WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 30, 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 : 403,108: 113,532 128,156 101,514 163,536 135,175 378,582 364,845: 24,526 38,263
Old : 380,560: 112,309 130,089 89,466 157,249 126,683 359,024 346,238: 21,536 34,322
Other: 22,548: 10,818 7,662 2,453 6,287 8,492 19,558 18,607: 2,990 3,941
: : :
: : Changes in Commitments from: June 23, 2020 :
: -29,763: -8,995 -9,014 -13,761 -4,381 -4,669 -27,137 -27,444: -2,626 -2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 31.8 25.2 40.6 33.5 93.9 90.5: 6.1 9.5
Old : 100.0: 29.5 34.2 23.5 41.3 33.3 94.3 91.0: 5.7 9.0
Other: 100.0: 48.0 34.0 10.9 27.9 37.7 86.7 82.5: 13.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 97 104 94 82 101 233 255:
Old : 334: 101 102 90 81 100 229 251:
Other: 106: 19 21 9 27 47 54 73:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 15.4 23.0 24.9 13.1 10.7 21.6 17.2
Old : 13.3 16.2 22.8 26.3 12.7 11.5 21.3 18.5
Other: 34.2 41.6 55.5 54.1 32.1 38.2 50.1 49.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 30, 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 : 24,687: 13,615 0 230 10,421 23,571 24,266 23,801: 421 886
Old : 24,687: 13,615 0 230 10,421 23,571 24,266 23,801: 421 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 720: 628 -200 130 92 344 850 274: -130 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 0.0 0.9 42.2 95.5 98.3 96.4: 1.7 3.6
Old : 100.0: 55.2 0.0 0.9 42.2 95.5 98.3 96.4: 1.7 3.6
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 : 28: 7 0 2 12 20 19 22:
Old : 28: 7 0 2 12 20 19 22:
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 : 60.1 49.6 87.0 70.3 55.2 41.7 64.4 55.9
Old : 60.1 49.6 87.0 70.3 55.2 41.7 64.4 55.9
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 30, 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 : 235,012: 48,766 84,093 43,424 123,078 88,491 215,268 216,008: 19,744 19,004
Old : 230,000: 50,096 83,974 40,462 120,626 87,783 211,184 212,219: 18,816 17,781
Other: 5,012: 1,430 2,879 202 2,452 708 4,084 3,789: 928 1,223
: : :
: : Changes in Commitments from: June 23, 2020 :
: -7,081: -1,158 -621 -3,167 -1,063 428 -5,388 -3,360: -1,693 -3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 35.8 18.5 52.4 37.7 91.6 91.9: 8.4 8.1
Old : 100.0: 21.8 36.5 17.6 52.4 38.2 91.8 92.3: 8.2 7.7
Other: 100.0: 28.5 57.4 4.0 48.9 14.1 81.5 75.6: 18.5 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 62 57 49 73 70 158 156:
Old : 227: 66 54 48 73 70 157 155:
Other: 62: 5 16 4 15 27 24 44:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 21.1 29.3 30.4 16.0 17.5 24.7 25.5
Old : 17.7 21.5 29.9 31.0 16.3 18.2 25.2 26.4
Other: 53.3 48.1 70.7 60.3 53.3 46.6 70.5 58.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 30, 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 : 1,559,526: 270,274 427,718 327,405 797,554 631,170 1,395,233 1,386,293: 164,293 173,233
Old : 664,268: 273,606 288,145 23,559 295,993 290,934 593,158 602,638: 71,110 61,630
Other: 895,258: 228,637 371,542 71,877 501,561 340,236 802,075 783,655: 93,183 111,603
: : :
: : Changes in Commitments from: June 23, 2020 :
: -49,997: 12,640 -51,892 -11,136 -20,512 6,805 -19,008 -56,223: -30,989 6,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 27.4 21.0 51.1 40.5 89.5 88.9: 10.5 11.1
Old : 100.0: 41.2 43.4 3.5 44.6 43.8 89.3 90.7: 10.7 9.3
Other: 100.0: 25.5 41.5 8.0 56.0 38.0 89.6 87.5: 10.4 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 155 135 154 299 287 545 509:
Old : 588: 124 113 33 197 207 338 342:
