WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 433,889: 97,915 79,800 162,007 144,905 147,830 404,827 389,637: 29,062 44,252
Old : 314,407: 99,592 74,684 97,466 95,958 109,835 293,016 281,985: 21,391 32,422
Other: 119,482: 32,619 39,412 30,245 48,947 37,995 111,811 107,652: 7,671 11,830
: : :
: : Changes in Commitments from: November 19, 2019 :
: -65,500: 2,719 -10,491 -32,741 -34,731 -19,307 -64,753 -62,538: -747 -2,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 18.4 37.3 33.4 34.1 93.3 89.8: 6.7 10.2
Old : 100.0: 31.7 23.8 31.0 30.5 34.9 93.2 89.7: 6.8 10.3
Other: 100.0: 27.3 33.0 25.3 41.0 31.8 93.6 90.1: 6.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 105 109 141 88 117 280 296:
Old : 344: 106 102 121 79 112 256 270:
Other: 210: 58 55 52 51 79 137 162:
:----------------------------------------------------------------------------------------------------
: 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 11.1 19.3 18.3 7.7 8.1 13.1 13.4
Old : 9.5 12.7 16.4 21.5 7.2 10.2 12.7 16.8
Other: 20.5 18.8 33.3 30.9 17.3 15.0 28.2 23.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 16,342: 6,829 0 297 8,762 15,635 15,888 15,932: 454 410
Old : 15,481: 6,295 4 293 8,439 14,774 15,027 15,071: 454 410
Other: 861: 538 0 0 323 861 861 861: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,073: 720 -300 -3 97 1,176 814 873: 259 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.0 1.8 53.6 95.7 97.2 97.5: 2.8 2.5
Old : 100.0: 40.7 0.0 1.9 54.5 95.4 97.1 97.4: 2.9 2.6
Other: 100.0: 62.5 0.0 0.0 37.5 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 0 2 9 19 15 21:
Old : 25: 5 1 2 8 19 14 21:
Other: 9: 2 0 0 3 4 5 4:
:----------------------------------------------------------------------------------------------------
: 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 : 66.4 40.9 86.6 69.6 48.0 36.2 59.7 60.3
Old : 70.0 41.9 89.7 72.1 55.0 38.2 66.4 63.7
Other: 89.3 100.0 100.0 100.0 89.3 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 278,314: 74,865 79,034 74,825 101,636 104,707 251,327 258,567: 26,987 19,747
Old : 219,244: 76,963 78,952 48,503 73,908 76,044 199,373 203,499: 19,871 15,745
Other: 59,070: 17,647 19,826 6,578 27,728 28,663 51,954 55,067: 7,116 4,002
: : :
: : Changes in Commitments from: November 19, 2019 :
: -33,120: 2,379 -6,492 -18,715 -12,804 -6,849 -29,140 -32,056: -3,980 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 28.4 26.9 36.5 37.6 90.3 92.9: 9.7 7.1
Old : 100.0: 35.1 36.0 22.1 33.7 34.7 90.9 92.8: 9.1 7.2
Other: 100.0: 29.9 33.6 11.1 46.9 48.5 88.0 93.2: 12.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 89 52 79 92 80 218 181:
Old : 254: 89 50 63 84 77 198 168:
Other: 153: 38 35 24 52 47 105 92:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 16.8 18.1 26.9 9.8 14.6 16.9 22.5
Old : 11.3 15.0 20.1 26.4 10.5 13.1 18.9 22.6
Other: 18.2 42.2 31.2 57.7 17.8 41.2 30.6 53.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 1,748,799: 233,766 310,027 457,920 757,675 781,705 1,449,361 1,549,652: 299,438 199,148
Old : 1,538,930: 220,765 328,827 379,229 659,697 677,412 1,259,691 1,385,469: 279,239 153,462
Other: 209,869: 68,628 36,826 23,064 97,978 104,293 189,670 164,183: 20,200 45,686
: : :
: : Changes in Commitments from: November 19, 2019 :
: -324,697: 7,881 -11,184 -180,536 -129,646 -105,635 -302,301 -297,354: -22,396 -27,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.7 26.2 43.3 44.7 82.9 88.6: 17.1 11.4
Old : 100.0: 14.3 21.4 24.6 42.9 44.0 81.9 90.0: 18.1 10.0
Other: 100.0: 32.7 17.5 11.0 46.7 49.7 90.4 78.2: 9.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 163 140 184 399 371 658 609:
Old : 775: 163 141 171 389 362 641 591:
Other: 436: 60 57 32 122 260 194 337:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 8.7 14.8 15.2 6.2 5.9 10.7 10.0
