WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 507,064: 157,897 116,658 179,228 136,237 156,731 473,362 452,617: 33,702 54,447
Old : 286,949: 147,082 141,916 41,317 79,264 76,399 267,663 259,632: 19,286 27,317
Other: 220,115: 96,300 60,227 52,426 56,973 80,332 205,699 192,985: 14,416 27,130
: : :
: : Changes in Commitments from: February 4, 2020 :
: -18,304: -1,404 5,725 -14,665 -2,061 -11,061 -18,130 -20,001: -174 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 23.0 35.3 26.9 30.9 93.4 89.3: 6.6 10.7
Old : 100.0: 51.3 49.5 14.4 27.6 26.6 93.3 90.5: 6.7 9.5
Other: 100.0: 43.7 27.4 23.8 25.9 36.5 93.5 87.7: 6.5 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 132 113 143 84 119 298 307:
Old : 363: 124 107 89 68 93 242 244:
Other: 269: 81 75 67 51 89 170 199:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 10.5 18.7 18.4 7.8 7.0 14.0 12.3
Old : 13.2 15.3 21.6 25.2 12.7 14.6 21.0 23.4
Other: 22.5 17.4 34.2 26.4 19.3 12.9 28.2 20.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,051: 7,974 250 670 12,099 19,932 20,743 20,852: 308 199
Old : 12,691: 5,978 520 100 6,499 11,982 12,577 12,602: 114 89
Other: 8,360: 2,516 250 50 5,600 7,950 8,166 8,250: 194 110
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,278: 608 -240 240 413 1,308 1,261 1,308: 17 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 1.2 3.2 57.5 94.7 98.5 99.1: 1.5 0.9
Old : 100.0: 47.1 4.1 0.8 51.2 94.4 99.1 99.3: 0.9 0.7
Other: 100.0: 30.1 3.0 0.6 67.0 95.1 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 3 12 20 19 23:
Old : 26: 3 2 1 10 17 14 19:
Other: 19: 4 1 1 7 11 12 12:
:----------------------------------------------------------------------------------------------------
: 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 : 61.4 58.4 82.9 76.4 57.5 53.3 72.1 67.7
Old : 72.6 58.6 94.3 80.9 70.8 58.5 90.7 80.8
Other: 69.6 78.3 91.1 91.5 68.4 78.3 86.3 90.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 290,843: 74,063 62,064 76,327 113,821 131,461 264,211 269,852: 26,632 20,991
Old : 178,086: 69,276 79,412 21,253 70,839 64,626 161,368 165,291: 16,718 12,795
Other: 112,757: 49,387 27,252 10,474 42,982 66,835 102,843 104,561: 9,914 8,196
: : :
: : Changes in Commitments from: February 4, 2020 :
: -13,734: 1,016 -720 -13,356 -2,043 1,250 -14,383 -12,826: 649 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 21.3 26.2 39.1 45.2 90.8 92.8: 9.2 7.2
Old : 100.0: 38.9 44.6 11.9 39.8 36.3 90.6 92.8: 9.4 7.2
Other: 100.0: 43.8 24.2 9.3 38.1 59.3 91.2 92.7: 8.8 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 95 55 89 90 92 229 201:
Old : 262: 92 51 49 74 75 182 160:
Other: 204: 54 46 34 58 73 139 129:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 19.4 20.6 30.2 9.9 16.6 16.7 24.0
Old : 12.9 19.8 22.0 30.7 12.0 19.8 20.3 29.4
Other: 22.3 34.5 33.9 45.6 21.4 33.8 32.5 42.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,573,430: 313,255 275,034 345,646 666,543 776,702 1,325,444 1,397,382: 247,986 176,048
Old : 1,301,671: 314,532 312,811 232,599 537,221 632,354 1,084,352 1,177,764: 217,319 123,907
Other: 271,759: 101,194 64,694 10,576 129,322 144,348 241,092 219,618: 30,667 52,141
: : :
: : Changes in Commitments from: February 4, 2020 :
: 6,426: -2,196 12,202 -7,873 9,141 -1,227 -928 3,102: 7,354 3,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.5 22.0 42.4 49.4 84.2 88.8: 15.8 11.2
Old : 100.0: 24.2 24.0 17.9 41.3 48.6 83.3 90.5: 16.7 9.5
Other: 100.0: 37.2 23.8 3.9 47.6 53.1 88.7 80.8: 11.3 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 159 133 164 323 338 580 564:
Old : 752: 170 136 130 312 311 553 516:
Other: 461: 64 72 41 111 258 202 347:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 9.2 16.4 16.3 7.2 5.6 12.1 9.9
Old : 10.0 9.9 17.9 17.7 8.4 7.0 14.3 12.5
