WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 513,996: 120,750 89,451 201,404 161,659 175,914 483,814 466,769: 30,182 47,226
Old : 357,285: 114,786 91,516 114,789 106,168 117,990 335,743 324,295: 21,542 32,990
Other: 156,711: 45,574 37,545 47,005 55,491 57,924 148,070 142,474: 8,640 14,236
: : :
: : Changes in Commitments from: December 10, 2019 :
: 47,772: 14,517 225 24,416 8,232 18,708 47,165 43,349: 607 4,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.4 39.2 31.5 34.2 94.1 90.8: 5.9 9.2
Old : 100.0: 32.1 25.6 32.1 29.7 33.0 94.0 90.8: 6.0 9.2
Other: 100.0: 29.1 24.0 30.0 35.4 37.0 94.5 90.9: 5.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 117 107 138 86 126 283 305:
Old : 353: 109 107 117 79 115 257 274:
Other: 218: 64 50 51 50 85 141 163:
:----------------------------------------------------------------------------------------------------
: 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 10.0 17.5 17.2 7.2 7.2 11.9 11.5
Old : 9.7 11.4 17.6 20.0 7.7 10.1 13.4 16.4
Other: 21.5 16.6 32.9 28.1 18.1 11.9 26.6 20.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 18,398: 5,983 0 890 11,476 17,074 18,349 17,964: 49 434
Old : 16,960: 5,452 225 665 10,794 15,636 16,911 16,526: 49 434
Other: 1,438: 756 0 0 682 1,438 1,438 1,438: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,462: -195 0 132 2,520 2,491 2,457 2,623: 5 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 0.0 4.8 62.4 92.8 99.7 97.6: 0.3 2.4
Old : 100.0: 32.1 1.3 3.9 63.6 92.2 99.7 97.4: 0.3 2.6
Other: 100.0: 52.5 0.0 0.0 47.5 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 3 10 22 16 25:
Old : 28: 4 2 2 9 22 14 25:
Other: 10: 2 0 0 4 5 6 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 : 56.2 41.8 81.1 65.2 35.0 33.3 47.6 47.1
Old : 60.0 41.3 87.0 66.7 41.7 36.1 58.4 52.3
Other: 81.0 93.0 100.0 100.0 81.0 81.7 88.6 88.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 304,352: 80,626 76,232 95,978 98,640 113,451 275,244 285,661: 29,107 18,690
Old : 232,052: 81,735 76,945 62,623 66,771 78,194 211,128 217,762: 20,924 14,290
Other: 72,300: 22,266 22,662 9,980 31,870 35,257 64,116 67,899: 8,184 4,400
: : :
: : Changes in Commitments from: December 10, 2019 :
: 11,971: 5,006 -10,910 7,179 -476 15,565 11,709 11,835: 262 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 25.0 31.5 32.4 37.3 90.4 93.9: 9.6 6.1
Old : 100.0: 35.2 33.2 27.0 28.8 33.7 91.0 93.8: 9.0 6.2
Other: 100.0: 30.8 31.3 13.8 44.1 48.8 88.7 93.9: 11.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 95 53 78 95 89 228 191:
Old : 267: 89 55 61 89 83 209 171:
Other: 172: 45 32 30 54 59 118 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 15.9 17.4 25.7 8.7 14.7 15.1 22.2
Old : 10.9 14.5 19.8 26.5 10.1 13.3 17.9 22.3
Other: 16.5 38.4 27.9 52.0 16.5 38.4 27.9 48.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 1,800,803: 250,696 307,080 516,797 726,492 792,754 1,493,986 1,616,632: 306,817 184,171
Old : 1,575,590: 232,902 320,017 430,121 628,619 687,412 1,291,641 1,437,550: 283,949 138,040
Other: 225,213: 77,837 47,106 26,634 97,873 105,342 202,345 179,082: 22,868 46,131
: : :
: : Changes in Commitments from: December 10, 2019 :
: 44,366: 14,859 -4,674 8,430 13,276 40,290 36,565 44,046: 7,802 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.1 28.7 40.3 44.0 83.0 89.8: 17.0 10.2
Old : 100.0: 14.8 20.3 27.3 39.9 43.6 82.0 91.2: 18.0 8.8
Other: 100.0: 34.6 20.9 11.8 43.5 46.8 89.8 79.5: 10.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 820: 174 144 197 408 386 689 633:
Old : 814: 170 156 179 400 376 672 612:
Other: 472: 73 64 45 124 276 216 367:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 8.1 14.1 14.4 5.8 6.1 9.6 10.1
Old : 8.4 9.2 15.2 15.8 6.7 6.6 11.1 11.0
