WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 12, 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 : 356,391: 101,924 97,138 76,912 152,191 142,835 331,027 316,885: 25,364 39,506
Old : 343,981: 99,876 97,474 73,334 148,318 136,678 321,528 307,486: 22,453 36,495
Other: 12,410: 3,184 800 2,442 3,873 6,157 9,499 9,399: 2,911 3,011
: : :
: : Changes in Commitments from: May 5, 2020 :
: 4,895: -2,528 3,389 1,937 6,024 -220 5,433 5,106: -538 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 27.3 21.6 42.7 40.1 92.9 88.9: 7.1 11.1
Old : 100.0: 29.0 28.3 21.3 43.1 39.7 93.5 89.4: 6.5 10.6
Other: 100.0: 25.7 6.4 19.7 31.2 49.6 76.5 75.7: 23.5 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 107 91 109 78 107 246 259:
Old : 338: 103 95 103 77 107 237 258:
Other: 91: 24 11 10 23 38 53 56:
:----------------------------------------------------------------------------------------------------
: 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 12.5 23.8 20.8 14.4 8.9 22.7 15.3
Old : 14.8 12.9 24.3 21.4 14.7 9.5 23.2 16.1
Other: 29.3 42.6 46.1 52.9 19.5 32.6 31.9 39.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 25,250: 15,065 200 750 9,044 23,695 24,859 24,645: 391 605
Old : 25,250: 15,065 200 750 9,044 23,695 24,859 24,645: 391 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -950: 50 -25 100 -1,201 -1,090 -1,051 -1,015: 101 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 0.8 3.0 35.8 93.8 98.5 97.6: 1.5 2.4
Old : 100.0: 59.7 0.8 3.0 35.8 93.8 98.5 97.6: 1.5 2.4
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 : 29: 6 1 2 12 22 19 24:
Old : 29: 6 1 2 12 22 19 24:
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 : 72.0 49.8 89.8 67.5 69.0 41.7 72.5 56.4
Old : 72.0 49.8 89.8 67.5 69.0 41.7 72.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, May 12, 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 : 210,147: 46,741 44,446 43,541 100,117 102,036 190,399 190,023: 19,748 20,124
Old : 208,388: 47,006 44,546 43,050 99,018 101,322 189,074 188,918: 19,314 19,470
Other: 1,759: 115 280 111 1,099 714 1,325 1,105: 434 654
: : :
: : Changes in Commitments from: May 5, 2020 :
: -7,867: -4,714 1,077 -4,616 1,026 -5,722 -8,304 -9,261: 437 1,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.1 20.7 47.6 48.6 90.6 90.4: 9.4 9.6
Old : 100.0: 22.6 21.4 20.7 47.5 48.6 90.7 90.7: 9.3 9.3
Other: 100.0: 6.5 15.9 6.3 62.5 40.6 75.3 62.8: 24.7 37.2
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 56 54 63 71 79 165 168:
Old : 228: 59 56 61 70 79 162 168:
Other: 55: 7 9 4 12 29 23 38:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 21.9 25.7 30.1 14.4 19.1 22.5 26.2
Old : 16.5 22.1 25.7 30.4 14.5 19.5 22.5 26.6
Other: 53.2 29.2 64.4 45.4 52.0 27.9 61.2 41.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 12, 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 : 1,421,348: 210,833 388,404 271,900 758,783 603,070 1,241,516 1,263,374: 179,832 157,974
Old : 865,415: 240,827 352,412 91,468 413,282 342,418 745,577 786,298: 119,838 79,117
Other: 555,933: 110,278 176,264 40,160 345,501 260,652 495,939 477,076: 59,994 78,857
: : :
: : Changes in Commitments from: May 5, 2020 :
: 23,736: -2,913 21,568 14,979 9,146 -10,844 21,212 25,703: 2,524 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 27.3 19.1 53.4 42.4 87.3 88.9: 12.7 11.1
Old : 100.0: 27.8 40.7 10.6 47.8 39.6 86.2 90.9: 13.8 9.1
Other: 100.0: 19.8 31.7 7.2 62.1 46.9 89.2 85.8: 10.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 740: 136 159 152 333 300 561 541:
Old : 684: 132 154 78 275 231 447 424:
Other: 556: 82 114 63 214 255 337 397:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.3 16.1 16.1 8.5 8.0 14.1 13.4
Old : 13.1 11.8 21.4 19.4 11.3 9.4 18.6 16.1
Other: 14.5 15.1 22.1 24.8 13.1 14.3 20.0 22.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 12, 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 : 3,807: 1,297 0 2 946 2,759 2,245 2,761: 1,562 1,046
Old : 3,807: 1,297 0 2 946 2,759 2,245 2,761: 1,562 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 0.0 0.1 24.8 72.5 59.0 72.5: 41.0 27.5
Old : 100.0: 34.1 0.0 0.1 24.8 72.5 59.0 72.5: 41.0 27.5
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 : 23: 9 0 1 8 11 17 12:
Old : 23: 9 0 1 8 11 17 12:
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 : 28.0 47.0 42.5 68.0 28.0 43.9 42.2 62.1
Old : 28.0 47.0 42.5 68.0 28.0 43.9 42.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, May 12, 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 : 849,557: 188,262 85,035 168,758 423,150 540,871 780,170 794,664: 69,387 54,893
Old : 358,123: 137,324 77,245 18,516 167,249 234,740 323,089 330,501: 35,034 27,622
Other: 491,434: 101,944 58,796 99,236 255,901 306,131 457,081 464,163: 34,353 27,271
: : :
: : Changes in Commitments from: May 5, 2020 :
: 46,846: 15,126 -5,318 7,122 20,519 45,267 42,767 47,071: 4,079 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 10.0 19.9 49.8 63.7 91.8 93.5: 8.2 6.5
Old : 100.0: 38.3 21.6 5.2 46.7 65.5 90.2 92.3: 9.8 7.7
Other: 100.0: 20.7 12.0 20.2 52.1 62.3 93.0 94.5: 7.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 529: 161 97 155 190 189 435 389:
Old : 465: 141 99 53 124 148 284 281:
Other: 412: 115 62 103 159 160 334 289:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 20.3 20.9 31.9 8.6 17.6 14.5 27.1
Old : 14.7 23.7 24.8 34.9 13.7 22.3 21.5 31.4
Other: 17.9 21.9 27.5 35.2 12.1 19.9 19.5 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 12, 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 : 466,094: 63,560 67,763 104,751 260,455 264,077 428,766 436,591: 37,328 29,503
Old : 267,285: 74,342 81,903 32,150 142,530 134,507 249,022 248,560: 18,263 18,725
Other: 198,809: 35,597 32,239 26,222 117,925 129,570 179,744 188,031: 19,065 10,778
: : :
: : Changes in Commitments from: May 5, 2020 :
: 9,654: 1,188 3,265 5,130 2,881 1,596 9,199 9,991: 455 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.5 22.5 55.9 56.7 92.0 93.7: 8.0 6.3
Old : 100.0: 27.8 30.6 12.0 53.3 50.3 93.2 93.0: 6.8 7.0
Other: 100.0: 17.9 16.2 13.2 59.3 65.2 90.4 94.6: 9.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 75 74 95 104 84 238 219:
Old : 290: 80 82 59 90 69 196 185:
Other: 203: 54 45 37 76 55 153 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 23.6 18.7 34.4 7.1 19.7 13.6 25.7
Old : 14.2 18.9 24.2 29.0 12.7 14.7 20.6 22.3
Other: 14.0 34.1 24.2 48.6 13.4 32.9 23.3 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 12, 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 : 1,009,339: 96,135 214,257 11,244 753,417 651,914 860,796 877,415: 148,543 131,924
Old : 1,009,339: 96,135 214,257 11,244 753,417 651,914 860,796 877,415: 148,543 131,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 19,816: 12,544 21,833 5,632 -231 -1,355 17,945 26,110: 1,871 -6,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 21.2 1.1 74.6 64.6 85.3 86.9: 14.7 13.1
Old : 100.0: 9.5 21.2 1.1 74.6 64.6 85.3 86.9: 14.7 13.1
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 : 179: 29 28 25 88 89 131 128:
Old : 179: 29 28 25 88 89 131 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 29.8 34.0 42.2 20.3 23.9 29.2 33.7
Old : 22.4 29.8 34.0 42.2 20.3 23.9 29.2 33.7
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, May 12, 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 : 1,088,841: 129,350 367,964 24,142 790,276 601,542 943,768 993,648: 145,073 95,193
Old : 1,088,841: 129,350 367,964 24,142 790,276 601,542 943,768 993,648: 145,073 95,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 39,782: -8,884 -17,767 21,696 14,237 27,151 27,049 31,080: 12,733 8,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 33.8 2.2 72.6 55.2 86.7 91.3: 13.3 8.7
Old : 100.0: 11.9 33.8 2.2 72.6 55.2 86.7 91.3: 13.3 8.7
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 : 133: 12 18 14 79 76 101 98:
Old : 133: 12 18 14 79 76 101 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.7 39.8 48.9 23.8 32.4 34.6 46.2
Old : 27.6 34.7 39.8 48.9 23.8 32.4 34.6 46.2
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, May 12, 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 : 433,626: 74,555 53,987 61,825 251,194 290,362 387,574 406,174: 46,052 27,452
Old : 236,028: 64,464 62,310 13,936 128,798 140,415 207,198 216,661: 28,830 19,367
Other: 197,598: 32,023 13,609 25,957 122,396 149,947 180,376 189,513: 17,222 8,085
: : :
: : Changes in Commitments from: May 5, 2020 :
: 19,145: 4,475 458 6,389 7,719 11,841 18,583 18,688: 562 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.5 14.3 57.9 67.0 89.4 93.7: 10.6 6.3
Old : 100.0: 27.3 26.4 5.9 54.6 59.5 87.8 91.8: 12.2 8.2
Other: 100.0: 16.2 6.9 13.1 61.9 75.9 91.3 95.9: 8.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 78 47 71 97 81 212 175:
Old : 254: 78 49 45 88 67 185 144:
Other: 188: 56 33 34 75 57 150 106:
:----------------------------------------------------------------------------------------------------
: 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 33.0 22.7 41.7 12.4 28.2 18.0 35.9
Old : 16.6 26.9 24.0 35.7 15.7 25.3 22.6 33.2
Other: 18.3 40.5 29.8 55.4 16.3 32.8 26.4 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 11,960: 4,128 966 616 4,997 9,141 9,741 10,723: 2,219 1,237
Old : 7,262: 3,832 1,515 0 1,932 5,074 5,764 6,589: 1,498 673
Other: 4,698: 908 63 4 3,065 4,067 3,977 4,134: 721 564
: : :
: : Changes in Commitments from: May 5, 2020 :
: -113: -155 84 33 -91 -276 -213 -159: 100 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.1 5.2 41.8 76.4 81.4 89.7: 18.6 10.3
Old : 100.0: 52.8 20.9 0.0 26.6 69.9 79.4 90.7: 20.6 9.3
Other: 100.0: 19.3 1.3 0.1 65.2 86.6 84.7 88.0: 15.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 22 5 7 16 17 40 27:
Old : 47: 18 9 0 11 11 29 20:
Other: 30: 10 1 1 8 12 18 14:
:----------------------------------------------------------------------------------------------------
: 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 : 38.8 45.6 51.1 66.4 35.3 45.2 46.2 65.9
Old : 36.6 44.7 52.0 71.8 36.6 44.7 52.0 70.6
Other: 63.5 68.6 76.3 80.4 63.5 67.9 76.3 79.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 12, 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 : 2,424,126: 548,168 769,920 74,101 1,623,550 1,487,668 2,245,819 2,331,689: 178,307 92,437
Old : 2,424,126: 548,168 769,920 74,101 1,623,550 1,487,668 2,245,819 2,331,689: 178,307 92,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 17,243: 4,790 24,870 23,990 -15,616 -27,268 13,164 21,592: 4,079 -4,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 31.8 3.1 67.0 61.4 92.6 96.2: 7.4 3.8
Old : 100.0: 22.6 31.8 3.1 67.0 61.4 92.6 96.2: 7.4 3.8
