WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 31, 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 : 372,589: 107,015 62,153 107,576 127,545 157,849 342,136 327,578: 30,453 45,011
Old : 142,033: 74,521 49,582 7,558 47,933 71,081 130,012 128,221: 12,021 13,812
Other: 230,556: 80,634 60,711 51,878 79,612 86,768 212,124 199,357: 18,432 31,199
: : :
: : Changes in Commitments from: March 24, 2020 :
: 12,860: 9,578 -468 -13,805 13,575 24,040 9,348 9,767: 3,512 3,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.7 28.9 34.2 42.4 91.8 87.9: 8.2 12.1
Old : 100.0: 52.5 34.9 5.3 33.7 50.0 91.5 90.3: 8.5 9.7
Other: 100.0: 35.0 26.3 22.5 34.5 37.6 92.0 86.5: 8.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 101 87 109 77 106 245 253:
Old : 266: 91 69 26 35 72 141 152:
Other: 280: 81 74 74 66 96 195 204:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 12.2 20.0 20.6 9.6 8.2 16.2 13.0
Old : 15.0 23.9 27.4 36.5 14.5 23.9 26.5 36.3
Other: 17.1 15.1 27.3 23.2 15.6 8.1 23.4 14.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, March 31, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 25,492: 10,176 150 1,550 13,052 23,557 24,778 25,257: 714 235
Old : 6,812: 1,745 850 0 5,017 5,937 6,762 6,787: 50 25
Other: 18,680: 9,681 550 300 8,035 17,620 18,016 18,470: 664 210
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,392: 1,175 -210 660 -528 922 1,307 1,372: 85 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 0.6 6.1 51.2 92.4 97.2 99.1: 2.8 0.9
Old : 100.0: 25.6 12.5 0.0 73.6 87.2 99.3 99.6: 0.7 0.4
Other: 100.0: 51.8 2.9 1.6 43.0 94.3 96.4 98.9: 3.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 3 15 23 21 27:
Old : 20: 2 1 0 8 14 10 15:
Other: 28: 5 2 1 11 19 16 22:
:----------------------------------------------------------------------------------------------------
: 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 53.9 78.4 71.6 53.9 36.3 59.2 50.7
Old : 77.2 54.2 97.1 88.0 71.7 54.2 87.4 84.7
Other: 66.0 64.5 86.8 80.0 66.0 60.6 78.4 72.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 31, 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 : 226,797: 57,420 50,808 45,908 102,104 109,198 205,432 205,914: 21,365 20,883
Old : 96,066: 43,974 38,751 2,197 40,864 47,339 87,035 88,287: 9,031 7,779
Other: 130,731: 41,457 40,068 15,700 61,240 61,859 118,397 117,627: 12,334 13,104
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,281: 9,980 -1,803 -185 -7,177 4,930 2,618 2,942: 663 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 22.4 20.2 45.0 48.1 90.6 90.8: 9.4 9.2
Old : 100.0: 45.8 40.3 2.3 42.5 49.3 90.6 91.9: 9.4 8.1
Other: 100.0: 31.7 30.6 12.0 46.8 47.3 90.6 90.0: 9.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 61 56 67 71 77 177 165:
Old : 197: 58 44 12 49 52 114 101:
Other: 198: 56 44 45 58 68 138 137:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 20.0 22.7 28.1 13.0 18.2 21.0 25.6
Old : 15.5 25.3 28.2 37.4 15.3 25.3 28.0 36.9
Other: 15.8 22.6 25.5 33.5 15.7 19.0 24.8 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 31, 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 : 1,389,346: 235,355 274,291 264,026 700,617 674,703 1,199,998 1,213,020: 189,348 176,326
Old : 1,013,436: 242,269 298,364 130,903 498,074 477,440 871,246 906,707: 142,190 106,729
Other: 375,910: 108,363 91,204 17,846 202,543 197,263 328,752 306,313: 47,158 69,597
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6,638: -31,454 -26,044 16,280 25,905 7,425 10,731 -2,339: -4,093 8,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.7 19.0 50.4 48.6 86.4 87.3: 13.6 12.7
