WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 16, 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 : 413,421: 122,549 120,573 110,290 155,580 141,319 388,419 372,182: 25,002 41,239
Old : 395,391: 120,671 122,673 101,547 151,084 134,059 373,302 358,279: 22,089 37,112
Other: 18,030: 8,029 4,051 2,592 4,496 7,260 15,117 13,903: 2,913 4,127
: : :
: : Changes in Commitments from: June 9, 2020 :
: 32,893: 2,570 1,755 22,065 11,421 8,197 36,056 32,017: -3,163 876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 29.2 26.7 37.6 34.2 94.0 90.0: 6.0 10.0
Old : 100.0: 30.5 31.0 25.7 38.2 33.9 94.4 90.6: 5.6 9.4
Other: 100.0: 44.5 22.5 14.4 24.9 40.3 83.8 77.1: 16.2 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 104 106 122 77 96 254 271:
Old : 344: 106 106 118 76 96 248 269:
Other: 97: 20 18 9 22 42 48 66:
:----------------------------------------------------------------------------------------------------
: 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 12.2 22.6 21.1 12.7 9.5 20.9 16.4
Old : 12.9 12.7 22.1 22.0 12.6 9.9 20.7 17.5
Other: 42.1 40.6 59.3 50.6 39.1 34.7 51.1 41.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 16, 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 : 23,758: 13,453 630 0 9,695 22,518 23,148 23,148: 610 610
Old : 23,758: 13,453 630 0 9,695 22,518 23,148 23,148: 610 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -129: -320 230 -260 480 -99 -100 -129: -29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 2.7 0.0 40.8 94.8 97.4 97.4: 2.6 2.6
Old : 100.0: 56.6 2.7 0.0 40.8 94.8 97.4 97.4: 2.6 2.6
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 : 30: 6 2 0 12 22 18 24:
Old : 30: 6 2 0 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 : 64.1 44.6 85.4 65.1 57.5 36.7 66.5 51.6
Old : 64.1 44.6 85.4 65.1 57.5 36.7 66.5 51.6
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, June 16, 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 : 232,612: 46,734 75,647 46,112 119,090 88,287 211,936 210,046: 20,676 22,566
Old : 228,932: 47,175 75,536 44,392 117,435 87,554 209,002 207,482: 19,930 21,450
Other: 3,680: 1,225 1,777 54 1,655 733 2,934 2,564: 746 1,116
: : :
: : Changes in Commitments from: June 9, 2020 :
: 7,807: 1,069 9,127 -1,677 8,993 492 8,385 7,942: -578 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 32.5 19.8 51.2 38.0 91.1 90.3: 8.9 9.7
Old : 100.0: 20.6 33.0 19.4 51.3 38.2 91.3 90.6: 8.7 9.4
Other: 100.0: 33.3 48.3 1.5 45.0 19.9 79.7 69.7: 20.3 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 62 63 66 75 67 175 166:
Old : 231: 65 62 65 75 67 174 165:
Other: 58: 6 15 4 12 25 22 41:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 21.3 27.3 31.5 15.3 19.2 23.4 27.3
Old : 17.1 21.7 27.7 32.0 15.7 19.8 23.9 28.0
Other: 64.0 38.4 75.2 53.2 64.0 38.0 74.8 52.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 16, 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 : 1,583,800: 243,291 457,949 345,872 797,514 617,400 1,386,677 1,421,221: 197,123 162,579
Old : 851,158: 233,178 372,137 100,634 394,739 307,375 728,551 780,146: 122,607 71,012
Other: 732,642: 193,181 268,880 62,170 402,775 310,025 658,126 641,075: 74,516 91,567
: : :
: : Changes in Commitments from: June 9, 2020 :
: 49,267: 7,164 -13,191 45,661 -2,525 14,921 50,300 47,391: -1,033 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.9 21.8 50.4 39.0 87.6 89.7: 12.4 10.3
Old : 100.0: 27.4 43.7 11.8 46.4 36.1 85.6 91.7: 14.4 8.3