Other: 22.9 24.7 33.3 32.0 22.7 23.5 33.1 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,617: 2,743 61 10 1,483 4,542 4,236 4,613: 1,381 1,004
Old : 5,036: 2,684 71 0 1,192 4,177 3,876 4,248: 1,160 788
Other: 581: 69 0 0 291 365 360 365: 221 216
: : :
: : Changes in Commitments from: February 4, 2020 :
: 169: 20 -17 0 155 153 175 136: -6 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 1.1 0.2 26.4 80.9 75.4 82.1: 24.6 17.9
Old : 100.0: 53.3 1.4 0.0 23.7 82.9 77.0 84.4: 23.0 15.6
Other: 100.0: 11.9 0.0 0.0 50.1 62.8 62.0 62.8: 38.0 37.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 1 1 9 13 21 15:
Old : 28: 11 2 0 6 12 17 14:
Other: 11: 2 0 0 7 7 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 42.6 54.0 58.3 74.3 35.4 47.9 48.8 63.0
Old : 43.7 55.6 60.6 75.7 38.9 50.2 51.7 66.1
Other: 54.9 60.4 61.6 62.8 35.6 38.7 38.2 39.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 880,780: 165,001 188,685 198,115 449,424 427,111 812,540 813,911: 68,240 66,869
Old : 690,541: 161,303 192,803 110,076 362,931 336,154 634,310 639,033: 56,231 51,508
Other: 190,239: 43,269 35,453 48,468 86,493 90,957 178,230 174,878: 12,009 15,361
: : :
: : Changes in Commitments from: February 4, 2020 :
: 21,103: 7,502 11,348 -88 8,142 10,150 15,556 21,410: 5,547 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.4 22.5 51.0 48.5 92.3 92.4: 7.7 7.6
Old : 100.0: 23.4 27.9 15.9 52.6 48.7 91.9 92.5: 8.1 7.5
Other: 100.0: 22.7 18.6 25.5 45.5 47.8 93.7 91.9: 6.3 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 171 116 164 182 201 428 431:
Old : 554: 158 130 127 171 187 393 395:
Other: 333: 64 66 65 82 157 193 253:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 12.7 17.4 20.5 7.9 11.0 13.7 17.0
Old : 11.3 13.6 19.2 22.2 10.9 12.4 17.9 18.3
Other: 18.6 16.8 29.8 30.4 11.9 13.0 20.8 23.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 511,696: 112,043 40,518 129,593 233,082 312,842 474,718 482,953: 36,978 28,743
Old : 429,067: 105,962 52,969 102,546 192,508 249,988 401,016 405,503: 28,051 23,564
Other: 82,629: 22,080 3,548 11,048 40,574 62,854 73,702 77,450: 8,927 5,179
: : :
: : Changes in Commitments from: February 4, 2020 :
: -14,962: -6,787 4,990 -15,706 4,407 -3,233 -18,086 -13,949: 3,124 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 7.9 25.3 45.6 61.1 92.8 94.4: 7.2 5.6
Old : 100.0: 24.7 12.3 23.9 44.9 58.3 93.5 94.5: 6.5 5.5
Other: 100.0: 26.7 4.3 13.4 49.1 76.1 89.2 93.7: 10.8 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 104 59 105 100 80 259 214:
Old : 315: 102 65 100 94 76 248 207:
Other: 132: 40 20 27 51 35 102 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.6 24.7 15.6 33.6 9.3 23.1 15.0 31.7
Old : 9.8 23.7 16.6 32.1 9.7 22.3 15.8 30.1
Other: 24.7 33.7 38.0 50.7 24.4 32.4 37.5 48.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,245,938: 156,309 190,571 82,600 831,062 847,146 1,069,971 1,120,317: 175,967 125,621
Old : 1,245,938: 156,309 190,571 82,600 831,062 847,146 1,069,971 1,120,317: 175,967 125,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 30,151: 4,084 -25,449 17,625 12,061 42,447 33,770 34,623: -3,619 -4,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 15.3 6.6 66.7 68.0 85.9 89.9: 14.1 10.1
Old : 100.0: 12.5 15.3 6.6 66.7 68.0 85.9 89.9: 14.1 10.1
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 : 203: 37 33 33 95 101 148 151:
Old : 203: 37 33 33 95 101 148 151:
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 22.4 34.6 38.1 17.8 20.1 25.7 29.3
Old : 23.6 22.4 34.6 38.1 17.8 20.1 25.7 29.3
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,237,142: 59,680 481,277 50,901 952,611 607,134 1,063,192 1,139,312: 173,950 97,830
Old : 1,237,142: 59,680 481,277 50,901 952,611 607,134 1,063,192 1,139,312: 173,950 97,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 36,284: 3,695 5,001 22,586 11,254 2,818 37,535 30,405: -1,251 5,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 38.9 4.1 77.0 49.1 85.9 92.1: 14.1 7.9
