80 111 85 243 196:
Old : 286: 97 59 73 109 81 234 188:
Other: 133: 30 27 21 41 45 87 78:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 17.5 19.0 28.5 7.4 14.2 13.1 21.4
Old : 12.6 16.9 20.6 28.4 7.7 12.8 13.9 20.9
Other: 21.8 49.2 37.1 64.9 21.8 47.3 36.0 60.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 2,110,757: 283,822 336,814 616,317 849,598 936,730 1,749,737 1,889,862: 361,020 220,895
Old : 1,945,368: 263,127 346,219 566,394 770,304 854,964 1,599,824 1,767,577: 345,544 177,791
Other: 165,389: 54,457 24,357 16,162 79,294 81,766 149,913 122,285: 15,476 43,104
: : :
: : Changes in Commitments from: October 1, 2019 :
: 68,448: -6,953 -27,318 37,925 28,774 49,933 59,747 60,540: 8,702 7,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.0 29.2 40.3 44.4 82.9 89.5: 17.1 10.5
Old : 100.0: 13.5 17.8 29.1 39.6 43.9 82.2 90.9: 17.8 9.1
Other: 100.0: 32.9 14.7 9.8 47.9 49.4 90.6 73.9: 9.4 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 903: 217 162 237 446 407 785 691:
Old : 901: 226 157 221 439 400 771 674:
Other: 430: 60 63 40 114 251 191 338:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 10.4 14.1 16.7 5.2 6.6 8.6 10.6
Old : 7.8 10.3 13.9 17.0 5.2 6.2 8.5 10.4
Other: 20.9 19.7 35.2 28.9 19.9 19.4 33.8 28.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 6,002: 2,366 206 138 1,648 4,801 4,152 5,145: 1,849 857
Old : 5,990: 2,366 206 138 1,645 4,801 4,149 5,145: 1,840 845
Other: 12: 0 0 0 3 0 3 0: 9 12
: : :
: : Changes in Commitments from: October 1, 2019 :
: 277: 176 -185 11 5 358 191 185: 86 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.4 2.3 27.5 80.0 69.2 85.7: 30.8 14.3
Old : 100.0: 39.5 3.4 2.3 27.5 80.2 69.3 85.9: 30.7 14.1
Other: 100.0: 0.0 0.0 0.0 25.0 0.0 25.0 0.0: 75.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 4 4 8 9 20 15:
Old : 26: 10 4 4 7 9 19 15:
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 : 35.0 60.0 50.0 79.6 31.6 48.8 44.8 65.4
Old : 35.1 60.1 50.1 79.8 31.7 48.9 44.9 65.6
Other: 25.0 0.0 25.0 0.0 25.0 0.0 25.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 858,088: 149,000 118,909 245,663 387,307 421,298 781,971 785,870: 76,117 72,219
Old : 803,863: 141,767 119,833 222,525 367,841 397,721 732,133 740,079: 71,729 63,784
Other: 54,226: 15,823 7,664 14,549 19,466 23,577 49,838 45,791: 4,388 8,435
: : :
: : Changes in Commitments from: October 1, 2019 :
: 7,229: -1,892 -4,667 -2,595 5,393 12,785 906 5,523: 6,324 1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 13.9 28.6 45.1 49.1 91.1 91.6: 8.9 8.4
Old : 100.0: 17.6 14.9 27.7 45.8 49.5 91.1 92.1: 8.9 7.9
Other: 100.0: 29.2 14.1 26.8 35.9 43.5 91.9 84.4: 8.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 177 126 216 219 226 503 483:
Old : 590: 179 129 209 216 222 498 471:
Other: 232: 45 50 36 50 111 115 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 10.8 18.2 19.5 7.9 8.5 13.2 14.3
Old : 10.8 11.0 18.3 19.8 8.1 8.6 13.8 14.7
Other: 21.3 26.1 38.8 39.8 21.2 21.4 34.4 30.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 505,406: 98,213 53,602 145,316 223,540 277,557 467,069 476,476: 38,336 28,930
Old : 490,656: 99,136 56,735 137,788 217,318 268,367 454,242 462,890: 36,414 27,766
Other: 14,750: 4,200 1,990 2,406 6,222 9,190 12,828 13,586: 1,922 1,164
: : :
: : Changes in Commitments from: October 1, 2019 :
: -6,614: -10,207 -16,414 -5,553 9,552 14,648 -6,208 -7,319: -406 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.6 28.8 44.2 54.9 92.4 94.3: 7.6 5.7
Old : 100.0: 20.2 11.6 28.1 44.3 54.7 92.6 94.3: 7.4 5.7
Other: 100.0: 28.5 13.5 16.3 42.2 62.3 87.0 92.1: 13.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 103 76 137 92 85 275 250:
Old : 328: 104 81 134 92 85 275 247:
Other: 64: 13 12 14 24 16 45 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 : 12.8 24.1 19.3 32.1 11.8 22.7 16.8 29.4
Old : 13.2 24.4 19.9 31.9 12.2 22.7 17.3 29.4
Other: 34.3 38.2 55.2 56.4 28.2 37.8 45.3 53.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 1,192,644: 110,570 181,251 153,107 741,606 712,107 1,005,283 1,046,464: 187,361 146,180
