WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 07, 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 : 410,198: 116,056 130,325 107,926 161,659 135,432 385,641 373,683: 24,557 36,515
Old : 386,470: 115,045 131,387 95,357 154,481 126,862 364,883 353,606: 21,587 32,864
Other: 23,728: 11,075 9,002 2,505 7,178 8,570 20,758 20,077: 2,970 3,651
: : :
: : Changes in Commitments from: June 30, 2020 :
: 7,090: 2,524 2,169 6,412 -1,877 257 7,059 8,838: 31 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 31.8 26.3 39.4 33.0 94.0 91.1: 6.0 8.9
Old : 100.0: 29.8 34.0 24.7 40.0 32.8 94.4 91.5: 5.6 8.5
Other: 100.0: 46.7 37.9 10.6 30.3 36.1 87.5 84.6: 12.5 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 103 114 100 84 100 244 263:
Old : 348: 106 111 96 81 99 238 258:
Other: 115: 22 24 11 28 48 60 78:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.3 22.2 22.9 12.5 10.3 20.7 17.4
Old : 12.7 14.0 22.0 24.2 12.2 11.0 20.4 18.5
Other: 32.9 43.5 53.4 56.7 30.8 40.7 49.8 52.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 25,836: 15,141 151 380 10,100 24,490 25,621 25,021: 215 815
Old : 25,836: 15,141 151 380 10,100 24,490 25,621 25,021: 215 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 1,149: 1,526 151 150 -321 919 1,355 1,220: -206 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 0.6 1.5 39.1 94.8 99.2 96.8: 0.8 3.2
Old : 100.0: 58.6 0.6 1.5 39.1 94.8 99.2 96.8: 0.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 1 3 11 21 18 25:
Old : 29: 7 1 3 11 21 18 25:
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 : 63.0 49.1 87.9 67.8 58.8 41.7 65.8 56.2
Old : 63.0 49.1 87.9 67.8 58.8 41.7 65.8 56.2
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, July 07, 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 : 240,418: 55,399 84,401 42,523 122,977 94,043 220,899 220,967: 19,519 19,451
Old : 234,779: 57,128 84,299 39,076 120,020 93,283 216,224 216,658: 18,555 18,121
Other: 5,639: 1,472 3,303 246 2,957 760 4,675 4,309: 964 1,330
: : :
: : Changes in Commitments from: June 30, 2020 :
: 5,406: 6,633 308 -901 -101 5,552 5,631 4,959: -225 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 35.1 17.7 51.2 39.1 91.9 91.9: 8.1 8.1
Old : 100.0: 24.3 35.9 16.6 51.1 39.7 92.1 92.3: 7.9 7.7
Other: 100.0: 26.1 58.6 4.4 52.4 13.5 82.9 76.4: 17.1 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 60 58 47 70 72 154 156:
Old : 226: 63 55 46 70 72 153 155:
Other: 57: 5 13 4 15 25 24 39:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 20.9 28.7 30.1 15.3 17.4 24.5 25.6
Old : 16.9 21.4 29.2 30.8 15.7 18.2 24.9 26.5
Other: 50.6 51.2 71.1 63.8 50.6 49.6 71.1 61.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 07, 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 : 1,489,681: 256,472 363,711 283,672 786,739 666,433 1,326,883 1,313,816: 162,798 175,865
Old : 595,870: 232,995 233,027 14,899 281,351 290,783 529,245 538,709: 66,625 57,161
Other: 893,811: 213,161 320,368 79,089 505,388 375,650 797,638 775,107: 96,173 118,704
: : :
: : Changes in Commitments from: June 30, 2020 :
: -69,845: -13,802 -64,007 -43,733 -10,815 35,263 -68,350 -72,477: -1,495 2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.4 19.0 52.8 44.7 89.1 88.2: 10.9 11.8
Old : 100.0: 39.1 39.1 2.5 47.2 48.8 88.8 90.4: 11.2 9.6
Other: 100.0: 23.8 35.8 8.8 56.5 42.0 89.2 86.7: 10.8 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 687: 136 135 148 289 300 516 511:
Old : 574: 115 108 18 180 209 303 327:
Other: 602: 111 121 92 225 265 396 425:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 9.7 19.9 17.2 11.5 8.1 17.5 13.2