Other: 19.9 19.0 29.6 27.9 19.2 17.1 27.8 25.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 5,701: 2,742 170 0 1,215 4,546 3,957 4,716: 1,744 985
Old : 5,453: 2,742 170 0 1,093 4,354 3,835 4,524: 1,618 929
Other: 248: 0 0 0 122 192 122 192: 126 56
: : :
: : Changes in Commitments from: December 10, 2019 :
: -210: -195 -80 0 2 -111 -193 -191: -17 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 3.0 0.0 21.3 79.7 69.4 82.7: 30.6 17.3
Old : 100.0: 50.3 3.1 0.0 20.0 79.8 70.3 83.0: 29.7 17.0
Other: 100.0: 0.0 0.0 0.0 49.2 77.4 49.2 77.4: 50.8 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 1 0 8 9 18 10:
Old : 23: 10 1 0 5 9 15 10:
Other: 7: 0 0 0 4 5 4 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 : 38.6 64.4 54.4 80.7 38.6 64.3 54.0 79.1
Old : 40.3 65.7 56.4 80.9 40.3 65.7 56.1 80.9
Other: 49.2 77.0 49.2 77.4 15.7 43.5 15.7 44.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 969,569: 121,901 166,021 285,459 485,245 447,953 892,605 899,433: 76,964 70,136
Old : 849,169: 112,515 174,184 226,591 439,589 389,662 778,695 790,437: 70,474 58,731
Other: 120,400: 31,081 13,531 37,173 45,656 58,291 113,910 108,995: 6,490 11,405
: : :
: : Changes in Commitments from: December 10, 2019 :
: -35,586: 10,028 -26,029 -12,052 -34,696 3,370 -36,720 -34,711: 1,134 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.1 29.4 50.0 46.2 92.1 92.8: 7.9 7.2
Old : 100.0: 13.2 20.5 26.7 51.8 45.9 91.7 93.1: 8.3 6.9
Other: 100.0: 25.8 11.2 30.9 37.9 48.4 94.6 90.5: 5.4 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 180 128 209 221 230 511 481:
Old : 598: 176 139 194 215 222 493 464:
Other: 307: 64 52 58 79 153 174 236:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 12.1 19.3 19.7 9.0 9.5 14.0 14.6
Old : 11.7 13.0 19.8 20.5 10.3 10.4 15.6 15.7
Other: 15.1 19.2 27.2 31.8 12.7 14.4 21.6 22.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 561,425: 157,208 30,199 137,086 230,214 369,873 524,508 537,158: 36,916 24,266
Old : 516,733: 158,691 31,774 125,943 199,806 337,194 484,441 494,911: 32,292 21,822
Other: 44,692: 5,714 5,623 3,946 30,408 32,679 40,068 42,248: 4,624 2,444
: : :
: : Changes in Commitments from: December 10, 2019 :
: 11,024: 18,944 -11,533 4,274 -11,988 16,773 11,230 9,515: -206 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.4 24.4 41.0 65.9 93.4 95.7: 6.6 4.3
Old : 100.0: 30.7 6.1 24.4 38.7 65.3 93.8 95.8: 6.2 4.2
Other: 100.0: 12.8 12.6 8.8 68.0 73.1 89.7 94.5: 10.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 128 53 120 97 89 290 222:
Old : 330: 130 60 113 96 87 287 215:
Other: 103: 28 19 15 39 25 75 51:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 30.7 18.2 40.0 10.8 28.0 16.6 37.2
Old : 11.7 32.2 18.4 40.6 11.6 29.5 17.1 37.8
Other: 34.1 31.8 51.6 54.0 34.1 31.8 50.6 53.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 1,227,199: 128,715 202,449 125,879 790,185 760,852 1,044,779 1,089,180: 182,420 138,019
Old : 1,227,199: 128,715 202,449 125,879 790,185 760,852 1,044,779 1,089,180: 182,420 138,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 52,593: 12,573 10,085 -1,176 40,252 47,634 51,648 56,544: 944 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 16.5 10.3 64.4 62.0 85.1 88.8: 14.9 11.2
Old : 100.0: 10.5 16.5 10.3 64.4 62.0 85.1 88.8: 14.9 11.2
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 : 190: 38 28 44 94 96 151 149:
Old : 190: 38 28 44 94 96 151 149:
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 : 23.2 28.0 31.1 37.6 17.2 23.9 24.2 32.3
Old : 23.2 28.0 31.1 37.6 17.2 23.9 24.2 32.3
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 17, 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 : 1,224,325: 78,272 483,360 6,384 980,826 651,676 1,065,482 1,141,419: 158,843 82,906
