WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 604,320: 137,978 103,286 248,991 183,850 200,808 570,819 553,085: 33,502 51,235
Old : 375,954: 128,708 123,087 110,829 113,654 111,663 353,192 345,578: 22,763 30,376
Other: 228,366: 80,144 51,074 67,287 70,196 89,146 217,627 207,507: 10,739 20,859
: : :
: : Changes in Commitments from: January 7, 2020 :
: 50,962: 10,577 6,110 32,343 5,591 9,173 48,510 47,626: 2,451 3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.1 41.2 30.4 33.2 94.5 91.5: 5.5 8.5
Old : 100.0: 34.2 32.7 29.5 30.2 29.7 93.9 91.9: 6.1 8.1
Other: 100.0: 35.1 22.4 29.5 30.7 39.0 95.3 90.9: 4.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 138 124 155 87 131 316 337:
Old : 394: 132 121 120 81 115 282 294:
Other: 266: 79 72 59 49 95 168 193:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.0 9.1 16.4 15.7 5.8 5.7 9.8 9.7
Old : 8.6 11.3 15.7 20.7 6.9 9.6 12.6 16.1
Other: 16.9 16.0 28.3 27.2 15.6 12.9 24.1 21.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 18,216: 7,115 0 852 10,191 17,097 18,158 17,949: 58 267
Old : 15,324: 6,705 220 332 8,229 14,505 15,266 15,057: 58 267
Other: 2,893: 630 0 300 1,963 2,593 2,893 2,893: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,387: 557 0 163 668 1,199 1,387 1,362: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 0.0 4.7 55.9 93.9 99.7 98.5: 0.3 1.5
Old : 100.0: 43.8 1.4 2.2 53.7 94.7 99.6 98.3: 0.4 1.7
Other: 100.0: 21.8 0.0 10.4 67.8 89.6 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 3 12 22 18 25:
Old : 27: 4 1 1 10 20 14 22:
Other: 13: 3 0 1 6 5 9 6:
:----------------------------------------------------------------------------------------------------
: 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 : 59.2 48.1 81.7 71.2 50.7 40.5 61.4 55.1
Old : 61.9 48.1 88.7 75.3 54.0 43.5 74.2 62.3
Other: 64.4 86.2 93.1 100.0 57.5 79.3 82.8 82.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 315,056: 65,424 55,059 107,441 113,250 131,449 286,115 293,949: 28,941 21,107
Old : 218,542: 67,338 67,143 56,894 74,460 79,866 198,692 203,903: 19,851 14,640
Other: 96,514: 36,924 26,754 11,709 38,790 51,583 87,423 90,046: 9,090 6,467
: : :
: : Changes in Commitments from: January 7, 2020 :
: 21,898: 3,138 -464 11,530 7,828 9,380 22,496 20,446: -598 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 17.5 34.1 35.9 41.7 90.8 93.3: 9.2 6.7
Old : 100.0: 30.8 30.7 26.0 34.1 36.5 90.9 93.3: 9.1 6.7
Other: 100.0: 38.3 27.7 12.1 40.2 53.4 90.6 93.3: 9.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 101 61 100 99 92 250 211:
Old : 284: 96 62 72 93 84 224 185:
Other: 198: 53 47 38 53 73 133 132:
:----------------------------------------------------------------------------------------------------
: 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 16.5 18.6 26.0 9.4 14.1 15.4 20.2
Old : 11.1 14.9 19.1 25.7 10.0 12.5 16.9 20.5
Other: 19.7 32.6 30.6 46.3 19.7 32.2 30.6 43.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,873,406: 271,823 299,395 533,477 755,964 832,170 1,561,264 1,665,043: 312,142 208,364
Old : 1,590,954: 257,317 337,139 411,867 643,957 692,854 1,313,141 1,441,860: 277,813 149,094
Other: 282,452: 100,440 48,190 35,677 112,007 139,316 248,123 223,183: 34,329 59,270
: : :
: : Changes in Commitments from: January 7, 2020 :
: 89,944: 23,967 27,166 31,479 31,466 20,440 86,912 79,084: 3,032 10,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 16.0 28.5 40.4 44.4 83.3 88.9: 16.7 11.1
Old : 100.0: 16.2 21.2 25.9 40.5 43.5 82.5 90.6: 17.5 9.4
Other: 100.0: 35.6 17.1 12.6 39.7 49.3 87.8 79.0: 12.2 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 177 138 201 402 381 684 629:
Old : 805: 167 155 177 393 370 660 606:
Other: 491: 85 63 59 139 285 248 383:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 7.9 7.3 14.5 13.5 5.8 5.1 9.8 9.0
Old : 8.8 8.3 15.9 15.1 7.4 6.1 12.0 10.5
Other: 20.4 22.9 29.4 29.9 19.8 21.2 27.5 27.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 4,938: 2,161 127 1 1,255 3,915 3,417 4,043: 1,521 895
Old : 4,638: 2,161 127 1 1,100 3,691 3,262 3,819: 1,376 819
Other: 300: 0 0 0 155 224 155 224: 145 76
: : :
: : Changes in Commitments from: January 7, 2020 :
: 217: 257 -90 1 -44 173 214 84: 3 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 2.6 0.0 25.4 79.3 69.2 81.9: 30.8 18.1
Old : 100.0: 46.6 2.7 0.0 23.7 79.6 70.3 82.3: 29.7 17.7
Other: 100.0: 0.0 0.0 0.0 51.7 74.7 51.7 74.7: 48.3 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 1 1 8 9 17 11:
Old : 22: 9 1 1 6 9 15 11:
Other: 9: 0 0 0 5 7 5 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 : 40.3 56.6 55.4 77.1 36.6 55.1 50.2 70.4
Old : 41.5 56.1 57.6 77.3 38.5 56.1 52.7 72.4
Other: 49.3 71.3 51.7 74.7 20.3 42.0 20.3 43.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 887,409: 123,084 94,297 266,738 428,875 450,606 818,697 811,641: 68,712 75,768
Old : 722,119: 116,317 113,346 179,968 367,186 371,151 663,471 664,465: 58,648 57,654
Other: 165,290: 41,141 15,325 52,396 61,689 79,456 155,226 147,176: 10,064 18,114
: : :
: : Changes in Commitments from: January 7, 2020 :
: 28,370: 5,529 -2,261 11,198 9,338 15,867 26,066 24,804: 2,305 3,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.6 30.1 48.3 50.8 92.3 91.5: 7.7 8.5
Old : 100.0: 16.1 15.7 24.9 50.8 51.4 91.9 92.0: 8.1 8.0
Other: 100.0: 24.9 9.3 31.7 37.3 48.1 93.9 89.0: 6.1 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 594: 182 131 212 208 224 499 473:
Old : 585: 172 145 186 197 217 469 452:
Other: 333: 71 51 69 90 168 199 259:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 13.2 18.8 21.1 8.8 10.3 14.6 16.1
Old : 12.3 15.5 19.6 23.6 11.3 12.1 17.9 18.3
Other: 15.2 18.8 25.4 30.1 11.0 12.6 19.0 19.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 582,432: 163,107 31,382 157,492 224,347 368,392 544,945 557,266: 37,487 25,166
Old : 518,826: 160,267 38,180 138,314 188,336 319,878 486,916 496,372: 31,910 22,454
Other: 63,606: 14,049 4,411 7,968 36,011 48,514 58,029 60,894: 5,577 2,712
: : :
: : Changes in Commitments from: January 7, 2020 :
: 23,497: 782 -972 26,620 -1,597 3,091 25,805 28,739: -2,308 -5,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.4 27.0 38.5 63.3 93.6 95.7: 6.4 4.3
Old : 100.0: 30.9 7.4 26.7 36.3 61.7 93.8 95.7: 6.2 4.3
Other: 100.0: 22.1 6.9 12.5 56.6 76.3 91.2 95.7: 8.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 128 67 124 94 93 297 230:
Old : 338: 129 70 119 92 89 291 224:
Other: 119: 37 17 25 41 31 90 64:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 27.7 16.3 37.2 9.4 25.8 15.1 34.8
Old : 9.8 28.5 16.5 36.7 9.7 26.8 15.7 34.8
Other: 28.3 33.8 43.4 53.0 27.9 31.0 42.6 48.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,203,666: 116,921 181,621 98,207 811,975 782,124 1,027,103 1,061,952: 176,563 141,714
Old : 1,203,666: 116,921 181,621 98,207 811,975 782,124 1,027,103 1,061,952: 176,563 141,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 22,674: 3,985 -18,295 -6,535 24,796 31,657 22,247 6,828: 428 15,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 15.1 8.2 67.5 65.0 85.3 88.2: 14.7 11.8
Old : 100.0: 9.7 15.1 8.2 67.5 65.0 85.3 88.2: 14.7 11.8
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 : 194: 38 24 40 104 100 158 148:
Old : 194: 38 24 40 104 100 158 148:
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 : 24.0 26.3 32.6 38.0 17.7 22.4 25.3 31.6