Old : 17.5 15.8 28.2 25.0 15.9 15.6 26.6 24.6
Other: 16.9 11.1 24.6 19.1 15.6 11.1 21.4 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 07, 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 : 4,439: 2,395 25 52 661 3,442 3,108 3,519: 1,331 920
Old : 4,439: 2,395 25 52 661 3,442 3,108 3,519: 1,331 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 147: 84 0 46 31 61 161 107: -14 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 0.6 1.2 14.9 77.5 70.0 79.3: 30.0 20.7
Old : 100.0: 54.0 0.6 1.2 14.9 77.5 70.0 79.3: 30.0 20.7
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 : 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 : 32.2 55.5 49.5 74.0 32.2 54.0 49.5 72.0
Old : 32.2 55.5 49.5 74.0 32.2 54.0 49.5 72.0
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, July 07, 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 : 840,495: 218,135 67,626 175,082 386,915 539,334 780,132 782,042: 60,363 58,453
Old : 88,358: 29,328 13,305 407 49,238 62,689 78,973 76,401: 9,385 11,957
Other: 752,137: 201,148 66,662 162,334 337,677 476,645 701,159 705,641: 50,978 46,496
: : :
: : Changes in Commitments from: June 30, 2020 :
: 29,019: 14,579 -13,059 8,340 5,067 30,194 27,986 25,475: 1,033 3,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.0 20.8 46.0 64.2 92.8 93.0: 7.2 7.0
Old : 100.0: 33.2 15.1 0.5 55.7 70.9 89.4 86.5: 10.6 13.5
Other: 100.0: 26.7 8.9 21.6 44.9 63.4 93.2 93.8: 6.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 528: 185 80 142 190 202 440 379:
Old : 300: 75 45 3 84 116 161 162:
Other: 518: 180 83 130 170 192 412 359:
:----------------------------------------------------------------------------------------------------
: 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 19.9 18.1 30.7 8.2 17.5 13.8 27.3
Old : 25.8 29.4 35.7 40.1 25.8 29.3 35.7 40.0
Other: 10.9 20.6 19.5 32.4 9.1 19.7 15.5 30.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 07, 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 : 444,042: 81,629 54,441 87,287 239,934 274,972 408,850 416,700: 35,192 27,342
Old : 106,426: 21,915 20,406 7,953 68,413 70,929 98,281 99,288: 8,145 7,138
Other: 337,616: 84,654 58,975 54,394 171,521 204,043 310,569 317,412: 27,047 20,204
: : :
: : Changes in Commitments from: June 30, 2020 :
: 13,450: 7,147 -9,869 3,718 1,501 18,571 12,366 12,420: 1,084 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.3 19.7 54.0 61.9 92.1 93.8: 7.9 6.2
Old : 100.0: 20.6 19.2 7.5 64.3 66.6 92.3 93.3: 7.7 6.7
Other: 100.0: 25.1 17.5 16.1 50.8 60.4 92.0 94.0: 8.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 82 65 99 97 82 238 209:
Old : 179: 45 27 25 72 61 123 108:
Other: 271: 79 74 81 82 65 211 179:
:----------------------------------------------------------------------------------------------------
: 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 27.3 18.2 36.4 8.7 22.4 15.2 29.1
Old : 24.5 26.5 39.8 39.6 22.2 24.0 35.0 34.4
Other: 12.8 31.7 21.2 41.8 12.7 29.9 20.6 37.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 07, 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 : 1,021,432: 108,398 213,522 9,919 746,986 666,852 865,303 890,293: 156,129 131,139
Old : 1,021,432: 108,398 213,522 9,919 746,986 666,852 865,303 890,293: 156,129 131,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 7,569: 310 -3,493 2,820 13,104 4,320 16,234 3,647: -8,665 3,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.9 1.0 73.1 65.3 84.7 87.2: 15.3 12.8
