WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 630,775: 156,896 109,783 260,593 178,188 205,816 595,677 576,192: 35,098 54,583
Old : 375,637: 143,589 138,218 101,413 108,545 107,125 353,547 346,756: 22,090 28,881
Other: 255,138: 95,323 53,582 77,164 69,643 98,691 242,130 229,437: 13,008 25,702
: : :
: : Changes in Commitments from: January 21, 2020 :
: -14,697: 4,097 2,903 -9,706 -9,096 -7,100 -14,706 -13,903: 9 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.4 41.3 28.2 32.6 94.4 91.3: 5.6 8.7
Old : 100.0: 38.2 36.8 27.0 28.9 28.5 94.1 92.3: 5.9 7.7
Other: 100.0: 37.4 21.0 30.2 27.3 38.7 94.9 89.9: 5.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 138 121 147 92 135 314 330:
Old : 390: 128 119 118 84 117 284 287:
Other: 266: 74 69 60 52 109 164 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.1 9.3 16.9 16.0 6.2 6.2 10.7 10.1
Old : 9.8 12.3 18.5 21.3 8.7 11.4 14.7 18.3
Other: 17.2 15.3 28.4 25.9 16.1 12.3 24.1 18.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 21,649: 7,757 0 865 12,472 20,531 21,093 21,396: 556 253
Old : 14,794: 6,452 120 378 7,720 14,053 14,550 14,551: 244 243
Other: 6,855: 1,425 0 366 4,752 6,479 6,543 6,845: 312 10
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,225: 226 0 -86 1,088 1,451 1,228 1,365: -3 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.0 4.0 57.6 94.8 97.4 98.8: 2.6 1.2
Old : 100.0: 43.6 0.8 2.6 52.2 95.0 98.4 98.4: 1.6 1.6
Other: 100.0: 20.8 0.0 5.3 69.3 94.5 95.4 99.9: 4.6 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 0 3 13 23 20 26:
Old : 29: 4 1 2 11 21 16 23:
Other: 18: 4 0 2 8 11 12 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 : 55.3 49.4 76.2 71.4 47.1 37.1 57.2 50.7
Old : 64.3 48.5 85.4 74.0 50.6 38.1 64.8 52.5
Other: 59.8 73.9 83.0 91.4 59.8 71.1 71.8 80.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 329,663: 69,158 59,835 114,126 117,666 135,236 300,950 309,197: 28,713 20,466
Old : 223,837: 67,731 71,511 61,874 75,256 78,071 204,860 211,457: 18,976 12,380
Other: 105,826: 39,037 25,934 14,641 42,411 57,165 96,089 97,740: 9,737 8,086
: : :
: : Changes in Commitments from: January 21, 2020 :
: 9,214: 1,857 4,721 6,126 1,062 -1,352 9,045 9,495: 169 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.2 34.6 35.7 41.0 91.3 93.8: 8.7 6.2
Old : 100.0: 30.3 31.9 27.6 33.6 34.9 91.5 94.5: 8.5 5.5
Other: 100.0: 36.9 24.5 13.8 40.1 54.0 90.8 92.4: 9.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 98 60 96 108 99 251 220:
Old : 284: 92 62 67 94 90 216 191:
Other: 207: 51 48 39 65 78 144 140:
:----------------------------------------------------------------------------------------------------
: 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 16.1 18.7 25.6 8.9 13.8 14.9 20.1
Old : 11.9 14.5 19.7 25.2 9.4 12.6 15.9 20.4
Other: 18.7 31.5 28.9 43.2 18.7 31.2 28.9 41.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 1,823,044: 274,919 251,899 507,773 744,907 853,369 1,527,600 1,613,041: 295,444 210,003
Old : 1,512,444: 262,142 289,883 372,649 619,814 702,061 1,254,605 1,364,593: 257,839 147,851
Other: 310,600: 104,186 53,425 43,715 125,094 151,307 272,994 248,447: 37,605 62,152
: : :
: : Changes in Commitments from: January 21, 2020 :
: -28,572: 3,859 -36,076 -16,033 -6,354 20,456 -18,527 -31,653: -10,045 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.8 27.9 40.9 46.8 83.8 88.5: 16.2 11.5
Old : 100.0: 17.3 19.2 24.6 41.0 46.4 83.0 90.2: 17.0 9.8
Other: 100.0: 33.5 17.2 14.1 40.3 48.7 87.9 80.0: 12.1 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 800: 173 140 196 393 380 665 627:
Old : 790: 171 145 172 383 363 643 593:
Other: 498: 81 66 58 149 286 255 386:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 8.1 14.2 14.0 6.1 5.1 10.2 8.9
Old : 8.7 8.4 15.7 15.0 7.1 6.1 11.6 10.7
