WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 541,212: 100,967 81,570 238,778 169,583 176,371 509,328 496,720: 31,884 44,492
Old : 445,419: 106,426 76,084 188,200 125,425 146,260 420,050 410,543: 25,368 34,875
Other: 95,793: 20,580 31,526 24,540 44,158 30,112 89,277 86,177: 6,515 9,616
: : :
: : Changes in Commitments from: October 15, 2019 :
: 24,520: 10,257 -13,464 13,900 -2,983 20,780 21,174 21,217: 3,345 3,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.1 44.1 31.3 32.6 94.1 91.8: 5.9 8.2
Old : 100.0: 23.9 17.1 42.3 28.2 32.8 94.3 92.2: 5.7 7.8
Other: 100.0: 21.5 32.9 25.6 46.1 31.4 93.2 90.0: 6.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 116 123 149 97 112 300 310:
Old : 370: 123 113 137 94 106 287 293:
Other: 173: 42 43 44 44 71 112 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 11.8 20.0 19.9 5.6 6.2 9.0 9.8
Old : 11.5 12.8 18.9 21.7 5.8 6.8 10.0 10.9
Other: 25.2 22.6 40.7 33.1 21.2 16.9 34.5 25.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 13,635: 7,999 1,615 704 4,411 10,969 13,115 13,289: 520 346
Old : 13,635: 7,999 1,615 704 4,411 10,969 13,115 13,289: 520 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,018: 132 -105 -14 1,004 1,236 1,121 1,117: -104 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 11.8 5.2 32.4 80.5 96.2 97.5: 3.8 2.5
Old : 100.0: 58.7 11.8 5.2 32.4 80.5 96.2 97.5: 3.8 2.5
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 : 24: 6 3 3 10 15 16 21:
Old : 24: 6 3 3 10 15 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 49.1 85.3 70.1 58.0 40.2 67.0 59.2
Old : 68.2 49.1 85.3 70.1 58.0 40.2 67.0 59.2
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 22, 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 : 325,514: 76,123 85,128 104,045 115,933 117,147 296,101 306,320: 29,413 19,194
Old : 278,379: 77,063 85,029 84,013 93,112 93,617 254,188 262,659: 24,191 15,721
Other: 47,135: 13,903 14,942 5,189 22,821 23,530 41,913 43,662: 5,222 3,473
: : :
: : Changes in Commitments from: October 15, 2019 :
: -19,526: -5,754 -3,813 -3,671 -8,904 -12,398 -18,329 -19,881: -1,197 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 26.2 32.0 35.6 36.0 91.0 94.1: 9.0 5.9
Old : 100.0: 27.7 30.5 30.2 33.4 33.6 91.3 94.4: 8.7 5.6
Other: 100.0: 29.5 31.7 11.0 48.4 49.9 88.9 92.6: 11.1 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 98 58 83 106 89 242 198:
Old : 280: 97 60 72 102 86 230 188:
Other: 143: 32 33 26 47 45 98 86:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 16.7 18.1 26.5 8.2 13.2 14.3 20.4
Old : 11.2 16.2 19.7 26.3 8.6 11.7 15.2 20.1
Other: 21.0 45.0 35.3 61.9 21.0 43.1 34.3 57.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 2,073,951: 237,910 296,038 631,512 865,561 920,197 1,734,984 1,847,747: 338,967 226,204
Old : 1,895,331: 215,382 315,827 574,132 783,905 824,355 1,573,420 1,714,315: 321,911 181,016
Other: 178,621: 61,975 19,658 17,933 81,656 95,842 161,564 133,432: 17,057 45,188
: : :
: : Changes in Commitments from: October 15, 2019 :
: 31,298: -5,976 5,194 10,750 29,490 8,658 34,264 24,602: -2,966 6,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.3 30.4 41.7 44.4 83.7 89.1: 16.3 10.9
Old : 100.0: 11.4 16.7 30.3 41.4 43.5 83.0 90.4: 17.0 9.6
Other: 100.0: 34.7 11.0 10.0 45.7 53.7 90.5 74.7: 9.5 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 886: 197 171 245 437 396 772 688:
Old : 883: 194 178 230 432 389 758 673:
Other: 435: 66 56 44 111 258 200 338:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 9.2 14.2 15.8 5.0 5.1 8.5 9.0
Old : 7.9 8.7 14.2 15.6 5.1 5.3 8.4 9.0
Other: 22.0 21.9 35.4 30.9 21.2 21.6 34.1 29.9
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 12,341: 1,301 1,204 3,862 5,212 5,604 10,375 10,670: 1,967 1,672
