WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 07, 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 : 370,416: 105,835 70,095 104,846 129,125 150,737 339,806 325,678: 30,610 44,738
Old : 116,017: 61,925 46,074 7,573 36,035 53,110 105,533 106,757: 10,484 9,260
Other: 254,399: 82,026 62,137 59,157 93,090 97,627 234,273 218,921: 20,126 35,478
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,173: -1,180 7,942 -2,730 1,580 -7,112 -2,330 -1,900: 157 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.9 28.3 34.9 40.7 91.7 87.9: 8.3 12.1
Old : 100.0: 53.4 39.7 6.5 31.1 45.8 91.0 92.0: 9.0 8.0
Other: 100.0: 32.2 24.4 23.3 36.6 38.4 92.1 86.1: 7.9 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 103 81 103 83 107 248 251:
Old : 251: 83 63 23 39 70 139 139:
Other: 291: 85 74 77 68 100 200 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 12.4 22.1 20.2 10.4 7.2 17.5 12.2
Old : 16.2 25.8 28.4 36.8 15.8 25.8 27.4 36.0
Other: 16.8 13.5 26.1 21.8 16.4 7.7 24.0 14.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, April 07, 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 : 22,787: 10,601 0 1,750 9,687 20,652 22,038 22,402: 749 385
Old : 3,247: 700 650 0 2,447 2,522 3,147 3,172: 100 75
Other: 19,540: 11,251 700 400 7,240 18,130 18,891 19,230: 649 310
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,705: 425 -150 200 -3,365 -2,905 -2,740 -2,855: 35 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 0.0 7.7 42.5 90.6 96.7 98.3: 3.3 1.7
Old : 100.0: 21.6 20.0 0.0 75.4 77.7 96.9 97.7: 3.1 2.3
Other: 100.0: 57.6 3.6 2.0 37.1 92.8 96.7 98.4: 3.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 4 12 20 19 24:
Old : 14: 1 1 0 7 6 8 7:
Other: 28: 5 1 2 10 20 16 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.1 78.3 73.2 57.9 43.8 65.3 58.3
Old : 82.7 77.0 96.9 97.7 68.1 71.5 82.3 83.1
Other: 68.8 58.3 89.3 75.5 68.5 55.9 78.3 70.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 07, 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 : 226,234: 57,077 50,449 48,064 99,896 108,031 205,037 206,544: 21,197 19,690
Old : 78,265: 36,585 30,825 1,625 31,827 39,641 70,037 72,091: 8,228 6,174
Other: 147,969: 41,979 41,111 24,952 68,069 68,390 135,000 134,453: 12,969 13,516
: : :
: : Changes in Commitments from: March 31, 2020 :
: -563: -343 -359 2,156 -2,208 -1,167 -395 630: -168 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.3 21.2 44.2 47.8 90.6 91.3: 9.4 8.7
Old : 100.0: 46.7 39.4 2.1 40.7 50.6 89.5 92.1: 10.5 7.9
Other: 100.0: 28.4 27.8 16.9 46.0 46.2 91.2 90.9: 8.8 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 62 52 67 73 82 177 171:
Old : 189: 50 43 8 47 56 101 103:
Other: 211: 61 43 50 63 74 154 144:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 20.7 22.7 29.0 12.3 18.5 20.2 25.7
Old : 17.5 24.4 29.6 37.2 17.2 24.4 29.3 37.2
Other: 14.5 24.2 23.7 34.4 14.4 21.1 22.3 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 07, 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 : 1,430,281: 227,618 283,393 268,773 741,962 702,219 1,238,353 1,254,385: 191,928 175,896
Old : 1,027,809: 248,596 305,311 125,460 512,447 492,891 886,503 923,662: 141,306 104,147
Other: 402,472: 104,653 103,713 17,682 229,515 209,328 351,850 330,723: 50,622 71,749
: : :
: : Changes in Commitments from: March 31, 2020 :
: 40,935: -7,737 9,102 4,747 41,345 27,516 38,355 41,365: 2,580 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.8 18.8 51.9 49.1 86.6 87.7: 13.4 12.3
