WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 450,615: 107,074 81,076 170,178 143,282 156,620 420,534 407,874: 30,081 42,741
Old : 321,997: 106,186 79,834 98,775 95,573 113,240 300,533 291,850: 21,464 30,147
Other: 128,618: 39,383 39,735 32,909 47,709 43,380 120,001 116,024: 8,618 12,594
: : :
: : Changes in Commitments from: November 26, 2019 :
: 16,727: 9,159 1,276 8,171 -1,623 8,790 15,707 18,237: 1,020 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 18.0 37.8 31.8 34.8 93.3 90.5: 6.7 9.5
Old : 100.0: 33.0 24.8 30.7 29.7 35.2 93.3 90.6: 6.7 9.4
Other: 100.0: 30.6 30.9 25.6 37.1 33.7 93.3 90.2: 6.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 118 103 134 87 120 283 293:
Old : 351: 119 99 114 78 114 259 269:
Other: 211: 57 59 48 49 78 138 155:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.8 18.5 18.1 7.4 8.2 12.6 13.5
Old : 9.5 12.2 17.1 21.7 8.1 10.6 14.1 18.5
Other: 20.8 17.9 33.2 28.6 18.5 13.8 28.6 21.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 16,283: 6,870 0 477 8,772 15,356 16,119 15,833: 164 450
Old : 15,413: 6,339 9 468 8,443 14,486 15,249 14,963: 164 450
Other: 870: 541 0 0 329 870 870 870: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -59: 41 0 180 10 -279 231 -99: -290 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 0.0 2.9 53.9 94.3 99.0 97.2: 1.0 2.8
Old : 100.0: 41.1 0.1 3.0 54.8 94.0 98.9 97.1: 1.1 2.9
Other: 100.0: 62.2 0.0 0.0 37.8 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 0 3 9 21 15 24:
Old : 27: 4 2 3 8 21 14 24:
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 : 66.9 36.3 86.9 64.4 54.3 36.2 66.4 58.6
Old : 70.7 38.3 90.9 66.8 61.7 38.3 74.5 61.9
Other: 89.2 100.0 100.0 100.0 89.2 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 283,645: 74,025 76,229 85,821 96,780 103,141 256,626 265,191: 27,019 18,453
Old : 223,719: 75,735 76,541 58,869 69,577 73,627 204,182 209,037: 19,538 14,682
Other: 59,926: 18,210 19,608 7,032 27,202 29,514 52,444 56,154: 7,481 3,772
: : :
: : Changes in Commitments from: November 26, 2019 :
: 5,331: -841 -2,806 10,996 -4,856 -1,566 5,299 6,625: 32 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 26.9 30.3 34.1 36.4 90.5 93.5: 9.5 6.5
Old : 100.0: 33.9 34.2 26.3 31.1 32.9 91.3 93.4: 8.7 6.6
Other: 100.0: 30.4 32.7 11.7 45.4 49.3 87.5 93.7: 12.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 88 53 73 93 83 214 183:
Old : 258: 88 53 59 88 77 199 167:
Other: 158: 39 32 25 48 55 103 98:
:----------------------------------------------------------------------------------------------------
: 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 16.7 18.2 27.2 9.4 15.4 16.1 23.3
Old : 11.6 15.6 20.5 27.8 10.3 14.1 18.7 23.4
Other: 16.4 41.5 29.8 55.7 16.1 41.5 28.5 51.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 1,713,170: 243,831 293,398 480,631 696,163 751,360 1,420,626 1,525,389: 292,545 187,781
Old : 1,500,512: 231,664 308,314 398,451 598,554 650,449 1,228,669 1,357,215: 271,843 143,297
Other: 212,659: 69,518 42,434 24,829 97,609 100,911 191,957 168,174: 20,702 44,485
: : :
: : Changes in Commitments from: November 26, 2019 :
: -35,629: 10,065 -16,629 22,712 -61,512 -30,345 -28,735 -24,263: -6,894 -11,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.1 28.1 40.6 43.9 82.9 89.0: 17.1 11.0
Old : 100.0: 15.4 20.5 26.6 39.9 43.3 81.9 90.5: 18.1 9.5
Other: 100.0: 32.7 20.0 11.7 45.9 47.5 90.3 79.1: 9.7 20.9
: : :
:# Traders : Number of Traders in Each Category :
All : 793: 169 140 182 389 374 653 610:
Old : 786: 165 146 169 379 364 636 591:
Other: 450: 65 57 35 121 268 198 348:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.4 8.4 14.0 14.6 6.2 6.2 10.5 10.5
Old : 8.4 9.5 15.1 16.1 7.1 6.6 11.8 11.3
Other: 21.2 17.8 32.3 27.4 20.3 15.9 31.0 25.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 6,551: 3,380 167 3 1,207 5,090 4,590 5,260: 1,961 1,291
Old : 6,317: 3,380 167 3 1,084 4,912 4,467 5,082: 1,850 1,235
