WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 14, 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 : 389,500: 118,613 101,889 103,164 144,571 143,933 366,348 348,986: 23,152 40,514
Old : 364,450: 116,620 101,708 90,690 137,132 135,499 344,442 327,897: 20,008 36,553
Other: 25,050: 11,782 9,970 2,685 7,439 8,434 21,906 21,089: 3,144 3,961
: : :
: : Changes in Commitments from: July 7, 2020 :
: -20,698: 2,557 -28,436 -4,762 -17,088 8,501 -19,293 -24,697: -1,405 3,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 26.2 26.5 37.1 37.0 94.1 89.6: 5.9 10.4
Old : 100.0: 32.0 27.9 24.9 37.6 37.2 94.5 90.0: 5.5 10.0
Other: 100.0: 47.0 39.8 10.7 29.7 33.7 87.4 84.2: 12.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 97 107 101 79 114 239 269:
Old : 346: 98 108 97 75 113 230 267:
Other: 124: 29 22 12 30 52 66 83:
:----------------------------------------------------------------------------------------------------
: 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 14.8 24.2 25.0 13.2 13.2 21.9 19.3
Old : 14.0 15.6 24.3 25.5 12.9 14.1 21.9 20.5
Other: 34.7 41.0 53.6 54.9 32.2 38.2 49.2 49.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, July 14, 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 : 27,977: 16,517 266 485 10,885 26,561 27,887 27,312: 90 665
Old : 27,977: 16,517 266 485 10,885 26,561 27,887 27,312: 90 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,141: 1,376 115 105 785 2,071 2,266 2,291: -125 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 1.0 1.7 38.9 94.9 99.7 97.6: 0.3 2.4
Old : 100.0: 59.0 1.0 1.7 38.9 94.9 99.7 97.6: 0.3 2.4
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 : 32: 7 2 3 11 23 20 26:
Old : 32: 7 2 3 11 23 20 26:
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 : 62.3 45.7 84.0 64.4 58.6 39.7 64.8 54.9
Old : 62.3 45.7 84.0 64.4 58.6 39.7 64.8 54.9
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, July 14, 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 : 248,761: 59,016 80,826 45,743 123,849 104,466 228,608 231,035: 20,153 17,726
Old : 242,360: 60,778 80,661 41,846 120,608 103,502 223,232 226,009: 19,128 16,351
Other: 6,401: 1,903 3,830 232 3,241 964 5,376 5,026: 1,025 1,375
: : :
: : Changes in Commitments from: July 7, 2020 :
: 8,343: 3,617 -3,575 3,220 872 10,423 7,709 10,068: 634 -1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 32.5 18.4 49.8 42.0 91.9 92.9: 8.1 7.1
Old : 100.0: 25.1 33.3 17.3 49.8 42.7 92.1 93.3: 7.9 6.7
Other: 100.0: 29.7 59.8 3.6 50.6 15.1 84.0 78.5: 16.0 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 70 57 51 70 77 162 165:
Old : 241: 72 55 48 70 77 161 162:
Other: 70: 9 12 4 14 35 26 49:
:----------------------------------------------------------------------------------------------------
: 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 21.2 26.3 30.4 13.8 17.9 21.6 25.6
Old : 16.3 21.7 26.7 31.2 14.2 18.7 21.9 26.6
Other: 51.8 49.4 72.0 65.0 51.8 47.7 72.0 63.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 14, 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 : 1,497,743: 259,735 359,424 280,239 792,831 679,231 1,332,805 1,318,894: 164,938 178,849
Old : 569,958: 231,789 216,813 11,962 262,026 287,519 505,777 516,294: 64,181 53,664
Other: 927,785: 216,321 330,986 79,902 530,805 391,712 827,028 802,600: 100,757 125,185
: : :
: : Changes in Commitments from: July 7, 2020 :
: 8,062: 3,263 -4,287 -3,433 6,092 12,798 5,922 5,078: 2,140 2,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 24.0 18.7 52.9 45.4 89.0 88.1: 11.0 11.9
Old : 100.0: 40.7 38.0 2.1 46.0 50.4 88.7 90.6: 11.3 9.4
