WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, February 18, 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 : 513,909: 167,767 105,564 181,538 130,090 172,044 479,395 459,146: 34,514 54,763
Old : 284,143: 153,533 126,138 41,046 70,522 90,242 265,101 257,426: 19,042 26,717
Other: 229,766: 99,855 65,047 54,871 59,568 81,802 214,294 201,720: 15,472 28,046
: : :
: : Changes in Commitments from: February 11, 2020 :
: 6,845: 9,870 -11,094 2,310 -6,147 15,313 6,033 6,529: 812 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.5 35.3 25.3 33.5 93.3 89.3: 6.7 10.7
Old : 100.0: 54.0 44.4 14.4 24.8 31.8 93.3 90.6: 6.7 9.4
Other: 100.0: 43.5 28.3 23.9 25.9 35.6 93.3 87.8: 6.7 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 145 104 133 75 119 292 297:
Old : 367: 134 100 88 60 98 240 244:
Other: 278: 87 73 59 51 91 171 196:
:----------------------------------------------------------------------------------------------------
: 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 10.8 19.2 19.0 7.7 7.6 13.7 12.2
Old : 13.4 14.7 23.2 25.0 13.0 14.3 21.6 22.8
Other: 22.3 16.5 33.7 26.3 18.1 11.8 26.5 19.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, February 18, 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 : 22,056: 8,316 250 670 12,564 20,857 21,550 21,777: 506 279
Old : 12,601: 5,648 620 100 6,664 11,812 12,412 12,532: 189 69
Other: 9,455: 3,188 150 50 5,900 9,045 9,138 9,245: 317 210
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,005: 342 0 0 465 925 807 925: 198 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 1.1 3.0 57.0 94.6 97.7 98.7: 2.3 1.3
Old : 100.0: 44.8 4.9 0.8 52.9 93.7 98.5 99.5: 1.5 0.5
Other: 100.0: 33.7 1.6 0.5 62.4 95.7 96.6 97.8: 3.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 3 11 21 18 24:
Old : 25: 3 2 1 9 17 13 19:
Other: 22: 6 1 1 7 12 14 13:
:----------------------------------------------------------------------------------------------------
: 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 : 61.0 57.2 83.2 75.3 56.8 52.9 72.3 65.9
Old : 75.7 56.9 95.7 80.2 74.0 56.7 92.2 80.0
Other: 65.4 76.9 87.7 88.3 63.3 76.9 83.4 88.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, February 18, 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 : 284,730: 76,502 61,537 73,941 108,352 127,746 258,795 263,224: 25,935 21,506
Old : 167,916: 70,756 77,889 16,605 64,885 61,334 152,246 155,828: 15,670 12,088
Other: 116,814: 50,660 28,562 12,422 43,467 66,412 106,549 107,396: 10,265 9,418
: : :
: : Changes in Commitments from: February 11, 2020 :
: -6,113: 2,439 -527 -2,386 -5,469 -3,715 -5,416 -6,628: -697 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 21.6 26.0 38.1 44.9 90.9 92.4: 9.1 7.6
Old : 100.0: 42.1 46.4 9.9 38.6 36.5 90.7 92.8: 9.3 7.2
Other: 100.0: 43.4 24.5 10.6 37.2 56.9 91.2 91.9: 8.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 90 57 85 87 94 227 196:
Old : 257: 88 53 42 72 71 180 146:
Other: 202: 59 40 33 56 73 139 126:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.6 20.3 30.3 10.1 16.9 16.9 24.5
Old : 13.7 21.3 22.8 32.2 12.9 21.3 22.0 31.0
Other: 21.0 33.9 32.0 46.4 20.1 33.3 31.0 42.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, February 18, 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 : 1,607,877: 330,723 286,950 351,430 676,616 790,447 1,358,769 1,428,827: 249,108 179,050
Old : 1,318,947: 334,805 326,218 226,754 540,903 642,117 1,102,462 1,195,089: 216,485 123,858
Other: 288,930: 108,571 73,385 12,023 135,713 148,330 256,307 233,738: 32,623 55,192
: : :
: : Changes in Commitments from: February 11, 2020 :
: 34,447: 17,468 11,916 5,784 10,073 13,745 33,325 31,445: 1,122 3,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.8 21.9 42.1 49.2 84.5 88.9: 15.5 11.1
Old : 100.0: 25.4 24.7 17.2 41.0 48.7 83.6 90.6: 16.4 9.4
Other: 100.0: 37.6 25.4 4.2 47.0 51.3 88.7 80.9: 11.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 754: 161 135 176 320 332 582 567:
Old : 745: 171 133 134 309 307 551 514:
Other: 460: 61 78 48 116 256 207 355:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 8.8 16.3 16.3 6.9 5.6 11.7 9.9
Old : 9.9 9.5 17.9 17.0 8.3 6.9 14.1 12.3