Old : 100.0: 24.2 29.7 12.2 49.9 48.0 86.3 89.9: 13.7 10.1
Other: 100.0: 26.0 25.8 4.4 57.0 52.0 87.4 82.2: 12.6 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 118 140 160 328 324 555 544:
Old : 691: 115 148 114 296 279 487 477:
Other: 500: 70 73 52 165 267 268 369:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 10.4 16.5 17.4 7.0 6.1 12.3 10.7
Old : 12.0 11.9 20.6 19.6 10.7 7.7 17.8 13.4
Other: 17.5 21.8 26.3 30.1 16.9 20.3 25.0 27.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 07, 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 : 821,968: 164,354 71,253 162,295 429,501 527,215 756,150 760,763: 65,818 61,205
Old : 470,841: 140,051 68,858 47,567 242,112 316,442 429,730 432,867: 41,111 37,974
Other: 351,127: 67,943 46,035 71,088 187,389 210,773 326,420 327,896: 24,707 23,231
: : :
: : Changes in Commitments from: March 31, 2020 :
: 28,766: 6,325 2,635 8,324 9,739 15,886 24,388 26,845: 4,378 1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.7 19.7 52.3 64.1 92.0 92.6: 8.0 7.4
Old : 100.0: 29.7 14.6 10.1 51.4 67.2 91.3 91.9: 8.7 8.1
Other: 100.0: 19.3 13.1 20.2 53.4 60.0 93.0 93.4: 7.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 501: 151 92 160 180 187 417 379:
Old : 463: 140 96 94 142 164 329 313:
Other: 362: 93 59 80 132 145 267 256:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 19.2 20.4 30.7 7.8 15.6 13.0 24.3
Old : 13.0 22.0 21.6 34.9 11.9 18.7 19.7 28.5
Other: 18.5 21.7 30.1 35.6 12.9 18.8 20.9 29.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 07, 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 : 456,623: 64,120 51,800 92,355 267,974 285,108 424,449 429,263: 32,174 27,360
Old : 309,965: 70,310 58,367 50,607 169,010 180,701 289,927 289,675: 20,038 20,290
Other: 146,658: 19,913 19,536 15,645 98,964 104,407 134,522 139,588: 12,136 7,070
: : :
: : Changes in Commitments from: March 31, 2020 :
: 8,458: 3,206 -5,093 6,583 -2,127 7,233 7,662 8,723: 796 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.3 20.2 58.7 62.4 93.0 94.0: 7.0 6.0
Old : 100.0: 22.7 18.8 16.3 54.5 58.3 93.5 93.5: 6.5 6.5
Other: 100.0: 13.6 13.3 10.7 67.5 71.2 91.7 95.2: 8.3 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 68 70 93 107 85 237 212:
Old : 291: 77 70 76 99 77 215 196:
Other: 170: 38 37 26 69 46 126 95:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 26.9 18.5 35.9 8.0 22.6 14.7 28.8
Old : 11.2 23.8 20.6 32.0 10.1 18.8 16.6 25.2
Other: 18.3 42.2 30.8 55.3 18.3 40.9 30.6 52.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 07, 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 : 1,001,494: 70,915 188,408 6,335 786,778 678,740 864,028 873,483: 137,466 128,011
Old : 1,001,494: 70,915 188,408 6,335 786,778 678,740 864,028 873,483: 137,466 128,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 237: 4,070 15,854 -1,751 4,900 -16,283 7,219 -2,180: -6,982 2,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.8 0.6 78.6 67.8 86.3 87.2: 13.7 12.8
Old : 100.0: 7.1 18.8 0.6 78.6 67.8 86.3 87.2: 13.7 12.8
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 : 178: 20 34 16 85 89 112 132:
Old : 178: 20 34 16 85 89 112 132:
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 : 25.8 30.9 37.9 45.7 22.5 23.9 31.8 34.3
Old : 25.8 30.9 37.9 45.7 22.5 23.9 31.8 34.3
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 - Futures Only, April 07, 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 : 1,052,353: 94,775 360,615 2,572 825,261 598,941 922,608 962,128: 129,745 90,225
