WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 466,224: 106,233 89,226 176,989 153,427 157,206 436,649 423,420: 29,575 42,804
Old : 322,989: 105,561 89,043 97,236 98,844 107,706 301,642 293,984: 21,347 29,004
Other: 143,235: 42,602 42,113 37,822 54,583 49,500 135,007 129,435: 8,228 13,800
: : :
: : Changes in Commitments from: December 3, 2019 :
: 15,608: -841 8,150 6,811 10,145 586 16,115 15,546: -506 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.1 38.0 32.9 33.7 93.7 90.8: 6.3 9.2
Old : 100.0: 32.7 27.6 30.1 30.6 33.3 93.4 91.0: 6.6 9.0
Other: 100.0: 29.7 29.4 26.4 38.1 34.6 94.3 90.4: 5.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 113 99 124 87 122 270 289:
Old : 341: 114 94 105 79 114 246 264:
Other: 210: 60 55 50 51 77 140 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 10.4 18.3 17.5 7.5 8.0 13.0 12.7
Old : 10.1 11.9 18.1 21.3 8.6 10.8 14.8 18.5
Other: 21.0 17.0 33.1 28.5 18.5 13.0 28.5 21.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 15,937: 6,178 0 759 8,956 14,583 15,893 15,342: 44 595
Old : 15,066: 5,862 226 533 8,627 13,712 15,022 14,471: 44 595
Other: 871: 541 0 0 329 871 871 871: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -346: -693 0 282 184 -773 -226 -491: -120 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 0.0 4.8 56.2 91.5 99.7 96.3: 0.3 3.7
Old : 100.0: 38.9 1.5 3.5 57.3 91.0 99.7 96.1: 0.3 3.9
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 : 26: 6 0 3 8 20 14 23:
Old : 26: 4 2 2 7 20 12 23:
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 : 65.0 38.8 88.5 66.4 47.0 35.8 60.3 55.0
Old : 67.8 39.9 92.7 68.9 53.7 37.9 69.5 58.1
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 10, 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 : 292,381: 75,619 87,142 88,799 99,117 97,886 263,535 273,826: 28,845 18,554
Old : 225,230: 77,333 87,528 58,651 68,957 64,854 204,941 211,033: 20,288 14,196
Other: 67,151: 21,363 22,690 7,072 30,160 33,032 58,594 62,793: 8,557 4,358
: : :
: : Changes in Commitments from: December 3, 2019 :
: 8,736: 1,595 10,913 2,977 2,337 -5,255 6,909 8,635: 1,827 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 29.8 30.4 33.9 33.5 90.1 93.7: 9.9 6.3
Old : 100.0: 34.3 38.9 26.0 30.6 28.8 91.0 93.7: 9.0 6.3
Other: 100.0: 31.8 33.8 10.5 44.9 49.2 87.3 93.5: 12.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 87 64 78 93 80 221 188:
Old : 266: 84 65 61 90 72 206 168:
Other: 165: 45 33 27 49 55 111 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 16.0 17.3 25.6 8.9 14.8 15.4 22.3
Old : 10.8 15.5 19.4 26.3 10.1 14.1 18.6 22.7
Other: 15.8 40.1 27.9 55.3 15.8 40.1 27.9 51.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 1,756,437: 235,838 311,755 508,368 713,216 752,464 1,457,421 1,572,586: 299,015 183,851
Old : 1,540,081: 222,585 323,246 425,029 614,914 652,103 1,262,529 1,400,378: 277,552 139,702
Other: 216,356: 69,559 44,815 27,032 98,302 100,361 194,893 172,208: 21,463 44,148
: : :
: : Changes in Commitments from: December 3, 2019 :
: 43,266: -7,993 18,357 27,736 17,052 1,104 36,796 47,197: 6,470 -3,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.7 28.9 40.6 42.8 83.0 89.5: 17.0 10.5
Old : 100.0: 14.5 21.0 27.6 39.9 42.3 82.0 90.9: 18.0 9.1
Other: 100.0: 32.2 20.7 12.5 45.4 46.4 90.1 79.6: 9.9 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 801: 178 141 188 395 368 669 609:
Old : 794: 172 150 175 386 360 653 592:
Other: 453: 72 59 37 121 264 205 348:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 8.3 14.1 14.7 6.0 6.3 10.4 10.4
Old : 8.5 9.4 15.4 16.0 7.3 6.8 12.0 11.3
Other: 19.0 18.9 29.0 28.5 18.0 17.1 27.2 26.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 5,911: 2,937 250 0 1,213 4,657 4,150 4,907: 1,761 1,004
