WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, September 29, 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 : 381,100: 122,139 95,781 91,096 141,061 151,714 354,296 338,591: 26,804 42,509 Old : 304,799: 104,474 91,916 58,348 120,505 122,413 283,327 272,677: 21,472 32,122 Other: 76,301: 32,556 18,756 17,857 20,556 29,301 70,969 65,914: 5,332 10,387 : : : : : Changes in Commitments from: September 22, 2020 : : -9,892: -5,694 -5,831 -3,917 27 -1,275 -9,584 -11,023: -308 1,131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 25.1 23.9 37.0 39.8 93.0 88.8: 7.0 11.2 Old : 100.0: 34.3 30.2 19.1 39.5 40.2 93.0 89.5: 7.0 10.5 Other: 100.0: 42.7 24.6 23.4 26.9 38.4 93.0 86.4: 7.0 13.6 : : : :# Traders : Number of Traders in Each Category : All : 344: 95 105 91 63 116 213 266: Old : 334: 88 109 79 55 112 192 255: Other: 167: 39 33 21 39 73 90 119: :---------------------------------------------------------------------------------------------------- : 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 11.8 27.8 20.0 12.9 8.7 23.3 15.3 Old : 17.1 10.2 29.7 18.5 15.1 9.3 26.4 16.3 Other: 31.6 36.5 45.3 49.4 19.0 22.8 31.2 31.5 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F Commitments of Traders - Futures Only, September 29, 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 : 23,816: 14,061 204 745 8,458 21,999 23,264 22,948: 552 868 Old : 23,666: 14,051 294 655 8,458 21,849 23,164 22,798: 502 868 Other: 150: 100 0 0 0 150 100 150: 50 0 : : : : : Changes in Commitments from: September 22, 2020 : : 145: -799 -211 190 563 211 -46 190: 191 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 0.9 3.1 35.5 92.4 97.7 96.4: 2.3 3.6 Old : 100.0: 59.4 1.2 2.8 35.7 92.3 97.9 96.3: 2.1 3.7 Other: 100.0: 66.7 0.0 0.0 0.0 100.0 66.7 100.0: 33.3 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 7 2 4 12 26 21 30: Old : 35: 6 3 2 12 26 19 30: Other: 4: 2 0 0 0 2 2 2: :---------------------------------------------------------------------------------------------------- : 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 : 77.7 34.3 88.9 53.4 75.5 32.9 80.9 51.0 Old : 78.2 34.5 89.4 53.6 75.9 33.0 81.8 51.1 Other: 66.7 100.0 66.7 100.0 66.7 100.0 66.7 100.0 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders - Futures Only, September 29, 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 : 222,930: 71,180 51,890 39,914 93,288 110,755 204,382 202,559: 18,548 20,371 Old : 197,751: 74,645 54,044 25,834 81,627 101,748 182,106 181,626: 15,645 16,125 Other: 25,179: 7,519 8,830 3,096 11,661 9,007 22,276 20,933: 2,903 4,246 : : : : : Changes in Commitments from: September 22, 2020 : : -5,139: -1,340 2,491 -4,775 860 -4,215 -5,255 -6,499: 116 1,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 23.3 17.9 41.8 49.7 91.7 90.9: 8.3 9.1 Old : 100.0: 37.7 27.3 13.1 41.3 51.5 92.1 91.8: 7.9 8.2 Other: 100.0: 29.9 35.1 12.3 46.3 35.8 88.5 83.1: 11.5 16.9 : : : :# Traders : Number of Traders in Each Category : All : 243: 69 57 50 71 84 167 169: Old : 240: 71 55 44 66 79 158 160: Other: 115: 16 24 13 30 52 58 80: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.7 21.2 26.7 30.9 14.7 18.0 24.7 26.5 Old : 17.6 23.0 29.3 33.5 16.3 20.8 27.2 29.8 Other: 28.6 33.5 46.1 51.2 28.6 29.5 45.3 43.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, September 29, 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 : 1,513,913: 366,899 185,007 288,521 728,138 847,310 1,383,558 1,320,838: 130,355 193,075 Old : 1,344,065: 359,435 212,743 218,397 652,104 739,162 1,229,936 1,170,302: 114,129 173,763 Other: 169,848: 73,103 37,903 4,485 76,034 108,148 153,622 150,536: 16,226 19,312 : : : : : Changes in Commitments from: September 22, 2020 : : 11,538: 5,385 -19,613 8,054 1,460 26,461 14,899 14,902: -3,361 -3,364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 12.2 19.1 48.1 56.0 91.4 87.2: 8.6 12.8 Old : 100.0: 26.7 15.8 16.2 48.5 55.0 91.5 87.1: 8.5 12.9 Other: 100.0: 43.0 22.3 2.6 44.8 63.7 90.4 88.6: 9.6 11.4 : : : :# Traders : Number of Traders in Each Category : All : 735: 160 132 142 262 338 510 540: Old : 731: 160 