WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 23, 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 : 432,871: 122,527 137,170 115,275 167,917 139,844 405,719 392,289: 27,152 40,582
Old : 413,048: 120,656 139,276 105,682 162,503 131,576 388,841 376,534: 24,207 36,514
Other: 19,823: 8,811 4,834 2,653 5,414 8,268 16,878 15,755: 2,945 4,068
: : :
: : Changes in Commitments from: June 16, 2020 :
: 19,450: -22 16,597 4,985 12,337 -1,475 17,300 20,107: 2,150 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 31.7 26.6 38.8 32.3 93.7 90.6: 6.3 9.4
Old : 100.0: 29.2 33.7 25.6 39.3 31.9 94.1 91.2: 5.9 8.8
Other: 100.0: 44.4 24.4 13.4 27.3 41.7 85.1 79.5: 14.9 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 99 110 120 78 98 247 274:
Old : 338: 102 108 116 77 98 242 271:
Other: 103: 18 22 11 24 42 52 70:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 11.9 22.7 20.9 12.7 9.3 21.0 15.7
Old : 12.9 12.4 22.2 21.8 12.4 9.8 20.4 16.8
Other: 36.3 31.8 57.7 47.5 34.3 28.2 50.9 40.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 23, 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 : 23,967: 12,987 200 100 10,329 23,227 23,416 23,527: 551 440
Old : 23,967: 12,987 200 100 10,329 23,227 23,416 23,527: 551 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 209: -466 -430 100 634 709 268 379: -59 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 0.8 0.4 43.1 96.9 97.7 98.2: 2.3 1.8
Old : 100.0: 54.2 0.8 0.4 43.1 96.9 97.7 98.2: 2.3 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 : 28: 6 1 1 12 21 18 23:
Old : 28: 6 1 1 12 21 18 23:
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 : 61.7 48.7 85.5 69.8 54.9 41.2 63.0 55.5
Old : 61.7 48.7 85.5 69.8 54.9 41.2 63.0 55.5
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 23, 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 : 242,093: 49,924 84,714 46,591 124,141 88,063 220,656 219,368: 21,437 22,725
Old : 237,890: 50,611 84,509 44,414 122,269 87,353 217,294 216,276: 20,596 21,614
Other: 4,203: 1,387 2,279 103 1,872 710 3,362 3,092: 841 1,111
: : :
: : Changes in Commitments from: June 16, 2020 :
: 9,481: 3,190 9,067 479 5,051 -224 8,720 9,322: 761 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 35.0 19.2 51.3 36.4 91.1 90.6: 8.9 9.4
Old : 100.0: 21.3 35.5 18.7 51.4 36.7 91.3 90.9: 8.7 9.1
Other: 100.0: 33.0 54.2 2.5 44.5 16.9 80.0 73.6: 20.0 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 60 63 65 76 65 171 165:
Old : 227: 62 62 64 76 64 170 163:
Other: 58: 4 16 5 15 24 23 42:
:----------------------------------------------------------------------------------------------------
: 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 21.4 28.0 31.0 15.7 18.9 24.1 27.0
Old : 17.1 21.7 28.5 31.6 16.0 19.5 24.6 27.8
Other: 63.2 40.9 74.3 56.0 63.2 39.7 73.9 54.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 23, 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 : 1,609,523: 257,634 479,610 338,541 818,066 624,365 1,414,241 1,442,516: 195,282 167,007
Old : 801,347: 257,740 350,970 73,865 356,527 309,638 688,132 734,473: 113,215 66,874
Other: 808,176: 197,121 325,867 67,449 461,539 314,727 726,109 708,043: 82,067 100,133
: : :
: : Changes in Commitments from: June 16, 2020 :
: 25,723: 14,343 21,661 -7,331 20,552 6,965 27,564 21,295: -1,841 4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 29.8 21.0 50.8 38.8 87.9 89.6: 12.1 10.4
Old : 100.0: 32.2 43.8 9.2 44.5 38.6 85.9 91.7: 14.1 8.3
Other: 100.0: 24.4 40.3 8.3 57.1 38.9 89.8 87.6: 10.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 145 161 171 333 288 583 539:
Old : 627: 129 143 84 263 210 444 387:
Other: 600: 128 127 90 223 236 393 415:
:----------------------------------------------------------------------------------------------------
: 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 9.1 16.3 16.0 8.5 7.0 14.2 12.3
Old : 11.7 13.1 20.5 22.3 10.5 11.8 18.4 19.9
Other: 13.7 12.0 21.3 21.5 12.9 11.6 19.0 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 23, 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 : 4,479: 2,063 31 6 928 3,370 2,997 3,407: 1,482 1,072
Old : 4,479: 2,063 31 6 928 3,370 2,997 3,407: 1,482 1,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -78: 158 -117 -27 -15 184 116 40: -194 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 0.7 0.1 20.7 75.2 66.9 76.1: 33.1 23.9
Old : 100.0: 46.1 0.7 0.1 20.7 75.2 66.9 76.1: 33.1 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 1 2 8 11 23 13:
Old : 28: 14 1 2 8 11 23 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 : 29.4 51.2 45.6 70.6 28.7 45.0 41.7 61.6
Old : 29.4 51.2 45.6 70.6 28.7 45.0 41.7 61.6
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 23, 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 : 862,796: 195,154 87,140 174,855 426,584 543,780 796,593 805,775: 66,203 57,021
Old : 185,500: 57,423 28,330 13,316 92,428 126,134 163,167 167,780: 22,333 17,720
Other: 677,296: 160,737 81,816 138,533 334,156 417,646 633,426 637,995: 43,870 39,301
: : :
: : Changes in Commitments from: June 16, 2020 :
: -24,274: 7,659 -10,153 -5,218 -22,738 -7,730 -20,297 -23,101: -3,977 -1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 10.1 20.3 49.4 63.0 92.3 93.4: 7.7 6.6
Old : 100.0: 31.0 15.3 7.2 49.8 68.0 88.0 90.4: 12.0 9.6
Other: 100.0: 23.7 12.1 20.5 49.3 61.7 93.5 94.2: 6.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 514: 158 99 159 194 182 439 384:
Old : 357: 107 59 48 124 125 244 219:
Other: 477: 143 107 122 161 159 375 331:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 20.5 19.9 31.4 8.0 17.3 13.5 25.9
Old : 24.0 28.1 35.0 37.5 23.4 27.3 32.7 36.4
Other: 12.9 22.3 21.4 33.5 10.5 20.9 17.2 30.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 23, 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 : 460,250: 71,889 66,363 99,302 254,520 267,476 425,711 433,141: 34,539 27,109
Old : 160,209: 28,475 31,518 20,629 100,295 98,977 149,399 151,124: 10,810 9,085
Other: 300,041: 68,187 59,618 53,900 154,225 168,499 276,312 282,017: 23,729 18,024
: : :
: : Changes in Commitments from: June 16, 2020 :
: -3,415: 2,055 -402 -1,477 -2,216 425 -1,638 -1,454: -1,777 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.4 21.6 55.3 58.1 92.5 94.1: 7.5 5.9
Old : 100.0: 17.8 19.7 12.9 62.6 61.8 93.3 94.3: 6.7 5.7
Other: 100.0: 22.7 19.9 18.0 51.4 56.2 92.1 94.0: 7.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 73 77 99 101 90 235 224:
Old : 217: 50 44 45 83 74 154 145:
Other: 256: 68 75 69 74 64 189 170:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 26.1 18.8 35.1 7.5 19.5 14.1 25.0
Old : 23.2 25.8 36.9 37.3 19.4 16.0 29.2 23.2
Other: 12.9 31.0 22.1 40.7 12.8 29.2 21.5 36.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 23, 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 : 1,022,752: 125,942 199,311 11,873 735,538 678,853 873,353 890,037: 149,399 132,715
Old : 1,022,752: 125,942 199,311 11,873 735,538 678,853 873,353 890,037: 149,399 132,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 31,245: 14,566 15,680 1,937 16,337 16,661 32,840 34,278: -1,595 -3,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 19.5 1.2 71.9 66.4 85.4 87.0: 14.6 13.0