Old : 24.0 26.3 32.6 38.0 17.7 22.4 25.3 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,254,568: 56,958 501,235 8,239 1,028,429 651,304 1,093,626 1,160,778: 160,942 93,790
Old : 1,254,568: 56,958 501,235 8,239 1,028,429 651,304 1,093,626 1,160,778: 160,942 93,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 17,798: -3,573 3,264 -817 18,403 9,611 14,013 12,059: 3,785 5,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 40.0 0.7 82.0 51.9 87.2 92.5: 12.8 7.5
Old : 100.0: 4.5 40.0 0.7 82.0 51.9 87.2 92.5: 12.8 7.5
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 : 144: 16 17 15 88 78 111 103:
Old : 144: 16 17 15 88 78 111 103:
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 36.4 37.1 52.0 22.0 35.3 32.0 45.6
Old : 24.8 36.4 37.1 52.0 22.0 35.3 32.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 489,872: 82,749 96,962 98,212 258,744 263,904 439,706 459,078: 50,166 30,793
Old : 438,757: 82,089 100,813 83,365 227,191 225,840 392,644 410,017: 46,113 28,740
Other: 51,115: 8,281 3,770 7,227 31,553 38,064 47,061 49,061: 4,053 2,053
: : :
: : Changes in Commitments from: January 7, 2020 :
: 20,681: 324 4,648 10,281 7,840 3,960 18,444 18,888: 2,237 1,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.8 20.0 52.8 53.9 89.8 93.7: 10.2 6.3
Old : 100.0: 18.7 23.0 19.0 51.8 51.5 89.5 93.4: 10.5 6.6
Other: 100.0: 16.2 7.4 14.1 61.7 74.5 92.1 96.0: 7.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 82 85 92 124 98 261 231:
Old : 322: 85 86 88 122 96 256 228:
Other: 121: 24 22 24 59 29 99 61:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 22.4 18.0 31.6 10.4 20.9 15.6 28.7
Old : 12.4 23.3 19.2 31.9 11.3 21.7 17.9 29.4
Other: 22.3 37.5 33.5 55.1 21.0 34.3 31.3 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 12,054: 5,233 2,008 631 3,766 7,906 9,630 10,545: 2,424 1,509
Old : 11,704: 5,233 2,106 533 3,644 7,640 9,410 10,279: 2,294 1,425
Other: 350: 98 0 0 122 266 220 266: 130 84
: : :
: : Changes in Commitments from: January 7, 2020 :
: 728: -38 141 242 190 395 393 777: 335 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 16.7 5.2 31.2 65.6 79.9 87.5: 20.1 12.5
Old : 100.0: 44.7 18.0 4.6 31.1 65.3 80.4 87.8: 19.6 12.2
Other: 100.0: 28.0 0.0 0.0 34.9 76.0 62.9 76.0: 37.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 26 10 10 15 16 47 31:
Old : 60: 26 10 10 14 16 46 31:
Other: 8: 1 0 0 2 5 3 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 45.5 49.6 67.4 36.7 45.3 49.4 67.2
Old : 37.8 45.2 50.9 67.1 37.8 45.0 50.9 66.9
Other: 62.9 74.6 62.9 76.0 62.9 74.6 62.9 76.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 3,626,124: 827,178 1,115,867 72,184 2,533,714 2,323,152 3,433,076 3,511,203: 193,048 114,921
Old : 3,626,124: 827,178 1,115,867 72,184 2,533,714 2,323,152 3,433,076 3,511,203: 193,048 114,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 56,495: 43,131 228 4,252 3,604 47,126 50,987 51,606: 5,508 4,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 30.8 2.0 69.9 64.1 94.7 96.8: 5.3 3.2
Old : 100.0: 22.8 30.8 2.0 69.9 64.1 94.7 96.8: 5.3 3.2
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 : 366: 70 50 44 196 142 291 211:
Old : 366: 70 50 44 196 142 291 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 32.7 37.4 50.9 23.0 31.7 35.4 49.2
Old : 23.4 32.7 37.4 50.9 23.0 31.7 35.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 4,416,360: 566,106 748,210 493,849 2,925,903 2,742,966 3,985,858 3,985,025: 430,502 431,335
Old : 4,416,360: 566,106 748,210 493,849 2,925,903 2,742,966 3,985,858 3,985,025: 430,502 431,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -100,309: -92,396 -39,242 -79,775 60,436 22,974 -111,735 -96,043: 11,426 -4,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.9 11.2 66.3 62.1 90.3 90.2: 9.7 9.8
