WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 525,413: 90,318 83,014 225,874 178,981 173,632 495,173 482,520: 30,240 42,894
Old : 425,581: 96,754 79,635 171,098 134,012 141,606 401,864 392,340: 23,717 33,242
Other: 99,832: 23,011 32,825 25,329 44,969 32,026 93,309 90,180: 6,523 9,652
: : :
: : Changes in Commitments from: October 29, 2019 :
: 7,316: -3,136 3,953 4,607 6,087 -654 7,558 7,906: -242 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.8 43.0 34.1 33.0 94.2 91.8: 5.8 8.2
Old : 100.0: 22.7 18.7 40.2 31.5 33.3 94.4 92.2: 5.6 7.8
Other: 100.0: 23.0 32.9 25.4 45.0 32.1 93.5 90.3: 6.5 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 106 127 156 99 115 300 317:
Old : 366: 110 116 145 96 108 289 295:
Other: 186: 44 51 47 48 72 119 146:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 11.2 21.0 18.8 6.2 6.7 10.5 10.0
Old : 12.0 12.0 18.9 20.6 5.8 7.9 10.3 11.7
Other: 25.4 21.1 39.5 32.8 21.6 15.7 33.3 23.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 14,003: 6,267 1,700 100 7,291 11,993 13,658 13,793: 345 210
Old : 13,803: 6,067 1,700 100 7,291 11,793 13,458 13,593: 345 210
Other: 200: 200 0 0 0 200 200 200: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 138: -1,312 0 -353 1,682 581 17 228: 121 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.1 0.7 52.1 85.6 97.5 98.5: 2.5 1.5
Old : 100.0: 44.0 12.3 0.7 52.8 85.4 97.5 98.5: 2.5 1.5
Other: 100.0: 100.0 0.0 0.0 0.0 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 1 9 17 13 21:
Old : 25: 4 3 1 9 17 13 21:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 : 76.2 42.3 90.7 75.0 61.9 40.0 74.9 67.1
Old : 77.3 42.9 91.2 76.1 62.8 40.6 75.9 67.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 337,880: 73,196 92,996 108,889 124,615 116,400 306,699 318,285: 31,181 19,595
Old : 286,624: 74,929 93,794 86,641 99,942 90,342 261,512 270,776: 25,112 15,848
Other: 51,256: 14,830 15,766 5,685 24,673 26,058 45,188 47,509: 6,068 3,747
: : :
: : Changes in Commitments from: October 29, 2019 :
: 43: -1,492 4,102 -3,467 4,790 -714 -169 -80: 212 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 27.5 32.2 36.9 34.5 90.8 94.2: 9.2 5.8
Old : 100.0: 26.1 32.7 30.2 34.9 31.5 91.2 94.5: 8.8 5.5
Other: 100.0: 28.9 30.8 11.1 48.1 50.8 88.2 92.7: 11.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 94 57 87 102 84 236 198:
Old : 277: 94 57 75 98 78 223 185:
Other: 146: 36 32 25 47 47 100 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 15.0 17.1 24.2 8.1 12.1 14.2 19.1
Old : 10.4 14.0 18.1 23.8 8.1 10.9 14.9 18.9
Other: 20.5 43.0 33.5 60.7 20.5 42.2 33.2 56.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 2,034,158: 227,474 310,345 594,641 879,182 902,423 1,701,297 1,807,410: 332,861 226,748
Old : 1,848,223: 208,449 327,908 532,994 792,292 806,374 1,533,735 1,667,275: 314,488 180,947
Other: 185,935: 61,512 24,924 19,161 86,890 96,049 167,562 140,134: 18,373 45,801
: : :
: : Changes in Commitments from: October 29, 2019 :
: 27,683: -558 15,922 3,189 28,316 5,787 30,947 24,898: -3,263 2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.3 29.2 43.2 44.4 83.6 88.9: 16.4 11.1
Old : 100.0: 11.3 17.7 28.8 42.9 43.6 83.0 90.2: 17.0 9.8
Other: 100.0: 33.1 13.4 10.3 46.7 51.7 90.1 75.4: 9.9 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 873: 188 167 229 434 400 748 682:
Old : 867: 186 173 214 427 391 733 663:
Other: 444: 69 59 42 115 262 205 344:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 9.0 14.0 15.5 5.1 4.9 8.8 8.2
Old : 7.5 8.8 14.1 15.5 5.2 5.2 8.7 8.8
Other: 21.4 20.6 34.3 29.1 20.4 20.2 33.0 28.4
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 9,100: 3,183 1,677 3,323 2,432 3,599 8,938 8,599: 163 502
Old : 9,100: 3,183 1,677 3,323 2,432 3,599 8,938 8,599: 163 502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 18.4 36.5 26.7 39.5 98.2 94.5: 1.8 5.5
Old : 100.0: 35.0 18.4 36.5 26.7 39.5 98.2 94.5: 1.8 5.5
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: 5 7 6 5 8 11 20:
Old : 20: 5 7 6 5 8 11 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 50.8 94.6 71.3 33.7 28.9 42.7 36.7
Old : 70.9 50.8 94.6 71.3 33.7 28.9 42.7 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 11,860: 1,736 1,089 3,527 5,013 5,324 10,276 9,940: 1,584 1,920
Old : 11,860: 1,736 1,089 3,527 5,013 5,324 10,276 9,940: 1,584 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 35: -136 102 79 19 -49 -38 132: 73 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.2 29.7 42.3 44.9 86.6 83.8: 13.4 16.2
Old : 100.0: 14.6 9.2 29.7 42.3 44.9 86.6 83.8: 13.4 16.2
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 : 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 : 64.9 64.6 80.6 77.2 38.1 33.5 43.0 39.4
Old : 64.9 64.6 80.6 77.2 38.1 33.5 43.0 39.4
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, November 05, 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 : 6,948: 2,731 81 377 1,926 5,191 5,035 5,650: 1,913 1,298
Old : 6,925: 2,731 81 377 1,919 5,191 5,028 5,650: 1,897 1,275
Other: 23: 0 0 0 7 0 7 0: 16 23
: : :
: : Changes in Commitments from: October 29, 2019 :
: 73: -39 -24 -17 89 107 33 66: 41 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 1.2 5.4 27.7 74.7 72.5 81.3: 27.5 18.7
Old : 100.0: 39.4 1.2 5.5 27.7 75.0 72.6 81.6: 27.4 18.4
Other: 100.0: 0.0 0.0 0.0 30.4 0.0 30.4 0.0: 69.6 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 3 4 11 10 25 15:
Old : 28: 12 3 4 10 10 24 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 : 30.1 55.9 43.9 72.9 27.1 44.0 38.5 53.8
Old : 30.2 56.0 44.0 73.2 27.2 44.1 38.7 54.1
Other: 30.4 0.0 30.4 0.0 30.4 0.0 30.4 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 814,903: 166,060 84,229 218,530 361,768 441,619 746,357 744,378: 68,546 70,525
Old : 740,210: 158,481 90,038 183,199 335,310 407,239 676,989 680,476: 63,221 59,734
Other: 74,694: 23,142 9,753 19,768 26,458 34,381 69,368 63,902: 5,326 10,792
: : :
: : Changes in Commitments from: October 29, 2019 :
: -4,189: -8,312 6,323 6,304 2,044 -16,610 36 -3,983: -4,224 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.3 26.8 44.4 54.2 91.6 91.3: 8.4 8.7
Old : 100.0: 21.4 12.2 24.7 45.3 55.0 91.5 91.9: 8.5 8.1
Other: 100.0: 31.0 13.1 26.5 35.4 46.0 92.9 85.6: 7.1 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 587: 174 122 201 196 235 471 475:
Old : 580: 179 123 192 193 230 461 461:
Other: 277: 54 55 40 59 138 136 213:
:----------------------------------------------------------------------------------------------------
: 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 12.7 18.7 22.0 9.5 10.5 15.2 17.1
Old : 11.2 13.5 19.2 22.7 10.1 11.0 16.4 17.8
Other: 17.1 24.9 31.0 37.5 15.3 18.3 27.4 24.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 577,583: 145,587 39,627 157,999 235,439 352,896 539,025 550,522: 38,558 27,060
Old : 558,026: 148,253 41,577 149,100 224,173 341,360 521,526 532,036: 36,500 25,989
Other: 19,557: 3,717 4,433 2,516 11,266 11,537 17,499 18,486: 2,058 1,071
: : :
: : Changes in Commitments from: October 29, 2019 :
: 28,279: 11,586 6,008 9,552 7,219 12,807 28,357 28,367: -78 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.9 27.4 40.8 61.1 93.3 95.3: 6.7 4.7
Old : 100.0: 26.6 7.5 26.7 40.2 61.2 93.5 95.3: 6.5 4.7
Other: 100.0: 19.0 22.7 12.9 57.6 59.0 89.5 94.5: 10.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 126 70 150 102 92 315 265:
Old : 361: 127 76 148 102 92 315 263:
Other: 79: 21 13 17 30 18 60 42:
:----------------------------------------------------------------------------------------------------
: 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 28.0 18.6 37.4 10.0 26.6 14.8 34.1
Old : 11.8 28.0 19.3 37.7 10.4 26.7 15.5 34.3
Other: 35.9 31.9 53.1 53.4 35.1 31.4 48.1 51.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 1,265,791: 109,309 187,036 195,287 781,359 726,407 1,085,955 1,108,730: 179,836 157,061
Old : 1,265,791: 109,309 187,036 195,287 781,359 726,407 1,085,955 1,108,730: 179,836 157,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 70,752: -20,494 10,923 70,035 19,859 -27,099 69,401 53,860: 1,352 16,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.8 15.4 61.7 57.4 85.8 87.6: 14.2 12.4