Old : 9.2 9.0 15.7 15.5 7.1 6.4 11.9 10.9
Other: 22.0 21.5 34.0 29.4 21.1 20.8 32.6 28.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 7,448: 3,427 164 136 2,117 5,573 5,680 5,873: 1,768 1,575
Old : 7,329: 3,427 175 125 2,108 5,511 5,660 5,811: 1,669 1,518
Other: 119: 11 0 0 9 62 20 62: 99 57
: : :
: : Changes in Commitments from: November 19, 2019 :
: 6: 486 -6 -160 -58 151 268 -15: -263 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 2.2 1.8 28.4 74.8 76.3 78.9: 23.7 21.1
Old : 100.0: 46.8 2.4 1.7 28.8 75.2 77.2 79.3: 22.8 20.7
Other: 100.0: 9.2 0.0 0.0 7.6 52.1 16.8 52.1: 83.2 47.9
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 3 2 10 10 25 14:
Old : 30: 14 3 2 8 10 23 14:
Other: 6: 1 0 0 3 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 : 33.5 55.5 53.7 72.4 32.3 45.6 45.3 56.6
Old : 34.0 56.4 54.6 72.8 32.8 46.4 46.1 56.8
Other: 16.8 52.1 16.8 52.1 16.0 51.3 16.0 51.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 930,712: 118,251 137,767 281,481 460,777 440,429 860,508 859,676: 70,204 71,036
Old : 841,828: 111,174 142,204 241,408 424,114 398,014 776,696 781,627: 65,131 60,201
Other: 88,885: 23,904 12,389 23,246 36,663 42,415 83,812 78,050: 5,073 10,835
: : :
: : Changes in Commitments from: November 19, 2019 :
: 47,372: -20,492 40,373 25,739 38,668 -20,388 43,915 45,724: 3,456 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.8 30.2 49.5 47.3 92.5 92.4: 7.5 7.6
Old : 100.0: 13.2 16.9 28.7 50.4 47.3 92.3 92.8: 7.7 7.2
Other: 100.0: 26.9 13.9 26.2 41.2 47.7 94.3 87.8: 5.7 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 610: 175 129 206 226 229 505 483:
Old : 600: 171 139 199 222 223 492 470:
Other: 290: 58 51 52 67 148 153 225:
:----------------------------------------------------------------------------------------------------
: 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 13.2 20.9 21.1 9.1 8.9 13.9 14.2
Old : 12.9 14.3 21.3 22.3 9.8 9.3 15.1 14.7
Other: 16.9 22.5 30.9 35.6 16.2 18.6 28.0 26.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 552,038: 135,139 45,217 141,578 237,628 339,066 514,345 525,861: 37,693 26,178
Old : 515,597: 136,312 46,804 131,808 212,362 312,275 480,482 490,887: 35,115 24,710
Other: 36,441: 5,446 5,032 3,151 25,266 26,791 33,863 34,974: 2,578 1,468
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,251: -3,393 7,313 -12,115 15,443 3,683 -65 -1,118: -2,187 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.2 25.6 43.0 61.4 93.2 95.3: 6.8 4.7
Old : 100.0: 26.4 9.1 25.6 41.2 60.6 93.2 95.2: 6.8 4.8
Other: 100.0: 14.9 13.8 8.6 69.3 73.5 92.9 96.0: 7.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 111 67 135 94 83 285 244:
Old : 331: 116 73 131 92 79 283 236:
Other: 94: 28 16 19 32 26 69 53:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 27.8 21.2 37.1 10.7 26.7 16.5 33.5
Old : 13.4 28.6 21.5 38.2 11.8 27.8 17.3 34.1
Other: 42.8 30.7 58.4 51.6 42.8 30.6 57.9 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 1,235,027: 137,105 186,111 131,952 771,372 756,593 1,040,428 1,074,656: 194,599 160,371
Old : 1,235,027: 137,105 186,111 131,952 771,372 756,593 1,040,428 1,074,656: 194,599 160,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -46,501: 11,329 12,898 -70,128 -2,634 4,023 -61,433 -53,207: 14,932 6,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.1 10.7 62.5 61.3 84.2 87.0: 15.8 13.0
Old : 100.0: 11.1 15.1 10.7 62.5 61.3 84.2 87.0: 15.8 13.0
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 : 187: 40 30 53 89 86 155 147:
Old : 187: 40 30 53 89 86 155 147:
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 : 22.0 29.4 29.9 40.1 13.9 23.3 20.8 30.6
Old : 22.0 29.4 29.9 40.1 13.9 23.3 20.8 30.6
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 26, 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 : 1,243,792: 117,769 464,864 15,755 938,949 670,107 1,072,473 1,150,726: 171,319 93,066