Old : 1,052,353: 94,775 360,615 2,572 825,261 598,941 922,608 962,128: 129,745 90,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 963: 9,402 2,474 670 -7,495 2,450 2,577 5,594: -1,614 -4,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.3 0.2 78.4 56.9 87.7 91.4: 12.3 8.6
Old : 100.0: 9.0 34.3 0.2 78.4 56.9 87.7 91.4: 12.3 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 : 133: 12 17 7 74 75 88 97:
Old : 133: 12 17 7 74 75 88 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 32.2 38.8 47.7 20.9 31.0 32.2 46.0
Old : 25.7 32.2 38.8 47.7 20.9 31.0 32.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, April 07, 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 : 399,650: 71,806 27,367 52,234 227,340 294,231 351,380 373,832: 48,270 25,818
Old : 257,881: 63,023 38,800 22,621 136,237 176,929 221,881 238,350: 36,000 19,531
Other: 141,769: 25,863 5,647 12,533 91,103 117,302 129,499 135,482: 12,270 6,287
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,221: -12,240 5,488 8,135 -847 -18,510 -4,952 -4,887: 3,731 3,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 6.8 13.1 56.9 73.6 87.9 93.5: 12.1 6.5
Old : 100.0: 24.4 15.0 8.8 52.8 68.6 86.0 92.4: 14.0 7.6
Other: 100.0: 18.2 4.0 8.8 64.3 82.7 91.3 95.6: 8.7 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 77 41 69 97 83 209 166:
Old : 232: 71 45 51 90 75 184 150:
Other: 166: 47 23 26 71 53 133 87:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 36.5 20.0 45.5 12.8 35.1 19.5 42.1
Old : 16.3 31.0 24.6 41.8 16.3 30.7 24.1 39.1
Other: 17.4 46.4 29.7 60.7 17.0 43.2 28.9 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 07, 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 : 12,096: 3,530 1,009 686 5,686 9,008 9,902 10,703: 2,194 1,393
Old : 8,618: 3,416 1,677 18 3,293 5,912 6,727 7,607: 1,891 1,011
Other: 3,478: 782 0 0 2,393 3,096 3,175 3,096: 303 382
: : :
: : Changes in Commitments from: March 31, 2020 :
: 505: 354 73 -16 -121 320 217 377: 288 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.3 5.7 47.0 74.5 81.9 88.5: 18.1 11.5
Old : 100.0: 39.6 19.5 0.2 38.2 68.6 78.1 88.3: 21.9 11.7
Other: 100.0: 22.5 0.0 0.0 68.8 89.0 91.3 89.0: 8.7 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 4 4 15 16 37 24:
Old : 46: 18 8 2 11 12 31 20:
Other: 24: 7 0 0 9 10 16 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 : 38.2 42.7 51.0 64.3 31.7 42.4 42.4 61.4
Old : 36.6 40.5 51.6 65.4 36.6 39.9 51.6 63.3
Other: 68.8 73.9 86.5 86.5 68.8 72.9 85.6 85.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 07, 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 : 2,670,340: 651,218 801,308 20,289 1,839,758 1,756,309 2,511,265 2,577,906: 159,075 92,434
Old : 2,670,340: 651,218 801,308 20,289 1,839,758 1,756,309 2,511,265 2,577,906: 159,075 92,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -184,487: -34,899 -53,264 -6,349 -131,044 -128,863 -172,292 -188,476: -12,195 3,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 30.0 0.8 68.9 65.8 94.0 96.5: 6.0 3.5
Old : 100.0: 24.4 30.0 0.8 68.9 65.8 94.0 96.5: 6.0 3.5
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 : 340: 66 48 24 170 139 246 202:
Old : 340: 66 48 24 170 139 246 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 32.4 35.5 44.5 24.0 29.5 34.1 40.7
Old : 24.3 32.4 35.5 44.5 24.0 29.5 34.1 40.7
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 - Futures Only, April 07, 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 : 3,218,062: 506,164 567,188 55,771 2,280,915 2,246,569 2,842,850 2,869,528: 375,212 348,534
