WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 466,640: 127,204 89,075 149,643 162,209 181,392 439,057 420,110: 27,583 46,529
Old : 392,715: 115,618 82,181 117,865 136,265 156,439 369,748 356,485: 22,967 36,230
Other: 73,925: 17,848 13,155 25,517 25,944 24,953 69,309 63,625: 4,616 10,299
: : :
: : Changes in Commitments from: September 1, 2020 :
: 6,281: -6,720 2,201 7,697 5,831 603 6,808 10,500: -528 -4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 19.1 32.1 34.8 38.9 94.1 90.0: 5.9 10.0
Old : 100.0: 29.4 20.9 30.0 34.7 39.8 94.2 90.8: 5.8 9.2
Other: 100.0: 24.1 17.8 34.5 35.1 33.8 93.8 86.1: 6.2 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 116 124 122 90 127 284 306:
Old : 387: 115 125 114 87 124 272 298:
Other: 167: 39 32 36 42 75 99 130:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 12.0 22.9 19.3 10.6 7.3 19.3 12.5
Old : 13.2 12.3 24.6 19.6 12.1 8.1 21.4 14.1
Other: 29.0 29.2 42.4 41.4 20.2 17.7 30.5 24.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 26,772: 15,574 229 712 10,331 25,101 26,618 26,043: 154 729
Old : 26,772: 15,574 229 712 10,331 25,101 26,618 26,043: 154 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,156: -911 -833 -180 -3,086 -2,859 -4,176 -3,872: 20 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 0.9 2.7 38.6 93.8 99.4 97.3: 0.6 2.7
Old : 100.0: 58.2 0.9 2.7 38.6 93.8 99.4 97.3: 0.6 2.7
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 : 36: 7 2 2 8 27 16 30:
Old : 36: 7 2 2 8 27 16 30:
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 : 77.5 37.7 89.7 56.9 71.2 37.7 80.0 55.1
Old : 77.5 37.7 89.7 56.9 71.2 37.7 80.0 55.1
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, September 08, 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 : 243,041: 67,348 55,200 49,718 104,568 119,447 221,634 224,366: 21,407 18,675
Old : 224,774: 67,888 55,587 40,982 97,217 112,548 206,087 209,117: 18,687 15,657
Other: 18,267: 6,248 6,402 1,948 7,351 6,900 15,547 15,249: 2,720 3,018
: : :
: : Changes in Commitments from: September 1, 2020 :
: 1,999: -2,460 -5,467 9,884 -4,824 -3,508 2,600 909: -602 1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.7 20.5 43.0 49.1 91.2 92.3: 8.8 7.7
Old : 100.0: 30.2 24.7 18.2 43.3 50.1 91.7 93.0: 8.3 7.0
Other: 100.0: 34.2 35.0 10.7 40.2 37.8 85.1 83.5: 14.9 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 74 52 64 83 84 189 172:
Old : 245: 77 49 60 78 79 182 164:
Other: 103: 14 22 18 25 50 51 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 : 15.1 19.0 25.0 29.0 14.6 16.8 22.8 24.9
Old : 16.1 20.4 26.3 30.8 15.5 19.4 24.3 28.1
Other: 35.6 34.8 53.1 54.0 35.6 34.0 50.6 49.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,751,115: 318,688 202,343 465,196 787,421 850,604 1,571,305 1,518,143: 179,810 232,972
Old : 1,566,452: 317,428 234,563 376,563 711,184 742,229 1,405,176 1,353,355: 161,276 213,097
Other: 184,663: 57,646 24,167 32,247 76,236 108,375 166,129 164,788: 18,534 19,875
: : :
: : Changes in Commitments from: September 1, 2020 :
: 28,233: 6,273 -18,605 10,384 16,197 32,417 32,853 24,196: -4,619 4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 11.6 26.6 45.0 48.6 89.7 86.7: 10.3 13.3
Old : 100.0: 20.3 15.0 24.0 45.4 47.4 89.7 86.4: 10.3 13.6
Other: 100.0: 31.2 13.1 17.5 41.3 58.7 90.0 89.2: 10.0 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 795: 182 154 178 338 367 621 607:
Old : 793: 175 165 171 331 364 607 603:
Other: 347: 59 44 33 91 201 163 267:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 9.6 16.2 15.8 7.8 6.5 13.1 11.0
Old : 10.0 9.3 17.2 15.9 8.2 6.9 14.2 11.5
Other: 26.2 21.9 37.7 34.2 22.7 20.6 32.2 30.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 5,424: 1,535 5 313 1,580 4,518 3,428 4,837: 1,995 587
