WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 524,777: 119,201 88,638 197,204 176,223 190,460 492,628 476,303: 32,149 48,474
Old : 344,126: 113,482 98,897 95,274 112,895 118,110 321,651 312,281: 22,475 31,845
Other: 180,651: 56,052 40,074 51,597 63,328 72,350 170,977 164,022: 9,674 16,629
: : :
: : Changes in Commitments from: December 24, 2019 :
: 8,471: 6,226 -4,176 -4,139 5,063 13,646 7,150 5,331: 1,321 3,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.9 37.6 33.6 36.3 93.9 90.8: 6.1 9.2
Old : 100.0: 33.0 28.7 27.7 32.8 34.3 93.5 90.7: 6.5 9.3
Other: 100.0: 31.0 22.2 28.6 35.1 40.0 94.6 90.8: 5.4 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 130 100 124 79 126 274 297:
Old : 353: 125 94 101 72 115 245 264:
Other: 226: 60 58 49 48 89 142 167:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 9.4 17.3 16.7 6.8 6.9 11.0 11.1
Old : 9.5 11.5 16.2 19.5 6.8 10.5 12.7 16.8
Other: 19.8 16.3 30.7 27.9 17.0 12.8 25.7 20.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 18,628: 6,318 0 628 11,619 17,614 18,565 18,241: 63 387
Old : 16,968: 5,773 220 408 10,724 15,953 16,905 16,581: 63 387
Other: 1,661: 766 0 0 895 1,661 1,661 1,661: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 92: 187 0 -94 -6 43 87 -51: 5 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 0.0 3.4 62.4 94.6 99.7 97.9: 0.3 2.1
Old : 100.0: 34.0 1.3 2.4 63.2 94.0 99.6 97.7: 0.4 2.3
Other: 100.0: 46.1 0.0 0.0 53.9 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 0 3 12 23 18 26:
Old : 29: 4 1 2 10 23 15 26:
Other: 11: 2 0 0 5 5 7 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 : 53.1 42.4 79.8 66.1 37.5 32.3 48.9 44.9
Old : 57.3 41.8 86.6 67.3 42.1 36.6 58.8 51.7
Other: 71.0 94.0 100.0 100.0 71.0 83.8 89.8 89.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 289,139: 64,149 57,776 93,744 102,518 118,696 260,411 270,216: 28,729 18,924
Old : 211,362: 63,136 64,558 56,927 70,674 76,299 190,737 197,783: 20,625 13,579
Other: 77,777: 27,736 19,941 10,094 31,843 42,397 69,674 72,432: 8,104 5,345
: : :
: : Changes in Commitments from: December 24, 2019 :
: -7,774: -4,467 -9,141 -3,349 320 4,721 -7,497 -7,770: -278 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 20.0 32.4 35.5 41.1 90.1 93.5: 9.9 6.5
Old : 100.0: 29.9 30.5 26.9 33.4 36.1 90.2 93.6: 9.8 6.4
Other: 100.0: 35.7 25.6 13.0 40.9 54.5 89.6 93.1: 10.4 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 108 50 88 95 88 244 194:
Old : 275: 101 54 68 89 82 221 174:
Other: 181: 48 40 36 51 63 122 117:
:----------------------------------------------------------------------------------------------------
: 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 17.5 18.4 27.1 9.2 14.7 15.2 21.7
Old : 11.0 15.6 19.1 27.5 10.3 12.4 17.7 21.2
Other: 19.2 37.7 31.2 51.2 19.2 37.6 31.2 48.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,756,379: 251,385 278,983 479,942 721,170 806,632 1,452,497 1,565,557: 303,882 190,822
Old : 1,521,660: 234,746 298,899 390,203 619,802 690,555 1,244,751 1,379,657: 276,909 142,003
Other: 234,719: 79,277 42,722 27,101 101,368 116,077 207,746 185,899: 26,973 48,819
: : :
: : Changes in Commitments from: December 24, 2019 :
: -31,154: 8,683 538 -28,962 -7,281 -5,907 -27,559 -34,331: -3,595 3,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.9 27.3 41.1 45.9 82.7 89.1: 17.3 10.9
Old : 100.0: 15.4 19.6 25.6 40.7 45.4 81.8 90.7: 18.2 9.3
Other: 100.0: 33.8 18.2 11.5 43.2 49.5 88.5 79.2: 11.5 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 169 136 184 399 384 666 618:
Old : 789: 163 149 163 391 373 646 596:
Other: 474: 73 60 49 134 279 231 367:
:----------------------------------------------------------------------------------------------------