Old : 100.0: 8.6 14.8 15.4 61.7 57.4 85.8 87.6: 14.2 12.4
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 : 183: 35 34 48 93 90 153 147:
Old : 183: 35 34 48 93 90 153 147:
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 : 20.5 25.9 28.3 35.5 15.0 22.3 21.6 29.1
Old : 20.5 25.9 28.3 35.5 15.0 22.3 21.6 29.1
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, November 05, 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 : 1,166,250: 121,183 421,036 12,346 869,875 639,065 1,003,404 1,072,446: 162,846 93,803
Old : 1,166,250: 121,183 421,036 12,346 869,875 639,065 1,003,404 1,072,446: 162,846 93,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 17,992: 6,986 23,566 -12 17,075 -9,645 24,049 13,909: -6,057 4,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 36.1 1.1 74.6 54.8 86.0 92.0: 14.0 8.0
Old : 100.0: 10.4 36.1 1.1 74.6 54.8 86.0 92.0: 14.0 8.0
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 : 132: 17 19 18 82 69 111 94:
Old : 132: 17 19 18 82 69 111 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 36.6 37.1 55.4 22.0 35.2 32.0 50.5
Old : 26.5 36.6 37.1 55.4 22.0 35.2 32.0 50.5
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, November 05, 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 : 470,113: 62,197 81,959 124,533 230,749 231,468 417,480 437,960: 52,633 32,153
Old : 448,466: 62,698 82,747 115,591 219,643 219,738 397,932 418,076: 50,534 30,390
Other: 21,647: 3,259 2,972 5,182 11,106 11,730 19,548 19,884: 2,099 1,763
: : :
: : Changes in Commitments from: October 29, 2019 :
: 18,394: -4,874 2,271 10,553 13,091 4,782 18,770 17,606: -376 788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.4 26.5 49.1 49.2 88.8 93.2: 11.2 6.8
Old : 100.0: 14.0 18.5 25.8 49.0 49.0 88.7 93.2: 11.3 6.8
Other: 100.0: 15.1 13.7 23.9 51.3 54.2 90.3 91.9: 9.7 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 77 74 104 120 94 260 224:
Old : 300: 78 79 103 120 93 260 222:
Other: 84: 17 19 19 36 17 66 45:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 21.6 18.2 30.2 9.4 19.6 14.8 25.0
Old : 11.3 21.9 18.3 30.4 9.6 20.6 14.9 25.9
Other: 35.6 42.4 50.0 59.3 26.2 30.5 38.1 42.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 9,711: 1,249 1,759 719 6,031 5,952 7,998 8,430: 1,713 1,281
Old : 9,711: 1,249 1,759 719 6,031 5,952 7,998 8,430: 1,713 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -149: 17 -282 361 -358 -92 20 -13: -168 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.1 7.4 62.1 61.3 82.4 86.8: 17.6 13.2
Old : 100.0: 12.9 18.1 7.4 62.1 61.3 82.4 86.8: 17.6 13.2
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 : 47: 11 10 8 19 14 34 28:
Old : 47: 11 10 8 19 14 34 28:
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 : 47.9 47.3 58.3 65.7 47.4 41.8 55.5 60.2
Old : 47.9 47.3 58.3 65.7 47.4 41.8 55.5 60.2
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, November 05, 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 : 4,123,467: 936,227 1,114,379 255,462 2,722,308 2,642,854 3,913,998 4,012,696: 209,469 110,771
Old : 4,123,467: 936,227 1,114,379 255,462 2,722,308 2,642,854 3,913,998 4,012,696: 209,469 110,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 129,822: 1,842 -31,333 43,907 72,346 119,866 118,095 132,440: 11,727 -2,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 27.0 6.2 66.0 64.1 94.9 97.3: 5.1 2.7
Old : 100.0: 22.7 27.0 6.2 66.0 64.1 94.9 97.3: 5.1 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 : 372: 82 53 56 195 134 312 208:
Old : 372: 82 53 56 195 134 312 208:
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 : 20.2 32.7 32.7 50.0 19.6 29.3 30.9 46.3
Old : 20.2 32.7 32.7 50.0 19.6 29.3 30.9 46.3
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, November 05, 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 : 4,696,601: 621,213 868,440 630,240 3,016,887 2,751,608 4,268,340 4,250,289: 428,262 446,312