Old : 5,424: 1,535 5 313 1,580 4,518 3,428 4,837: 1,995 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -12: -96 -10 47 124 31 75 69: -88 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 0.1 5.8 29.1 83.3 63.2 89.2: 36.8 10.8
Old : 100.0: 28.3 0.1 5.8 29.1 83.3 63.2 89.2: 36.8 10.8
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 : 25: 10 1 2 10 11 21 13:
Old : 25: 10 1 2 10 11 21 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 : 23.6 66.7 38.2 83.6 22.2 62.6 34.8 72.1
Old : 23.6 66.7 38.2 83.6 22.2 62.6 34.8 72.1
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, September 08, 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 : 1,069,089: 255,041 52,024 277,280 466,008 658,163 998,329 987,468: 70,760 81,621
Old : 1,015,330: 249,900 54,215 257,073 442,955 627,453 949,928 938,741: 65,402 76,589
Other: 53,759: 10,202 2,871 15,146 23,053 30,711 48,401 48,727: 5,358 5,032
: : :
: : Changes in Commitments from: September 1, 2020 :
: 35,547: 10,082 3,157 8,827 18,330 18,954 37,239 30,938: -1,692 4,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.9 25.9 43.6 61.6 93.4 92.4: 6.6 7.6
Old : 100.0: 24.6 5.3 25.3 43.6 61.8 93.6 92.5: 6.4 7.5
Other: 100.0: 19.0 5.3 28.2 42.9 57.1 90.0 90.6: 10.0 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 654: 218 120 186 210 254 525 482:
Old : 650: 216 125 183 205 254 516 479:
Other: 228: 46 24 32 54 131 113 178:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 16.5 18.3 26.8 7.7 14.6 12.6 22.7
Old : 10.3 17.2 18.0 27.1 8.1 15.6 13.1 23.2
Other: 23.9 24.1 40.1 39.7 18.1 20.4 28.5 29.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 18,465: 15,734 1,416 92 9 4,481 15,835 5,989: 2,630 12,476
Old : 17,359: 15,015 1,234 88 9 3,966 15,112 5,288: 2,247 12,071
Other: 1,106: 719 182 4 0 515 723 701: 383 405
: : :
: : Changes in Commitments from: September 1, 2020 :
: 2,093: 1,966 558 -147 -7 345 1,812 756: 281 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 7.7 0.5 0.0 24.3 85.8 32.4: 14.2 67.6
Old : 100.0: 86.5 7.1 0.5 0.1 22.8 87.1 30.5: 12.9 69.5
Other: 100.0: 65.0 16.5 0.4 0.0 46.6 65.4 63.4: 34.6 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 7 3 2 9 9 18:
Old : 21: 6 6 3 2 9 9 17:
Other: 13: 3 3 2 0 7 3 12:
:----------------------------------------------------------------------------------------------------
: 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 : 81.6 16.6 85.7 23.4 81.1 16.6 85.2 23.3
Old : 84.2 14.7 87.0 22.0 83.8 14.7 86.5 21.9
Other: 65.4 62.0 65.4 62.8 65.0 62.0 65.0 62.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 510,938: 118,696 16,607 105,798 238,575 358,793 463,069 481,198: 47,869 29,740
Old : 491,314: 118,628 20,375 97,034 230,820 345,833 446,482 463,242: 44,833 28,072
Other: 19,624: 5,164 1,327 3,668 7,755 12,960 16,587 17,956: 3,037 1,668
: : :
: : Changes in Commitments from: September 1, 2020 :
: 17,953: 3,036 -2,099 7,335 7,050 11,601 17,421 16,838: 532 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.3 20.7 46.7 70.2 90.6 94.2: 9.4 5.8
Old : 100.0: 24.1 4.1 19.7 47.0 70.4 90.9 94.3: 9.1 5.7
Other: 100.0: 26.3 6.8 18.7 39.5 66.0 84.5 91.5: 15.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 117 40 87 101 96 258 198:
Old : 306: 119 42 86 101 96 258 197:
Other: 53: 11 8 11 26 13 44 26:
:----------------------------------------------------------------------------------------------------
: 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 32.2 20.1 42.9 9.0 26.0 14.1 33.8
Old : 12.4 31.9 20.4 42.9 9.1 25.6 14.4 33.5
Other: 30.3 47.1 47.0 70.3 25.0 42.7 40.2 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,309,648: 97,378 267,769 106,416 931,593 780,402 1,135,387 1,154,586: 174,261 155,062
