WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 28, 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 : 344,450: 107,043 86,870 71,441 139,362 146,302 317,846 304,613: 26,604 39,837
Old : 4,121: 429 1,008 0 3,010 1,720 3,439 2,728: 682 1,393
Other: 340,329: 107,367 86,615 70,688 136,352 144,582 314,407 301,885: 25,922 38,444
: : :
: : Changes in Commitments from: April 21, 2020 :
: -25,350: -4,620 8,920 -23,619 5,303 -7,492 -22,936 -22,191: -2,414 -3,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 25.2 20.7 40.5 42.5 92.3 88.4: 7.7 11.6
Old : 100.0: 10.4 24.5 0.0 73.0 41.7 83.5 66.2: 16.5 33.8
Other: 100.0: 31.5 25.5 20.8 40.1 42.5 92.4 88.7: 7.6 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 96 94 105 76 108 238 258:
Old : 46: 7 11 0 12 18 19 29:
Other: 337: 98 93 103 73 107 233 257:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 12.5 21.1 20.9 12.2 10.0 21.0 17.0
Old : 71.3 38.0 81.3 51.2 71.3 38.0 81.3 51.2
Other: 12.4 12.5 21.3 20.9 12.4 10.1 21.3 17.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, April 28, 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 : 28,047: 14,445 250 1,400 11,842 25,712 27,687 27,362: 360 685
Old : 3,247: 750 650 0 2,497 2,522 3,247 3,172: 0 75
Other: 24,800: 15,095 1,000 0 9,345 23,190 24,440 24,190: 360 610
: : :
: : Changes in Commitments from: April 21, 2020 :
: 515: 881 50 -200 -60 465 621 315: -106 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 0.9 5.0 42.2 91.7 98.7 97.6: 1.3 2.4
Old : 100.0: 23.1 20.0 0.0 76.9 77.7 100.0 97.7: 0.0 2.3
Other: 100.0: 60.9 4.0 0.0 37.7 93.5 98.5 97.5: 1.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 1 2 12 21 20 24:
Old : 14: 1 1 0 7 6 8 7:
Other: 30: 7 2 0 10 20 17 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 : 67.3 55.6 84.7 71.3 61.0 37.4 66.5 51.1
Old : 82.7 78.4 100.0 97.7 77.3 78.4 94.6 92.3
Other: 70.2 58.5 89.8 74.8 68.4 47.5 77.2 61.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 28, 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 : 221,005: 52,817 46,289 48,389 99,806 106,651 201,012 201,329: 19,993 19,676
Old : 5,102: 1,776 7 0 2,071 4,352 3,847 4,359: 1,255 743
Other: 215,903: 52,458 47,699 46,972 97,735 102,299 197,165 196,970: 18,738 18,933
: : :
: : Changes in Commitments from: April 21, 2020 :
: -11,934: -3,541 2,290 -7,800 176 -5,322 -11,165 -10,832: -769 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.9 21.9 45.2 48.3 91.0 91.1: 9.0 8.9
Old : 100.0: 34.8 0.1 0.0 40.6 85.3 75.4 85.4: 24.6 14.6
Other: 100.0: 24.3 22.1 21.8 45.3 47.4 91.3 91.2: 8.7 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 61 47 60 79 84 179 162:
Old : 47: 11 2 0 19 17 30 19:
Other: 229: 61 52 59 74 83 173 161:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 21.3 24.0 30.8 13.6 20.2 21.3 27.5
Old : 30.6 65.4 48.3 77.8 28.1 58.2 44.6 70.4
Other: 15.1 21.8 24.6 31.5 13.9 20.7 21.8 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 28, 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 : 1,423,461: 226,320 344,768 267,562 749,111 650,233 1,242,993 1,262,563: 180,468 160,898
Old : 918,046: 257,999 332,058 96,221 438,892 405,196 793,112 833,475: 124,934 84,571
Other: 505,415: 107,244 151,633 32,418 310,219 245,037 449,881 429,088: 55,534 76,327
: : :
: : Changes in Commitments from: April 21, 2020 :
: -47,316: -8,700 11,271 -7,037 -27,476 -45,932 -43,213 -41,698: -4,103 -5,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 24.2 18.8 52.6 45.7 87.3 88.7: 12.7 11.3
Old : 100.0: 28.1 36.2 10.5 47.8 44.1 86.4 90.8: 13.6 9.2
Other: 100.0: 21.2 30.0 6.4 61.4 48.5 89.0 84.9: 11.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 120 162 145 334 300 548 534:
Old : 678: 127 154 89 286 254 461 453:
Other: 519: 80 94 55 195 249 308 369:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 10.1 16.5 17.0 8.0 7.3 13.4 12.3
Old : 13.0 10.7 21.5 18.5 11.4 8.3 19.2 15.2
Other: 15.3 19.5 24.1 29.3 14.3 19.0 21.9 26.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 28, 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 : 814,337: 166,678 90,049 165,014 414,363 502,706 746,055 757,769: 68,282 56,568