Old : 100.0: 12.3 19.5 1.2 71.9 66.4 85.4 87.0: 14.6 13.0
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 : 174: 40 18 18 82 85 128 115:
Old : 174: 40 18 18 82 85 128 115:
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 : 24.5 28.9 35.7 41.5 19.5 24.5 29.3 34.5
Old : 24.5 28.9 35.7 41.5 19.5 24.5 29.3 34.5
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 23, 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 : 1,027,661: 64,096 360,645 10,167 802,721 555,057 876,984 925,869: 150,677 101,792
Old : 1,027,661: 64,096 360,645 10,167 802,721 555,057 876,984 925,869: 150,677 101,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -11,605: -12,493 -13,377 2,583 -6,487 -3,483 -16,397 -14,277: 4,792 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 35.1 1.0 78.1 54.0 85.3 90.1: 14.7 9.9
Old : 100.0: 6.2 35.1 1.0 78.1 54.0 85.3 90.1: 14.7 9.9
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 : 130: 10 18 9 78 74 93 96:
Old : 130: 10 18 9 78 74 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 : 24.0 32.4 36.1 46.0 18.7 30.4 30.4 43.7
Old : 24.0 32.4 36.1 46.0 18.7 30.4 30.4 43.7
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 23, 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 : 453,600: 83,015 86,185 67,250 252,899 271,348 403,164 424,783: 50,436 28,817
Old : 140,568: 28,591 25,591 12,081 76,512 88,590 117,184 126,262: 23,384 14,306
Other: 313,032: 67,290 73,460 42,303 176,387 182,758 285,980 298,521: 27,052 14,511
: : :
: : Changes in Commitments from: June 16, 2020 :
: 4,664: 490 -895 8,110 521 -175 9,121 7,040: -4,457 -2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.0 14.8 55.8 59.8 88.9 93.6: 11.1 6.4
Old : 100.0: 20.3 18.2 8.6 54.4 63.0 83.4 89.8: 16.6 10.2
Other: 100.0: 21.5 23.5 13.5 56.3 58.4 91.4 95.4: 8.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 80 59 76 108 93 226 200:
Old : 196: 45 28 28 92 72 149 120:
Other: 247: 71 64 55 92 68 194 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 26.2 21.6 34.0 11.3 21.3 16.4 27.8
Old : 16.4 27.2 25.9 38.2 16.4 26.2 25.4 36.8
Other: 15.6 27.3 23.5 36.5 14.5 22.4 21.4 30.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 23, 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 : 10,051: 3,211 618 420 4,456 8,209 8,087 9,247: 1,964 804
Old : 1,044: 636 280 0 107 729 743 1,009: 301 35
Other: 9,007: 2,704 467 291 4,349 7,480 7,344 8,238: 1,663 769
: : :
: : Changes in Commitments from: June 16, 2020 :
: -93: 224 -46 233 -278 -220 179 -33: -272 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 6.1 4.2 44.3 81.7 80.5 92.0: 19.5 8.0
Old : 100.0: 60.9 26.8 0.0 10.2 69.8 71.2 96.6: 28.8 3.4
Other: 100.0: 30.0 5.2 3.2 48.3 83.0 81.5 91.5: 18.5 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 25 4 11 15 18 44 30:
Old : 24: 6 7 0 3 8 9 15:
Other: 53: 28 1 7 15 15 44 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 60.9 54.0 77.8 42.8 60.0 52.9 76.0
Old : 60.3 64.0 70.7 88.6 60.3 64.0 70.7 88.6
Other: 46.7 65.3 55.5 81.5 46.7 64.3 55.5 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 23, 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 : 2,101,874: 397,287 700,961 35,554 1,492,505 1,273,524 1,925,346 2,010,039: 176,528 91,835
Old : 2,101,874: 397,287 700,961 35,554 1,492,505 1,273,524 1,925,346 2,010,039: 176,528 91,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -38,450: -17,760 4,916 -4,580 -13,924 -36,636 -36,264 -36,300: -2,186 -2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 33.3 1.7 71.0 60.6 91.6 95.6: 8.4 4.4