Old : 100.0: 4.8 38.9 4.1 77.0 49.1 85.9 92.1: 14.1 7.9
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 : 141: 15 22 14 93 72 115 101:
Old : 141: 15 22 14 93 72 115 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 35.7 33.1 51.4 16.7 34.1 26.3 44.8
Old : 20.6 35.7 33.1 51.4 16.7 34.1 26.3 44.8
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 503,208: 84,895 120,030 103,056 265,609 247,484 453,560 470,570: 49,648 32,638
Old : 425,027: 82,238 125,278 77,588 221,078 193,790 380,904 396,656: 44,123 28,371
Other: 78,181: 18,238 10,333 9,887 44,531 53,694 72,656 73,914: 5,525 4,267
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,891: 3,913 5,355 2,396 -1,749 -4,029 4,560 3,722: -669 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.9 20.5 52.8 49.2 90.1 93.5: 9.9 6.5
Old : 100.0: 19.3 29.5 18.3 52.0 45.6 89.6 93.3: 10.4 6.7
Other: 100.0: 23.3 13.2 12.6 57.0 68.7 92.9 94.5: 7.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 79 94 89 115 87 254 229:
Old : 323: 81 100 79 112 83 241 224:
Other: 138: 38 21 21 60 36 110 69:
:----------------------------------------------------------------------------------------------------
: 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 20.5 18.1 27.9 9.6 17.8 14.8 22.7
Old : 11.3 19.0 18.8 26.3 10.5 16.0 16.6 21.6
Other: 28.3 35.8 41.6 58.2 26.9 35.0 38.4 55.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,735: 6,550 2,428 580 4,395 9,015 11,525 12,023: 2,210 1,712
Old : 12,619: 6,487 2,570 438 3,631 8,100 10,556 11,108: 2,063 1,511
Other: 1,116: 205 0 0 764 915 969 915: 147 201
: : :
: : Changes in Commitments from: February 4, 2020 :
: 996: 652 209 51 447 792 1,150 1,052: -154 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 17.7 4.2 32.0 65.6 83.9 87.5: 16.1 12.5
Old : 100.0: 51.4 20.4 3.5 28.8 64.2 83.7 88.0: 16.3 12.0
Other: 100.0: 18.4 0.0 0.0 68.5 82.0 86.8 82.0: 13.2 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 28 11 7 16 17 49 32:
Old : 65: 27 13 7 15 16 48 31:
Other: 16: 4 0 0 6 7 10 7:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 41.4 46.5 63.5 30.0 40.1 43.9 61.8
Old : 32.6 39.9 47.9 62.7 32.6 38.6 47.9 60.6
Other: 74.1 76.6 86.0 82.0 74.1 76.6 85.2 80.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,999,037: 874,992 1,077,631 219,331 2,711,172 2,599,067 3,805,495 3,896,029: 193,542 103,008
Old : 3,999,037: 874,992 1,077,631 219,331 2,711,172 2,599,067 3,805,495 3,896,029: 193,542 103,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 115,054: -28,375 73,229 82,801 59,219 -37,959 113,645 118,071: 1,409 -3,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 26.9 5.5 67.8 65.0 95.2 97.4: 4.8 2.6
Old : 100.0: 21.9 26.9 5.5 67.8 65.0 95.2 97.4: 4.8 2.6
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 : 370: 80 43 47 199 140 301 208:
Old : 370: 80 43 47 199 140 301 208:
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 : 22.9 30.6 34.7 47.9 22.6 28.8 32.7 44.3
Old : 22.9 30.6 34.7 47.9 22.6 28.8 32.7 44.3
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,160,257: 599,682 998,601 280,763 2,837,895 2,436,230 3,718,340 3,715,594: 441,917 444,663
Old : 4,160,257: 599,682 998,601 280,763 2,837,895 2,436,230 3,718,340 3,715,594: 441,917 444,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 85,965: 8,495 48,486 8,450 61,108 7,112 78,053 64,048: 7,912 21,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.0 6.7 68.2 58.6 89.4 89.3: 10.6 10.7
Old : 100.0: 14.4 24.0 6.7 68.2 58.6 89.4 89.3: 10.6 10.7
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 : 431: 75 87 56 211 189 317 301:
Old : 431: 75 87 56 211 189 317 301:
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 : 18.3 17.4 26.7 27.5 10.6 14.2 16.8 22.1
