WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 527,940: 94,926 88,056 220,229 182,414 174,678 497,569 482,963: 30,372 44,977
Old : 424,524: 97,641 82,704 166,442 136,828 140,132 400,911 389,278: 23,613 35,246
Other: 103,416: 24,715 32,783 26,356 45,586 34,547 96,658 93,685: 6,759 9,731
: : :
: : Changes in Commitments from: November 5, 2019 :
: 2,527: 4,607 5,042 -5,645 3,433 1,046 2,395 443: 132 2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.7 41.7 34.6 33.1 94.2 91.5: 5.8 8.5
Old : 100.0: 23.0 19.5 39.2 32.2 33.0 94.4 91.7: 5.6 8.3
Other: 100.0: 23.9 31.7 25.5 44.1 33.4 93.5 90.6: 6.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 104 133 157 98 115 299 324:
Old : 366: 110 117 142 91 109 279 299:
Other: 198: 51 53 47 50 73 126 152:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 10.4 20.1 17.4 6.3 6.7 10.6 10.7
Old : 11.3 11.2 18.3 19.4 5.9 7.9 10.3 12.6
Other: 24.8 19.3 38.4 29.8 19.9 13.6 31.0 21.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 14,339: 6,367 1,700 100 7,509 12,329 13,976 14,129: 363 210
Old : 14,139: 6,167 1,700 100 7,509 12,129 13,776 13,929: 363 210
Other: 200: 200 0 0 0 200 200 200: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 336: 100 0 0 218 336 318 336: 18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.9 0.7 52.4 86.0 97.5 98.5: 2.5 1.5
Old : 100.0: 43.6 12.0 0.7 53.1 85.8 97.4 98.5: 2.6 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 : 76.5 43.4 90.7 75.4 61.6 40.5 74.4 66.9
Old : 77.6 44.0 91.1 76.4 62.5 41.1 75.3 67.2
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 12, 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 : 329,060: 78,036 86,419 100,267 119,994 121,554 298,297 308,241: 30,763 20,819
Old : 276,014: 79,772 86,549 76,666 95,451 96,006 251,889 259,221: 24,125 16,793
Other: 53,046: 14,817 16,423 7,049 24,543 25,548 46,408 49,020: 6,638 4,026
: : :
: : Changes in Commitments from: November 5, 2019 :
: -8,820: 4,840 -6,577 -8,622 -4,621 5,154 -8,402 -10,044: -418 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.3 30.5 36.5 36.9 90.7 93.7: 9.3 6.3
Old : 100.0: 28.9 31.4 27.8 34.6 34.8 91.3 93.9: 8.7 6.1
Other: 100.0: 27.9 31.0 13.3 46.3 48.2 87.5 92.4: 12.5 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 95 58 87 97 80 235 191:
Old : 273: 94 58 78 94 74 223 181:
Other: 147: 38 31 22 49 47 100 87:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 16.1 17.1 25.5 8.6 13.0 15.1 20.2
Old : 9.8 14.9 17.7 25.3 8.5 12.2 15.6 20.7
Other: 19.6 39.9 33.8 55.3 18.9 39.9 32.1 52.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 2,034,354: 226,930 320,248 616,563 862,319 870,075 1,705,812 1,806,887: 328,542 227,467
Old : 1,837,711: 211,932 341,041 546,263 770,311 769,468 1,528,507 1,656,772: 309,204 180,939
Other: 196,643: 61,678 25,888 23,619 92,008 100,607 177,305 150,115: 19,338 46,528
: : :
: : Changes in Commitments from: November 5, 2019 :
: 197: -544 9,903 21,922 -16,863 -32,348 4,515 -523: -4,318 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.7 30.3 42.4 42.8 83.9 88.8: 16.1 11.2
Old : 100.0: 11.5 18.6 29.7 41.9 41.9 83.2 90.2: 16.8 9.8
Other: 100.0: 31.4 13.2 12.0 46.8 51.2 90.2 76.3: 9.8 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 867: 197 156 223 431 392 750 663:
Old : 862: 199 156 210 424 384 738 645:
Other: 434: 59 63 40 119 255 197 340:
:----------------------------------------------------------------------------------------------------
: 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 : 7.4 7.7 14.0 14.1 5.2 4.8 8.9 8.5
Old : 7.7 7.9 14.1 14.4 5.3 5.2 9.0 9.1
Other: 21.5 20.5 33.9 28.8 20.6 20.1 32.6 27.7
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 8,394: 2,624 1,399 3,513 2,075 3,083 8,212 7,995: 182 399
Old : 8,394: 2,624 1,399 3,513 2,075 3,083 8,212 7,995: 182 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -707: -558 -278 190 -357 -516 -726 -604: 19 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 16.7 41.9 24.7 36.7 97.8 95.2: 2.2 4.8
