WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, May 19, 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 : 374,510: 104,238 114,160 81,553 161,402 137,593 347,193 333,306: 27,317 41,204
Old : 361,584: 102,391 114,971 77,267 157,533 131,298 337,191 323,536: 24,393 38,048
Other: 12,926: 3,806 1,148 2,327 3,869 6,295 10,002 9,770: 2,924 3,156
: : :
: : Changes in Commitments from: May 12, 2020 :
: 18,119: 2,314 17,022 4,641 9,211 -5,242 16,166 16,421: 1,953 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 30.5 21.8 43.1 36.7 92.7 89.0: 7.3 11.0
Old : 100.0: 28.3 31.8 21.4 43.6 36.3 93.3 89.5: 6.7 10.5
Other: 100.0: 29.4 8.9 18.0 29.9 48.7 77.4 75.6: 22.6 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 104 102 108 73 103 239 262:
Old : 341: 104 103 101 72 103 232 259:
Other: 89: 18 16 8 23 37 47 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 11.7 24.0 20.2 13.9 8.2 21.8 14.4
Old : 14.7 12.0 24.4 20.8 14.2 8.8 22.3 15.2
Other: 32.5 42.3 50.2 53.4 23.7 32.7 37.1 40.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, May 19, 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 : 25,620: 15,715 300 650 8,864 23,905 25,229 24,855: 391 765
Old : 25,620: 15,715 300 650 8,864 23,905 25,229 24,855: 391 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 370: 650 100 -100 -180 210 370 210: 0 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 1.2 2.5 34.6 93.3 98.5 97.0: 1.5 3.0
Old : 100.0: 61.3 1.2 2.5 34.6 93.3 98.5 97.0: 1.5 3.0
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 : 30: 6 1 1 12 22 18 24:
Old : 30: 6 1 1 12 22 18 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 : 72.3 48.7 90.4 67.6 69.4 40.3 73.6 56.7
Old : 72.3 48.7 90.4 67.6 69.4 40.3 73.6 56.7
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 19, 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 : 223,245: 45,073 60,068 48,503 109,233 94,716 202,809 203,287: 20,436 19,958
Old : 221,231: 45,614 60,170 47,819 107,893 94,030 201,326 202,019: 19,905 19,212
Other: 2,014: 123 562 20 1,340 686 1,483 1,268: 531 746
: : :
: : Changes in Commitments from: May 12, 2020 :
: 13,098: -1,668 15,622 4,962 9,116 -7,320 12,410 13,264: 688 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.9 21.7 48.9 42.4 90.8 91.1: 9.2 8.9
Old : 100.0: 20.6 27.2 21.6 48.8 42.5 91.0 91.3: 9.0 8.7
Other: 100.0: 6.1 27.9 1.0 66.5 34.1 73.6 63.0: 26.4 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 56 63 60 77 75 169 168:
Old : 232: 56 65 59 76 75 167 168:
Other: 50: 6 7 2 10 29 18 36:
:----------------------------------------------------------------------------------------------------
: 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 21.1 25.8 30.8 13.8 18.6 21.7 25.7
Old : 16.5 21.3 25.8 31.1 13.7 19.0 21.7 26.2
Other: 58.2 37.0 66.8 49.5 57.6 36.4 66.2 48.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, May 19, 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 : 1,436,588: 218,328 417,374 270,565 764,876 593,689 1,253,769 1,281,628: 182,819 154,960
Old : 859,899: 236,941 367,558 90,180 412,528 325,639 739,649 783,377: 120,250 76,522
Other: 576,689: 119,651 188,080 42,121 352,348 268,050 514,120 498,251: 62,569 78,438
: : :
: : Changes in Commitments from: May 12, 2020 :
: 15,240: 7,495 28,970 -1,335 6,093 -9,381 12,253 18,254: 2,987 -3,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 29.1 18.8 53.2 41.3 87.3 89.2: 12.7 10.8
Old : 100.0: 27.6 42.7 10.5 48.0 37.9 86.0 91.1: 14.0 8.9
Other: 100.0: 20.7 32.6 7.3 61.1 46.5 89.2 86.4: 10.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 134 150 150 337 296 566 529:
Old : 670: 130 147 78 277 223 448 408:
Other: 559: 96 105 66 215 253 348 392:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.3 9.5 15.6 16.8 8.4 8.5 13.8 13.7