Old : 1,192,644: 110,570 181,251 153,107 741,606 712,107 1,005,283 1,046,464: 187,361 146,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 14,297: -1,322 -7,186 18,887 -7,880 10,224 9,685 21,925: 4,612 -7,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.2 12.8 62.2 59.7 84.3 87.7: 15.7 12.3
Old : 100.0: 9.3 15.2 12.8 62.2 59.7 84.3 87.7: 15.7 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 : 191: 42 30 49 91 95 153 154:
Old : 191: 42 30 49 91 95 153 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 25.7 30.2 35.4 15.4 21.3 22.5 29.0
Old : 21.8 25.7 30.2 35.4 15.4 21.3 22.5 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 08, 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 : 1,137,536: 114,792 393,149 8,014 836,999 653,072 959,805 1,054,235: 177,731 83,301
Old : 1,137,536: 114,792 393,149 8,014 836,999 653,072 959,805 1,054,235: 177,731 83,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 3,055: -7,150 -1,099 -3,046 10,186 17,190 -10 13,045: 3,065 -9,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 34.6 0.7 73.6 57.4 84.4 92.7: 15.6 7.3
Old : 100.0: 10.1 34.6 0.7 73.6 57.4 84.4 92.7: 15.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 23 18 16 80 69 109 97:
Old : 140: 23 18 16 80 69 109 97:
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 : 26.6 35.0 38.6 53.8 22.8 33.3 33.1 49.3
Old : 26.6 35.0 38.6 53.8 22.8 33.3 33.1 49.3
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 08, 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 : 445,811: 71,647 87,360 116,703 200,959 210,931 389,309 414,995: 56,502 30,816
Old : 431,208: 72,180 87,375 109,402 194,843 205,503 376,425 402,280: 54,783 28,928
Other: 14,603: 2,450 2,968 4,318 6,116 5,428 12,883 12,714: 1,719 1,889
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,127: -6,652 -6,537 4,944 -1,687 -1,300 -3,394 -2,892: 2,267 1,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 19.6 26.2 45.1 47.3 87.3 93.1: 12.7 6.9
Old : 100.0: 16.7 20.3 25.4 45.2 47.7 87.3 93.3: 12.7 6.7
Other: 100.0: 16.8 20.3 29.6 41.9 37.2 88.2 87.1: 11.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 76 73 101 107 90 241 219:
Old : 292: 81 72 100 107 89 241 216:
Other: 76: 17 14 17 32 17 58 41:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 19.4 16.9 28.5 9.2 17.8 14.5 23.5
Old : 10.5 20.0 16.8 28.8 9.3 18.7 14.6 24.4
Other: 30.5 31.3 48.0 49.9 19.4 23.9 33.0 36.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 11,178: 1,594 1,708 1,540 5,972 6,831 9,105 10,079: 2,073 1,099
Old : 11,178: 1,594 1,708 1,540 5,972 6,831 9,105 10,079: 2,073 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -464: -902 -150 -38 298 -254 -642 -442: 178 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.3 13.8 53.4 61.1 81.5 90.2: 18.5 9.8
Old : 100.0: 14.3 15.3 13.8 53.4 61.1 81.5 90.2: 18.5 9.8
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 : 49: 13 13 12 15 18 34 37:
Old : 49: 13 13 12 15 18 34 37:
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 : 43.3 40.2 54.8 57.8 42.3 38.8 51.8 52.9
Old : 43.3 40.2 54.8 57.8 42.3 38.8 51.8 52.9
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 08, 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 : 3,872,932: 948,147 1,221,729 93,140 2,619,201 2,463,636 3,660,489 3,778,506: 212,443 94,426
Old : 3,872,932: 948,147 1,221,729 93,140 2,619,201 2,463,636 3,660,489 3,778,506: 212,443 94,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 106,943: -222,502 12,391 14,054 315,607 71,509 107,159 97,954: -216 8,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 31.5 2.4 67.6 63.6 94.5 97.6: 5.5 2.4
Old : 100.0: 24.5 31.5 2.4 67.6 63.6 94.5 97.6: 5.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 93 44 53 187 147 304 220:
Old : 375: 93 44 53 187 147 304 220:
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 : 21.4 33.5 34.7 48.1 21.3 32.5 34.3 47.1
Old : 21.4 33.5 34.7 48.1 21.3 32.5 34.3 47.1
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 08, 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 : 4,500,246: 572,656 699,964 629,752 2,827,246 2,745,739 4,029,654 4,075,455: 470,592 424,792