Other: 19.2 21.5 29.1 28.8 18.6 20.1 26.8 26.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 5,673: 2,702 119 111 1,482 4,458 4,295 4,688: 1,378 985
Old : 4,921: 2,724 106 0 994 4,023 3,718 4,129: 1,203 791
Other: 753: 0 35 89 488 435 577 559: 175 193
: : :
: : Changes in Commitments from: January 21, 2020 :
: 587: 367 9 111 304 483 782 603: -195 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 2.1 2.0 26.1 78.6 75.7 82.6: 24.3 17.4
Old : 100.0: 55.4 2.1 0.0 20.2 81.8 75.6 83.9: 24.4 16.1
Other: 100.0: 0.0 4.6 11.9 64.8 57.8 76.7 74.3: 23.3 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 3 2 8 13 22 16:
Old : 30: 13 2 0 7 12 20 14:
Other: 13: 0 2 2 5 9 7 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 51.4 54.2 71.0 33.8 50.1 47.1 61.7
Old : 39.9 55.0 54.8 74.6 36.1 53.3 50.8 70.3
Other: 69.1 53.3 76.7 70.6 49.3 37.1 49.3 45.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 955,012: 107,053 137,047 289,988 492,825 453,018 889,866 880,053: 65,146 74,959
Old : 762,494: 101,737 149,931 193,517 412,703 362,246 707,957 705,694: 54,537 56,800
Other: 192,518: 37,988 19,789 63,799 80,122 90,772 181,909 174,359: 10,609 18,159
: : :
: : Changes in Commitments from: January 21, 2020 :
: 40,872: -2,473 34,229 14,385 31,415 -4,830 43,327 43,784: -2,455 -2,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 14.4 30.4 51.6 47.4 93.2 92.2: 6.8 7.8
Old : 100.0: 13.3 19.7 25.4 54.1 47.5 92.8 92.6: 7.2 7.4
Other: 100.0: 19.7 10.3 33.1 41.6 47.1 94.5 90.6: 5.5 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 181 127 214 218 226 499 488:
Old : 589: 162 145 191 206 215 465 466:
Other: 352: 77 57 82 97 171 219 274:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 12.7 17.9 19.8 7.5 8.9 12.9 14.3
Old : 11.5 14.6 19.0 21.7 9.8 9.9 16.1 15.2
Other: 14.6 16.8 25.3 29.7 9.7 11.5 17.2 19.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 592,545: 139,948 33,457 171,313 246,576 359,415 557,837 564,185: 34,709 28,361
Old : 510,416: 134,016 48,019 141,888 206,356 295,321 482,260 485,229: 28,156 25,187
Other: 82,130: 23,049 2,554 12,308 40,220 64,094 75,577 78,956: 6,553 3,174
: : :
: : Changes in Commitments from: January 21, 2020 :
: 3,036: -6,428 -1,521 793 11,546 1,544 5,911 815: -2,874 2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.6 28.9 41.6 60.7 94.1 95.2: 5.9 4.8
Old : 100.0: 26.3 9.4 27.8 40.4 57.9 94.5 95.1: 5.5 4.9
Other: 100.0: 28.1 3.1 15.0 49.0 78.0 92.0 96.1: 8.0 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 111 75 129 106 93 291 245:
Old : 336: 102 87 120 103 90 282 237:
Other: 127: 40 18 32 46 36 100 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 26.0 16.7 35.2 8.4 23.4 13.6 31.6
Old : 9.5 24.7 16.5 33.3 8.6 23.8 14.2 31.0
Other: 24.9 40.2 41.8 56.5 24.6 37.6 38.3 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 1,323,840: 147,899 181,988 150,950 837,508 844,670 1,136,357 1,177,608: 187,483 146,232
Old : 1,323,840: 147,899 181,988 150,950 837,508 844,670 1,136,357 1,177,608: 187,483 146,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 80,228: 16,111 -17,772 38,722 11,051 58,405 65,883 79,355: 14,345 873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.7 11.4 63.3 63.8 85.8 89.0: 14.2 11.0
Old : 100.0: 11.2 13.7 11.4 63.3 63.8 85.8 89.0: 14.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 45 26 47 105 99 169 153:
Old : 200: 45 26 47 105 99 169 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 24.4 28.8 37.5 13.9 20.8 21.2 29.8
Old : 20.8 24.4 28.8 37.5 13.9 20.8 21.2 29.8
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 28, 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 : 1,222,318: 55,634 493,638 8,519 992,132 616,249 1,056,285 1,118,406: 166,033 103,912