Other: 100.0: 26.4 36.7 8.5 55.0 42.3 89.8 87.5: 10.2 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 144 161 176 337 298 597 547:
Old : 661: 136 150 96 273 212 468 404:
Other: 585: 126 110 81 217 248 383 403:
:----------------------------------------------------------------------------------------------------
: 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 8.3 15.5 15.4 8.4 7.3 13.8 12.6
Old : 10.1 11.0 17.6 19.2 10.0 10.2 17.4 17.8
Other: 13.2 12.2 20.8 21.8 12.2 11.1 18.7 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 16, 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 : 4,557: 1,905 148 33 943 3,186 2,881 3,367: 1,676 1,190
Old : 4,557: 1,905 148 33 943 3,186 2,881 3,367: 1,676 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -438: -200 58 -110 130 39 -180 -13: -258 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 3.2 0.7 20.7 69.9 63.2 73.9: 36.8 26.1
Old : 100.0: 41.8 3.2 0.7 20.7 69.9 63.2 73.9: 36.8 26.1
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 : 26: 12 1 2 7 10 19 13:
Old : 26: 12 1 2 7 10 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 : 27.1 50.0 45.3 67.8 27.1 46.2 43.8 62.7
Old : 27.1 50.0 45.3 67.8 27.1 46.2 43.8 62.7
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, June 16, 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 : 887,070: 187,495 97,293 180,073 449,322 551,510 816,890 828,876: 70,180 58,194
Old : 246,881: 71,532 56,753 12,768 133,617 154,931 217,917 224,452: 28,964 22,429
Other: 640,189: 146,736 71,313 136,532 315,705 396,579 598,973 604,424: 41,216 35,765
: : :
: : Changes in Commitments from: June 9, 2020 :
: 15,314: 208 -5,885 -3,881 16,330 24,499 12,657 14,733: 2,657 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.0 20.3 50.7 62.2 92.1 93.4: 7.9 6.6
Old : 100.0: 29.0 23.0 5.2 54.1 62.8 88.3 90.9: 11.7 9.1
Other: 100.0: 22.9 11.1 21.3 49.3 61.9 93.6 94.4: 6.4 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 525: 162 101 162 184 180 434 393:
Old : 394: 117 77 51 127 130 266 239:
Other: 467: 145 98 133 151 158 369 333:
:----------------------------------------------------------------------------------------------------
: 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 20.4 21.5 31.5 7.9 17.4 13.3 26.0
Old : 23.8 26.6 35.2 35.7 20.6 22.9 30.0 30.3
Other: 13.1 22.9 22.9 35.0 11.1 21.3 18.4 30.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 16, 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 : 463,665: 69,834 66,765 100,779 256,736 267,051 427,349 434,595: 36,316 29,070
Old : 182,079: 35,382 41,429 26,800 105,608 100,805 167,790 169,034: 14,289 13,045
Other: 281,586: 62,956 53,840 45,475 151,128 166,246 259,559 265,561: 22,027 16,025
: : :
: : Changes in Commitments from: June 9, 2020 :
: -9,850: -3,290 -1,665 -3,528 -3,084 -7,023 -9,902 -12,216: 52 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.4 21.7 55.4 57.6 92.2 93.7: 7.8 6.3
Old : 100.0: 19.4 22.8 14.7 58.0 55.4 92.2 92.8: 7.8 7.2
Other: 100.0: 22.4 19.1 16.1 53.7 59.0 92.2 94.3: 7.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 74 74 98 105 90 239 224:
Old : 235: 57 55 56 85 76 170 161:
Other: 245: 65 69 59 76 63 178 162:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 25.1 18.5 34.6 7.1 19.0 13.5 24.6
Old : 19.9 22.6 32.0 33.5 16.2 13.6 26.2 21.0
Other: 12.8 32.5 22.5 42.9 12.7 30.9 21.6 39.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 16, 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 : 991,507: 111,376 183,631 9,936 719,201 662,192 840,513 855,759: 150,994 135,748