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 : 321: 55 47 30 167 142 238 203:
Old : 321: 55 47 30 167 142 238 203:
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 : 21.4 32.7 31.0 45.8 21.2 28.6 27.7 40.4
Old : 21.4 32.7 31.0 45.8 21.2 28.6 27.7 40.4
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, May 12, 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 : 3,422,881: 597,109 748,596 135,546 2,278,960 2,181,693 3,011,615 3,065,835: 411,266 357,046
Old : 3,422,881: 597,109 748,596 135,546 2,278,960 2,181,693 3,011,615 3,065,835: 411,266 357,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 37,651: 22,140 31,356 29,972 -16,195 -23,364 35,917 37,964: 1,734 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.9 4.0 66.6 63.7 88.0 89.6: 12.0 10.4
Old : 100.0: 17.4 21.9 4.0 66.6 63.7 88.0 89.6: 12.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 62 67 59 180 169 281 256:
Old : 363: 62 67 59 180 169 281 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 22.6 28.9 32.9 15.0 16.6 22.4 24.5
Old : 20.7 22.6 28.9 32.9 15.0 16.6 22.4 24.5
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, May 12, 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 : 908,486: 85,067 148,137 10,535 715,766 578,789 811,368 737,461: 97,118 171,025
Old : 908,486: 85,067 148,137 10,535 715,766 578,789 811,368 737,461: 97,118 171,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 37,781: -4,418 3,424 2,386 48,064 49,245 46,032 55,055: -8,251 -17,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.3 1.2 78.8 63.7 89.3 81.2: 10.7 18.8
Old : 100.0: 9.4 16.3 1.2 78.8 63.7 89.3 81.2: 10.7 18.8
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 : 119: 15 12 10 69 73 89 90:
Old : 119: 15 12 10 69 73 89 90:
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 : 32.9 24.4 47.6 34.6 32.6 23.3 44.3 32.5
Old : 32.9 24.4 47.6 34.6 32.6 23.3 44.3 32.5
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, May 12, 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 : 3,631,664: 421,156 647,146 170,726 2,728,288 2,520,975 3,320,170 3,338,847: 311,494 292,817
Old : 3,631,664: 421,156 647,146 170,726 2,728,288 2,520,975 3,320,170 3,338,847: 311,494 292,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 14,002: -35,682 -49,155 85,693 -29,428 -29,257 20,583 7,281: -6,581 6,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.8 4.7 75.1 69.4 91.4 91.9: 8.6 8.1
Old : 100.0: 11.6 17.8 4.7 75.1 69.4 91.4 91.9: 8.6 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 : 301: 57 37 35 146 161 222 214:
Old : 301: 57 37 35 146 161 222 214:
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 19.6 43.0 33.6 26.8 19.5 36.6 29.3
Old : 31.1 19.6 43.0 33.6 26.8 19.5 36.6 29.3
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, May 12, 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 : 1,769,692: 663,260 293,251 308,630 772,038 1,136,099 1,743,928 1,737,980: 25,764 31,712
Old : 1,769,692: 663,260 293,251 308,630 772,038 1,136,099 1,743,928 1,737,980: 25,764 31,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 174,129: 61,551 77,833 78,115 58,562 43,663 198,228 199,611: -24,099 -25,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.6 17.4 43.6 64.2 98.5 98.2: 1.5 1.8
Old : 100.0: 37.5 16.6 17.4 43.6 64.2 98.5 98.2: 1.5 1.8
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 : 122: 26 24 34 60 66 104 106:
Old : 122: 26 24 34 60 66 104 106:
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 : 41.9 35.6 52.5 50.8 34.2 26.1 38.8 33.6