Old : 12.7 12.5 20.8 20.9 11.3 10.1 18.1 17.5
Other: 13.7 15.4 21.5 24.4 12.4 14.0 19.4 22.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, May 19, 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 : 4,502: 1,636 0 77 861 2,971 2,574 3,048: 1,928 1,454
Old : 4,502: 1,636 0 77 861 2,971 2,574 3,048: 1,928 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 695: 339 0 75 -85 212 329 287: 366 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 0.0 1.7 19.1 66.0 57.2 67.7: 42.8 32.3
Old : 100.0: 36.3 0.0 1.7 19.1 66.0 57.2 67.7: 42.8 32.3
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 : 26: 12 0 1 7 12 19 13:
Old : 26: 12 0 1 7 12 19 13:
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 : 27.3 40.1 40.2 58.3 24.6 40.0 35.9 57.2
Old : 27.3 40.1 40.2 58.3 24.6 40.0 35.9 57.2
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 19, 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 : 861,248: 186,743 99,142 172,357 431,829 536,393 790,929 807,892: 70,319 53,356
Old : 358,115: 133,214 91,425 19,048 169,984 220,871 322,246 331,344: 35,869 26,771
Other: 503,133: 105,631 59,819 101,207 261,845 315,522 468,683 476,548: 34,450 26,585
: : :
: : Changes in Commitments from: May 12, 2020 :
: 11,691: -1,519 14,107 3,599 8,679 -4,478 10,759 13,228: 932 -1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.5 20.0 50.1 62.3 91.8 93.8: 8.2 6.2
Old : 100.0: 37.2 25.5 5.3 47.5 61.7 90.0 92.5: 10.0 7.5
Other: 100.0: 21.0 11.9 20.1 52.0 62.7 93.2 94.7: 6.8 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 163 104 159 190 184 437 388:
Old : 469: 141 105 56 120 147 283 287:
Other: 408: 118 64 104 158 155 333 285:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.6 20.8 31.8 8.7 17.2 14.6 27.0
Old : 14.8 22.9 24.5 33.3 12.9 22.5 21.0 31.3
Other: 16.9 23.2 26.5 36.8 12.6 20.5 20.4 32.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, May 19, 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 : 470,130: 71,619 63,582 107,401 255,044 270,187 434,064 441,170: 36,066 28,960
Old : 264,557: 80,654 78,842 31,620 135,415 135,484 247,689 245,946: 16,868 18,611
Other: 205,573: 37,571 31,346 29,175 119,629 134,703 186,375 195,224: 19,198 10,349
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,036: 8,059 -4,181 2,650 -5,411 6,110 5,298 4,579: -1,262 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.5 22.8 54.2 57.5 92.3 93.8: 7.7 6.2
Old : 100.0: 30.5 29.8 12.0 51.2 51.2 93.6 93.0: 6.4 7.0
Other: 100.0: 18.3 15.2 14.2 58.2 65.5 90.7 95.0: 9.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 74 71 97 107 82 242 217:
Old : 289: 74 83 56 94 70 198 182:
Other: 208: 59 41 41 76 54 161 119:
:----------------------------------------------------------------------------------------------------
: 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 24.7 18.5 35.5 6.8 21.6 13.0 27.7
Old : 14.7 20.1 23.9 30.0 12.5 15.4 20.1 23.3
Other: 13.5 35.0 23.5 50.1 13.0 34.0 22.7 45.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, May 19, 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 : 1,032,090: 110,728 203,585 24,458 754,922 670,797 890,108 898,840: 141,982 133,250
Old : 1,032,090: 110,728 203,585 24,458 754,922 670,797 890,108 898,840: 141,982 133,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 22,751: 14,593 -10,672 13,214 1,505 18,883 29,312 21,425: -6,561 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.7 2.4 73.1 65.0 86.2 87.1: 13.8 12.9
Old : 100.0: 10.7 19.7 2.4 73.1 65.0 86.2 87.1: 13.8 12.9
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 : 181: 31 29 29 88 86 136 127:
Old : 181: 31 29 29 88 86 136 127:
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 : 21.8 28.7 32.5 40.8 19.6 23.3 28.6 33.1
Old : 21.8 28.7 32.5 40.8 19.6 23.3 28.6 33.1
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 19, 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 : 1,131,867: 126,272 370,253 47,399 807,686 607,295 981,357 1,024,947: 150,510 106,920
Old : 1,131,867: 126,272 370,253 47,399 807,686 607,295 981,357 1,024,947: 150,510 106,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 43,026: -3,078 2,289 23,257 17,410 5,753 37,589 31,299: 5,437 11,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 32.7 4.2 71.4 53.7 86.7 90.6: 13.3 9.4
Old : 100.0: 11.2 32.7 4.2 71.4 53.7 86.7 90.6: 13.3 9.4
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 : 132: 14 17 15 83 74 105 98:
Old : 132: 14 17 15 83 74 105 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 : 26.3 35.9 38.1 49.7 22.6 32.3 32.9 45.6
Old : 26.3 35.9 38.1 49.7 22.6 32.3 32.9 45.6
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 19, 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 : 442,413: 78,951 71,007 61,115 253,049 280,851 393,115 412,973: 49,298 29,440
Old : 234,564: 64,962 76,898 13,919 125,405 122,752 204,286 213,569: 30,278 20,995
Other: 207,849: 35,538 15,658 25,647 127,644 158,099 188,829 199,404: 19,020 8,445
: : :
: : Changes in Commitments from: May 12, 2020 :
: 8,787: 4,396 17,020 -710 1,855 -9,511 5,541 6,799: 3,246 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 16.0 13.8 57.2 63.5 88.9 93.3: 11.1 6.7
Old : 100.0: 27.7 32.8 5.9 53.5 52.3 87.1 91.0: 12.9 9.0
Other: 100.0: 17.1 7.5 12.3 61.4 76.1 90.8 95.9: 9.2 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 83 54 69 101 85 217 186:
Old : 259: 79 54 45 92 68 189 151:
Other: 197: 59 36 33 79 63 158 113:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 29.9 22.6 38.5 11.8 25.5 17.2 32.3
Old : 16.7 23.6 23.9 32.9 15.8 21.4 22.7 29.6
Other: 17.7 39.7 29.1 54.3 16.1 32.6 25.9 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, May 19, 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 : 11,756: 4,029 951 629 4,916 8,981 9,574 10,561: 2,182 1,195
Old : 6,805: 3,723 1,530 0 1,591 4,594 5,314 6,124: 1,491 681
Other: 4,951: 935 50 0 3,325 4,387 4,260 4,437: 691 514
: : :
: : Changes in Commitments from: May 12, 2020 :
: -204: -99 -15 13 -81 -160 -167 -162: -37 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 8.1 5.4 41.8 76.4 81.4 89.8: 18.6 10.2
Old : 100.0: 54.7 22.5 0.0 23.4 67.5 78.1 90.0: 21.9 10.0
Other: 100.0: 18.9 1.0 0.0 67.2 88.6 86.0 89.6: 14.0 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 22 4 7 18 18 42 28:
Old : 47: 18 9 0 9 12 27 21:
Other: 34: 10 1 0 14 13 24 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 : 38.0 46.2 49.8 66.6 34.5 45.8 45.0 66.3
Old : 34.4 44.2 49.8 71.7 34.4 44.2 49.8 70.5
Other: 61.4 70.8 73.9 82.2 61.4 70.1 73.9 81.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, May 19, 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 : 2,423,438: 571,993 842,827 82,176 1,597,641 1,401,864 2,251,810 2,326,867: 171,628 96,571
Old : 2,423,438: 571,993 842,827 82,176 1,597,641 1,401,864 2,251,810 2,326,867: 171,628 96,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -688: 23,825 72,907 8,075 -25,909 -85,804 5,991 -4,822: -6,679 4,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 34.8 3.4 65.9 57.8 92.9 96.0: 7.1 4.0
Old : 100.0: 23.6 34.8 3.4 65.9 57.8 92.9 96.0: 7.1 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 : 324: 57 50 37 167 145 248 208:
Old : 324: 57 50 37 167 145 248 208:
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 : 20.9 30.9 30.6 44.9 20.7 27.6 28.0 39.6
Old : 20.9 30.9 30.6 44.9 20.7 27.6 28.0 39.6