Old : 100.0: 10.6 20.9 1.0 73.1 65.3 84.7 87.2: 15.3 12.8
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 : 175: 36 22 18 78 87 119 122:
Old : 175: 36 22 18 78 87 119 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 27.4 37.5 40.2 21.3 23.2 31.2 34.1
Old : 26.3 27.4 37.5 40.2 21.3 23.2 31.2 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, July 07, 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 : 1,057,183: 61,597 408,921 2,844 842,195 549,087 906,636 960,852: 150,547 96,331
Old : 1,057,183: 61,597 408,921 2,844 842,195 549,087 906,636 960,852: 150,547 96,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 16,294: 5,695 3,932 -236 12,797 8,589 18,256 12,285: -1,962 4,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 38.7 0.3 79.7 51.9 85.8 90.9: 14.2 9.1
Old : 100.0: 5.8 38.7 0.3 79.7 51.9 85.8 90.9: 14.2 9.1
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 : 138: 11 21 9 81 77 96 103:
Old : 138: 11 21 9 81 77 96 103:
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 : 23.7 32.0 36.8 46.2 17.6 30.8 30.1 44.7
Old : 23.7 32.0 36.8 46.2 17.6 30.8 30.1 44.7
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 433,050: 85,104 71,519 61,917 239,391 275,064 386,412 408,500: 46,638 24,550
Old : 101,990: 23,718 14,618 3,345 58,670 74,110 85,733 92,073: 16,257 9,917
Other: 331,060: 78,911 74,426 41,047 180,721 200,954 300,679 316,427: 30,381 14,633
: : :
: : Changes in Commitments from: June 30, 2020 :
: -8,155: 3,617 -24,742 -715 -10,061 19,902 -7,159 -5,555: -996 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 16.5 14.3 55.3 63.5 89.2 94.3: 10.8 5.7
Old : 100.0: 23.3 14.3 3.3 57.5 72.7 84.1 90.3: 15.9 9.7
Other: 100.0: 23.8 22.5 12.4 54.6 60.7 90.8 95.6: 9.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 84 63 69 103 85 225 189:
Old : 188: 45 24 16 84 61 136 97:
Other: 256: 77 63 52 89 65 198 152:
:----------------------------------------------------------------------------------------------------
: 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 30.2 21.5 38.6 12.0 25.1 17.2 31.8
Old : 16.5 35.9 27.9 46.1 16.5 34.7 27.6 44.2
Other: 15.2 29.3 22.6 38.8 14.1 24.3 20.5 32.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 07, 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 : 10,153: 3,495 467 381 4,636 8,346 8,512 9,194: 1,641 959
Old : 10,153: 3,495 467 381 4,636 8,346 8,512 9,194: 1,641 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 31: 260 0 -42 -94 -45 124 -87: -93 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 4.6 3.8 45.7 82.2 83.8 90.6: 16.2 9.4
Old : 100.0: 34.4 4.6 3.8 45.7 82.2 83.8 90.6: 16.2 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 26 1 7 15 19 43 27:
Old : 53: 26 1 7 15 19 43 27:
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 : 48.4 62.1 59.2 79.4 48.4 61.0 59.2 77.3
Old : 48.4 62.1 59.2 79.4 48.4 61.0 59.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 07, 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 : 2,085,770: 418,871 707,983 16,652 1,473,163 1,267,810 1,908,686 1,992,445: 177,084 93,325
Old : 2,085,770: 418,871 707,983 16,652 1,473,163 1,267,810 1,908,686 1,992,445: 177,084 93,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -30,982: -5,079 -5,483 -10,505 -15,461 -14,488 -31,045 -30,476: 63 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 33.9 0.8 70.6 60.8 91.5 95.5: 8.5 4.5
Old : 100.0: 20.1 33.9 0.8 70.6 60.8 91.5 95.5: 8.5 4.5
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 : 295: 60 35 19 146 128 212 176:
Old : 295: 60 35 19 146 128 212 176:
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 : 15.7 30.7 26.2 43.2 15.1 26.6 24.3 38.7
Old : 15.7 30.7 26.2 43.2 15.1 26.6 24.3 38.7
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, July 07, 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 : 3,428,085: 779,252 736,065 47,547 2,208,377 2,276,829 3,035,176 3,060,441: 392,909 367,644
Old : 3,428,085: 779,252 736,065 47,547 2,208,377 2,276,829 3,035,176 3,060,441: 392,909 367,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -13,039: -2,539 -14,711 -7,136 -12,533 -732 -22,208 -22,579: 9,169 9,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.5 1.4 64.4 66.4 88.5 89.3: 11.5 10.7
Old : 100.0: 22.7 21.5 1.4 64.4 66.4 88.5 89.3: 11.5 10.7
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 : 379: 70 68 41 170 172 259 262:
Old : 379: 70 68 41 170 172 259 262:
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 : 18.8 21.9 28.0 34.6 14.0 17.2 22.2 27.5
Old : 18.8 21.9 28.0 34.6 14.0 17.2 22.2 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, July 07, 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 : 973,672: 183,324 159,054 12,664 668,959 613,057 864,947 784,775: 108,725 188,897
Old : 973,672: 183,324 159,054 12,664 668,959 613,057 864,947 784,775: 108,725 188,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 3,306: 2,920 -4,506 -2,613 -6,261 14,540 -5,954 7,421: 9,260 -4,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.3 1.3 68.7 63.0 88.8 80.6: 11.2 19.4
Old : 100.0: 18.8 16.3 1.3 68.7 63.0 88.8 80.6: 11.2 19.4
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 : 109: 12 9 8 63 71 77 86:
Old : 109: 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 : 30.6 27.5 45.2 35.8 30.3 27.4 44.4 34.2
Old : 30.6 27.5 45.2 35.8 30.3 27.4 44.4 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, July 07, 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 : 3,456,610: 472,329 650,581 35,567 2,637,161 2,487,616 3,145,057 3,173,764: 311,553 282,846
Old : 3,456,610: 472,329 650,581 35,567 2,637,161 2,487,616 3,145,057 3,173,764: 311,553 282,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -98,804: -48,171 -1,394 -25,935 -34,244 -67,608 -108,350 -94,937: 9,546 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.8 1.0 76.3 72.0 91.0 91.8: 9.0 8.2
Old : 100.0: 13.7 18.8 1.0 76.3 72.0 91.0 91.8: 9.0 8.2
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 : 301: 58 37 24 138 162 203 216:
Old : 301: 58 37 24 138 162 203 216:
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 : 33.8 22.1 44.2 36.3 29.4 22.1 38.8 34.7
Old : 33.8 22.1 44.2 36.3 29.4 22.1 38.8 34.7
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, July 07, 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 : 1,678,778: 705,632 395,580 222,859 704,885 1,001,278 1,633,376 1,619,717: 45,402 59,061
Old : 1,678,778: 705,632 395,580 222,859 704,885 1,001,278 1,633,376 1,619,717: 45,402 59,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -114,331: -80,910 -18,476 -2,720 -44,898 -117,835 -128,528 -139,031: 14,197 24,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.6 13.3 42.0 59.6 97.3 96.5: 2.7 3.5
Old : 100.0: 42.0 23.6 13.3 42.0 59.6 97.3 96.5: 2.7 3.5
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 : 108: 22 21 33 53 57 96 92:
Old : 108: 22 21 33 53 57 96 92:
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 : 45.7 37.8 55.7 54.4 41.2 31.7 46.2 42.4
Old : 45.7 37.8 55.7 54.4 41.2 31.7 46.2 42.4
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, July 07, 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 : 35,844: 7,605 18,550 800 21,193 9,327 29,597 28,676: 6,247 7,168
