WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 650,138: 157,040 105,167 275,208 181,887 213,194 614,136 593,570: 36,002 56,568
Old : 386,090: 146,830 137,040 107,312 109,920 112,484 364,062 356,836: 22,028 29,254
Other: 264,048: 98,678 56,594 79,429 71,967 100,710 250,074 236,734: 13,974 27,314
: : :
: : Changes in Commitments from: January 28, 2020 :
: 19,363: 145 -4,616 14,615 3,699 7,378 18,458 17,377: 904 1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 16.2 42.3 28.0 32.8 94.5 91.3: 5.5 8.7
Old : 100.0: 38.0 35.5 27.8 28.5 29.1 94.3 92.4: 5.7 7.6
Other: 100.0: 37.4 21.4 30.1 27.3 38.1 94.7 89.7: 5.3 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 140 124 155 95 128 324 330:
Old : 386: 128 121 120 84 110 281 287:
Other: 271: 76 79 66 56 100 177 205:
:----------------------------------------------------------------------------------------------------
: 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 9.4 16.7 15.8 5.8 5.5 10.3 9.7
Old : 10.0 12.5 18.7 20.8 9.0 11.6 15.1 18.4
Other: 18.2 15.0 29.6 24.8 17.3 11.5 24.7 18.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 22,496: 8,708 200 848 12,650 21,220 22,205 22,267: 291 229
Old : 14,215: 7,019 520 177 6,880 13,299 14,076 13,996: 139 219
Other: 8,282: 2,009 0 351 5,770 7,921 8,130 8,272: 152 10
: : :
: : Changes in Commitments from: January 28, 2020 :
: 847: 951 200 -17 178 688 1,112 871: -265 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 0.9 3.8 56.2 94.3 98.7 99.0: 1.3 1.0
Old : 100.0: 49.4 3.7 1.2 48.4 93.6 99.0 98.5: 1.0 1.5
Other: 100.0: 24.3 0.0 4.2 69.7 95.6 98.2 99.9: 1.8 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 1 4 14 23 22 27:
Old : 30: 4 2 2 12 22 17 25:
Other: 19: 5 0 2 8 11 13 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 : 55.2 50.5 77.4 72.6 49.5 40.0 62.0 54.8
Old : 69.0 42.9 90.4 69.1 58.8 39.7 72.4 55.6
Other: 64.7 77.5 85.3 92.0 63.5 76.5 77.4 86.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 331,638: 69,381 61,455 112,554 121,755 134,830 303,690 308,839: 27,948 22,799
Old : 220,282: 66,402 74,889 60,069 76,857 71,718 203,328 206,676: 16,954 13,607
Other: 111,356: 42,334 25,921 13,130 44,899 63,112 100,363 102,164: 10,993 9,192
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,975: 224 1,621 -1,572 4,089 -406 2,741 -357: -765 2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.5 33.9 36.7 40.7 91.6 93.1: 8.4 6.9
Old : 100.0: 30.1 34.0 27.3 34.9 32.6 92.3 93.8: 7.7 6.2
Other: 100.0: 38.0 23.3 11.8 40.3 56.7 90.1 91.7: 9.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 100 58 98 104 97 247 217:
Old : 278: 89 64 70 94 86 215 189:
Other: 201: 52 44 34 65 78 141 134:
:----------------------------------------------------------------------------------------------------
: 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 15.8 19.0 25.5 8.8 14.0 14.8 20.0
Old : 12.2 15.3 20.7 25.7 9.8 13.8 16.2 21.0
Other: 19.3 31.7 29.5 42.5 18.4 31.2 27.7 40.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 1,864,295: 260,596 267,043 546,806 763,954 841,015 1,571,355 1,654,864: 292,940 209,430
Old : 1,536,375: 255,079 304,850 401,942 626,175 684,666 1,283,196 1,391,458: 253,178 144,916
Other: 327,920: 100,834 57,510 49,547 137,778 156,350 288,159 263,406: 39,761 64,514
: : :
: : Changes in Commitments from: January 28, 2020 :
: 41,251: -14,324 15,144 39,033 19,046 -12,353 43,755 41,823: -2,505 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.3 29.3 41.0 45.1 84.3 88.8: 15.7 11.2
Old : 100.0: 16.6 19.8 26.2 40.8 44.6 83.5 90.6: 16.5 9.4
Other: 100.0: 30.7 17.5 15.1 42.0 47.7 87.9 80.3: 12.1 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 803: 166 153 207 386 369 668 631:
Old : 791: 170 156 180 374 351 639 596:
Other: 498: 79 75 64 152 279 264 387:
:----------------------------------------------------------------------------------------------------
: 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 8.2 14.0 14.3 5.9 4.9 10.0 8.6
