WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 17, 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 : 394,378: 99,285 84,784 142,512 126,723 124,574 368,520 351,870: 25,858 42,508
Old : 159,151: 83,139 74,456 14,449 51,375 54,974 148,963 143,879: 10,188 15,272
Other: 235,227: 81,116 75,298 63,093 75,348 69,600 219,557 207,991: 15,670 27,236
: : :
: : Changes in Commitments from: March 10, 2020 :
: -40,021: -26,413 -8,879 -9,880 -1,402 -18,651 -37,695 -37,410: -2,326 -2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 21.5 36.1 32.1 31.6 93.4 89.2: 6.6 10.8
Old : 100.0: 52.2 46.8 9.1 32.3 34.5 93.6 90.4: 6.4 9.6
Other: 100.0: 34.5 32.0 26.8 32.0 29.6 93.3 88.4: 6.7 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 102 92 123 78 110 249 272:
Old : 281: 94 78 28 42 72 148 166:
Other: 277: 81 75 79 60 93 186 209:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 10.6 20.8 19.0 9.1 7.6 14.7 12.5
Old : 12.1 20.1 22.5 35.0 11.4 20.1 21.7 34.2
Other: 17.8 14.9 30.6 22.9 17.6 8.4 26.6 15.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, March 17, 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 : 20,395: 6,168 100 850 12,895 19,020 19,913 19,970: 482 425
Old : 8,540: 2,070 800 150 6,195 7,565 8,415 8,515: 125 25
Other: 11,855: 4,798 0 0 6,700 11,455 11,498 11,455: 357 400
: : :
: : Changes in Commitments from: March 10, 2020 :
: 775: -100 0 400 375 745 675 1,145: 100 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.5 4.2 63.2 93.3 97.6 97.9: 2.4 2.1
Old : 100.0: 24.2 9.4 1.8 72.5 88.6 98.5 99.7: 1.5 0.3
Other: 100.0: 40.5 0.0 0.0 56.5 96.6 97.0 96.6: 3.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 1 1 11 18 17 19:
Old : 19: 2 1 1 7 13 10 14:
Other: 22: 6 0 0 7 15 13 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 : 58.2 48.7 82.5 73.8 49.6 41.6 63.7 60.4
Old : 79.9 55.2 96.8 87.5 74.6 54.0 88.0 84.0
Other: 62.7 68.8 90.7 87.3 60.3 68.2 83.3 82.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 17, 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 : 256,823: 54,229 66,119 64,229 115,936 104,509 234,394 234,857: 22,429 21,966
Old : 121,155: 56,606 56,954 5,596 49,671 48,958 111,873 111,508: 9,282 9,647
Other: 135,668: 39,114 50,656 17,142 66,265 55,551 122,521 123,349: 13,147 12,319
: : :
: : Changes in Commitments from: March 10, 2020 :
: -12,442: -9,516 -10,534 -5,625 3,883 2,557 -11,258 -13,602: -1,184 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 25.7 25.0 45.1 40.7 91.3 91.4: 8.7 8.6
Old : 100.0: 46.7 47.0 4.6 41.0 40.4 92.3 92.0: 7.7 8.0
Other: 100.0: 28.8 37.3 12.6 48.8 40.9 90.3 90.9: 9.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 70 59 70 76 82 185 182:
Old : 215: 59 54 16 50 55 115 119:
Other: 199: 54 41 34 62 70 134 132:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 21.0 23.7 29.9 11.3 17.2 19.4 24.3
Old : 22.5 22.8 33.9 35.6 22.0 22.8 33.3 34.3
Other: 13.8 24.6 23.3 35.8 13.1 21.4 22.3 30.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 17, 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 : 1,440,256: 286,929 305,239 285,066 665,144 678,278 1,237,139 1,268,583: 203,117 171,673
Old : 1,084,380: 303,715 338,536 131,281 489,364 505,150 924,360 974,967: 160,020 109,413
Other: 355,876: 123,235 106,724 13,764 175,780 173,128 312,779 293,616: 43,097 62,260
: : :
: : Changes in Commitments from: March 10, 2020 :
: -29,787: -27,863 5,299 -29,199 47,102 -3,813 -9,960 -27,713: -19,827 -2,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.2 19.8 46.2 47.1 85.9 88.1: 14.1 11.9
Old : 100.0: 28.0 31.2 12.1 45.1 46.6 85.2 89.9: 14.8 10.1
Other: 100.0: 34.6 30.0 3.9 49.4 48.6 87.9 82.5: 12.1 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 123 142 153 305 321 525 537:
Old : 692: 125 143 113 281 283 474 477:
Other: 478: 73 66 45 147 266 245 354:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.7 15.5 16.9 7.5 6.6 12.7 11.2