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 19, 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 : 3,495,960: 653,804 746,936 170,288 2,267,751 2,214,379 3,091,843 3,131,603: 404,117 364,357
Old : 3,495,960: 653,804 746,936 170,288 2,267,751 2,214,379 3,091,843 3,131,603: 404,117 364,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 73,079: 56,695 -1,660 34,742 -11,209 32,686 80,228 65,768: -7,149 7,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.4 4.9 64.9 63.3 88.4 89.6: 11.6 10.4
Old : 100.0: 18.7 21.4 4.9 64.9 63.3 88.4 89.6: 11.6 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 : 372: 70 68 66 175 177 286 270:
Old : 372: 70 68 66 175 177 286 270:
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 : 20.0 21.9 27.7 32.4 14.5 16.5 21.6 24.5
Old : 20.0 21.9 27.7 32.4 14.5 16.5 21.6 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 19, 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 : 956,045: 93,398 148,482 18,327 743,689 616,835 855,414 783,644: 100,631 172,401
Old : 956,045: 93,398 148,482 18,327 743,689 616,835 855,414 783,644: 100,631 172,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 47,559: 8,331 345 7,792 27,923 38,046 44,046 46,183: 3,513 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.5 1.9 77.8 64.5 89.5 82.0: 10.5 18.0
Old : 100.0: 9.8 15.5 1.9 77.8 64.5 89.5 82.0: 10.5 18.0
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 : 119: 14 12 11 70 75 89 93:
Old : 119: 14 12 11 70 75 89 93:
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 : 33.6 24.3 47.8 34.1 32.8 23.3 44.8 32.2
Old : 33.6 24.3 47.8 34.1 32.8 23.3 44.8 32.2
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 19, 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 : 3,597,224: 400,792 641,415 225,007 2,665,345 2,439,213 3,291,144 3,305,635: 306,080 291,589
Old : 3,597,224: 400,792 641,415 225,007 2,665,345 2,439,213 3,291,144 3,305,635: 306,080 291,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -34,440: -20,364 -5,731 54,281 -62,943 -81,762 -29,026 -33,212: -5,414 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.8 6.3 74.1 67.8 91.5 91.9: 8.5 8.1
Old : 100.0: 11.1 17.8 6.3 74.1 67.8 91.5 91.9: 8.5 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 : 315: 61 43 43 147 169 232 232:
Old : 315: 61 43 43 147 169 232 232:
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 : 31.6 18.7 43.4 32.4 27.4 18.4 36.8 29.5
Old : 31.6 18.7 43.4 32.4 27.4 18.4 36.8 29.5
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 19, 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 : 1,786,358: 695,039 293,803 308,896 757,620 1,157,736 1,761,555 1,760,435: 24,803 25,923
Old : 1,786,358: 695,039 293,803 308,896 757,620 1,157,736 1,761,555 1,760,435: 24,803 25,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 16,666: 31,779 552 266 -14,418 21,637 17,627 22,455: -961 -5,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 16.4 17.3 42.4 64.8 98.6 98.5: 1.4 1.5
Old : 100.0: 38.9 16.4 17.3 42.4 64.8 98.6 98.5: 1.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 27 23 34 62 66 107 105:
Old : 122: 27 23 34 62 66 107 105:
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 : 40.9 37.6 52.2 53.4 34.9 27.6 40.3 37.4
Old : 40.9 37.6 52.2 53.4 34.9 27.6 40.3 37.4
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 19, 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 : 36,842: 5,471 13,394 676 24,934 13,502 31,080 27,571: 5,762 9,271
Old : 36,842: 5,471 13,394 676 24,934 13,502 31,080 27,571: 5,762 9,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,039: -832 -1,191 234 2,427 1,956 1,828 998: 211 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 36.4 1.8 67.7 36.6 84.4 74.8: 15.6 25.2