: 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 : 7.6 7.6 14.0 13.8 6.0 5.4 9.8 9.4
Old : 8.7 8.7 15.5 15.4 7.0 6.2 11.5 10.5
Other: 19.3 21.0 28.9 29.0 18.6 19.4 27.1 26.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 848,230: 121,225 100,078 243,303 416,662 432,351 781,190 775,732: 67,040 72,497
Old : 710,629: 113,490 115,281 170,681 367,520 367,181 651,690 653,143: 58,939 57,486
Other: 137,600: 35,991 13,053 44,366 49,142 65,170 129,500 122,589: 8,101 15,011
: : :
: : Changes in Commitments from: December 24, 2019 :
: -83,567: 3,777 -23,164 -40,994 -38,980 -18,968 -76,196 -83,126: -7,370 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.8 28.7 49.1 51.0 92.1 91.5: 7.9 8.5
Old : 100.0: 16.0 16.2 24.0 51.7 51.7 91.7 91.9: 8.3 8.1
Other: 100.0: 26.2 9.5 32.2 35.7 47.4 94.1 89.1: 5.9 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 156 136 205 197 228 470 470:
Old : 565: 152 144 184 189 219 447 449:
Other: 314: 69 49 56 77 161 174 242:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 12.7 18.2 20.6 8.9 11.1 15.0 17.2
Old : 11.5 14.5 18.8 22.5 10.7 12.6 17.4 19.1
Other: 14.7 18.4 25.5 30.7 11.2 12.6 19.2 19.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 540,191: 162,610 29,208 124,853 218,601 363,975 506,064 518,036: 34,128 22,156
Old : 490,547: 160,578 31,725 114,012 186,839 325,073 461,430 470,810: 29,117 19,737
Other: 49,644: 8,061 3,513 4,811 31,762 38,902 44,634 47,226: 5,010 2,419
: : :
: : Changes in Commitments from: December 24, 2019 :
: -21,324: -3,837 3,513 -9,610 -7,020 -12,516 -20,467 -18,613: -857 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 5.4 23.1 40.5 67.4 93.7 95.9: 6.3 4.1
Old : 100.0: 32.7 6.5 23.2 38.1 66.3 94.1 96.0: 5.9 4.0
Other: 100.0: 16.2 7.1 9.7 64.0 78.4 89.9 95.1: 10.1 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 132 55 112 93 88 282 219:
Old : 331: 138 56 107 91 85 278 213:
Other: 103: 28 18 18 40 26 78 52:
:----------------------------------------------------------------------------------------------------
: 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 30.5 17.8 40.4 10.8 29.5 17.0 39.2
Old : 11.6 31.9 18.1 40.7 11.5 31.0 17.4 39.7
Other: 30.6 31.5 47.6 52.9 30.6 31.5 45.9 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,172,897: 106,685 195,617 96,684 796,349 743,462 999,718 1,035,764: 173,179 137,134
Old : 1,172,897: 106,685 195,617 96,684 796,349 743,462 999,718 1,035,764: 173,179 137,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -69,027: -11,710 -3,741 -40,625 -14,371 -25,429 -66,706 -69,795: -2,321 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 16.7 8.2 67.9 63.4 85.2 88.3: 14.8 11.7
Old : 100.0: 9.1 16.7 8.2 67.9 63.4 85.2 88.3: 14.8 11.7
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 : 187: 38 22 40 99 97 150 146:
Old : 187: 38 22 40 99 97 150 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 28.5 33.5 38.6 18.6 25.2 26.7 33.3
Old : 24.4 28.5 33.5 38.6 18.6 25.2 26.7 33.3
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 31, 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 : 1,245,420: 80,838 501,275 7,114 1,005,042 651,907 1,092,994 1,160,296: 152,426 85,124
Old : 1,245,420: 80,838 501,275 7,114 1,005,042 651,907 1,092,994 1,160,296: 152,426 85,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,157: -5,243 5,680 816 9,325 -4,640 4,899 1,857: -2,741 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 40.2 0.6 80.7 52.3 87.8 93.2: 12.2 6.8
Old : 100.0: 6.5 40.2 0.6 80.7 52.3 87.8 93.2: 12.2 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 : 143: 19 17 14 86 75 112 99:
Old : 143: 19 17 14 86 75 112 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 36.8 37.7 52.4 22.8 35.5 32.9 47.4
