WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 26, 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 : 387,216: 109,358 108,810 89,103 162,574 148,178 361,035 346,091: 26,181 41,125
Old : 373,460: 108,272 110,116 83,870 158,125 141,837 350,267 335,823: 23,193 37,637
Other: 13,756: 4,018 1,626 2,301 4,449 6,341 10,768 10,268: 2,988 3,488
: : :
: : Changes in Commitments from: May 19, 2020 :
: 12,706: 5,120 -5,350 7,550 1,172 10,585 13,842 12,785: -1,136 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.1 23.0 42.0 38.3 93.2 89.4: 6.8 10.6
Old : 100.0: 29.0 29.5 22.5 42.3 38.0 93.8 89.9: 6.2 10.1
Other: 100.0: 29.2 11.8 16.7 32.3 46.1 78.3 74.6: 21.7 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 113 88 106 73 104 239 257:
Old : 335: 113 90 102 72 104 233 256:
Other: 92: 19 18 9 23 37 48 61:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 12.7 23.9 22.1 13.5 8.5 21.0 15.8
Old : 15.0 13.0 24.2 22.8 13.7 9.1 21.5 16.7
Other: 33.2 40.3 50.8 53.6 25.8 33.1 41.2 41.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, May 26, 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 : 25,420: 15,287 530 860 8,994 23,440 25,141 24,830: 279 590
Old : 25,420: 15,287 530 860 8,994 23,440 25,141 24,830: 279 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -200: -428 230 210 130 -465 -88 -25: -112 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 2.1 3.4 35.4 92.2 98.9 97.7: 1.1 2.3
Old : 100.0: 60.1 2.1 3.4 35.4 92.2 98.9 97.7: 1.1 2.3
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 : 31: 6 2 2 15 22 22 25:
Old : 31: 6 2 2 15 22 22 25:
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 46.6 88.0 66.1 67.8 38.7 71.3 56.3
Old : 71.6 46.6 88.0 66.1 67.8 38.7 71.3 56.3
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 26, 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 : 231,409: 46,016 71,155 49,300 115,461 91,877 210,777 212,332: 20,632 19,077
Old : 229,287: 46,525 71,202 48,617 114,053 91,155 209,195 210,974: 20,092 18,313
Other: 2,122: 140 602 34 1,408 722 1,582 1,358: 540 764
: : :
: : Changes in Commitments from: May 19, 2020 :
: 8,164: 943 11,087 797 6,228 -2,839 7,968 9,045: 196 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 30.7 21.3 49.9 39.7 91.1 91.8: 8.9 8.2
Old : 100.0: 20.3 31.1 21.2 49.7 39.8 91.2 92.0: 8.8 8.0
Other: 100.0: 6.6 28.4 1.6 66.4 34.0 74.6 64.0: 25.4 36.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 62 60 60 73 75 166 169:
Old : 233: 63 61 59 72 75 164 169:
Other: 52: 7 8 3 11 28 21 36:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.3 26.7 31.3 13.3 18.2 21.6 25.5
Old : 16.7 21.5 26.7 31.6 13.4 18.6 21.6 25.9
Other: 55.7 37.3 65.2 49.7 55.4 36.0 64.6 48.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 26, 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 : 1,465,739: 223,361 443,436 278,141 773,465 589,063 1,274,967 1,310,640: 190,772 155,099
Old : 871,101: 237,230 386,713 95,362 412,401 312,442 744,993 794,517: 126,108 76,584
Other: 594,638: 122,278 192,870 46,632 361,064 276,621 529,974 516,123: 64,664 78,515
: : :
: : Changes in Commitments from: May 19, 2020 :
: 29,151: 5,033 26,062 7,576 8,589 -4,626 21,198 29,012: 7,953 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 30.3 19.0 52.8 40.2 87.0 89.4: 13.0 10.6
Old : 100.0: 27.2 44.4 10.9 47.3 35.9 85.5 91.2: 14.5 8.8
Other: 100.0: 20.6 32.4 7.8 60.7 46.5 89.1 86.8: 10.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 142 146 151 333 298 563 531:
Old : 666: 136 140 78 278 225 453 405:
Other: 546: 92 103 70 214 251 350 386:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.2 9.5 15.1 16.9 8.3 8.2 13.6 13.8
Old : 12.5 13.0 20.6 21.3 11.4 10.5 18.2 17.7