Other: 22.0 23.5 33.3 30.8 21.8 22.4 33.0 29.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, February 18, 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 : 5,742: 2,532 0 33 1,688 4,713 4,253 4,746: 1,489 996
Old : 4,920: 2,477 32 1 1,239 4,125 3,717 4,158: 1,203 762
Other: 822: 87 0 0 449 588 536 588: 286 234
: : :
: : Changes in Commitments from: February 11, 2020 :
: 125: -211 -61 23 205 171 17 133: 108 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 0.0 0.6 29.4 82.1 74.1 82.7: 25.9 17.3
Old : 100.0: 50.3 0.7 0.0 25.2 83.8 75.5 84.5: 24.5 15.5
Other: 100.0: 10.6 0.0 0.0 54.6 71.5 65.2 71.5: 34.8 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 0 1 11 14 22 15:
Old : 26: 10 1 1 7 12 18 13:
Other: 14: 2 0 0 9 10 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 41.4 54.9 57.3 73.8 33.9 47.0 47.3 61.1
Old : 43.2 58.1 61.1 76.9 38.8 51.0 51.6 66.7
Other: 52.4 52.4 64.0 69.6 33.9 34.5 38.2 44.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, February 18, 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 : 860,488: 168,811 184,675 179,092 444,176 433,126 792,079 796,893: 68,409 63,595
Old : 653,805: 163,488 186,723 88,304 346,673 331,745 598,465 606,772: 55,340 47,033
Other: 206,683: 43,955 36,584 52,156 97,503 101,381 193,614 190,121: 13,069 16,562
: : :
: : Changes in Commitments from: February 11, 2020 :
: -20,292: 3,810 -4,010 -19,023 -5,248 6,015 -20,461 -17,018: 169 -3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.5 20.8 51.6 50.3 92.0 92.6: 8.0 7.4
Old : 100.0: 25.0 28.6 13.5 53.0 50.7 91.5 92.8: 8.5 7.2
Other: 100.0: 21.3 17.7 25.2 47.2 49.1 93.7 92.0: 6.3 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 177 113 165 182 195 437 417:
Old : 547: 164 124 126 168 182 396 380:
Other: 335: 64 70 67 87 154 202 251:
:----------------------------------------------------------------------------------------------------
: 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 14.0 17.1 21.7 7.8 11.6 13.3 17.5
Old : 11.1 15.4 19.2 23.8 11.1 13.5 18.4 20.2
Other: 18.7 16.8 28.4 30.0 10.7 13.1 19.0 22.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, February 18, 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 : 515,651: 106,935 48,512 137,215 236,378 300,062 480,528 485,789: 35,123 29,862
Old : 428,038: 100,557 61,565 108,346 193,455 234,061 402,358 403,972: 25,680 24,066
Other: 87,613: 23,835 4,404 11,412 42,923 66,001 78,170 81,817: 9,443 5,796
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,955: -5,108 7,994 7,622 3,296 -12,780 5,810 2,836: -1,855 1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.4 26.6 45.8 58.2 93.2 94.2: 6.8 5.8
Old : 100.0: 23.5 14.4 25.3 45.2 54.7 94.0 94.4: 6.0 5.6
Other: 100.0: 27.2 5.0 13.0 49.0 75.3 89.2 93.4: 10.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 112 64 105 100 82 266 219:
Old : 321: 110 70 99 94 77 254 211:
Other: 140: 40 23 26 53 41 108 79:
:----------------------------------------------------------------------------------------------------
: 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 : 8.8 24.2 15.4 32.6 8.5 22.6 14.1 29.9
Old : 9.6 22.9 16.4 31.7 9.6 21.1 15.3 28.5
Other: 23.5 35.0 36.7 51.0 23.3 33.0 36.3 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, February 18, 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 : 1,301,422: 154,486 204,748 112,977 845,902 855,392 1,113,365 1,173,117: 188,057 128,305
Old : 1,301,422: 154,486 204,748 112,977 845,902 855,392 1,113,365 1,173,117: 188,057 128,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 55,484: -1,823 14,177 30,377 14,840 8,246 43,394 52,800: 12,090 2,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.7 8.7 65.0 65.7 85.5 90.1: 14.5 9.9
Old : 100.0: 11.9 15.7 8.7 65.0 65.7 85.5 90.1: 14.5 9.9
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 : 198: 34 32 32 95 98 143 148:
Old : 198: 34 32 32 95 98 143 148:
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 : 24.8 23.8 35.5 39.2 16.7 19.5 24.3 28.3
Old : 24.8 23.8 35.5 39.2 16.7 19.5 24.3 28.3
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 18, 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 : 1,271,066: 58,047 483,727 59,045 977,014 631,384 1,094,106 1,174,156: 176,960 96,910
