WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 504,578: 96,082 109,624 171,120 208,755 179,730 475,958 460,475: 28,620 44,103 Old : 489,705: 95,659 111,679 164,601 203,963 173,087 464,223 449,366: 25,483 40,339 Other: 14,872: 3,995 1,518 2,947 4,793 6,644 11,735 11,109: 3,137 3,764 : : : : : Changes in Commitments from: May 19, 2020 : : 65: 5,516 -5,093 -2,874 -1,320 8,279 1,323 312: -1,257 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 21.7 33.9 41.4 35.6 94.3 91.3: 5.7 8.7 Old : 100.0: 19.5 22.8 33.6 41.7 35.3 94.8 91.8: 5.2 8.2 Other: 100.0: 26.9 10.2 19.8 32.2 44.7 78.9 74.7: 21.1 25.3 : : : :# Traders : Number of Traders in Each Category : All : 351: 112 101 123 87 110 268 277: Old : 349: 112 103 121 87 110 265 276: Other: 94: 20 19 16 24 39 55 66: :---------------------------------------------------------------------------------------------------- : 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 : 13.2 11.3 21.5 19.1 10.5 6.8 16.4 11.8 Old : 13.5 11.5 21.8 19.5 10.6 7.2 16.6 12.4 Other: 30.7 37.3 48.0 49.6 23.8 30.6 37.7 38.2 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 26,913: 15,510 404 1,266 9,858 24,654 26,634 26,323: 279 590 Old : 26,913: 15,510 404 1,266 9,858 24,654 26,634 26,323: 279 590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 305: -207 187 300 325 -7 417 480: -112 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.6 1.5 4.7 36.6 91.6 99.0 97.8: 1.0 2.2 Old : 100.0: 57.6 1.5 4.7 36.6 91.6 99.0 97.8: 1.0 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 : 31: 6 2 3 15 22 22 26: Old : 31: 6 2 3 15 22 22 26: 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 : 69.0 45.2 84.5 64.5 63.7 36.9 67.1 53.5 Old : 69.0 45.2 84.5 64.5 63.7 36.9 67.1 53.5 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 with Delta-adjusted Options and Futures Combined, 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 : 251,063: 42,374 71,014 65,503 121,407 94,086 229,283 230,603: 21,780 20,460 Old : 248,645: 42,753 71,128 64,696 119,968 93,169 227,417 228,994: 21,228 19,651 Other: 2,418: 176 441 252 1,439 916 1,867 1,609: 552 809 : : : : : Changes in Commitments from: May 19, 2020 : : 5,794: 2,292 11,261 -1,175 4,656 -3,088 5,772 6,997: 22 -1,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 28.3 26.1 48.4 37.5 91.3 91.9: 8.7 8.1 Old : 100.0: 17.2 28.6 26.0 48.2 37.5 91.5 92.1: 8.5 7.9 Other: 100.0: 7.3 18.2 10.4 59.5 37.9 77.2 66.5: 22.8 33.5 : : : :# Traders : Number of Traders in Each Category : All : 234: 58 64 64 84 77 178 174: Old : 234: 58 66 63 83 77 176 174: Other: 53: 10 6 8 12 28 26 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 : 15.3 19.6 24.9 29.0 12.3 16.8 20.0 23.6 Old : 15.4 19.8 25.0 29.3 12.5 17.1 20.0 23.9 Other: 52.0 37.8 62.3 51.6 48.6 32.9 56.7 44.3 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,840,617: 198,809 440,520 508,500 898,300 691,339 1,605,608 1,640,360: 235,008 200,257 Old : 1,076,927: 202,699 392,253 231,342 496,863 361,758 930,905 985,354: 146,022 91,574 Other: 763,689: 125,585 177,743 147,682 401,436 329,581 674,703 655,006: 88,986 108,683 : : : : : Changes in Commitments from: May 19, 2020 : : 5,666: 1,688 28,824 -11,004 7,556 -9,803 -1,761 8,017: 7,426 -2,351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 23.9 27.6 48.8 37.6 87.2 89.1: 12.8 10.9 Old : 100.0: 18.8 36.4 21.5 46.1 33.6 86.4 91.5: 13.6 8.5 Other: 100.0: 16.4 23.3 19.3 52.6 43.2 88.3 85.8: 11.7 14.2 : : : :# Traders : Number of Traders in Each Category : All : 774: 157 166 196 376 336 643 606: Old : 711: 142 158 136 339 281 549 508: Other: 595: 110 113 103 260 284 426 447: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 8.5 8.5 14.2 14.9 6.4 6.6 10.9 11.5 Old : 10.6 10.5 17.8 17.8 9.4 8.5 15.4 14.3 Other: 12.0 12.6 19.2 20.2 9.3 10.5 14.6 17.