Old : 3,218,062: 506,164 567,188 55,771 2,280,915 2,246,569 2,842,850 2,869,528: 375,212 348,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -40,625: -783 7,205 -293 -35,876 -63,066 -36,952 -56,154: -3,673 15,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.6 1.7 70.9 69.8 88.3 89.2: 11.7 10.8
Old : 100.0: 15.7 17.6 1.7 70.9 69.8 88.3 89.2: 11.7 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 : 355: 61 59 38 169 166 252 241:
Old : 355: 61 59 38 169 166 252 241:
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 : 21.0 20.6 30.5 30.3 13.5 15.8 21.6 23.9
Old : 21.0 20.6 30.5 30.3 13.5 15.8 21.6 23.9
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, April 07, 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 : 759,068: 60,626 102,911 5,228 592,491 470,570 658,345 578,709: 100,723 180,359
Old : 759,068: 60,626 102,911 5,228 592,491 470,570 658,345 578,709: 100,723 180,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 3,538: 13,707 -5,575 154 -14,508 -2,141 -647 -7,562: 4,185 11,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.6 0.7 78.1 62.0 86.7 76.2: 13.3 23.8
Old : 100.0: 8.0 13.6 0.7 78.1 62.0 86.7 76.2: 13.3 23.8
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 : 101: 12 12 8 57 62 73 78:
Old : 101: 12 12 8 57 62 73 78:
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 21.7 46.5 32.3 27.9 18.5 41.5 27.0
Old : 29.3 21.7 46.5 32.3 27.9 18.5 41.5 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, April 07, 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 : 3,760,304: 542,119 705,861 38,470 2,880,204 2,746,331 3,460,793 3,490,662: 299,511 269,642
Old : 3,760,304: 542,119 705,861 38,470 2,880,204 2,746,331 3,460,793 3,490,662: 299,511 269,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -86,498: 63,513 -44,619 3,954 -165,087 -49,737 -97,620 -90,402: 11,122 3,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.8 1.0 76.6 73.0 92.0 92.8: 8.0 7.2
Old : 100.0: 14.4 18.8 1.0 76.6 73.0 92.0 92.8: 8.0 7.2
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 : 299: 58 33 21 136 159 199 208:
Old : 299: 58 33 21 136 159 199 208:
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 : 35.1 22.0 49.1 34.0 31.2 21.1 43.7 31.3
Old : 35.1 22.0 49.1 34.0 31.2 21.1 43.7 31.3
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, April 07, 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 : 1,567,177: 451,901 139,025 196,996 890,401 1,198,011 1,539,298 1,534,032: 27,879 33,145
Old : 1,567,177: 451,901 139,025 196,996 890,401 1,198,011 1,539,298 1,534,032: 27,879 33,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -125,680: 87,822 59,038 -109,853 -96,511 -65,715 -118,542 -116,530: -7,138 -9,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.9 12.6 56.8 76.4 98.2 97.9: 1.8 2.1
Old : 100.0: 28.8 8.9 12.6 56.8 76.4 98.2 97.9: 1.8 2.1
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 : 121: 23 24 35 60 69 102 109:
Old : 121: 23 24 35 60 69 102 109:
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 : 34.9 38.5 49.6 53.6 26.6 30.5 35.7 36.2
Old : 34.9 38.5 49.6 53.6 26.6 30.5 35.7 36.2
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, April 07, 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 : 26,996: 5,681 8,740 165 16,498 10,746 22,343 19,650: 4,653 7,346