Other: 603: 128 117 88 231 250 412 409:
:----------------------------------------------------------------------------------------------------
: 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 : 9.8 9.6 16.9 16.7 8.7 7.7 14.7 12.8
Old : 16.0 14.6 27.4 25.2 14.9 14.4 25.4 24.6
Other: 13.7 11.3 22.8 20.2 12.3 11.2 19.5 19.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 30, 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 : 4,292: 2,311 25 6 630 3,381 2,947 3,412: 1,345 880
Old : 4,292: 2,311 25 6 630 3,381 2,947 3,412: 1,345 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -187: 248 -6 0 -298 11 -50 5: -137 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 0.6 0.1 14.7 78.8 68.7 79.5: 31.3 20.5
Old : 100.0: 53.8 0.6 0.1 14.7 78.8 68.7 79.5: 31.3 20.5
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 : 28: 14 1 2 6 10 21 12:
Old : 28: 14 1 2 6 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 54.1 48.4 74.7 31.0 52.5 48.4 71.7
Old : 31.0 54.1 48.4 74.7 31.0 52.5 48.4 71.7
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 30, 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 : 811,476: 203,556 80,685 166,742 381,848 509,140 752,146 756,567: 59,330 54,909
Old : 91,863: 29,342 11,794 17 51,437 67,585 80,796 79,396: 11,067 12,467
Other: 719,613: 187,389 82,066 153,550 330,411 441,555 671,350 677,171: 48,263 42,442
: : :
: : Changes in Commitments from: June 23, 2020 :
: -51,320: 8,402 -6,455 -8,113 -44,736 -34,640 -44,447 -49,208: -6,873 -2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 9.9 20.5 47.1 62.7 92.7 93.2: 7.3 6.8
Old : 100.0: 31.9 12.8 0.0 56.0 73.6 88.0 86.4: 12.0 13.6
Other: 100.0: 26.0 11.4 21.3 45.9 61.4 93.3 94.1: 6.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 174 89 142 177 181 423 364:
Old : 279: 76 40 2 76 108 153 149:
Other: 502: 168 99 124 161 168 397 338:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 20.8 19.1 31.6 8.1 17.7 13.6 27.2
Old : 29.6 32.4 39.3 42.8 29.4 32.4 39.1 42.8
Other: 11.7 21.4 20.4 33.2 9.1 20.4 16.0 30.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 30, 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 : 430,592: 74,482 64,310 83,569 238,433 256,401 396,484 404,280: 34,108 26,312
Old : 112,897: 19,700 23,768 9,587 74,812 71,916 104,099 105,271: 8,798 7,626
Other: 317,695: 78,714 64,474 50,050 163,621 184,485 292,385 299,009: 25,310 18,686
: : :
: : Changes in Commitments from: June 23, 2020 :
: -29,658: 2,593 -2,053 -15,733 -16,087 -11,075 -29,227 -28,861: -431 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.9 19.4 55.4 59.5 92.1 93.9: 7.9 6.1
Old : 100.0: 17.4 21.1 8.5 66.3 63.7 92.2 93.2: 7.8 6.8
Other: 100.0: 24.8 20.3 15.8 51.5 58.1 92.0 94.1: 8.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 73 69 92 98 81 229 209:
Old : 181: 41 27 35 74 62 127 116:
Other: 263: 74 75 69 79 61 197 171:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 26.3 18.9 34.9 8.8 21.0 15.6 26.7
Old : 26.5 25.9 42.8 37.9 24.9 23.0 35.9 33.1
Other: 13.1 30.8 21.9 40.6 13.0 29.1 21.2 36.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 30, 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 : 1,013,863: 108,088 217,015 7,099 733,882 662,532 849,069 886,646: 164,794 127,217
Old : 1,013,863: 108,088 217,015 7,099 733,882 662,532 849,069 886,646: 164,794 127,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -8,889: -17,854 17,704 -4,774 -1,656 -16,321 -24,284 -3,391: 15,395 -5,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 21.4 0.7 72.4 65.3 83.7 87.5: 16.3 12.5