Other: 13.6 15.2 21.6 24.4 12.1 13.6 19.1 21.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 26, 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 : 5,052: 1,953 0 112 873 3,221 2,938 3,333: 2,114 1,719
Old : 5,052: 1,953 0 112 873 3,221 2,938 3,333: 2,114 1,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 550: 317 0 35 12 250 364 285: 186 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 0.0 2.2 17.3 63.8 58.2 66.0: 41.8 34.0
Old : 100.0: 38.7 0.0 2.2 17.3 63.8 58.2 66.0: 41.8 34.0
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 : 27: 13 0 1 6 12 19 13:
Old : 27: 13 0 1 6 12 19 13:
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 : 27.5 38.5 41.3 56.1 23.4 38.5 35.0 53.8
Old : 27.5 38.5 41.3 56.1 23.4 38.5 35.0 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 26, 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 : 872,254: 182,102 103,243 179,158 440,560 535,423 801,820 817,824: 70,434 54,430
Old : 355,875: 129,004 96,351 21,083 170,661 211,356 320,748 328,790: 35,127 27,085
Other: 516,379: 106,408 60,202 104,765 269,899 324,067 481,072 489,034: 35,307 27,345
: : :
: : Changes in Commitments from: May 19, 2020 :
: 11,006: -4,641 4,101 6,801 8,731 -970 10,891 9,932: 115 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.8 20.5 50.5 61.4 91.9 93.8: 8.1 6.2
Old : 100.0: 36.2 27.1 5.9 48.0 59.4 90.1 92.4: 9.9 7.6
Other: 100.0: 20.6 11.7 20.3 52.3 62.8 93.2 94.7: 6.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 516: 153 97 158 190 182 429 381:
Old : 460: 139 99 56 125 148 284 284:
Other: 405: 119 64 105 155 156 332 285:
:----------------------------------------------------------------------------------------------------
: 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 19.6 20.6 31.3 8.2 17.3 14.1 26.6
Old : 14.7 23.2 24.6 32.5 12.2 22.9 21.0 31.3
Other: 16.5 23.3 26.2 36.6 12.0 20.4 19.8 32.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 26, 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 : 476,753: 74,716 61,157 113,840 252,576 272,821 441,132 447,818: 35,621 28,935
Old : 260,328: 82,669 75,997 33,902 126,468 131,663 243,039 241,562: 17,289 18,766
Other: 216,425: 40,953 34,066 31,032 126,108 141,158 198,093 206,256: 18,332 10,169
: : :
: : Changes in Commitments from: May 19, 2020 :
: 6,623: 3,097 -2,425 6,439 -2,468 2,634 7,068 6,648: -445 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.8 23.9 53.0 57.2 92.5 93.9: 7.5 6.1
Old : 100.0: 31.8 29.2 13.0 48.6 50.6 93.4 92.8: 6.6 7.2
Other: 100.0: 18.9 15.7 14.3 58.3 65.2 91.5 95.3: 8.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 78 74 98 108 86 247 225:
Old : 296: 88 78 60 93 75 206 189:
Other: 213: 56 47 40 78 56 160 125:
:----------------------------------------------------------------------------------------------------
: 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 24.6 18.0 35.5 6.9 21.7 13.0 27.9
Old : 14.6 19.4 23.7 29.2 12.6 14.8 20.3 23.1
Other: 13.9 35.5 23.7 51.0 13.4 34.8 22.8 46.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 26, 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 : 1,185,778: 104,948 199,429 143,008 775,957 718,302 1,023,913 1,060,739: 161,865 125,039
Old : 1,185,778: 104,948 199,429 143,008 775,957 718,302 1,023,913 1,060,739: 161,865 125,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 153,688: -5,780 -4,156 118,550 21,035 47,505 133,805 161,899: 19,883 -8,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.8 12.1 65.4 60.6 86.3 89.5: 13.7 10.5
Old : 100.0: 8.9 16.8 12.1 65.4 60.6 86.3 89.5: 13.7 10.5
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 : 165: 30 21 27 85 83 128 119:
Old : 165: 30 21 27 85 83 128 119:
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 : 26.1 31.1 36.8 45.3 17.0 20.8 24.7 29.5