Other: 100.0: 23.3 35.7 8.6 57.2 42.2 89.1 86.5: 10.9 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 709: 133 143 150 302 307 535 524:
Old : 584: 114 111 21 178 220 301 343:
Other: 623: 120 123 92 241 271 415 437:
:----------------------------------------------------------------------------------------------------
: 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 9.9 19.7 17.3 12.1 8.4 18.2 13.8
Old : 15.7 15.5 26.4 26.4 14.2 15.3 24.9 25.9
Other: 17.4 11.5 25.7 19.3 16.4 11.4 22.7 19.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 14, 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 : 4,324: 2,208 0 114 750 3,398 3,072 3,512: 1,252 812
Old : 4,324: 2,208 0 114 750 3,398 3,072 3,512: 1,252 812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -115: -187 -25 62 89 -44 -36 -7: -79 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 0.0 2.6 17.3 78.6 71.0 81.2: 29.0 18.8
Old : 100.0: 51.1 0.0 2.6 17.3 78.6 71.0 81.2: 29.0 18.8
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: 14 0 2 6 10 20 12:
Old : 27: 14 0 2 6 10 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 : 32.8 57.0 48.9 75.1 32.8 55.9 48.9 72.0
Old : 32.8 57.0 48.9 75.1 32.8 55.9 48.9 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 14, 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 : 818,767: 199,115 71,421 170,425 390,162 517,473 759,702 759,319: 59,065 59,448
Old : 73,629: 22,608 8,801 383 42,141 53,940 65,132 63,124: 8,497 10,505
Other: 745,138: 189,985 76,098 156,564 348,021 463,533 694,570 696,195: 50,568 48,943
: : :
: : Changes in Commitments from: July 7, 2020 :
: -21,728: -19,020 3,795 -4,657 3,247 -21,861 -20,430 -22,723: -1,298 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 8.7 20.8 47.7 63.2 92.8 92.7: 7.2 7.3
Old : 100.0: 30.7 12.0 0.5 57.2 73.3 88.5 85.7: 11.5 14.3
Other: 100.0: 25.5 10.2 21.0 46.7 62.2 93.2 93.4: 6.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 523: 167 89 147 193 208 433 388:
Old : 280: 61 40 5 77 118 141 160:
Other: 517: 158 96 135 175 199 407 372:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 19.8 18.8 30.9 8.4 17.3 14.1 27.4
Old : 28.0 24.8 40.9 37.3 26.8 24.8 39.5 37.3
Other: 11.6 20.7 20.4 32.2 9.4 19.7 16.1 30.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 14, 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 : 438,301: 74,115 57,842 89,444 239,814 262,450 403,373 409,736: 34,928 28,565
Old : 98,587: 18,765 20,499 4,366 67,555 65,957 90,686 90,822: 7,901 7,765
Other: 339,714: 78,397 60,390 62,031 172,259 196,493 312,687 318,914: 27,027 20,800
: : :
: : Changes in Commitments from: July 7, 2020 :
: -5,741: -7,514 3,401 2,157 -120 -12,522 -5,477 -6,964: -264 1,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 13.2 20.4 54.7 59.9 92.0 93.5: 8.0 6.5
Old : 100.0: 19.0 20.8 4.4 68.5 66.9 92.0 92.1: 8.0 7.9
Other: 100.0: 23.1 17.8 18.3 50.7 57.8 92.0 93.9: 8.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 78 67 94 98 78 234 203:
Old : 160: 35 28 23 67 55 112 97:
Other: 268: 78 68 82 84 61 214 174:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 25.8 19.9 34.5 8.7 20.6 15.1 26.7
Old : 33.2 28.6 47.4 41.8 28.8 25.3 41.4 36.6
Other: 12.5 29.3 21.1 39.2 12.5 27.5 20.3 34.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 14, 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 : 1,044,413: 115,083 223,381 9,972 755,894 681,924 880,949 915,277: 163,464 129,136
Old : 1,044,413: 115,083 223,381 9,972 755,894 681,924 880,949 915,277: 163,464 129,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 22,981: 6,685 9,859 53 8,908 15,072 15,646 24,984: 7,335 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.4 1.0 72.4 65.3 84.3 87.6: 15.7 12.4