Old : 4,696,601: 621,213 868,440 630,240 3,016,887 2,751,608 4,268,340 4,250,289: 428,262 446,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 221,732: -68,780 55,533 108,772 182,913 58,276 222,905 222,581: -1,173 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.5 13.4 64.2 58.6 90.9 90.5: 9.1 9.5
Old : 100.0: 13.2 18.5 13.4 64.2 58.6 90.9 90.5: 9.1 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 : 415: 77 85 94 214 198 341 327:
Old : 415: 77 85 94 214 198 341 327:
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 : 19.5 16.1 27.3 26.7 12.5 14.0 17.9 21.1
Old : 19.5 16.1 27.3 26.7 12.5 14.0 17.9 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 830,856: 134,183 92,336 6,691 582,242 574,758 723,116 673,785: 107,740 157,071
Old : 830,856: 134,183 92,336 6,691 582,242 574,758 723,116 673,785: 107,740 157,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -5,390: -2,181 553 -1,428 -1,262 -3,820 -4,871 -4,695: -519 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.1 0.8 70.1 69.2 87.0 81.1: 13.0 18.9
Old : 100.0: 16.1 11.1 0.8 70.1 69.2 87.0 81.1: 13.0 18.9
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 : 110: 13 16 7 62 66 79 85:
Old : 110: 13 16 7 62 66 79 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 23.4 43.2 36.2 27.1 21.7 37.8 30.6
Old : 29.9 23.4 43.2 36.2 27.1 21.7 37.8 30.6
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, November 05, 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 : 5,132,184: 585,043 882,309 421,120 3,825,089 3,506,215 4,831,252 4,809,644: 300,932 322,540
Old : 5,132,184: 585,043 882,309 421,120 3,825,089 3,506,215 4,831,252 4,809,644: 300,932 322,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 313,678: -69,729 71,194 140,640 266,589 89,876 337,499 301,710: -23,822 11,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.2 8.2 74.5 68.3 94.1 93.7: 5.9 6.3
Old : 100.0: 11.4 17.2 8.2 74.5 68.3 94.1 93.7: 5.9 6.3
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 : 329: 57 55 64 164 166 254 252:
Old : 329: 57 55 64 164 166 254 252:
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 22.7 44.1 33.7 21.1 18.1 32.9 26.3
Old : 31.0 22.7 44.1 33.7 21.1 18.1 32.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 1,871,114: 419,059 260,376 368,722 1,036,154 1,198,644 1,823,935 1,827,742: 47,179 43,372
Old : 1,871,114: 419,059 260,376 368,722 1,036,154 1,198,644 1,823,935 1,827,742: 47,179 43,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -413,121: -112,157 -78,930 -82,111 -225,390 -247,783 -419,658 -408,823: 6,538 -4,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.9 19.7 55.4 64.1 97.5 97.7: 2.5 2.3
Old : 100.0: 22.4 13.9 19.7 55.4 64.1 97.5 97.7: 2.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 45 32 54 74 73 143 135:
Old : 159: 45 32 54 74 73 143 135:
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 : 32.1 26.7 47.8 41.5 23.0 14.7 27.1 21.9
Old : 32.1 26.7 47.8 41.5 23.0 14.7 27.1 21.9
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, November 05, 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 : 57,947: 25,375 5,822 1,513 22,618 41,987 49,505 49,322: 8,442 8,625
Old : 57,947: 25,375 5,822 1,513 22,618 41,987 49,505 49,322: 8,442 8,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 317: 168 793 -225 50 -960 -7 -392: 324 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 10.0 2.6 39.0 72.5 85.4 85.1: 14.6 14.9
Old : 100.0: 43.8 10.0 2.6 39.0 72.5 85.4 85.1: 14.6 14.9
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 : 107: 40 16 6 31 33 74 52:
Old : 107: 40 16 6 31 33 74 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 40.1 44.6 55.9 27.7 39.3 43.1 55.1
Old : 28.3 40.1 44.6 55.9 27.7 39.3 43.1 55.1
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, November 05, 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 : 115,895: 50,749 11,645 3,025 45,236 83,973 99,010 98,644: 16,884 17,251
