WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 647,497: 164,266 103,964 267,567 178,966 216,930 610,799 588,461: 36,698 59,036
Old : 363,854: 148,005 126,065 94,394 100,800 114,322 343,199 334,781: 20,655 29,073
Other: 283,643: 99,255 60,894 90,178 78,166 102,608 267,599 253,681: 16,043 29,962
: : :
: : Changes in Commitments from: February 11, 2020 :
: 13,248: 10,457 -7,573 4,292 -2,735 15,727 12,015 12,446: 1,233 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.1 41.3 27.6 33.5 94.3 90.9: 5.7 9.1
Old : 100.0: 40.7 34.6 25.9 27.7 31.4 94.3 92.0: 5.7 8.0
Other: 100.0: 35.0 21.5 31.8 27.6 36.2 94.3 89.4: 5.7 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 139 126 152 89 130 320 327:
Old : 384: 124 124 111 79 110 272 279:
Other: 288: 94 73 71 61 101 193 213:
:----------------------------------------------------------------------------------------------------
: 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 9.7 17.6 16.9 6.0 6.2 10.7 9.8
Old : 10.9 11.7 20.0 20.6 10.2 11.4 17.4 17.7
Other: 18.5 14.4 29.7 23.4 14.8 9.5 21.8 15.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 24,603: 9,792 100 864 13,441 23,360 24,097 24,324: 506 279
Old : 14,207: 6,971 620 100 6,946 13,418 14,018 14,138: 189 69
Other: 10,396: 3,341 0 244 6,495 9,943 10,079 10,186: 317 210
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,090: 425 100 -119 585 1,029 892 1,010: 198 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 0.4 3.5 54.6 94.9 97.9 98.9: 2.1 1.1
Old : 100.0: 49.1 4.4 0.7 48.9 94.4 98.7 99.5: 1.3 0.5
Other: 100.0: 32.1 0.0 2.3 62.5 95.6 97.0 98.0: 3.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 1 4 13 22 21 26:
Old : 27: 4 2 2 11 20 16 23:
Other: 22: 7 0 2 8 12 15 14:
:----------------------------------------------------------------------------------------------------
: 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 : 55.4 55.1 78.1 75.2 51.7 50.4 66.5 62.1
Old : 67.8 53.3 94.3 77.8 66.1 50.3 83.5 71.0
Other: 59.5 77.0 79.8 88.9 57.6 77.0 75.5 85.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 313,424: 72,481 59,985 98,067 115,006 132,584 285,554 290,636: 27,869 22,788
Old : 190,102: 67,638 76,059 36,247 69,258 65,117 173,143 177,424: 16,958 12,678
Other: 123,322: 49,483 28,566 17,180 45,748 67,466 112,411 113,212: 10,911 10,110
: : :
: : Changes in Commitments from: February 11, 2020 :
: -4,586: 3,165 -381 -2,004 -4,968 -2,885 -3,806 -5,270: -780 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.1 31.3 36.7 42.3 91.1 92.7: 8.9 7.3
Old : 100.0: 35.6 40.0 19.1 36.4 34.3 91.1 93.3: 8.9 6.7
Other: 100.0: 40.1 23.2 13.9 37.1 54.7 91.2 91.8: 8.8 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 87 63 93 101 95 244 205:
Old : 266: 87 61 54 89 82 205 168:
Other: 205: 56 44 41 65 76 149 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 17.9 19.8 28.1 9.1 15.4 15.4 22.3
Old : 12.3 18.9 21.7 29.7 11.4 18.7 19.6 27.3
Other: 19.9 32.2 31.0 44.0 19.1 31.5 29.8 40.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,901,283: 274,130 290,316 545,502 783,208 851,187 1,602,840 1,687,005: 298,444 214,278
Old : 1,536,323: 268,238 324,975 385,748 629,455 683,084 1,283,441 1,393,808: 252,882 142,515
Other: 364,960: 108,880 68,329 56,765 153,753 168,103 319,398 293,197: 45,562 71,763
: : :
: : Changes in Commitments from: February 11, 2020 :
: 32,727: 18,645 14,277 2,443 10,490 14,925 31,579 31,646: 1,148 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.3 28.7 41.2 44.8 84.3 88.7: 15.7 11.3
Old : 100.0: 17.5 21.2 25.1 41.0 44.5 83.5 90.7: 16.5 9.3
Other: 100.0: 29.8 18.7 15.6 42.1 46.1 87.5 80.3: 12.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 169 153 213 372 359 662 622:
Old : 774: 172 151 181 360 341 633 582:
Other: 492: 73 82 72 157 274 270 391:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.5 8.0 15.1 14.5 5.7 4.9 9.7 8.5
