WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 14, 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 : 380,408: 107,952 74,175 112,378 129,768 149,521 350,098 336,074: 30,310 44,334
Old : 66,742: 40,208 26,989 2,638 16,363 28,618 59,209 58,245: 7,533 8,497
Other: 313,666: 97,343 76,785 80,141 113,405 120,903 290,889 277,829: 22,777 35,837
: : :
: : Changes in Commitments from: April 7, 2020 :
: 9,992: 2,117 4,080 7,532 643 -1,216 10,292 10,396: -300 -404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 19.5 29.5 34.1 39.3 92.0 88.3: 8.0 11.7
Old : 100.0: 60.2 40.4 4.0 24.5 42.9 88.7 87.3: 11.3 12.7
Other: 100.0: 31.0 24.5 25.5 36.2 38.5 92.7 88.6: 7.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 103 96 114 75 107 252 265:
Old : 212: 72 53 15 33 58 113 118:
Other: 316: 90 94 93 67 100 220 236:
:----------------------------------------------------------------------------------------------------
: 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 11.5 21.1 19.3 10.3 7.4 17.5 12.4
Old : 23.8 21.2 34.8 33.2 22.9 21.2 33.9 32.8
Other: 13.1 13.7 23.7 22.8 12.7 9.0 21.6 14.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, April 14, 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 : 24,207: 11,746 200 1,500 10,157 22,072 23,403 23,772: 804 435
Old : 3,547: 850 650 0 2,597 2,722 3,447 3,372: 100 175
Other: 20,660: 12,396 1,050 0 7,560 19,350 19,956 20,400: 704 260
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,420: 1,145 200 -250 470 1,420 1,365 1,370: 55 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.8 6.2 42.0 91.2 96.7 98.2: 3.3 1.8
Old : 100.0: 24.0 18.3 0.0 73.2 76.7 97.2 95.1: 2.8 4.9
Other: 100.0: 60.0 5.1 0.0 36.6 93.7 96.6 98.7: 3.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 1 2 12 20 19 23:
Old : 14: 1 1 0 7 6 8 7:
Other: 28: 6 2 0 10 19 16 21:
:----------------------------------------------------------------------------------------------------
: 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 : 60.8 60.0 78.7 76.7 57.5 44.9 64.7 59.8
Old : 84.2 70.5 97.2 95.1 70.8 68.4 83.8 81.7
Other: 66.9 63.5 86.5 80.5 66.7 57.9 78.2 72.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 14, 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 : 234,038: 56,324 48,071 57,669 98,167 108,014 212,160 213,754: 21,878 20,284
Old : 49,725: 27,722 14,557 584 15,493 29,508 43,799 44,649: 5,926 5,076
Other: 184,313: 47,441 52,353 38,246 82,674 78,506 168,361 169,105: 15,952 15,208
: : :
: : Changes in Commitments from: April 7, 2020 :
: 7,804: -753 -2,378 9,605 -1,729 -17 7,123 7,210: 681 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 20.5 24.6 41.9 46.2 90.7 91.3: 9.3 8.7
Old : 100.0: 55.8 29.3 1.2 31.2 59.3 88.1 89.8: 11.9 10.2
Other: 100.0: 25.7 28.4 20.8 44.9 42.6 91.3 91.7: 8.7 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 68 55 78 72 82 186 184:
Old : 174: 52 33 3 38 57 93 90:
Other: 232: 64 61 65 67 75 169 167:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.6 22.5 28.9 11.7 18.6 19.4 25.4
Old : 21.9 22.4 33.9 37.2 21.9 22.1 33.9 35.7
Other: 14.0 23.3 23.9 32.8 13.5 21.1 22.0 28.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 14, 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 : 1,439,982: 231,417 304,711 276,741 737,500 686,585 1,245,658 1,268,037: 194,324 171,945
Old : 1,013,410: 257,756 317,164 119,709 493,083 475,159 870,548 912,032: 142,862 101,378
Other: 426,572: 108,823 122,709 21,870 244,417 211,426 375,110 356,005: 51,462 70,567
: : :
: : Changes in Commitments from: April 7, 2020 :