Old : 991,507: 111,376 183,631 9,936 719,201 662,192 840,513 855,759: 150,994 135,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 6,993: 12,508 5,207 -642 -5,423 31,485 6,443 36,050: 550 -29,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.5 1.0 72.5 66.8 84.8 86.3: 15.2 13.7
Old : 100.0: 11.2 18.5 1.0 72.5 66.8 84.8 86.3: 15.2 13.7
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 : 163: 34 18 16 80 82 120 110:
Old : 163: 34 18 16 80 82 120 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 28.7 35.1 41.6 18.9 24.0 28.5 34.1
Old : 24.6 28.7 35.1 41.6 18.9 24.0 28.5 34.1
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, June 16, 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 : 1,039,266: 76,589 374,022 7,584 809,208 558,540 893,381 940,146: 145,885 99,120
Old : 1,039,266: 76,589 374,022 7,584 809,208 558,540 893,381 940,146: 145,885 99,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -23,644: -20,762 -14,005 5,168 -4,904 660 -20,498 -8,177: -3,146 -15,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 36.0 0.7 77.9 53.7 86.0 90.5: 14.0 9.5
Old : 100.0: 7.4 36.0 0.7 77.9 53.7 86.0 90.5: 14.0 9.5
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 : 130: 10 20 9 78 72 93 96:
Old : 130: 10 20 9 78 72 93 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 : 23.6 33.1 36.3 46.7 18.1 31.6 30.5 44.6
Old : 23.6 33.1 36.3 46.7 18.1 31.6 30.5 44.6
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, June 16, 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 : 448,936: 82,525 87,080 59,140 252,378 271,523 394,043 417,743: 54,893 31,193
Old : 164,275: 37,739 48,690 9,958 87,023 88,077 134,720 146,725: 29,555 17,550
Other: 284,661: 60,951 54,555 33,017 165,355 183,446 259,323 271,018: 25,338 13,643
: : :
: : Changes in Commitments from: June 9, 2020 :
: 3,200: -1,321 -4,790 4,229 359 3,460 3,267 2,899: -67 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.4 13.2 56.2 60.5 87.8 93.1: 12.2 6.9
Old : 100.0: 23.0 29.6 6.1 53.0 53.6 82.0 89.3: 18.0 10.7
Other: 100.0: 21.4 19.2 11.6 58.1 64.4 91.1 95.2: 8.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 74 56 69 107 87 215 188:
Old : 213: 52 38 31 96 72 161 131:
Other: 224: 62 54 43 86 64 169 141:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 26.8 22.1 34.9 11.5 22.0 16.8 28.6
Old : 18.3 22.2 26.9 32.6 18.3 21.9 26.5 32.3
Other: 15.7 31.2 24.0 41.8 14.8 26.5 22.5 35.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 16, 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 : 10,144: 2,987 664 187 4,734 8,429 7,908 9,280: 2,236 864
Old : 1,583: 894 348 0 45 985 939 1,333: 644 250
Other: 8,561: 2,244 467 36 4,689 7,444 6,969 7,947: 1,592 614
: : :
: : Changes in Commitments from: June 9, 2020 :
: -1,635: -713 -160 -392 -182 -924 -1,287 -1,476: -348 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.5 1.8 46.7 83.1 78.0 91.5: 22.0 8.5
Old : 100.0: 56.5 22.0 0.0 2.8 62.2 59.3 84.2: 40.7 15.8
Other: 100.0: 26.2 5.5 0.4 54.8 87.0 81.4 92.8: 18.6 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 4 10 14 18 39 29:
Old : 22: 5 8 0 2 8 7 16:
Other: 48: 25 1 4 14 14 39 19:
:----------------------------------------------------------------------------------------------------
: 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 : 44.5 60.0 54.9 77.3 43.3 59.2 52.6 75.0
Old : 55.8 54.3 59.3 73.9 55.8 54.3 56.8 71.4
Other: 49.6 68.4 58.4 85.5 49.6 67.4 58.4 83.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 16, 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 : 2,140,324: 415,047 696,045 40,134 1,506,429 1,310,160 1,961,610 2,046,339: 178,714 93,985
