WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 516,306: 112,975 92,814 201,343 171,161 176,815 485,478 470,972: 30,828 45,334
Old : 342,161: 109,940 101,943 102,459 107,993 107,648 320,392 312,050: 21,768 30,110
Other: 174,145: 53,565 41,401 48,354 63,167 69,166 165,086 158,921: 9,060 15,224
: : :
: : Changes in Commitments from: December 17, 2019 :
: 2,310: -7,775 3,363 -62 9,501 901 1,664 4,202: 646 -1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.0 39.0 33.2 34.2 94.0 91.2: 6.0 8.8
Old : 100.0: 32.1 29.8 29.9 31.6 31.5 93.6 91.2: 6.4 8.8
Other: 100.0: 30.8 23.8 27.8 36.3 39.7 94.8 91.3: 5.2 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 120 113 132 87 123 283 304:
Old : 354: 121 101 108 80 110 255 268:
Other: 224: 55 65 48 48 86 139 168:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 9.8 17.3 17.3 6.9 7.0 11.5 11.6
Old : 9.7 11.6 17.0 20.1 7.0 10.8 13.1 16.9
Other: 19.6 16.8 30.2 28.2 17.0 13.2 25.5 21.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 18,537: 6,132 0 722 11,625 17,571 18,479 18,293: 58 244
Old : 17,125: 5,610 220 502 10,955 16,158 17,067 16,881: 58 244
Other: 1,412: 742 0 0 670 1,412 1,412 1,412: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 138: 149 0 -168 149 497 129 328: 9 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 0.0 3.9 62.7 94.8 99.7 98.7: 0.3 1.3
Old : 100.0: 32.8 1.3 2.9 64.0 94.4 99.7 98.6: 0.3 1.4
Other: 100.0: 52.6 0.0 0.0 47.4 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 0 3 12 24 18 27:
Old : 30: 4 2 2 11 24 16 27:
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 : 54.2 41.4 81.1 65.2 36.8 33.5 48.7 46.2
Old : 57.8 40.8 86.9 66.6 40.7 36.3 58.9 51.2
Other: 81.3 92.9 100.0 100.0 81.3 81.7 88.8 88.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 296,914: 68,616 66,917 97,093 102,198 113,975 267,907 277,985: 29,006 18,928
Old : 220,603: 69,121 72,318 60,624 70,319 73,653 200,063 206,595: 20,539 14,008
Other: 76,311: 26,270 21,374 9,694 31,879 40,322 67,844 71,390: 8,467 4,921
: : :
: : Changes in Commitments from: December 17, 2019 :
: -7,438: -12,010 -9,315 1,115 3,558 524 -7,337 -7,676: -101 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.5 32.7 34.4 38.4 90.2 93.6: 9.8 6.4
Old : 100.0: 31.3 32.8 27.5 31.9 33.4 90.7 93.7: 9.3 6.3
Other: 100.0: 34.4 28.0 12.7 41.8 52.8 88.9 93.6: 11.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 102 55 82 92 87 233 192:
Old : 272: 99 55 63 89 83 216 174:
Other: 173: 45 37 32 50 61 116 111:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 17.1 18.1 26.9 8.7 14.6 14.7 21.6
Old : 11.0 15.5 19.7 27.8 10.1 12.7 17.5 20.9
Other: 18.1 37.4 30.5 52.0 18.1 37.4 30.5 48.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,787,533: 242,701 278,445 508,904 728,451 812,538 1,480,056 1,599,887: 307,477 187,646
Old : 1,558,130: 224,571 292,448 423,151 628,222 701,754 1,275,944 1,417,352: 282,187 140,778
Other: 229,403: 76,267 44,134 27,616 100,229 110,785 204,112 182,535: 25,290 46,868
: : :
: : Changes in Commitments from: December 17, 2019 :
: -13,270: -7,995 -28,635 -7,894 1,959 19,784 -13,930 -16,745: 660 3,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.6 28.5 40.8 45.5 82.8 89.5: 17.2 10.5
Old : 100.0: 14.4 18.8 27.2 40.3 45.0 81.9 91.0: 18.1 9.0
Other: 100.0: 33.2 19.2 12.0 43.7 48.3 89.0 79.6: 11.0 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 813: 174 136 190 409 390 684 629:
Old : 807: 172 147 173 401 381 666 611:
Other: 473: 76 61 45 130 277 221 368:
:----------------------------------------------------------------------------------------------------
: 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 7.8 14.3 14.2 5.9 5.4 9.6 9.4
Old : 8.5 8.9 15.5 15.6 6.5 6.1 10.8 10.5