Old : 1,243,792: 117,769 464,864 15,755 938,949 670,107 1,072,473 1,150,726: 171,319 93,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25,934: 9,658 16,497 -4,287 11,657 17,502 17,029 29,712: 8,905 -3,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 37.4 1.3 75.5 53.9 86.2 92.5: 13.8 7.5
Old : 100.0: 9.5 37.4 1.3 75.5 53.9 86.2 92.5: 13.8 7.5
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 : 139: 18 19 20 87 74 115 104:
Old : 139: 18 19 20 87 74 115 104:
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 : 25.0 35.1 37.0 51.0 22.2 33.5 32.2 46.5
Old : 25.0 35.1 37.0 51.0 22.2 33.5 32.2 46.5
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 26, 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 : 446,390: 71,933 83,759 93,874 233,282 238,519 399,089 416,152: 47,301 30,238
Old : 413,396: 71,592 84,015 83,668 213,205 216,868 368,465 384,551: 44,931 28,845
Other: 32,994: 3,887 3,289 6,661 20,076 21,651 30,624 31,601: 2,370 1,393
: : :
: : Changes in Commitments from: November 19, 2019 :
: -8,235: 4,057 17,425 -10,034 2,213 -15,839 -3,763 -8,448: -4,471 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.8 21.0 52.3 53.4 89.4 93.2: 10.6 6.8
Old : 100.0: 17.3 20.3 20.2 51.6 52.5 89.1 93.0: 10.9 7.0
Other: 100.0: 11.8 10.0 20.2 60.8 65.6 92.8 95.8: 7.2 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 83 79 97 116 95 254 231:
Old : 311: 84 81 97 116 91 254 227:
Other: 95: 18 19 20 41 27 72 56:
:----------------------------------------------------------------------------------------------------
: 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 24.1 19.3 32.7 10.4 22.2 15.8 27.8
Old : 12.7 25.4 19.5 33.4 11.1 24.0 17.3 29.4
Other: 35.8 44.5 50.5 63.1 29.0 40.3 40.7 50.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 10,136: 1,244 1,938 1,015 6,157 6,074 8,416 9,027: 1,720 1,109
Old : 10,136: 1,244 1,938 1,015 6,157 6,074 8,416 9,027: 1,720 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -14: 18 -256 56 -157 250 -83 50: 69 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.1 10.0 60.7 59.9 83.0 89.1: 17.0 10.9
Old : 100.0: 12.3 19.1 10.0 60.7 59.9 83.0 89.1: 17.0 10.9
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 : 54: 13 11 13 19 16 39 35:
Old : 54: 13 11 13 19 16 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 44.9 55.4 62.9 42.0 39.3 50.6 57.0
Old : 42.2 44.9 55.4 62.9 42.0 39.3 50.6 57.0
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 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,766,731: 781,199 1,071,580 156,764 2,612,562 2,317,738 3,550,526 3,546,082: 216,206 220,649
Old : 3,766,731: 781,199 1,071,580 156,764 2,612,562 2,317,738 3,550,526 3,546,082: 216,206 220,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -299,200: -20,330 -14,541 -136,958 -161,956 -256,407 -319,244 -407,906: 20,043 108,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 28.4 4.2 69.4 61.5 94.3 94.1: 5.7 5.9
Old : 100.0: 20.7 28.4 4.2 69.4 61.5 94.3 94.1: 5.7 5.9
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 : 357: 82 39 54 196 146 303 216:
Old : 357: 82 39 54 196 146 303 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 25.8 33.1 43.6 19.2 24.9 30.6 42.6
Old : 20.2 25.8 33.1 43.6 19.2 24.9 30.6 42.6
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 26, 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 : 4,556,549: 706,990 830,088 457,313 2,874,216 2,767,991 4,038,519 4,055,393: 518,030 501,156
Old : 4,556,549: 706,990 830,088 457,313 2,874,216 2,767,991 4,038,519 4,055,393: 518,030 501,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -296,656: 51,365 -5,536 -187,761 -247,451 -175,986 -383,847 -369,283: 87,192 72,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.2 10.0 63.1 60.7 88.6 89.0: 11.4 11.0
Old : 100.0: 15.5 18.2 10.0 63.1 60.7 88.6 89.0: 11.4 11.0