Old : 25.4 36.8 37.7 52.4 22.8 35.5 32.9 47.4
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 31, 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 : 454,476: 79,093 84,419 86,324 243,931 257,112 409,348 427,855: 45,128 26,620
Old : 411,796: 79,324 85,050 75,621 215,422 226,646 370,367 387,317: 41,429 24,479
Other: 42,680: 5,085 4,686 5,387 28,509 30,466 38,980 40,538: 3,699 2,142
: : :
: : Changes in Commitments from: December 24, 2019 :
: -28,263: 1,983 1,037 -15,245 -11,190 -12,259 -24,452 -26,467: -3,812 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.6 19.0 53.7 56.6 90.1 94.1: 9.9 5.9
Old : 100.0: 19.3 20.7 18.4 52.3 55.0 89.9 94.1: 10.1 5.9
Other: 100.0: 11.9 11.0 12.6 66.8 71.4 91.3 95.0: 8.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 86 68 90 114 93 253 218:
Old : 309: 94 64 89 113 90 252 214:
Other: 110: 16 21 21 57 25 89 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 25.3 18.0 34.2 10.7 23.1 16.0 31.0
Old : 12.8 26.4 19.2 34.8 11.7 24.5 18.1 31.8
Other: 27.1 34.5 40.6 53.3 25.5 31.8 36.6 49.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 11,002: 4,781 1,854 267 3,546 7,373 8,594 9,494: 2,407 1,508
Old : 10,861: 4,781 1,933 188 3,542 7,265 8,511 9,386: 2,349 1,475
Other: 141: 79 0 0 4 108 83 108: 58 33
: : :
: : Changes in Commitments from: December 24, 2019 :
: -1,329: 576 48 -685 -1,320 -913 -1,429 -1,549: 100 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 16.8 2.4 32.2 67.0 78.1 86.3: 21.9 13.7
Old : 100.0: 44.0 17.8 1.7 32.6 66.9 78.4 86.4: 21.6 13.6
Other: 100.0: 56.0 0.0 0.0 2.8 76.6 58.9 76.6: 41.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 25 10 6 14 14 44 25:
Old : 58: 25 10 6 13 14 43 25:
Other: 6: 1 0 0 2 3 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 49.4 46.6 72.0 35.6 49.1 46.6 71.6
Old : 36.0 49.2 47.3 71.9 36.0 48.9 47.3 71.5
Other: 58.9 76.6 58.9 76.6 58.9 76.6 58.9 76.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 3,610,706: 795,388 1,120,903 59,543 2,584,213 2,321,379 3,439,144 3,501,824: 171,561 108,882
Old : 3,610,706: 795,388 1,120,903 59,543 2,584,213 2,321,379 3,439,144 3,501,824: 171,561 108,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -80,896: -20,171 25,683 -34,043 -21,571 -71,024 -75,785 -79,384: -5,110 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 31.0 1.6 71.6 64.3 95.2 97.0: 4.8 3.0
Old : 100.0: 22.0 31.0 1.6 71.6 64.3 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 45 37 196 142 285 207:
Old : 366: 72 45 37 196 142 285 207:
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 : 23.6 31.5 37.9 49.2 23.1 30.6 36.0 47.8
Old : 23.6 31.5 37.9 49.2 23.1 30.6 36.0 47.8
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 31, 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 : 4,175,966: 527,430 767,985 450,230 2,798,579 2,531,404 3,776,239 3,749,619: 399,727 426,347
Old : 4,175,966: 527,430 767,985 450,230 2,798,579 2,531,404 3,776,239 3,749,619: 399,727 426,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -324,667: -53,500 -24,514 -113,988 -157,865 -215,053 -325,354 -353,555: 686 28,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 18.4 10.8 67.0 60.6 90.4 89.8: 9.6 10.2
Old : 100.0: 12.6 18.4 10.8 67.0 60.6 90.4 89.8: 9.6 10.2
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 : 401: 65 74 80 217 207 325 318:
Old : 401: 65 74 80 217 207 325 318:
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 : 18.9 17.0 26.5 27.0 11.4 14.2 17.6 21.1
Old : 18.9 17.0 26.5 27.0 11.4 14.2 17.6 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 31, 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 : 923,376: 121,015 124,590 5,554 686,520 605,948 813,089 736,092: 110,287 187,284