Old : 100.0: 31.3 16.7 41.9 24.7 36.7 97.8 95.2: 2.2 4.8
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 : 22: 5 8 5 5 9 10 22:
Old : 22: 5 8 5 5 9 10 22:
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 : 72.3 49.8 95.0 70.3 30.6 22.7 38.6 30.1
Old : 72.3 49.8 95.0 70.3 30.6 22.7 38.6 30.1
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 12, 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 : 12,682: 3,279 1,049 3,005 5,432 6,353 11,715 10,407: 967 2,275
Old : 12,682: 3,279 1,049 3,005 5,432 6,353 11,715 10,407: 967 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 821: 1,543 -39 -523 419 1,029 1,438 467: -617 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.3 23.7 42.8 50.1 92.4 82.1: 7.6 17.9
Old : 100.0: 25.9 8.3 23.7 42.8 50.1 92.4 82.1: 7.6 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 4 11 12 15 18:
Old : 22: 3 3 4 11 12 15 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 : 65.9 61.0 86.5 73.0 44.9 36.0 55.9 43.8
Old : 65.9 61.0 86.5 73.0 44.9 36.0 55.9 43.8
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 12, 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 : 7,336: 2,839 82 336 1,990 5,344 5,165 5,762: 2,171 1,574
Old : 7,309: 2,839 82 336 1,983 5,344 5,158 5,762: 2,151 1,547
Other: 27: 0 0 0 7 0 7 0: 20 27
: : :
: : Changes in Commitments from: November 5, 2019 :
: 388: 108 1 -41 63 153 130 112: 258 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 1.1 4.6 27.1 72.8 70.4 78.5: 29.6 21.5
Old : 100.0: 38.8 1.1 4.6 27.1 73.1 70.6 78.8: 29.4 21.2
Other: 100.0: 0.0 0.0 0.0 25.9 0.0 25.9 0.0: 74.1 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 2 4 10 10 23 15:
Old : 26: 12 2 4 9 10 22 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 : 29.4 53.4 45.1 71.4 27.8 43.3 39.0 53.5
Old : 29.5 53.6 45.2 71.6 27.9 43.6 39.1 53.8
Other: 25.9 0.0 25.9 0.0 25.9 0.0 25.9 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 856,390: 148,649 95,876 238,283 403,160 451,052 790,092 785,211: 66,298 71,179
Old : 776,538: 141,041 101,823 203,389 370,959 411,483 715,389 716,695: 61,149 59,843
Other: 79,852: 22,860 9,305 19,643 32,200 39,569 74,703 68,516: 5,149 11,336
: : :
: : Changes in Commitments from: November 5, 2019 :
: 41,487: -17,410 11,647 19,753 41,392 9,433 43,735 40,833: -2,248 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 11.2 27.8 47.1 52.7 92.3 91.7: 7.7 8.3
Old : 100.0: 18.2 13.1 26.2 47.8 53.0 92.1 92.3: 7.9 7.7
Other: 100.0: 28.6 11.7 24.6 40.3 49.6 93.6 85.8: 6.4 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 178 132 207 213 231 493 484:
Old : 598: 176 137 199 211 227 483 473:
Other: 281: 56 50 40 63 143 142 213:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 13.6 19.9 22.3 9.4 10.3 14.9 16.5
Old : 11.9 14.5 20.1 23.2 10.1 11.0 16.1 17.2
Other: 17.6 24.1 31.8 37.8 16.5 19.7 30.1 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 582,197: 148,423 41,300 160,926 233,481 353,188 542,830 555,414: 39,366 26,783
Old : 560,752: 151,040 43,409 151,666 221,005 340,291 523,710 535,366: 37,041 25,386
Other: 21,445: 4,128 4,635 2,516 12,476 12,897 19,120 20,048: 2,325 1,397
: : :
: : Changes in Commitments from: November 5, 2019 :
: 4,614: 2,837 1,674 2,927 -1,958 291 3,805 4,892: 809 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.1 27.6 40.1 60.7 93.2 95.4: 6.8 4.6
Old : 100.0: 26.9 7.7 27.0 39.4 60.7 93.4 95.5: 6.6 4.5
Other: 100.0: 19.2 21.6 11.7 58.2 60.1 89.2 93.5: 10.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 116 73 146 104 91 309 261:
Old : 353: 117 80 144 103 91 308 259:
Other: 80: 23 13 17 29 20 60 44:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 28.9 19.4 37.5 9.9 27.4 14.9 33.4
Old : 11.9 29.1 20.0 37.8 10.3 27.7 15.7 33.6
Other: 37.2 33.1 53.9 53.5 36.5 32.1 48.4 50.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 1,303,393: 113,522 179,011 194,107 811,187 770,245 1,118,816 1,143,364: 184,577 160,029