Old : 1,309,648: 97,378 267,769 106,416 931,593 780,402 1,135,387 1,154,586: 174,261 155,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 34,065: 3,595 1,551 8,559 28,945 27,447 41,099 37,557: -7,034 -3,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 20.4 8.1 71.1 59.6 86.7 88.2: 13.3 11.8
Old : 100.0: 7.4 20.4 8.1 71.1 59.6 86.7 88.2: 13.3 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 : 177: 29 29 37 90 95 140 140:
Old : 177: 29 29 37 90 95 140 140:
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 : 26.8 24.9 36.6 37.5 21.2 22.4 29.3 32.3
Old : 26.8 24.9 36.6 37.5 21.2 22.4 29.3 32.3
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, September 08, 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 : 997,114: 48,604 345,465 31,552 780,546 489,237 860,702 866,254: 136,412 130,860
Old : 997,114: 48,604 345,465 31,552 780,546 489,237 860,702 866,254: 136,412 130,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -21,454: 6,908 -18,208 -7,226 -16,045 2,409 -16,363 -23,025: -5,091 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 34.6 3.2 78.3 49.1 86.3 86.9: 13.7 13.1
Old : 100.0: 4.9 34.6 3.2 78.3 49.1 86.3 86.9: 13.7 13.1
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 : 128: 12 18 11 77 74 94 98:
Old : 128: 12 18 11 77 74 94 98:
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 : 24.9 31.1 38.2 45.7 18.7 28.4 30.4 40.5
Old : 24.9 31.1 38.2 45.7 18.7 28.4 30.4 40.5
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, September 08, 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 : 501,873: 85,729 30,437 124,680 240,654 317,939 451,063 473,056: 50,809 28,816
Old : 477,350: 87,645 29,645 115,001 225,694 304,535 428,340 449,181: 49,010 28,169
Other: 24,523: 1,897 4,604 5,866 14,960 13,404 22,723 23,875: 1,800 647
: : :
: : Changes in Commitments from: September 1, 2020 :
: 10,353: 7,418 -11,480 5,257 -3,959 16,404 8,717 10,181: 1,636 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.1 24.8 48.0 63.4 89.9 94.3: 10.1 5.7
Old : 100.0: 18.4 6.2 24.1 47.3 63.8 89.7 94.1: 10.3 5.9
Other: 100.0: 7.7 18.8 23.9 61.0 54.7 92.7 97.4: 7.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 94 43 84 103 95 233 200:
Old : 280: 96 43 84 103 95 233 200:
Other: 59: 13 10 14 27 12 47 32:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 27.3 20.4 36.7 9.7 22.5 14.4 29.7
Old : 12.8 27.5 19.6 36.5 9.8 23.9 14.6 31.1
Other: 52.7 41.2 69.5 68.4 39.2 35.0 49.1 57.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 10,806: 3,606 602 242 4,881 9,287 8,729 10,131: 2,077 676
Old : 10,797: 3,606 602 242 4,881 9,282 8,729 10,126: 2,068 672
Other: 9: 0 0 0 0 5 0 5: 9 4
: : :
: : Changes in Commitments from: September 1, 2020 :
: 193: -79 16 -6 95 237 11 248: 182 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 5.6 2.2 45.2 85.9 80.8 93.7: 19.2 6.3
Old : 100.0: 33.4 5.6 2.2 45.2 86.0 80.8 93.8: 19.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 55.6 0.0 55.6: 100.0 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 2 2 13 19 33 23:
Old : 47: 20 2 2 13 19 33 23:
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 : 41.3 56.2 54.8 78.4 39.8 55.9 53.0 78.1
Old : 41.4 56.2 54.9 78.5 39.9 55.9 53.0 78.1
Other: 0.0 55.6 0.0 55.6 0.0 55.6 0.0 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 1,992,458: 389,984 641,823 58,876 1,372,727 1,196,854 1,821,588 1,897,553: 170,870 94,904
Old : 1,992,458: 389,984 641,823 58,876 1,372,727 1,196,854 1,821,588 1,897,553: 170,870 94,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -57,622: -37,273 4,903 -7,904 -14,884 -55,668 -60,061 -58,668: 2,438 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 32.2 3.0 68.9 60.1 91.4 95.2: 8.6 4.8