: 9,701: 3,799 21,318 7,968 -4,462 -15,634 7,305 13,652: 2,396 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 21.2 19.2 51.2 47.7 86.5 88.1: 13.5 11.9
Old : 100.0: 25.4 31.3 11.8 48.7 46.9 85.9 90.0: 14.1 10.0
Other: 100.0: 25.5 28.8 5.1 57.3 49.6 87.9 83.5: 12.1 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 117 150 155 337 322 559 543:
Old : 685: 119 146 109 302 280 490 472:
Other: 511: 72 85 49 173 265 276 374:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 9.2 15.5 15.7 6.8 6.2 12.0 10.8
Old : 10.5 10.1 18.3 17.6 10.2 7.9 17.5 14.1
Other: 16.9 20.2 25.6 28.9 16.0 19.1 24.1 26.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 14, 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 : 837,282: 177,134 80,210 163,646 430,396 532,238 771,176 776,094: 66,106 61,188
Old : 463,916: 152,472 74,754 43,870 226,290 307,964 422,632 426,588: 41,284 37,328
Other: 373,366: 71,899 52,693 72,539 204,106 224,274 348,544 349,506: 24,822 23,860
: : :
: : Changes in Commitments from: April 7, 2020 :
: 15,314: 12,780 8,957 1,351 895 5,023 15,026 15,331: 288 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 9.6 19.5 51.4 63.6 92.1 92.7: 7.9 7.3
Old : 100.0: 32.9 16.1 9.5 48.8 66.4 91.1 92.0: 8.9 8.0
Other: 100.0: 19.3 14.1 19.4 54.7 60.1 93.4 93.6: 6.6 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 160 95 157 189 193 431 389:
Old : 483: 149 95 94 147 172 343 324:
Other: 377: 90 65 83 140 154 277 271:
:----------------------------------------------------------------------------------------------------
: 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 19.3 20.2 30.9 8.2 16.1 13.4 24.9
Old : 13.1 22.5 21.9 33.4 12.3 20.0 20.1 29.0
Other: 17.7 20.9 29.0 34.0 11.8 17.6 19.7 28.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 14, 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 : 469,269: 61,731 55,240 111,264 262,547 272,782 435,542 439,286: 33,727 29,983
Old : 314,274: 69,698 58,885 65,782 158,205 167,619 293,685 292,286: 20,589 21,988
Other: 154,995: 20,722 25,044 16,793 104,342 105,163 141,857 147,000: 13,138 7,995
: : :
: : Changes in Commitments from: April 7, 2020 :
: 12,646: -2,389 3,440 18,909 -5,427 -12,326 11,093 10,023: 1,553 2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.8 23.7 55.9 58.1 92.8 93.6: 7.2 6.4
Old : 100.0: 22.2 18.7 20.9 50.3 53.3 93.4 93.0: 6.6 7.0
Other: 100.0: 13.4 16.2 10.8 67.3 67.8 91.5 94.8: 8.5 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 70 72 102 105 85 247 222:
Old : 302: 75 76 88 97 78 227 206:
Other: 176: 39 38 30 69 48 129 101:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 25.8 18.5 34.8 7.8 21.7 14.2 27.1
Old : 12.6 22.2 22.0 30.7 9.0 17.1 16.1 22.8
Other: 18.4 42.4 30.4 56.2 18.3 41.2 30.0 53.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 14, 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 : 1,005,372: 80,514 197,230 6,693 770,628 676,898 857,835 880,821: 147,537 124,551
Old : 1,005,372: 80,514 197,230 6,693 770,628 676,898 857,835 880,821: 147,537 124,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 3,878: 9,599 8,822 358 -16,150 -1,842 -6,193 7,338: 10,071 -3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 19.6 0.7 76.7 67.3 85.3 87.6: 14.7 12.4
Old : 100.0: 8.0 19.6 0.7 76.7 67.3 85.3 87.6: 14.7 12.4
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 : 184: 26 34 17 85 89 119 132:
Old : 184: 26 34 17 85 89 119 132:
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 : 24.6 31.3 36.4 46.3 21.5 25.0 30.4 35.0
