WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 645,472: 152,799 106,880 270,300 187,285 212,916 610,383 590,096: 35,089 55,377
Old : 404,444: 140,421 128,660 124,469 116,743 119,382 381,633 372,510: 22,811 31,934
Other: 241,028: 84,156 49,999 74,053 70,541 93,534 228,750 217,585: 12,278 23,443
: : :
: : Changes in Commitments from: January 14, 2020 :
: 41,152: 14,821 3,594 21,309 3,434 12,107 39,565 37,010: 1,587 4,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.6 41.9 29.0 33.0 94.6 91.4: 5.4 8.6
Old : 100.0: 34.7 31.8 30.8 28.9 29.5 94.4 92.1: 5.6 7.9
Other: 100.0: 34.9 20.7 30.7 29.3 38.8 94.9 90.3: 5.1 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 148 120 155 93 137 326 341:
Old : 402: 137 120 121 85 120 292 296:
Other: 269: 79 69 62 54 102 174 199:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.8 8.9 16.4 15.4 5.6 5.6 9.5 9.7
Old : 9.0 11.1 16.3 19.8 7.0 9.5 12.5 16.0
Other: 16.9 16.0 28.2 26.6 15.6 12.4 23.8 19.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 20,424: 7,531 0 951 11,383 19,080 19,865 20,031: 559 393
Old : 15,952: 6,683 120 531 8,279 14,908 15,493 15,559: 459 393
Other: 4,472: 968 0 300 3,104 4,172 4,372 4,472: 100 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,208: 416 0 99 1,192 1,983 1,707 2,082: 501 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 0.0 4.7 55.7 93.4 97.3 98.1: 2.7 1.9
Old : 100.0: 41.9 0.8 3.3 51.9 93.5 97.1 97.5: 2.9 2.5
Other: 100.0: 21.6 0.0 6.7 69.4 93.3 97.8 100.0: 2.2 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 0 3 12 23 18 26:
Old : 28: 4 1 2 10 21 15 23:
Other: 15: 3 0 1 7 6 10 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 47.7 78.6 69.3 49.8 40.5 59.9 53.1
Old : 62.8 46.3 86.7 72.1 54.4 41.8 71.6 59.2
Other: 61.9 82.1 88.5 100.0 60.4 77.3 82.5 88.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 320,448: 67,301 55,113 108,000 116,604 136,588 291,905 299,701: 28,544 20,747
Old : 221,079: 66,576 67,012 58,327 77,093 82,124 201,996 207,462: 19,083 13,617
Other: 99,370: 37,246 24,623 13,152 39,511 54,464 89,909 92,239: 9,460 7,130
: : :
: : Changes in Commitments from: January 14, 2020 :
: 5,393: 1,877 54 559 3,354 5,139 5,790 5,752: -397 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.2 33.7 36.4 42.6 91.1 93.5: 8.9 6.5
Old : 100.0: 30.1 30.3 26.4 34.9 37.1 91.4 93.8: 8.6 6.2
Other: 100.0: 37.5 24.8 13.2 39.8 54.8 90.5 92.8: 9.5 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 98 63 99 101 96 249 215:
Old : 284: 94 63 69 93 88 220 188:
Other: 200: 52 45 34 58 75 135 132:
:----------------------------------------------------------------------------------------------------
: 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 16.2 18.7 25.2 9.3 13.9 15.5 20.0
Old : 10.9 14.6 19.0 24.6 9.8 12.2 16.5 20.0
Other: 19.5 31.9 29.7 44.5 19.5 31.8 29.7 41.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 1,851,616: 271,060 287,975 523,806 751,261 832,913 1,546,127 1,644,694: 305,489 206,922
Old : 1,556,721: 254,036 325,101 398,902 633,609 687,159 1,286,546 1,411,162: 270,174 145,559
Other: 294,895: 101,695 47,545 40,233 117,653 145,754 259,580 233,532: 35,315 61,363
: : :
: : Changes in Commitments from: January 14, 2020 :
: -21,791: -764 -11,420 -9,671 -4,702 743 -15,137 -20,349: -6,653 -1,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.6 28.3 40.6 45.0 83.5 88.8: 16.5 11.2
Old : 100.0: 16.3 20.9 25.6 40.7 44.1 82.6 90.6: 17.4 9.4
Other: 100.0: 34.5 16.1 13.6 39.9 49.4 88.0 79.2: 12.0 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 178 133 193 404 385 674 630:
Old : 797: 164 151 173 396 370 654 603:
Other: 489: 75 67 56 142 288 243 385:
:----------------------------------------------------------------------------------------------------
: 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 : 7.7 7.5 14.3 13.8 6.0 5.0 10.0 8.9
Old : 8.5 8.4 15.7 15.3 7.0 5.8 11.8 10.3