137 130 249 330 486 530: Other: 373: 44 51 20 77 218 135 278: :---------------------------------------------------------------------------------------------------- : 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 11.4 19.6 19.2 9.5 7.4 15.7 13.1 Old : 12.5 11.2 20.7 19.6 9.8 7.7 16.9 13.9 Other: 28.8 25.1 42.8 37.7 27.9 24.1 41.9 36.7 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, September 29, 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 : 5,381: 1,920 15 101 1,431 4,563 3,452 4,679: 1,929 702 Old : 5,377: 1,920 15 101 1,430 4,563 3,451 4,679: 1,926 698 Other: 4: 0 0 0 1 0 1 0: 3 4 : : : : : Changes in Commitments from: September 22, 2020 : : -61: 56 6 -47 190 -116 199 -157: -260 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 0.3 1.9 26.6 84.8 64.2 87.0: 35.8 13.0 Old : 100.0: 35.7 0.3 1.9 26.6 84.9 64.2 87.0: 35.8 13.0 Other: 100.0: 0.0 0.0 0.0 25.0 0.0 25.0 0.0: 75.0 100.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 13 1 1 8 9 22 10: Old : 27: 13 1 1 8 9 22 10: Other: 1: 0 0 0 1 0 1 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 : 24.1 69.3 39.7 84.4 24.0 63.6 38.0 76.9 Old : 24.1 69.3 39.7 84.5 24.0 63.7 38.0 76.9 Other: 25.0 0.0 25.0 0.0 25.0 0.0 25.0 0.0 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, September 29, 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 : 984,246: 298,448 58,576 183,763 439,913 658,356 922,124 900,695: 62,122 83,551 Old : 905,197: 284,290 68,157 155,461 411,732 605,415 851,483 829,033: 53,714 76,164 Other: 79,049: 25,983 2,244 16,477 28,181 52,941 70,641 71,662: 8,408 7,387 : : : : : Changes in Commitments from: September 22, 2020 : : 9,441: 13,645 -7,661 -2,210 855 17,561 12,290 7,690: -2,849 1,751 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 6.0 18.7 44.7 66.9 93.7 91.5: 6.3 8.5 Old : 100.0: 31.4 7.5 17.2 45.5 66.9 94.1 91.6: 5.9 8.4 Other: 100.0: 32.9 2.8 20.8 35.7 67.0 89.4 90.7: 10.6 9.3 : : : :# Traders : Number of Traders in Each Category : All : 627: 209 97 154 197 257 478 459: Old : 622: 199 105 146 189 255 462 452: Other: 286: 51 36 28 54 161 122 214: :---------------------------------------------------------------------------------------------------- : 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 : 11.7 17.7 19.4 28.8 9.3 17.0 15.1 25.5 Old : 11.9 18.1 19.5 29.1 9.9 17.5 16.0 25.6 Other: 23.6 25.3 39.1 40.9 18.7 24.4 29.0 36.8 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, September 29, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 1,000 Bushels) : : : : All : 24,788: 21,895 1,498 142 18 6,680 22,055 8,320: 2,733 16,468 Old : 22,903: 20,699 1,488 91 18 5,715 20,808 7,294: 2,095 15,609 Other: 1,885: 1,196 10 51 0 965 1,247 1,026: 638 859 : : : : : Changes in Commitments from: September 22, 2020 : : 521: 1,102 -483 29 16 -312 1,147 -766: -626 1,287 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 6.0 0.6 0.1 26.9 89.0 33.6: 11.0 66.4 Old : 100.0: 90.4 6.5 0.4 0.1 25.0 90.9 31.8: 9.1 68.2 Other: 100.0: 63.4 0.5 2.7 0.0 51.2 66.2 54.4: 33.8 45.6 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 6 4 4 15 10 24: Old : 26: 5 6 4 4 15 10 24: Other: 17: 3 3 1 0 11 3 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 : 86.5 16.4 89.0 22.1 86.0 16.3 88.3 22.1 Old : 89.9 13.9 90.8 20.0 89.5 13.8 90.4 20.0 Other: 66.2 51.7 66.2 53.4 63.4 49.7 63.4 51.0 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, September 29, 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 : 470,634: 142,134 17,965 88,072 200,655 339,306 430,861 445,343: 39,773 25,291 Old : 442,855: 143,437 25,047 72,067 191,215 322,353 406,719 419,467: 36,136 23,388 Other: 27,779: 9,147 3,368 5,555 9,440 16,953 24,142 25,876: 3,637 1,903 : : : : : Changes in Commitments from: September 22, 2020 : : -10,873: -4,416 -1,513 3,983 -4,515 -12,078 -4,948 -9,608: -5,925 -1,265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 3.8 18.7 42.6 72.1 91.5 94.6: 8.5 5.4 Old : 100.0: 32.4 5.7 16.3 43.2 72.8 91.8 94.7: 8.2 5.3 Other: 100.0: 32.9 12.1 20.0 34.0 61.0 86.9 93.1: 13.1 6.9 : : : :# Traders : Number of Traders in Each