Old : 8.5 8.5 15.4 15.1 7.0 5.9 12.0 10.4
Other: 18.2 21.1 28.1 28.6 17.6 19.7 25.8 26.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 5,701: 2,663 88 122 1,516 4,495 4,301 4,706: 1,400 995
Old : 4,893: 2,669 88 0 1,049 4,030 3,718 4,119: 1,175 774
Other: 808: 1 7 114 467 465 582 587: 225 221
: : :
: : Changes in Commitments from: January 28, 2020 :
: 27: -39 -30 10 34 37 5 17: 22 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 1.6 2.1 26.6 78.9 75.4 82.5: 24.6 17.5
Old : 100.0: 54.5 1.8 0.0 21.4 82.4 76.0 84.2: 24.0 15.8
Other: 100.0: 0.2 0.9 14.2 57.8 57.6 72.1 72.6: 27.9 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 3 2 9 13 22 16:
Old : 29: 12 2 0 6 12 18 14:
Other: 13: 1 1 2 6 8 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 51.7 56.1 71.1 33.2 47.9 46.5 59.6
Old : 41.5 55.0 57.2 74.9 37.7 51.6 51.5 68.4
Other: 62.7 49.4 72.1 71.2 41.1 35.2 41.2 41.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 1,020,423: 114,736 170,689 329,259 504,146 444,823 948,141 944,772: 72,282 75,651
Old : 810,992: 109,449 179,319 223,826 417,415 350,337 750,690 753,482: 60,302 57,510
Other: 209,431: 40,502 26,586 70,217 86,731 94,487 197,451 191,291: 11,980 18,141
: : :
: : Changes in Commitments from: January 28, 2020 :
: 65,411: 7,683 33,642 39,271 11,321 -8,194 58,275 64,719: 7,136 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.7 32.3 49.4 43.6 92.9 92.6: 7.1 7.4
Old : 100.0: 13.5 22.1 27.6 51.5 43.2 92.6 92.9: 7.4 7.1
Other: 100.0: 19.3 12.7 33.5 41.4 45.1 94.3 91.3: 5.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 605: 190 135 220 220 216 518 482:
Old : 594: 184 138 197 210 208 487 463:
Other: 352: 76 69 85 98 164 227 273:
:----------------------------------------------------------------------------------------------------
: 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 11.4 17.0 19.1 6.6 7.7 11.5 12.5
Old : 10.7 12.5 17.7 20.3 8.8 8.5 15.0 13.0
Other: 16.2 17.0 27.3 29.0 10.4 10.2 17.9 18.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 573,527: 111,752 35,021 178,537 247,744 329,383 538,032 542,941: 35,495 30,587
Old : 491,933: 105,520 49,367 151,275 206,895 265,380 463,691 466,022: 28,242 25,910
Other: 81,595: 23,773 3,196 9,720 40,848 64,003 74,341 76,918: 7,254 4,676
: : :
: : Changes in Commitments from: January 28, 2020 :
: -19,018: -28,196 1,564 7,224 1,168 -30,033 -19,804 -21,244: 787 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.1 31.1 43.2 57.4 93.8 94.7: 6.2 5.3
Old : 100.0: 21.5 10.0 30.8 42.1 53.9 94.3 94.7: 5.7 5.3
Other: 100.0: 29.1 3.9 11.9 50.1 78.4 91.1 94.3: 8.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 112 66 126 108 96 284 242:
Old : 326: 108 74 122 104 93 277 237:
Other: 132: 42 19 36 51 37 109 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.0 23.2 15.4 31.7 8.4 21.3 13.8 28.6
Old : 9.2 22.0 15.5 30.1 8.8 20.5 14.4 27.3
Other: 24.6 34.5 38.0 51.5 24.3 32.5 37.5 48.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 1,492,589: 145,584 183,208 231,945 917,282 929,048 1,294,810 1,344,201: 197,779 148,388
Old : 1,492,589: 145,584 183,208 231,945 917,282 929,048 1,294,810 1,344,201: 197,779 148,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 168,749: -2,315 1,221 80,995 79,773 84,378 158,453 166,593: 10,296 2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.3 15.5 61.5 62.2 86.7 90.1: 13.3 9.9
Old : 100.0: 9.8 12.3 15.5 61.5 62.2 86.7 90.1: 13.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 39 30 48 103 106 166 160:
Old : 200: 39 30 48 103 106 166 160:
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 : 19.6 21.7 29.3 34.6 13.5 17.9 20.3 25.8
Old : 19.6 21.7 29.3 34.6 13.5 17.9 20.3 25.8
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, February 04, 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 : 1,200,886: 55,985 476,276 28,315 941,357 604,316 1,025,657 1,108,907: 175,229 91,979