Old : 5,675: 2,937 250 0 1,091 4,480 4,028 4,730: 1,647 945
Other: 236: 0 0 0 122 177 122 177: 114 59
: : :
: : Changes in Commitments from: December 3, 2019 :
: -640: -443 83 -3 6 -433 -440 -353: -200 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 4.2 0.0 20.5 78.8 70.2 83.0: 29.8 17.0
Old : 100.0: 51.8 4.4 0.0 19.2 78.9 71.0 83.3: 29.0 16.7
Other: 100.0: 0.0 0.0 0.0 51.7 75.0 51.7 75.0: 48.3 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 2 0 9 8 20 10:
Old : 25: 11 2 0 6 8 17 10:
Other: 6: 0 0 0 4 4 4 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 : 36.8 63.4 52.8 80.2 36.8 63.2 52.8 78.5
Old : 38.3 64.6 54.5 80.4 38.3 64.5 54.5 80.3
Other: 51.7 75.0 51.7 75.0 19.1 42.4 19.1 42.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 1,005,156: 111,873 192,049 297,511 519,941 444,583 929,325 934,144: 75,830 71,012
Old : 899,917: 103,829 195,942 248,471 477,270 395,353 829,570 839,766: 70,348 60,152
Other: 105,238: 25,969 14,034 31,115 42,672 49,230 99,756 94,378: 5,482 10,860
: : :
: : Changes in Commitments from: December 3, 2019 :
: 17,175: 149 11,722 -6,665 19,970 13,795 13,454 18,852: 3,721 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.1 29.6 51.7 44.2 92.5 92.9: 7.5 7.1
Old : 100.0: 11.5 21.8 27.6 53.0 43.9 92.2 93.3: 7.8 6.7
Other: 100.0: 24.7 13.3 29.6 40.5 46.8 94.8 89.7: 5.2 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 171 146 214 220 219 507 483:
Old : 597: 163 155 204 214 211 491 468:
Other: 283: 60 48 58 75 140 161 222:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.1 20.3 20.0 8.8 8.4 13.9 13.5
Old : 12.0 13.0 20.7 20.9 9.7 9.1 15.2 14.3
Other: 16.8 21.3 29.5 34.9 14.3 15.9 24.7 24.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 550,400: 138,264 41,732 132,812 242,202 353,100 513,278 527,644: 37,122 22,757
Old : 508,205: 139,602 42,852 121,004 213,951 323,210 474,557 487,066: 33,648 21,139
Other: 42,195: 5,438 5,656 5,032 28,251 29,890 38,721 40,578: 3,474 1,617
: : :
: : Changes in Commitments from: December 3, 2019 :
: -9,630: 8,341 -8,066 -16,278 -2,870 17,801 -10,807 -6,544: 1,176 -3,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.6 24.1 44.0 64.2 93.3 95.9: 6.7 4.1
Old : 100.0: 27.5 8.4 23.8 42.1 63.6 93.4 95.8: 6.6 4.2
Other: 100.0: 12.9 13.4 11.9 67.0 70.8 91.8 96.2: 8.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 113 65 125 99 86 288 229:
Old : 327: 117 71 120 98 84 287 222:
Other: 107: 28 22 24 38 25 80 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.6 28.9 19.9 38.7 10.9 26.3 16.7 34.4
Old : 12.3 30.2 20.3 39.9 11.8 27.3 17.2 35.4
Other: 34.5 29.6 50.3 49.0 34.5 29.0 49.5 48.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 1,174,606: 116,142 192,364 127,055 749,934 713,217 993,131 1,032,636: 181,475 141,970
Old : 1,174,606: 116,142 192,364 127,055 749,934 713,217 993,131 1,032,636: 181,475 141,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 4,355: -10,676 521 14,523 2,148 -4,533 5,995 10,511: -1,639 -6,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.4 10.8 63.8 60.7 84.6 87.9: 15.4 12.1
Old : 100.0: 9.9 16.4 10.8 63.8 60.7 84.6 87.9: 15.4 12.1
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 : 184: 41 23 43 96 92 151 144:
Old : 184: 41 23 43 96 92 151 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 29.5 29.2 38.9 14.4 24.6 21.5 32.0
Old : 20.9 29.5 29.2 38.9 14.4 24.6 21.5 32.0
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 10, 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 : 1,211,695: 90,807 475,569 7,923 957,075 647,106 1,055,804 1,130,598: 155,891 81,097