Old : 100.0: 23.9 29.4 12.9 49.1 47.1 86.0 89.5: 14.0 10.5
Other: 100.0: 28.8 24.3 4.7 53.9 52.5 87.5 81.5: 12.5 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 112 136 144 324 319 532 523:
Old : 675: 110 142 101 296 279 470 461:
Other: 487: 72 68 49 163 263 262 359:
:----------------------------------------------------------------------------------------------------
: 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 : 9.0 9.3 15.7 16.4 7.5 5.7 12.8 10.1
Old : 11.4 11.4 19.6 19.4 11.2 8.0 18.6 13.6
Other: 17.2 22.0 27.0 29.6 16.8 20.1 26.1 27.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 31, 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 : 793,202: 158,029 68,618 153,971 419,762 511,329 731,762 733,918: 61,440 59,284
Old : 461,114: 132,122 65,543 46,130 244,869 312,994 423,121 424,667: 37,993 36,447
Other: 332,088: 62,181 39,349 71,567 174,893 198,335 308,641 309,251: 23,447 22,837
: : :
: : Changes in Commitments from: March 24, 2020 :
: 23,744: 11,828 -17,236 2,345 8,165 36,230 22,338 21,339: 1,406 2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.7 19.4 52.9 64.5 92.3 92.5: 7.7 7.5
Old : 100.0: 28.7 14.2 10.0 53.1 67.9 91.8 92.1: 8.2 7.9
Other: 100.0: 18.7 11.8 21.6 52.7 59.7 92.9 93.1: 7.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 498: 155 93 157 180 182 413 373:
Old : 459: 136 101 97 139 163 322 317:
Other: 362: 100 53 82 134 146 273 254:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 19.0 20.1 30.4 7.5 16.2 12.9 25.4
Old : 11.5 22.0 21.3 33.8 11.3 20.2 20.4 28.5
Other: 18.7 20.9 29.9 34.7 12.1 18.8 20.2 29.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 31, 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 : 448,165: 60,914 56,893 85,772 270,101 277,875 416,787 420,540: 31,378 27,625
Old : 311,992: 65,276 63,360 50,430 177,092 177,293 292,798 291,083: 19,194 20,909
Other: 136,173: 17,478 15,373 13,502 93,009 100,582 123,989 129,457: 12,184 6,716
: : :
: : Changes in Commitments from: March 24, 2020 :
: -2,926: -4,773 3,798 -3,786 5,425 -3,128 -3,134 -3,116: 208 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.7 19.1 60.3 62.0 93.0 93.8: 7.0 6.2
Old : 100.0: 20.9 20.3 16.2 56.8 56.8 93.8 93.3: 6.2 6.7
Other: 100.0: 12.8 11.3 9.9 68.3 73.9 91.1 95.1: 8.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 61 74 94 107 81 233 212:
Old : 288: 73 75 75 98 71 213 191:
Other: 165: 33 38 26 69 46 118 99:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 26.4 19.5 35.3 8.9 22.2 15.8 28.6
Old : 12.3 24.2 21.7 31.9 11.8 18.6 19.0 26.0
Other: 18.8 42.2 31.4 54.5 18.5 41.0 31.2 52.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 31, 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 : 1,001,257: 66,845 172,554 8,086 781,878 695,023 856,809 875,663: 144,448 125,594
Old : 1,001,257: 66,845 172,554 8,086 781,878 695,023 856,809 875,663: 144,448 125,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -81,488: -18,765 18,062 -491 -64,375 -100,893 -83,631 -83,322: 2,143 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.2 0.8 78.1 69.4 85.6 87.5: 14.4 12.5
Old : 100.0: 6.7 17.2 0.8 78.1 69.4 85.6 87.5: 14.4 12.5
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 : 173: 18 33 17 84 90 111 131:
Old : 173: 18 33 17 84 90 111 131:
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 : 26.1 27.9 38.8 44.1 22.5 22.9 32.5 33.2
Old : 26.1 27.9 38.8 44.1 22.5 22.9 32.5 33.2