Old : 18.3 17.4 26.7 27.5 10.6 14.2 16.8 22.1
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 937,254: 90,919 156,201 15,328 706,503 584,442 812,750 755,971: 124,504 181,283
Old : 937,254: 90,919 156,201 15,328 706,503 584,442 812,750 755,971: 124,504 181,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,741: 5,965 6,672 3,957 -6,442 -7,097 3,480 3,532: -739 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.7 1.6 75.4 62.4 86.7 80.7: 13.3 19.3
Old : 100.0: 9.7 16.7 1.6 75.4 62.4 86.7 80.7: 13.3 19.3
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 : 112: 10 19 11 63 64 80 87:
Old : 112: 10 19 11 63 64 80 87:
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 : 28.4 23.6 45.6 34.6 26.1 22.3 38.3 31.7
Old : 28.4 23.6 45.6 34.6 26.1 22.3 38.3 31.7
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,637,112: 531,288 743,979 203,011 3,573,479 3,381,890 4,307,778 4,328,880: 329,334 308,232
Old : 4,637,112: 531,288 743,979 203,011 3,573,479 3,381,890 4,307,778 4,328,880: 329,334 308,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 40,714: 15,645 -20,874 57,399 -21,524 13,398 51,520 49,923: -10,806 -9,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.0 4.4 77.1 72.9 92.9 93.4: 7.1 6.6
Old : 100.0: 11.5 16.0 4.4 77.1 72.9 92.9 93.4: 7.1 6.6
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 : 345: 52 62 49 177 162 261 241:
Old : 345: 52 62 49 177 162 261 241:
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 : 33.9 25.9 43.9 37.5 25.5 21.7 34.9 31.9
Old : 33.9 25.9 43.9 37.5 25.5 21.7 34.9 31.9
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,748,246: 455,797 152,200 376,800 874,836 1,182,497 1,707,433 1,711,497: 40,813 36,749
Old : 1,748,246: 455,797 152,200 376,800 874,836 1,182,497 1,707,433 1,711,497: 40,813 36,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 85,462: 25,671 37,663 18,127 37,973 23,364 81,771 79,154: 3,691 6,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.7 21.6 50.0 67.6 97.7 97.9: 2.3 2.1
Old : 100.0: 26.1 8.7 21.6 50.0 67.6 97.7 97.9: 2.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 41 23 41 69 66 127 115:
Old : 142: 41 23 41 69 66 127 115:
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 36.7 42.6 54.1 23.8 26.4 29.4 35.3
Old : 29.0 36.7 42.6 54.1 23.8 26.4 29.4 35.3
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,211: 19,042 4,465 4,552 18,568 33,536 42,162 42,552: 9,049 8,659
Old : 51,211: 19,042 4,465 4,552 18,568 33,536 42,162 42,552: 9,049 8,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -80: -5,151 -862 3,229 1,666 -2,687 -257 -320: 177 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.7 8.9 36.3 65.5 82.3 83.1: 17.7 16.9
Old : 100.0: 37.2 8.7 8.9 36.3 65.5 82.3 83.1: 17.7 16.9
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 : 92: 31 15 7 24 27 56 48:
Old : 92: 31 15 7 24 27 56 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 : 35.8 30.3 50.1 47.8 31.0 30.3 43.0 47.1
Old : 35.8 30.3 50.1 47.8 31.0 30.3 43.0 47.1
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 102,421: 38,083 8,929 9,104 37,136 67,071 84,323 85,104: 18,098 17,317
Old : 102,421: 38,083 8,929 9,104 37,136 67,071 84,323 85,104: 18,098 17,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -160: -10,302 -1,724 6,458 3,331 -5,373 -513 -639: 353 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.7 8.9 36.3 65.5 82.3 83.1: 17.7 16.9
Old : 100.0: 37.2 8.7 8.9 36.3 65.5 82.3 83.1: 17.7 16.9
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 : 92: 31 15 7 24 27 56 48:
Old : 92: 31 15 7 24 27 56 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 : 35.8 30.3 50.1 47.8 31.0 30.3 43.0 47.1
Old : 35.8 30.3 50.1 47.8 31.0 30.3 43.0 47.1
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,576: 2,411 1,055 0 35,834 37,941 38,245 38,996: 2,331 1,580