Other: 20.2 23.2 29.7 30.3 19.6 21.7 27.6 27.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 5,086: 2,335 110 0 1,178 3,975 3,513 4,085: 1,573 1,001
Old : 4,751: 2,335 110 0 995 3,745 3,330 3,855: 1,421 896
Other: 335: 0 0 0 183 230 183 230: 152 105
: : :
: : Changes in Commitments from: January 14, 2020 :
: 148: 174 -17 -1 -77 60 96 42: 52 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 2.2 0.0 23.2 78.2 69.1 80.3: 30.9 19.7
Old : 100.0: 49.1 2.3 0.0 20.9 78.8 70.1 81.1: 29.9 18.9
Other: 100.0: 0.0 0.0 0.0 54.6 68.7 54.6 68.7: 45.4 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 1 0 9 10 19 11:
Old : 24: 10 1 0 6 10 16 11:
Other: 9: 0 0 0 6 7 6 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 : 38.9 58.8 52.3 75.4 37.5 57.3 50.8 71.3
Old : 39.8 58.8 54.1 76.2 38.5 58.8 52.9 73.8
Other: 52.2 64.5 54.6 68.7 25.7 37.6 25.7 39.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 914,140: 109,526 102,819 275,603 461,410 457,847 846,539 836,269: 67,601 77,871
Old : 728,871: 103,775 119,642 179,684 388,642 370,479 672,101 669,804: 56,770 59,067
Other: 185,269: 41,036 18,463 60,634 72,768 87,368 174,438 166,465: 10,831 18,804
: : :
: : Changes in Commitments from: January 14, 2020 :
: 26,731: -13,558 8,522 8,865 32,535 7,241 27,842 24,628: -1,111 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.2 30.1 50.5 50.1 92.6 91.5: 7.4 8.5
Old : 100.0: 14.2 16.4 24.7 53.3 50.8 92.2 91.9: 7.8 8.1
Other: 100.0: 22.1 10.0 32.7 39.3 47.2 94.2 89.9: 5.8 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 600: 187 127 215 215 226 501 485:
Old : 585: 178 134 189 202 216 467 459:
Other: 346: 72 59 77 96 169 214 268:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 13.3 17.8 20.6 7.8 9.5 13.5 15.0
Old : 11.4 15.6 18.9 22.7 10.0 11.0 16.8 17.1
Other: 13.7 16.9 24.0 29.7 9.5 11.9 16.9 19.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 589,509: 146,376 34,978 170,520 235,030 357,871 551,926 563,369: 37,583 26,140
Old : 517,533: 141,085 47,234 146,821 197,811 300,520 485,717 494,575: 31,816 22,958
Other: 71,977: 20,219 2,671 8,772 37,219 57,351 66,209 68,794: 5,767 3,182
: : :
: : Changes in Commitments from: January 14, 2020 :
: 7,077: -16,730 3,596 13,028 10,683 -10,521 6,981 6,103: 96 973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 5.9 28.9 39.9 60.7 93.6 95.6: 6.4 4.4
Old : 100.0: 27.3 9.1 28.4 38.2 58.1 93.9 95.6: 6.1 4.4
Other: 100.0: 28.1 3.7 12.2 51.7 79.7 92.0 95.6: 8.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 115 68 121 103 99 288 244:
Old : 338: 110 76 115 100 95 281 237:
Other: 118: 36 16 26 42 35 90 68:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 26.2 16.8 35.4 8.8 23.9 14.2 32.4
Old : 9.6 25.8 16.5 34.1 9.2 24.6 14.9 31.7
Other: 28.1 41.2 44.1 58.3 27.8 38.4 42.5 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 1,243,612: 131,788 199,760 112,228 826,458 786,265 1,070,474 1,098,253: 173,138 145,359
Old : 1,243,612: 131,788 199,760 112,228 826,458 786,265 1,070,474 1,098,253: 173,138 145,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 39,946: 14,867 18,139 14,021 14,483 4,141 43,371 36,301: -3,425 3,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.1 9.0 66.5 63.2 86.1 88.3: 13.9 11.7
Old : 100.0: 10.6 16.1 9.0 66.5 63.2 86.1 88.3: 13.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 39 30 41 103 104 161 156:
Old : 201: 39 30 41 103 104 161 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 25.7 32.0 37.0 17.0 21.6 24.7 29.5
Old : 23.6 25.7 32.0 37.0 17.0 21.6 24.7 29.5
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 21, 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 : 1,246,905: 51,790 505,638 10,543 1,024,182 646,282 1,086,516 1,162,464: 160,390 84,442
Old : 1,246,905: 51,790 505,638 10,543 1,024,182 646,282 1,086,516 1,162,464: 160,390 84,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -7,663: -5,168 4,403 2,305 -4,246 -5,022 -7,110 1,686: -553 -9,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.6 0.8 82.1 51.8 87.1 93.2: 12.9 6.8