Other: 19.4 19.4 29.3 27.7 18.7 17.7 27.2 25.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 4,865: 1,952 163 0 1,249 3,859 3,201 4,022: 1,664 843
Old : 4,606: 1,952 163 0 1,127 3,663 3,079 3,826: 1,527 780
Other: 259: 0 0 0 122 196 122 196: 137 63
: : :
: : Changes in Commitments from: December 17, 2019 :
: -836: -790 -7 0 34 -687 -756 -694: -80 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.4 0.0 25.7 79.3 65.8 82.7: 34.2 17.3
Old : 100.0: 42.4 3.5 0.0 24.5 79.5 66.8 83.1: 33.2 16.9
Other: 100.0: 0.0 0.0 0.0 47.1 75.7 47.1 75.7: 52.9 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 1 0 8 8 15 9:
Old : 20: 7 1 0 6 8 13 9:
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 : 40.1 62.1 56.2 81.0 40.1 62.0 56.2 77.0
Old : 42.4 63.6 58.8 81.3 42.4 63.6 58.8 79.1
Other: 47.1 75.3 47.1 75.7 15.1 43.2 15.1 43.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 931,796: 117,448 123,243 284,297 455,642 451,319 857,386 858,858: 74,410 72,938
Old : 798,916: 110,234 136,394 214,704 406,948 388,482 731,886 739,580: 67,030 59,337
Other: 132,880: 34,288 13,923 42,519 48,694 62,837 125,500 119,279: 7,380 13,601
: : :
: : Changes in Commitments from: December 17, 2019 :
: -37,773: -4,453 -42,778 -1,163 -29,603 3,366 -35,219 -40,575: -2,554 2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.2 30.5 48.9 48.4 92.0 92.2: 8.0 7.8
Old : 100.0: 13.8 17.1 26.9 50.9 48.6 91.6 92.6: 8.4 7.4
Other: 100.0: 25.8 10.5 32.0 36.6 47.3 94.4 89.8: 5.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 582: 169 127 208 207 224 491 468:
Old : 574: 165 134 190 200 218 471 450:
Other: 304: 66 49 55 77 152 171 234:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 13.2 18.5 20.9 8.5 10.4 13.8 15.8
Old : 10.7 14.3 18.6 22.2 9.9 11.6 15.6 17.2
Other: 14.7 18.6 25.7 30.9 11.5 13.2 19.4 20.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 561,516: 166,447 25,695 134,463 225,621 376,491 526,531 536,649: 34,985 24,867
Old : 513,610: 164,174 28,159 124,283 194,716 338,663 483,173 491,105: 30,437 22,505
Other: 47,905: 7,631 2,894 4,822 30,905 37,828 43,357 45,544: 4,548 2,361
: : :
: : Changes in Commitments from: December 17, 2019 :
: 91: 9,239 -4,504 -2,624 -4,593 6,618 2,022 -509: -1,931 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.6 23.9 40.2 67.0 93.8 95.6: 6.2 4.4
Old : 100.0: 32.0 5.5 24.2 37.9 65.9 94.1 95.6: 5.9 4.4
Other: 100.0: 15.9 6.0 10.1 64.5 79.0 90.5 95.1: 9.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 134 49 109 94 90 281 214:
Old : 325: 135 55 104 91 87 276 208:
Other: 104: 29 18 17 40 26 79 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 : 11.0 30.7 17.5 40.6 10.8 28.9 16.6 38.3
Old : 11.7 31.7 17.8 41.1 11.6 30.0 17.2 39.0
Other: 31.8 31.5 49.2 52.3 31.8 31.5 47.2 51.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,241,924: 118,395 199,359 137,309 810,720 768,891 1,066,424 1,105,559: 175,500 136,365
Old : 1,241,924: 118,395 199,359 137,309 810,720 768,891 1,066,424 1,105,559: 175,500 136,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 14,725: -10,320 -3,090 11,430 20,535 8,039 21,645 16,379: -6,920 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 16.1 11.1 65.3 61.9 85.9 89.0: 14.1 11.0
Old : 100.0: 9.5 16.1 11.1 65.3 61.9 85.9 89.0: 14.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 24 44 98 97 154 149:
Old : 188: 40 24 44 98 97 154 149:
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 : 23.4 27.2 31.8 37.2 17.5 23.4 25.1 31.7
Old : 23.4 27.2 31.8 37.2 17.5 23.4 25.1 31.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,243,263: 86,081 495,595 6,298 995,717 656,546 1,088,095 1,158,439: 155,167 84,823
Old : 1,243,263: 86,081 495,595 6,298 995,717 656,546 1,088,095 1,158,439: 155,167 84,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 18,937: 7,809 12,235 -86 14,890 4,871 22,613 17,020: -3,676 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 39.9 0.5 80.1 52.8 87.5 93.2: 12.5 6.8