Old : 4,500,246: 572,656 699,964 629,752 2,827,246 2,745,739 4,029,654 4,075,455: 470,592 424,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 124,400: -12,522 -97,525 59,079 81,252 148,147 127,810 109,701: -3,410 14,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 15.6 14.0 62.8 61.0 89.5 90.6: 10.5 9.4
Old : 100.0: 12.7 15.6 14.0 62.8 61.0 89.5 90.6: 10.5 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: 74 72 86 207 195 322 312:
Old : 396: 74 72 86 207 195 322 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 16.4 25.9 27.9 10.6 12.3 15.8 18.2
Old : 17.8 16.4 25.9 27.9 10.6 12.3 15.8 18.2
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 08, 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 : 827,005: 129,952 80,390 7,765 572,865 572,870 710,582 661,025: 116,423 165,980
Old : 827,005: 129,952 80,390 7,765 572,865 572,870 710,582 661,025: 116,423 165,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 9,922: -9,527 -67,817 -3,028 19,406 75,346 6,851 4,501: 3,071 5,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.7 0.9 69.3 69.3 85.9 79.9: 14.1 20.1
Old : 100.0: 15.7 9.7 0.9 69.3 69.3 85.9 79.9: 14.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 13 16 10 59 65 79 84:
Old : 110: 13 16 10 59 65 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 : 28.2 23.9 43.5 35.8 27.1 20.9 39.1 29.7
Old : 28.2 23.9 43.5 35.8 27.1 20.9 39.1 29.7
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 08, 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 : 4,762,625: 627,674 749,425 304,552 3,492,737 3,396,804 4,424,963 4,450,782: 337,663 311,844
Old : 4,762,625: 627,674 749,425 304,552 3,492,737 3,396,804 4,424,963 4,450,782: 337,663 311,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 227,786: -135,284 -14,274 39,672 306,524 203,340 210,913 228,738: 16,873 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.7 6.4 73.3 71.3 92.9 93.5: 7.1 6.5
Old : 100.0: 13.2 15.7 6.4 73.3 71.3 92.9 93.5: 7.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 64 51 65 165 167 260 252:
Old : 338: 64 51 65 165 167 260 252:
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 : 31.0 23.9 43.5 34.8 19.8 18.4 31.3 26.7
Old : 31.0 23.9 43.5 34.8 19.8 18.4 31.3 26.7
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 08, 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 : 1,988,036: 434,848 297,205 384,466 1,126,910 1,262,410 1,946,223 1,944,081: 41,813 43,956
Old : 1,988,036: 434,848 297,205 384,466 1,126,910 1,262,410 1,946,223 1,944,081: 41,813 43,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 11,073: -34,797 20,239 4,222 38,524 -11,921 7,948 12,540: 3,124 -1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 14.9 19.3 56.7 63.5 97.9 97.8: 2.1 2.2
Old : 100.0: 21.9 14.9 19.3 56.7 63.5 97.9 97.8: 2.1 2.2
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 : 156: 39 32 45 68 75 127 132:
Old : 156: 39 32 45 68 75 127 132:
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 : 28.8 25.1 47.5 42.4 19.2 14.9 27.8 21.8
Old : 28.8 25.1 47.5 42.4 19.2 14.9 27.8 21.8
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 08, 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 : 49,498: 21,682 2,864 1,098 18,766 37,785 41,546 41,747: 7,952 7,751
Old : 49,498: 21,682 2,864 1,098 18,766 37,785 41,546 41,747: 7,952 7,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,611: -5,259 -1,198 -10 2,418 -467 -2,852 -1,675: 241 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 5.8 2.2 37.9 76.3 83.9 84.3: 16.1 15.7
Old : 100.0: 43.8 5.8 2.2 37.9 76.3 83.9 84.3: 16.1 15.7
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 : 90: 31 10 7 29 34 61 50:
Old : 90: 31 10 7 29 34 61 50:
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 : 42.7 44.4 54.0 58.7 42.6 43.5 53.7 57.8
Old : 42.7 44.4 54.0 58.7 42.6 43.5 53.7 57.8
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 08, 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 : 98,996: 43,363 5,728 2,197 37,532 75,570 83,092 83,495: 15,904 15,501