Old : 1,303,393: 113,522 179,011 194,107 811,187 770,245 1,118,816 1,143,364: 184,577 160,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 37,602: 4,213 -8,024 -1,180 29,828 43,839 32,861 34,634: 4,742 2,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.7 14.9 62.2 59.1 85.8 87.7: 14.2 12.3
Old : 100.0: 8.7 13.7 14.9 62.2 59.1 85.8 87.7: 14.2 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 46 25 47 92 90 154 147:
Old : 186: 46 25 47 92 90 154 147:
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 : 20.1 26.1 27.8 36.7 14.5 22.8 20.3 29.6
Old : 20.1 26.1 27.8 36.7 14.5 22.8 20.3 29.6
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 12, 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 : 1,188,345: 109,770 436,280 14,562 903,519 641,337 1,027,850 1,092,178: 160,494 96,167
Old : 1,188,345: 109,770 436,280 14,562 903,519 641,337 1,027,850 1,092,178: 160,494 96,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 22,095: -11,413 15,244 2,216 33,644 2,272 24,447 19,731: -2,352 2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 36.7 1.2 76.0 54.0 86.5 91.9: 13.5 8.1
Old : 100.0: 9.2 36.7 1.2 76.0 54.0 86.5 91.9: 13.5 8.1
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 : 137: 18 19 19 88 75 119 100:
Old : 137: 18 19 19 88 75 119 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.0 36.9 54.9 21.9 35.7 31.9 49.7
Old : 26.4 37.0 36.9 54.9 21.9 35.7 31.9 49.7
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 12, 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 : 454,812: 68,676 73,502 110,748 221,670 238,706 401,094 422,956: 53,718 31,856
Old : 431,414: 68,710 74,009 101,788 209,468 225,349 379,966 401,147: 51,447 30,267
Other: 23,398: 3,466 2,992 5,460 12,202 13,357 21,128 21,809: 2,270 1,589
: : :
: : Changes in Commitments from: November 5, 2019 :
: -15,301: 6,479 -8,457 -13,785 -9,079 7,238 -16,385 -15,004: 1,084 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.2 24.4 48.7 52.5 88.2 93.0: 11.8 7.0
Old : 100.0: 15.9 17.2 23.6 48.6 52.2 88.1 93.0: 11.9 7.0
Other: 100.0: 14.8 12.8 23.3 52.1 57.1 90.3 93.2: 9.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 83 68 96 121 97 256 220:
Old : 303: 86 69 95 121 94 256 216:
Other: 86: 17 16 18 38 20 68 44:
:----------------------------------------------------------------------------------------------------
: 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 24.1 18.8 32.5 9.9 22.7 15.4 28.4
Old : 11.1 25.1 18.8 32.7 10.2 24.0 16.0 29.4
Other: 34.3 43.3 48.5 60.2 25.6 31.7 36.3 41.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 9,857: 1,379 1,953 806 6,061 5,964 8,246 8,722: 1,611 1,135
Old : 9,857: 1,379 1,953 806 6,061 5,964 8,246 8,722: 1,611 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 146: 130 194 87 30 11 247 292: -102 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.8 8.2 61.5 60.5 83.7 88.5: 16.3 11.5
Old : 100.0: 14.0 19.8 8.2 61.5 60.5 83.7 88.5: 16.3 11.5
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 : 52: 12 13 8 20 14 37 30:
Old : 52: 12 13 8 20 14 37 30:
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 : 44.1 47.0 55.4 66.4 43.7 41.7 52.9 61.0
Old : 44.1 47.0 55.4 66.4 43.7 41.7 52.9 61.0
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 12, 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 : 4,185,756: 922,555 1,102,816 301,834 2,764,875 2,661,445 3,989,264 4,066,095: 196,492 119,661
Old : 4,185,756: 922,555 1,102,816 301,834 2,764,875 2,661,445 3,989,264 4,066,095: 196,492 119,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 62,289: -13,672 -11,563 46,371 42,566 18,591 75,266 53,399: -12,977 8,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.3 7.2 66.1 63.6 95.3 97.1: 4.7 2.9
Old : 100.0: 22.0 26.3 7.2 66.1 63.6 95.3 97.1: 4.7 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 : 373: 87 46 58 201 136 316 212:
Old : 373: 87 46 58 201 136 316 212:
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 32.1 31.7 49.0 18.8 28.7 30.2 45.2
Old : 19.5 32.1 31.7 49.0 18.8 28.7 30.2 45.2