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 31, 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 : 1,051,390: 85,373 358,141 1,902 832,756 596,491 920,031 956,534: 131,359 94,856
Old : 1,051,390: 85,373 358,141 1,902 832,756 596,491 920,031 956,534: 131,359 94,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -20,650: 7,282 23,388 -100 -24,435 -38,965 -17,253 -15,677: -3,397 -4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.1 0.2 79.2 56.7 87.5 91.0: 12.5 9.0
Old : 100.0: 8.1 34.1 0.2 79.2 56.7 87.5 91.0: 12.5 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 : 136: 13 17 7 78 77 94 98:
Old : 136: 13 17 7 78 77 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 : 25.5 31.5 38.9 47.4 20.1 30.6 31.5 44.9
Old : 25.5 31.5 38.9 47.4 20.1 30.6 31.5 44.9
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 31, 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 : 400,871: 84,046 21,879 44,099 228,187 312,741 356,332 378,719: 44,539 22,152
Old : 270,367: 74,862 30,146 16,677 145,085 206,757 236,624 253,580: 33,743 16,787
Other: 130,504: 21,657 4,206 14,949 83,102 105,984 119,708 125,139: 10,796 5,365
: : :
: : Changes in Commitments from: March 24, 2020 :
: -4,826: -1,402 -4,683 -6,466 -258 7,998 -8,126 -3,151: 3,300 -1,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.5 11.0 56.9 78.0 88.9 94.5: 11.1 5.5
Old : 100.0: 27.7 11.2 6.2 53.7 76.5 87.5 93.8: 12.5 6.2
Other: 100.0: 16.6 3.2 11.5 63.7 81.2 91.7 95.9: 8.3 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 82 35 66 100 86 216 163:
Old : 245: 81 41 50 92 77 195 148:
Other: 160: 41 21 25 71 53 128 85:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 36.3 19.4 46.9 12.2 35.2 18.9 43.5
Old : 15.2 34.1 23.5 45.9 15.2 33.0 23.5 43.9
Other: 16.0 43.3 28.3 59.7 16.0 40.1 28.2 55.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 31, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,591: 3,176 936 702 5,807 8,688 9,685 10,326: 1,906 1,265
Old : 8,800: 3,076 1,615 23 4,028 6,271 7,127 7,909: 1,673 891
Other: 2,791: 779 0 0 1,779 2,417 2,558 2,417: 233 374
: : :
: : Changes in Commitments from: March 24, 2020 :
: 427: -223 41 -84 359 321 52 278: 375 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.1 6.1 50.1 75.0 83.6 89.1: 16.4 10.9
Old : 100.0: 35.0 18.4 0.3 45.8 71.3 81.0 89.9: 19.0 10.1
Other: 100.0: 27.9 0.0 0.0 63.7 86.6 91.7 86.6: 8.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 5 6 14 16 38 25:
Old : 47: 19 8 3 10 12 31 21:
Other: 23: 7 0 0 8 10 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 : 42.2 43.4 55.2 66.8 35.6 43.1 46.6 64.8
Old : 41.4 40.9 54.6 67.9 41.4 40.9 54.6 65.4
Other: 74.6 71.9 87.4 83.8 74.6 70.6 86.3 82.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 31, 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 : 2,854,827: 686,117 854,572 26,638 1,970,802 1,885,172 2,683,557 2,766,382: 171,270 88,445
Old : 2,854,827: 686,117 854,572 26,638 1,970,802 1,885,172 2,683,557 2,766,382: 171,270 88,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -228,296: -40,535 31,346 -8,019 -162,545 -242,124 -211,099 -218,797: -17,197 -9,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 29.9 0.9 69.0 66.0 94.0 96.9: 6.0 3.1
Old : 100.0: 24.0 29.9 0.9 69.0 66.0 94.0 96.9: 6.0 3.1
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 : 342: 71 45 22 163 149 244 206:
Old : 342: 71 45 22 163 149 244 206:
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 : 22.7 31.2 35.4 45.3 22.3 28.7 33.8 41.1
Old : 22.7 31.2 35.4 45.3 22.3 28.7 33.8 41.1