Old : 368,304: 131,663 76,729 24,769 174,281 235,927 330,713 337,425: 37,591 30,879
Other: 446,033: 89,040 67,345 86,220 240,082 266,779 415,342 420,344: 30,691 25,689
: : :
: : Changes in Commitments from: April 21, 2020 :
: -29,780: -15,147 -8,754 6,085 -20,355 -21,848 -29,417 -24,517: -363 -5,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.1 20.3 50.9 61.7 91.6 93.1: 8.4 6.9
Old : 100.0: 35.7 20.8 6.7 47.3 64.1 89.8 91.6: 10.2 8.4
Other: 100.0: 20.0 15.1 19.3 53.8 59.8 93.1 94.2: 6.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 152 103 151 189 191 423 389:
Old : 472: 142 103 68 126 156 298 301:
Other: 393: 106 66 93 153 155 308 280:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 20.2 21.5 31.1 8.4 16.1 14.2 24.4
Old : 14.9 23.6 25.7 33.8 14.0 20.6 22.2 30.4
Other: 18.5 21.1 28.5 34.4 11.8 17.2 19.1 27.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 28, 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 : 464,042: 63,441 67,608 100,113 267,220 267,371 430,774 435,092: 33,268 28,950
Old : 280,869: 74,621 76,612 35,973 152,688 148,519 263,282 261,104: 17,587 19,765
Other: 183,173: 29,965 32,141 22,995 114,532 118,852 167,492 173,988: 15,681 9,185
: : :
: : Changes in Commitments from: April 21, 2020 :
: 6,861: -85 2,665 3,052 2,467 1,653 5,434 7,370: 1,427 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.6 21.6 57.6 57.6 92.8 93.8: 7.2 6.2
Old : 100.0: 26.6 27.3 12.8 54.4 52.9 93.7 93.0: 6.3 7.0
Other: 100.0: 16.4 17.5 12.6 62.5 64.9 91.4 95.0: 8.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 78 69 98 113 87 254 221:
Old : 297: 82 78 70 100 73 220 190:
Other: 197: 49 43 36 74 56 146 118:
:----------------------------------------------------------------------------------------------------
: 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 24.3 19.6 33.7 7.5 18.8 13.5 24.4
Old : 15.0 19.6 25.0 28.0 10.8 15.2 17.7 21.9
Other: 15.2 36.7 26.2 50.3 15.0 35.0 25.5 45.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 28, 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 : 981,100: 93,060 188,625 6,963 738,337 652,189 838,360 847,777: 142,740 133,323
Old : 981,100: 93,060 188,625 6,963 738,337 652,189 838,360 847,777: 142,740 133,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -12,975: 7,764 -9,094 1,080 -14,293 -15,376 -5,449 -23,390: -7,526 10,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 19.2 0.7 75.3 66.5 85.5 86.4: 14.5 13.6
Old : 100.0: 9.5 19.2 0.7 75.3 66.5 85.5 86.4: 14.5 13.6
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 : 178: 26 29 16 86 88 119 126:
Old : 178: 26 29 16 86 88 119 126:
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 : 21.7 29.3 33.9 45.4 20.7 24.3 29.6 35.8
Old : 21.7 29.3 33.9 45.4 20.7 24.3 29.6 35.8
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 28, 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 : 1,033,198: 122,146 375,865 4,574 772,276 557,799 898,996 938,238: 134,202 94,960
Old : 1,033,198: 122,146 375,865 4,574 772,276 557,799 898,996 938,238: 134,202 94,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -10,703: 10,641 2,119 1,627 -27,872 -23,047 -15,604 -19,301: 4,901 8,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 36.4 0.4 74.7 54.0 87.0 90.8: 13.0 9.2
Old : 100.0: 11.8 36.4 0.4 74.7 54.0 87.0 90.8: 13.0 9.2
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 : 136: 16 15 9 75 75 94 96:
Old : 136: 16 15 9 75 75 94 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 : 27.6 35.0 39.7 50.3 23.1 34.1 34.3 49.4
Old : 27.6 35.0 39.7 50.3 23.1 34.1 34.3 49.4
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 28, 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 : 407,406: 67,705 50,738 51,433 242,144 278,123 361,282 380,294: 46,124 27,112
Old : 235,764: 57,011 59,694 15,426 130,075 139,840 202,512 214,960: 33,252 20,804
Other: 171,642: 28,701 9,051 18,000 112,069 138,283 158,770 165,334: 12,872 6,308
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,938: -3,632 1,553 5,864 -66 -3,825 2,166 3,592: 772 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.5 12.6 59.4 68.3 88.7 93.3: 11.3 6.7
Old : 100.0: 24.2 25.3 6.5 55.2 59.3 85.9 91.2: 14.1 8.8