Old : 26,996: 5,681 8,740 165 16,498 10,746 22,343 19,650: 4,653 7,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,198: 1,963 201 138 -2,718 -2,707 -618 -2,369: -581 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.4 0.6 61.1 39.8 82.8 72.8: 17.2 27.2
Old : 100.0: 21.0 32.4 0.6 61.1 39.8 82.8 72.8: 17.2 27.2
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 : 83: 19 19 6 34 21 56 43:
Old : 83: 19 19 6 34 21 56 43:
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 : 32.2 36.4 41.4 47.1 31.5 36.4 40.7 46.1
Old : 32.2 36.4 41.4 47.1 31.5 36.4 40.7 46.1
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, April 07, 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 : 53,991: 11,361 17,480 329 32,996 21,491 44,686 39,300: 9,305 14,691
Old : 53,991: 11,361 17,480 329 32,996 21,491 44,686 39,300: 9,305 14,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,396: 3,926 401 275 -5,436 -5,414 -1,235 -4,738: -1,161 2,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.4 0.6 61.1 39.8 82.8 72.8: 17.2 27.2
Old : 100.0: 21.0 32.4 0.6 61.1 39.8 82.8 72.8: 17.2 27.2
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 : 83: 19 19 6 34 21 56 43:
Old : 83: 19 19 6 34 21 56 43:
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 : 32.2 36.4 41.4 47.1 31.5 36.4 40.7 46.1
Old : 32.2 36.4 41.4 47.1 31.5 36.4 40.7 46.1
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, April 07, 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 : 50,732: 4,086 1,586 0 44,480 48,385 48,566 49,971: 2,166 761
Old : 50,732: 4,086 1,586 0 44,480 48,385 48,566 49,971: 2,166 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 4,445: 244 -1,214 0 5,423 5,503 5,667 4,289: -1,222 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.1 0.0 87.7 95.4 95.7 98.5: 4.3 1.5
Old : 100.0: 8.1 3.1 0.0 87.7 95.4 95.7 98.5: 4.3 1.5
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 : 30: 2 2 0 15 14 17 16:
Old : 30: 2 2 0 15 14 17 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 : 62.1 73.7 85.1 89.5 44.7 66.4 67.7 76.2
Old : 62.1 73.7 85.1 89.5 44.7 66.4 67.7 76.2
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, April 07, 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 : 16,381: 10,596 14,937 220 5,357 1,208 16,173 16,365: 208 16
Old : 16,381: 10,596 14,937 220 5,357 1,208 16,173 16,365: 208 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 247: 423 207 40 -229 3 234 250: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 91.2 1.3 32.7 7.4 98.7 99.9: 1.3 0.1
Old : 100.0: 64.7 91.2 1.3 32.7 7.4 98.7 99.9: 1.3 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 : 34: 13 16 2 4 3 19 19:
Old : 34: 13 16 2 4 3 19 19:
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 : 71.7 53.0 92.9 74.9 70.2 53.0 86.8 73.1
Old : 71.7 53.0 92.9 74.9 70.2 53.0 86.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, April 07, 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 : 67,144: 7,098 18,144 37,027 22,986 11,403 67,111 66,574: 33 570
Old : 67,144: 7,098 18,144 37,027 22,986 11,403 67,111 66,574: 33 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 3,147: 22 3,561 636 2,488 -1,024 3,146 3,173: 1 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 27.0 55.1 34.2 17.0 100.0 99.2: 0.0 0.8
Old : 100.0: 10.6 27.0 55.1 34.2 17.0 100.0 99.2: 0.0 0.8
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 : 22: 4 6 1 5 8 10 14:
Old : 22: 4 6 1 5 8 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 : 89.3 90.7 99.9 96.7 39.7 35.6 44.8 41.5
Old : 89.3 90.7 99.9 96.7 39.7 35.6 44.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020