Old : 100.0: 6.9 39.9 0.5 80.1 52.8 87.5 93.2: 12.5 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 : 142: 20 16 15 86 73 113 97:
Old : 142: 20 16 15 86 73 113 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 36.7 37.2 52.5 22.4 35.6 32.2 47.7
Old : 25.3 36.7 37.2 52.5 22.4 35.6 32.2 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 24, 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 : 482,739: 77,110 83,383 101,568 255,121 269,371 433,799 454,322: 48,940 28,417
Old : 440,891: 77,876 83,663 90,697 226,881 240,068 395,453 414,427: 45,438 26,464
Other: 41,847: 4,635 5,121 5,471 28,240 29,304 38,346 39,895: 3,502 1,952
: : :
: : Changes in Commitments from: December 17, 2019 :
: -6,494: 266 -6,895 -5,707 1,807 5,370 -3,634 -7,232: -2,860 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 17.3 21.0 52.8 55.8 89.9 94.1: 10.1 5.9
Old : 100.0: 17.7 19.0 20.6 51.5 54.5 89.7 94.0: 10.3 6.0
Other: 100.0: 11.1 12.2 13.1 67.5 70.0 91.6 95.3: 8.4 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 74 71 92 122 93 253 213:
Old : 298: 78 70 91 121 91 252 210:
Other: 109: 15 21 19 57 25 87 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 24.3 17.2 33.2 9.9 22.0 14.9 29.6
Old : 11.8 25.4 17.9 33.8 10.6 23.4 16.4 30.5
Other: 27.0 34.5 40.7 52.1 26.1 31.9 37.1 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 12,330: 4,205 1,805 952 4,867 8,286 10,023 11,043: 2,307 1,287
Old : 12,252: 4,204 1,849 908 4,867 8,217 9,978 10,974: 2,274 1,278
Other: 78: 45 0 0 0 69 45 69: 33 9
: : :
: : Changes in Commitments from: December 17, 2019 :
: 821: 1,251 80 179 -457 582 972 841: -151 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 14.6 7.7 39.5 67.2 81.3 89.6: 18.7 10.4
Old : 100.0: 34.3 15.1 7.4 39.7 67.1 81.4 89.6: 18.6 10.4
Other: 100.0: 57.7 0.0 0.0 0.0 88.5 57.7 88.5: 42.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 29 10 9 12 16 45 31:
Old : 60: 29 10 9 12 16 45 31:
Other: 6: 2 0 0 0 4 2 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 : 33.3 47.4 47.4 66.9 31.8 43.4 42.4 62.9
Old : 33.5 47.3 47.7 66.8 32.0 43.3 42.7 62.7
Other: 57.7 88.5 57.7 88.5 57.7 88.5 57.7 88.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 3,691,601: 815,559 1,095,219 93,586 2,605,785 2,392,403 3,514,930 3,581,208: 176,672 110,393
Old : 3,691,601: 815,559 1,095,219 93,586 2,605,785 2,392,403 3,514,930 3,581,208: 176,672 110,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 21,405: 49,647 -21,308 -4,952 -21,152 42,181 23,543 15,921: -2,138 5,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 29.7 2.5 70.6 64.8 95.2 97.0: 4.8 3.0
Old : 100.0: 22.1 29.7 2.5 70.6 64.8 95.2 97.0: 4.8 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 : 366: 72 42 38 200 147 290 209:
Old : 366: 72 42 38 200 147 290 209:
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 : 23.5 30.0 37.4 48.2 22.9 29.2 35.1 47.3
Old : 23.5 30.0 37.4 48.2 22.9 29.2 35.1 47.3
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 24, 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 : 4,500,633: 580,930 792,499 564,218 2,956,444 2,746,457 4,101,592 4,103,174: 399,041 397,459
Old : 4,500,633: 580,930 792,499 564,218 2,956,444 2,746,457 4,101,592 4,103,174: 399,041 397,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 145,782: -19,337 -15,538 117,648 56,772 64,753 155,083 166,863: -9,301 -21,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.6 12.5 65.7 61.0 91.1 91.2: 8.9 8.8
Old : 100.0: 12.9 17.6 12.5 65.7 61.0 91.1 91.2: 8.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 71 79 93 233 217 353 340:
Old : 425: 71 79 93 233 217 353 340:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 16.4 26.7 26.1 11.4 13.6 17.2 20.1