Old : 10.7 11.6 19.3 19.7 9.9 8.9 17.8 15.1
Other: 19.1 25.7 29.1 33.9 18.9 24.2 28.9 32.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 17, 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 : 4,374: 1,532 320 13 1,784 3,058 3,329 3,391: 1,045 983
Old : 2,792: 1,426 320 0 650 1,879 2,076 2,199: 716 593
Other: 1,582: 106 0 13 1,134 1,179 1,253 1,192: 329 390
: : :
: : Changes in Commitments from: March 10, 2020 :
: -241: 22 3 4 88 -229 114 -222: -355 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.3 0.3 40.8 69.9 76.1 77.5: 23.9 22.5
Old : 100.0: 51.1 11.5 0.0 23.3 67.3 74.4 78.8: 25.6 21.2
Other: 100.0: 6.7 0.0 0.8 71.7 74.5 79.2 75.3: 20.8 24.7
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 1 11 10 16 13:
Old : 18: 5 2 0 4 7 9 9:
Other: 13: 2 0 1 9 8 11 9:
:----------------------------------------------------------------------------------------------------
: 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 : 51.4 47.4 65.3 65.7 34.3 34.9 44.0 46.6
Old : 59.8 52.4 73.2 75.5 59.8 52.4 73.2 75.5
Other: 64.7 60.7 76.9 75.0 57.8 56.5 62.7 58.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 17, 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 : 790,660: 150,165 116,549 162,445 418,609 451,190 731,219 730,184: 59,441 60,476
Old : 495,216: 135,204 117,144 54,085 264,556 283,617 453,845 454,846: 41,371 40,370
Other: 295,444: 57,265 41,709 66,056 154,053 167,573 277,374 275,338: 18,070 20,106
: : :
: : Changes in Commitments from: March 10, 2020 :
: -20,090: -5,107 -7,255 -18,352 6,100 4,985 -17,359 -20,622: -2,731 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.7 20.5 52.9 57.1 92.5 92.4: 7.5 7.6
Old : 100.0: 27.3 23.7 10.9 53.4 57.3 91.6 91.8: 8.4 8.2
Other: 100.0: 19.4 14.1 22.4 52.1 56.7 93.9 93.2: 6.1 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 138 112 167 171 193 397 409:
Old : 501: 144 115 111 145 176 338 357:
Other: 357: 77 74 81 112 154 239 266:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 16.2 19.7 25.5 7.1 13.0 12.5 20.9
Old : 11.4 16.6 19.6 27.9 10.6 13.9 17.6 23.9
Other: 19.4 20.5 29.6 33.5 12.9 17.7 20.6 27.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 17, 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 : 461,462: 67,676 54,206 100,605 260,195 278,458 428,476 433,269: 32,986 28,193
Old : 334,580: 76,256 61,627 60,597 176,552 191,115 313,405 313,339: 21,175 21,241
Other: 126,882: 17,322 18,481 14,106 83,643 87,343 115,071 119,930: 11,811 6,952
: : :
: : Changes in Commitments from: March 10, 2020 :
: 4,310: -16,238 -2,457 2,354 15,797 10,417 1,913 10,314: 2,397 -6,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.7 21.8 56.4 60.3 92.9 93.9: 7.1 6.1
Old : 100.0: 22.8 18.4 18.1 52.8 57.1 93.7 93.7: 6.3 6.3
Other: 100.0: 13.7 14.6 11.1 65.9 68.8 90.7 94.5: 9.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 68 70 104 107 78 247 211:
Old : 299: 83 68 85 102 71 230 193:
Other: 159: 33 36 25 64 39 117 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 24.8 19.1 35.2 8.7 22.0 15.0 29.3
Old : 12.0 23.7 21.0 32.2 10.4 21.1 16.9 28.7
Other: 18.7 39.2 32.0 53.3 16.8 38.5 29.1 49.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 17, 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 : 1,174,479: 108,736 186,809 14,560 891,848 850,595 1,015,144 1,051,964: 159,335 122,515
Old : 1,174,479: 108,736 186,809 14,560 891,848 850,595 1,015,144 1,051,964: 159,335 122,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -53,970: -29,147 -13,704 -5,903 -19,822 -19,285 -54,872 -38,892: 902 -15,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.9 1.2 75.9 72.4 86.4 89.6: 13.6 10.4
Old : 100.0: 9.3 15.9 1.2 75.9 72.4 86.4 89.6: 13.6 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 : 195: 21 43 25 91 96 126 150:
Old : 195: 21 43 25 91 96 126 150:
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 22.3 37.1 37.4 22.5 18.1 31.8 29.1