Old : 100.0: 11.0 21.4 1.0 72.4 65.3 84.3 87.6: 15.7 12.4
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 : 180: 35 23 19 80 90 122 125:
Old : 180: 35 23 19 80 90 122 125:
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 : 26.4 27.5 37.4 41.2 21.6 24.1 31.3 34.5
Old : 26.4 27.5 37.4 41.2 21.6 24.1 31.3 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, July 14, 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 : 1,041,852: 56,687 407,374 4,371 833,562 538,420 894,620 950,165: 147,232 91,687
Old : 1,041,852: 56,687 407,374 4,371 833,562 538,420 894,620 950,165: 147,232 91,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15,331: -4,910 -1,547 1,527 -8,633 -10,667 -12,016 -10,687: -3,315 -4,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 39.1 0.4 80.0 51.7 85.9 91.2: 14.1 8.8
Old : 100.0: 5.4 39.1 0.4 80.0 51.7 85.9 91.2: 14.1 8.8
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 : 141: 14 19 12 83 79 101 106:
Old : 141: 14 19 12 83 79 101 106:
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 31.9 37.2 46.6 17.5 30.5 30.1 45.1
Old : 24.0 31.9 37.2 46.6 17.5 30.5 30.1 45.1
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 14, 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 : 420,582: 77,846 71,861 59,895 238,962 263,801 376,703 395,557: 43,879 25,025
Old : 93,447: 20,073 14,797 3,267 55,948 66,140 79,288 84,204: 14,159 9,243
Other: 327,135: 71,166 70,457 43,235 183,014 197,661 297,415 311,353: 29,720 15,782
: : :
: : Changes in Commitments from: July 7, 2020 :
: -12,468: -7,258 342 -2,022 -429 -11,263 -9,709 -12,943: -2,759 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 17.1 14.2 56.8 62.7 89.6 94.0: 10.4 6.0
Old : 100.0: 21.5 15.8 3.5 59.9 70.8 84.8 90.1: 15.2 9.9
Other: 100.0: 21.8 21.5 13.2 55.9 60.4 90.9 95.2: 9.1 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 77 62 65 111 91 220 193:
Old : 187: 39 24 15 89 64 135 98:
Other: 256: 74 61 51 96 67 198 154:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 28.7 21.7 36.9 12.2 23.8 17.4 30.9
Old : 15.5 30.7 26.3 40.7 15.3 29.9 24.6 39.7
Other: 15.5 28.5 23.2 37.7 13.9 23.3 20.4 31.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 14, 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 : 10,375: 3,454 510 379 5,002 8,465 8,835 9,354: 1,540 1,021
Old : 10,375: 3,454 510 379 5,002 8,465 8,835 9,354: 1,540 1,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 222: -41 43 -2 366 119 323 160: -101 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 4.9 3.7 48.2 81.6 85.2 90.2: 14.8 9.8
Old : 100.0: 33.3 4.9 3.7 48.2 81.6 85.2 90.2: 14.8 9.8
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 : 55: 24 4 9 16 18 43 30:
Old : 55: 24 4 9 16 18 43 30:
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 : 49.7 60.7 60.7 78.7 49.7 59.7 60.7 76.8
Old : 49.7 60.7 60.7 78.7 49.7 59.7 60.7 76.8
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 14, 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 : 2,096,190: 429,917 703,696 13,673 1,476,086 1,287,417 1,919,676 2,004,786: 176,514 91,404
Old : 2,096,190: 429,917 703,696 13,673 1,476,086 1,287,417 1,919,676 2,004,786: 176,514 91,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 10,420: 11,046 -4,287 -2,979 2,923 19,607 10,990 12,341: -570 -1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 33.6 0.7 70.4 61.4 91.6 95.6: 8.4 4.4
Old : 100.0: 20.5 33.6 0.7 70.4 61.4 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 : 295: 62 33 19 149 126 217 172:
Old : 295: 62 33 19 149 126 217 172:
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 29.8 26.2 42.9 14.8 25.9 24.3 38.4
Old : 15.7 29.8 26.2 42.9 14.8 25.9 24.3 38.4
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 14, 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 : 3,420,575: 747,315 689,208 62,322 2,202,140 2,313,221 3,011,777 3,064,751: 408,798 355,824
Old : 3,420,575: 747,315 689,208 62,322 2,202,140 2,313,221 3,011,777 3,064,751: 408,798 355,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -7,510: -31,937 -46,857 14,775 -6,237 36,392 -23,399 4,310: 15,889 -11,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.1 1.8 64.4 67.6 88.0 89.6: 12.0 10.4
Old : 100.0: 21.8 20.1 1.8 64.4 67.6 88.0 89.6: 12.0 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 : 380: 68 69 38 172 172 258 261:
Old : 380: 68 69 38 172 172 258 261:
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 : 18.6 23.5 26.8 34.6 13.3 17.6 21.0 26.7
Old : 18.6 23.5 26.8 34.6 13.3 17.6 21.0 26.7
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 14, 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 : 975,924: 174,139 165,753 11,719 683,594 608,199 869,452 785,671: 106,472 190,253
Old : 975,924: 174,139 165,753 11,719 683,594 608,199 869,452 785,671: 106,472 190,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,252: -9,185 6,699 -945 14,635 -4,858 4,505 896: -2,253 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.0 1.2 70.0 62.3 89.1 80.5: 10.9 19.5
Old : 100.0: 17.8 17.0 1.2 70.0 62.3 89.1 80.5: 10.9 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 : 111: 11 11 8 65 72 79 88:
Old : 111: 11 11 8 65 72 79 88:
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 : 32.8 27.5 47.4 35.9 32.6 27.3 46.5 34.1
Old : 32.8 27.5 47.4 35.9 32.6 27.3 46.5 34.1
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 14, 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 : 3,475,237: 526,410 621,370 37,550 2,598,050 2,547,972 3,162,010 3,206,892: 313,227 268,345
Old : 3,475,237: 526,410 621,370 37,550 2,598,050 2,547,972 3,162,010 3,206,892: 313,227 268,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 18,627: 54,081 -29,211 1,983 -39,111 60,356 16,953 33,128: 1,674 -14,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.9 1.1 74.8 73.3 91.0 92.3: 9.0 7.7
Old : 100.0: 15.1 17.9 1.1 74.8 73.3 91.0 92.3: 9.0 7.7
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 : 302: 63 32 28 138 168 209 220:
Old : 302: 63 32 28 138 168 209 220:
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 : 33.2 21.5 42.9 35.3 28.9 21.5 37.5 33.5
Old : 33.2 21.5 42.9 35.3 28.9 21.5 37.5 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 14, 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 : 1,683,311: 709,909 413,226 215,268 735,044 1,020,544 1,660,221 1,649,038: 23,090 34,273
Old : 1,683,311: 709,909 413,226 215,268 735,044 1,020,544 1,660,221 1,649,038: 23,090 34,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,533: 4,277 17,646 -7,591 30,159 19,266 26,845 29,321: -22,312 -24,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 24.5 12.8 43.7 60.6 98.6 98.0: 1.4 2.0
Old : 100.0: 42.2 24.5 12.8 43.7 60.6 98.6 98.0: 1.4 2.0
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 : 110: 23 20 33 54 58 97 93:
Old : 110: 23 20 33 54 58 97 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 39.3 56.0 55.8 41.4 32.7 46.7 43.7
Old : 46.0 39.3 56.0 55.8 41.4 32.7 46.7 43.7
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, July 14, 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 : 40,025: 14,170 17,862 336 19,304 14,114 33,810 32,312: 6,215 7,713