Old : 12,341: 1,301 1,204 3,862 5,212 5,604 10,375 10,670: 1,967 1,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 9.8 31.3 42.2 45.4 84.1 86.5: 15.9 13.5
Old : 100.0: 10.5 9.8 31.3 42.2 45.4 84.1 86.5: 15.9 13.5
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 : 20: 3 3 4 10 10 14 16:
Old : 20: 3 3 4 10 10 14 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 : 61.7 67.2 77.4 80.5 32.9 35.3 37.9 40.6
Old : 61.7 67.2 77.4 80.5 32.9 35.3 37.9 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 6,484: 2,752 48 277 1,500 4,858 4,529 5,183: 1,955 1,300
Old : 6,463: 2,752 49 276 1,495 4,858 4,523 5,183: 1,940 1,279
Other: 21: 1 0 0 5 0 6 0: 15 21
: : :
: : Changes in Commitments from: October 15, 2019 :
: 292: 104 3 93 -21 -74 176 22: 117 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 0.7 4.3 23.1 74.9 69.9 79.9: 30.1 20.1
Old : 100.0: 42.6 0.8 4.3 23.1 75.2 70.0 80.2: 30.0 19.8
Other: 100.0: 4.8 0.0 0.0 23.8 0.0 28.6 0.0: 71.4 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 14 2 4 8 7 24 11:
Old : 26: 14 2 4 8 7 24 11:
Other: 3: 1 0 0 2 0 3 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 : 30.6 60.5 44.5 77.9 27.0 47.8 39.5 59.0
Old : 30.7 60.7 44.6 78.1 27.0 48.0 39.6 59.3
Other: 28.6 0.0 28.6 0.0 28.6 0.0 28.6 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 961,653: 166,530 83,423 290,011 428,993 514,055 885,534 887,489: 76,120 74,165
Old : 896,339: 158,229 86,288 261,900 404,752 483,594 824,881 831,781: 71,458 64,557
Other: 65,315: 18,570 7,404 17,842 24,241 30,461 60,652 55,707: 4,662 9,607
: : :
: : Changes in Commitments from: October 15, 2019 :
: 43,613: 5,935 -7,894 19,020 19,938 33,751 44,893 44,877: -1,280 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.7 30.2 44.6 53.5 92.1 92.3: 7.9 7.7
Old : 100.0: 17.7 9.6 29.2 45.2 54.0 92.0 92.8: 8.0 7.2
Other: 100.0: 28.4 11.3 27.3 37.1 46.6 92.9 85.3: 7.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 633: 198 130 234 228 245 537 519:
Old : 626: 197 131 222 225 243 528 504:
Other: 273: 56 50 43 58 137 137 211:
:----------------------------------------------------------------------------------------------------
: 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 12.5 18.3 21.4 7.3 8.9 12.3 14.6
Old : 10.7 13.0 18.3 21.8 7.6 9.2 12.9 14.9
Other: 18.2 23.9 33.7 35.7 17.8 19.5 30.8 25.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 533,010: 123,395 35,686 142,036 227,856 327,225 493,287 504,947: 39,723 28,063
Old : 518,637: 123,867 37,478 135,351 221,631 318,811 480,849 491,640: 37,788 26,997
Other: 14,372: 3,864 2,544 2,349 6,225 8,414 12,437 13,306: 1,935 1,066
: : :
: : Changes in Commitments from: October 15, 2019 :
: 11,406: 15,149 -7,681 -1,143 -5,248 19,763 8,758 10,938: 2,648 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 6.7 26.6 42.7 61.4 92.5 94.7: 7.5 5.3
Old : 100.0: 23.9 7.2 26.1 42.7 61.5 92.7 94.8: 7.3 5.2
Other: 100.0: 26.9 17.7 16.3 43.3 58.5 86.5 92.6: 13.5 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 114 70 139 98 93 303 250:
Old : 348: 115 75 137 98 93 303 248:
Other: 65: 13 14 15 24 16 47 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 : 12.1 28.7 18.9 37.9 11.0 26.9 15.8 34.5
Old : 12.5 28.8 19.4 38.1 11.3 27.0 16.3 34.8
Other: 30.3 31.7 52.1 51.9 26.9 30.0 42.3 47.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 1,230,143: 119,154 175,083 156,274 772,888 753,230 1,048,316 1,084,586: 181,827 145,556
Old : 1,230,143: 119,154 175,083 156,274 772,888 753,230 1,048,316 1,084,586: 181,827 145,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 228: -1,889 -7,236 -4,760 6,499 12,565 -150 569: 378 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.2 12.7 62.8 61.2 85.2 88.2: 14.8 11.8
Old : 100.0: 9.7 14.2 12.7 62.8 61.2 85.2 88.2: 14.8 11.8
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 : 191: 39 34 50 91 93 153 154:
Old : 191: 39 34 50 91 93 153 154:
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 : 21.4 24.9 29.4 36.1 15.8 21.7 23.0 29.4
Old : 21.4 24.9 29.4 36.1 15.8 21.7 23.0 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 1,155,712: 117,017 392,116 8,038 846,484 671,595 971,538 1,071,749: 184,173 83,963
Old : 1,155,712: 117,017 392,116 8,038 846,484 671,595 971,538 1,071,749: 184,173 83,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,762: 4,040 -1,902 -1,429 2,780 15,022 5,391 11,691: 371 -5,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 33.9 0.7 73.2 58.1 84.1 92.7: 15.9 7.3
Old : 100.0: 10.1 33.9 0.7 73.2 58.1 84.1 92.7: 15.9 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 : 137: 23 17 15 77 69 106 95:
Old : 137: 23 17 15 77 69 106 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 : 26.8 34.6 38.7 53.2 23.2 33.7 33.4 49.6
Old : 26.8 34.6 38.7 53.2 23.2 33.7 33.4 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 22, 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 : 450,469: 71,732 76,254 119,547 210,175 223,730 401,453 419,531: 49,015 30,938
Old : 434,770: 72,345 77,008 111,625 203,513 216,770 387,482 405,402: 47,287 29,368
Other: 15,699: 3,304 3,165 4,004 6,663 6,960 13,971 14,129: 1,728 1,570
: : :
: : Changes in Commitments from: October 15, 2019 :
: -3,049: 866 -2,561 -4,548 231 3,682 -3,452 -3,427: 402 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 16.9 26.5 46.7 49.7 89.1 93.1: 10.9 6.9
Old : 100.0: 16.6 17.7 25.7 46.8 49.9 89.1 93.2: 10.9 6.8
Other: 100.0: 21.0 20.2 25.5 42.4 44.3 89.0 90.0: 11.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 79 71 100 113 91 247 220:
Old : 294: 82 73 99 113 90 247 218:
Other: 74: 14 15 16 33 15 58 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 : 10.9 21.2 18.2 30.6 10.2 19.5 15.2 25.8
Old : 11.1 21.6 18.1 31.0 10.4 20.3 15.4 26.1
Other: 27.3 37.0 43.0 55.1 18.2 29.9 31.4 46.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 11,020: 1,428 1,784 1,509 6,152 6,594 9,089 9,887: 1,931 1,133
Old : 11,020: 1,428 1,784 1,509 6,152 6,594 9,089 9,887: 1,931 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -20: 64 65 -17 20 -38 67 10: -87 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.2 13.7 55.8 59.8 82.5 89.7: 17.5 10.3
Old : 100.0: 13.0 16.2 13.7 55.8 59.8 82.5 89.7: 17.5 10.3
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 : 49: 11 15 12 16 16 36 34:
Old : 49: 11 15 12 16 16 36 34:
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 : 41.7 44.2 53.1 60.4 41.7 38.7 50.6 54.6
Old : 41.7 44.2 53.1 60.4 41.7 38.7 50.6 54.6
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 22, 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 : 4,023,710: 952,848 1,203,083 176,978 2,692,080 2,536,787 3,821,905 3,916,849: 201,805 106,862
Old : 4,023,710: 952,848 1,203,083 176,978 2,692,080 2,536,787 3,821,905 3,916,849: 201,805 106,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 67,822: -5,384 -10,205 16,808 57,510 58,568 68,934 65,170: -1,112 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.9 4.4 66.9 63.0 95.0 97.3: 5.0 2.7
Old : 100.0: 23.7 29.9 4.4 66.9 63.0 95.0 97.3: 5.0 2.7
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 : 383: 93 42 56 196 145 313 219:
Old : 383: 93 42 56 196 145 313 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 35.1 34.6 50.6 20.4 32.4 34.1 47.9
Old : 20.8 35.1 34.6 50.6 20.4 32.4 34.1 47.9
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 22, 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 : 4,516,765: 608,505 732,117 599,653 2,867,492 2,755,901 4,075,649 4,087,671: 441,116 429,093
Old : 4,516,765: 608,505 732,117 599,653 2,867,492 2,755,901 4,075,649 4,087,671: 441,116 429,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -37,419: -21,290 -11,693 -32,928 42,580 -4,692 -11,638 -49,313: -25,781 11,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 16.2 13.3 63.5 61.0 90.2 90.5: 9.8 9.5