Old : 1,200,886: 55,985 476,276 28,315 941,357 604,316 1,025,657 1,108,907: 175,229 91,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -21,432: 351 -17,362 19,796 -50,775 -11,933 -30,628 -9,499: 9,196 -11,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 39.7 2.4 78.4 50.3 85.4 92.3: 14.6 7.7
Old : 100.0: 4.7 39.7 2.4 78.4 50.3 85.4 92.3: 14.6 7.7
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 : 142: 14 24 14 92 73 114 103:
Old : 142: 14 24 14 92 73 114 103:
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 : 21.7 36.1 34.1 51.9 17.9 34.4 28.1 45.9
Old : 21.7 36.1 34.1 51.9 17.9 34.4 28.1 45.9
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, February 04, 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 : 530,653: 72,762 115,751 123,302 280,867 257,558 476,931 496,612: 53,722 34,041
Old : 456,451: 71,287 121,339 99,157 237,792 205,868 408,236 426,364: 48,215 30,087
Other: 74,202: 15,644 8,581 9,976 43,075 51,690 68,695 70,247: 5,507 3,955
: : :
: : Changes in Commitments from: January 28, 2020 :
: 18,475: -7,664 16,979 10,539 13,870 -8,734 16,745 18,784: 1,730 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.8 23.2 52.9 48.5 89.9 93.6: 10.1 6.4
Old : 100.0: 15.6 26.6 21.7 52.1 45.1 89.4 93.4: 10.6 6.6
Other: 100.0: 21.1 11.6 13.4 58.1 69.7 92.6 94.7: 7.4 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 74 95 100 123 102 262 249:
Old : 328: 79 99 93 120 99 252 246:
Other: 134: 28 24 29 65 36 112 73:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 20.2 17.2 27.5 9.6 17.2 14.6 22.0
Old : 10.4 19.3 17.1 26.5 10.1 15.9 15.9 21.1
Other: 28.8 34.1 40.3 54.3 26.9 32.5 37.1 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 13,907: 5,848 2,165 1,089 4,459 8,667 11,395 11,921: 2,511 1,986
Old : 13,110: 5,827 2,287 965 3,960 8,046 10,751 11,297: 2,359 1,813
Other: 796: 143 0 2 499 621 644 623: 152 173
: : :
: : Changes in Commitments from: January 28, 2020 :
: 150: 306 21 -88 -90 -115 128 -182: 21 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 15.6 7.8 32.1 62.3 81.9 85.7: 18.1 14.3
Old : 100.0: 44.4 17.4 7.4 30.2 61.4 82.0 86.2: 18.0 13.8
Other: 100.0: 18.0 0.0 0.3 62.7 78.0 80.9 78.3: 19.1 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 26 11 9 16 16 49 30:
Old : 61: 27 10 9 16 16 49 30:
Other: 15: 3 1 1 4 8 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 38.8 43.7 60.0 29.5 37.4 41.4 58.4
Old : 31.2 37.5 44.3 59.2 31.2 35.7 43.9 57.4
Other: 71.3 73.1 80.9 78.0 69.1 73.1 78.5 75.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 3,910,685: 902,824 1,008,291 151,757 2,662,079 2,643,598 3,716,660 3,803,646: 194,025 107,039
Old : 3,910,685: 902,824 1,008,291 151,757 2,662,079 2,643,598 3,716,660 3,803,646: 194,025 107,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 170,697: 13,960 -62,902 67,119 92,330 157,597 173,409 161,814: -2,712 8,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 25.8 3.9 68.1 67.6 95.0 97.3: 5.0 2.7
Old : 100.0: 23.1 25.8 3.9 68.1 67.6 95.0 97.3: 5.0 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 : 369: 77 43 50 202 143 304 211:
Old : 369: 77 43 50 202 143 304 211:
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 : 23.8 30.6 35.1 48.5 23.4 28.8 33.5 44.7
Old : 23.8 30.6 35.1 48.5 23.4 28.8 33.5 44.7
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, February 04, 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 : 5,185,451: 572,779 814,559 850,538 3,295,110 3,051,679 4,718,427 4,716,776: 467,024 468,675
Old : 5,185,451: 572,779 814,559 850,538 3,295,110 3,051,679 4,718,427 4,716,776: 467,024 468,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 445,531: 1,288 39,169 238,285 204,631 176,238 444,204 453,692: 1,326 -8,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.7 16.4 63.5 58.9 91.0 91.0: 9.0 9.0
Old : 100.0: 11.0 15.7 16.4 63.5 58.9 91.0 91.0: 9.0 9.0
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 : 436: 88 75 92 237 214 367 339:
Old : 436: 88 75 92 237 214 367 339:
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 : 15.9 16.2 23.6 24.8 7.4 11.4 12.1 17.7
Old : 15.9 16.2 23.6 24.8 7.4 11.4 12.1 17.7
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, February 04, 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 : 934,513: 84,954 149,529 11,371 712,945 591,539 809,270 752,439: 125,243 182,074
Old : 934,513: 84,954 149,529 11,371 712,945 591,539 809,270 752,439: 125,243 182,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 11,914: -2,174 6,346 673 7,772 4,379 6,271 11,398: 5,643 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 16.0 1.2 76.3 63.3 86.6 80.5: 13.4 19.5
Old : 100.0: 9.1 16.0 1.2 76.3 63.3 86.6 80.5: 13.4 19.5
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 : 110: 9 19 9 61 63 76 85:
Old : 110: 9 19 9 61 63 76 85:
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 24.5 45.8 35.0 26.5 23.0 38.9 32.0
Old : 28.4 24.5 45.8 35.0 26.5 23.0 38.9 32.0
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, February 04, 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 : 4,970,126: 505,935 705,632 371,017 3,742,818 3,562,757 4,619,770 4,639,405: 350,356 330,721
Old : 4,970,126: 505,935 705,632 371,017 3,742,818 3,562,757 4,619,770 4,639,405: 350,356 330,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 184,119: -22,451 31,883 80,944 124,015 59,864 182,508 172,690: 1,611 11,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.2 7.5 75.3 71.7 93.0 93.3: 7.0 6.7
Old : 100.0: 10.2 14.2 7.5 75.3 71.7 93.0 93.3: 7.0 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 : 341: 57 53 53 183 170 270 246:
Old : 341: 57 53 53 183 170 270 246:
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 : 32.8 23.8 41.9 35.1 24.4 19.9 33.1 30.1
Old : 32.8 23.8 41.9 35.1 24.4 19.9 33.1 30.1
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, February 04, 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 : 1,663,707: 430,126 113,939 359,530 836,863 1,159,667 1,626,519 1,633,135: 37,189 30,572
Old : 1,663,707: 430,126 113,939 359,530 836,863 1,159,667 1,626,519 1,633,135: 37,189 30,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -329,455: -104,527 -55,352 -32,948 -184,810 -231,067 -322,285 -319,367: -7,169 -10,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.8 21.6 50.3 69.7 97.8 98.2: 2.2 1.8
Old : 100.0: 25.9 6.8 21.6 50.3 69.7 97.8 98.2: 2.2 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 : 133: 42 18 41 63 62 120 108:
Old : 133: 42 18 41 63 62 120 108:
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 : 31.0 37.0 44.3 54.0 24.6 29.0 29.7 37.1
Old : 31.0 37.0 44.3 54.0 24.6 29.0 29.7 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, February 04, 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 : 51,546: 24,193 5,245 1,439 16,949 36,276 42,580 42,960: 8,965 8,586
Old : 51,546: 24,193 5,245 1,439 16,949 36,276 42,580 42,960: 8,965 8,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -1,139: 442 704 -1,064 -547 -926 -1,169 -1,285: 30 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 10.2 2.8 32.9 70.4 82.6 83.3: 17.4 16.7
Old : 100.0: 46.9 10.2 2.8 32.9 70.4 82.6 83.3: 17.4 16.7
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 : 93: 31 16 9 25 29 60 50:
Old : 93: 31 16 9 25 29 60 50:
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 : 36.2 29.8 48.3 46.9 36.1 29.8 48.3 46.8
Old : 36.2 29.8 48.3 46.9 36.1 29.8 48.3 46.8
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, February 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 103,092: 48,385 10,490 2,879 33,897 72,552 85,161 85,920: 17,931 17,171
Old : 103,092: 48,385 10,490 2,879 33,897 72,552 85,161 85,920: 17,931 17,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: -2,278: 883 1,409 -2,128 -1,094 -1,851 -2,339 -2,570: 61 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 10.2 2.8 32.9 70.4 82.6 83.3: 17.4 16.7