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 31, 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 : 3,258,687: 506,947 559,983 56,064 2,316,791 2,309,635 2,879,802 2,925,682: 378,885 333,005
Old : 3,258,687: 506,947 559,983 56,064 2,316,791 2,309,635 2,879,802 2,925,682: 378,885 333,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -155,844: 23,339 -135,654 -7,739 -169,365 -26,948 -153,765 -170,341: -2,079 14,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 17.2 1.7 71.1 70.9 88.4 89.8: 11.6 10.2
Old : 100.0: 15.6 17.2 1.7 71.1 70.9 88.4 89.8: 11.6 10.2
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 : 351: 63 58 36 171 159 253 234:
Old : 351: 63 58 36 171 159 253 234:
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 : 20.7 20.4 30.1 30.3 13.6 15.5 21.7 23.6
Old : 20.7 20.4 30.1 30.3 13.6 15.5 21.7 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 - Futures Only, March 31, 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 : 755,530: 46,919 108,486 5,074 606,999 472,711 658,992 586,271: 96,538 169,259
Old : 755,530: 46,919 108,486 5,074 606,999 472,711 658,992 586,271: 96,538 169,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -58,244: 4,578 592 -468 -59,774 -59,693 -55,664 -59,569: -2,580 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 14.4 0.7 80.3 62.6 87.2 77.6: 12.8 22.4
Old : 100.0: 6.2 14.4 0.7 80.3 62.6 87.2 77.6: 12.8 22.4
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 : 104: 9 15 9 56 63 70 82:
Old : 104: 9 15 9 56 63 70 82:
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 : 31.3 18.5 48.8 29.0 30.3 15.1 43.4 24.3
Old : 31.3 18.5 48.8 29.0 30.3 15.1 43.4 24.3
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 31, 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 : 3,846,802: 478,606 750,480 34,516 3,045,291 2,796,068 3,558,413 3,581,064: 288,389 265,738
Old : 3,846,802: 478,606 750,480 34,516 3,045,291 2,796,068 3,558,413 3,581,064: 288,389 265,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -168,715: -58,467 106,343 -11,120 -98,576 -147,971 -168,163 -52,748: -552 -115,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 19.5 0.9 79.2 72.7 92.5 93.1: 7.5 6.9
Old : 100.0: 12.4 19.5 0.9 79.2 72.7 92.5 93.1: 7.5 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: 55 38 21 139 159 202 210:
Old : 304: 55 38 21 139 159 202 210:
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 : 34.7 23.8 49.0 35.5 30.1 23.1 42.2 33.3
Old : 34.7 23.8 49.0 35.5 30.1 23.1 42.2 33.3
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 31, 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 : 1,692,857: 364,079 79,987 306,849 986,912 1,263,726 1,657,840 1,650,562: 35,017 42,295
Old : 1,692,857: 364,079 79,987 306,849 986,912 1,263,726 1,657,840 1,650,562: 35,017 42,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 5,932: 6,965 -16,289 -308 4,507 28,348 11,164 11,751: -5,232 -5,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 4.7 18.1 58.3 74.7 97.9 97.5: 2.1 2.5
Old : 100.0: 21.5 4.7 18.1 58.3 74.7 97.9 97.5: 2.1 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 : 122: 27 21 34 64 69 106 110:
Old : 122: 27 21 34 64 69 106 110:
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 : 30.1 33.6 45.0 49.1 19.0 22.3 28.4 28.6
Old : 30.1 33.6 45.0 49.1 19.0 22.3 28.4 28.6
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 - Futures Only, March 31, 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 : 28,194: 3,718 8,540 27 19,216 13,453 22,961 22,019: 5,233 6,175