Old : 1,222,318: 55,634 493,638 8,519 992,132 616,249 1,056,285 1,118,406: 166,033 103,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -24,587: 3,844 -12,000 -2,024 -32,050 -30,033 -30,230 -44,058: 5,643 19,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 40.4 0.7 81.2 50.4 86.4 91.5: 13.6 8.5
Old : 100.0: 4.6 40.4 0.7 81.2 50.4 86.4 91.5: 13.6 8.5
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 : 145: 15 22 14 88 74 109 104:
Old : 145: 15 22 14 88 74 109 104:
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 : 22.5 37.0 34.8 52.6 19.3 35.5 29.6 46.4
Old : 22.5 37.0 34.8 52.6 19.3 35.5 29.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 512,178: 80,427 98,773 112,763 266,997 266,292 460,187 477,828: 51,992 34,351
Old : 445,924: 78,240 104,394 93,001 228,037 217,728 399,277 415,123: 46,646 30,801
Other: 66,255: 13,390 5,581 8,559 38,960 48,564 60,909 62,705: 5,345 3,550
: : :
: : Changes in Commitments from: January 21, 2020 :
: 11,904: -2,651 379 5,110 6,357 4,252 8,817 9,741: 3,087 2,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.3 22.0 52.1 52.0 89.8 93.3: 10.2 6.7
Old : 100.0: 17.5 23.4 20.9 51.1 48.8 89.5 93.1: 10.5 6.9
Other: 100.0: 20.2 8.4 12.9 58.8 73.3 91.9 94.6: 8.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 71 89 93 125 99 263 231:
Old : 318: 76 92 90 122 96 257 228:
Other: 128: 23 26 26 62 36 103 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 21.9 17.1 29.7 9.8 20.7 14.4 26.4
Old : 10.6 21.2 16.9 29.4 10.5 20.1 16.3 26.1
Other: 28.8 36.7 40.0 53.9 26.2 35.4 36.1 50.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 13,757: 5,541 2,144 1,177 4,549 8,782 11,267 12,102: 2,490 1,655
Old : 13,097: 5,524 2,264 1,053 4,121 8,260 10,698 11,577: 2,399 1,520
Other: 661: 142 4 0 428 522 570 526: 91 135
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,246: 204 69 382 810 764 1,396 1,216: -150 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 15.6 8.6 33.1 63.8 81.9 88.0: 18.1 12.0
Old : 100.0: 42.2 17.3 8.0 31.5 63.1 81.7 88.4: 18.3 11.6
Other: 100.0: 21.5 0.6 0.0 64.8 79.0 86.2 79.6: 13.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 25 11 12 17 17 50 34:
Old : 62: 25 11 12 17 17 50 34:
Other: 14: 3 1 0 4 7 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 43.2 43.2 62.8 29.3 40.9 41.6 60.2
Old : 30.8 42.3 44.0 62.0 30.8 40.0 43.7 59.5
Other: 79.0 74.0 86.2 79.6 76.3 74.0 83.5 76.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 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 : 3,739,988: 888,864 1,071,193 84,638 2,569,749 2,486,001 3,543,251 3,641,832: 196,737 98,156
Old : 3,739,988: 888,864 1,071,193 84,638 2,569,749 2,486,001 3,543,251 3,641,832: 196,737 98,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 55,537: 74,525 -72,801 5,088 -30,899 130,790 48,714 63,077: 6,823 -7,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.6 2.3 68.7 66.5 94.7 97.4: 5.3 2.6
Old : 100.0: 23.8 28.6 2.3 68.7 66.5 94.7 97.4: 5.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 77 49 46 198 137 300 207:
Old : 370: 77 49 46 198 137 300 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 30.6 35.3 48.9 23.1 29.7 33.8 47.2
Old : 23.5 30.6 35.3 48.9 23.1 29.7 33.8 47.2
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 28, 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 : 4,739,920: 571,491 775,390 612,253 3,090,479 2,875,441 4,274,222 4,263,083: 465,698 476,837
Old : 4,739,920: 571,491 775,390 612,253 3,090,479 2,875,441 4,274,222 4,263,083: 465,698 476,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 189,738: 87,788 48,544 27,398 54,729 84,389 169,915 160,330: 19,823 29,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.4 12.9 65.2 60.7 90.2 89.9: 9.8 10.1
Old : 100.0: 12.1 16.4 12.9 65.2 60.7 90.2 89.9: 9.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 81 73 86 220 200 344 316:
Old : 414: 81 73 86 220 200 344 316:
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 : 17.1 17.2 24.2 26.6 8.6 13.4 14.2 19.8
Old : 17.1 17.2 24.2 26.6 8.6 13.4 14.2 19.8
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 28, 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 : 922,599: 87,128 143,183 10,698 705,173 587,160 802,999 741,041: 119,600 181,558
Old : 922,599: 87,128 143,183 10,698 705,173 587,160 802,999 741,041: 119,600 181,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -11,611: -10,563 5,106 867 -3,451 -20,579 -13,147 -14,606: 1,536 2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.5 1.2 76.4 63.6 87.0 80.3: 13.0 19.7
Old : 100.0: 9.4 15.5 1.2 76.4 63.6 87.0 80.3: 13.0 19.7
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 : 113: 11 18 9 62 64 78 86:
Old : 113: 11 18 9 62 64 78 86:
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 : 28.0 22.7 45.5 33.6 26.3 21.4 38.6 30.5
Old : 28.0 22.7 45.5 33.6 26.3 21.4 38.6 30.5
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 28, 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 : 4,786,007: 528,386 673,749 290,073 3,618,803 3,502,893 4,437,262 4,466,715: 348,745 319,292
Old : 4,786,007: 528,386 673,749 290,073 3,618,803 3,502,893 4,437,262 4,466,715: 348,745 319,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 154,795: 82,336 -35,125 4,070 53,604 174,680 140,010 143,625: 14,786 11,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.1 6.1 75.6 73.2 92.7 93.3: 7.3 6.7
Old : 100.0: 11.0 14.1 6.1 75.6 73.2 92.7 93.3: 7.3 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 : 324: 62 45 54 169 159 260 229:
Old : 324: 62 45 54 169 159 260 229:
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 : 34.1 24.5 43.4 36.5 25.7 20.8 34.2 31.4
Old : 34.1 24.5 43.4 36.5 25.7 20.8 34.2 31.4
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 28, 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 : 1,993,162: 534,653 169,291 392,478 1,021,673 1,390,733 1,948,804 1,952,503: 44,358 40,659
Old : 1,993,162: 534,653 169,291 392,478 1,021,673 1,390,733 1,948,804 1,952,503: 44,358 40,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 119,289: 22,539 13,639 17,855 77,523 82,069 117,916 113,563: 1,373 5,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.5 19.7 51.3 69.8 97.8 98.0: 2.2 2.0
Old : 100.0: 26.8 8.5 19.7 51.3 69.8 97.8 98.0: 2.2 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 : 149: 42 29 46 70 63 133 118:
Old : 149: 42 29 46 70 63 133 118:
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 : 31.1 35.8 45.7 51.0 26.3 29.6 31.4 37.1
Old : 31.1 35.8 45.7 51.0 26.3 29.6 31.4 37.1
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 28, 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 : 52,685: 23,751 4,540 2,503 17,496 37,202 43,750 44,245: 8,935 8,439
Old : 52,685: 23,751 4,540 2,503 17,496 37,202 43,750 44,245: 8,935 8,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 520: 712 -2,356 1,045 -884 2,589 873 1,279: -352 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 8.6 4.8 33.2 70.6 83.0 84.0: 17.0 16.0
Old : 100.0: 45.1 8.6 4.8 33.2 70.6 83.0 84.0: 17.0 16.0
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 : 100: 35 14 10 26 32 65 52:
Old : 100: 35 14 10 26 32 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.2 47.9 46.0 35.1 29.2 45.7 45.6
Old : 35.1 29.2 47.9 46.0 35.1 29.2 45.7 45.6
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 28, 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 : 105,370: 47,502 9,081 5,006 34,991 74,404 87,499 88,491: 17,870 16,879
Old : 105,370: 47,502 9,081 5,006 34,991 74,404 87,499 88,491: 17,870 16,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,040: 1,423 -4,711 2,090 -1,768 5,179 1,745 2,557: -705 -1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 8.6 4.8 33.2 70.6 83.0 84.0: 17.0 16.0