Other: 100.0: 16.7 5.3 10.5 65.3 80.6 92.5 96.3: 7.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 70 51 67 100 84 209 174:
Old : 244: 67 50 50 91 69 184 148:
Other: 178: 48 31 29 78 57 143 100:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 33.0 21.8 42.2 12.6 29.2 18.7 37.3
Old : 16.2 26.6 23.3 35.6 16.2 24.9 23.1 33.3
Other: 17.6 42.6 28.7 57.5 15.8 35.5 26.6 48.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 28, 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 : 12,283: 4,329 1,007 576 5,330 9,554 10,235 11,137: 2,048 1,146
Old : 7,901: 4,085 1,516 0 2,387 5,649 6,472 7,165: 1,429 736
Other: 4,382: 816 63 4 2,943 3,905 3,763 3,972: 619 410
: : :
: : Changes in Commitments from: April 21, 2020 :
: -635: 516 -45 -181 -822 -259 -487 -485: -148 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.2 4.7 43.4 77.8 83.3 90.7: 16.7 9.3
Old : 100.0: 51.7 19.2 0.0 30.2 71.5 81.9 90.7: 18.1 9.3
Other: 100.0: 18.6 1.4 0.1 67.2 89.1 85.9 90.6: 14.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 25 5 8 17 18 45 28:
Old : 50: 21 9 0 12 12 33 21:
Other: 32: 11 1 2 9 14 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 37.4 44.1 50.1 65.2 32.9 43.1 44.3 63.7
Old : 36.3 42.5 52.1 69.7 36.3 42.5 52.1 68.5
Other: 64.8 70.4 77.1 82.4 64.8 69.6 76.4 81.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 28, 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 : 2,502,580: 558,747 801,664 25,235 1,748,878 1,574,360 2,332,860 2,401,259: 169,720 101,321
Old : 2,502,580: 558,747 801,664 25,235 1,748,878 1,574,360 2,332,860 2,401,259: 169,720 101,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -58,939: 6,084 9,643 -2,278 -63,506 -76,550 -59,700 -69,185: 761 10,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 32.0 1.0 69.9 62.9 93.2 96.0: 6.8 4.0
Old : 100.0: 22.3 32.0 1.0 69.9 62.9 93.2 96.0: 6.8 4.0
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 : 325: 58 48 24 168 140 237 201:
Old : 325: 58 48 24 168 140 237 201:
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 33.8 34.7 46.7 24.3 30.6 32.3 42.2
Old : 24.6 33.8 34.7 46.7 24.3 30.6 32.3 42.2
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 28, 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 : 3,284,915: 583,809 633,233 107,170 2,189,227 2,195,538 2,880,206 2,935,941: 404,709 348,974
Old : 3,284,915: 583,809 633,233 107,170 2,189,227 2,195,538 2,880,206 2,935,941: 404,709 348,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 53,101: 5,072 20,398 25,526 14,884 5,811 45,482 51,735: 7,619 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 19.3 3.3 66.6 66.8 87.7 89.4: 12.3 10.6
Old : 100.0: 17.8 19.3 3.3 66.6 66.8 87.7 89.4: 12.3 10.6
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 : 360: 63 64 49 178 167 270 251:
Old : 360: 63 64 49 178 167 270 251:
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 : 20.6 22.3 29.1 32.2 14.2 16.0 22.0 23.8
Old : 20.6 22.3 29.1 32.2 14.2 16.0 22.0 23.8
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 28, 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 : 844,657: 88,519 126,009 8,205 641,550 520,851 738,274 655,065: 106,383 189,592
Old : 844,657: 88,519 126,009 8,205 641,550 520,851 738,274 655,065: 106,383 189,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 54,943: 24,361 18,260 2,436 22,276 23,050 49,073 43,746: 5,870 11,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.9 1.0 76.0 61.7 87.4 77.6: 12.6 22.4
Old : 100.0: 10.5 14.9 1.0 76.0 61.7 87.4 77.6: 12.6 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 : 109: 16 7 9 63 68 83 80:
Old : 109: 16 7 9 63 68 83 80:
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 : 30.5 24.8 46.6 34.7 30.0 23.5 42.7 31.7
Old : 30.5 24.8 46.6 34.7 30.0 23.5 42.7 31.7
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 28, 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 : 3,575,588: 466,152 679,431 72,586 2,702,776 2,534,155 3,241,514 3,286,172: 334,074 289,416
Old : 3,575,588: 466,152 679,431 72,586 2,702,776 2,534,155 3,241,514 3,286,172: 334,074 289,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -119,319: -62,095 -5,317 24,638 -103,306 -142,111 -140,763 -122,790: 21,444 3,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 19.0 2.0 75.6 70.9 90.7 91.9: 9.3 8.1