Old : 100.0: 19.6 32.2 3.0 68.9 60.1 91.4 95.2: 8.6 4.8
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 : 289: 63 30 28 155 123 233 166:
Old : 289: 63 30 28 155 123 233 166:
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 : 15.3 30.7 24.9 45.4 14.1 25.2 22.0 38.7
Old : 15.3 30.7 24.9 45.4 14.1 25.2 22.0 38.7
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, September 08, 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 : 3,834,988: 649,216 601,234 333,942 2,450,021 2,502,007 3,433,180 3,437,183: 401,808 397,805
Old : 3,834,988: 649,216 601,234 333,942 2,450,021 2,502,007 3,433,180 3,437,183: 401,808 397,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 26,599: 6,233 -36,661 -2,187 13,672 62,357 17,718 23,509: 8,881 3,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 15.7 8.7 63.9 65.2 89.5 89.6: 10.5 10.4
Old : 100.0: 16.9 15.7 8.7 63.9 65.2 89.5 89.6: 10.5 10.4
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 : 377: 66 68 75 202 194 310 295:
Old : 377: 66 68 75 202 194 310 295:
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 : 16.2 22.9 24.3 32.8 11.4 14.1 18.4 23.6
Old : 16.2 22.9 24.3 32.8 11.4 14.1 18.4 23.6
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, September 08, 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 : 973,523: 171,860 129,516 19,227 663,794 630,324 854,881 779,067: 118,642 194,456
Old : 973,523: 171,860 129,516 19,227 663,794 630,324 854,881 779,067: 118,642 194,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -26,666: 7,457 -2,925 -11,981 -27,100 5,186 -31,624 -9,720: 4,958 -16,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.3 2.0 68.2 64.7 87.8 80.0: 12.2 20.0
Old : 100.0: 17.7 13.3 2.0 68.2 64.7 87.8 80.0: 12.2 20.0
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 : 108: 14 10 12 67 66 85 84:
Old : 108: 14 10 12 67 66 85 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 27.0 44.9 35.8 26.8 26.2 41.8 34.0
Old : 28.9 27.0 44.9 35.8 26.8 26.2 41.8 34.0
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 with Delta-adjusted Options and Futures Combined, September 08, 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 : 3,361,870: 430,489 612,883 180,452 2,410,833 2,278,369 3,021,774 3,071,705: 340,095 290,165
Old : 3,361,870: 430,489 612,883 180,452 2,410,833 2,278,369 3,021,774 3,071,705: 340,095 290,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -28,543: -31,891 -559 -11,767 13,531 735 -30,127 -11,591: 1,585 -16,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 18.2 5.4 71.7 67.8 89.9 91.4: 10.1 8.6
Old : 100.0: 12.8 18.2 5.4 71.7 67.8 89.9 91.4: 10.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 61 31 50 141 152 221 214:
Old : 284: 61 31 50 141 152 221 214:
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 : 27.1 19.4 36.9 35.1 23.3 19.0 30.5 32.8
Old : 27.1 19.4 36.9 35.1 23.3 19.0 30.5 32.8
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, September 08, 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 : 1,418,824: 491,670 282,637 219,506 678,465 884,241 1,389,642 1,386,384: 29,182 32,440
Old : 1,418,824: 491,670 282,637 219,506 678,465 884,241 1,389,642 1,386,384: 29,182 32,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 57,895: 9,061 13,473 18,555 28,702 26,575 56,318 58,603: 1,577 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 19.9 15.5 47.8 62.3 97.9 97.7: 2.1 2.3
Old : 100.0: 34.7 19.9 15.5 47.8 62.3 97.9 97.7: 2.1 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 : 109: 29 15 30 54 57 93 92:
Old : 109: 29 15 30 54 57 93 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 : 43.8 31.3 55.2 49.8 34.5 27.3 40.7 39.6