Old : 26.1 31.1 36.8 45.3 17.0 20.8 24.7 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, May 26, 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 : 1,156,516: 124,840 376,795 47,280 826,029 623,126 998,149 1,047,201: 158,367 109,315
Old : 1,156,516: 124,840 376,795 47,280 826,029 623,126 998,149 1,047,201: 158,367 109,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 24,649: -1,432 6,542 -119 18,343 15,831 16,792 22,254: 7,857 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 32.6 4.1 71.4 53.9 86.3 90.5: 13.7 9.5
Old : 100.0: 10.8 32.6 4.1 71.4 53.9 86.3 90.5: 13.7 9.5
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 : 129: 11 18 16 81 72 103 97:
Old : 129: 11 18 16 81 72 103 97:
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 : 25.5 32.3 37.5 46.5 20.9 31.3 31.2 45.0
Old : 25.5 32.3 37.5 46.5 20.9 31.3 31.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, May 26, 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 : 448,878: 79,530 80,402 59,481 258,434 278,964 397,445 418,847: 51,433 30,031
Old : 233,314: 62,171 84,262 13,465 125,829 114,410 201,465 212,137: 31,849 21,177
Other: 215,564: 39,386 18,167 23,989 132,605 164,554 195,980 206,710: 19,584 8,854
: : :
: : Changes in Commitments from: May 19, 2020 :
: 6,465: 579 9,395 -1,634 5,385 -1,887 4,330 5,874: 2,135 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 17.9 13.3 57.6 62.1 88.5 93.3: 11.5 6.7
Old : 100.0: 26.6 36.1 5.8 53.9 49.0 86.3 90.9: 13.7 9.1
Other: 100.0: 18.3 8.4 11.1 61.5 76.3 90.9 95.9: 9.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 81 56 70 103 86 218 189:
Old : 261: 77 55 44 90 73 184 158:
Other: 198: 58 39 38 81 59 162 114:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 29.1 22.7 37.1 11.7 24.5 17.3 31.0
Old : 17.2 21.0 24.3 29.9 16.4 18.8 23.2 27.1
Other: 17.4 40.5 28.3 54.0 15.8 33.6 25.5 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 26, 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 : 11,806: 4,000 888 625 4,710 9,130 9,335 10,643: 2,471 1,163
Old : 6,656: 3,641 1,476 0 1,348 4,547 4,989 6,023: 1,667 633
Other: 5,150: 984 37 0 3,362 4,583 4,346 4,620: 804 530
: : :
: : Changes in Commitments from: May 19, 2020 :
: 50: -29 -63 -4 -206 149 -239 82: 289 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.5 5.3 39.9 77.3 79.1 90.1: 20.9 9.9
Old : 100.0: 54.7 22.2 0.0 20.3 68.3 75.0 90.5: 25.0 9.5
Other: 100.0: 19.1 0.7 0.0 65.3 89.0 84.4 89.7: 15.6 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 5 7 16 17 41 27:
Old : 45: 19 9 0 6 12 25 21:
Other: 33: 10 2 0 13 12 23 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 : 38.1 47.8 49.5 68.1 34.7 47.5 44.6 67.8
Old : 35.4 44.1 48.8 72.1 35.4 44.1 48.8 70.9
Other: 59.7 74.0 72.3 85.2 59.7 73.3 72.3 84.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 26, 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 : 2,389,227: 481,085 670,322 139,000 1,561,818 1,415,295 2,181,903 2,224,617: 207,324 164,610
Old : 2,389,227: 481,085 670,322 139,000 1,561,818 1,415,295 2,181,903 2,224,617: 207,324 164,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -34,211: -90,908 -172,505 56,824 -35,823 13,431 -69,907 -102,250: 35,696 68,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 28.1 5.8 65.4 59.2 91.3 93.1: 8.7 6.9
Old : 100.0: 20.1 28.1 5.8 65.4 59.2 91.3 93.1: 8.7 6.9
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 : 304: 61 36 39 170 134 251 189:
Old : 304: 61 36 39 170 134 251 189:
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 : 16.9 30.6 26.6 43.1 16.7 24.8 23.5 35.2
Old : 16.9 30.6 26.6 43.1 16.7 24.8 23.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, May 26, 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 : 3,628,936: 658,626 696,682 256,535 2,247,440 2,254,234 3,162,601 3,207,451: 466,335 421,485