Old : 2,140,324: 415,047 696,045 40,134 1,506,429 1,310,160 1,961,610 2,046,339: 178,714 93,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 17,809: -12,308 26,325 -7,510 33,224 39,047 13,406 57,862: 4,403 -40,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.5 1.9 70.4 61.2 91.7 95.6: 8.3 4.4
Old : 100.0: 19.4 32.5 1.9 70.4 61.2 91.7 95.6: 8.3 4.4
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 : 286: 55 33 23 154 125 222 168:
Old : 286: 55 33 23 154 125 222 168:
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 : 16.0 32.1 26.1 44.6 15.0 27.3 23.7 38.8
Old : 16.0 32.1 26.1 44.6 15.0 27.3 23.7 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 16, 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 : 3,266,592: 668,881 679,766 60,516 2,153,474 2,170,200 2,882,871 2,910,482: 383,721 356,110
Old : 3,266,592: 668,881 679,766 60,516 2,153,474 2,170,200 2,882,871 2,910,482: 383,721 356,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -39,459: -32,665 -19,526 -12,610 -6,472 2,953 -51,747 -29,183: 12,288 -10,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.8 1.9 65.9 66.4 88.3 89.1: 11.7 10.9
Old : 100.0: 20.5 20.8 1.9 65.9 66.4 88.3 89.1: 11.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 75 59 37 165 173 256 253:
Old : 364: 75 59 37 165 173 256 253:
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 21.3 29.8 34.7 15.2 17.4 23.3 27.8
Old : 20.9 21.3 29.8 34.7 15.2 17.4 23.3 27.8
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, June 16, 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 : 962,229: 159,800 154,188 14,887 685,201 602,165 859,888 771,240: 102,341 190,989
Old : 962,229: 159,800 154,188 14,887 685,201 602,165 859,888 771,240: 102,341 190,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -10,035: -13,463 -10,720 -2,670 3,047 5,245 -13,086 -8,145: 3,051 -1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.0 1.5 71.2 62.6 89.4 80.2: 10.6 19.8
Old : 100.0: 16.6 16.0 1.5 71.2 62.6 89.4 80.2: 10.6 19.8
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 : 109: 13 9 7 63 68 78 82:
Old : 109: 13 9 7 63 68 78 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 27.1 45.4 36.0 29.4 27.0 43.7 34.7
Old : 29.9 27.1 45.4 36.0 29.4 27.0 43.7 34.7
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, June 16, 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 : 3,438,389: 451,216 606,520 54,595 2,628,241 2,499,982 3,134,052 3,161,097: 304,337 277,292
Old : 3,438,389: 451,216 606,520 54,595 2,628,241 2,499,982 3,134,052 3,161,097: 304,337 277,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -28,120: 49,989 -512 -30,416 -55,206 69,664 -35,633 38,736: 7,513 -66,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.6 1.6 76.4 72.7 91.1 91.9: 8.9 8.1
Old : 100.0: 13.1 17.6 1.6 76.4 72.7 91.1 91.9: 8.9 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 : 299: 65 33 23 136 161 212 206:
Old : 299: 65 33 23 136 161 212 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 21.9 45.6 35.6 30.5 21.8 40.2 33.7
Old : 35.0 21.9 45.6 35.6 30.5 21.8 40.2 33.7
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, June 16, 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 : 1,714,080: 763,322 295,827 255,254 668,240 1,135,393 1,686,816 1,686,474: 27,264 27,606
Old : 1,714,080: 763,322 295,827 255,254 668,240 1,135,393 1,686,816 1,686,474: 27,264 27,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 122,234: 40,712 58,808 18,096 60,683 41,544 119,491 118,448: 2,743 3,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 17.3 14.9 39.0 66.2 98.4 98.4: 1.6 1.6