Old : 25.7 22.3 37.1 37.4 22.5 18.1 31.8 29.1
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, March 17, 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 : 1,120,122: 72,830 362,758 4,083 897,125 660,036 974,038 1,026,877: 146,084 93,245
Old : 1,120,122: 72,830 362,758 4,083 897,125 660,036 974,038 1,026,877: 146,084 93,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -19,642: 14,925 -21,164 -2,530 -19,055 -6,152 -6,660 -29,846: -12,982 10,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 32.4 0.4 80.1 58.9 87.0 91.7: 13.0 8.3
Old : 100.0: 6.5 32.4 0.4 80.1 58.9 87.0 91.7: 13.0 8.3
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 : 143: 16 17 11 84 78 106 100:
Old : 143: 16 17 11 84 78 106 100:
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 : 25.3 34.1 36.2 50.9 17.7 32.6 27.3 46.6
Old : 25.3 34.1 36.2 50.9 17.7 32.6 27.3 46.6
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, March 17, 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 : 424,437: 83,270 43,549 66,676 234,692 287,324 384,638 397,549: 39,799 26,888
Old : 298,318: 78,503 58,414 24,390 164,832 193,589 267,725 276,393: 30,593 21,925
Other: 126,119: 30,216 10,584 16,837 69,860 93,735 116,913 121,156: 9,206 4,963
: : :
: : Changes in Commitments from: March 10, 2020 :
: -27,343: -1,287 -17,167 -20,251 -6,657 9,000 -28,195 -28,418: 852 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.3 15.7 55.3 67.7 90.6 93.7: 9.4 6.3
Old : 100.0: 26.3 19.6 8.2 55.3 64.9 89.7 92.7: 10.3 7.3
Other: 100.0: 24.0 8.4 13.4 55.4 74.3 92.7 96.1: 7.3 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 78 53 89 105 86 241 189:
Old : 274: 83 60 74 101 77 225 176:
Other: 165: 51 21 24 71 43 136 78:
:----------------------------------------------------------------------------------------------------
: 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 30.9 18.8 39.9 11.6 29.6 17.4 36.8
Old : 14.8 29.4 23.0 39.2 14.7 28.2 22.4 37.0
Other: 16.3 40.7 29.6 57.2 16.2 38.1 28.9 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 17, 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 : 10,998: 3,579 2,163 712 5,127 6,874 9,418 9,749: 1,580 1,249
Old : 8,863: 3,538 2,607 258 3,671 5,190 7,467 8,055: 1,396 808
Other: 2,135: 489 4 6 1,456 1,684 1,951 1,694: 184 441
: : :
: : Changes in Commitments from: March 10, 2020 :
: -825: -1,147 -65 169 111 -420 -867 -316: 42 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 19.7 6.5 46.6 62.5 85.6 88.6: 14.4 11.4
Old : 100.0: 39.9 29.4 2.9 41.4 58.6 84.2 90.9: 15.8 9.1
Other: 100.0: 22.9 0.2 0.3 68.2 78.9 91.4 79.3: 8.6 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 9 8 12 14 37 28:
Old : 49: 19 12 3 9 12 30 25:
Other: 22: 8 1 1 7 8 15 10:
:----------------------------------------------------------------------------------------------------
: 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 : 43.3 41.1 60.0 63.9 38.9 40.3 54.6 62.8
Old : 45.2 39.4 62.2 64.5 45.2 38.8 62.2 62.3
Other: 72.3 73.3 86.5 78.9 72.3 71.7 85.9 76.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 17, 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 : 3,222,998: 754,244 804,223 40,039 2,239,107 2,275,531 3,033,390 3,119,793: 189,608 103,205
Old : 3,222,998: 754,244 804,223 40,039 2,239,107 2,275,531 3,033,390 3,119,793: 189,608 103,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -109,336: -23,777 -9,863 -15,391 -63,384 -98,293 -102,552 -123,547: -6,784 14,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 25.0 1.2 69.5 70.6 94.1 96.8: 5.9 3.2
Old : 100.0: 23.4 25.0 1.2 69.5 70.6 94.1 96.8: 5.9 3.2
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 : 366: 74 47 26 191 150 280 208:
Old : 366: 74 47 26 191 150 280 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 31.3 31.4 46.0 19.9 30.2 30.1 42.8
Old : 20.3 31.3 31.4 46.0 19.9 30.2 30.1 42.8