Old : 100.0: 18.9 33.3 1.7 71.0 60.6 91.6 95.6: 8.4 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 : 297: 57 35 23 158 128 227 174:
Old : 297: 57 35 23 158 128 227 174:
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 : 15.8 32.4 26.4 45.3 15.3 27.6 24.4 39.9
Old : 15.8 32.4 26.4 45.3 15.3 27.6 24.4 39.9
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 23, 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 : 3,302,898: 686,764 680,248 68,217 2,161,502 2,194,910 2,916,483 2,943,375: 386,415 359,523
Old : 3,302,898: 686,764 680,248 68,217 2,161,502 2,194,910 2,916,483 2,943,375: 386,415 359,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 36,306: 17,883 482 7,701 8,028 24,710 33,612 32,893: 2,694 3,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 20.6 2.1 65.4 66.5 88.3 89.1: 11.7 10.9
Old : 100.0: 20.8 20.6 2.1 65.4 66.5 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 : 371: 78 54 34 173 172 268 243:
Old : 371: 78 54 34 173 172 268 243:
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 : 18.9 19.9 27.9 33.5 14.3 17.1 22.6 27.5
Old : 18.9 19.9 27.9 33.5 14.3 17.1 22.6 27.5
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, June 23, 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 : 955,748: 172,105 150,966 11,544 671,097 606,794 854,746 769,304: 101,002 186,444
Old : 955,748: 172,105 150,966 11,544 671,097 606,794 854,746 769,304: 101,002 186,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -6,481: 12,305 -3,222 -3,343 -14,104 4,629 -5,142 -1,936: -1,339 -4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.8 1.2 70.2 63.5 89.4 80.5: 10.6 19.5
Old : 100.0: 18.0 15.8 1.2 70.2 63.5 89.4 80.5: 10.6 19.5
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 : 110: 12 9 8 63 71 77 86:
Old : 110: 12 9 8 63 71 77 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 27.0 45.7 35.9 29.7 26.9 43.8 34.2
Old : 30.2 27.0 45.7 35.9 29.7 26.9 43.8 34.2
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, June 23, 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 : 3,447,476: 429,021 594,770 73,297 2,645,876 2,487,237 3,148,194 3,155,304: 299,282 292,172
Old : 3,447,476: 429,021 594,770 73,297 2,645,876 2,487,237 3,148,194 3,155,304: 299,282 292,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 9,087: -22,195 -11,750 18,702 17,635 -12,745 14,142 -5,793: -5,055 14,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 17.3 2.1 76.7 72.1 91.3 91.5: 8.7 8.5
Old : 100.0: 12.4 17.3 2.1 76.7 72.1 91.3 91.5: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 60 36 26 139 160 209 212:
Old : 300: 60 36 26 139 160 209 212:
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 : 34.2 22.0 45.0 35.5 29.8 22.0 39.8 33.6
Old : 34.2 22.0 45.0 35.5 29.8 22.0 39.8 33.6
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 23, 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 : 1,759,820: 774,865 322,347 250,078 706,750 1,159,170 1,731,693 1,731,595: 28,127 28,225
Old : 1,759,820: 774,865 322,347 250,078 706,750 1,159,170 1,731,693 1,731,595: 28,127 28,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 45,740: 11,543 26,520 -5,176 38,510 23,777 44,877 45,121: 863 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 18.3 14.2 40.2 65.9 98.4 98.4: 1.6 1.6
Old : 100.0: 44.0 18.3 14.2 40.2 65.9 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 : 113: 22 23 33 58 60 100 96:
Old : 113: 22 23 33 58 60 100 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 : 46.0 40.1 55.8 54.7 41.6 30.2 46.4 41.7