Old : 100.0: 4.2 40.6 0.8 82.1 51.8 87.1 93.2: 12.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 15 19 14 86 77 107 104:
Old : 142: 15 19 14 86 77 107 104:
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 : 24.9 36.8 37.0 52.5 21.7 35.8 31.7 46.0
Old : 24.9 36.8 37.0 52.5 21.7 35.8 31.7 46.0
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 21, 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 : 500,274: 83,077 98,394 107,653 260,640 262,040 451,370 468,087: 48,904 32,187
Old : 443,624: 81,798 103,627 91,282 226,395 219,616 399,475 414,525: 44,149 29,099
Other: 56,650: 10,404 3,892 7,245 34,245 42,425 51,895 53,562: 4,755 3,088
: : :
: : Changes in Commitments from: January 14, 2020 :
: 10,403: 328 1,431 9,440 1,896 -1,863 11,664 9,009: -1,262 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.7 21.5 52.1 52.4 90.2 93.6: 9.8 6.4
Old : 100.0: 18.4 23.4 20.6 51.0 49.5 90.0 93.4: 10.0 6.6
Other: 100.0: 18.4 6.9 12.8 60.5 74.9 91.6 94.5: 8.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 82 83 92 126 95 266 226:
Old : 323: 88 85 87 124 93 260 223:
Other: 124: 26 24 28 60 31 103 67:
:----------------------------------------------------------------------------------------------------
: 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 22.3 17.6 30.8 9.9 20.7 15.1 27.7
Old : 11.0 22.2 17.9 30.8 10.4 20.4 16.6 27.6
Other: 25.7 38.3 36.5 54.7 23.7 35.5 33.5 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 12,511: 5,337 2,074 795 3,739 8,017 9,871 10,886: 2,640 1,625
Old : 11,954: 5,317 2,179 690 3,450 7,575 9,457 10,444: 2,497 1,510
Other: 557: 125 0 0 289 442 414 442: 143 115
: : :
: : Changes in Commitments from: January 14, 2020 :
: 458: 105 67 164 -27 111 242 342: 216 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 16.6 6.4 29.9 64.1 78.9 87.0: 21.1 13.0
Old : 100.0: 44.5 18.2 5.8 28.9 63.4 79.1 87.4: 20.9 12.6
Other: 100.0: 22.4 0.0 0.0 51.9 79.4 74.3 79.4: 25.7 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 10 9 15 16 46 30:
Old : 58: 24 10 9 14 16 45 30:
Other: 11: 2 0 0 3 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 : 31.3 45.8 44.6 65.3 31.3 44.0 43.9 63.4
Old : 32.8 45.2 45.9 64.8 32.8 43.2 45.9 62.8
Other: 70.7 73.8 74.3 79.4 67.8 73.8 71.4 76.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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 : 3,684,452: 814,339 1,143,994 79,551 2,600,648 2,355,210 3,494,538 3,578,755: 189,914 105,697
Old : 3,684,452: 814,339 1,143,994 79,551 2,600,648 2,355,210 3,494,538 3,578,755: 189,914 105,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 58,328: -12,838 28,127 7,366 66,934 32,058 61,462 67,552: -3,134 -9,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.0 2.2 70.6 63.9 94.8 97.1: 5.2 2.9
Old : 100.0: 22.1 31.0 2.2 70.6 63.9 94.8 97.1: 5.2 2.9
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 : 372: 74 51 48 199 141 300 213:
Old : 372: 74 51 48 199 141 300 213:
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 31.9 36.9 50.0 22.9 30.9 35.1 48.2
Old : 23.4 31.9 36.9 50.0 22.9 30.9 35.1 48.2
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 21, 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 : 4,550,182: 483,703 726,846 584,855 3,035,750 2,791,052 4,104,307 4,102,753: 445,875 447,429
Old : 4,550,182: 483,703 726,846 584,855 3,035,750 2,791,052 4,104,307 4,102,753: 445,875 447,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 133,822: -82,404 -21,364 91,006 109,847 48,086 118,449 117,728: 15,373 16,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.0 12.9 66.7 61.3 90.2 90.2: 9.8 9.8
Old : 100.0: 10.6 16.0 12.9 66.7 61.3 90.2 90.2: 9.8 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 : 415: 78 74 91 223 203 345 324:
Old : 415: 78 74 91 223 203 345 324:
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 : 17.8 17.1 25.4 26.9 9.0 13.9 14.8 20.4
Old : 17.8 17.1 25.4 26.9 9.0 13.9 14.8 20.4
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 21, 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 : 934,210: 97,691 138,077 9,831 708,624 607,739 816,146 755,647: 118,064 178,563
Old : 934,210: 97,691 138,077 9,831 708,624 607,739 816,146 755,647: 118,064 178,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 10,618: -9,039 1,110 3,739 13,611 -826 8,311 4,023: 2,307 6,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.8 1.1 75.9 65.1 87.4 80.9: 12.6 19.1
Old : 100.0: 10.5 14.8 1.1 75.9 65.1 87.4 80.9: 12.6 19.1
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 : 113: 10 18 9 64 66 80 87:
Old : 113: 10 18 9 64 66 80 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 21.0 45.5 32.6 27.1 19.8 38.9 30.0
Old : 28.1 21.0 45.5 32.6 27.1 19.8 38.9 30.0
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 21, 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 : 4,631,211: 446,050 708,874 286,003 3,565,199 3,328,213 4,297,252 4,323,090: 333,959 308,122
Old : 4,631,211: 446,050 708,874 286,003 3,565,199 3,328,213 4,297,252 4,323,090: 333,959 308,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 110,142: 31,381 -7,842 50,819 19,650 71,386 101,851 114,364: 8,291 -4,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.3 6.2 77.0 71.9 92.8 93.3: 7.2 6.7
Old : 100.0: 9.6 15.3 6.2 77.0 71.9 92.8 93.3: 7.2 6.7
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 : 332: 57 56 56 172 160 260 241:
Old : 332: 57 56 56 172 160 260 241:
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 : 36.4 25.0 46.0 37.1 26.5 20.6 35.3 31.5
Old : 36.4 25.0 46.0 37.1 26.5 20.6 35.3 31.5
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 21, 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 : 1,873,873: 512,114 155,652 374,623 944,150 1,308,664 1,830,888 1,838,939: 42,985 34,933
Old : 1,873,873: 512,114 155,652 374,623 944,150 1,308,664 1,830,888 1,838,939: 42,985 34,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 19,328: -44,631 -4,038 2,518 68,175 19,819 26,062 18,300: -6,734 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.3 20.0 50.4 69.8 97.7 98.1: 2.3 1.9
Old : 100.0: 27.3 8.3 20.0 50.4 69.8 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 : 144: 42 24 45 71 63 133 114:
Old : 144: 42 24 45 71 63 133 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 36.9 46.1 52.4 25.5 30.6 30.7 38.5
Old : 30.7 36.9 46.1 52.4 25.5 30.6 30.7 38.5
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 21, 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 : 52,165: 23,040 6,896 1,458 18,379 34,612 42,877 42,967: 9,287 9,198
Old : 52,165: 23,040 6,896 1,458 18,379 34,612 42,877 42,967: 9,287 9,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 935: 316 -2,396 1,238 -1,318 1,492 236 333: 699 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 13.2 2.8 35.2 66.4 82.2 82.4: 17.8 17.6
Old : 100.0: 44.2 13.2 2.8 35.2 66.4 82.2 82.4: 17.8 17.6
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 : 98: 33 15 6 27 30 64 47:
Old : 98: 33 15 6 27 30 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 29.8 48.0 45.4 35.6 29.4 46.8 43.0
Old : 35.6 29.8 48.0 45.4 35.6 29.4 46.8 43.0
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 21, 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 : 104,329: 46,079 13,792 2,917 36,759 69,225 85,754 85,933: 18,575 18,396
Old : 104,329: 46,079 13,792 2,917 36,759 69,225 85,754 85,933: 18,575 18,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,869: 632 -4,793 2,475 -2,636 2,984 471 667: 1,398 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 13.2 2.8 35.2 66.4 82.2 82.4: 17.8 17.6
Old : 100.0: 44.2 13.2 2.8 35.2 66.4 82.2 82.4: 17.8 17.6