Old : 100.0: 10.7 21.4 0.7 72.4 65.3 83.7 87.5: 16.3 12.5
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 : 168: 32 22 15 76 84 112 117:
Old : 168: 32 22 15 76 84 112 117:
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 : 25.3 27.4 36.6 40.7 20.3 23.3 30.1 34.1
Old : 25.3 27.4 36.6 40.7 20.3 23.3 30.1 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 30, 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 : 1,040,889: 55,902 404,989 3,080 829,398 540,498 888,380 948,567: 152,509 92,322
Old : 1,040,889: 55,902 404,989 3,080 829,398 540,498 888,380 948,567: 152,509 92,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 13,228: -8,194 44,344 -7,087 26,677 -14,559 11,396 22,698: 1,832 -9,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 38.9 0.3 79.7 51.9 85.3 91.1: 14.7 8.9
Old : 100.0: 5.4 38.9 0.3 79.7 51.9 85.3 91.1: 14.7 8.9
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 : 133: 9 20 9 80 75 93 100:
Old : 133: 9 20 9 80 75 93 100:
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 32.6 36.3 46.6 17.8 31.4 30.0 45.3
Old : 23.6 32.6 36.3 46.6 17.8 31.4 30.0 45.3
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 30, 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 : 441,205: 81,487 96,261 62,632 249,452 255,162 393,571 414,055: 47,634 27,150
Old : 108,937: 21,067 20,604 5,157 64,415 71,559 90,639 97,320: 18,298 11,617
Other: 332,268: 76,300 91,537 41,595 185,037 183,603 302,932 316,735: 29,336 15,533
: : :
: : Changes in Commitments from: June 23, 2020 :
: -12,395: -1,528 10,076 -4,618 -3,447 -16,186 -9,593 -10,728: -2,802 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.8 14.2 56.5 57.8 89.2 93.8: 10.8 6.2
Old : 100.0: 19.3 18.9 4.7 59.1 65.7 83.2 89.3: 16.8 10.7
Other: 100.0: 23.0 27.5 12.5 55.7 55.3 91.2 95.3: 8.8 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 77 71 71 109 81 225 193:
Old : 180: 36 26 17 89 58 134 96:
Other: 257: 69 72 55 93 65 193 163:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 26.9 21.4 34.5 11.6 21.7 16.8 27.5
Old : 16.5 35.6 27.1 44.9 16.5 34.8 26.9 44.1
Other: 15.2 25.4 23.0 34.2 13.7 19.6 20.3 26.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 30, 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 : 10,122: 3,235 467 423 4,730 8,391 8,388 9,281: 1,734 841
Old : 485: 0 42 0 424 441 424 483: 61 2
Other: 9,637: 3,277 467 381 4,306 7,950 7,964 8,798: 1,673 839
: : :
: : Changes in Commitments from: June 23, 2020 :
: 71: 24 -151 3 274 182 301 34: -230 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 4.6 4.2 46.7 82.9 82.9 91.7: 17.1 8.3
Old : 100.0: 0.0 8.7 0.0 87.4 90.9 87.4 99.6: 12.6 0.4
Other: 100.0: 34.0 4.8 4.0 44.7 82.5 82.6 91.3: 17.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 1 9 15 17 42 27:
Old : 9: 0 2 0 3 4 3 6:
Other: 51: 25 1 7 14 16 41 24:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 62.1 58.5 80.4 47.8 61.0 58.5 78.4
Old : 87.4 97.3 87.4 99.6 87.4 97.3 87.4 99.6
Other: 47.1 62.8 58.3 80.4 47.1 61.7 58.3 78.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 30, 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 : 2,116,752: 423,950 713,466 27,157 1,488,624 1,282,298 1,939,731 2,022,921: 177,021 93,831
Old : 2,116,752: 423,950 713,466 27,157 1,488,624 1,282,298 1,939,731 2,022,921: 177,021 93,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 14,878: 26,663 12,505 -8,397 -3,881 8,774 14,385 12,882: 493 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 33.7 1.3 70.3 60.6 91.6 95.6: 8.4 4.4
Old : 100.0: 20.0 33.7 1.3 70.3 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 : 292: 61 31 24 150 126 222 170:
Old : 292: 61 31 24 150 126 222 170:
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 : 15.5 31.0 25.7 43.9 14.9 26.5 24.0 38.9
Old : 15.5 31.0 25.7 43.9 14.9 26.5 24.0 38.9
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 30, 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 : 3,441,124: 781,791 750,776 54,683 2,220,910 2,277,561 3,057,384 3,083,020: 383,740 358,104
Old : 3,441,124: 781,791 750,776 54,683 2,220,910 2,277,561 3,057,384 3,083,020: 383,740 358,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 138,226: 95,027 70,528 -13,534 59,408 82,651 140,901 139,645: -2,675 -1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.8 1.6 64.5 66.2 88.8 89.6: 11.2 10.4
Old : 100.0: 22.7 21.8 1.6 64.5 66.2 88.8 89.6: 11.2 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 : 379: 68 75 39 169 168 256 263:
Old : 379: 68 75 39 169 168 256 263:
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 : 19.7 21.6 28.4 34.3 14.5 17.2 22.5 27.3
Old : 19.7 21.6 28.4 34.3 14.5 17.2 22.5 27.3
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 30, 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 : 970,366: 180,404 163,560 15,277 675,220 598,517 870,901 777,354: 99,465 193,012
Old : 970,366: 180,404 163,560 15,277 675,220 598,517 870,901 777,354: 99,465 193,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 14,618: 8,299 12,594 3,733 4,123 -8,277 16,155 8,050: -1,537 6,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.9 1.6 69.6 61.7 89.7 80.1: 10.3 19.9
Old : 100.0: 18.6 16.9 1.6 69.6 61.7 89.7 80.1: 10.3 19.9
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 : 111: 13 10 8 63 71 78 87:
Old : 111: 13 10 8 63 71 78 87:
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 27.5 44.3 36.2 28.8 27.4 43.0 34.4
Old : 29.4 27.5 44.3 36.2 28.8 27.4 43.0 34.4
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 30, 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 : 3,555,414: 520,500 651,975 61,502 2,671,405 2,555,224 3,253,407 3,268,701: 302,007 286,713
Old : 3,555,414: 520,500 651,975 61,502 2,671,405 2,555,224 3,253,407 3,268,701: 302,007 286,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 107,938: 91,479 57,205 -11,795 25,529 67,987 105,213 113,397: 2,725 -5,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 18.3 1.7 75.1 71.9 91.5 91.9: 8.5 8.1
Old : 100.0: 14.6 18.3 1.7 75.1 71.9 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 : 305: 64 38 26 138 158 211 213:
Old : 305: 64 38 26 138 158 211 213:
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 : 32.6 22.1 43.8 36.2 28.3 22.1 38.3 34.6
Old : 32.6 22.1 43.8 36.2 28.3 22.1 38.3 34.6
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 30, 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 : 1,793,109: 786,542 414,056 225,579 749,783 1,119,113 1,761,904 1,758,748: 31,205 34,361
Old : 1,793,109: 786,542 414,056 225,579 749,783 1,119,113 1,761,904 1,758,748: 31,205 34,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 33,289: 11,677 91,709 -24,499 43,033 -40,057 30,211 27,153: 3,078 6,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 23.1 12.6 41.8 62.4 98.3 98.1: 1.7 1.9
Old : 100.0: 43.9 23.1 12.6 41.8 62.4 98.3 98.1: 1.7 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 : 111: 20 23 31 57 61 98 94:
Old : 111: 20 23 31 57 61 98 94:
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 : 46.6 40.8 56.3 56.4 42.3 31.7 47.2 44.3