Other: 234: 0 0 0 123 178 123 178: 111 56
: : :
: : Changes in Commitments from: November 26, 2019 :
: -897: -47 3 -133 -910 -483 -1,090 -613: 193 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 2.5 0.0 18.4 77.7 70.1 80.3: 29.9 19.7
Old : 100.0: 53.5 2.6 0.0 17.2 77.8 70.7 80.5: 29.3 19.5
Other: 100.0: 0.0 0.0 0.0 52.6 76.1 52.6 76.1: 47.4 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 2 1 10 9 23 12:
Old : 28: 13 2 1 7 9 20 12:
Other: 7: 0 0 0 5 5 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 35.0 61.3 51.6 76.5 35.0 60.6 51.6 74.5
Old : 36.3 62.3 53.5 76.6 36.3 61.8 53.5 76.0
Other: 52.1 75.6 52.6 76.1 19.2 42.7 19.2 42.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 987,980: 111,724 180,327 304,177 499,971 430,788 915,871 915,292: 72,109 72,688
Old : 893,391: 105,329 183,479 260,151 460,829 387,930 826,309 831,560: 67,082 61,831
Other: 94,589: 24,786 15,239 25,635 39,142 42,858 89,562 83,732: 5,027 10,857
: : :
: : Changes in Commitments from: November 26, 2019 :
: 57,268: -6,527 42,561 22,696 39,194 -9,641 55,363 55,616: 1,904 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.3 30.8 50.6 43.6 92.7 92.6: 7.3 7.4
Old : 100.0: 11.8 20.5 29.1 51.6 43.4 92.5 93.1: 7.5 6.9
Other: 100.0: 26.2 16.1 27.1 41.4 45.3 94.7 88.5: 5.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 176 144 216 222 219 514 486:
Old : 604: 174 152 209 216 210 500 470:
Other: 282: 56 54 57 69 136 154 221:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.5 21.4 20.6 9.0 8.4 14.0 13.3
Old : 12.7 13.5 21.9 21.5 9.7 8.7 15.0 13.6
Other: 17.8 22.1 31.2 36.3 15.6 17.7 27.1 25.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 560,031: 129,923 49,798 149,090 245,072 335,299 524,085 534,187: 35,946 25,843
Old : 519,229: 131,632 51,583 136,992 217,523 306,413 486,146 494,988: 33,083 24,241
Other: 40,801: 5,538 5,462 4,852 27,549 28,886 37,938 39,200: 2,863 1,602
: : :
: : Changes in Commitments from: November 26, 2019 :
: 7,992: -5,217 4,581 7,512 7,444 -3,766 9,740 8,327: -1,747 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.9 26.6 43.8 59.9 93.6 95.4: 6.4 4.6
Old : 100.0: 25.4 9.9 26.4 41.9 59.0 93.6 95.3: 6.4 4.7
Other: 100.0: 13.6 13.4 11.9 67.5 70.8 93.0 96.1: 7.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 113 79 139 94 84 290 251:
Old : 340: 113 93 132 93 80 287 242:
Other: 100: 27 18 20 35 26 73 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 : 12.6 26.7 21.0 35.9 10.6 25.2 16.4 32.0
Old : 13.3 27.6 21.4 36.8 11.5 26.2 16.9 32.8
Other: 35.2 28.8 51.5 47.7 35.2 28.0 50.9 46.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 1,170,251: 126,819 191,842 112,532 747,785 717,751 987,136 1,022,125: 183,115 148,126
Old : 1,170,251: 126,819 191,842 112,532 747,785 717,751 987,136 1,022,125: 183,115 148,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -64,776: -10,286 5,731 -19,420 -23,586 -38,842 -53,292 -52,531: -11,484 -12,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.4 9.6 63.9 61.3 84.4 87.3: 15.6 12.7
Old : 100.0: 10.8 16.4 9.6 63.9 61.3 84.4 87.3: 15.6 12.7
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 : 188: 43 24 45 92 91 149 146:
Old : 188: 43 24 45 92 91 149 146:
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 : 20.9 29.8 29.3 40.2 14.0 24.5 21.2 31.9
Old : 20.9 29.8 29.3 40.2 14.0 24.5 21.2 31.9
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, December 03, 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 : 1,214,756: 106,796 469,446 14,427 933,976 637,843 1,055,199 1,121,716: 159,557 93,040
Old : 1,214,756: 106,796 469,446 14,427 933,976 637,843 1,055,199 1,121,716: 159,557 93,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -29,036: -10,973 4,582 -1,328 -4,973 -32,264 -17,274 -29,010: -11,761 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 38.6 1.2 76.9 52.5 86.9 92.3: 13.1 7.7
Old : 100.0: 8.8 38.6 1.2 76.9 52.5 86.9 92.3: 13.1 7.7