Old : 24.6 31.3 36.4 46.3 21.5 25.0 30.4 35.0
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 14, 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 : 1,044,592: 103,098 363,120 3,636 805,034 588,786 911,768 955,542: 132,824 89,050
Old : 1,044,592: 103,098 363,120 3,636 805,034 588,786 911,768 955,542: 132,824 89,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -7,761: 8,323 2,505 1,064 -20,227 -10,155 -10,840 -6,586: 3,079 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 34.8 0.3 77.1 56.4 87.3 91.5: 12.7 8.5
Old : 100.0: 9.9 34.8 0.3 77.1 56.4 87.3 91.5: 12.7 8.5
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 : 132: 12 17 9 74 75 91 96:
Old : 132: 12 17 9 74 75 91 96:
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 : 26.5 33.0 39.9 48.4 22.2 32.0 33.6 47.4
Old : 26.5 33.0 39.9 48.4 22.2 32.0 33.6 47.4
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 14, 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 : 408,515: 68,409 46,419 51,133 241,150 282,631 360,692 380,183: 47,823 28,332
Old : 257,900: 59,004 55,743 19,501 143,168 160,573 221,673 235,817: 36,227 22,083
Other: 150,615: 28,307 9,578 12,730 97,982 122,058 139,019 144,366: 11,596 6,249
: : :
: : Changes in Commitments from: April 7, 2020 :
: 8,865: -3,397 19,052 -1,101 13,810 -11,600 9,312 6,351: -447 2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.4 12.5 59.0 69.2 88.3 93.1: 11.7 6.9
Old : 100.0: 22.9 21.6 7.6 55.5 62.3 86.0 91.4: 14.0 8.6
Other: 100.0: 18.8 6.4 8.5 65.1 81.0 92.3 95.9: 7.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 70 45 75 100 86 211 177:
Old : 235: 68 48 57 93 79 185 161:
Other: 172: 47 29 28 74 53 138 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 32.7 20.6 42.5 12.3 30.3 18.6 37.2
Old : 16.3 27.0 23.6 36.2 16.3 23.8 23.2 32.1
Other: 17.7 44.9 30.2 60.1 16.5 41.7 28.5 53.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 14, 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 : 12,057: 3,642 1,011 716 5,441 8,929 9,799 10,656: 2,258 1,401
Old : 8,436: 3,504 1,690 27 2,980 5,699 6,511 7,416: 1,925 1,020
Other: 3,621: 817 0 10 2,461 3,230 3,288 3,240: 333 381
: : :
: : Changes in Commitments from: April 7, 2020 :
: -39: 112 2 30 -245 -79 -103 -47: 64 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.4 5.9 45.1 74.1 81.3 88.4: 18.7 11.6
Old : 100.0: 41.5 20.0 0.3 35.3 67.6 77.2 87.9: 22.8 12.1
Other: 100.0: 22.6 0.0 0.3 68.0 89.2 90.8 89.5: 9.2 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 4 5 16 16 39 25:
Old : 47: 18 9 3 12 12 33 21:
Other: 25: 8 0 2 9 10 17 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 42.7 50.3 63.5 31.1 41.9 42.4 60.9
Old : 35.0 40.4 50.9 66.0 35.0 39.7 50.9 63.7
Other: 67.8 74.5 84.8 86.8 67.8 73.5 83.9 85.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 14, 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 : 2,655,012: 616,622 806,768 21,054 1,856,621 1,731,390 2,494,297 2,559,212: 160,715 95,800
Old : 2,655,012: 616,622 806,768 21,054 1,856,621 1,731,390 2,494,297 2,559,212: 160,715 95,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -15,328: -34,596 5,460 765 16,863 -24,919 -16,968 -18,694: 1,640 3,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 30.4 0.8 69.9 65.2 93.9 96.4: 6.1 3.6
Old : 100.0: 23.2 30.4 0.8 69.9 65.2 93.9 96.4: 6.1 3.6
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 : 334: 58 51 21 168 146 235 209:
Old : 334: 58 51 21 168 146 235 209:
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 33.4 36.1 45.6 25.5 29.7 34.7 41.8
Old : 25.8 33.4 36.1 45.6 25.5 29.7 34.7 41.8