Old : 1,271,066: 58,047 483,727 59,045 977,014 631,384 1,094,106 1,174,156: 176,960 96,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 33,924: -1,633 2,450 8,144 24,403 24,250 30,914 34,844: 3,010 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 38.1 4.6 76.9 49.7 86.1 92.4: 13.9 7.6
Old : 100.0: 4.6 38.1 4.6 76.9 49.7 86.1 92.4: 13.9 7.6
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 : 144: 14 24 15 93 74 115 105:
Old : 144: 14 24 15 93 74 115 105:
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 : 21.2 36.7 34.0 51.9 16.2 34.3 25.5 44.6
Old : 21.2 36.7 34.0 51.9 16.2 34.3 25.5 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, February 18, 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 : 506,777: 86,447 125,824 104,223 267,631 244,219 458,301 474,266: 48,476 32,511
Old : 423,196: 83,617 131,310 76,592 220,298 187,323 380,507 395,225: 42,689 27,971
Other: 83,581: 20,172 11,856 10,289 47,333 56,896 77,794 79,041: 5,787 4,540
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,569: 1,552 5,794 1,167 2,022 -3,265 4,741 3,696: -1,172 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.8 20.6 52.8 48.2 90.4 93.6: 9.6 6.4
Old : 100.0: 19.8 31.0 18.1 52.1 44.3 89.9 93.4: 10.1 6.6
Other: 100.0: 24.1 14.2 12.3 56.6 68.1 93.1 94.6: 6.9 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 85 98 93 119 94 265 240:
Old : 335: 89 101 82 116 88 252 232:
Other: 148: 39 25 24 65 38 118 77:
:----------------------------------------------------------------------------------------------------
: 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 19.8 17.6 26.2 9.5 17.3 14.3 22.0
Old : 11.4 18.0 18.2 24.5 10.5 15.0 16.7 20.7
Other: 27.1 37.4 40.2 57.2 26.2 36.7 37.4 55.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, February 18, 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 : 13,516: 6,181 2,154 562 4,463 8,788 11,206 11,504: 2,310 2,012
Old : 12,349: 6,116 2,312 404 3,682 7,830 10,202 10,546: 2,147 1,803
Other: 1,167: 223 0 0 781 958 1,004 958: 163 209
: : :
: : Changes in Commitments from: February 11, 2020 :
: -219: -369 -274 -18 68 -227 -319 -519: 100 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 15.9 4.2 33.0 65.0 82.9 85.1: 17.1 14.9
Old : 100.0: 49.5 18.7 3.3 29.8 63.4 82.6 85.4: 17.4 14.6
Other: 100.0: 19.1 0.0 0.0 66.9 82.1 86.0 82.1: 14.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 28 7 10 15 17 49 33:
Old : 63: 27 11 10 13 16 47 32:
Other: 18: 5 0 0 7 7 12 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 : 32.3 40.0 49.1 61.2 31.7 39.1 46.3 59.6
Old : 34.7 38.4 50.5 61.3 34.7 37.5 50.2 60.4
Other: 72.2 76.9 84.4 82.1 72.2 76.9 83.6 80.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, February 18, 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 : 3,955,228: 858,892 1,053,221 210,110 2,691,871 2,589,918 3,760,873 3,853,249: 194,355 101,979
Old : 3,955,228: 858,892 1,053,221 210,110 2,691,871 2,589,918 3,760,873 3,853,249: 194,355 101,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -43,809: -16,100 -24,410 -9,221 -19,301 -9,149 -44,622 -42,780: 813 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 26.6 5.3 68.1 65.5 95.1 97.4: 4.9 2.6
Old : 100.0: 21.7 26.6 5.3 68.1 65.5 95.1 97.4: 4.9 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 : 378: 77 52 48 197 142 302 214:
Old : 378: 77 52 48 197 142 302 214:
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 : 21.9 29.3 34.0 45.9 21.6 28.0 31.7 43.3
Old : 21.9 29.3 34.0 45.9 21.6 28.0 31.7 43.3
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 18, 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 : 4,284,498: 697,622 1,003,872 290,557 2,845,875 2,560,002 3,834,054 3,854,431: 450,444 430,067
Old : 4,284,498: 697,622 1,003,872 290,557 2,845,875 2,560,002 3,834,054 3,854,431: 450,444 430,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 124,241: 97,940 5,271 9,794 7,980 123,772 115,714 138,837: 8,527 -14,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 23.4 6.8 66.4 59.8 89.5 90.0: 10.5 10.0
Old : 100.0: 16.3 23.4 6.8 66.4 59.8 89.5 90.0: 10.5 10.0
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 : 440: 85 86 57 220 191 337 302:
Old : 440: 85 86 57 220 191 337 302:
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 : 17.5 17.3 24.9 27.4 9.9 14.6 16.1 22.2