Old : 100.0: 13.5 16.2 13.3 63.5 61.0 90.2 90.5: 9.8 9.5
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 : 408: 71 80 92 219 198 344 316:
Old : 408: 71 80 92 219 198 344 316:
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 : 19.2 16.1 26.9 27.0 11.4 13.3 17.0 19.6
Old : 19.2 16.1 26.9 27.0 11.4 13.3 17.0 19.6
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 22, 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 : 832,832: 135,942 92,572 7,588 576,976 569,556 720,506 669,716: 112,326 163,116
Old : 832,832: 135,942 92,572 7,588 576,976 569,556 720,506 669,716: 112,326 163,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,647: 8,207 4,885 -867 935 20 8,275 4,038: -2,628 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.1 0.9 69.3 68.4 86.5 80.4: 13.5 19.6
Old : 100.0: 16.3 11.1 0.9 69.3 68.4 86.5 80.4: 13.5 19.6
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 : 106: 13 16 10 59 61 79 80:
Old : 106: 13 16 10 59 61 79 80:
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 23.4 42.9 36.9 27.1 21.9 38.2 30.8
Old : 28.1 23.4 42.9 36.9 27.1 21.9 38.2 30.8
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 22, 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 : 4,779,124: 589,885 781,665 314,002 3,514,820 3,392,452 4,418,707 4,488,120: 360,417 291,005
Old : 4,779,124: 589,885 781,665 314,002 3,514,820 3,392,452 4,418,707 4,488,120: 360,417 291,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -69,850: -18,607 5,386 -19,673 -40,062 -58,882 -78,342 -73,169: 8,492 3,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.4 6.6 73.5 71.0 92.5 93.9: 7.5 6.1
Old : 100.0: 12.3 16.4 6.6 73.5 71.0 92.5 93.9: 7.5 6.1
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 : 334: 65 49 66 163 168 256 255:
Old : 334: 65 49 66 163 168 256 255:
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 : 31.8 23.1 44.9 34.1 20.8 17.8 32.6 26.1
Old : 31.8 23.1 44.9 34.1 20.8 17.8 32.6 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 2,278,824: 553,842 333,154 446,622 1,242,518 1,458,558 2,242,983 2,238,334: 35,841 40,490
Old : 2,278,824: 553,842 333,154 446,622 1,242,518 1,458,558 2,242,983 2,238,334: 35,841 40,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 89,605: 46,841 20,549 -17,568 66,227 92,170 95,500 95,151: -5,896 -5,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.6 19.6 54.5 64.0 98.4 98.2: 1.6 1.8
Old : 100.0: 24.3 14.6 19.6 54.5 64.0 98.4 98.2: 1.6 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 : 174: 43 39 58 73 82 147 148:
Old : 174: 43 39 58 73 82 147 148:
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 : 33.2 23.7 48.9 39.2 24.2 14.7 31.7 21.7
Old : 33.2 23.7 48.9 39.2 24.2 14.7 31.7 21.7
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, October 22, 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 : 53,521: 24,140 4,248 1,174 20,377 40,709 45,690 46,132: 7,830 7,389
Old : 53,521: 24,140 4,248 1,174 20,377 40,709 45,690 46,132: 7,830 7,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 680: 980 296 -43 -45 1,193 892 1,447: -212 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 7.9 2.2 38.1 76.1 85.4 86.2: 14.6 13.8
Old : 100.0: 45.1 7.9 2.2 38.1 76.1 85.4 86.2: 14.6 13.8
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 : 97: 31 17 6 28 36 61 57:
Old : 97: 31 17 6 28 36 61 57:
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 : 36.6 43.2 51.6 58.1 36.3 42.0 49.6 56.9
Old : 36.6 43.2 51.6 58.1 36.3 42.0 49.6 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 107,041: 48,279 8,496 2,348 40,754 81,419 91,381 92,263: 15,660 14,778