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, March 17, 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 : 3,659,033: 527,245 778,358 77,559 2,642,517 2,475,780 3,247,321 3,331,697: 411,712 327,336
Old : 3,659,033: 527,245 778,358 77,559 2,642,517 2,475,780 3,247,321 3,331,697: 411,712 327,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -106,060: -134,093 -97,563 -2,840 46,021 53,512 -90,912 -46,891: -15,148 -59,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 21.3 2.1 72.2 67.7 88.7 91.1: 11.3 8.9
Old : 100.0: 14.4 21.3 2.1 72.2 67.7 88.7 91.1: 11.3 8.9
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 : 406: 62 78 43 198 174 282 273:
Old : 406: 62 78 43 198 174 282 273:
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 : 19.6 17.8 28.4 27.7 13.0 13.9 20.4 21.1
Old : 19.6 17.8 28.4 27.7 13.0 13.9 20.4 21.1
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, March 17, 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 : 862,146: 53,222 154,774 7,244 691,113 527,328 751,579 689,346: 110,567 172,800
Old : 862,146: 53,222 154,774 7,244 691,113 527,328 751,579 689,346: 110,567 172,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -25,369: 6,106 2,560 42 -6,521 -24,744 -373 -22,142: -24,996 -3,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 18.0 0.8 80.2 61.2 87.2 80.0: 12.8 20.0
Old : 100.0: 6.2 18.0 0.8 80.2 61.2 87.2 80.0: 12.8 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 : 106: 10 12 9 59 68 73 85:
Old : 106: 10 12 9 59 68 73 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.3 46.7 35.1 28.3 22.3 43.3 31.4
Old : 29.3 24.3 46.7 35.1 28.3 22.3 43.3 31.4
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, March 17, 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 : 4,355,811: 614,944 656,084 58,928 3,362,890 3,250,376 4,036,762 3,965,388: 319,049 390,423
Old : 4,355,811: 614,944 656,084 58,928 3,362,890 3,250,376 4,036,762 3,965,388: 319,049 390,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -86,148: -90,817 2,286 -28,465 53,390 -169,176 -65,892 -195,355: -20,256 109,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.1 1.4 77.2 74.6 92.7 91.0: 7.3 9.0
Old : 100.0: 14.1 15.1 1.4 77.2 74.6 92.7 91.0: 7.3 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 : 329: 56 47 29 151 170 222 231:
Old : 329: 56 47 29 151 170 222 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 23.6 46.2 34.3 27.5 21.6 39.4 31.7
Old : 31.5 23.6 46.2 34.3 27.5 21.6 39.4 31.7
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, March 17, 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 : 1,804,726: 415,463 103,358 336,554 1,007,628 1,320,046 1,759,645 1,759,958: 45,081 44,768
Old : 1,804,726: 415,463 103,358 336,554 1,007,628 1,320,046 1,759,645 1,759,958: 45,081 44,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -112,224: -116,630 -84,367 -2,674 -322 -16,157 -119,626 -103,198: 7,402 -9,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 5.7 18.6 55.8 73.1 97.5 97.5: 2.5 2.5
Old : 100.0: 23.0 5.7 18.6 55.8 73.1 97.5 97.5: 2.5 2.5
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 : 127: 24 25 39 65 71 110 117:
Old : 127: 24 25 39 65 71 110 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 31.8 45.8 45.8 18.1 18.8 26.4 23.8
Old : 29.2 31.8 45.8 45.8 18.1 18.8 26.4 23.8
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, March 17, 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 : 41,341: 7,466 2,907 654 26,268 31,329 34,388 34,889: 6,953 6,452
Old : 41,341: 7,466 2,907 654 26,268 31,329 34,388 34,889: 6,953 6,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -1,402: -4,110 -698 -972 3,878 -344 -1,204 -2,013: -198 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.0 1.6 63.5 75.8 83.2 84.4: 16.8 15.6
Old : 100.0: 18.1 7.0 1.6 63.5 75.8 83.2 84.4: 16.8 15.6
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 : 88: 22 11 11 39 37 63 57:
Old : 88: 22 11 11 39 37 63 57:
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 : 42.5 33.0 53.0 50.5 42.3 32.7 51.4 49.5