Old : 923,376: 121,015 124,590 5,554 686,520 605,948 813,089 736,092: 110,287 187,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 13,654: -2,617 5,592 -266 12,129 7,398 9,246 12,724: 4,408 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.5 0.6 74.3 65.6 88.1 79.7: 11.9 20.3
Old : 100.0: 13.1 13.5 0.6 74.3 65.6 88.1 79.7: 11.9 20.3
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 : 113: 10 17 9 60 70 76 90:
Old : 113: 10 17 9 60 70 76 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 19.6 45.9 32.6 27.4 19.1 40.6 29.9
Old : 28.9 19.6 45.9 32.6 27.4 19.1 40.6 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 31, 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 : 4,486,187: 418,445 730,137 218,019 3,556,987 3,226,157 4,193,450 4,174,313: 292,737 311,874
Old : 4,486,187: 418,445 730,137 218,019 3,556,987 3,226,157 4,193,450 4,174,313: 292,737 311,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -65,772: 28,975 -10,207 -43,246 -46,641 -7,238 -60,912 -60,691: -4,860 -5,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.3 4.9 79.3 71.9 93.5 93.0: 6.5 7.0
Old : 100.0: 9.3 16.3 4.9 79.3 71.9 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 : 327: 59 51 51 160 162 243 240:
Old : 327: 59 51 51 160 162 243 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 26.1 49.4 37.6 29.0 21.6 38.7 31.8
Old : 38.7 26.1 49.4 37.6 29.0 21.6 38.7 31.8
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 31, 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 : 1,911,802: 483,986 147,875 345,308 1,033,429 1,380,399 1,862,723 1,873,582: 49,079 38,220
Old : 1,911,802: 483,986 147,875 345,308 1,033,429 1,380,399 1,862,723 1,873,582: 49,079 38,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 16,272: 4,463 12,340 -12,444 17,315 12,427 9,334 12,323: 6,938 3,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.7 18.1 54.1 72.2 97.4 98.0: 2.6 2.0
Old : 100.0: 25.3 7.7 18.1 54.1 72.2 97.4 98.0: 2.6 2.0
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 : 145: 48 18 41 66 65 130 111:
Old : 145: 48 18 41 66 65 130 111:
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 : 31.9 37.3 46.4 54.1 22.6 28.2 29.4 37.3
Old : 31.9 37.3 46.4 54.1 22.6 28.2 29.4 37.3
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 31, 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 : 53,811: 23,784 10,630 799 20,902 34,190 45,485 45,620: 8,326 8,191
Old : 53,811: 23,784 10,630 799 20,902 34,190 45,485 45,620: 8,326 8,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,110: 1,510 1,293 219 157 1,702 1,886 3,214: 224 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 19.8 1.5 38.8 63.5 84.5 84.8: 15.5 15.2
Old : 100.0: 44.2 19.8 1.5 38.8 63.5 84.5 84.8: 15.5 15.2
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 : 102: 37 18 8 26 30 67 52:
Old : 102: 37 18 8 26 30 67 52:
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 : 32.9 36.0 47.1 53.1 31.7 35.9 45.9 52.1
Old : 32.9 36.0 47.1 53.1 31.7 35.9 45.9 52.1
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 31, 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 : 107,622: 47,567 21,260 1,599 41,804 68,381 90,970 91,240: 16,652 16,383
Old : 107,622: 47,567 21,260 1,599 41,804 68,381 90,970 91,240: 16,652 16,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,221: 3,019 2,585 438 315 3,405 3,772 6,428: 449 -2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 19.8 1.5 38.8 63.5 84.5 84.8: 15.5 15.2
Old : 100.0: 44.2 19.8 1.5 38.8 63.5 84.5 84.8: 15.5 15.2
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 : 102: 37 18 8 26 30 67 52:
Old : 102: 37 18 8 26 30 67 52:
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 : 32.9 36.0 47.1 53.1 31.7 35.9 45.9 52.1