Old : 100.0: 44.5 17.3 14.9 39.0 66.2 98.4 98.4: 1.6 1.6
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 : 111: 22 22 33 58 59 99 95:
Old : 111: 22 22 33 58 59 99 95:
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 : 46.7 39.8 55.7 55.0 42.5 29.6 47.2 41.4
Old : 46.7 39.8 55.7 55.0 42.5 29.6 47.2 41.4
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, June 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,180: 6,398 20,774 2,314 30,808 15,660 39,520 38,747: 6,661 7,433
Old : 46,180: 6,398 20,774 2,314 30,808 15,660 39,520 38,747: 6,661 7,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 6,457: -1,708 5,574 1,488 6,800 91 6,580 7,153: -123 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 45.0 5.0 66.7 33.9 85.6 83.9: 14.4 16.1
Old : 100.0: 13.9 45.0 5.0 66.7 33.9 85.6 83.9: 14.4 16.1
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 : 85: 14 18 14 39 30 61 55:
Old : 85: 14 18 14 39 30 61 55:
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 : 28.1 52.9 42.4 60.5 27.8 51.1 40.2 56.6
Old : 28.1 52.9 42.4 60.5 27.8 51.1 40.2 56.6
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, June 16, 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 : 92,360: 12,796 41,548 4,627 61,616 31,319 79,039 77,494: 13,321 14,866
Old : 92,360: 12,796 41,548 4,627 61,616 31,319 79,039 77,494: 13,321 14,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 12,914: -3,416 11,148 2,976 13,600 181 13,160 14,305: -246 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 45.0 5.0 66.7 33.9 85.6 83.9: 14.4 16.1
Old : 100.0: 13.9 45.0 5.0 66.7 33.9 85.6 83.9: 14.4 16.1
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 : 85: 14 18 14 39 30 61 55:
Old : 85: 14 18 14 39 30 61 55:
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 : 28.1 52.9 42.4 60.5 27.8 51.1 40.2 56.6
Old : 28.1 52.9 42.4 60.5 27.8 51.1 40.2 56.6
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, June 16, 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 : 64,810: 4,002 1,908 0 58,017 61,645 62,019 63,553: 2,791 1,257
Old : 64,810: 4,002 1,908 0 58,017 61,645 62,019 63,553: 2,791 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 9,280: -553 1,454 0 11,797 7,446 11,244 8,900: -1,964 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 0.0 89.5 95.1 95.7 98.1: 4.3 1.9
Old : 100.0: 6.2 2.9 0.0 89.5 95.1 95.7 98.1: 4.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 0 21 14 24 17:
Old : 30: 3 3 0 21 14 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 73.0 79.4 93.5 57.9 58.3 66.9 73.7
Old : 66.6 73.0 79.4 93.5 57.9 58.3 66.9 73.7
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, June 16, 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 : 28,663: 13,526 25,798 2,641 12,235 179 28,402 28,618: 261 45
Old : 28,663: 13,526 25,798 2,641 12,235 179 28,402 28,618: 261 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,501: 56 -816 2,155 -665 153 1,546 1,492: -45 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 90.0 9.2 42.7 0.6 99.1 99.8: 0.9 0.2
Old : 100.0: 47.2 90.0 9.2 42.7 0.6 99.1 99.8: 0.9 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 : 38: 15 18 6 5 1 26 19:
Old : 38: 15 18 6 5 1 26 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 : 57.8 60.3 84.2 81.0 57.5 52.8 81.0 72.4
Old : 57.8 60.3 84.2 81.0 57.5 52.8 81.0 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020