Old : 115,895: 50,749 11,645 3,025 45,236 83,973 99,010 98,644: 16,884 17,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 633: 336 1,587 -450 100 -1,920 -14 -784: 647 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 10.0 2.6 39.0 72.5 85.4 85.1: 14.6 14.9
Old : 100.0: 43.8 10.0 2.6 39.0 72.5 85.4 85.1: 14.6 14.9
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 : 107: 40 16 6 31 33 74 52:
Old : 107: 40 16 6 31 33 74 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 40.1 44.6 55.9 27.7 39.3 43.1 55.1
Old : 28.3 40.1 44.6 55.9 27.7 39.3 43.1 55.1
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, November 05, 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 : 39,911: 1,243 448 0 36,311 37,813 37,554 38,261: 2,357 1,650
Old : 39,911: 1,243 448 0 36,311 37,813 37,554 38,261: 2,357 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -498: -179 0 -398 183 -119 -394 -517: -104 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.1 0.0 91.0 94.7 94.1 95.9: 5.9 4.1
Old : 100.0: 3.1 1.1 0.0 91.0 94.7 94.1 95.9: 5.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 16 12 17 13:
Old : 27: 1 1 0 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 75.2 84.3 92.8 69.9 75.2 83.6 92.8
Old : 70.5 75.2 84.3 92.8 69.9 75.2 83.6 92.8
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, November 05, 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 : 18,517: 12,312 16,346 736 5,233 1,113 18,281 18,195: 236 322
Old : 18,517: 12,312 16,346 736 5,233 1,113 18,281 18,195: 236 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -55: -165 -355 10 110 0 -45 -345: -10 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 88.3 4.0 28.3 6.0 98.7 98.3: 1.3 1.7
Old : 100.0: 66.5 88.3 4.0 28.3 6.0 98.7 98.3: 1.3 1.7
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 : 39: 20 14 4 5 2 28 17:
Old : 39: 20 14 4 5 2 28 17:
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 : 62.2 66.0 83.7 81.4 58.2 65.5 75.3 79.4
Old : 62.2 66.0 83.7 81.4 58.2 65.5 75.3 79.4
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, November 05, 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 : 78,524: 45,875 5,046 29,600 3,004 41,622 78,479 76,268: 45 2,256
Old : 78,524: 45,875 5,046 29,600 3,004 41,622 78,479 76,268: 45 2,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 3,250: 806 -1,201 3,143 -681 1,054 3,268 2,996: -18 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.4 37.7 3.8 53.0 99.9 97.1: 0.1 2.9
Old : 100.0: 58.4 6.4 37.7 3.8 53.0 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 : 31: 6 8 3 2 15 10 24:
Old : 31: 6 8 3 2 15 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 : 98.1 82.2 99.9 89.8 60.8 47.7 62.2 53.6
Old : 98.1 82.2 99.9 89.8 60.8 47.7 62.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 48,657: 23,757 1,488 21,878 3,018 23,658 48,653 47,024: 4 1,633
Old : 48,657: 23,757 1,488 21,878 3,018 23,658 48,653 47,024: 4 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 4,461: -1,010 -1,563 5,214 275 1,071 4,479 4,722: -18 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 3.1 45.0 6.2 48.6 100.0 96.6: 0.0 3.4
Old : 100.0: 48.8 3.1 45.0 6.2 48.6 100.0 96.6: 0.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 2 2 10 9 17:
Old : 24: 6 6 2 2 10 9 17:
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 : 97.0 91.2 99.8 95.2 52.3 47.7 55.0 50.7
Old : 97.0 91.2 99.8 95.2 52.3 47.7 55.0 50.7
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, November 05, 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 : 50,494: 22,173 22,124 28,304 0 0 50,477 50,428: 17 66
Old : 50,494: 22,173 22,124 28,304 0 0 50,477 50,428: 17 66
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -434: -25 -8 -426 0 0 -451 -434: 17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 43.8 56.1 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 43.9 43.8 56.1 0.0 0.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.2 80.7 99.8 96.9 38.4 35.7 43.9 42.7
Old : 85.2 80.7 99.8 96.9 38.4 35.7 43.9 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 08, 2019