Old : 9.6 8.4 16.7 14.9 6.9 5.9 12.1 10.7
Other: 17.7 20.0 27.9 27.0 17.1 18.1 26.2 24.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,010: 2,476 4 151 1,872 4,837 4,499 4,991: 1,511 1,018
Old : 4,923: 2,477 32 1 1,239 4,126 3,717 4,159: 1,206 764
Other: 1,086: 29 2 120 633 711 782 832: 304 254
: : :
: : Changes in Commitments from: February 11, 2020 :
: 120: -208 -58 20 202 166 14 129: 106 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 0.1 2.5 31.2 80.5 74.9 83.1: 25.1 16.9
Old : 100.0: 50.3 0.6 0.0 25.2 83.8 75.5 84.5: 24.5 15.5
Other: 100.0: 2.7 0.2 11.0 58.3 65.4 72.0 76.6: 28.0 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 2 11 15 22 17:
Old : 26: 10 1 1 7 12 18 13:
Other: 16: 1 1 2 9 12 11 14:
:----------------------------------------------------------------------------------------------------
: 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 : 42.6 52.9 57.8 71.0 32.4 45.4 45.2 55.8
Old : 43.1 58.1 61.0 76.9 38.8 51.0 51.6 66.7
Other: 59.5 42.5 71.1 62.9 38.3 30.0 40.5 43.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,026,078: 120,685 177,094 316,893 509,708 460,841 947,286 954,827: 78,792 71,251
Old : 777,511: 111,118 180,314 200,020 402,710 345,902 713,848 726,236: 63,664 51,276
Other: 248,567: 44,180 31,393 82,260 106,998 114,939 233,438 228,592: 15,128 19,975
: : :
: : Changes in Commitments from: February 11, 2020 :
: -22,695: 1,652 -4,575 -19,816 -4,608 5,900 -22,772 -18,491: 77 -4,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 17.3 30.9 49.7 44.9 92.3 93.1: 7.7 6.9
Old : 100.0: 14.3 23.2 25.7 51.8 44.5 91.8 93.4: 8.2 6.6
Other: 100.0: 17.8 12.6 33.1 43.0 46.2 93.9 92.0: 6.1 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 197 127 218 217 208 510 473:
Old : 582: 179 138 189 204 198 472 445:
Other: 353: 80 68 93 107 162 242 276:
:----------------------------------------------------------------------------------------------------
: 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 : 9.6 12.3 16.6 19.9 6.6 7.9 11.5 12.9
Old : 10.4 13.2 18.1 20.6 9.8 8.8 15.8 14.2
Other: 17.9 15.4 27.1 27.5 9.4 10.8 16.3 18.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 561,772: 97,843 47,439 171,504 255,932 312,257 525,279 531,200: 36,493 30,572
Old : 472,272: 91,401 60,970 141,212 212,612 245,317 445,225 447,499: 27,047 24,773
Other: 89,499: 24,220 4,247 12,514 43,320 66,940 80,054 83,701: 9,446 5,799
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,391: -5,137 7,536 7,743 2,771 -13,027 5,377 2,251: -1,986 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.4 30.5 45.6 55.6 93.5 94.6: 6.5 5.4
Old : 100.0: 19.4 12.9 29.9 45.0 51.9 94.3 94.8: 5.7 5.2
Other: 100.0: 27.1 4.7 14.0 48.4 74.8 89.4 93.5: 10.6 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 118 66 124 110 96 287 246:
Old : 332: 112 74 117 106 92 277 238:
Other: 141: 42 21 36 53 43 114 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 22.6 15.0 31.2 7.7 20.3 12.9 27.0
Old : 9.5 21.6 16.0 30.1 8.6 18.7 13.8 25.4
Other: 23.0 34.2 35.9 50.2 22.8 32.2 35.6 46.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,617,580: 140,954 149,112 310,491 958,895 1,011,017 1,410,340 1,470,620: 207,240 146,960
Old : 1,617,580: 140,954 149,112 310,491 958,895 1,011,017 1,410,340 1,470,620: 207,240 146,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 64,946: -3,268 2,497 41,407 12,310 16,986 50,449 60,890: 14,498 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.2 19.2 59.3 62.5 87.2 90.9: 12.8 9.1
Old : 100.0: 8.7 9.2 19.2 59.3 62.5 87.2 90.9: 12.8 9.1
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 : 203: 39 29 46 107 107 168 160:
Old : 203: 39 29 46 107 107 168 160:
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 : 20.9 21.3 30.5 35.3 11.9 15.9 17.9 23.8
Old : 20.9 21.3 30.5 35.3 11.9 15.9 17.9 23.8