Old : 1,224,325: 78,272 483,360 6,384 980,826 651,676 1,065,482 1,141,419: 158,843 82,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 12,631: -12,535 7,791 -1,539 23,752 4,569 9,678 10,822: 2,952 1,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 39.5 0.5 80.1 53.2 87.0 93.2: 13.0 6.8
Old : 100.0: 6.4 39.5 0.5 80.1 53.2 87.0 93.2: 13.0 6.8
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 : 140: 19 16 14 86 74 111 98:
Old : 140: 19 16 14 86 74 111 98:
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 : 26.1 36.1 38.2 52.2 23.1 35.3 33.0 47.6
Old : 26.1 36.1 38.2 52.2 23.1 35.3 33.0 47.6
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 17, 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 : 489,233: 76,844 90,278 107,275 253,314 264,002 437,433 461,554: 51,800 27,679
Old : 448,707: 76,578 90,686 96,050 227,472 236,142 400,100 422,878: 48,607 25,829
Other: 40,526: 5,747 5,072 5,743 25,842 27,860 37,333 38,676: 3,193 1,850
: : :
: : Changes in Commitments from: December 10, 2019 :
: 12,176: 4,016 3,343 3,473 5,801 9,272 13,290 16,088: -1,114 -3,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.5 21.9 51.8 54.0 89.4 94.3: 10.6 5.7
Old : 100.0: 17.1 20.2 21.4 50.7 52.6 89.2 94.2: 10.8 5.8
Other: 100.0: 14.2 12.5 14.2 63.8 68.7 92.1 95.4: 7.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 75 71 93 119 89 248 214:
Old : 297: 81 69 92 118 88 247 212:
Other: 112: 18 21 24 58 25 93 57:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 24.2 17.0 32.7 9.5 21.5 14.5 28.7
Old : 11.6 25.2 17.5 33.2 10.2 22.4 15.8 29.3
Other: 29.1 34.7 42.2 51.8 26.1 31.8 36.8 47.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 11,509: 2,954 1,725 773 5,324 7,703 9,051 10,202: 2,458 1,308
Old : 11,499: 2,954 1,725 773 5,324 7,696 9,051 10,195: 2,448 1,305
Other: 10: 0 0 0 0 7 0 7: 10 3
: : :
: : Changes in Commitments from: December 10, 2019 :
: 769: 478 133 -29 -46 445 403 549: 366 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.0 6.7 46.3 66.9 78.6 88.6: 21.4 11.4
Old : 100.0: 25.7 15.0 6.7 46.3 66.9 78.7 88.7: 21.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 70.0 0.0 70.0: 100.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 22 11 9 13 16 41 30:
Old : 55: 22 11 9 13 16 41 30:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 45.6 48.9 65.9 32.2 41.3 43.7 61.7
Old : 33.4 45.6 49.0 65.9 32.3 41.3 43.7 61.7
Other: 0.0 70.0 0.0 70.0 0.0 70.0 0.0 70.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 3,670,196: 765,912 1,116,528 98,538 2,626,937 2,350,222 3,491,387 3,565,287: 178,809 104,909
Old : 3,670,196: 765,912 1,116,528 98,538 2,626,937 2,350,222 3,491,387 3,565,287: 178,809 104,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 86,478: 60,397 46,993 -3,157 40,754 46,147 97,995 89,984: -11,517 -3,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 30.4 2.7 71.6 64.0 95.1 97.1: 4.9 2.9
Old : 100.0: 20.9 30.4 2.7 71.6 64.0 95.1 97.1: 4.9 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 : 363: 71 43 42 198 146 289 211:
Old : 363: 71 43 42 198 146 289 211:
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 : 22.8 30.6 36.6 49.1 22.1 29.7 34.5 48.2
Old : 22.8 30.6 36.6 49.1 22.1 29.7 34.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 4,354,851: 600,267 808,037 446,570 2,899,672 2,681,704 3,946,509 3,936,311: 408,342 418,540
Old : 4,354,851: 600,267 808,037 446,570 2,899,672 2,681,704 3,946,509 3,936,311: 408,342 418,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -98,212: -55,318 4,215 -63,388 -5,878 -37,944 -124,584 -97,117: 26,372 -1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 18.6 10.3 66.6 61.6 90.6 90.4: 9.4 9.6
Old : 100.0: 13.8 18.6 10.3 66.6 61.6 90.6 90.4: 9.4 9.6
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 : 419: 79 74 92 228 209 350 332:
Old : 419: 79 74 92 228 209 350 332:
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 : 19.2 16.4 26.7 26.8 12.0 13.6 18.0 21.1