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 : 390: 76 63 89 223 202 340 313:
Old : 390: 76 63 89 223 202 340 313:
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 : 18.1 16.0 25.3 26.8 11.3 12.5 16.8 20.5
Old : 18.1 16.0 25.3 26.8 11.3 12.5 16.8 20.5
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 26, 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 : 911,269: 118,952 99,616 23,582 651,459 618,683 793,993 741,881: 117,276 169,388
Old : 911,269: 118,952 99,616 23,582 651,459 618,683 793,993 741,881: 117,276 169,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 22,930: 523 -17,885 17,988 -8,587 15,844 9,924 15,947: 13,006 6,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.9 2.6 71.5 67.9 87.1 81.4: 12.9 18.6
Old : 100.0: 13.1 10.9 2.6 71.5 67.9 87.1 81.4: 12.9 18.6
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 : 109: 13 14 12 64 67 82 88:
Old : 109: 13 14 12 64 67 82 88:
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 : 27.2 21.9 42.4 34.1 26.3 20.7 36.4 29.2
Old : 27.2 21.9 42.4 34.1 26.3 20.7 36.4 29.2
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 26, 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 : 4,886,726: 540,566 781,911 314,962 3,617,419 3,388,227 4,472,947 4,485,099: 413,779 401,627
Old : 4,886,726: 540,566 781,911 314,962 3,617,419 3,388,227 4,472,947 4,485,099: 413,779 401,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -78,175: -2,007 -25,632 -92,152 -60,018 -27,109 -154,176 -144,892: 76,001 66,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.0 6.4 74.0 69.3 91.5 91.8: 8.5 8.2
Old : 100.0: 11.1 16.0 6.4 74.0 69.3 91.5 91.8: 8.5 8.2
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 : 325: 56 48 65 165 170 250 255:
Old : 325: 56 48 65 165 170 250 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 22.8 43.0 34.5 22.2 18.9 31.1 27.2
Old : 32.3 22.8 43.0 34.5 22.2 18.9 31.1 27.2
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 26, 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 : 2,219,852: 575,557 263,147 413,353 1,186,813 1,504,914 2,175,723 2,181,414: 44,129 38,438
Old : 2,219,852: 575,557 263,147 413,353 1,186,813 1,504,914 2,175,723 2,181,414: 44,129 38,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 183,332: 47,258 28,274 4,950 130,547 154,344 182,755 187,568: 577 -4,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.9 18.6 53.5 67.8 98.0 98.3: 2.0 1.7
Old : 100.0: 25.9 11.9 18.6 53.5 67.8 98.0 98.3: 2.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 50 27 56 72 71 146 133:
Old : 161: 50 27 56 72 71 146 133:
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 : 30.1 28.4 45.7 44.0 23.8 19.1 29.4 28.8
Old : 30.1 28.4 45.7 44.0 23.8 19.1 29.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 54,103: 20,718 5,296 2,630 21,796 36,848 45,143 44,773: 8,960 9,330
Old : 54,103: 20,718 5,296 2,630 21,796 36,848 45,143 44,773: 8,960 9,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -1,390: -1,060 -871 740 -1,317 -1,386 -1,638 -1,517: 248 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.8 4.9 40.3 68.1 83.4 82.8: 16.6 17.2
Old : 100.0: 38.3 9.8 4.9 40.3 68.1 83.4 82.8: 16.6 17.2
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 : 110: 40 19 10 31 36 75 61:
Old : 110: 40 19 10 31 36 75 61:
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 31.6 41.4 47.3 25.3 30.9 37.3 46.0
Old : 27.7 31.6 41.4 47.3 25.3 30.9 37.3 46.0
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 26, 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 : 108,207: 41,435 10,592 5,259 43,592 73,695 90,286 89,547: 17,921 18,660
Old : 108,207: 41,435 10,592 5,259 43,592 73,695 90,286 89,547: 17,921 18,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -2,779: -2,120 -1,743 1,479 -2,635 -2,771 -3,275 -3,035: 496 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.8 4.9 40.3 68.1 83.4 82.8: 16.6 17.2