Old : 1,211,695: 90,807 475,569 7,923 957,075 647,106 1,055,804 1,130,598: 155,891 81,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,061: -15,989 6,123 -6,504 23,099 9,263 606 8,882: -3,667 -11,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 39.2 0.7 79.0 53.4 87.1 93.3: 12.9 6.7
Old : 100.0: 7.5 39.2 0.7 79.0 53.4 87.1 93.3: 12.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 21 18 14 84 76 111 102:
Old : 144: 21 18 14 84 76 111 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 36.4 38.1 52.2 23.0 35.1 32.8 47.7
Old : 26.0 36.4 38.1 52.2 23.0 35.1 32.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 477,057: 72,828 86,935 103,802 247,513 254,730 424,143 445,466: 52,914 31,591
Old : 440,468: 72,490 86,156 93,573 224,439 231,082 390,501 410,810: 49,966 29,658
Other: 36,589: 4,343 4,783 6,225 23,074 23,648 33,642 34,656: 2,947 1,933
: : :
: : Changes in Commitments from: December 3, 2019 :
: 13,173: 1,720 -9,287 1,704 6,193 19,301 9,617 11,717: 3,556 1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 18.2 21.8 51.9 53.4 88.9 93.4: 11.1 6.6
Old : 100.0: 16.5 19.6 21.2 51.0 52.5 88.7 93.3: 11.3 6.7
Other: 100.0: 11.9 13.1 17.0 63.1 64.6 91.9 94.7: 8.1 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 78 66 96 115 88 247 214:
Old : 296: 81 66 96 115 87 247 213:
Other: 108: 17 19 20 54 25 85 55:
:----------------------------------------------------------------------------------------------------
: 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 25.2 18.3 33.3 9.7 22.8 14.8 29.2
Old : 12.3 26.0 18.6 33.8 10.5 24.1 16.2 30.2
Other: 32.1 37.0 47.0 54.9 29.0 33.7 40.3 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 10,740: 2,476 1,592 802 5,370 7,258 8,648 9,653: 2,092 1,088
Old : 10,739: 2,476 1,592 802 5,370 7,257 8,648 9,652: 2,091 1,088
Other: 1: 0 0 0 0 1 0 1: 1 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 355: 365 -12 23 -155 348 232 359: 122 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 14.8 7.5 50.0 67.6 80.5 89.9: 19.5 10.1
Old : 100.0: 23.1 14.8 7.5 50.0 67.6 80.5 89.9: 19.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 10 10 16 19 42 33:
Old : 57: 20 10 10 16 19 42 33:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 46.1 50.6 65.4 35.6 41.1 45.5 60.5
Old : 36.0 46.1 50.6 65.4 35.6 41.1 45.5 60.5
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 3,583,719: 705,515 1,069,534 101,694 2,586,183 2,304,074 3,393,392 3,475,303: 190,326 108,416
Old : 3,583,719: 705,515 1,069,534 101,694 2,586,183 2,304,074 3,393,392 3,475,303: 190,326 108,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -3,021: -19,213 -35,010 11,844 560 16,821 -6,808 -6,344: 3,787 3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.8 2.8 72.2 64.3 94.7 97.0: 5.3 3.0
Old : 100.0: 19.7 29.8 2.8 72.2 64.3 94.7 97.0: 5.3 3.0
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 : 359: 70 47 41 194 140 288 204:
Old : 359: 70 47 41 194 140 288 204:
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 29.5 35.1 47.8 21.3 28.6 33.0 46.8
Old : 22.0 29.5 35.1 47.8 21.3 28.6 33.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 4,453,063: 655,585 803,822 509,958 2,905,550 2,719,649 4,071,093 4,033,428: 381,970 419,635
Old : 4,453,063: 655,585 803,822 509,958 2,905,550 2,719,649 4,071,093 4,033,428: 381,970 419,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 43,069: -35,225 -97,456 51,188 49,476 99,073 65,439 52,805: -22,370 -9,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.1 11.5 65.2 61.1 91.4 90.6: 8.6 9.4
Old : 100.0: 14.7 18.1 11.5 65.2 61.1 91.4 90.6: 8.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 67 80 89 227 210 343 330:
Old : 414: 67 80 89 227 210 343 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 16.7 27.2 27.5 12.5 13.9 18.3 21.1