Old : 100.0: 14.9 36.4 1.8 67.7 36.6 84.4 74.8: 15.6 25.2
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 : 86: 18 21 8 36 23 57 49:
Old : 86: 18 21 8 36 23 57 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 : 32.3 39.1 41.6 49.2 31.6 37.9 40.7 47.9
Old : 32.3 39.1 41.6 49.2 31.6 37.9 40.7 47.9
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 19, 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 : 73,683: 10,942 26,787 1,351 49,867 27,003 62,160 55,141: 11,523 18,542
Old : 73,683: 10,942 26,787 1,351 49,867 27,003 62,160 55,141: 11,523 18,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,078: -1,664 -2,382 467 4,853 3,911 3,656 1,996: 422 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 36.4 1.8 67.7 36.6 84.4 74.8: 15.6 25.2
Old : 100.0: 14.9 36.4 1.8 67.7 36.6 84.4 74.8: 15.6 25.2
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 : 86: 18 21 8 36 23 57 49:
Old : 86: 18 21 8 36 23 57 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 : 32.3 39.1 41.6 49.2 31.6 37.9 40.7 47.9
Old : 32.3 39.1 41.6 49.2 31.6 37.9 40.7 47.9
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 19, 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 : 62,360: 3,654 1,350 0 56,375 60,150 60,029 61,500: 2,331 860
Old : 62,360: 3,654 1,350 0 56,375 60,150 60,029 61,500: 2,331 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 22,893: 152 0 0 22,709 22,903 22,861 22,903: 32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.2 0.0 90.4 96.5 96.3 98.6: 3.7 1.4
Old : 100.0: 5.9 2.2 0.0 90.4 96.5 96.3 98.6: 3.7 1.4
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 : 28: 3 2 0 15 11 18 13:
Old : 28: 3 2 0 15 11 18 13:
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 : 72.5 85.1 86.5 96.2 71.4 80.0 82.3 91.0
Old : 72.5 85.1 86.5 96.2 71.4 80.0 82.3 91.0
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 19, 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 : 20,278: 12,420 18,355 480 7,119 1,380 20,019 20,215: 259 63
Old : 20,278: 12,420 18,355 480 7,119 1,380 20,019 20,215: 259 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 408: 44 452 -50 363 -3 357 399: 51 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 90.5 2.4 35.1 6.8 98.7 99.7: 1.3 0.3
Old : 100.0: 61.2 90.5 2.4 35.1 6.8 98.7 99.7: 1.3 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: 13 17 3 4 3 20 20:
Old : 35: 13 17 3 4 3 20 20:
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 47.9 91.0 75.5 67.3 46.5 88.6 71.7
Old : 68.1 47.9 91.0 75.5 67.3 46.5 88.6 71.7
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, May 19, 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 : 74,198: 4,368 8,242 51,241 18,553 14,316 74,162 73,799: 36 399
Old : 74,198: 4,368 8,242 51,241 18,553 14,316 74,162 73,799: 36 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.1 69.1 25.0 19.3 100.0 99.5: 0.0 0.5
Old : 100.0: 5.9 11.1 69.1 25.0 19.3 100.0 99.5: 0.0 0.5
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 : 21: 5 6 1 3 8 9 14:
Old : 21: 5 6 1 3 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 : 98.2 91.6 99.9 97.3 30.3 22.5 30.9 28.2
Old : 98.2 91.6 99.9 97.3 30.3 22.5 30.9 28.2
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 19, 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 : 42,718: 14,982 14,982 27,726 0 0 42,708 42,708: 10 10
Old : 42,718: 14,982 14,982 27,726 0 0 42,708 42,708: 10 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -431: 800 810 -1,241 0 0 -441 -431: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 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 : 84.9 85.0 97.3 95.7 27.7 29.2 34.8 34.1
Old : 84.9 85.0 97.3 95.7 27.7 29.2 34.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020