WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 05, 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 : 351,496: 104,452 93,749 74,975 146,167 143,055 325,594 311,779: 25,902 39,717
Old : 339,820: 102,830 94,718 71,154 142,835 137,042 316,819 302,914: 23,001 36,906
Other: 11,676: 3,104 513 2,339 3,332 6,013 8,775 8,865: 2,901 2,811
: : :
: : Changes in Commitments from: April 28, 2020 :
: 7,046: -2,591 6,879 3,534 6,805 -3,247 7,748 7,166: -702 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 26.7 21.3 41.6 40.7 92.6 88.7: 7.4 11.3
Old : 100.0: 30.3 27.9 20.9 42.0 40.3 93.2 89.1: 6.8 10.9
Other: 100.0: 26.6 4.4 20.0 28.5 51.5 75.2 75.9: 24.8 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 101 96 109 72 107 241 260:
Old : 342: 99 100 102 71 107 232 259:
Other: 89: 22 11 10 22 39 50 57:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 13.1 23.3 21.8 14.1 9.6 22.5 16.2
Old : 14.4 13.4 23.7 22.4 14.4 10.1 23.1 16.9
Other: 31.0 45.0 45.7 54.1 18.7 33.3 29.0 39.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, May 05, 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 : 26,200: 15,015 225 650 10,245 24,785 25,910 25,660: 290 540
Old : 26,200: 15,015 225 650 10,245 24,785 25,910 25,660: 290 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,847: 570 -25 -750 -1,597 -927 -1,777 -1,702: -70 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 0.9 2.5 39.1 94.6 98.9 97.9: 1.1 2.1
Old : 100.0: 57.3 0.9 2.5 39.1 94.6 98.9 97.9: 1.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 1 10 21 16 23:
Old : 28: 6 1 1 10 21 16 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 : 70.4 54.7 90.0 71.2 65.7 41.7 69.5 55.5
Old : 70.4 54.7 90.0 71.2 65.7 41.7 69.5 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 05, 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 : 218,014: 51,455 43,369 48,157 99,091 107,758 198,703 199,284: 19,311 18,730
Old : 216,300: 51,709 43,442 47,695 98,015 107,061 197,419 198,198: 18,881 18,102
Other: 1,714: 105 286 103 1,076 697 1,284 1,086: 430 628
: : :
: : Changes in Commitments from: April 28, 2020 :
: -2,991: -1,362 -2,920 -232 -715 1,107 -2,309 -2,045: -682 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.9 22.1 45.5 49.4 91.1 91.4: 8.9 8.6
Old : 100.0: 23.9 20.1 22.1 45.3 49.5 91.3 91.6: 8.7 8.4
Other: 100.0: 6.1 16.7 6.0 62.8 40.7 74.9 63.4: 25.1 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 61 50 60 72 83 168 166:
Old : 231: 62 53 58 71 83 166 165:
Other: 54: 7 9 5 12 28 23 38:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 21.5 25.3 29.5 14.1 19.3 21.8 26.4
Old : 16.5 21.7 25.4 29.7 14.2 19.6 21.8 26.8
Other: 54.6 31.0 64.6 47.5 53.3 29.5 61.0 43.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 05, 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 : 1,397,612: 213,746 366,836 256,921 749,637 613,914 1,220,304 1,237,671: 177,308 159,941
Old : 869,810: 242,904 343,193 83,519 423,364 361,429 749,787 788,141: 120,023 81,669
Other: 527,802: 107,255 160,056 36,989 326,273 252,485 470,517 449,530: 57,285 78,272
: : :
: : Changes in Commitments from: April 28, 2020 :
: -25,849: -12,574 22,068 -10,641 526 -36,319 -22,689 -24,892: -3,160 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 26.2 18.4 53.6 43.9 87.3 88.6: 12.7 11.4
Old : 100.0: 27.9 39.5 9.6 48.7 41.6 86.2 90.6: 13.8 9.4
Other: 100.0: 20.3 30.3 7.0 61.8 47.8 89.1 85.2: 10.9 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 128 158 144 332 299 550 536:
Old : 688: 129 155 74 270 241 441 431:
Other: 542: 83 106 58 208 252 328 384:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 10.1 16.3 16.9 8.4 7.8 14.1 12.9
Old : 12.8 11.6 21.2 19.4 11.4 8.6 19.6 15.5
Other: 15.1 17.7 23.2 27.5 13.9 17.1 20.9 25.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 05, 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 : 802,711: 173,136 90,353 161,636 402,631 495,604 737,403 747,593: 65,308 55,118
Old : 351,807: 126,776 78,263 20,021 170,161 224,271 316,958 322,555: 34,849 29,252
Other: 450,904: 95,031 60,761 92,944 232,470 271,333 420,445 425,038: 30,459 25,866
: : :
: : Changes in Commitments from: April 28, 2020 :