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 5,425: 1,851 23 286 1,128 3,378 3,266 3,687: 2,159 1,738 Old : 5,425: 1,851 23 286 1,128 3,378 3,266 3,687: 2,159 1,738 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 555: 335 9 26 8 259 369 294: 187 261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 0.4 5.3 20.8 62.3 60.2 68.0: 39.8 32.0 Old : 100.0: 34.1 0.4 5.3 20.8 62.3 60.2 68.0: 39.8 32.0 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 : 28: 12 1 2 6 13 19 15: Old : 28: 12 1 2 6 13 19 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 : 25.6 36.1 42.0 52.5 21.8 36.1 32.6 48.2 Old : 25.6 36.1 42.0 52.5 21.8 36.1 32.6 48.2 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 with Delta-adjusted Options and Futures Combined, 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 : 1,042,699: 130,054 100,196 319,498 512,878 561,903 962,430 981,597: 80,269 61,101 Old : 434,526: 99,847 98,127 88,853 206,709 218,306 395,409 405,286: 39,117 29,240 Other: 608,172: 87,297 59,160 173,554 306,169 343,597 567,020 576,312: 41,152 31,861 : : : : : Changes in Commitments from: May 19, 2020 : : 3,934: -4,915 5,066 882 7,719 -2,578 3,686 3,371: 248 563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 9.6 30.6 49.2 53.9 92.3 94.1: 7.7 5.9 Old : 100.0: 23.0 22.6 20.4 47.6 50.2 91.0 93.3: 9.0 6.7 Other: 100.0: 14.4 9.7 28.5 50.3 56.5 93.2 94.8: 6.8 5.2 : : : :# Traders : Number of Traders in Each Category : All : 555: 189 103 195 215 196 490 427: Old : 491: 142 118 107 164 168 353 347: Other: 434: 140 66 135 178 171 380 324: :---------------------------------------------------------------------------------------------------- : 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 : 11.4 16.4 19.0 27.4 6.8 13.4 11.8 20.8 Old : 13.1 19.1 22.1 28.1 10.0 15.6 17.3 22.5 Other: 15.1 19.8 23.6 31.5 10.3 17.4 17.1 27.3 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 519,032: 70,978 57,591 145,330 265,952 286,850 482,259 489,771: 36,773 29,262 Old : 291,993: 78,741 73,456 57,872 137,171 141,610 273,785 272,939: 18,208 19,054 Other: 227,039: 40,544 32,443 39,149 128,780 145,239 208,474 216,832: 18,565 10,207 : : : : : Changes in Commitments from: May 19, 2020 : : 3,696: 1,728 -2,231 4,585 -2,022 1,625 4,291 3,978: -595 -283 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 11.1 28.0 51.2 55.3 92.9 94.4: 7.1 5.6 Old : 100.0: 27.0 25.2 19.8 47.0 48.5 93.8 93.5: 6.2 6.5 Other: 100.0: 17.9 14.3 17.2 56.7 64.0 91.8 95.5: 8.2 4.5 : : : :# Traders : Number of Traders in Each Category : All : 322: 82 74 106 114 98 259 241: Old : 304: 92 76 72 101 91 222 211: Other: 218: 58 46 50 81 61 169 135: :---------------------------------------------------------------------------------------------------- : 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 23.0 18.1 34.0 6.3 19.8 11.8 25.5 Old : 13.8 17.6 22.1 26.9 11.1 12.8 18.4 20.3 Other: 13.4 33.9 23.7 49.6 12.8 33.2 21.8 43.7 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,253,302: 93,863 200,055 179,219 809,501 741,048 1,082,583 1,120,322: 170,719 132,980 Old : 1,253,302: 93,863 200,055 179,219 809,501 741,048 1,082,583 1,120,322: 170,719 132,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 38,560: -7,044 2,269 51,823 -19,586 -2,318 25,193 51,773: 13,368 -13,213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 16.0 14.3 64.6 59.1 86.4 89.4: 13.6 10.6 Old : 100.0: 7.5 16.0 14.3 64.6 59.1 