Category : All : 296: 121 39 93 86 84 247 191: Old : 296: 121 46 88 85 84 244 188: Other: 68: 19 13 15 30 13 57 33: :---------------------------------------------------------------------------------------------------- : 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 31.3 19.2 42.5 9.8 29.0 15.5 37.7 Old : 12.1 30.6 19.3 42.3 10.1 28.5 16.2 37.4 Other: 34.0 51.6 50.9 71.5 31.2 43.9 45.0 58.5 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, September 29, 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 : 1,186,419: 108,315 317,078 31,036 873,537 702,098 1,012,888 1,050,212: 173,531 136,207 Old : 1,186,419: 108,315 317,078 31,036 873,537 702,098 1,012,888 1,050,212: 173,531 136,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 2,131: -17,783 33,898 -2,570 9,513 -30,645 -10,840 683: 12,971 1,448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 26.7 2.6 73.6 59.2 85.4 88.5: 14.6 11.5 Old : 100.0: 9.1 26.7 2.6 73.6 59.2 85.4 88.5: 14.6 11.5 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 : 177: 29 28 16 80 87 116 124: Old : 177: 29 28 16 80 87 116 124: 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 : 27.9 27.8 38.6 42.9 22.6 27.1 31.8 40.7 Old : 27.9 27.8 38.6 42.9 22.6 27.1 31.8 40.7 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, September 29, 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 : 992,117: 52,200 341,371 2,581 781,057 531,219 835,838 875,171: 156,279 116,946 Old : 992,117: 52,200 341,371 2,581 781,057 531,219 835,838 875,171: 156,279 116,946 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 11: -877 6,068 -4,307 1,492 -753 -3,692 1,008: 3,703 -997 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 34.4 0.3 78.7 53.5 84.2 88.2: 15.8 11.8 Old : 100.0: 5.3 34.4 0.3 78.7 53.5 84.2 88.2: 15.8 11.8 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 : 132: 12 17 9 75 78 90 101: Old : 132: 12 17 9 75 78 90 101: 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 : 24.2 30.4 37.7 45.7 18.8 28.9 29.7 42.3 Old : 24.2 30.4 37.7 45.7 18.8 28.9 29.7 42.3 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, September 29, 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 : 438,397: 114,593 19,195 72,236 204,833 319,685 391,662 411,116: 46,735 27,281 Old : 412,597: 115,559 18,830 65,518 187,450 301,746 368,527 386,094: 44,070 26,503 Other: 25,800: 3,318 4,649 2,434 17,383 17,939 23,135 25,022: 2,665 778 : : : : : Changes in Commitments from: September 22, 2020 : : -27,824: 758 -3,039 -11,441 -19,068 -16,689 -29,751 -31,169: 1,927 3,345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 4.4 16.5 46.7 72.9 89.3 93.8: 10.7 6.2 Old : 100.0: 28.0 4.6 15.9 45.4 73.1 89.3 93.6: 10.7 6.4 Other: 100.0: 12.9 18.0 9.4 67.4 69.5 89.7 97.0: 10.3 3.0 : : : :# Traders : Number of Traders in Each Category : All : 272: 103 39 68 89 88 222 172: Old : 271: 104 40 67 87 87 220 170: Other: 70: 17 10 8 33 18 56 30: :---------------------------------------------------------------------------------------------------- : 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 32.4 18.4 42.8 11.3 30.1 16.9 39.9 Old : 11.5 32.0 18.0 42.4 10.8 30.8 16.4 40.6 Other: 45.5 48.3 62.8 75.0 37.9 46.2 53.6 68.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, September 29, 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 : 9,675: 3,595 669 15 4,449 8,304 8,059 8,988: 1,616 687 Old : 9,662: 3,595 669 15 4,449 8,297 8,059 8,981: 1,603 681 Other: 13: 0 0 0 0 7 0 7: 13 6 : : : : : Changes in Commitments from: September 22, 2020 : : 119: 231 32 0 -154 -19 77 13: 42 106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 6.9 0.2 46.0 85.8 83.3 92.9: 16.7 7.1 Old : 100.0: 37.2 6.9 0.2 46.0 85.9 83.4 93.0: 16.6 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 53.8 0.0 53.8: 100.0 46.2 : : : :# Traders : Number of Traders in Each Category : All : 43: 17 3 1 13 14 31 17: Old : 43: 17 3 1 13 14 31 17: Other: 1: 0 0 0 0 1 0 1: :---------------------------------------------------------------------------------------------------- : 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 61.7 55.4 85.4 