: -11,626: 6,458 304 -3,378 -11,732 -7,102 -8,652 -10,176: -2,974 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.3 20.1 50.2 61.7 91.9 93.1: 8.1 6.9
Old : 100.0: 36.0 22.2 5.7 48.4 63.7 90.1 91.7: 9.9 8.3
Other: 100.0: 21.1 13.5 20.6 51.6 60.2 93.2 94.3: 6.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 160 99 148 188 190 427 381:
Old : 466: 142 100 58 120 148 286 282:
Other: 405: 118 62 93 157 159 324 281:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 20.2 20.8 31.2 8.4 17.1 14.6 25.9
Old : 14.0 24.6 24.6 35.0 13.5 22.1 21.0 31.6
Other: 18.1 20.6 27.0 34.3 11.4 18.1 18.4 28.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 05, 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 : 456,440: 62,372 64,498 99,621 257,574 262,481 419,567 426,600: 36,873 29,840
Old : 263,254: 73,554 74,687 31,589 139,334 138,292 244,477 244,568: 18,777 18,686
Other: 193,186: 32,633 33,626 24,217 118,240 124,189 175,090 182,032: 18,096 11,154
: : :
: : Changes in Commitments from: April 28, 2020 :
: -7,602: -1,069 -3,110 -492 -9,646 -4,890 -11,207 -8,492: 3,605 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.1 21.8 56.4 57.5 91.9 93.5: 8.1 6.5
Old : 100.0: 27.9 28.4 12.0 52.9 52.5 92.9 92.9: 7.1 7.1
Other: 100.0: 16.9 17.4 12.5 61.2 64.3 90.6 94.2: 9.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 71 74 91 108 85 236 217:
Old : 287: 76 79 61 94 67 200 180:
Other: 201: 48 48 36 75 56 147 123:
:----------------------------------------------------------------------------------------------------
: 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 24.7 18.4 34.8 7.1 20.8 13.4 26.5
Old : 13.6 20.8 22.9 30.5 11.5 16.3 19.0 23.8
Other: 15.2 34.4 25.9 48.4 14.9 33.1 25.1 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 05, 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 : 989,523: 83,591 192,424 5,612 753,648 653,269 842,851 851,305: 146,672 138,218
Old : 989,523: 83,591 192,424 5,612 753,648 653,269 842,851 851,305: 146,672 138,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 8,423: -9,469 3,799 -1,351 15,311 1,080 4,491 3,528: 3,932 4,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.4 0.6 76.2 66.0 85.2 86.0: 14.8 14.0
Old : 100.0: 8.4 19.4 0.6 76.2 66.0 85.2 86.0: 14.8 14.0
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 : 176: 23 29 20 87 89 123 125:
Old : 176: 23 29 20 87 89 123 125:
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 : 21.6 30.0 33.8 43.9 20.0 24.4 29.0 34.7
Old : 21.6 30.0 33.8 43.9 20.0 24.4 29.0 34.7
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 - Futures Only, May 05, 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 : 1,049,059: 138,234 385,731 2,446 776,039 574,391 916,719 962,568: 132,340 86,491
Old : 1,049,059: 138,234 385,731 2,446 776,039 574,391 916,719 962,568: 132,340 86,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 15,861: 16,088 9,866 -2,128 3,763 16,592 17,723 24,330: -1,862 -8,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 36.8 0.2 74.0 54.8 87.4 91.8: 12.6 8.2
Old : 100.0: 13.2 36.8 0.2 74.0 54.8 87.4 91.8: 12.6 8.2
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 : 138: 13 16 13 79 80 100 101:
Old : 138: 13 16 13 79 80 100 101:
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 : 28.9 34.7 41.0 49.7 25.0 33.7 35.7 48.8
Old : 28.9 34.7 41.0 49.7 25.0 33.7 35.7 48.8
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 - Futures Only, May 05, 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 : 414,481: 70,080 53,529 55,436 243,475 278,521 368,991 387,486: 45,490 26,995
Old : 234,898: 61,689 60,229 13,540 129,446 141,143 204,675 214,912: 30,223 19,986
Other: 179,583: 28,693 13,602 21,594 114,029 137,378 164,316 172,574: 15,267 7,009
: : :
: : Changes in Commitments from: April 28, 2020 :
: 7,075: 2,375 2,791 4,003 1,331 398 7,709 7,192: -634 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.9 13.4 58.7 67.2 89.0 93.5: 11.0 6.5
Old : 100.0: 26.3 25.6 5.8 55.1 60.1 87.1 91.5: 12.9 8.5
Other: 100.0: 16.0 7.6 12.0 63.5 76.5 91.5 96.1: 8.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 73 50 70 100 80 211 173:
Old : 251: 71 52 44 92 66 185 143:
Other: 185: 49 36 32 77 57 146 106:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 33.1 22.2 42.1 12.4 28.5 18.3 36.3