86.4 89.4: 13.6 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 : 166: 24 27 37 89 88 135 131: Old : 166: 24 27 37 89 88 135 131: 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 : 25.7 29.5 35.8 43.3 16.1 19.7 23.4 27.9 Old : 25.7 29.5 35.8 43.3 16.1 19.7 23.4 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,156,572: 124,840 376,797 47,296 826,059 623,149 998,196 1,047,242: 158,376 109,330 Old : 1,156,572: 124,840 376,797 47,296 826,059 623,149 998,196 1,047,242: 158,376 109,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 24,681: -1,418 6,544 -117 18,372 15,854 16,838 22,281: 7,843 2,400 : : : : : 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 with Delta-adjusted Options and Futures Combined, 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 : 495,460: 63,931 81,624 93,501 282,742 289,187 440,173 464,312: 55,287 31,148 Old : 261,134: 53,695 84,180 33,949 139,325 120,927 226,969 239,056: 34,165 22,078 Other: 234,327: 33,524 20,733 36,263 143,417 168,260 213,204 225,256: 21,122 9,071 : : : : : Changes in Commitments from: May 19, 2020 : : 5,808: 1,994 9,302 -2,332 3,962 -1,764 3,625 5,206: 2,184 603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 16.5 18.9 57.1 58.4 88.8 93.7: 11.2 6.3 Old : 100.0: 20.6 32.2 13.0 53.4 46.3 86.9 91.5: 13.1 8.5 Other: 100.0: 14.3 8.8 15.5 61.2 71.8 91.0 96.1: 9.0 3.9 : : : :# Traders : Number of Traders in Each Category : All : 286: 77 63 79 110 92 231 201: Old : 267: 76 59 57 98 85 200 178: Other: 201: 50 48 45 84 62 166 124: :---------------------------------------------------------------------------------------------------- : 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 : 14.3 26.8 22.3 35.3 10.4 22.1 15.3 27.6 Old : 16.3 19.2 23.3 27.1 13.4 16.9 19.5 24.3 Other: 17.1 37.8 27.4 51.2 15.0 30.5 23.9 41.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 13,557: 3,695 750 1,793 5,494 9,773 10,983 12,316: 2,574 1,241 Old : 7,848: 3,452 1,225 888 1,782 5,061 6,122 7,175: 1,725 673 Other: 5,709: 771 52 377 3,713 4,712 4,861 5,141: 849 568 : : : : : Changes in Commitments from: May 19, 2020 : : 69: 44 -85 -9 -281 185 -246 91: 315 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 5.5 13.2 40.5 72.1 81.0 90.8: 19.0 9.2 Old : 100.0: 44.0 15.6 11.3 22.7 64.5 78.0 91.4: 22.0 8.6 Other: 100.0: 13.5 0.9 6.6 65.0 82.5 85.1 90.0: 14.9 10.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 25 4 12 19 18 46 32: Old : 47: 22 6 8 10 13 33 26: Other: 35: 11 3 7 14 13 25 23: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 41.6 48.1 62.2 31.5 41.4 39.6 60.2 Old : 30.0 38.0 43.5 64.5 30.0 38.0 41.4 60.7 Other: 59.0 66.8 72.0 78.3 56.9 66.1 68.0 75.5 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 2,397,075: 481,246 670,261 143,476 1,564,373 1,418,207 2,189,095 2,231,944: 207,980 165,131 Old : 2,397,075: 481,246 670,261 143,476 1,564,373 1,418,207 2,189,095 2,231,944: 207,980 165,131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -132,519: -44,979 -127,181 -70,471 -52,764 -2,798 -168,213 -200,450: 35,695 67,932 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 28.0 6.0 65.3 59.2 91.3 93.1: 8.7 6.9 Old : 100.0: 20.1 28.0 6.0 65.3 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 42 171 137 253 194: Old : 304: 61 36 42 171 137 253 194: 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 30.5 26.5 43.0 16.6 24.7 23.4 35.0 Old : 16.9 30.5 26.5 43.0 16.6 24.7 23.4 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 3,934,637: 624,803 696,766 414,811 2,411,485 2,385,097 3,451,099 3,496,674: 483,539 437,963 Old : 3,934,637: 624,803 696,766 414,811 2,411,485 