Old : 40,576: 2,411 1,055 0 35,834 37,941 38,245 38,996: 2,331 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 642: 347 -3 0 1,300 449 1,647 446: -1,005 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.6 0.0 88.3 93.5 94.3 96.1: 5.7 3.9
Old : 100.0: 5.9 2.6 0.0 88.3 93.5 94.3 96.1: 5.7 3.9
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 : 28: 3 3 0 13 11 16 14:
Old : 28: 3 3 0 13 11 16 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 : 71.7 73.3 84.7 91.4 71.5 73.3 84.3 91.4
Old : 71.7 73.3 84.7 91.4 71.5 73.3 84.3 91.4
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,019: 12,058 18,054 556 7,073 1,300 19,687 19,910: 332 109
Old : 20,019: 12,058 18,054 556 7,073 1,300 19,687 19,910: 332 109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 811: 797 880 -95 47 0 749 785: 62 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 90.2 2.8 35.3 6.5 98.3 99.5: 1.7 0.5
Old : 100.0: 60.2 90.2 2.8 35.3 6.5 98.3 99.5: 1.7 0.5
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 : 43: 22 16 3 5 2 29 19:
Old : 43: 22 16 3 5 2 29 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 : 61.5 54.0 81.9 76.7 60.3 54.0 76.6 75.6
Old : 61.5 54.0 81.9 76.7 60.3 54.0 76.6 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 93,703: 28,552 7,735 38,373 26,755 45,476 93,680 91,584: 23 2,119
Old : 93,703: 28,552 7,735 38,373 26,755 45,476 93,680 91,584: 23 2,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 2,159: -1,624 -316 3,129 656 -575 2,161 2,238: -2 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.3 41.0 28.6 48.5 100.0 97.7: 0.0 2.3
Old : 100.0: 30.5 8.3 41.0 28.6 48.5 100.0 97.7: 0.0 2.3
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: 4 5 2 6 16 11 22:
Old : 30: 4 5 2 6 16 11 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.2 85.7 99.9 93.1 55.3 47.5 58.9 52.9
Old : 96.2 85.7 99.9 93.1 55.3 47.5 58.9 52.9
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,227: 17,400 1,921 14,825 0 14,083 32,225 30,829: 2 1,398
Old : 32,227: 17,400 1,921 14,825 0 14,083 32,225 30,829: 2 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,281: 2,480 100 814 0 2,542 3,294 3,456: -13 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 6.0 46.0 0.0 43.7 100.0 95.7: 0.0 4.3
Old : 100.0: 54.0 6.0 46.0 0.0 43.7 100.0 95.7: 0.0 4.3
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 : 22: 5 5 2 0 12 6 18:
Old : 22: 5 5 2 0 12 6 18:
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 : 99.1 83.6 100.0 92.1 53.5 42.3 54.0 47.1
Old : 99.1 83.6 100.0 92.1 53.5 42.3 54.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,125: 680 697 35 1,110 1,063 1,825 1,795: 300 330
Old : 2,125: 680 697 35 1,110 1,063 1,825 1,795: 300 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.8 1.6 52.2 50.0 85.9 84.5: 14.1 15.5
Old : 100.0: 32.0 32.8 1.6 52.2 50.0 85.9 84.5: 14.1 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 : 20: 4 6 2 9 5 15 11:
Old : 20: 4 6 2 9 5 15 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 : 48.2 55.1 74.4 78.5 46.8 47.9 68.0 67.0
Old : 48.2 55.1 74.4 78.5 46.8 47.9 68.0 67.0
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 - Futures Only, February 11, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,589: 15,849 15,734 28,725 0 0 44,574 44,459: 15 130
Old : 44,589: 15,849 15,734 28,725 0 0 44,574 44,459: 15 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -114: 897 873 -1,001 0 0 -104 -128: -10 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.3 64.4 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 35.5 35.3 64.4 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: 8 14 5 0 0 10 18:
Old : 23: 8 14 5 0 0 10 18:
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 : 88.8 82.6 99.3 93.7 31.6 25.9 35.5 33.5
Old : 88.8 82.6 99.3 93.7 31.6 25.9 35.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020