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 : 140: 19 18 16 84 73 111 99:
Old : 140: 19 18 16 84 73 111 99:
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 36.6 37.8 52.1 22.9 34.7 32.6 47.2
Old : 25.7 36.6 37.8 52.1 22.9 34.7 32.6 47.2
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, December 03, 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 : 463,884: 71,108 96,222 102,098 241,320 235,429 414,526 433,749: 49,358 30,135
Old : 428,792: 70,861 96,508 91,790 219,518 212,177 382,169 400,475: 46,623 28,317
Other: 35,092: 4,232 3,699 6,323 21,802 23,251 32,357 33,273: 2,735 1,818
: : :
: : Changes in Commitments from: November 26, 2019 :
: 17,494: -825 12,463 8,224 8,038 -3,090 15,437 17,597: 2,057 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.7 22.0 52.0 50.8 89.4 93.5: 10.6 6.5
Old : 100.0: 16.5 22.5 21.4 51.2 49.5 89.1 93.4: 10.9 6.6
Other: 100.0: 12.1 10.5 18.0 62.1 66.3 92.2 94.8: 7.8 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 74 80 94 120 94 252 226:
Old : 310: 74 87 94 120 91 252 223:
Other: 105: 17 23 21 48 27 81 58:
:----------------------------------------------------------------------------------------------------
: 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 23.3 18.7 31.9 10.2 21.5 15.4 27.1
Old : 12.2 24.4 18.9 32.1 10.7 23.2 16.6 28.4
Other: 32.1 42.5 46.0 61.2 27.4 39.2 38.9 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 10,386: 2,112 1,604 780 5,525 6,910 8,416 9,294: 1,970 1,092
Old : 10,386: 2,112 1,604 780 5,525 6,910 8,416 9,294: 1,970 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 250: 868 -334 -235 -633 836 0 267: 250 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.4 7.5 53.2 66.5 81.0 89.5: 19.0 10.5
Old : 100.0: 20.3 15.4 7.5 53.2 66.5 81.0 89.5: 19.0 10.5
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 : 53: 14 13 10 16 18 38 33:
Old : 53: 14 13 10 16 18 38 33:
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 : 38.7 46.1 53.9 65.7 38.4 40.9 48.9 60.5
Old : 38.7 46.1 53.9 65.7 38.4 40.9 48.9 60.5
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, December 03, 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 : 3,586,740: 724,728 1,104,544 89,850 2,585,623 2,287,253 3,400,200 3,481,647: 186,539 105,092
Old : 3,586,740: 724,728 1,104,544 89,850 2,585,623 2,287,253 3,400,200 3,481,647: 186,539 105,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -179,992: -56,471 32,964 -66,914 -26,940 -30,485 -150,325 -64,435: -29,666 -115,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 30.8 2.5 72.1 63.8 94.8 97.1: 5.2 2.9
Old : 100.0: 20.2 30.8 2.5 72.1 63.8 94.8 97.1: 5.2 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 : 358: 76 43 39 194 138 289 201:
Old : 358: 76 43 39 194 138 289 201:
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 : 19.9 29.5 33.5 47.2 18.9 28.4 31.1 46.1
Old : 19.9 29.5 33.5 47.2 18.9 28.4 31.1 46.1
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, December 03, 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 : 4,409,994: 690,811 901,278 458,769 2,856,074 2,620,576 4,005,654 3,980,623: 404,340 429,371
Old : 4,409,994: 690,811 901,278 458,769 2,856,074 2,620,576 4,005,654 3,980,623: 404,340 429,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -146,555: -16,179 71,189 1,456 -18,142 -147,416 -32,865 -74,770: -113,690 -71,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.4 10.4 64.8 59.4 90.8 90.3: 9.2 9.7
Old : 100.0: 15.7 20.4 10.4 64.8 59.4 90.8 90.3: 9.2 9.7
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 : 410: 71 76 88 224 208 341 326:
Old : 410: 71 76 88 224 208 341 326:
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 : 19.0 16.3 26.6 27.4 11.7 13.8 17.8 21.3
Old : 19.0 16.3 26.6 27.4 11.7 13.8 17.8 21.3
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, December 03, 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 : 895,429: 124,805 108,322 6,187 655,130 609,695 786,122 724,204: 109,307 171,225