Old : 100.0: 46.9 10.2 2.8 32.9 70.4 82.6 83.3: 17.4 16.7
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 : 93: 31 16 9 25 29 60 50:
Old : 93: 31 16 9 25 29 60 50:
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 : 36.2 29.8 48.3 46.9 36.1 29.8 48.3 46.8
Old : 36.2 29.8 48.3 46.9 36.1 29.8 48.3 46.8
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, February 04, 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 : 39,934: 2,064 1,058 0 34,534 37,492 36,598 38,550: 3,336 1,384
Old : 39,934: 2,064 1,058 0 34,534 37,492 36,598 38,550: 3,336 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 1,070: -511 332 0 460 551 -51 883: 1,121 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.6 0.0 86.5 93.9 91.6 96.5: 8.4 3.5
Old : 100.0: 5.2 2.6 0.0 86.5 93.9 91.6 96.5: 8.4 3.5
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 : 28: 3 3 0 13 11 16 14:
Old : 28: 3 3 0 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 73.2 83.2 91.7 69.9 73.2 82.8 91.7
Old : 70.1 73.2 83.2 91.7 69.9 73.2 82.8 91.7
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, February 04, 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 : 19,208: 11,261 17,174 651 7,026 1,300 18,938 19,125: 270 83
Old : 19,208: 11,261 17,174 651 7,026 1,300 18,938 19,125: 270 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,971: 2,933 1,991 75 11 901 3,019 2,967: -48 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 89.4 3.4 36.6 6.8 98.6 99.6: 1.4 0.4
Old : 100.0: 58.6 89.4 3.4 36.6 6.8 98.6 99.6: 1.4 0.4
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: 21 15 3 5 2 28 18:
Old : 41: 21 15 3 5 2 28 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 : 67.0 57.4 86.8 81.0 63.4 57.4 77.8 78.3
Old : 67.0 57.4 86.8 81.0 63.4 57.4 77.8 78.3
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, February 04, 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 : 91,544: 30,176 8,051 35,244 26,099 46,051 91,519 89,346: 25 2,198
Old : 91,544: 30,176 8,051 35,244 26,099 46,051 91,519 89,346: 25 2,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,124: 908 277 1,396 -161 589 2,143 2,262: -19 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.8 38.5 28.5 50.3 100.0 97.6: 0.0 2.4
Old : 100.0: 33.0 8.8 38.5 28.5 50.3 100.0 97.6: 0.0 2.4
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: 5 6 2 6 16 12 23:
Old : 32: 5 6 2 6 16 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 : 95.9 84.1 99.8 92.4 57.4 48.1 61.3 54.9
Old : 95.9 84.1 99.8 92.4 57.4 48.1 61.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 04, 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 : 28,946: 14,920 1,821 14,011 0 11,541 28,931 27,373: 15 1,573
Old : 28,946: 14,920 1,821 14,011 0 11,541 28,931 27,373: 15 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 2,905: 710 55 2,202 -7 632 2,905 2,889: 0 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 6.3 48.4 0.0 39.9 99.9 94.6: 0.1 5.4
Old : 100.0: 51.5 6.3 48.4 0.0 39.9 99.9 94.6: 0.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 2 0 12 6 18:
Old : 22: 5 5 2 0 12 6 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.1 81.2 99.9 90.7 51.1 38.1 51.5 43.4
Old : 99.1 81.2 99.9 90.7 51.1 38.1 51.5 43.4
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, February 04, 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 : 44,703: 14,952 14,861 29,726 0 0 44,678 44,587: 25 116
Old : 44,703: 14,952 14,861 29,726 0 0 44,678 44,587: 25 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2020 :
: 29: -584 -610 613 0 0 29 3: 0 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 33.2 66.5 0.0 0.0 99.9 99.7: 0.1 0.3
Old : 100.0: 33.4 33.2 66.5 0.0 0.0 99.9 99.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 13 5 0 0 9 17:
Old : 21: 7 13 5 0 0 9 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 : 89.4 83.1 99.4 94.6 31.5 25.8 33.4 32.2
Old : 89.4 83.1 99.4 94.6 31.5 25.8 33.4 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020