Old : 28,194: 3,718 8,540 27 19,216 13,453 22,961 22,019: 5,233 6,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,113: -673 5,481 -383 5,155 -3,348 4,099 1,751: -986 1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.3 0.1 68.2 47.7 81.4 78.1: 18.6 21.9
Old : 100.0: 13.2 30.3 0.1 68.2 47.7 81.4 78.1: 18.6 21.9
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 : 77: 14 16 3 35 20 49 39:
Old : 77: 14 16 3 35 20 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.7 45.9 51.1 33.1 37.7 43.3 51.1
Old : 35.8 37.7 45.9 51.1 33.1 37.7 43.3 51.1
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 - Futures Only, March 31, 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 : 56,387: 7,435 17,079 54 38,432 26,905 45,921 44,038: 10,466 12,349
Old : 56,387: 7,435 17,079 54 38,432 26,905 45,921 44,038: 10,466 12,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6,226: -1,345 10,962 -766 10,309 -6,695 8,198 3,501: -1,972 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.3 0.1 68.2 47.7 81.4 78.1: 18.6 21.9
Old : 100.0: 13.2 30.3 0.1 68.2 47.7 81.4 78.1: 18.6 21.9
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 : 77: 14 16 3 35 20 49 39:
Old : 77: 14 16 3 35 20 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.7 45.9 51.1 33.1 37.7 43.3 51.1
Old : 35.8 37.7 45.9 51.1 33.1 37.7 43.3 51.1
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 - Futures Only, March 31, 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 : 46,287: 3,842 2,800 0 39,057 42,882 42,899 45,682: 3,388 605
Old : 46,287: 3,842 2,800 0 39,057 42,882 42,899 45,682: 3,388 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6,574: 171 -2,297 0 5,071 8,927 5,242 6,630: 1,332 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.0 0.0 84.4 92.6 92.7 98.7: 7.3 1.3
Old : 100.0: 8.3 6.0 0.0 84.4 92.6 92.7 98.7: 7.3 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 : 29: 2 4 0 12 14 14 18:
Old : 29: 2 4 0 12 14 14 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 : 68.6 76.8 86.9 90.8 68.2 76.8 86.4 90.8
Old : 68.6 76.8 86.9 90.8 68.2 76.8 86.4 90.8
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 31, 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 : 16,134: 10,173 14,730 180 5,586 1,205 15,939 16,115: 195 19
Old : 16,134: 10,173 14,730 180 5,586 1,205 15,939 16,115: 195 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -522: 123 -70 55 -723 -511 -545 -526: 23 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 91.3 1.1 34.6 7.5 98.8 99.9: 1.2 0.1
Old : 100.0: 63.1 91.3 1.1 34.6 7.5 98.8 99.9: 1.2 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 : 32: 13 14 2 4 3 19 17:
Old : 32: 13 14 2 4 3 19 17:
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 : 70.3 59.9 93.2 82.2 68.8 59.9 86.8 80.6
Old : 70.3 59.9 93.2 82.2 68.8 59.9 86.8 80.6
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 31, 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 : 63,997: 7,076 14,583 36,391 20,498 12,427 63,965 63,401: 32 596
Old : 63,997: 7,076 14,583 36,391 20,498 12,427 63,965 63,401: 32 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,782: 102 1,966 1,800 1,881 137 3,783 3,903: -1 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.8 56.9 32.0 19.4 99.9 99.1: 0.0 0.9
Old : 100.0: 11.1 22.8 56.9 32.0 19.4 99.9 99.1: 0.0 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 : 23: 4 5 1 5 10 10 15:
Old : 23: 4 5 1 5 10 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 89.2 99.9 95.6 37.7 32.3 43.0 38.7
Old : 88.8 89.2 99.9 95.6 37.7 32.3 43.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020