Old : 107,041: 48,279 8,496 2,348 40,754 81,419 91,381 92,263: 15,660 14,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 1,360: 1,960 593 -86 -90 2,387 1,784 2,894: -424 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 7.9 2.2 38.1 76.1 85.4 86.2: 14.6 13.8
Old : 100.0: 45.1 7.9 2.2 38.1 76.1 85.4 86.2: 14.6 13.8
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 : 97: 31 17 6 28 36 61 57:
Old : 97: 31 17 6 28 36 61 57:
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 : 36.6 43.2 51.6 58.1 36.3 42.0 49.6 56.9
Old : 36.6 43.2 51.6 58.1 36.3 42.0 49.6 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 40,281: 2,848 660 145 35,105 37,893 38,098 38,698: 2,183 1,583
Old : 40,281: 2,848 660 145 35,105 37,893 38,098 38,698: 2,183 1,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: -1,114: -463 212 145 -404 -1,125 -722 -768: -392 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 1.6 0.4 87.2 94.1 94.6 96.1: 5.4 3.9
Old : 100.0: 7.1 1.6 0.4 87.2 94.1 94.6 96.1: 5.4 3.9
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 : 28: 3 2 1 14 11 17 14:
Old : 28: 3 2 1 14 11 17 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 : 69.1 73.1 84.4 92.4 68.6 73.1 83.5 92.4
Old : 69.1 73.1 84.4 92.4 68.6 73.1 83.5 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 20,628: 14,597 18,768 688 5,123 1,140 20,408 20,596: 220 32
Old : 20,628: 14,597 18,768 688 5,123 1,140 20,408 20,596: 220 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 929: 877 936 1 52 0 930 937: -1 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 91.0 3.3 24.8 5.5 98.9 99.8: 1.1 0.2
Old : 100.0: 70.8 91.0 3.3 24.8 5.5 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 72.9 88.8 85.8 66.0 71.7 81.2 83.0
Old : 70.3 72.9 88.8 85.8 66.0 71.7 81.2 83.0
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 22, 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 : 73,017: 45,596 6,503 24,588 2,740 39,844 72,924 70,935: 93 2,082
Old : 73,017: 45,596 6,503 24,588 2,740 39,844 72,924 70,935: 93 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,597: -527 110 4,471 1,665 1,745 5,609 6,326: -12 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 8.9 33.7 3.8 54.6 99.9 97.1: 0.1 2.9
Old : 100.0: 62.4 8.9 33.7 3.8 54.6 99.9 97.1: 0.1 2.9
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 : 32: 6 7 3 4 15 12 23:
Old : 32: 6 7 3 4 15 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.7 80.8 99.6 89.5 63.2 50.7 66.1 57.3
Old : 96.7 80.8 99.6 89.5 63.2 50.7 66.1 57.3
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 22, 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 : 40,319: 23,110 2,908 14,441 2,743 20,929 40,294 38,278: 25 2,041
Old : 40,319: 23,110 2,908 14,441 2,743 20,929 40,294 38,278: 25 2,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 5,353: 3,504 -263 1,992 -150 3,566 5,346 5,295: 7 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 7.2 35.8 6.8 51.9 99.9 94.9: 0.1 5.1
Old : 100.0: 57.3 7.2 35.8 6.8 51.9 99.9 94.9: 0.1 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 : 22: 6 5 2 2 9 9 15:
Old : 22: 6 5 2 2 9 9 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 : 95.8 86.9 99.9 93.7 60.0 54.3 64.1 58.3
Old : 95.8 86.9 99.9 93.7 60.0 54.3 64.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 51,075: 22,133 22,038 28,942 0 0 51,075 50,980: 0 95
Old : 51,075: 22,133 22,038 28,942 0 0 51,075 50,980: 0 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2019 :
: 253: -133 -172 386 0 0 253 214: 0 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 43.1 56.7 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 43.3 43.1 56.7 0.0 0.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 13 5 0 0 10 16:
Old : 21: 7 13 5 0 0 10 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 : 84.6 82.5 99.9 97.2 38.0 36.0 43.3 42.3
Old : 84.6 82.5 99.9 97.2 38.0 36.0 43.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2019