Old : 19.2 16.4 26.7 26.8 12.0 13.6 18.0 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 17, 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 : 919,069: 126,682 119,694 4,728 687,172 614,136 818,582 738,558: 100,487 180,511
Old : 919,069: 126,682 119,694 4,728 687,172 614,136 818,582 738,558: 100,487 180,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 7,536: -19,535 7,384 49 31,691 -7,195 12,205 238: -4,669 7,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.0 0.5 74.8 66.8 89.1 80.4: 10.9 19.6
Old : 100.0: 13.8 13.0 0.5 74.8 66.8 89.1 80.4: 10.9 19.6
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 : 116: 13 17 8 61 71 78 92:
Old : 116: 13 17 8 61 71 78 92:
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 20.2 45.7 33.1 27.4 19.7 39.7 30.3
Old : 29.0 20.2 45.7 33.1 27.4 19.7 39.7 30.3
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 17, 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 : 4,577,216: 386,612 805,565 300,999 3,585,917 3,153,350 4,273,528 4,259,914: 303,688 317,303
Old : 4,577,216: 386,612 805,565 300,999 3,585,917 3,153,350 4,273,528 4,259,914: 303,688 317,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 76,303: -19,681 69,147 24,908 82,796 -9,547 88,023 84,509: -11,720 -8,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.6 6.6 78.3 68.9 93.4 93.1: 6.6 6.9
Old : 100.0: 8.4 17.6 6.6 78.3 68.9 93.4 93.1: 6.6 6.9
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 : 331: 57 57 62 165 158 256 243:
Old : 331: 57 57 62 165 158 256 243:
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 : 37.3 24.9 47.9 35.9 27.9 20.7 37.8 29.6
Old : 37.3 24.9 47.9 35.9 27.9 20.7 37.8 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 1,871,018: 469,986 136,923 365,968 990,818 1,333,677 1,826,772 1,836,568: 44,246 34,450
Old : 1,871,018: 469,986 136,923 365,968 990,818 1,333,677 1,826,772 1,836,568: 44,246 34,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 20,242: 3,062 -60,879 48,334 -31,952 36,876 19,444 24,331: 798 -4,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.3 19.6 53.0 71.3 97.6 98.2: 2.4 1.8
Old : 100.0: 25.1 7.3 19.6 53.0 71.3 97.6 98.2: 2.4 1.8
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 : 150: 44 24 46 68 65 135 116:
Old : 150: 44 24 46 68 65 135 116:
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 : 31.5 36.7 45.9 54.0 23.0 28.4 29.1 36.6
Old : 31.5 36.7 45.9 54.0 23.0 28.4 29.1 36.6
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 17, 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 : 61,304: 21,787 10,779 847 29,827 40,199 52,462 51,825: 8,843 9,479
Old : 61,304: 21,787 10,779 847 29,827 40,199 52,462 51,825: 8,843 9,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 6,933: 932 320 -131 5,538 5,614 6,339 5,803: 595 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 17.6 1.4 48.7 65.6 85.6 84.5: 14.4 15.5
Old : 100.0: 35.5 17.6 1.4 48.7 65.6 85.6 84.5: 14.4 15.5
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 : 102: 37 14 11 37 34 78 56:
Old : 102: 37 14 11 37 34 78 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 : 28.8 30.9 43.1 46.9 26.8 29.9 37.9 42.2
Old : 28.8 30.9 43.1 46.9 26.8 29.9 37.9 42.2
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 17, 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 : 122,609: 43,574 21,557 1,695 59,655 80,399 104,924 103,651: 17,685 18,958
Old : 122,609: 43,574 21,557 1,695 59,655 80,399 104,924 103,651: 17,685 18,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 13,867: 1,864 641 -263 11,076 11,228 12,677 11,607: 1,190 2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 17.6 1.4 48.7 65.6 85.6 84.5: 14.4 15.5
Old : 100.0: 35.5 17.6 1.4 48.7 65.6 85.6 84.5: 14.4 15.5