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,271,123: 58,047 483,727 59,045 977,014 631,384 1,094,106 1,174,156: 177,016 96,966
Old : 1,271,123: 58,047 483,727 59,045 977,014 631,384 1,094,106 1,174,156: 177,016 96,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 33,940: -1,633 2,450 8,144 24,403 24,250 30,914 34,844: 3,026 -904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 38.1 4.6 76.9 49.7 86.1 92.4: 13.9 7.6
Old : 100.0: 4.6 38.1 4.6 76.9 49.7 86.1 92.4: 13.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 14 27 16 93 74 116 108:
Old : 147: 14 27 16 93 74 116 108:
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 : 21.2 36.7 34.0 51.9 16.2 34.3 25.5 44.6
Old : 21.2 36.7 34.0 51.9 16.2 34.3 25.5 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 538,260: 77,274 126,411 127,610 281,500 250,324 486,384 504,345: 51,876 33,915
Old : 451,374: 75,885 132,314 97,452 232,427 192,257 405,764 422,024: 45,610 29,350
Other: 86,886: 19,318 12,025 12,229 49,073 58,067 80,620 82,321: 6,266 4,565
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,907: 1,807 4,698 1,066 1,101 -2,908 3,975 2,857: -1,068 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 23.5 23.7 52.3 46.5 90.4 93.7: 9.6 6.3
Old : 100.0: 16.8 29.3 21.6 51.5 42.6 89.9 93.5: 10.1 6.5
Other: 100.0: 22.2 13.8 14.1 56.5 66.8 92.8 94.7: 7.2 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 87 99 107 127 105 282 259:
Old : 343: 93 100 99 124 101 271 254:
Other: 150: 33 31 29 68 41 122 84:
:----------------------------------------------------------------------------------------------------
: 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 18.9 17.1 25.0 9.2 16.1 13.7 20.6
Old : 10.9 16.9 17.3 23.0 10.0 13.8 15.7 19.2
Other: 26.3 36.9 38.9 56.1 25.2 35.4 36.0 53.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,764: 5,979 2,104 1,259 5,018 9,213 12,256 12,576: 2,509 2,188
Old : 13,371: 5,887 2,273 1,000 4,147 8,121 11,035 11,394: 2,336 1,977
Other: 1,393: 261 0 90 871 1,092 1,221 1,182: 172 211
: : :
: : Changes in Commitments from: February 11, 2020 :
: -377: -507 -235 -24 67 -418 -465 -678: 88 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 14.2 8.5 34.0 62.4 83.0 85.2: 17.0 14.8
Old : 100.0: 44.0 17.0 7.5 31.0 60.7 82.5 85.2: 17.5 14.8
Other: 100.0: 18.7 0.0 6.4 62.5 78.4 87.6 84.8: 12.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 29 8 13 18 17 54 35:
Old : 65: 28 12 13 18 17 54 35:
Other: 21: 7 0 2 7 9 14 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 : 31.2 37.3 47.1 56.9 29.0 35.6 42.7 54.4
Old : 32.1 36.3 47.3 57.6 32.1 34.5 46.7 55.7
Other: 68.6 71.1 84.5 81.8 58.0 64.4 69.1 68.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 3,982,633: 853,823 1,060,009 225,472 2,706,352 2,593,880 3,785,647 3,879,361: 196,986 103,272
Old : 3,982,633: 853,823 1,060,009 225,472 2,706,352 2,593,880 3,785,647 3,879,361: 196,986 103,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -42,230: -17,373 -22,800 -9,116 -16,961 -9,206 -43,450 -41,122: 1,220 -1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 26.6 5.7 68.0 65.1 95.1 97.4: 4.9 2.6
Old : 100.0: 21.4 26.6 5.7 68.0 65.1 95.1 97.4: 4.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 75 55 57 201 146 310 224:
Old : 381: 75 55 57 201 146 310 224:
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 : 21.8 29.1 33.8 45.6 21.5 27.8 31.5 43.0
Old : 21.8 29.1 33.8 45.6 21.5 27.8 31.5 43.0
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,406,139: 665,146 892,971 841,692 3,419,051 3,204,631 4,925,889 4,939,294: 480,250 466,846
Old : 5,406,139: 665,146 892,971 841,692 3,419,051 3,204,631 4,925,889 4,939,294: 480,250 466,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 87,603: 95,708 37,229 -23,871 3,435 90,744 75,271 104,102: 12,332 -16,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.5 15.6 63.2 59.3 91.1 91.4: 8.9 8.6