Old : 35,844: 7,605 18,550 800 21,193 9,327 29,597 28,676: 6,247 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,545: 674 -1,319 -103 -1,998 546 -1,426 -876: -119 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 51.8 2.2 59.1 26.0 82.6 80.0: 17.4 20.0
Old : 100.0: 21.2 51.8 2.2 59.1 26.0 82.6 80.0: 17.4 20.0
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 : 83: 19 16 9 33 24 56 45:
Old : 83: 19 16 9 33 24 56 45:
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 : 30.0 50.2 44.1 58.0 29.9 48.8 42.7 56.2
Old : 30.0 50.2 44.1 58.0 29.9 48.8 42.7 56.2
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, July 07, 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 : 71,687: 15,209 37,099 1,599 42,386 18,653 59,194 57,351: 12,493 14,336
Old : 71,687: 15,209 37,099 1,599 42,386 18,653 59,194 57,351: 12,493 14,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,089: 1,348 -2,638 -205 -3,995 1,092 -2,852 -1,751: -237 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 51.8 2.2 59.1 26.0 82.6 80.0: 17.4 20.0
Old : 100.0: 21.2 51.8 2.2 59.1 26.0 82.6 80.0: 17.4 20.0
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 : 83: 19 16 9 33 24 56 45:
Old : 83: 19 16 9 33 24 56 45:
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 : 30.0 50.2 44.1 58.0 29.9 48.8 42.7 56.2
Old : 30.0 50.2 44.1 58.0 29.9 48.8 42.7 56.2
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, July 07, 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 : 36,961: 4,776 2,095 0 30,237 33,753 35,013 35,848: 1,948 1,113
Old : 36,961: 4,776 2,095 0 30,237 33,753 35,013 35,848: 1,948 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 590: 210 223 0 397 255 607 478: -17 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.7 0.0 81.8 91.3 94.7 97.0: 5.3 3.0
Old : 100.0: 12.9 5.7 0.0 81.8 91.3 94.7 97.0: 5.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 3 0 16 9 20 12:
Old : 28: 4 3 0 16 9 20 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 : 49.5 81.2 74.1 95.0 49.5 75.2 71.6 89.0
Old : 49.5 81.2 74.1 95.0 49.5 75.2 71.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, July 07, 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 : 22,754: 14,376 21,938 486 7,653 302 22,515 22,726: 239 28
Old : 22,754: 14,376 21,938 486 7,653 302 22,515 22,726: 239 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 560: 947 708 0 -369 123 578 831: -18 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 96.4 2.1 33.6 1.3 98.9 99.9: 1.1 0.1
Old : 100.0: 63.2 96.4 2.1 33.6 1.3 98.9 99.9: 1.1 0.1
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 : 37: 17 16 3 4 1 24 17:
Old : 37: 17 16 3 4 1 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 : 68.8 70.4 92.1 87.7 68.8 69.1 90.8 86.2
Old : 68.8 70.4 92.1 87.7 68.8 69.1 90.8 86.2
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, July 07, 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 : 70,739: 11,041 17,299 23,005 36,672 29,695 70,718 69,999: 21 740
Old : 70,739: 11,041 17,299 23,005 36,672 29,695 70,718 69,999: 21 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -121: -400 721 1,080 -804 -2,067 -124 -266: 3 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 24.5 32.5 51.8 42.0 100.0 99.0: 0.0 1.0
Old : 100.0: 15.6 24.5 32.5 51.8 42.0 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 88.9 91.2 98.8 97.1 59.5 58.7 67.4 64.5
Old : 88.9 91.2 98.8 97.1 59.5 58.7 67.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020