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 : 102: 37 14 11 37 34 78 56:
Old : 102: 37 14 11 37 34 78 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 : 28.8 30.9 43.1 46.9 26.8 29.9 37.9 42.2
Old : 28.8 30.9 43.1 46.9 26.8 29.9 37.9 42.2
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 17, 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 : 47,336: 2,107 448 0 43,721 45,494 45,828 45,942: 1,508 1,394
Old : 47,336: 2,107 448 0 43,721 45,494 45,828 45,942: 1,508 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 19,518: 556 -312 0 19,402 19,655 19,958 19,343: -440 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.9 0.0 92.4 96.1 96.8 97.1: 3.2 2.9
Old : 100.0: 4.5 0.9 0.0 92.4 96.1 96.8 97.1: 3.2 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 : 29: 3 1 0 18 13 21 14:
Old : 29: 3 1 0 18 13 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 71.9 83.2 91.5 46.4 50.4 58.9 65.8
Old : 63.8 71.9 83.2 91.5 46.4 50.4 58.9 65.8
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 17, 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 : 20,480: 11,698 16,627 2,145 6,245 1,152 20,088 19,924: 392 556
Old : 20,480: 11,698 16,627 2,145 6,245 1,152 20,088 19,924: 392 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 186: 419 148 -720 360 260 59 -312: 127 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 81.2 10.5 30.5 5.6 98.1 97.3: 1.9 2.7
Old : 100.0: 57.1 81.2 10.5 30.5 5.6 98.1 97.3: 1.9 2.7
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 : 41: 23 13 4 5 3 31 17:
Old : 41: 23 13 4 5 3 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 : 57.1 68.0 79.9 81.8 55.4 60.6 70.0 74.0
Old : 57.1 68.0 79.9 81.8 55.4 60.6 70.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 66,231: 20,742 5,027 29,779 15,678 28,710 66,199 63,516: 32 2,715
Old : 66,231: 20,742 5,027 29,779 15,678 28,710 66,199 63,516: 32 2,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -34,207: -29,895 -1,314 -6,697 2,389 -25,851 -34,203 -33,862: -4 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 7.6 45.0 23.7 43.3 100.0 95.9: 0.0 4.1
Old : 100.0: 31.3 7.6 45.0 23.7 43.3 100.0 95.9: 0.0 4.1
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 : 28: 5 4 2 6 14 12 19:
Old : 28: 5 4 2 6 14 12 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 : 94.3 84.6 99.4 91.8 49.6 42.5 54.7 47.9
Old : 94.3 84.6 99.4 91.8 49.6 42.5 54.7 47.9
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 17, 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 : 13,040: 7,099 2,039 3,908 2,033 5,528 13,040 11,475: 0 1,565
Old : 13,040: 7,099 2,039 3,908 2,033 5,528 13,040 11,475: 0 1,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -49,258: -20,179 1,116 -28,193 -880 -22,206 -49,252 -49,283: -6 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.6 30.0 15.6 42.4 100.0 88.0: 0.0 12.0
Old : 100.0: 54.4 15.6 30.0 15.6 42.4 100.0 88.0: 0.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 2 1 12 7 17:
Old : 22: 5 4 2 1 12 7 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 57.5 100.0 78.7 68.0 35.1 70.0 51.9
Old : 97.0 57.5 100.0 78.7 68.0 35.1 70.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 49,133: 15,309 15,174 33,824 0 0 49,133 48,998: 0 135
Old : 49,133: 15,309 15,174 33,824 0 0 49,133 48,998: 0 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -4,113: -4,885 -4,903 772 0 0 -4,113 -4,131: 0 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 30.9 68.8 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 31.2 30.9 68.8 0.0 0.0 100.0 99.7: 0.0 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 : 23: 5 17 5 0 0 8 20:
Old : 23: 5 17 5 0 0 8 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 : 91.5 79.4 100.0 92.3 30.5 19.4 31.2 27.6
Old : 91.5 79.4 100.0 92.3 30.5 19.4 31.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019