WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 499,389: 95,196 90,291 194,748 179,636 167,136 469,580 452,175: 29,809 47,214
Old : 388,725: 96,109 82,154 137,927 132,704 132,416 366,740 352,497: 21,985 36,228
Other: 110,664: 28,189 37,239 27,719 46,932 34,721 102,840 99,678: 7,824 10,985
: : :
: : Changes in Commitments from: November 12, 2019 :
: -28,551: 271 2,235 -25,481 -2,778 -7,542 -27,989 -30,788: -563 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.1 39.0 36.0 33.5 94.0 90.5: 6.0 9.5
Old : 100.0: 24.7 21.1 35.5 34.1 34.1 94.3 90.7: 5.7 9.3
Other: 100.0: 25.5 33.7 25.0 42.4 31.4 92.9 90.1: 7.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 106 127 152 96 115 298 316:
Old : 366: 108 120 138 91 108 280 294:
Other: 205: 57 50 50 53 77 135 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 10.6 19.6 17.2 6.8 7.4 11.4 11.8
Old : 11.0 11.3 18.4 19.4 6.4 8.9 10.7 14.4
Other: 23.0 19.1 36.0 30.3 19.0 14.5 30.2 22.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 15,269: 6,109 300 300 8,665 14,459 15,074 15,059: 195 210
Old : 14,678: 5,847 384 216 8,421 13,868 14,483 14,468: 195 210
Other: 590: 346 0 0 244 590 590 590: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 930: -258 -1,400 200 1,156 2,130 1,098 930: -168 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 2.0 2.0 56.7 94.7 98.7 98.6: 1.3 1.4
Old : 100.0: 39.8 2.6 1.5 57.4 94.5 98.7 98.6: 1.3 1.4
Other: 100.0: 58.7 0.0 0.0 41.3 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 1 1 9 19 14 21:
Old : 26: 4 2 1 9 19 14 21:
Other: 7: 2 0 0 2 3 4 3:
:----------------------------------------------------------------------------------------------------
: 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 : 70.7 42.0 87.8 71.4 53.3 38.1 66.2 62.2
Old : 73.5 43.7 90.3 74.3 58.1 39.6 70.6 64.7
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 19, 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 : 311,434: 72,486 85,526 93,540 114,441 111,556 280,467 290,623: 30,966 20,811
Old : 253,607: 73,825 85,403 68,455 87,437 83,635 229,718 237,493: 23,890 16,114
Other: 57,826: 17,708 19,171 6,038 27,004 27,921 50,749 53,130: 7,077 4,696
: : :
: : Changes in Commitments from: November 12, 2019 :
: -17,626: -5,550 -893 -6,727 -5,553 -9,998 -17,830 -17,618: 204 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 27.5 30.0 36.7 35.8 90.1 93.3: 9.9 6.7
Old : 100.0: 29.1 33.7 27.0 34.5 33.0 90.6 93.6: 9.4 6.4
Other: 100.0: 30.6 33.2 10.4 46.7 48.3 87.8 91.9: 12.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 88 63 83 98 87 229 197:
Old : 272: 90 60 72 95 82 215 187:
Other: 152: 39 33 20 51 49 102 90:
:----------------------------------------------------------------------------------------------------
: 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 14.6 17.4 24.1 8.6 12.5 14.6 19.8
Old : 10.5 12.4 18.8 23.1 8.9 10.9 15.8 19.8
Other: 18.2 42.7 31.4 58.2 17.9 40.0 30.6 53.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 2,073,496: 225,885 321,210 638,455 887,321 887,340 1,751,662 1,847,006: 321,835 226,491
Old : 1,869,109: 214,405 342,184 561,938 790,559 784,203 1,566,902 1,688,325: 302,206 180,783
Other: 204,388: 64,454 32,000 23,544 96,762 103,137 184,760 158,680: 19,628 45,708
: : :
: : Changes in Commitments from: November 12, 2019 :
: 39,142: -1,044 962 21,892 25,002 17,264 45,850 40,119: -6,708 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.5 30.8 42.8 42.8 84.5 89.1: 15.5 10.9
Old : 100.0: 11.5 18.3 30.1 42.3 42.0 83.8 90.3: 16.2 9.7
Other: 100.0: 31.5 15.7 11.5 47.3 50.5 90.4 77.6: 9.6 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 872: 188 162 232 435 393 755 675:
Old : 864: 193 159 219 428 385 742 655:
Other: 450: 58 71 42 122 258 202 351:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.9 7.9 14.5 14.6 4.8 4.9 8.5 8.4
Old : 8.4 7.9 14.9 14.8 5.2 5.1 8.9 9.1
Other: 21.4 21.2 33.6 29.2 20.5 20.8 32.3 28.2