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, April 14, 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 : 3,235,198: 551,217 622,015 62,448 2,225,603 2,199,648 2,839,268 2,884,111: 395,930 351,087
Old : 3,235,198: 551,217 622,015 62,448 2,225,603 2,199,648 2,839,268 2,884,111: 395,930 351,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 17,136: 45,053 54,827 6,677 -55,312 -46,921 -3,582 14,583: 20,718 2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.2 1.9 68.8 68.0 87.8 89.1: 12.2 10.9
Old : 100.0: 17.0 19.2 1.9 68.8 68.0 87.8 89.1: 12.2 10.9
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 : 361: 63 66 39 168 165 254 247:
Old : 361: 63 66 39 168 165 254 247:
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 20.5 29.9 29.7 14.5 15.3 22.2 23.0
Old : 21.0 20.5 29.9 29.7 14.5 15.3 22.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, April 14, 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 : 774,025: 65,868 99,814 7,805 600,382 481,277 674,055 588,896: 99,970 185,129
Old : 774,025: 65,868 99,814 7,805 600,382 481,277 674,055 588,896: 99,970 185,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 14,957: 5,242 -3,097 2,577 7,891 10,707 15,710 10,187: -753 4,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.9 1.0 77.6 62.2 87.1 76.1: 12.9 23.9
Old : 100.0: 8.5 12.9 1.0 77.6 62.2 87.1 76.1: 12.9 23.9
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 : 102: 14 8 9 59 64 76 78:
Old : 102: 14 8 9 59 64 76 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 : 28.4 22.3 45.9 32.6 27.9 19.0 41.9 27.5
Old : 28.4 22.3 45.9 32.6 27.9 19.0 41.9 27.5
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 14, 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 : 3,724,769: 538,927 696,206 34,976 2,848,565 2,716,080 3,422,468 3,447,262: 302,301 277,507
Old : 3,724,769: 538,927 696,206 34,976 2,848,565 2,716,080 3,422,468 3,447,262: 302,301 277,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -35,535: -3,192 -9,655 -3,494 -31,639 -30,251 -38,325 -43,400: 2,790 7,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.7 0.9 76.5 72.9 91.9 92.5: 8.1 7.5
Old : 100.0: 14.5 18.7 0.9 76.5 72.9 91.9 92.5: 8.1 7.5
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 : 300: 56 36 22 134 157 197 208:
Old : 300: 56 36 22 134 157 197 208:
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 : 35.0 20.9 49.2 34.0 31.1 19.2 43.9 30.0
Old : 35.0 20.9 49.2 34.0 31.1 19.2 43.9 30.0
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 14, 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 : 1,585,542: 477,904 145,796 187,735 892,986 1,218,583 1,558,625 1,552,114: 26,917 33,428
Old : 1,585,542: 477,904 145,796 187,735 892,986 1,218,583 1,558,625 1,552,114: 26,917 33,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 18,365: 26,003 6,771 -9,261 2,585 20,572 19,327 18,082: -962 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.2 11.8 56.3 76.9 98.3 97.9: 1.7 2.1
Old : 100.0: 30.1 9.2 11.8 56.3 76.9 98.3 97.9: 1.7 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 : 123: 23 21 33 62 73 103 110:
Old : 123: 23 21 33 62 73 103 110:
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 : 35.5 39.1 50.0 53.8 28.1 31.5 37.1 36.7
Old : 35.5 39.1 50.0 53.8 28.1 31.5 37.1 36.7
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 14, 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 : 30,200: 6,222 10,196 288 18,654 11,903 25,163 22,387: 5,037 7,813