Old : 3,628,936: 658,626 696,682 256,535 2,247,440 2,254,234 3,162,601 3,207,451: 466,335 421,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 132,976: 4,822 -50,254 86,247 -20,311 39,855 70,758 75,848: 62,218 57,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.2 7.1 61.9 62.1 87.1 88.4: 12.9 11.6
Old : 100.0: 18.1 19.2 7.1 61.9 62.1 87.1 88.4: 12.9 11.6
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 : 339: 70 51 55 171 163 269 242:
Old : 339: 70 51 55 171 163 269 242:
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 : 20.4 21.2 28.1 32.8 14.6 15.9 21.3 24.1
Old : 20.4 21.2 28.1 32.8 14.6 15.9 21.3 24.1
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 26, 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 : 1,006,571: 108,879 162,703 28,909 746,605 617,433 884,393 809,045: 122,178 197,526
Old : 1,006,571: 108,879 162,703 28,909 746,605 617,433 884,393 809,045: 122,178 197,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 50,526: 15,481 14,221 10,582 2,916 598 28,979 25,401: 21,547 25,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 16.2 2.9 74.2 61.3 87.9 80.4: 12.1 19.6
Old : 100.0: 10.8 16.2 2.9 74.2 61.3 87.9 80.4: 12.1 19.6
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 : 114: 14 11 9 69 75 86 92:
Old : 114: 14 11 9 69 75 86 92:
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 : 33.6 23.7 46.4 32.7 32.7 22.7 43.5 30.6
Old : 33.6 23.7 46.4 32.7 32.7 22.7 43.5 30.6
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 26, 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 : 3,955,287: 384,854 540,521 482,248 2,739,359 2,586,363 3,606,461 3,609,132: 348,826 346,155
Old : 3,955,287: 384,854 540,521 482,248 2,739,359 2,586,363 3,606,461 3,609,132: 348,826 346,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 358,063: -15,938 -100,894 257,241 74,014 147,150 315,317 303,497: 42,746 54,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.7 12.2 69.3 65.4 91.2 91.2: 8.8 8.8
Old : 100.0: 9.7 13.7 12.2 69.3 65.4 91.2 91.2: 8.8 8.8
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 : 296: 59 35 42 142 162 222 218:
Old : 296: 59 35 42 142 162 222 218:
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 : 29.4 21.4 43.8 35.5 25.3 16.8 33.5 26.4
Old : 29.4 21.4 43.8 35.5 25.3 16.8 33.5 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, May 26, 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 : 1,821,336: 696,804 207,792 341,779 754,112 1,247,456 1,792,695 1,797,027: 28,641 24,309
Old : 1,821,336: 696,804 207,792 341,779 754,112 1,247,456 1,792,695 1,797,027: 28,641 24,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 34,978: 1,765 -86,011 32,883 -3,508 89,720 31,140 36,592: 3,838 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 11.4 18.8 41.4 68.5 98.4 98.7: 1.6 1.3
Old : 100.0: 38.3 11.4 18.8 41.4 68.5 98.4 98.7: 1.6 1.3
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 : 121: 26 23 35 61 67 105 107:
Old : 121: 26 23 35 61 67 105 107:
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 : 39.4 34.6 51.0 49.8 34.3 24.7 39.7 35.1
Old : 39.4 34.6 51.0 49.8 34.3 24.7 39.7 35.1
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 - Futures Only, May 26, 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 : 38,789: 6,225 13,418 1,178 25,531 14,743 32,934 29,339: 5,855 9,451
Old : 38,789: 6,225 13,418 1,178 25,531 14,743 32,934 29,339: 5,855 9,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,948: 754 24 503 598 1,242 1,854 1,768: 94 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 34.6 3.0 65.8 38.0 84.9 75.6: 15.1 24.4
Old : 100.0: 16.0 34.6 3.0 65.8 38.0 84.9 75.6: 15.1 24.4
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 : 92: 19 23 9 37 26 61 53:
Old : 92: 19 23 9 37 26 61 53:
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 : 29.0 39.8 38.8 50.3 28.3 38.3 37.9 48.8
Old : 29.0 39.8 38.8 50.3 28.3 38.3 37.9 48.8