Old : 895,429: 124,805 108,322 6,187 655,130 609,695 786,122 724,204: 109,307 171,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -15,840: 5,853 8,706 -17,395 3,671 -8,988 -7,871 -17,677: -7,969 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.1 0.7 73.2 68.1 87.8 80.9: 12.2 19.1
Old : 100.0: 13.9 12.1 0.7 73.2 68.1 87.8 80.9: 12.2 19.1
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 : 113: 13 14 8 61 71 77 90:
Old : 113: 13 14 8 61 71 77 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 22.7 44.8 34.7 28.2 21.4 40.1 30.2
Old : 29.0 22.7 44.8 34.7 28.2 21.4 40.1 30.2
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, December 03, 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 : 4,587,391: 503,109 781,407 237,790 3,521,718 3,235,233 4,262,617 4,254,430: 324,774 332,961
Old : 4,587,391: 503,109 781,407 237,790 3,521,718 3,235,233 4,262,617 4,254,430: 324,774 332,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -299,336: -37,458 -504 -77,172 -95,701 -152,994 -210,330 -230,670: -89,005 -68,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 17.0 5.2 76.8 70.5 92.9 92.7: 7.1 7.3
Old : 100.0: 11.0 17.0 5.2 76.8 70.5 92.9 92.7: 7.1 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 59 49 58 168 162 251 245:
Old : 325: 59 49 58 168 162 251 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 24.4 46.8 35.5 25.8 20.6 35.5 29.5
Old : 36.2 24.4 46.8 35.5 25.8 20.6 35.5 29.5
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, December 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,842,327: 455,466 211,188 344,109 1,000,300 1,255,362 1,799,876 1,810,659: 42,451 31,668
Old : 1,842,327: 455,466 211,188 344,109 1,000,300 1,255,362 1,799,876 1,810,659: 42,451 31,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -377,525: -120,091 -51,959 -69,243 -186,513 -249,552 -375,847 -370,755: -1,678 -6,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.5 18.7 54.3 68.1 97.7 98.3: 2.3 1.7
Old : 100.0: 24.7 11.5 18.7 54.3 68.1 97.7 98.3: 2.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 45 23 42 69 63 133 113:
Old : 148: 45 23 42 69 63 133 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.1 45.9 52.0 23.9 28.3 29.4 36.9
Old : 31.6 35.1 45.9 52.0 23.9 28.3 29.4 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 51,386: 18,655 5,941 2,421 21,840 34,454 42,916 42,816: 8,469 8,570
Old : 51,386: 18,655 5,941 2,421 21,840 34,454 42,916 42,816: 8,469 8,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -2,718: -2,063 645 -209 44 -2,394 -2,227 -1,958: -491 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.6 4.7 42.5 67.0 83.5 83.3: 16.5 16.7
Old : 100.0: 36.3 11.6 4.7 42.5 67.0 83.5 83.3: 16.5 16.7
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 : 109: 39 20 14 33 33 76 63:
Old : 109: 39 20 14 33 33 76 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 31.2 42.7 45.8 25.9 30.4 37.6 42.9
Old : 29.4 31.2 42.7 45.8 25.9 30.4 37.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 102,771: 37,310 11,883 4,842 43,681 68,907 85,832 85,632: 16,939 17,139
Old : 102,771: 37,310 11,883 4,842 43,681 68,907 85,832 85,632: 16,939 17,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -5,436: -4,125 1,290 -417 89 -4,788 -4,454 -3,915: -982 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.6 4.7 42.5 67.0 83.5 83.3: 16.5 16.7
Old : 100.0: 36.3 11.6 4.7 42.5 67.0 83.5 83.3: 16.5 16.7
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 : 109: 39 20 14 33 33 76 63:
Old : 109: 39 20 14 33 33 76 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 31.2 42.7 45.8 25.9 30.4 37.6 42.9
Old : 29.4 31.2 42.7 45.8 25.9 30.4 37.6 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 28,229: 1,615 448 0 24,230 26,197 25,845 26,645: 2,384 1,584
Old : 28,229: 1,615 448 0 24,230 26,197 25,845 26,645: 2,384 1,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 366: 207 0 0 395 466 602 466: -236 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.6 0.0 85.8 92.8 91.6 94.4: 8.4 5.6