Old : 100.0: 12.8 16.9 11.2 66.3 62.1 90.3 90.2: 9.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 425: 71 89 93 225 204 349 333:
Old : 425: 71 89 93 225 204 349 333:
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 : 18.1 17.1 26.9 26.6 10.0 14.2 16.5 20.7
Old : 18.1 17.1 26.9 26.6 10.0 14.2 16.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 923,592: 106,730 136,967 6,092 695,013 608,565 807,835 751,624: 115,757 171,968
Old : 923,592: 106,730 136,967 6,092 695,013 608,565 807,835 751,624: 115,757 171,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 6,861: 980 8,616 -981 8,296 4,528 8,295 12,163: -1,434 -5,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 14.8 0.7 75.3 65.9 87.5 81.4: 12.5 18.6
Old : 100.0: 11.6 14.8 0.7 75.3 65.9 87.5 81.4: 12.5 18.6
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 : 115: 10 17 8 64 72 80 91:
Old : 115: 10 17 8 64 72 80 91:
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 20.5 45.6 33.6 26.9 20.0 39.8 30.9
Old : 28.4 20.5 45.6 33.6 26.9 20.0 39.8 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 4,521,069: 414,669 716,716 235,183 3,545,549 3,256,827 4,195,401 4,208,726: 325,668 312,343
Old : 4,521,069: 414,669 716,716 235,183 3,545,549 3,256,827 4,195,401 4,208,726: 325,668 312,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 12,288: 13,839 642 5,696 -2,730 2,746 16,805 9,084: -4,517 3,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.9 5.2 78.4 72.0 92.8 93.1: 7.2 6.9
Old : 100.0: 9.2 15.9 5.2 78.4 72.0 92.8 93.1: 7.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 57 55 52 169 162 253 242:
Old : 333: 57 55 52 169 162 253 242:
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 : 37.4 25.7 47.5 38.4 27.8 21.4 37.1 32.5
Old : 37.4 25.7 47.5 38.4 27.8 21.4 37.1 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 1,854,544: 556,745 159,690 372,105 875,975 1,288,845 1,804,825 1,820,640: 49,719 33,904
Old : 1,854,544: 556,745 159,690 372,105 875,975 1,288,845 1,804,825 1,820,640: 49,719 33,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 72,022: 43,430 12,013 11,992 9,393 47,402 64,816 71,407: 7,206 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.6 20.1 47.2 69.5 97.3 98.2: 2.7 1.8
Old : 100.0: 30.0 8.6 20.1 47.2 69.5 97.3 98.2: 2.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 45 23 44 65 61 128 111:
Old : 142: 45 23 44 65 61 128 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 37.5 46.9 52.4 26.4 31.5 32.8 39.4
Old : 31.4 37.5 46.9 52.4 26.4 31.5 32.8 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 51,230: 22,724 9,292 221 19,698 33,121 42,642 42,633: 8,588 8,597
Old : 51,230: 22,724 9,292 221 19,698 33,121 42,642 42,633: 8,588 8,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 1,932: 2,410 564 -736 379 1,888 2,053 1,716: -120 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 18.1 0.4 38.4 64.7 83.2 83.2: 16.8 16.8
Old : 100.0: 44.4 18.1 0.4 38.4 64.7 83.2 83.2: 16.8 16.8
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 : 93: 32 13 6 27 29 62 45:
Old : 93: 32 13 6 27 29 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 33.5 52.1 48.9 38.5 33.5 50.9 48.9
Old : 38.5 33.5 52.1 48.9 38.5 33.5 50.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 102,460: 45,447 18,584 441 39,395 66,241 85,283 85,267: 17,177 17,193
Old : 102,460: 45,447 18,584 441 39,395 66,241 85,283 85,267: 17,177 17,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 3,865: 4,819 1,128 -1,471 757 3,775 4,105 3,432: -240 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 18.1 0.4 38.4 64.7 83.2 83.2: 16.8 16.8