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 - Futures Only, May 26, 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 : 77,578: 12,450 26,835 2,356 51,062 29,486 65,868 58,677: 11,710 18,901
Old : 77,578: 12,450 26,835 2,356 51,062 29,486 65,868 58,677: 11,710 18,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 3,895: 1,508 48 1,005 1,195 2,483 3,708 3,536: 187 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 34.6 3.0 65.8 38.0 84.9 75.6: 15.1 24.4
Old : 100.0: 16.0 34.6 3.0 65.8 38.0 84.9 75.6: 15.1 24.4
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 : 92: 19 23 9 37 26 61 53:
Old : 92: 19 23 9 37 26 61 53:
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 : 29.0 39.8 38.8 50.3 28.3 38.3 37.9 48.8
Old : 29.0 39.8 38.8 50.3 28.3 38.3 37.9 48.8
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 - Futures Only, May 26, 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 : 61,419: 3,710 691 0 55,378 60,149 59,088 60,840: 2,331 579
Old : 61,419: 3,710 691 0 55,378 60,149 59,088 60,840: 2,331 579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -941: 56 -659 0 -997 -1 -941 -660: 0 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.1 0.0 90.2 97.9 96.2 99.1: 3.8 0.9
Old : 100.0: 6.0 1.1 0.0 90.2 97.9 96.2 99.1: 3.8 0.9
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 : 28: 3 2 0 15 11 18 13:
Old : 28: 3 2 0 15 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 85.5 86.5 96.8 71.9 80.3 82.5 91.6
Old : 73.2 85.5 86.5 96.8 71.9 80.3 82.5 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, May 26, 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 : 20,397: 12,437 19,003 489 7,249 877 20,175 20,369: 222 28
Old : 20,397: 12,437 19,003 489 7,249 877 20,175 20,369: 222 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 119: 17 648 9 130 -503 156 154: -37 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 93.2 2.4 35.5 4.3 98.9 99.9: 1.1 0.1
Old : 100.0: 61.0 93.2 2.4 35.5 4.3 98.9 99.9: 1.1 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 : 36: 13 18 3 4 3 20 21:
Old : 36: 13 18 3 4 3 20 21:
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 : 68.3 52.5 91.1 76.4 67.6 52.5 88.7 76.1
Old : 68.3 52.5 91.1 76.4 67.6 52.5 88.7 76.1
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 - Futures Only, May 26, 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 : 81,498: 4,782 13,616 52,116 24,578 15,399 81,476 81,131: 22 367
Old : 81,498: 4,782 13,616 52,116 24,578 15,399 81,476 81,131: 22 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 7,300: 414 5,374 875 6,025 1,083 7,314 7,332: -14 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 16.7 63.9 30.2 18.9 100.0 99.5: 0.0 0.5
Old : 100.0: 5.9 16.7 63.9 30.2 18.9 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 6 2 4 8 11 14:
Old : 22: 5 6 2 4 8 11 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 : 97.9 92.5 99.9 97.8 35.3 28.5 36.0 33.8
Old : 97.9 92.5 99.9 97.8 35.3 28.5 36.0 33.8
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 - Futures Only, May 26, 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 : 43,290: 16,092 16,092 27,198 0 0 43,290 43,290: 0 0
Old : 43,290: 16,092 16,092 27,198 0 0 43,290 43,290: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 572: 1,110 1,110 -528 0 0 582 582: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 37.2 62.8 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 37.2 37.2 62.8 0.0 0.0 100.0 100.0: 0.0 0.0
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 : 21: 10 10 5 0 0 13 13:
Old : 21: 10 10 5 0 0 13 13:
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 : 83.7 86.6 96.3 97.1 27.4 31.2 36.3 36.8
Old : 83.7 86.6 96.3 97.1 27.4 31.2 36.3 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020