Old : 32.9 36.0 47.1 53.1 31.7 35.9 45.9 52.1
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 31, 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 : 38,696: 2,719 862 0 34,911 36,798 37,630 37,660: 1,066 1,036
Old : 38,696: 2,719 862 0 34,911 36,798 37,630 37,660: 1,066 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,691: 855 398 0 4,792 3,617 5,647 4,015: -956 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.2 0.0 90.2 95.1 97.2 97.3: 2.8 2.7
Old : 100.0: 7.0 2.2 0.0 90.2 95.1 97.2 97.3: 2.8 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 : 27: 3 2 0 13 11 16 13:
Old : 27: 3 2 0 13 11 16 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 : 70.4 72.6 88.0 94.1 70.2 72.6 87.6 94.1
Old : 70.4 72.6 88.0 94.1 70.2 72.6 87.6 94.1
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 31, 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 : 15,326: 7,952 13,886 536 6,451 892 14,939 15,314: 387 12
Old : 15,326: 7,952 13,886 536 6,451 892 14,939 15,314: 387 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 611: 520 755 -143 82 0 459 612: 152 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 90.6 3.5 42.1 5.8 97.5 99.9: 2.5 0.1
Old : 100.0: 51.9 90.6 3.5 42.1 5.8 97.5 99.9: 2.5 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 : 36: 19 12 2 5 2 25 15:
Old : 36: 19 12 2 5 2 25 15:
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 : 57.9 62.0 82.1 83.0 54.5 62.0 76.3 82.3
Old : 57.9 62.0 82.1 83.0 54.5 62.0 76.3 82.3
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 31, 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 : 68,075: 21,568 6,059 25,362 21,099 33,019 68,029 64,440: 46 3,635
Old : 68,075: 21,568 6,059 25,362 21,099 33,019 68,029 64,440: 46 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 6,426: -162 307 1,107 5,481 4,630 6,426 6,044: 0 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.9 37.3 31.0 48.5 99.9 94.7: 0.1 5.3
Old : 100.0: 31.7 8.9 37.3 31.0 48.5 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 : 30: 5 4 2 7 15 13 20:
Old : 30: 5 4 2 7 15 13 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 : 94.2 80.1 99.1 88.7 57.3 46.1 62.2 52.7
Old : 94.2 80.1 99.1 88.7 57.3 46.1 62.2 52.7
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 31, 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 : 16,503: 9,284 1,247 5,586 1,633 7,849 16,503 14,682: 0 1,821
Old : 16,503: 9,284 1,247 5,586 1,633 7,849 16,503 14,682: 0 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,283: 1,928 -352 355 0 2,274 2,283 2,277: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 7.6 33.8 9.9 47.6 100.0 89.0: 0.0 11.0
Old : 100.0: 56.3 7.6 33.8 9.9 47.6 100.0 89.0: 0.0 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 : 22: 6 3 2 1 12 8 16:
Old : 22: 6 3 2 1 12 8 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.4 69.4 100.0 83.6 62.2 42.3 66.2 51.7
Old : 95.4 69.4 100.0 83.6 62.2 42.3 66.2 51.7
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 31, 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 : 47,643: 15,309 15,241 32,324 0 0 47,633 47,565: 10 78
Old : 47,643: 15,309 15,241 32,324 0 0 47,633 47,565: 10 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 431: 0 70 431 0 0 431 501: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 32.0 67.8 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 32.1 32.0 67.8 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: 5 18 5 0 0 8 21:
Old : 24: 5 18 5 0 0 8 21:
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 : 91.2 78.8 100.0 92.7 31.5 20.2 32.1 29.1
Old : 91.2 78.8 100.0 92.7 31.5 20.2 32.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020