Old : 100.0: 13.0 19.0 2.0 75.6 70.9 90.7 91.9: 9.3 8.1
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 : 289: 51 34 26 137 156 200 204:
Old : 289: 51 34 26 137 156 200 204:
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 : 31.1 20.0 44.6 34.1 26.8 19.9 38.8 30.1
Old : 31.1 20.0 44.6 34.1 26.8 19.9 38.8 30.1
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 28, 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 : 1,765,852: 712,852 227,332 195,157 834,862 1,313,504 1,742,871 1,735,993: 22,981 29,859
Old : 1,765,852: 712,852 227,332 195,157 834,862 1,313,504 1,742,871 1,735,993: 22,981 29,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 78,264: 131,282 35,874 -2,713 -44,767 47,624 83,802 80,785: -5,538 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 12.9 11.1 47.3 74.4 98.7 98.3: 1.3 1.7
Old : 100.0: 40.4 12.9 11.1 47.3 74.4 98.7 98.3: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 25 23 37 62 71 105 113:
Old : 125: 25 23 37 62 71 105 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 40.6 55.7 56.0 37.4 34.2 46.1 41.3
Old : 43.9 40.6 55.7 56.0 37.4 34.2 46.1 41.3
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 28, 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 : 33,751: 6,258 12,735 782 21,650 12,029 28,689 25,545: 5,062 8,206
Old : 33,751: 6,258 12,735 782 21,650 12,029 28,689 25,545: 5,062 8,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,953: -141 726 540 2,222 1,095 2,621 2,361: 333 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 37.7 2.3 64.1 35.6 85.0 75.7: 15.0 24.3
Old : 100.0: 18.5 37.7 2.3 64.1 35.6 85.0 75.7: 15.0 24.3
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 : 86: 16 25 8 38 20 58 49:
Old : 86: 16 25 8 38 20 58 49:
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 : 33.9 36.8 44.5 48.2 33.1 35.0 43.7 45.5
Old : 33.9 36.8 44.5 48.2 33.1 35.0 43.7 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, April 28, 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 : 67,502: 12,516 25,469 1,563 43,299 24,058 57,378 51,090: 10,124 16,412
Old : 67,502: 12,516 25,469 1,563 43,299 24,058 57,378 51,090: 10,124 16,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 5,906: -282 1,452 1,080 4,443 2,190 5,241 4,722: 665 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 37.7 2.3 64.1 35.6 85.0 75.7: 15.0 24.3
Old : 100.0: 18.5 37.7 2.3 64.1 35.6 85.0 75.7: 15.0 24.3
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 : 86: 16 25 8 38 20 58 49:
Old : 86: 16 25 8 38 20 58 49:
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 : 33.9 36.8 44.5 48.2 33.1 35.0 43.7 45.5
Old : 33.9 36.8 44.5 48.2 33.1 35.0 43.7 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, April 28, 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 : 41,889: 4,692 1,245 0 34,579 40,328 39,271 41,573: 2,618 316
Old : 41,889: 4,692 1,245 0 34,579 40,328 39,271 41,573: 2,618 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -996: -337 -152 0 -795 -934 -1,132 -1,086: 136 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.0 0.0 82.5 96.3 93.8 99.2: 6.2 0.8
Old : 100.0: 11.2 3.0 0.0 82.5 96.3 93.8 99.2: 6.2 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 : 28: 5 2 0 11 12 16 14:
Old : 28: 5 2 0 11 12 16 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 : 68.1 77.8 83.4 93.7 66.2 77.8 81.4 93.7
Old : 68.1 77.8 83.4 93.7 66.2 77.8 81.4 93.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 19,691: 13,595 17,603 485 5,414 1,568 19,494 19,656: 197 35
Old : 19,691: 13,595 17,603 485 5,414 1,568 19,494 19,656: 197 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 62: 22 86 -28 44 4 38 62: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 89.4 2.5 27.5 8.0 99.0 99.8: 1.0 0.2
Old : 100.0: 69.0 89.4 2.5 27.5 8.0 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 16 3 4 3 22 19:
Old : 36: 15 16 3 4 3 22 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 : 65.9 51.3 88.5 77.2 64.9 49.8 85.2 72.7
Old : 65.9 51.3 88.5 77.2 64.9 49.8 85.2 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 01, 2020