Old : 41.9 35.6 52.5 50.8 34.2 26.1 38.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, May 12, 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 : 34,803: 6,303 14,585 442 22,507 11,546 29,252 26,573: 5,551 8,230
Old : 34,803: 6,303 14,585 442 22,507 11,546 29,252 26,573: 5,551 8,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,569: -20 145 258 1,216 1,154 1,454 1,556: 116 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 41.9 1.3 64.7 33.2 84.1 76.4: 15.9 23.6
Old : 100.0: 18.1 41.9 1.3 64.7 33.2 84.1 76.4: 15.9 23.6
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 : 93: 20 24 9 37 24 60 54:
Old : 93: 20 24 9 37 24 60 54:
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 : 31.4 36.1 41.1 45.2 30.7 35.2 40.4 43.9
Old : 31.4 36.1 41.1 45.2 30.7 35.2 40.4 43.9
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, May 12, 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 : 69,605: 12,606 29,169 884 45,014 23,092 58,504 53,145: 11,101 16,460
Old : 69,605: 12,606 29,169 884 45,014 23,092 58,504 53,145: 11,101 16,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,138: -40 290 515 2,432 2,307 2,907 3,112: 231 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 41.9 1.3 64.7 33.2 84.1 76.4: 15.9 23.6
Old : 100.0: 18.1 41.9 1.3 64.7 33.2 84.1 76.4: 15.9 23.6
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 : 93: 20 24 9 37 24 60 54:
Old : 93: 20 24 9 37 24 60 54:
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 : 31.4 36.1 41.1 45.2 30.7 35.2 40.4 43.9
Old : 31.4 36.1 41.1 45.2 30.7 35.2 40.4 43.9
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, May 12, 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 : 39,467: 3,502 1,350 0 33,666 37,247 37,168 38,597: 2,299 870
Old : 39,467: 3,502 1,350 0 33,666 37,247 37,168 38,597: 2,299 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -524: 61 -203 0 -697 -724 -636 -927: 112 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.4 0.0 85.3 94.4 94.2 97.8: 5.8 2.2
Old : 100.0: 8.9 3.4 0.0 85.3 94.4 94.2 97.8: 5.8 2.2
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 : 29: 3 2 0 13 13 16 15:
Old : 29: 3 2 0 13 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 78.4 85.4 92.2 69.0 78.4 84.2 92.2
Old : 70.0 78.4 85.4 92.2 69.0 78.4 84.2 92.2
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, May 12, 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 : 19,870: 12,376 17,903 530 6,756 1,383 19,662 19,816: 208 54
Old : 19,870: 12,376 17,903 530 6,756 1,383 19,662 19,816: 208 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -164: -46 -221 40 -162 -2 -168 -183: 4 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 90.1 2.7 34.0 7.0 99.0 99.7: 1.0 0.3
Old : 100.0: 62.3 90.1 2.7 34.0 7.0 99.0 99.7: 1.0 0.3
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 : 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 : 67.6 49.0 89.9 76.1 66.9 47.5 87.0 72.3
Old : 67.6 49.0 89.9 76.1 66.9 47.5 87.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders - Futures Only, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 43,149: 14,182 14,172 28,967 0 0 43,149 43,139: 0 10
Old : 43,149: 14,182 14,172 28,967 0 0 43,149 43,139: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 32.8 67.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 32.9 32.8 67.1 0.0 0.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 11 6 0 0 13 14:
Old : 21: 9 11 6 0 0 13 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 : 87.6 85.2 97.8 95.8 27.5 25.9 32.6 32.1
Old : 87.6 85.2 97.8 95.8 27.5 25.9 32.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020