Old : 17.5 17.3 24.9 27.4 9.9 14.6 16.1 22.2
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 18, 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 : 956,377: 89,434 162,501 14,483 725,019 599,659 828,936 776,643: 127,441 179,734
Old : 956,377: 89,434 162,501 14,483 725,019 599,659 828,936 776,643: 127,441 179,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 19,123: -1,485 6,300 -845 18,516 15,217 16,186 20,672: 2,937 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.0 1.5 75.8 62.7 86.7 81.2: 13.3 18.8
Old : 100.0: 9.4 17.0 1.5 75.8 62.7 86.7 81.2: 13.3 18.8
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 : 114: 8 20 11 66 65 82 88:
Old : 114: 8 20 11 66 65 82 88:
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 : 27.3 23.7 45.6 35.0 25.1 22.6 38.7 32.4
Old : 27.3 23.7 45.6 35.0 25.1 22.6 38.7 32.4
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 18, 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 : 4,769,407: 530,948 778,816 280,982 3,608,649 3,399,110 4,420,579 4,458,908: 348,828 310,499
Old : 4,769,407: 530,948 778,816 280,982 3,608,649 3,399,110 4,420,579 4,458,908: 348,828 310,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 132,295: -340 34,837 77,971 35,170 17,220 112,801 130,028: 19,494 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.3 5.9 75.7 71.3 92.7 93.5: 7.3 6.5
Old : 100.0: 11.1 16.3 5.9 75.7 71.3 92.7 93.5: 7.3 6.5
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 : 340: 55 59 49 168 160 250 241:
Old : 340: 55 59 49 168 160 250 241:
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 : 33.0 25.8 43.5 37.1 24.9 21.8 34.8 31.8
Old : 33.0 25.8 43.5 37.1 24.9 21.8 34.8 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 - Futures Only, February 18, 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 : 1,894,579: 486,477 187,611 409,690 955,722 1,260,752 1,851,889 1,858,053: 42,690 36,526
Old : 1,894,579: 486,477 187,611 409,690 955,722 1,260,752 1,851,889 1,858,053: 42,690 36,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 146,333: 30,680 35,411 32,890 80,886 78,255 144,456 146,556: 1,877 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 9.9 21.6 50.4 66.5 97.7 98.1: 2.3 1.9
Old : 100.0: 25.7 9.9 21.6 50.4 66.5 97.7 98.1: 2.3 1.9
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 : 145: 36 29 46 68 68 129 121:
Old : 145: 36 29 46 68 68 129 121:
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 34.0 41.0 52.5 23.2 23.3 29.7 33.2
Old : 28.4 34.0 41.0 52.5 23.2 23.3 29.7 33.2
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 - Futures Only, February 18, 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 : 51,736: 18,639 5,020 5,439 18,593 32,432 42,670 42,890: 9,066 8,846
Old : 51,736: 18,639 5,020 5,439 18,593 32,432 42,670 42,890: 9,066 8,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 525: -403 556 887 25 -1,104 508 338: 17 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 9.7 10.5 35.9 62.7 82.5 82.9: 17.5 17.1
Old : 100.0: 36.0 9.7 10.5 35.9 62.7 82.5 82.9: 17.5 17.1
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 : 95: 33 16 10 25 28 58 54:
Old : 95: 33 16 10 25 28 58 54:
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 : 37.5 30.9 52.7 49.5 30.4 30.2 43.4 47.4
Old : 37.5 30.9 52.7 49.5 30.4 30.2 43.4 47.4
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 - Futures Only, February 18, 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 : 103,471: 37,277 10,040 10,877 37,185 64,863 85,339 85,780: 18,132 17,691
Old : 103,471: 37,277 10,040 10,877 37,185 64,863 85,339 85,780: 18,132 17,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,050: -806 1,111 1,773 49 -2,208 1,016 676: 34 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 9.7 10.5 35.9 62.7 82.5 82.9: 17.5 17.1
Old : 100.0: 36.0 9.7 10.5 35.9 62.7 82.5 82.9: 17.5 17.1
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 : 95: 33 16 10 25 28 58 54:
Old : 95: 33 16 10 25 28 58 54:
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 : 37.5 30.9 52.7 49.5 30.4 30.2 43.4 47.4
Old : 37.5 30.9 52.7 49.5 30.4 30.2 43.4 47.4
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 - Futures Only, February 18, 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 : 42,463: 2,730 1,848 0 37,610 39,056 40,340 40,904: 2,123 1,559