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 6,935: 2,958 2,346 2,131 1,744 1,928 6,833 6,405: 102 530
Old : 6,935: 2,958 2,346 2,131 1,744 1,928 6,833 6,405: 102 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,459: 334 947 -1,382 -331 -1,155 -1,379 -1,590: -80 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 33.8 30.7 25.2 27.8 98.5 92.4: 1.5 7.6
Old : 100.0: 42.7 33.8 30.7 25.2 27.8 98.5 92.4: 1.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 9 5 5 9 10 21:
Old : 21: 3 9 5 5 9 10 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 54.5 95.0 76.4 53.2 36.1 63.1 52.5
Old : 73.9 54.5 95.0 76.4 53.2 36.1 63.1 52.5
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 19, 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 : 7,442: 2,941 169 296 2,174 5,422 5,411 5,887: 2,031 1,555
Old : 7,384: 2,938 177 288 2,166 5,416 5,392 5,881: 1,992 1,503
Other: 58: 11 0 0 8 6 19 6: 39 52
: : :
: : Changes in Commitments from: November 12, 2019 :
: 106: 102 87 -40 185 78 247 125: -140 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.3 4.0 29.2 72.9 72.7 79.1: 27.3 20.9
Old : 100.0: 39.8 2.4 3.9 29.3 73.3 73.0 79.6: 27.0 20.4
Other: 100.0: 19.0 0.0 0.0 13.8 10.3 32.8 10.3: 67.2 89.7
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 3 4 12 10 25 16:
Old : 28: 11 4 4 11 10 24 16:
Other: 4: 1 0 0 3 1 4 1:
:----------------------------------------------------------------------------------------------------
: 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 : 32.0 53.7 49.1 70.7 29.1 45.2 42.0 53.3
Old : 32.2 54.1 49.5 71.3 29.3 45.7 42.4 53.8
Other: 32.8 10.3 32.8 10.3 31.0 8.6 31.0 8.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 883,341: 138,742 97,394 255,741 422,109 460,818 816,593 813,953: 66,748 69,388
Old : 800,239: 131,898 103,384 218,600 388,476 420,357 738,974 742,341: 61,265 57,898
Other: 83,102: 22,247 9,412 21,739 33,633 40,461 77,619 71,611: 5,483 11,490
: : :
: : Changes in Commitments from: November 12, 2019 :
: 26,951: -9,907 1,518 17,458 18,949 9,765 26,501 28,741: 450 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.0 29.0 47.8 52.2 92.4 92.1: 7.6 7.9
Old : 100.0: 16.5 12.9 27.3 48.5 52.5 92.3 92.8: 7.7 7.2
Other: 100.0: 26.8 11.3 26.2 40.5 48.7 93.4 86.2: 6.6 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 186 121 210 217 231 498 485:
Old : 598: 186 126 205 213 225 489 473:
Other: 281: 52 53 41 65 145 141 217:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.6 20.2 22.0 9.6 10.2 14.5 16.1
Old : 12.2 14.7 20.1 23.0 10.3 11.0 15.7 16.9
Other: 17.4 22.7 31.4 35.9 16.6 19.3 29.0 26.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 554,290: 138,532 37,904 153,693 222,185 335,382 514,410 526,979: 39,880 27,311
Old : 527,407: 140,598 39,816 143,997 205,345 317,629 489,940 501,442: 37,467 25,965
Other: 26,883: 5,251 5,405 2,379 16,840 17,753 24,470 25,537: 2,413 1,346
: : :
: : Changes in Commitments from: November 12, 2019 :
: -27,907: -9,891 -3,396 -7,233 -11,296 -17,805 -28,420 -28,435: 513 528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.8 27.7 40.1 60.5 92.8 95.1: 7.2 4.9
Old : 100.0: 26.7 7.5 27.3 38.9 60.2 92.9 95.1: 7.1 4.9
Other: 100.0: 19.5 20.1 8.8 62.6 66.0 91.0 95.0: 9.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 117 59 135 99 88 290 241:
Old : 327: 121 64 131 98 86 288 236:
Other: 86: 24 15 15 31 23 62 47:
:----------------------------------------------------------------------------------------------------
: 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 28.6 19.3 37.6 10.0 28.4 15.1 34.5
Old : 12.3 29.2 20.1 38.2 11.0 29.0 16.4 35.0
Other: 40.4 29.1 55.5 50.1 40.4 28.8 53.2 48.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 1,281,528: 125,776 173,213 202,080 774,005 752,569 1,101,861 1,127,862: 179,667 153,666
Old : 1,281,528: 125,776 173,213 202,080 774,005 752,569 1,101,861 1,127,862: 179,667 153,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -21,865: 12,254 -5,798 7,973 -37,181 -17,676 -16,955 -15,501: -4,910 -6,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.5 15.8 60.4 58.7 86.0 88.0: 14.0 12.0