Old : 100.0: 12.3 16.5 15.6 63.2 59.3 91.1 91.4: 8.9 8.6
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 : 448: 86 87 100 249 215 388 349:
Old : 448: 86 87 100 249 215 388 349:
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 : 16.0 15.9 23.3 24.8 6.2 11.0 10.9 16.9
Old : 16.0 15.9 23.3 24.8 6.2 11.0 10.9 16.9
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 956,377: 89,434 162,501 14,483 725,019 599,659 828,936 776,643: 127,441 179,734
Old : 956,377: 89,434 162,501 14,483 725,019 599,659 828,936 776,643: 127,441 179,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 19,123: -1,485 6,300 -845 18,516 15,217 16,186 20,672: 2,937 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 17.0 1.5 75.8 62.7 86.7 81.2: 13.3 18.8
Old : 100.0: 9.4 17.0 1.5 75.8 62.7 86.7 81.2: 13.3 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 8 20 11 66 65 82 88:
Old : 114: 8 20 11 66 65 82 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 23.7 45.6 35.0 25.1 22.6 38.7 32.4
Old : 27.3 23.7 45.6 35.0 25.1 22.6 38.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 5,150,781: 522,719 727,617 505,663 3,767,614 3,602,741 4,795,996 4,836,020: 354,785 314,761
Old : 5,150,781: 522,719 727,617 505,663 3,767,614 3,602,741 4,795,996 4,836,020: 354,785 314,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 123,168: 2,385 28,975 74,311 28,366 20,450 105,062 123,736: 18,105 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.1 9.8 73.1 69.9 93.1 93.9: 6.9 6.1
Old : 100.0: 10.1 14.1 9.8 73.1 69.9 93.1 93.9: 6.9 6.1
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 : 344: 67 49 64 178 169 272 255:
Old : 344: 67 49 64 178 169 272 255:
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 : 30.9 24.2 40.6 34.7 22.2 20.4 31.3 29.6
Old : 30.9 24.2 40.6 34.7 22.2 20.4 31.3 29.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,896,910: 486,781 186,525 411,024 956,328 1,262,705 1,854,133 1,860,254: 42,777 36,657
Old : 1,896,910: 486,781 186,525 411,024 956,328 1,262,705 1,854,133 1,860,254: 42,777 36,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 147,182: 30,984 34,962 33,313 80,986 79,144 145,283 147,418: 1,899 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 9.8 21.7 50.4 66.6 97.7 98.1: 2.3 1.9
Old : 100.0: 25.7 9.8 21.7 50.4 66.6 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 37 28 46 68 68 129 121:
Old : 145: 37 28 46 68 68 129 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.0 41.0 52.5 23.2 23.2 29.6 33.1
Old : 28.4 34.0 41.0 52.5 23.2 23.2 29.6 33.1
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 52,013: 18,639 4,918 5,573 18,643 32,482 42,854 42,973: 9,158 9,040
Old : 52,013: 18,639 4,918 5,573 18,643 32,482 42,854 42,973: 9,158 9,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 528: -403 550 891 23 -1,102 511 339: 17 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 9.5 10.7 35.8 62.4 82.4 82.6: 17.6 17.4
Old : 100.0: 35.8 9.5 10.7 35.8 62.4 82.4 82.6: 17.6 17.4
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 : 95: 33 16 12 27 28 62 54:
Old : 95: 33 16 12 27 28 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.7 52.4 49.3 30.2 30.0 43.1 47.1
Old : 37.3 30.7 52.4 49.3 30.2 30.0 43.1 47.1
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,026: 37,277 9,837 11,146 37,286 64,963 85,709 85,946: 18,317 18,080
Old : 104,026: 37,277 9,837 11,146 37,286 64,963 85,709 85,946: 18,317 18,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,057: -806 1,101 1,782 46 -2,204 1,022 679: 34 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 9.5 10.7 35.8 62.4 82.4 82.6: 17.6 17.4
Old : 100.0: 35.8 9.5 10.7 35.8 62.4 82.4 82.6: 17.6 17.4
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 : 95: 33 16 12 27 28 62 54:
Old : 95: 33 16 12 27 28 62 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.7 52.4 49.3 30.2 30.0 43.1 47.1