Old : 16.1 28.3 23.5 37.4 15.9 26.1 22.7 34.1
Other: 18.6 39.3 29.9 55.0 16.6 31.6 27.0 44.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 05, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 12,073: 4,283 882 583 5,088 9,417 9,954 10,882: 2,119 1,191
Old : 7,495: 3,991 1,398 0 2,030 5,430 6,021 6,828: 1,474 667
Other: 4,578: 871 63 4 3,058 3,987 3,933 4,054: 645 524
: : :
: : Changes in Commitments from: April 28, 2020 :
: -210: -46 -125 7 -242 -137 -281 -255: 71 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 7.3 4.8 42.1 78.0 82.4 90.1: 17.6 9.9
Old : 100.0: 53.2 18.7 0.0 27.1 72.4 80.3 91.1: 19.7 8.9
Other: 100.0: 19.0 1.4 0.1 66.8 87.1 85.9 88.6: 14.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 5 7 16 17 41 27:
Old : 47: 19 9 0 10 11 29 20:
Other: 30: 10 1 2 9 12 19 15:
:----------------------------------------------------------------------------------------------------
: 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 : 39.7 45.2 51.6 65.8 35.4 44.3 45.9 64.0
Old : 39.2 45.6 54.8 72.8 39.2 45.6 54.8 72.5
Other: 63.9 69.1 76.2 81.1 63.9 68.3 76.2 80.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 05, 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 : 2,406,883: 543,378 745,050 50,111 1,639,166 1,514,936 2,232,655 2,310,097: 174,228 96,786
Old : 2,406,883: 543,378 745,050 50,111 1,639,166 1,514,936 2,232,655 2,310,097: 174,228 96,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -95,697: -15,369 -56,614 24,876 -109,712 -59,424 -100,205 -91,162: 4,508 -4,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 31.0 2.1 68.1 62.9 92.8 96.0: 7.2 4.0
Old : 100.0: 22.6 31.0 2.1 68.1 62.9 92.8 96.0: 7.2 4.0
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 : 323: 57 50 29 167 138 239 202:
Old : 323: 57 50 29 167 138 239 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 33.3 32.2 46.3 22.3 29.4 29.1 41.3
Old : 22.5 33.3 32.2 46.3 22.3 29.4 29.1 41.3
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 - Futures Only, May 05, 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 : 3,385,230: 574,969 717,240 105,574 2,295,155 2,205,057 2,975,698 3,027,871: 409,532 357,359
Old : 3,385,230: 574,969 717,240 105,574 2,295,155 2,205,057 2,975,698 3,027,871: 409,532 357,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 100,315: -8,840 84,007 -1,596 105,928 9,519 95,492 91,930: 4,823 8,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.2 3.1 67.8 65.1 87.9 89.4: 12.1 10.6
Old : 100.0: 17.0 21.2 3.1 67.8 65.1 87.9 89.4: 12.1 10.6
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 : 364: 62 67 53 186 168 283 253:
Old : 364: 62 67 53 186 168 283 253:
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 : 21.3 22.0 29.6 32.5 15.5 16.3 23.0 24.2
Old : 21.3 22.0 29.6 32.5 15.5 16.3 23.0 24.2
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 - Futures Only, May 05, 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 : 870,705: 89,485 144,713 8,149 667,702 529,544 765,336 682,406: 105,369 188,299
Old : 870,705: 89,485 144,713 8,149 667,702 529,544 765,336 682,406: 105,369 188,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 26,048: 966 18,704 -56 26,152 8,693 27,062 27,341: -1,014 -1,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.6 0.9 76.7 60.8 87.9 78.4: 12.1 21.6
Old : 100.0: 10.3 16.6 0.9 76.7 60.8 87.9 78.4: 12.1 21.6
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 : 113: 15 10 8 67 67 84 83:
Old : 113: 15 10 8 67 67 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 25.0 46.4 34.9 30.6 24.0 42.7 32.6
Old : 31.1 25.0 46.4 34.9 30.6 24.0 42.7 32.6
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 - Futures Only, May 05, 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 : 3,617,662: 456,838 696,301 85,033 2,757,716 2,550,232 3,299,587 3,331,566: 318,075 286,096
Old : 3,617,662: 456,838 696,301 85,033 2,757,716 2,550,232 3,299,587 3,331,566: 318,075 286,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 42,074: -9,314 16,870 12,447 54,940 16,077 58,073 45,394: -15,999 -3,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 19.2 2.4 76.2 70.5 91.2 92.1: 8.8 7.9