Old : 100.0: 44.4 18.1 0.4 38.4 64.7 83.2 83.2: 16.8 16.8
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 : 93: 32 13 6 27 29 62 45:
Old : 93: 32 13 6 27 29 62 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 33.5 52.1 48.9 38.5 33.5 50.9 48.9
Old : 38.5 33.5 52.1 48.9 38.5 33.5 50.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 37,079: 3,221 464 0 31,800 35,443 35,021 35,907: 2,058 1,172
Old : 37,079: 3,221 464 0 31,800 35,443 35,021 35,907: 2,058 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -2,437: 331 -322 0 -3,172 -2,195 -2,841 -2,517: 404 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.3 0.0 85.8 95.6 94.4 96.8: 5.6 3.2
Old : 100.0: 8.7 1.3 0.0 85.8 95.6 94.4 96.8: 5.6 3.2
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 : 25: 4 1 0 11 11 15 12:
Old : 25: 4 1 0 11 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 71.0 86.5 94.6 70.4 71.0 86.1 94.6
Old : 70.6 71.0 86.5 94.6 70.4 71.0 86.1 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 17,715: 9,677 16,727 605 7,197 359 17,479 17,691: 236 24
Old : 17,715: 9,677 16,727 605 7,197 359 17,479 17,691: 236 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 559: 64 715 -17 536 -131 583 567: -24 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 94.4 3.4 40.6 2.0 98.7 99.9: 1.3 0.1
Old : 100.0: 54.6 94.4 3.4 40.6 2.0 98.7 99.9: 1.3 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 : 42: 25 12 3 5 1 32 14:
Old : 42: 25 12 3 5 1 32 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 : 57.1 71.8 75.2 90.0 55.1 71.8 73.2 89.0
Old : 57.1 71.8 75.2 90.0 55.1 71.8 73.2 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 80,252: 20,502 6,624 32,749 26,944 39,194 80,195 78,567: 57 1,685
Old : 80,252: 20,502 6,624 32,749 26,944 39,194 80,195 78,567: 57 1,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 8,440: 1,905 558 2,365 4,150 5,929 8,420 8,852: 20 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.3 40.8 33.6 48.8 99.9 97.9: 0.1 2.1
Old : 100.0: 25.5 8.3 40.8 33.6 48.8 99.9 97.9: 0.1 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 : 30: 5 5 2 5 16 11 22:
Old : 30: 5 5 2 5 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 : 95.3 82.1 99.5 91.5 54.7 44.4 58.9 52.0
Old : 95.3 82.1 99.5 91.5 54.7 44.4 58.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 22,607: 12,799 1,379 9,585 223 10,316 22,607 21,280: 0 1,327
Old : 22,607: 12,799 1,379 9,585 223 10,316 22,607 21,280: 0 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: 3,986: 2,324 -781 3,071 -1,409 1,864 3,986 4,154: 0 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 6.1 42.4 1.0 45.6 100.0 94.1: 0.0 5.9
Old : 100.0: 56.6 6.1 42.4 1.0 45.6 100.0 94.1: 0.0 5.9
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 : 22: 5 4 2 1 12 7 17:
Old : 22: 5 4 2 1 12 7 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.6 79.3 100.0 89.8 56.7 42.0 57.6 48.8
Old : 98.6 79.3 100.0 89.8 56.7 42.0 57.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 46,548: 15,309 15,229 31,224 0 0 46,533 46,453: 15 95
Old : 46,548: 15,309 15,229 31,224 0 0 46,533 46,453: 15 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2020 :
: -129: 0 -5 -144 0 0 -144 -149: 15 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 32.7 67.1 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 32.9 32.7 67.1 0.0 0.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 16 5 0 0 8 19:
Old : 22: 5 16 5 0 0 8 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 : 91.0 81.4 100.0 94.8 32.2 23.5 32.9 31.0
Old : 91.0 81.4 100.0 94.8 32.2 23.5 32.9 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2020