Old : 42,463: 2,730 1,848 0 37,610 39,056 40,340 40,904: 2,123 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,887: 319 793 0 1,776 1,115 2,095 1,908: -208 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.4 0.0 88.6 92.0 95.0 96.3: 5.0 3.7
Old : 100.0: 6.4 4.4 0.0 88.6 92.0 95.0 96.3: 5.0 3.7
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 : 31: 3 4 0 15 11 18 15:
Old : 31: 3 4 0 15 11 18 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 : 71.0 72.4 84.3 89.9 70.9 72.4 83.9 89.9
Old : 71.0 72.4 84.3 89.9 70.9 72.4 83.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, February 18, 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 : 24,308: 11,997 22,399 636 11,422 1,255 24,055 24,290: 253 18
Old : 24,308: 11,997 22,399 636 11,422 1,255 24,055 24,290: 253 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,289: -61 4,345 80 4,349 -45 4,368 4,380: -79 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 92.1 2.6 47.0 5.2 99.0 99.9: 1.0 0.1
Old : 100.0: 49.4 92.1 2.6 47.0 5.2 99.0 99.9: 1.0 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 : 44: 22 16 3 6 2 30 19:
Old : 44: 22 16 3 6 2 30 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 : 57.9 58.8 82.5 80.7 56.9 58.8 78.2 80.1
Old : 57.9 58.8 82.5 80.7 56.9 58.8 78.2 80.1
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 18, 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 : 97,424: 26,441 7,818 42,385 28,569 45,256 97,395 95,459: 29 1,965
Old : 97,424: 26,441 7,818 42,385 28,569 45,256 97,395 95,459: 29 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,721: -2,111 83 4,012 1,814 -220 3,715 3,875: 6 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.0 43.5 29.3 46.5 100.0 98.0: 0.0 2.0
Old : 100.0: 27.1 8.0 43.5 29.3 46.5 100.0 98.0: 0.0 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 : 29: 5 5 2 6 14 12 20:
Old : 29: 5 5 2 6 14 12 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 : 96.2 86.8 99.8 93.5 52.7 46.0 56.3 50.8
Old : 96.2 86.8 99.8 93.5 52.7 46.0 56.3 50.8
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 18, 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 : 32,632: 17,246 1,987 15,386 0 13,904 32,632 31,277: 0 1,355
Old : 32,632: 17,246 1,987 15,386 0 13,904 32,632 31,277: 0 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 405: -154 66 561 0 -179 407 448: -2 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 6.1 47.2 0.0 42.6 100.0 95.8: 0.0 4.2
Old : 100.0: 52.8 6.1 47.2 0.0 42.6 100.0 95.8: 0.0 4.2
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 : 21: 5 5 2 0 11 6 17:
Old : 21: 5 5 2 0 11 6 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 : 99.1 84.6 100.0 92.6 52.3 41.5 52.8 46.4
Old : 99.1 84.6 100.0 92.6 52.3 41.5 52.8 46.4
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 18, 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 : 2,165: 690 647 35 1,140 1,153 1,865 1,835: 300 330
Old : 2,165: 690 647 35 1,140 1,153 1,865 1,835: 300 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 40: 10 -50 0 30 90 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 29.9 1.6 52.7 53.3 86.1 84.8: 13.9 15.2
Old : 100.0: 31.9 29.9 1.6 52.7 53.3 86.1 84.8: 13.9 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 : 20: 4 5 2 9 6 15 11:
Old : 20: 4 5 2 9 6 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 : 49.9 57.5 75.5 79.6 48.5 50.5 69.3 68.3
Old : 49.9 57.5 75.5 79.6 48.5 50.5 69.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders - Futures Only, February 18, 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 : 45,078: 15,885 15,780 29,178 0 0 45,063 44,958: 15 120
Old : 45,078: 15,885 15,780 29,178 0 0 45,063 44,958: 15 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 489: 36 46 453 0 0 489 499: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 35.0 64.7 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 35.2 35.0 64.7 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 : 24: 8 15 5 0 0 10 19:
Old : 24: 8 15 5 0 0 10 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 : 88.8 82.9 99.3 93.4 31.3 25.8 35.2 32.9
Old : 88.8 82.9 99.3 93.4 31.3 25.8 35.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020