Old : 98,996: 43,363 5,728 2,197 37,532 75,570 83,092 83,495: 15,904 15,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,223: -10,519 -2,395 -21 4,836 -935 -5,704 -3,351: 481 -1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 5.8 2.2 37.9 76.3 83.9 84.3: 16.1 15.7
Old : 100.0: 43.8 5.8 2.2 37.9 76.3 83.9 84.3: 16.1 15.7
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 : 90: 31 10 7 29 34 61 50:
Old : 90: 31 10 7 29 34 61 50:
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 : 42.7 44.4 54.0 58.7 42.6 43.5 53.7 57.8
Old : 42.7 44.4 54.0 58.7 42.6 43.5 53.7 57.8
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 08, 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 : 42,747: 3,696 448 0 36,882 40,137 40,578 40,585: 2,169 2,162
Old : 42,747: 3,696 448 0 36,882 40,137 40,578 40,585: 2,169 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 260: -260 -642 0 155 693 -105 51: 365 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.0 0.0 86.3 93.9 94.9 94.9: 5.1 5.1
Old : 100.0: 8.6 1.0 0.0 86.3 93.9 94.9 94.9: 5.1 5.1
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 : 27: 3 1 0 12 13 15 14:
Old : 27: 3 1 0 12 13 15 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 : 69.2 68.8 87.5 88.2 69.2 68.8 87.2 88.2
Old : 69.2 68.8 87.5 88.2 69.2 68.8 87.2 88.2
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 08, 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 : 19,974: 14,013 17,291 727 5,041 1,946 19,781 19,964: 193 10
Old : 19,974: 14,013 17,291 727 5,041 1,946 19,781 19,964: 193 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 927: 948 1,139 41 0 -250 989 930: -62 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 86.6 3.6 25.2 9.7 99.0 99.9: 1.0 0.0
Old : 100.0: 70.2 86.6 3.6 25.2 9.7 99.0 99.9: 1.0 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 : 39: 20 15 4 4 2 27 18:
Old : 39: 20 15 4 4 2 27 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 : 70.3 70.1 85.2 85.1 65.9 68.1 76.4 79.5
Old : 70.3 70.1 85.2 85.1 65.9 68.1 76.4 79.5
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 08, 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 : 63,895: 40,020 6,341 18,753 5,035 35,950 63,808 61,044: 87 2,851
Old : 63,895: 40,020 6,341 18,753 5,035 35,950 63,808 61,044: 87 2,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 1,459: 294 528 1,136 0 -389 1,430 1,275: 29 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 9.9 29.3 7.9 56.3 99.9 95.5: 0.1 4.5
Old : 100.0: 62.6 9.9 29.3 7.9 56.3 99.9 95.5: 0.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 7 3 2 16 10 24:
Old : 31: 6 7 3 2 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 : 97.8 75.1 99.8 85.4 68.6 49.2 70.5 57.8
Old : 97.8 75.1 99.8 85.4 68.6 49.2 70.5 57.8
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 08, 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 : 24,301: 11,687 3,219 9,692 2,893 9,282 24,272 22,193: 29 2,108
Old : 24,301: 11,687 3,219 9,692 2,893 9,282 24,272 22,193: 29 2,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 5,571: 800 121 4,778 0 582 5,578 5,481: -7 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 13.2 39.9 11.9 38.2 99.9 91.3: 0.1 8.7
Old : 100.0: 48.1 13.2 39.9 11.9 38.2 99.9 91.3: 0.1 8.7
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 : 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 : 95.1 77.7 99.9 88.6 55.2 41.9 60.0 49.5
Old : 95.1 77.7 99.9 88.6 55.2 41.9 60.0 49.5
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 08, 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 : 50,917: 22,826 22,805 28,091 0 0 50,917 50,896: 0 21
Old : 50,917: 22,826 22,805 28,091 0 0 50,917 50,896: 0 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -503: -500 -504 0 0 0 -500 -504: -3 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 44.8 55.2 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 44.8 44.8 55.2 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 : 84.7 83.5 99.9 96.9 39.5 37.6 44.8 43.6
Old : 84.7 83.5 99.9 96.9 39.5 37.6 44.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019