Old : 100.0: 45.1 8.6 4.8 33.2 70.6 83.0 84.0: 17.0 16.0
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 : 100: 35 14 10 26 32 65 52:
Old : 100: 35 14 10 26 32 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.2 47.9 46.0 35.1 29.2 45.7 45.6
Old : 35.1 29.2 47.9 46.0 35.1 29.2 45.7 45.6
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 28, 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 : 38,864: 2,575 726 0 34,074 36,941 36,649 37,667: 2,215 1,197
Old : 38,864: 2,575 726 0 34,074 36,941 36,649 37,667: 2,215 1,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 2,321: -193 262 0 2,418 2,174 2,225 2,436: 96 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.9 0.0 87.7 95.1 94.3 96.9: 5.7 3.1
Old : 100.0: 6.6 1.9 0.0 87.7 95.1 94.3 96.9: 5.7 3.1
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 : 26: 4 2 0 12 10 16 12:
Old : 26: 4 2 0 12 10 16 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 : 71.8 75.9 86.5 94.6 71.6 75.9 86.1 94.6
Old : 71.8 75.9 86.5 94.6 71.6 75.9 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 28, 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 : 16,237: 8,328 15,183 576 7,015 399 15,919 16,158: 318 79
Old : 16,237: 8,328 15,183 576 7,015 399 15,919 16,158: 318 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -542: -652 -587 -10 75 0 -587 -597: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 93.5 3.5 43.2 2.5 98.0 99.5: 2.0 0.5
Old : 100.0: 51.3 93.5 3.5 43.2 2.5 98.0 99.5: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 23 13 3 5 2 30 16:
Old : 41: 23 13 3 5 2 30 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 61.4 80.3 84.9 58.5 61.4 77.8 84.0
Old : 61.0 61.4 80.3 84.9 58.5 61.4 77.8 84.0
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 28, 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 : 89,420: 29,268 7,774 33,848 26,260 45,462 89,376 87,084: 44 2,336
Old : 89,420: 29,268 7,774 33,848 26,260 45,462 89,376 87,084: 44 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 1,963: 1,877 318 590 -512 1,112 1,955 2,020: 8 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 8.7 37.9 29.4 50.8 100.0 97.4: 0.0 2.6
Old : 100.0: 32.7 8.7 37.9 29.4 50.8 100.0 97.4: 0.0 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 : 31: 5 6 2 5 16 11 23:
Old : 31: 5 6 2 5 16 11 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 : 95.9 84.3 99.8 92.3 58.1 49.0 62.0 55.3
Old : 95.9 84.3 99.8 92.3 58.1 49.0 62.0 55.3
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 28, 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 : 26,041: 14,210 1,766 11,809 7 10,909 26,026 24,484: 15 1,557
Old : 26,041: 14,210 1,766 11,809 7 10,909 26,026 24,484: 15 1,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: 841: -151 349 971 7 -472 827 848: 14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 6.8 45.3 0.0 41.9 99.9 94.0: 0.1 6.0
Old : 100.0: 54.6 6.8 45.3 0.0 41.9 99.9 94.0: 0.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 2 1 12 7 18:
Old : 22: 5 5 2 1 12 7 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 79.7 99.9 90.1 54.1 40.1 54.6 46.0
Old : 99.0 79.7 99.9 90.1 54.1 40.1 54.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 44,674: 15,536 15,471 29,113 0 0 44,649 44,584: 25 90
Old : 44,674: 15,536 15,471 29,113 0 0 44,649 44,584: 25 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2020 :
: -2,003: 57 57 -2,060 0 0 -2,003 -2,003: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 34.6 65.2 0.0 0.0 99.9 99.8: 0.1 0.2
Old : 100.0: 34.8 34.6 65.2 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 : 22: 7 14 5 0 0 10 17:
Old : 22: 7 14 5 0 0 10 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 : 90.1 82.5 99.4 94.5 33.6 26.9 34.8 33.2
Old : 90.1 82.5 99.4 94.5 33.6 26.9 34.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020