2,385,097 3,451,099 3,496,674: 483,539 437,963 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : -258,005: -11,691 10,546 -136,047 -167,488 -186,514 -315,226 -312,015: 57,221 54,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 17.7 10.5 61.3 60.6 87.7 88.9: 12.3 11.1 Old : 100.0: 15.9 17.7 10.5 61.3 60.6 87.7 88.9: 12.3 11.1 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 : 348: 65 61 80 190 174 299 272: Old : 348: 65 61 80 190 174 299 272: 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 : 18.8 19.8 26.6 30.8 13.5 14.6 19.6 22.0 Old : 18.8 19.8 26.6 30.8 13.5 14.6 19.6 22.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 4,075,956: 372,323 542,317 567,636 2,777,837 2,612,877 3,717,796 3,722,831: 358,161 353,126 Old : 4,075,956: 372,323 542,317 567,636 2,777,837 2,612,877 3,717,796 3,722,831: 358,161 353,126 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 85,972: -609 -70,363 69,541 -24,110 30,488 44,823 29,666: 41,149 56,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 13.3 13.9 68.2 64.1 91.2 91.3: 8.8 8.7 Old : 100.0: 9.1 13.3 13.9 68.2 64.1 91.2 91.3: 8.8 8.7 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 : 304: 57 41 56 156 167 240 237: Old : 304: 57 41 56 156 167 240 237: 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 : 28.7 20.9 42.9 34.7 24.6 16.4 32.6 25.7 Old : 28.7 20.9 42.9 34.7 24.6 16.4 32.6 25.7 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 with Delta-adjusted Options and Futures Combined, 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 : 1,821,932: 696,350 207,792 342,248 754,222 1,247,456 1,792,820 1,797,496: 29,111 24,435 Old : 1,821,932: 696,350 207,792 342,248 754,222 1,247,456 1,792,820 1,797,496: 29,111 24,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 35,099: 1,644 -86,011 33,004 -3,508 89,720 31,140 36,713: 3,959 -1,614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 11.4 18.8 41.4 68.5 98.4 98.7: 1.6 1.3 Old : 100.0: 38.2 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 : 39.3 34.6 51.0 49.8 34.3 24.7 39.7 35.1 Old : 39.3 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 with Delta-adjusted Options and Futures Combined, 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 : 39,144: 6,232 13,417 1,263 25,724 14,897 33,219 29,577: 5,925 9,567 Old : 39,144: 6,232 13,417 1,263 25,724 14,897 33,219 29,577: 5,925 9,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 1,992: 775 24 497 639 1,272 1,911 1,793: 81 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 34.3 3.2 65.7 38.1 84.9 75.6: 15.1 24.4 Old : 100.0: 15.9 34.3 3.2 65.7 38.1 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 11 38 26 63 54: Old : 92: 19 23 11 38 26 63 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 39.5 38.6 49.9 28.1 37.8 37.5 48.1 Old : 28.7 39.5 38.6 49.9 28.1 37.8 37.5 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 78,288: 12,463 26,834 2,525 51,448 29,793 66,437 59,153: 11,850 19,134 Old : 78,288: 12,463 26,834 2,525 51,448 29,793 66,437 59,153: 11,850 19,134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2020 : : 3,983: 1,550 48 994 1,278 2,544 3,821 3,586: 162 397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 34.3 3.2 65.7 38.1 84.9 75.6: 15.1 24.4 Old : 100.0: 15.9 34.3 3.2 65.7 38.1 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 11 38 26 63 54: Old : 92: 19 23 11 38 26 63 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.7 39.5 38.6 49.9 28.1 37.8 37.5 48.1 Old : 28.7 39.5 38.6 49.9 28.1 37.8 37.5 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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