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 12, 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 : 4,801,483: 623,067 785,526 670,543 3,093,913 2,890,894 4,387,523 4,346,963: 413,960 454,520
Old : 4,801,483: 623,067 785,526 670,543 3,093,913 2,890,894 4,387,523 4,346,963: 413,960 454,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 104,882: 1,854 -82,914 40,303 77,026 139,286 119,183 96,674: -14,302 8,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.4 14.0 64.4 60.2 91.4 90.5: 8.6 9.5
Old : 100.0: 13.0 16.4 14.0 64.4 60.2 91.4 90.5: 8.6 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 : 410: 80 67 90 224 209 346 324:
Old : 410: 80 67 90 224 209 346 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 14.8 26.0 25.0 12.1 12.5 17.3 19.0
Old : 18.6 14.8 26.0 25.0 12.1 12.5 17.3 19.0
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 12, 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 : 867,973: 141,210 113,223 8,229 617,577 591,267 767,016 712,719: 100,957 155,254
Old : 867,973: 141,210 113,223 8,229 617,577 591,267 767,016 712,719: 100,957 155,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 37,117: 7,027 20,887 1,538 35,335 16,509 43,900 38,934: -6,783 -1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.0 0.9 71.2 68.1 88.4 82.1: 11.6 17.9
Old : 100.0: 16.3 13.0 0.9 71.2 68.1 88.4 82.1: 11.6 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 14 14 8 69 72 86 91:
Old : 116: 14 14 8 69 72 86 91:
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 : 28.6 23.5 41.3 36.6 26.0 22.6 36.2 31.6
Old : 28.6 23.5 41.3 36.6 26.0 22.6 36.2 31.6
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 12, 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 : 5,126,365: 537,475 841,964 469,504 3,794,890 3,481,898 4,801,868 4,793,366: 324,497 332,999
Old : 5,126,365: 537,475 841,964 469,504 3,794,890 3,481,898 4,801,868 4,793,366: 324,497 332,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,819: -47,569 -40,345 48,384 -30,199 -24,317 -29,384 -16,277: 23,565 10,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.4 9.2 74.0 67.9 93.7 93.5: 6.3 6.5
Old : 100.0: 10.5 16.4 9.2 74.0 67.9 93.7 93.5: 6.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 57 48 60 161 164 246 244:
Old : 320: 57 48 60 161 164 246 244:
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 : 31.4 22.9 43.0 33.7 20.7 17.6 31.2 25.7
Old : 31.4 22.9 43.0 33.7 20.7 17.6 31.2 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 1,951,604: 474,711 216,299 409,104 1,018,697 1,281,539 1,902,511 1,906,942: 49,093 44,662
Old : 1,951,604: 474,711 216,299 409,104 1,018,697 1,281,539 1,902,511 1,906,942: 49,093 44,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 80,490: 55,652 -44,077 40,382 -17,457 82,896 78,577 79,201: 1,914 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.1 21.0 52.2 65.7 97.5 97.7: 2.5 2.3
Old : 100.0: 24.3 11.1 21.0 52.2 65.7 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 : 158: 46 29 54 72 74 143 133:
Old : 158: 46 29 54 72 74 143 133:
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 : 31.1 26.9 45.4 41.5 21.7 14.9 25.5 22.3
Old : 31.1 26.9 45.4 41.5 21.7 14.9 25.5 22.3
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 12, 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 : 57,294: 23,749 4,832 2,700 22,550 40,576 48,998 48,109: 8,296 9,186
Old : 57,294: 23,749 4,832 2,700 22,550 40,576 48,998 48,109: 8,296 9,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -653: -1,626 -990 1,187 -68 -1,410 -507 -1,213: -146 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 8.4 4.7 39.4 70.8 85.5 84.0: 14.5 16.0
Old : 100.0: 41.4 8.4 4.7 39.4 70.8 85.5 84.0: 14.5 16.0
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 : 108: 42 14 9 32 34 76 55:
Old : 108: 42 14 9 32 34 76 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 36.5 43.3 53.3 25.9 35.6 40.7 51.8
Old : 27.7 36.5 43.3 53.3 25.9 35.6 40.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 114,589: 47,497 9,664 5,400 45,100 81,153 97,997 96,217: 16,592 18,372