Old : 100.0: 38.3 9.8 4.9 40.3 68.1 83.4 82.8: 16.6 17.2
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 : 110: 40 19 10 31 36 75 61:
Old : 110: 40 19 10 31 36 75 61:
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 31.6 41.4 47.3 25.3 30.9 37.3 46.0
Old : 27.7 31.6 41.4 47.3 25.3 30.9 37.3 46.0
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 26, 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 : 27,863: 1,408 448 0 23,835 25,731 25,243 26,179: 2,620 1,684
Old : 27,863: 1,408 448 0 23,835 25,731 25,243 26,179: 2,620 1,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -1,935: -402 -721 0 -1,953 -1,255 -2,355 -1,976: 420 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.6 0.0 85.5 92.3 90.6 94.0: 9.4 6.0
Old : 100.0: 5.1 1.6 0.0 85.5 92.3 90.6 94.0: 9.4 6.0
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 : 26: 2 1 0 14 11 16 12:
Old : 26: 2 1 0 14 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 64.2 80.9 89.7 61.3 64.2 79.9 89.7
Old : 62.2 64.2 80.9 89.7 61.3 64.2 79.9 89.7
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 26, 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 : 17,459: 11,227 15,531 721 5,225 1,166 17,173 17,418: 286 41
Old : 17,459: 11,227 15,531 721 5,225 1,166 17,173 17,418: 286 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -22: -205 -14 0 144 0 -61 -14: 39 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 89.0 4.1 29.9 6.7 98.4 99.8: 1.6 0.2
Old : 100.0: 64.3 89.0 4.1 29.9 6.7 98.4 99.8: 1.6 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 : 67.2 65.5 84.1 81.8 62.9 64.9 76.1 79.7
Old : 67.2 65.5 84.1 81.8 62.9 64.9 76.1 79.7
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 26, 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 : 96,325: 50,230 7,172 32,786 13,245 53,555 96,261 93,513: 64 2,812
Old : 96,325: 50,230 7,172 32,786 13,245 53,555 96,261 93,513: 64 2,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 11,914: 1,239 766 605 10,066 10,151 11,910 11,522: 4 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 7.4 34.0 13.8 55.6 99.9 97.1: 0.1 2.9
Old : 100.0: 52.1 7.4 34.0 13.8 55.6 99.9 97.1: 0.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 8 3 4 15 13 24:
Old : 34: 7 8 3 4 15 13 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 : 96.3 82.7 99.6 91.4 62.5 51.8 65.8 58.5
Old : 96.3 82.7 99.6 91.4 62.5 51.8 65.8 58.5
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 26, 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 : 58,301: 26,225 1,532 29,160 2,913 25,902 58,298 56,594: 3 1,707
Old : 58,301: 26,225 1,532 29,160 2,913 25,902 58,298 56,594: 3 1,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,871: -240 85 2,921 197 -149 2,878 2,857: -7 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 2.6 50.0 5.0 44.4 100.0 97.1: 0.0 2.9
Old : 100.0: 45.0 2.6 50.0 5.0 44.4 100.0 97.1: 0.0 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 : 25: 7 6 2 2 10 10 17:
Old : 25: 7 6 2 2 10 10 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 : 96.5 92.4 99.7 95.8 46.7 43.8 49.8 46.3
Old : 96.5 92.4 99.7 95.8 46.7 43.8 49.8 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 51,196: 21,553 21,465 29,631 0 0 51,184 51,096: 12 100
Old : 51,196: 21,553 21,465 29,631 0 0 51,184 51,096: 12 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 461: -27 -65 490 0 0 463 425: -2 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 41.9 57.9 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 42.1 41.9 57.9 0.0 0.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 15 5 0 0 9 18:
Old : 22: 6 15 5 0 0 9 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 81.5 99.8 93.7 36.7 32.9 42.1 39.9
Old : 85.4 81.5 99.8 93.7 36.7 32.9 42.1 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019