Old : 46.6 40.8 56.3 56.4 42.3 31.7 47.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, June 30, 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 : 37,388: 6,931 19,869 902 23,191 8,781 31,023 29,551: 6,365 7,837
Old : 37,388: 6,931 19,869 902 23,191 8,781 31,023 29,551: 6,365 7,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 927: 89 -1,321 125 286 1,167 499 -30: 428 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 53.1 2.4 62.0 23.5 83.0 79.0: 17.0 21.0
Old : 100.0: 18.5 53.1 2.4 62.0 23.5 83.0 79.0: 17.0 21.0
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 : 80: 17 16 9 33 23 54 44:
Old : 80: 17 16 9 33 23 54 44:
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 : 32.0 49.9 44.9 57.2 31.7 48.6 44.4 55.5
Old : 32.0 49.9 44.9 57.2 31.7 48.6 44.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, June 30, 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 : 74,776: 13,861 39,737 1,804 46,381 17,561 62,046 59,102: 12,730 15,674
Old : 74,776: 13,861 39,737 1,804 46,381 17,561 62,046 59,102: 12,730 15,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,854: 178 -2,642 249 571 2,334 998 -59: 856 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 53.1 2.4 62.0 23.5 83.0 79.0: 17.0 21.0
Old : 100.0: 18.5 53.1 2.4 62.0 23.5 83.0 79.0: 17.0 21.0
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 : 80: 17 16 9 33 23 54 44:
Old : 80: 17 16 9 33 23 54 44:
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 : 32.0 49.9 44.9 57.2 31.7 48.6 44.4 55.5
Old : 32.0 49.9 44.9 57.2 31.7 48.6 44.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, June 30, 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 : 36,371: 4,566 1,872 0 29,840 33,498 34,406 35,370: 1,965 1,001
Old : 36,371: 4,566 1,872 0 29,840 33,498 34,406 35,370: 1,965 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,326: 375 409 0 4,321 3,587 4,696 3,996: -370 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.1 0.0 82.0 92.1 94.6 97.2: 5.4 2.8
Old : 100.0: 12.6 5.1 0.0 82.0 92.1 94.6 97.2: 5.4 2.8
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 : 27: 3 3 0 16 9 19 12:
Old : 27: 3 3 0 16 9 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 83.6 75.1 95.1 49.9 77.5 72.3 88.9
Old : 50.2 83.6 75.1 95.1 49.9 77.5 72.3 88.9
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 30, 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 : 22,194: 13,429 21,230 486 8,022 179 21,937 21,895: 257 299
Old : 22,194: 13,429 21,230 486 8,022 179 21,937 21,895: 257 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 314: 231 76 0 71 0 302 76: 12 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 95.7 2.2 36.1 0.8 98.8 98.7: 1.2 1.3
Old : 100.0: 60.5 95.7 2.2 36.1 0.8 98.8 98.7: 1.2 1.3
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 : 36: 16 16 3 4 1 23 17:
Old : 36: 16 16 3 4 1 23 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 : 67.8 68.8 92.8 86.6 67.8 67.5 92.0 85.0
Old : 67.8 68.8 92.8 86.6 67.8 67.5 92.0 85.0
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 30, 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 : 70,860: 11,441 16,578 21,925 37,476 31,762 70,842 70,265: 18 595
Old : 70,860: 11,441 16,578 21,925 37,476 31,762 70,842 70,265: 18 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,536: 600 1,377 470 3,467 2,686 4,537 4,533: -1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.4 30.9 52.9 44.8 100.0 99.2: 0.0 0.8
Old : 100.0: 16.1 23.4 30.9 52.9 44.8 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 88.4 91.0 98.3 97.3 60.5 60.0 69.0 66.4
Old : 88.4 91.0 98.3 97.3 60.5 60.0 69.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020