Old : 100.0: 9.8 13.5 15.8 60.4 58.7 86.0 88.0: 14.0 12.0
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 : 186: 44 26 48 91 89 154 144:
Old : 186: 44 26 48 91 89 154 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.2 28.7 37.6 14.0 22.5 20.4 29.1
Old : 20.8 27.2 28.7 37.6 14.0 22.5 20.4 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 19, 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 : 1,217,858: 108,111 448,367 20,042 927,292 652,605 1,055,445 1,121,014: 162,414 96,844
Old : 1,217,858: 108,111 448,367 20,042 927,292 652,605 1,055,445 1,121,014: 162,414 96,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 29,514: -1,659 12,088 5,480 23,773 11,268 27,594 28,836: 1,919 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 36.8 1.6 76.1 53.6 86.7 92.0: 13.3 8.0
Old : 100.0: 8.9 36.8 1.6 76.1 53.6 86.7 92.0: 13.3 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 : 140: 20 18 19 90 78 122 103:
Old : 140: 20 18 19 90 78 122 103:
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 : 25.7 36.3 36.6 53.4 21.9 35.1 31.7 48.5
Old : 25.7 36.3 36.6 53.4 21.9 35.1 31.7 48.5
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 19, 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 : 454,624: 67,876 66,334 103,908 231,068 254,358 402,853 424,600: 51,772 30,024
Old : 427,015: 68,552 66,814 94,261 214,772 237,371 377,585 398,446: 49,430 28,569
Other: 27,609: 3,036 3,232 5,935 16,296 16,987 25,268 26,154: 2,342 1,455
: : :
: : Changes in Commitments from: November 12, 2019 :
: -187: -800 -7,168 -6,840 9,398 15,652 1,758 1,644: -1,946 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.6 22.9 50.8 55.9 88.6 93.4: 11.4 6.6
Old : 100.0: 16.1 15.6 22.1 50.3 55.6 88.4 93.3: 11.6 6.7
Other: 100.0: 11.0 11.7 21.5 59.0 61.5 91.5 94.7: 8.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 81 68 97 123 102 259 224:
Old : 304: 82 72 97 123 99 259 221:
Other: 89: 17 17 20 38 23 68 50:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 26.2 19.9 35.2 10.0 24.0 15.3 29.7
Old : 12.5 27.0 20.0 35.2 10.3 25.6 16.2 31.1
Other: 37.0 42.6 50.9 63.4 29.2 37.3 39.9 48.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 10,150: 1,226 2,194 959 6,315 5,824 8,499 8,976: 1,651 1,173
Old : 10,150: 1,226 2,194 959 6,315 5,824 8,499 8,976: 1,651 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 293: -153 241 153 254 -140 253 254: 39 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 21.6 9.4 62.2 57.4 83.7 88.4: 16.3 11.6
Old : 100.0: 12.1 21.6 9.4 62.2 57.4 83.7 88.4: 16.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 13 9 21 16 36 34:
Old : 53: 11 13 9 21 16 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 44.3 56.6 64.0 43.2 38.3 52.3 58.0
Old : 43.7 44.3 56.6 64.0 43.2 38.3 52.3 58.0
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 19, 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 : 4,065,932: 801,529 1,086,121 293,722 2,774,518 2,574,145 3,869,769 3,953,988: 196,162 111,944
Old : 4,065,932: 801,529 1,086,121 293,722 2,774,518 2,574,145 3,869,769 3,953,988: 196,162 111,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -119,824: -121,026 -16,695 -8,112 9,644 -87,300 -119,494 -112,107: -330 -7,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 26.7 7.2 68.2 63.3 95.2 97.2: 4.8 2.8
Old : 100.0: 19.7 26.7 7.2 68.2 63.3 95.2 97.2: 4.8 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 : 375: 83 46 62 206 142 320 219:
Old : 375: 83 46 62 206 142 320 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 31.6 31.9 48.7 18.7 28.1 30.3 44.8
Old : 19.4 31.6 31.9 48.7 18.7 28.1 30.3 44.8
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 19, 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 : 4,853,205: 655,625 835,625 645,074 3,121,668 2,943,977 4,422,366 4,424,676: 430,838 428,529