Old : 43.8 31.3 55.2 49.8 34.5 27.3 40.7 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 36,992: 9,466 17,547 690 18,777 12,833 28,934 31,071: 8,058 5,921
Old : 36,992: 9,466 17,547 690 18,777 12,833 28,934 31,071: 8,058 5,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -4,285: -2,669 1,062 -568 -710 -3,839 -3,947 -3,345: -339 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 47.4 1.9 50.8 34.7 78.2 84.0: 21.8 16.0
Old : 100.0: 25.6 47.4 1.9 50.8 34.7 78.2 84.0: 21.8 16.0
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 : 84: 21 15 8 34 25 56 47:
Old : 84: 21 15 8 34 25 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 48.7 38.3 57.8 28.6 48.2 38.0 57.3
Old : 28.9 48.7 38.3 57.8 28.6 48.2 38.0 57.3
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, September 08, 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 : 73,984: 18,932 35,094 1,381 37,555 25,667 57,867 62,142: 16,117 11,842
Old : 73,984: 18,932 35,094 1,381 37,555 25,667 57,867 62,142: 16,117 11,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -8,571: -5,337 2,124 -1,136 -1,420 -7,678 -7,893 -6,690: -678 -1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 47.4 1.9 50.8 34.7 78.2 84.0: 21.8 16.0
Old : 100.0: 25.6 47.4 1.9 50.8 34.7 78.2 84.0: 21.8 16.0
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 : 84: 21 15 8 34 25 56 47:
Old : 84: 21 15 8 34 25 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 48.7 38.3 57.8 28.6 48.2 38.0 57.3
Old : 28.9 48.7 38.3 57.8 28.6 48.2 38.0 57.3
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, September 08, 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 : 30,662: 4,150 937 0 24,093 29,190 28,243 30,127: 2,419 535
Old : 30,662: 4,150 937 0 24,093 29,190 28,243 30,127: 2,419 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -672: -62 -571 0 -790 155 -852 -416: 180 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 3.1 0.0 78.6 95.2 92.1 98.3: 7.9 1.7
Old : 100.0: 13.5 3.1 0.0 78.6 95.2 92.1 98.3: 7.9 1.7
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 : 28: 4 2 0 17 10 21 12:
Old : 28: 4 2 0 17 10 21 12:
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 : 42.9 85.0 66.3 97.1 41.8 79.1 63.4 91.2
Old : 42.9 85.0 66.3 97.1 41.8 79.1 63.4 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 21,465: 15,568 20,703 441 5,264 281 21,273 21,425: 192 40
Old : 21,465: 15,568 20,703 441 5,264 281 21,273 21,425: 192 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: -112: -354 -227 386 -138 -237 -106 -78: -6 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 96.5 2.1 24.5 1.3 99.1 99.8: 0.9 0.2
Old : 100.0: 72.5 96.5 2.1 24.5 1.3 99.1 99.8: 0.9 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 : 34: 18 12 2 4 1 24 13:
Old : 34: 18 12 2 4 1 24 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 : 69.6 78.1 88.5 96.1 69.6 76.3 87.2 94.0
Old : 69.6 78.1 88.5 96.1 69.6 76.3 87.2 94.0
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, September 08, 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 : 94,947: 12,189 36,051 33,866 48,866 24,749 94,921 94,666: 26 281
Old : 94,947: 12,189 36,051 33,866 48,866 24,749 94,921 94,666: 26 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2020 :
: 2,127: 150 -842 2,722 -751 247 2,121 2,127: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 38.0 35.7 51.5 26.1 100.0 99.7: 0.0 0.3
Old : 100.0: 12.8 38.0 35.7 51.5 26.1 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 1 3 9 10 14:
Old : 22: 6 5 1 3 9 10 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 : 90.5 94.3 98.9 98.2 57.7 58.7 64.3 62.5
Old : 90.5 94.3 98.9 98.2 57.7 58.7 64.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2020