Old : 19.5 16.7 27.2 27.5 12.5 13.9 18.3 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 911,533: 146,217 112,310 4,679 655,481 621,331 806,377 738,320: 105,156 173,213
Old : 911,533: 146,217 112,310 4,679 655,481 621,331 806,377 738,320: 105,156 173,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 16,104: 21,412 3,988 -1,508 351 11,636 20,255 14,116: -4,151 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.3 0.5 71.9 68.2 88.5 81.0: 11.5 19.0
Old : 100.0: 16.0 12.3 0.5 71.9 68.2 88.5 81.0: 11.5 19.0
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 : 113: 15 16 8 60 69 78 90:
Old : 113: 15 16 8 60 69 78 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 : 28.9 21.3 44.7 34.3 28.0 21.0 40.0 31.2
Old : 28.9 21.3 44.7 34.3 28.0 21.0 40.0 31.2
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 10, 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 : 4,500,913: 406,293 736,418 276,091 3,503,122 3,162,897 4,185,505 4,175,405: 315,408 325,508
Old : 4,500,913: 406,293 736,418 276,091 3,503,122 3,162,897 4,185,505 4,175,405: 315,408 325,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -86,478: -96,816 -44,989 38,301 -18,597 -72,337 -77,112 -79,025: -9,366 -7,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.4 6.1 77.8 70.3 93.0 92.8: 7.0 7.2
Old : 100.0: 9.0 16.4 6.1 77.8 70.3 93.0 92.8: 7.0 7.2
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 : 323: 56 51 61 164 162 251 243:
Old : 323: 56 51 61 164 162 251 243:
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 : 37.4 24.9 48.1 36.2 27.6 20.7 37.1 29.8
Old : 37.4 24.9 48.1 36.2 27.6 20.7 37.1 29.8
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 10, 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 : 1,850,776: 466,923 197,802 317,634 1,022,771 1,296,801 1,807,328 1,812,237: 43,447 38,539
Old : 1,850,776: 466,923 197,802 317,634 1,022,771 1,296,801 1,807,328 1,812,237: 43,447 38,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 8,449: 11,457 -13,386 -26,475 22,470 41,439 7,453 1,578: 996 6,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 10.7 17.2 55.3 70.1 97.7 97.9: 2.3 2.1
Old : 100.0: 25.2 10.7 17.2 55.3 70.1 97.7 97.9: 2.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 41 27 43 72 64 137 114:
Old : 151: 41 27 43 72 64 137 114:
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 : 32.6 36.0 46.3 53.4 24.3 28.9 30.2 37.5
Old : 32.6 36.0 46.3 53.4 24.3 28.9 30.2 37.5
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 10, 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 : 54,371: 20,855 10,458 979 24,289 34,585 46,123 46,022: 8,248 8,349
Old : 54,371: 20,855 10,458 979 24,289 34,585 46,123 46,022: 8,248 8,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,985: 2,200 4,517 -1,442 2,449 132 3,207 3,206: -222 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 19.2 1.8 44.7 63.6 84.8 84.6: 15.2 15.4
Old : 100.0: 38.4 19.2 1.8 44.7 63.6 84.8 84.6: 15.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 40 19 9 33 32 77 56:
Old : 109: 40 19 9 33 32 77 56:
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 : 32.4 33.8 45.9 49.6 28.4 33.6 39.8 45.5
Old : 32.4 33.8 45.9 49.6 28.4 33.6 39.8 45.5
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 10, 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 : 108,742: 41,710 20,916 1,957 48,579 69,170 92,246 92,044: 16,496 16,698
Old : 108,742: 41,710 20,916 1,957 48,579 69,170 92,246 92,044: 16,496 16,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 5,971: 4,400 9,034 -2,884 4,898 263 6,414 6,412: -443 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 19.2 1.8 44.7 63.6 84.8 84.6: 15.2 15.4
Old : 100.0: 38.4 19.2 1.8 44.7 63.6 84.8 84.6: 15.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 40 19 9 33 32 77 56:
Old : 109: 40 19 9 33 32 77 56:
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 : 32.4 33.8 45.9 49.6 28.4 33.6 39.8 45.5
Old : 32.4 33.8 45.9 49.6 28.4 33.6 39.8 45.5
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 10, 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 : 27,818: 1,551 760 0 24,319 25,839 25,870 26,599: 1,948 1,219
Old : 27,818: 1,551 760 0 24,319 25,839 25,870 26,599: 1,948 1,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -411: -64 312 0 89 -358 25 -46: -436 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.7 0.0 87.4 92.9 93.0 95.6: 7.0 4.4
Old : 100.0: 5.6 2.7 0.0 87.4 92.9 93.0 95.6: 7.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 0 15 11 18 13:
Old : 29: 3 2 0 15 11 18 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 : 63.8 64.6 82.1 90.9 63.5 64.6 81.1 90.9
Old : 63.8 64.6 82.1 90.9 63.5 64.6 81.1 90.9
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 10, 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 : 20,294: 11,279 16,479 2,865 5,885 892 20,029 20,236: 265 58
Old : 20,294: 11,279 16,479 2,865 5,885 892 20,029 20,236: 265 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,535: 134 740 2,151 272 -395 2,557 2,496: -22 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 81.2 14.1 29.0 4.4 98.7 99.7: 1.3 0.3
Old : 100.0: 55.6 81.2 14.1 29.0 4.4 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 22 14 5 5 2 31 17:
Old : 41: 22 14 5 5 2 31 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 : 59.7 70.1 82.7 83.1 55.6 59.3 69.3 71.8
Old : 59.7 70.1 82.7 83.1 55.6 59.3 69.3 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 100,438: 50,637 6,341 36,476 13,289 54,561 100,402 97,378: 36 3,060
Old : 100,438: 50,637 6,341 36,476 13,289 54,561 100,402 97,378: 36 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 1,989: -896 -37 2,930 0 -545 2,034 2,348: -45 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 6.3 36.3 13.2 54.3 100.0 97.0: 0.0 3.0
Old : 100.0: 50.4 6.3 36.3 13.2 54.3 100.0 97.0: 0.0 3.0
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 : 32: 7 6 2 4 16 12 23:
Old : 32: 7 6 2 4 16 12 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.8 83.5 99.5 91.4 60.6 49.9 63.4 56.1
Old : 96.8 83.5 99.5 91.4 60.6 49.9 63.4 56.1
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 10, 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 : 62,298: 27,278 923 32,101 2,913 27,734 62,292 60,758: 6 1,540
Old : 62,298: 27,278 923 32,101 2,913 27,734 62,292 60,758: 6 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 3,530: 900 -1 2,625 0 1,035 3,525 3,659: 5 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 1.5 51.5 4.7 44.5 100.0 97.5: 0.0 2.5
Old : 100.0: 43.8 1.5 51.5 4.7 44.5 100.0 97.5: 0.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 3 2 11 10 17:
Old : 24: 7 4 3 2 11 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 : 97.0 92.7 99.6 96.1 46.2 43.1 48.4 45.3
Old : 97.0 92.7 99.6 96.1 46.2 43.1 48.4 45.3
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, December 10, 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 : 53,246: 20,194 20,077 33,052 0 0 53,246 53,129: 0 117
Old : 53,246: 20,194 20,077 33,052 0 0 53,246 53,129: 0 117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: 2,725: -1,466 -1,575 4,203 0 0 2,737 2,628: -12 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 37.7 62.1 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 37.9 37.7 62.1 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 : 24: 6 17 6 0 0 10 20:
Old : 24: 6 17 6 0 0 10 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.8 79.7 99.6 91.9 32.7 26.6 37.9 33.8
Old : 85.8 79.7 99.6 91.9 32.7 26.6 37.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019