Old : 30,200: 6,222 10,196 288 18,654 11,903 25,163 22,387: 5,037 7,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 3,204: 541 1,456 124 2,156 1,157 2,820 2,737: 384 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 33.8 1.0 61.8 39.4 83.3 74.1: 16.7 25.9
Old : 100.0: 20.6 33.8 1.0 61.8 39.4 83.3 74.1: 16.7 25.9
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 : 89: 18 24 7 35 20 56 48:
Old : 89: 18 24 7 35 20 56 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 35.8 43.1 46.4 32.4 35.8 42.0 45.2
Old : 33.4 35.8 43.1 46.4 32.4 35.8 42.0 45.2
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 14, 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 : 60,399: 12,443 20,392 576 37,307 23,805 50,326 44,773: 10,073 15,626
Old : 60,399: 12,443 20,392 576 37,307 23,805 50,326 44,773: 10,073 15,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 6,408: 1,082 2,912 247 4,311 2,314 5,640 5,473: 768 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 33.8 1.0 61.8 39.4 83.3 74.1: 16.7 25.9
Old : 100.0: 20.6 33.8 1.0 61.8 39.4 83.3 74.1: 16.7 25.9
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 : 89: 18 24 7 35 20 56 48:
Old : 89: 18 24 7 35 20 56 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 35.8 43.1 46.4 32.4 35.8 42.0 45.2
Old : 33.4 35.8 43.1 46.4 32.4 35.8 42.0 45.2
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 14, 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 : 45,852: 5,862 1,472 0 38,614 43,918 44,476 45,390: 1,376 462
Old : 45,852: 5,862 1,472 0 38,614 43,918 44,476 45,390: 1,376 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -4,880: 1,776 -114 0 -5,866 -4,467 -4,090 -4,581: -790 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.2 0.0 84.2 95.8 97.0 99.0: 3.0 1.0
Old : 100.0: 12.8 3.2 0.0 84.2 95.8 97.0 99.0: 3.0 1.0
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 : 33: 5 2 0 14 14 19 16:
Old : 33: 5 2 0 14 14 19 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 : 66.5 73.4 84.2 90.2 62.9 73.4 80.4 88.8
Old : 66.5 73.4 84.2 90.2 62.9 73.4 80.4 88.8
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, April 14, 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 : 18,545: 12,632 16,801 513 5,215 1,206 18,360 18,520: 185 25
Old : 18,545: 12,632 16,801 513 5,215 1,206 18,360 18,520: 185 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,164: 2,036 1,864 293 -142 -2 2,187 2,155: -23 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 90.6 2.8 28.1 6.5 99.0 99.9: 1.0 0.1
Old : 100.0: 68.1 90.6 2.8 28.1 6.5 99.0 99.9: 1.0 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 : 35: 14 16 3 4 3 21 19:
Old : 35: 14 16 3 4 3 21 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 : 74.2 53.4 92.2 75.4 72.9 51.8 87.5 72.2
Old : 74.2 53.4 92.2 75.4 72.9 51.8 87.5 72.2
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, April 14, 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 : 69,380: 4,367 13,700 40,656 23,665 13,715 68,688 68,071: 692 1,309
Old : 69,380: 4,367 13,700 40,656 23,665 13,715 68,688 68,071: 692 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,236: -2,731 -4,444 3,629 679 2,312 1,577 1,497: 659 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.7 58.6 34.1 19.8 99.0 98.1: 1.0 1.9
Old : 100.0: 6.3 19.7 58.6 34.1 19.8 99.0 98.1: 1.0 1.9
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 : 21: 4 6 1 4 8 9 14:
Old : 21: 4 6 1 4 8 9 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 : 95.6 86.1 99.0 94.9 38.1 27.4 40.4 36.3
Old : 95.6 86.1 99.0 94.9 38.1 27.4 40.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020