Old : 46.0 40.1 55.8 54.7 41.6 30.2 46.4 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 23, 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 : 36,461: 6,842 21,190 778 22,905 7,614 30,524 29,581: 5,937 6,881
Old : 36,461: 6,842 21,190 778 22,905 7,614 30,524 29,581: 5,937 6,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -9,719: 444 416 -1,536 -7,903 -8,046 -8,996 -9,167: -724 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 58.1 2.1 62.8 20.9 83.7 81.1: 16.3 18.9
Old : 100.0: 18.8 58.1 2.1 62.8 20.9 83.7 81.1: 16.3 18.9
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 : 85: 17 20 9 32 24 53 49:
Old : 85: 17 20 9 32 24 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 51.6 46.3 58.9 32.9 50.2 45.9 57.1
Old : 33.0 51.6 46.3 58.9 32.9 50.2 45.9 57.1
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 23, 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 : 72,922: 13,683 42,379 1,555 45,810 15,227 61,048 59,161: 11,874 13,761
Old : 72,922: 13,683 42,379 1,555 45,810 15,227 61,048 59,161: 11,874 13,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -19,438: 887 831 -3,072 -15,806 -16,092 -17,991 -18,333: -1,447 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 58.1 2.1 62.8 20.9 83.7 81.1: 16.3 18.9
Old : 100.0: 18.8 58.1 2.1 62.8 20.9 83.7 81.1: 16.3 18.9
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 : 85: 17 20 9 32 24 53 49:
Old : 85: 17 20 9 32 24 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 51.6 46.3 58.9 32.9 50.2 45.9 57.1
Old : 33.0 51.6 46.3 58.9 32.9 50.2 45.9 57.1
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 23, 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 : 32,045: 4,191 1,463 0 25,519 29,911 29,710 31,374: 2,335 671
Old : 32,045: 4,191 1,463 0 25,519 29,911 29,710 31,374: 2,335 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -32,765: 189 -445 0 -32,498 -31,734 -32,309 -32,179: -456 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.6 0.0 79.6 93.3 92.7 97.9: 7.3 2.1
Old : 100.0: 13.1 4.6 0.0 79.6 93.3 92.7 97.9: 7.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 2 0 16 7 21 9:
Old : 27: 5 2 0 16 7 21 9:
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 : 50.7 89.0 71.8 97.8 45.9 78.7 64.9 87.2
Old : 50.7 89.0 71.8 97.8 45.9 78.7 64.9 87.2
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, June 23, 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 : 21,880: 13,198 21,154 486 7,951 179 21,635 21,819: 245 61
Old : 21,880: 13,198 21,154 486 7,951 179 21,635 21,819: 245 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -6,783: -328 -4,644 -2,155 -4,284 0 -6,767 -6,799: -16 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 96.7 2.2 36.3 0.8 98.9 99.7: 1.1 0.3
Old : 100.0: 60.3 96.7 2.2 36.3 0.8 98.9 99.7: 1.1 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 : 34: 16 14 3 4 1 23 15:
Old : 34: 16 14 3 4 1 23 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 : 67.5 70.8 92.8 88.8 67.5 69.5 92.0 87.3
Old : 67.5 70.8 92.8 88.8 67.5 69.5 92.0 87.3
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, June 23, 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 : 66,324: 10,841 15,201 21,455 34,009 29,076 66,305 65,732: 19 592
Old : 66,324: 10,841 15,201 21,455 34,009 29,076 66,305 65,732: 19 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.9 32.3 51.3 43.8 100.0 99.1: 0.0 0.9
Old : 100.0: 16.3 22.9 32.3 51.3 43.8 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 1 3 9 10 13:
Old : 21: 6 4 1 3 9 10 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 : 88.5 90.7 98.5 97.2 59.4 58.3 67.6 64.8
Old : 88.5 90.7 98.5 97.2 59.4 58.3 67.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020