Old : 37.3 30.7 52.4 49.3 30.2 30.0 43.1 47.1
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 42,463: 2,730 1,848 0 37,610 39,056 40,340 40,904: 2,123 1,559
Old : 42,463: 2,730 1,848 0 37,610 39,056 40,340 40,904: 2,123 1,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,887: 319 793 0 1,776 1,115 2,095 1,908: -208 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.4 0.0 88.6 92.0 95.0 96.3: 5.0 3.7
Old : 100.0: 6.4 4.4 0.0 88.6 92.0 95.0 96.3: 5.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 0 15 11 18 15:
Old : 31: 3 4 0 15 11 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 72.4 84.3 89.9 70.9 72.4 83.9 89.9
Old : 71.0 72.4 84.3 89.9 70.9 72.4 83.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 24,308: 11,997 22,399 636 11,422 1,255 24,055 24,290: 253 18
Old : 24,308: 11,997 22,399 636 11,422 1,255 24,055 24,290: 253 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 4,289: -61 4,345 80 4,349 -45 4,368 4,380: -79 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 92.1 2.6 47.0 5.2 99.0 99.9: 1.0 0.1
Old : 100.0: 49.4 92.1 2.6 47.0 5.2 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 22 16 3 6 2 30 19:
Old : 44: 22 16 3 6 2 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 58.8 82.5 80.7 56.9 58.8 78.2 80.1
Old : 57.9 58.8 82.5 80.7 56.9 58.8 78.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 97,424: 26,441 7,818 42,385 28,569 45,256 97,395 95,459: 29 1,965
Old : 97,424: 26,441 7,818 42,385 28,569 45,256 97,395 95,459: 29 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,721: -2,111 83 4,012 1,814 -220 3,715 3,875: 6 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.0 43.5 29.3 46.5 100.0 98.0: 0.0 2.0
Old : 100.0: 27.1 8.0 43.5 29.3 46.5 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 5 2 6 14 12 20:
Old : 29: 5 5 2 6 14 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.2 86.8 99.8 93.5 52.7 46.0 56.3 50.8
Old : 96.2 86.8 99.8 93.5 52.7 46.0 56.3 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 32,632: 17,246 1,987 15,386 0 13,904 32,632 31,277: 0 1,355
Old : 32,632: 17,246 1,987 15,386 0 13,904 32,632 31,277: 0 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 405: -154 66 561 0 -179 407 448: -2 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 6.1 47.2 0.0 42.6 100.0 95.8: 0.0 4.2
Old : 100.0: 52.8 6.1 47.2 0.0 42.6 100.0 95.8: 0.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 2 0 11 6 17:
Old : 21: 5 5 2 0 11 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.1 84.6 100.0 92.6 52.3 41.5 52.8 46.4
Old : 99.1 84.6 100.0 92.6 52.3 41.5 52.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,165: 690 647 35 1,140 1,153 1,865 1,835: 300 330
Old : 2,165: 690 647 35 1,140 1,153 1,865 1,835: 300 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 40: 10 -50 0 30 90 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 29.9 1.6 52.7 53.3 86.1 84.8: 13.9 15.2
Old : 100.0: 31.9 29.9 1.6 52.7 53.3 86.1 84.8: 13.9 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 2 9 6 15 11:
Old : 20: 4 5 2 9 6 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 57.5 75.5 79.6 48.5 50.5 69.3 68.3
Old : 49.9 57.5 75.5 79.6 48.5 50.5 69.3 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 45,078: 15,885 15,780 29,178 0 0 45,063 44,958: 15 120
Old : 45,078: 15,885 15,780 29,178 0 0 45,063 44,958: 15 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 489: 36 46 453 0 0 489 499: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 35.0 64.7 0.0 0.0 100.0 99.7: 0.0 0.3
Old : 100.0: 35.2 35.0 64.7 0.0 0.0 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 15 5 0 0 10 19:
Old : 24: 8 15 5 0 0 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 82.9 99.3 93.4 31.3 25.8 35.2 32.9
Old : 88.8 82.9 99.3 93.4 31.3 25.8 35.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2020