Old : 18.8 16.4 26.7 26.1 11.4 13.6 17.2 20.1
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 24, 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 : 909,722: 123,632 118,998 5,820 674,391 598,550 803,843 723,368: 105,879 186,354
Old : 909,722: 123,632 118,998 5,820 674,391 598,550 803,843 723,368: 105,879 186,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -9,347: -3,050 -696 1,092 -12,781 -15,586 -14,739 -15,190: 5,392 5,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.1 0.6 74.1 65.8 88.4 79.5: 11.6 20.5
Old : 100.0: 13.6 13.1 0.6 74.1 65.8 88.4 79.5: 11.6 20.5
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 : 114: 12 16 10 62 69 80 89:
Old : 114: 12 16 10 62 69 80 89:
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 19.3 45.9 32.4 27.9 19.1 41.0 29.9
Old : 29.0 19.3 45.9 32.4 27.9 19.1 41.0 29.9
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 24, 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 : 4,551,958: 389,469 740,345 261,265 3,603,628 3,233,395 4,254,362 4,235,004: 297,597 316,954
Old : 4,551,958: 389,469 740,345 261,265 3,603,628 3,233,395 4,254,362 4,235,004: 297,597 316,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -25,258: 2,857 -65,220 -39,734 17,710 80,045 -19,167 -24,909: -6,091 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.3 5.7 79.2 71.0 93.5 93.0: 6.5 7.0
Old : 100.0: 8.6 16.3 5.7 79.2 71.0 93.5 93.0: 6.5 7.0
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 : 333: 59 52 57 167 164 254 245:
Old : 333: 59 52 57 167 164 254 245:
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 : 37.8 25.8 48.3 37.2 28.2 21.2 37.7 31.1
Old : 37.8 25.8 48.3 37.2 28.2 21.2 37.7 31.1
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 24, 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 : 1,895,530: 479,523 135,535 357,752 1,016,114 1,367,972 1,853,389 1,861,259: 42,141 34,271
Old : 1,895,530: 479,523 135,535 357,752 1,016,114 1,367,972 1,853,389 1,861,259: 42,141 34,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 24,512: 9,537 -1,388 -8,217 25,296 34,296 26,617 24,691: -2,105 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.2 18.9 53.6 72.2 97.8 98.2: 2.2 1.8
Old : 100.0: 25.3 7.2 18.9 53.6 72.2 97.8 98.2: 2.2 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 : 149: 44 23 44 69 64 134 114:
Old : 149: 44 23 44 69 64 134 114:
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 : 31.4 37.1 45.6 54.1 21.7 28.5 28.5 37.2
Old : 31.4 37.1 45.6 54.1 21.7 28.5 28.5 37.2
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 24, 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 : 51,701: 22,274 9,338 580 20,745 32,488 43,599 42,406: 8,102 9,295
Old : 51,701: 22,274 9,338 580 20,745 32,488 43,599 42,406: 8,102 9,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -9,604: 487 -1,441 -267 -9,083 -7,712 -8,863 -9,420: -741 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 18.1 1.1 40.1 62.8 84.3 82.0: 15.7 18.0
Old : 100.0: 43.1 18.1 1.1 40.1 62.8 84.3 82.0: 15.7 18.0
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 : 95: 36 15 7 23 29 62 48:
Old : 95: 36 15 7 23 29 62 48:
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 : 33.8 32.7 48.1 49.4 33.0 32.6 46.9 48.4
Old : 33.8 32.7 48.1 49.4 33.0 32.6 46.9 48.4
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 24, 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 : 103,402: 44,548 18,675 1,161 41,490 64,976 87,198 84,811: 16,203 18,590
Old : 103,402: 44,548 18,675 1,161 41,490 64,976 87,198 84,811: 16,203 18,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -19,207: 974 -2,882 -534 -18,165 -15,423 -17,726 -18,839: -1,482 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 18.1 1.1 40.1 62.8 84.3 82.0: 15.7 18.0