Old : 100.0: 12.6 19.2 2.4 76.2 70.5 91.2 92.1: 8.8 7.9
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 : 298: 54 38 35 139 159 214 211:
Old : 298: 54 38 35 139 159 214 211:
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 : 31.3 20.1 44.3 34.1 27.0 20.0 38.9 30.3
Old : 31.3 20.1 44.3 34.1 27.0 20.0 38.9 30.3
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 - Futures Only, May 05, 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 : 1,595,563: 601,709 215,418 230,515 713,476 1,092,436 1,545,700 1,538,369: 49,863 57,194
Old : 1,595,563: 601,709 215,418 230,515 713,476 1,092,436 1,545,700 1,538,369: 49,863 57,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -170,289: -111,143 -11,914 35,358 -121,386 -221,068 -197,171 -197,624: 26,882 27,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.5 14.4 44.7 68.5 96.9 96.4: 3.1 3.6
Old : 100.0: 37.7 13.5 14.4 44.7 68.5 96.9 96.4: 3.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 21 25 30 56 65 96 101:
Old : 115: 21 25 30 56 65 96 101:
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 : 43.2 36.5 53.8 52.1 35.2 29.3 40.3 35.6
Old : 43.2 36.5 53.8 52.1 35.2 29.3 40.3 35.6
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 - Futures Only, May 05, 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 : 33,234: 6,323 14,440 185 21,291 10,393 27,799 25,017: 5,435 8,217
Old : 33,234: 6,323 14,440 185 21,291 10,393 27,799 25,017: 5,435 8,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -518: 65 1,705 -597 -359 -1,637 -891 -529: 373 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 43.4 0.6 64.1 31.3 83.6 75.3: 16.4 24.7
Old : 100.0: 19.0 43.4 0.6 64.1 31.3 83.6 75.3: 16.4 24.7
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 : 84: 15 23 6 38 19 56 45:
Old : 84: 15 23 6 38 19 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 38.7 43.5 49.9 31.4 38.3 42.7 49.1
Old : 32.2 38.7 43.5 49.9 31.4 38.3 42.7 49.1
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 - Futures Only, May 05, 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 : 66,467: 12,646 28,879 369 42,582 20,785 55,597 50,033: 10,870 16,434
Old : 66,467: 12,646 28,879 369 42,582 20,785 55,597 50,033: 10,870 16,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,035: 130 3,410 -1,194 -717 -3,273 -1,781 -1,057: 746 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 43.4 0.6 64.1 31.3 83.6 75.3: 16.4 24.7
Old : 100.0: 19.0 43.4 0.6 64.1 31.3 83.6 75.3: 16.4 24.7
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 : 84: 15 23 6 38 19 56 45:
Old : 84: 15 23 6 38 19 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 38.7 43.5 49.9 31.4 38.3 42.7 49.1
Old : 32.2 38.7 43.5 49.9 31.4 38.3 42.7 49.1
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 - Futures Only, May 05, 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 : 39,991: 3,441 1,553 0 34,363 37,971 37,804 39,524: 2,187 467
Old : 39,991: 3,441 1,553 0 34,363 37,971 37,804 39,524: 2,187 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,898: -1,251 308 0 -216 -2,357 -1,467 -2,049: -431 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.9 0.0 85.9 94.9 94.5 98.8: 5.5 1.2
Old : 100.0: 8.6 3.9 0.0 85.9 94.9 94.5 98.8: 5.5 1.2
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 : 28: 3 3 0 12 12 15 15:
Old : 28: 3 3 0 12 12 15 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 : 71.6 78.6 86.6 93.2 70.4 78.6 85.2 93.2
Old : 71.6 78.6 86.6 93.2 70.4 78.6 85.2 93.2
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 - Futures Only, May 05, 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 : 20,034: 12,422 18,124 490 6,918 1,385 19,830 19,999: 204 35
Old : 20,034: 12,422 18,124 490 6,918 1,385 19,830 19,999: 204 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 343: -1,173 521 5 1,504 -183 336 343: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 90.5 2.4 34.5 6.9 99.0 99.8: 1.0 0.2
Old : 100.0: 62.0 90.5 2.4 34.5 6.9 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 16 3 4 3 22 19:
Old : 36: 15 16 3 4 3 22 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 : 66.9 49.5 89.9 76.2 66.2 48.0 86.1 72.5
Old : 66.9 49.5 89.9 76.2 66.2 48.0 86.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2020