Old : 42.5 33.0 53.0 50.5 42.3 32.7 51.4 49.5
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, March 17, 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 : 82,681: 14,931 5,813 1,308 52,536 62,657 68,775 69,778: 13,906 12,903
Old : 82,681: 14,931 5,813 1,308 52,536 62,657 68,775 69,778: 13,906 12,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -2,804: -8,219 -1,395 -1,944 7,755 -687 -2,408 -4,026: -396 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.0 1.6 63.5 75.8 83.2 84.4: 16.8 15.6
Old : 100.0: 18.1 7.0 1.6 63.5 75.8 83.2 84.4: 16.8 15.6
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 : 88: 22 11 11 39 37 63 57:
Old : 88: 22 11 11 39 37 63 57:
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 : 42.5 33.0 53.0 50.5 42.3 32.7 51.4 49.5
Old : 42.5 33.0 53.0 50.5 42.3 32.7 51.4 49.5
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, March 17, 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 : 46,774: 2,826 3,370 434 41,615 40,462 44,875 44,266: 1,899 2,508
Old : 46,774: 2,826 3,370 434 41,615 40,462 44,875 44,266: 1,899 2,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: 6,563: -379 519 434 7,023 4,223 7,078 5,176: -515 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.2 0.9 89.0 86.5 95.9 94.6: 4.1 5.4
Old : 100.0: 6.0 7.2 0.9 89.0 86.5 95.9 94.6: 4.1 5.4
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 : 27: 3 3 1 15 10 18 14:
Old : 27: 3 3 1 15 10 18 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 : 59.0 69.3 82.9 85.0 54.9 55.3 69.5 68.2
Old : 59.0 69.3 82.9 85.0 54.9 55.3 69.5 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 17, 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 : 19,584: 12,958 16,646 125 5,105 1,184 18,188 17,955: 1,396 1,629
Old : 19,584: 12,958 16,646 125 5,105 1,184 18,188 17,955: 1,396 1,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -185: 2,419 1,238 -2,357 -1,382 -609 -1,320 -1,728: 1,135 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 85.0 0.6 26.1 6.0 92.9 91.7: 7.1 8.3
Old : 100.0: 66.2 85.0 0.6 26.1 6.0 92.9 91.7: 7.1 8.3
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 : 37: 20 12 2 4 4 26 16:
Old : 37: 20 12 2 4 4 26 16:
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 : 58.2 54.3 84.9 74.6 57.0 54.3 79.0 73.2
Old : 58.2 54.3 84.9 74.6 57.0 54.3 79.0 73.2
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, March 17, 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 : 66,561: 6,695 14,159 32,197 27,629 19,305 66,521 65,661: 40 900
Old : 66,561: 6,695 14,159 32,197 27,629 19,305 66,521 65,661: 40 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -44,784: -13,807 6,989 -27,588 -3,424 -24,160 -44,819 -44,759: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 21.3 48.4 41.5 29.0 99.9 98.6: 0.1 1.4
Old : 100.0: 10.1 21.3 48.4 41.5 29.0 99.9 98.6: 0.1 1.4
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 : 26: 5 6 1 4 12 10 18:
Old : 26: 5 6 1 4 12 10 18:
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 : 95.3 83.3 99.8 93.8 49.9 34.8 51.5 45.3
Old : 95.3 83.3 99.8 93.8 49.9 34.8 51.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders - Futures Only, March 17, 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 : 44,588: 15,416 15,399 29,172 0 0 44,588 44,571: 0 17
Old : 44,588: 15,416 15,399 29,172 0 0 44,588 44,571: 0 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2020 :
: -3,037: 0 8 -3,037 0 0 -3,037 -3,029: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 34.5 65.4 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 34.6 34.5 65.4 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 : 20: 7 12 5 0 0 10 15:
Old : 20: 7 12 5 0 0 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 : 88.4 83.9 99.2 95.4 31.6 26.3 34.6 32.8
Old : 88.4 83.9 99.2 95.4 31.6 26.3 34.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020