Old : 100.0: 43.1 18.1 1.1 40.1 62.8 84.3 82.0: 15.7 18.0
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 : 95: 36 15 7 23 29 62 48:
Old : 95: 36 15 7 23 29 62 48:
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 : 33.8 32.7 48.1 49.4 33.0 32.6 46.9 48.4
Old : 33.8 32.7 48.1 49.4 33.0 32.6 46.9 48.4
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 24, 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 : 34,005: 1,864 464 0 30,119 33,181 31,983 33,645: 2,022 360
Old : 34,005: 1,864 464 0 30,119 33,181 31,983 33,645: 2,022 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -13,331: -243 16 0 -13,602 -12,313 -13,845 -12,297: 514 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 0.0 88.6 97.6 94.1 98.9: 5.9 1.1
Old : 100.0: 5.5 1.4 0.0 88.6 97.6 94.1 98.9: 5.9 1.1
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 : 23: 3 1 0 11 10 14 11:
Old : 23: 3 1 0 11 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 79.7 87.5 97.2 73.6 79.7 87.1 97.2
Old : 73.9 79.7 87.5 97.2 73.6 79.7 87.1 97.2
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 24, 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 : 14,715: 7,432 13,131 679 6,369 892 14,480 14,702: 235 13
Old : 14,715: 7,432 13,131 679 6,369 892 14,480 14,702: 235 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -5,765: -4,266 -3,496 -1,466 124 -260 -5,608 -5,222: -157 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 89.2 4.6 43.3 6.1 98.4 99.9: 1.6 0.1
Old : 100.0: 50.5 89.2 4.6 43.3 6.1 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 : 38: 19 14 4 5 2 27 17:
Old : 38: 19 14 4 5 2 27 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 : 60.3 57.5 83.3 77.6 55.2 57.3 77.3 76.8
Old : 60.3 57.5 83.3 77.6 55.2 57.3 77.3 76.8
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 24, 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 : 61,649: 21,730 5,752 24,255 15,618 28,389 61,603 58,396: 46 3,253
Old : 61,649: 21,730 5,752 24,255 15,618 28,389 61,603 58,396: 46 3,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -4,582: 988 725 -5,524 -60 -321 -4,596 -5,120: 14 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 9.3 39.3 25.3 46.0 99.9 94.7: 0.1 5.3
Old : 100.0: 35.2 9.3 39.3 25.3 46.0 99.9 94.7: 0.1 5.3
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 : 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 : 93.8 82.5 99.2 89.8 54.7 45.7 60.2 51.7
Old : 93.8 82.5 99.2 89.8 54.7 45.7 60.2 51.7
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 24, 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 : 14,220: 7,356 1,599 5,231 1,633 5,575 14,220 12,405: 0 1,815
Old : 14,220: 7,356 1,599 5,231 1,633 5,575 14,220 12,405: 0 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: 1,180: 257 -440 1,323 -400 47 1,180 930: 0 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 11.2 36.8 11.5 39.2 100.0 87.2: 0.0 12.8
Old : 100.0: 51.7 11.2 36.8 11.5 39.2 100.0 87.2: 0.0 12.8
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 : 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 62.7 100.0 78.9 61.0 32.7 63.2 45.0
Old : 97.0 62.7 100.0 78.9 61.0 32.7 63.2 45.0
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 24, 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 : 47,212: 15,309 15,171 31,893 0 0 47,202 47,064: 10 148
Old : 47,212: 15,309 15,171 31,893 0 0 47,202 47,064: 10 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2019 :
: -1,921: 0 -3 -1,931 0 0 -1,931 -1,934: 10 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 32.1 67.6 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 32.4 32.1 67.6 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 : 91.1 79.1 100.0 92.5 31.8 20.7 32.4 29.3
Old : 91.1 79.1 100.0 92.5 31.8 20.7 32.4 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2019