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 : 98: 33 15 6 27 30 64 47:
Old : 98: 33 15 6 27 30 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 29.8 48.0 45.4 35.6 29.4 46.8 43.0
Old : 35.6 29.8 48.0 45.4 35.6 29.4 46.8 43.0
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 21, 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 : 36,543: 2,768 464 0 31,656 34,767 34,424 35,231: 2,119 1,312
Old : 36,543: 2,768 464 0 31,656 34,767 34,424 35,231: 2,119 1,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -536: -453 0 0 -144 -676 -597 -676: 61 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.3 0.0 86.6 95.1 94.2 96.4: 5.8 3.6
Old : 100.0: 7.6 1.3 0.0 86.6 95.1 94.2 96.4: 5.8 3.6
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 : 23: 4 1 0 10 10 14 11:
Old : 23: 4 1 0 10 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 73.2 88.0 94.7 72.8 73.2 87.6 94.7
Old : 73.0 73.2 88.0 94.7 72.8 73.2 87.6 94.7
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 21, 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 : 16,779: 8,980 15,770 586 6,940 399 16,506 16,755: 273 24
Old : 16,779: 8,980 15,770 586 6,940 399 16,506 16,755: 273 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -936: -697 -957 -19 -257 40 -973 -936: 37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 94.0 3.5 41.4 2.4 98.4 99.9: 1.6 0.1
Old : 100.0: 53.5 94.0 3.5 41.4 2.4 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 23 12 3 5 2 30 15:
Old : 40: 23 12 3 5 2 30 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 : 58.8 70.1 77.8 89.3 56.4 70.1 75.4 88.4
Old : 58.8 70.1 77.8 89.3 56.4 70.1 75.4 88.4
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 21, 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 : 87,457: 27,391 7,456 33,258 26,772 44,350 87,421 85,064: 36 2,393
Old : 87,457: 27,391 7,456 33,258 26,772 44,350 87,421 85,064: 36 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 7,205: 6,889 832 509 -172 5,156 7,226 6,497: -21 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.5 38.0 30.6 50.7 100.0 97.3: 0.0 2.7
Old : 100.0: 31.3 8.5 38.0 30.6 50.7 100.0 97.3: 0.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 5 2 5 17 12 23:
Old : 32: 6 5 2 5 17 12 23:
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 : 95.6 84.5 99.7 92.0 57.6 48.6 61.7 54.8
Old : 95.6 84.5 99.7 92.0 57.6 48.6 61.7 54.8
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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 25,200: 14,361 1,417 10,838 0 11,381 25,199 23,636: 1 1,564
Old : 25,200: 14,361 1,417 10,838 0 11,381 25,199 23,636: 1 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,593: 1,562 38 1,253 -223 1,065 2,592 2,356: 1 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 5.6 43.0 0.0 45.2 100.0 93.8: 0.0 6.2
Old : 100.0: 57.0 5.6 43.0 0.0 45.2 100.0 93.8: 0.0 6.2
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 5 2 0 12 6 18:
Old : 22: 5 5 2 0 12 6 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.0 78.8 100.0 88.7 56.4 40.3 57.0 47.3
Old : 99.0 78.8 100.0 88.7 56.4 40.3 57.0 47.3
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 with Delta-adjusted Options and Futures Combined, January 21, 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 : 46,677: 15,479 15,414 31,173 0 0 46,652 46,587: 25 90
Old : 46,677: 15,479 15,414 31,173 0 0 46,652 46,587: 25 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 129: 170 185 -51 0 0 119 134: 10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 33.0 66.8 0.0 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 33.2 33.0 66.8 0.0 0.0 99.9 99.8: 0.1 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 : 23: 6 16 5 0 0 9 19:
Old : 23: 6 16 5 0 0 9 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 : 90.6 80.9 99.6 92.4 32.1 23.3 33.2 31.0
Old : 90.6 80.9 99.6 92.4 32.1 23.3 33.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020