Old : 4,853,205: 655,625 835,625 645,074 3,121,668 2,943,977 4,422,366 4,424,676: 430,838 428,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 51,722: 32,558 50,099 -25,469 27,754 53,083 34,844 77,713: 16,878 -25,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.2 13.3 64.3 60.7 91.1 91.2: 8.9 8.8
Old : 100.0: 13.5 17.2 13.3 64.3 60.7 91.1 91.2: 8.9 8.8
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 : 418: 82 71 93 227 212 352 333:
Old : 418: 82 71 93 227 212 352 333:
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 : 18.3 15.4 25.9 25.8 11.6 12.8 16.8 19.6
Old : 18.3 15.4 25.9 25.8 11.6 12.8 16.8 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 888,339: 118,429 117,501 5,594 660,046 602,839 784,069 725,934: 104,270 162,405
Old : 888,339: 118,429 117,501 5,594 660,046 602,839 784,069 725,934: 104,270 162,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 20,366: -22,781 4,278 -2,635 42,469 11,572 17,053 13,215: 3,313 7,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.2 0.6 74.3 67.9 88.3 81.7: 11.7 18.3
Old : 100.0: 13.3 13.2 0.6 74.3 67.9 88.3 81.7: 11.7 18.3
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 : 118: 11 15 8 71 77 85 97:
Old : 118: 11 15 8 71 77 85 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 23.1 42.2 35.9 25.6 22.2 36.2 31.0
Old : 28.4 23.1 42.2 35.9 25.6 22.2 36.2 31.0
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 19, 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 : 4,964,901: 542,573 807,543 407,113 3,677,437 3,415,336 4,627,123 4,629,991: 337,778 334,910
Old : 4,964,901: 542,573 807,543 407,113 3,677,437 3,415,336 4,627,123 4,629,991: 337,778 334,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -161,464: 5,098 -34,422 -62,390 -117,453 -66,563 -174,745 -163,375: 13,281 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.3 8.2 74.1 68.8 93.2 93.3: 6.8 6.7
Old : 100.0: 10.9 16.3 8.2 74.1 68.8 93.2 93.3: 6.8 6.7
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 : 329: 60 50 64 165 165 255 249:
Old : 329: 60 50 64 165 165 255 249:
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 : 32.0 22.5 43.9 33.2 20.8 17.4 31.4 25.6
Old : 32.0 22.5 43.9 33.2 20.8 17.4 31.4 25.6
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 19, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 2,036,520: 528,300 234,873 408,402 1,056,266 1,350,570 1,992,968 1,993,846: 43,552 42,674
Old : 2,036,520: 528,300 234,873 408,402 1,056,266 1,350,570 1,992,968 1,993,846: 43,552 42,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 84,916: 53,589 18,574 -702 37,569 69,031 90,456 86,904: -5,541 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.5 20.1 51.9 66.3 97.9 97.9: 2.1 2.1
Old : 100.0: 25.9 11.5 20.1 51.9 66.3 97.9 97.9: 2.1 2.1
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 : 158: 44 31 54 73 73 143 132:
Old : 158: 44 31 54 73 73 143 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 28.2 46.5 44.5 22.6 16.6 27.1 26.1
Old : 30.6 28.2 46.5 44.5 22.6 16.6 27.1 26.1
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 19, 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 : 55,493: 21,778 6,168 1,890 23,113 38,233 46,781 46,291: 8,712 9,202
Old : 55,493: 21,778 6,168 1,890 23,113 38,233 46,781 46,291: 8,712 9,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,801: -1,971 1,335 -810 563 -2,343 -2,218 -1,818: 416 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 11.1 3.4 41.7 68.9 84.3 83.4: 15.7 16.6
Old : 100.0: 39.2 11.1 3.4 41.7 68.9 84.3 83.4: 15.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 37 22 8 32 34 73 60:
Old : 111: 37 22 8 32 34 73 60:
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 33.4 42.5 49.7 27.5 32.6 39.8 48.1
Old : 28.6 33.4 42.5 49.7 27.5 32.6 39.8 48.1
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 19, 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 : 110,986: 43,555 12,335 3,780 46,226 76,467 93,561 92,581: 17,425 18,405