Old : 40,025: 14,170 17,862 336 19,304 14,114 33,810 32,312: 6,215 7,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,181: 6,566 -688 -464 -1,889 4,788 4,213 3,637: -32 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 44.6 0.8 48.2 35.3 84.5 80.7: 15.5 19.3
Old : 100.0: 35.4 44.6 0.8 48.2 35.3 84.5 80.7: 15.5 19.3
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 : 98: 24 19 7 35 29 61 53:
Old : 98: 24 19 7 35 29 61 53:
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 : 34.5 46.0 46.1 56.0 34.2 46.0 45.5 56.0
Old : 34.5 46.0 46.1 56.0 34.2 46.0 45.5 56.0
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 14, 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 : 80,049: 28,340 35,724 672 38,608 28,228 67,620 64,624: 12,429 15,425
Old : 80,049: 28,340 35,724 672 38,608 28,228 67,620 64,624: 12,429 15,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 8,362: 13,131 -1,375 -927 -3,778 9,575 8,426 7,273: -64 1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 44.6 0.8 48.2 35.3 84.5 80.7: 15.5 19.3
Old : 100.0: 35.4 44.6 0.8 48.2 35.3 84.5 80.7: 15.5 19.3
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 : 98: 24 19 7 35 29 61 53:
Old : 98: 24 19 7 35 29 61 53:
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 : 34.5 46.0 46.1 56.0 34.2 46.0 45.5 56.0
Old : 34.5 46.0 46.1 56.0 34.2 46.0 45.5 56.0
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 14, 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 : 35,920: 5,310 1,381 0 28,505 33,504 33,815 34,885: 2,105 1,035
Old : 35,920: 5,310 1,381 0 28,505 33,504 33,815 34,885: 2,105 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,041: 534 -714 0 -1,732 -249 -1,198 -963: 157 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.8 0.0 79.4 93.3 94.1 97.1: 5.9 2.9
Old : 100.0: 14.8 3.8 0.0 79.4 93.3 94.1 97.1: 5.9 2.9
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 : 27: 4 2 0 16 8 20 10:
Old : 27: 4 2 0 16 8 20 10:
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 : 48.2 83.2 71.2 96.4 48.2 77.3 69.4 90.5
Old : 48.2 83.2 71.2 96.4 48.2 77.3 69.4 90.5
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 14, 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 : 23,377: 14,409 22,406 436 8,271 495 23,116 23,337: 261 40
Old : 23,377: 14,409 22,406 436 8,271 495 23,116 23,337: 261 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 623: 33 468 -50 618 193 601 611: 22 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 95.8 1.9 35.4 2.1 98.9 99.8: 1.1 0.2
Old : 100.0: 61.6 95.8 1.9 35.4 2.1 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 14 2 4 1 23 15:
Old : 35: 17 14 2 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 : 68.5 72.6 92.3 90.1 68.5 71.3 90.2 88.9
Old : 68.5 72.6 92.3 90.1 68.5 71.3 90.2 88.9
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 14, 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 : 69,646: 11,120 19,225 24,281 34,222 25,418 69,623 68,924: 23 722
Old : 69,646: 11,120 19,225 24,281 34,222 25,418 69,623 68,924: 23 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,093: 79 1,926 1,276 -2,450 -4,277 -1,095 -1,075: 2 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 27.6 34.9 49.1 36.5 100.0 99.0: 0.0 1.0
Old : 100.0: 16.0 27.6 34.9 49.1 36.5 100.0 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 : 22: 7 4 1 3 9 11 13:
Old : 22: 7 4 1 3 9 11 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 : 88.6 92.0 98.7 97.1 56.9 57.2 65.0 62.2
Old : 88.6 92.0 98.7 97.1 56.9 57.2 65.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020