Old : 114,589: 47,497 9,664 5,400 45,100 81,153 97,997 96,217: 16,592 18,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,306: -3,252 -1,981 2,374 -136 -2,821 -1,014 -2,427: -292 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 8.4 4.7 39.4 70.8 85.5 84.0: 14.5 16.0
Old : 100.0: 41.4 8.4 4.7 39.4 70.8 85.5 84.0: 14.5 16.0
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 : 108: 42 14 9 32 34 76 55:
Old : 108: 42 14 9 32 34 76 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 36.5 43.3 53.3 25.9 35.6 40.7 51.8
Old : 27.7 36.5 43.3 53.3 25.9 35.6 40.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 33,909: 1,300 448 0 30,046 31,670 31,346 32,118: 2,563 1,791
Old : 33,909: 1,300 448 0 30,046 31,670 31,346 32,118: 2,563 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -6,002: 57 0 0 -6,265 -6,143 -6,208 -6,143: 206 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.3 0.0 88.6 93.4 92.4 94.7: 7.6 5.3
Old : 100.0: 3.8 1.3 0.0 88.6 93.4 92.4 94.7: 7.6 5.3
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 : 25: 1 1 0 14 12 15 13:
Old : 25: 1 1 0 14 12 15 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 : 64.6 70.9 81.6 91.2 63.8 70.9 80.8 91.2
Old : 64.6 70.9 81.6 91.2 63.8 70.9 80.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 18,599: 12,621 16,683 709 4,995 1,166 18,325 18,558: 274 41
Old : 18,599: 12,621 16,683 709 4,995 1,166 18,325 18,558: 274 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 82: 309 337 -27 -238 53 44 363: 38 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 89.7 3.8 26.9 6.3 98.5 99.8: 1.5 0.2
Old : 100.0: 67.9 89.7 3.8 26.9 6.3 98.5 99.8: 1.5 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 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 : 61.8 67.5 84.4 82.9 57.7 67.0 75.8 81.0
Old : 61.8 67.5 84.4 82.9 57.7 67.0 75.8 81.0
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, November 12, 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 : 80,397: 46,098 4,402 31,261 3,004 42,508 80,363 78,171: 34 2,226
Old : 80,397: 46,098 4,402 31,261 3,004 42,508 80,363 78,171: 34 2,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 1,873: 223 -644 1,661 0 886 1,884 1,903: -11 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 5.5 38.9 3.7 52.9 100.0 97.2: 0.0 2.8
Old : 100.0: 57.3 5.5 38.9 3.7 52.9 100.0 97.2: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 7 3 2 15 11 23:
Old : 31: 7 7 3 2 15 11 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 : 98.0 83.2 99.8 90.9 59.5 47.7 61.0 53.4
Old : 98.0 83.2 99.8 90.9 59.5 47.7 61.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 52,560: 25,947 1,300 24,142 2,468 25,787 52,557 51,229: 3 1,331
Old : 52,560: 25,947 1,300 24,142 2,468 25,787 52,557 51,229: 3 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 3,903: 2,190 -188 2,264 -550 2,129 3,904 4,205: -1 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 2.5 45.9 4.7 49.1 100.0 97.5: 0.0 2.5
Old : 100.0: 49.4 2.5 45.9 4.7 49.1 100.0 97.5: 0.0 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 : 23: 7 4 2 2 10 10 15:
Old : 23: 7 4 2 2 10 10 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 : 96.3 92.7 99.6 96.4 50.6 48.1 53.9 50.9
Old : 96.3 92.7 99.6 96.4 50.6 48.1 53.9 50.9
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 12, 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 : 50,376: 21,553 21,544 28,798 0 0 50,351 50,342: 25 34
Old : 50,376: 21,553 21,544 28,798 0 0 50,351 50,342: 25 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -118: -620 -580 494 0 0 -126 -86: 8 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 42.8 57.2 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 42.8 42.8 57.2 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 : 24: 6 17 5 0 0 9 20:
Old : 24: 6 17 5 0 0 9 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 : 85.1 80.8 99.8 94.7 37.3 33.2 42.8 41.2
Old : 85.1 80.8 99.8 94.7 37.3 33.2 42.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019