Old : 110,986: 43,555 12,335 3,780 46,226 76,467 93,561 92,581: 17,425 18,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -3,603: -3,942 2,671 -1,620 1,127 -4,686 -4,435 -3,636: 833 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 11.1 3.4 41.7 68.9 84.3 83.4: 15.7 16.6
Old : 100.0: 39.2 11.1 3.4 41.7 68.9 84.3 83.4: 15.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 37 22 8 32 34 73 60:
Old : 111: 37 22 8 32 34 73 60:
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 33.4 42.5 49.7 27.5 32.6 39.8 48.1
Old : 28.6 33.4 42.5 49.7 27.5 32.6 39.8 48.1
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 19, 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 : 29,798: 1,810 1,169 0 25,788 26,986 27,598 28,155: 2,200 1,643
Old : 29,798: 1,810 1,169 0 25,788 26,986 27,598 28,155: 2,200 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -4,111: 510 721 0 -4,258 -4,684 -3,748 -3,963: -363 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.9 0.0 86.5 90.6 92.6 94.5: 7.4 5.5
Old : 100.0: 6.1 3.9 0.0 86.5 90.6 92.6 94.5: 7.4 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 : 28: 2 2 0 15 12 17 14:
Old : 28: 2 2 0 15 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 63.8 81.1 88.0 61.1 63.8 80.2 88.0
Old : 62.1 63.8 81.1 88.0 61.1 63.8 80.2 88.0
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 19, 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 : 17,481: 11,432 15,545 721 5,081 1,166 17,234 17,432: 247 49
Old : 17,481: 11,432 15,545 721 5,081 1,166 17,234 17,432: 247 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: -1,118: -1,189 -1,138 12 86 0 -1,091 -1,126: -27 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 88.9 4.1 29.1 6.7 98.6 99.7: 1.4 0.3
Old : 100.0: 65.4 88.9 4.1 29.1 6.7 98.6 99.7: 1.4 0.3
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 : 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 : 67.2 65.6 83.5 81.9 62.9 65.0 75.9 79.8
Old : 67.2 65.6 83.5 81.9 62.9 65.0 75.9 79.8
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 19, 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 : 84,411: 48,991 6,406 32,181 3,179 43,404 84,351 81,991: 60 2,420
Old : 84,411: 48,991 6,406 32,181 3,179 43,404 84,351 81,991: 60 2,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 4,014: 2,893 2,004 920 175 896 3,988 3,820: 26 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 7.6 38.1 3.8 51.4 99.9 97.1: 0.1 2.9
Old : 100.0: 58.0 7.6 38.1 3.8 51.4 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 : 97.6 81.3 99.8 90.3 59.9 46.7 61.8 53.6
Old : 97.6 81.3 99.8 90.3 59.9 46.7 61.8 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 19, 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 : 55,430: 26,465 1,447 26,239 2,716 26,051 55,420 53,737: 10 1,693
Old : 55,430: 26,465 1,447 26,239 2,716 26,051 55,420 53,737: 10 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 2,870: 518 147 2,097 248 264 2,863 2,508: 7 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 2.6 47.3 4.9 47.0 100.0 96.9: 0.0 3.1
Old : 100.0: 47.7 2.6 47.3 4.9 47.0 100.0 96.9: 0.0 3.1
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: 7 5 2 2 10 10 16:
Old : 24: 7 5 2 2 10 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.6 92.1 99.6 95.7 49.5 46.2 52.5 48.8
Old : 96.6 92.1 99.6 95.7 49.5 46.2 52.5 48.8
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 19, 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 : 50,735: 21,580 21,530 29,141 0 0 50,721 50,671: 14 64
Old : 50,735: 21,580 21,530 29,141 0 0 50,721 50,671: 14 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2019 :
: 359: 27 -14 343 0 0 370 329: -11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 42.4 57.4 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 42.5 42.4 57.4 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 : 25: 7 17 5 0 0 10 20:
Old : 25: 7 17 5 0 0 10 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 : 85.2 82.0 99.7 94.6 37.0 33.9 42.5 40.8
Old : 85.2 82.0 99.7 94.6 37.0 33.9 42.5 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019