42.6 60.8 55.4 84.5 Old : 42.6 61.7 55.5 85.5 42.6 60.8 55.5 84.6 Other: 0.0 53.8 0.0 53.8 0.0 53.8 0.0 53.8 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, September 29, 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 : 2,017,184: 453,166 658,981 40,101 1,361,585 1,229,861 1,854,852 1,928,943: 162,332 88,241 Old : 2,017,184: 453,166 658,981 40,101 1,361,585 1,229,861 1,854,852 1,928,943: 162,332 88,241 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : -7,314: -3,432 -56,374 -4,812 5,211 56,870 -3,033 -4,316: -4,281 -2,998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 32.7 2.0 67.5 61.0 92.0 95.6: 8.0 4.4 Old : 100.0: 22.5 32.7 2.0 67.5 61.0 92.0 95.6: 8.0 4.4 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 : 293: 66 30 22 150 126 227 167: Old : 293: 66 30 22 150 126 227 167: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.0 31.7 24.7 46.7 13.8 27.6 22.1 40.4 Old : 15.0 31.7 24.7 46.7 13.8 27.6 22.1 40.4 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, September 29, 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 : 3,287,420: 668,338 539,762 62,988 2,161,632 2,345,895 2,892,958 2,948,645: 394,462 338,775 Old : 3,287,420: 668,338 539,762 62,988 2,161,632 2,345,895 2,892,958 2,948,645: 394,462 338,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 25,024: 28,653 -17,743 -10,405 8,634 52,303 26,882 24,155: -1,858 869 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 16.4 1.9 65.8 71.4 88.0 89.7: 12.0 10.3 Old : 100.0: 20.3 16.4 1.9 65.8 71.4 88.0 89.7: 12.0 10.3 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 : 374: 71 66 37 168 172 255 259: Old : 374: 71 66 37 168 172 255 259: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.9 26.0 24.5 36.4 10.7 17.0 18.3 27.1 Old : 15.9 26.0 24.5 36.4 10.7 17.0 18.3 27.1 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, September 29, 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 : 900,709: 168,252 43,350 17,969 589,225 647,471 775,446 708,790: 125,263 191,919 Old : 900,709: 168,252 43,350 17,969 589,225 647,471 775,446 708,790: 125,263 191,919 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 9,965: -20,051 -14,595 7,261 20,652 16,273 7,862 8,939: 2,103 1,026 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 4.8 2.0 65.4 71.9 86.1 78.7: 13.9 21.3 Old : 100.0: 18.7 4.8 2.0 65.4 71.9 86.1 78.7: 13.9 21.3 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 : 105: 12 9 9 68 62 84 76: Old : 105: 12 9 9 68 62 84 76: 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 26.0 40.8 34.8 27.1 25.0 39.2 33.0 Old : 27.3 26.0 40.8 34.8 27.1 25.0 39.2 33.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders - Futures Only, September 29, 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 : 3,287,173: 491,655 759,420 88,118 2,375,914 2,144,337 2,955,687 2,991,875: 331,486 295,298 Old : 3,287,173: 491,655 759,420 88,118 2,375,914 2,144,337 2,955,687 2,991,875: 331,486 295,298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : -9,942: 7,065 47,406 -38,040 31,792 -36,780 817 -27,414: -10,759 17,472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 23.1 2.7 72.3 65.2 89.9 91.0: 10.1 9.0 Old : 100.0: 15.0 23.1 2.7 72.3 65.2 89.9 91.0: 10.1 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 300: 60 36 29 144 150 217 202: Old : 300: 60 36 29 144 150 217 202: 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 : 27.4 19.4 37.2 36.2 23.8 19.3 31.1 34.7 Old : 27.4 19.4 37.2 36.2 23.8 19.3 31.1 34.7 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, September 29, 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 : 1,499,331: 506,062 308,638 225,152 737,496 932,943 1,468,710 1,466,733: 30,621 32,598 Old : 1,499,331: 506,062 308,638 225,152 737,496 932,943 1,468,710 1,466,733: 30,621 32,598 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 43,587: 4,426 3,039 14,174 26,430 28,865 45,030 46,078: -1,443 -2,491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 20.6 15.0 49.2 62.2 98.0 97.8: 2.0 2.2 Old : 100.0: 33.8 20.6 15.0 49.2 62.2 98.0 97.8: 2.0 2.2 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 : 101: 23 14 23 55 58 86 87: Old : 101: 23 14 23 55 58 86 87: 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 : 38.5 32.7 51.9 49.4 33.5 29.0 41.3 42.3 Old : 38.5 32.7 51.9 49.4 33.5 29.0 41.3 42.3 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, September 29, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($10 X DJIA INDEX) : : : : All : 37,025: 11,795 17,370 592 17,123 13,601 29,510 31,563: 7,515 5,462 Old : 37,025: 11,795 17,370 592 17,123 13,601 29,510 31,563: 7,515 5,462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 2,139: 3,115 24 121 -846 2,571 2,390 2,715: -251 -577 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 46.9 1.6 46.2 36.7 79.7 85.2: 20.3 14.8 Old : 100.0: 31.9 46.9 1.6 46.2 36.7 79.7 85.2: 20.3 14.8 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 : 79: 24 16 10 25 19 52 42: Old : 79: 24 16 10 25 19 52 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 54.7 46.4 63.8 34.8 52.8 46.0 61.9 Old : 35.0 54.7 46.4 63.8 34.8 52.8 46.0 61.9 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, September 29, 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 : 74,049: 23,590 34,739 1,184 34,245 27,202 59,019 63,125: 15,030 10,924 Old : 74,049: 23,590 34,739 1,184 34,245 27,202 59,019 63,125: 15,030 10,924 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 4,277: 6,230 48 241 -1,692 5,141 4,779 5,430: -502 -1,153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 46.9 1.6 46.2 36.7 79.7 85.2: 20.3 14.8 Old : 100.0: 31.9 46.9 1.6 46.2 36.7 79.7 85.2: 20.3 14.8 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 : 79: 24 16 10 25 19 52 42: Old : 79: 24 16 10 25 19 52 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.0 54.7 46.4 63.8 34.8 52.8 46.0 61.9 Old : 35.0 54.7 46.4 63.8 34.8 52.8 46.0 61.9 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, September 29, 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 : 35,549: 3,840 2,278 0 29,603 32,631 33,443 34,909: 2,106 640 Old : 35,549: 3,840 2,278 0 29,603 32,631 33,443 34,909: 2,106 640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 1,487: -172 334 0 1,698 913 1,526 1,247: -39 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 6.4 0.0 83.3 91.8 94.1 98.2: 5.9 1.8 Old : 100.0: 10.8 6.4 0.0 83.3 91.8 94.1 98.2: 5.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 3 0 16 11 19 14: Old : 28: 3 3 0 16 11 19 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 : 50.2 65.4 74.5 90.8 41.7 58.4 64.4 79.4 Old : 50.2 65.4 74.5 90.8 41.7 58.4 64.4 79.4 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, September 29, 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 : 20,432: 16,272 18,226 62 3,878 2,133 20,212 20,421: 220 11 Old : 20,432: 16,272 18,226 62 3,878 2,133 20,212 20,421: 220 11 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : -758: -704 -1,834 24 -104 1,060 -784 -750: 26 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.6 89.2 0.3 19.0 10.4 98.9 99.9: 1.1 0.1 Old : 100.0: 79.6 89.2 0.3 19.0 10.4 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: 21 11 2 3 2 25 14: Old : 36: 21 11 2 3 2 25 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 : 72.5 72.7 89.2 91.5 72.5 72.7 87.0 89.3 Old : 72.5 72.7 89.2 91.5 72.5 72.7 87.0 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 Commitments of Traders - Futures Only, September 29, 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 : 122,350: 12,467 11,717 56,575 53,281 53,790 122,323 122,082: 27 268 Old : 122,350: 12,467 11,717 56,575 53,281 53,790 122,323 122,082: 27 268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2020 : : 10,295: 0 -8,818 9,705 580 9,408 10,285 10,295: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 9.6 46.2 43.5 44.0 100.0 99.8: 0.0 0.2 Old : 100.0: 10.2 9.6 46.2 43.5 44.0 100.0 99.8: 0.0 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 : 23: 6 5 1 3 10 10 15: Old : 23: 6 5 1 3 10 10 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 : 92.7 93.9 99.1 98.2 48.6 47.6 53.7 52.0 Old : 92.7 93.9 99.1 98.2 48.6 47.6 53.7 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020