Old : 100.0: 5.7 1.6 0.0 85.8 92.8 91.6 94.4: 8.4 5.6
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 : 26: 3 1 0 13 11 16 12:
Old : 26: 3 1 0 13 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 : 63.9 64.3 82.6 90.2 63.6 64.3 81.7 90.2
Old : 63.9 64.3 82.6 90.2 63.6 64.3 81.7 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 17,759: 11,145 15,739 714 5,613 1,287 17,472 17,740: 287 19
Old : 17,759: 11,145 15,739 714 5,613 1,287 17,472 17,740: 287 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 300: -82 208 -7 388 121 299 322: 1 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 88.6 4.0 31.6 7.2 98.4 99.9: 1.6 0.1
Old : 100.0: 62.8 88.6 4.0 31.6 7.2 98.4 99.9: 1.6 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 : 41: 20 16 4 5 2 28 19:
Old : 41: 20 16 4 5 2 28 19:
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 : 66.6 58.7 85.2 76.4 62.3 58.4 76.7 74.6
Old : 66.6 58.7 85.2 76.4 62.3 58.4 76.7 74.6
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, December 03, 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 : 98,449: 51,533 6,378 33,546 13,289 55,106 98,368 95,030: 81 3,419
Old : 98,449: 51,533 6,378 33,546 13,289 55,106 98,368 95,030: 81 3,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 2,124: 1,303 -794 760 44 1,551 2,107 1,517: 17 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 6.5 34.1 13.5 56.0 99.9 96.5: 0.1 3.5
Old : 100.0: 52.3 6.5 34.1 13.5 56.0 99.9 96.5: 0.1 3.5
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 : 33: 7 7 2 4 16 12 24:
Old : 33: 7 7 2 4 16 12 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 : 96.6 81.8 99.5 90.2 62.7 50.7 65.6 57.2
Old : 96.6 81.8 99.5 90.2 62.7 50.7 65.6 57.2
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, December 03, 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 : 58,768: 26,378 924 29,476 2,913 26,699 58,767 57,099: 1 1,669
Old : 58,768: 26,378 924 29,476 2,913 26,699 58,767 57,099: 1 1,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: 467: 153 -608 316 0 797 469 505: -2 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 1.6 50.2 5.0 45.4 100.0 97.2: 0.0 2.8
Old : 100.0: 44.9 1.6 50.2 5.0 45.4 100.0 97.2: 0.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 2 2 11 10 16:
Old : 24: 7 4 2 2 11 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 : 96.9 92.6 99.7 96.0 47.0 43.8 49.7 46.3
Old : 96.9 92.6 99.7 96.0 47.0 43.8 49.7 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 03, 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 : 90,309: 56,408 56,287 33,890 0 132 90,298 90,309: 11 0
Old : 90,309: 56,408 56,287 33,890 0 132 90,298 90,309: 11 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 62.3 37.5 0.0 0.1 100.0 100.0: 0.0 0.0
Old : 100.0: 62.5 62.3 37.5 0.0 0.1 100.0 100.0: 0.0 0.0
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 : 20: 7 12 3 0 1 10 13:
Old : 20: 7 12 3 0 1 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 98.9 99.6 99.7 61.3 61.5 62.5 62.2
Old : 81.6 98.9 99.6 99.7 61.3 61.5 62.5 62.2
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, December 03, 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 : 50,521: 21,660 21,652 28,849 0 0 50,509 50,501: 12 20
Old : 50,521: 21,660 21,652 28,849 0 0 50,509 50,501: 12 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2019 :
: -675: 107 187 -782 0 0 -675 -595: 0 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 42.9 57.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 42.9 42.9 57.1 0.0 0.0 100.0 100.0: 0.0 0.0
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 : 24: 7 16 5 0 0 9 20:
Old : 24: 7 16 5 0 0 9 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 81.5 99.8 93.9 37.2 33.5 42.9 41.3
Old : 85.2 81.5 99.8 93.9 37.2 33.5 42.9 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 06, 2019