WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 21, 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 : 373,461: 123,051 104,245 91,814 135,794 134,133 350,659 330,192: 22,802 43,269
Old : 345,946: 117,980 101,723 80,937 127,765 124,829 326,682 307,489: 19,264 38,457
Other: 27,515: 11,728 9,179 4,220 8,029 9,304 23,977 22,703: 3,538 4,812
: : :
: : Changes in Commitments from: July 14, 2020 :
: -16,039: 4,438 2,356 -11,350 -8,777 -9,800 -15,689 -18,794: -350 2,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 27.9 24.6 36.4 35.9 93.9 88.4: 6.1 11.6
Old : 100.0: 34.1 29.4 23.4 36.9 36.1 94.4 88.9: 5.6 11.1
Other: 100.0: 42.6 33.4 15.3 29.2 33.8 87.1 82.5: 12.9 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 95 108 95 76 110 235 260:
Old : 342: 96 108 91 71 110 225 258:
Other: 128: 30 24 12 32 53 69 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 12.8 25.1 22.3 13.9 10.2 23.3 17.2
Old : 14.4 13.5 25.5 22.5 13.8 11.0 23.5 18.0
Other: 34.8 35.0 52.2 49.4 29.2 30.3 42.2 41.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, July 21, 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 : 29,562: 17,077 420 70 12,240 28,121 29,387 28,611: 175 951
Old : 29,562: 17,077 420 70 12,240 28,121 29,387 28,611: 175 951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,585: 560 154 -415 1,355 1,560 1,500 1,299: 85 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 1.4 0.2 41.4 95.1 99.4 96.8: 0.6 3.2
Old : 100.0: 57.8 1.4 0.2 41.4 95.1 99.4 96.8: 0.6 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 : 31: 6 2 1 10 23 17 25:
Old : 31: 6 2 1 10 23 17 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 : 63.5 42.5 87.6 63.0 58.2 40.3 64.3 52.2
Old : 63.5 42.5 87.6 63.0 58.2 40.3 64.3 52.2
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 21, 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 : 261,941: 65,224 80,924 55,532 120,517 107,806 241,273 244,262: 20,668 17,679
Old : 254,659: 66,851 80,580 51,413 116,894 106,632 235,158 238,625: 19,501 16,034
Other: 7,282: 1,991 3,962 501 3,623 1,174 6,115 5,637: 1,167 1,645
: : :
: : Changes in Commitments from: July 14, 2020 :
: 13,180: 6,208 98 9,789 -3,332 3,340 12,665 13,227: 515 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.9 21.2 46.0 41.2 92.1 93.3: 7.9 6.7
Old : 100.0: 26.3 31.6 20.2 45.9 41.9 92.3 93.7: 7.7 6.3
Other: 100.0: 27.3 54.4 6.9 49.8 16.1 84.0 77.4: 16.0 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 71 65 56 77 74 179 169:
Old : 252: 75 62 52 76 74 177 165:
Other: 72: 7 15 6 15 36 28 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 20.7 24.9 30.3 11.7 16.9 18.7 24.4
Old : 15.0 21.3 25.4 31.1 12.0 17.7 19.0 25.4
Other: 48.6 47.4 67.4 60.2 48.5 44.4 67.3 56.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 21, 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 : 1,523,220: 266,621 365,475 306,902 781,581 669,334 1,355,104 1,341,711: 168,116 181,509
Old : 541,335: 231,504 223,397 19,112 227,767 246,375 478,383 488,884: 62,952 52,451
Other: 981,885: 235,824 342,785 87,083 553,814 422,959 876,721 852,827: 105,164 129,058
: : :
: : Changes in Commitments from: July 14, 2020 :
: 25,477: 6,886 6,051 26,663 -11,250 -9,897 22,299 22,817: 3,178 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 24.0 20.1 51.3 43.9 89.0 88.1: 11.0 11.9
Old : 100.0: 42.8 41.3 3.5 42.1 45.5 88.4 90.3: 11.6 9.7
Other: 100.0: 24.0 34.9 8.9 56.4 43.1 89.3 86.9: 10.7 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 729: 138 155 162 304 308 550 546:
Old : 585: 111 119 22 177 219 296 352:
Other: 647: 132 129 103 247 270 438 452:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 10.2 18.9 17.0 11.3 8.3 17.4 13.7
Old : 16.2 13.9 27.0 22.9 14.0 13.8 24.9 22.3
Other: 16.7 11.6 24.3 19.4 15.9 11.5 21.5 19.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 21, 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 : 4,271: 2,029 0 114 744 3,427 2,887 3,541: 1,384 730
Old : 4,271: 2,029 0 114 744 3,427 2,887 3,541: 1,384 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -53: -179 0 0 -6 29 -185 29: 132 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 0.0 2.7 17.4 80.2 67.6 82.9: 32.4 17.1
Old : 100.0: 47.5 0.0 2.7 17.4 80.2 67.6 82.9: 32.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 32.6 56.8 48.0 76.7 32.6 55.6 46.7 73.6
Old : 32.6 56.8 48.0 76.7 32.6 55.6 46.7 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, July 21, 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 : 837,841: 199,966 78,467 173,708 407,505 525,796 781,179 777,971: 56,662 59,870
Old : 66,664: 20,732 9,359 470 38,495 49,275 59,697 59,104: 6,967 7,560
Other: 771,177: 190,384 80,258 162,088 369,010 476,521 721,482 718,867: 49,695 52,310
: : :
: : Changes in Commitments from: July 14, 2020 :
: 19,074: 851 7,046 3,283 17,343 8,323 21,477 18,652: -2,403 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.4 20.7 48.6 62.8 93.2 92.9: 6.8 7.1
Old : 100.0: 31.1 14.0 0.7 57.7 73.9 89.5 88.7: 10.5 11.3
Other: 100.0: 24.7 10.4 21.0 47.9 61.8 93.6 93.2: 6.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 165 94 152 184 207 419 399:
Old : 258: 56 41 5 60 113 119 156:
Other: 514: 162 95 142 169 201 396 386:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 19.6 18.6 30.7 8.5 17.4 14.3 26.9
Old : 32.0 28.3 48.7 41.8 30.8 28.3 47.5 41.8
Other: 11.3 20.3 19.9 31.4 9.2 18.9 15.5 29.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 21, 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 : 444,915: 90,770 45,007 81,723 235,239 291,474 407,732 418,204: 37,183 26,711
Old : 87,416: 15,125 13,843 3,524 62,122 63,559 80,771 80,926: 6,645 6,490
Other: 357,499: 88,273 43,792 65,571 173,117 227,915 326,961 337,278: 30,538 20,221
: : :
: : Changes in Commitments from: July 14, 2020 :
: 6,614: 16,655 -12,835 -7,721 -4,575 29,024 4,359 8,468: 2,255 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.1 18.4 52.9 65.5 91.6 94.0: 8.4 6.0
Old : 100.0: 17.3 15.8 4.0 71.1 72.7 92.4 92.6: 7.6 7.4
Other: 100.0: 24.7 12.2 18.3 48.4 63.8 91.5 94.3: 8.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 89 63 94 94 82 239 206:
Old : 169: 37 34 23 62 56 112 103:
Other: 275: 93 61 82 81 69 216 181:
:----------------------------------------------------------------------------------------------------
: 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 30.0 19.8 39.3 8.6 23.9 14.6 30.2
Old : 37.2 22.7 49.3 37.1 33.2 18.5 42.4 30.6
Other: 12.0 33.6 19.8 44.2 11.4 32.2 18.6 38.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 21, 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 : 1,060,693: 129,355 224,483 12,109 759,147 694,006 900,611 930,598: 160,082 130,095
Old : 1,060,693: 129,355 224,483 12,109 759,147 694,006 900,611 930,598: 160,082 130,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 16,280: 14,272 1,102 2,137 3,253 12,082 19,662 15,321: -3,382 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.2 1.1 71.6 65.4 84.9 87.7: 15.1 12.3
Old : 100.0: 12.2 21.2 1.1 71.6 65.4 84.9 87.7: 15.1 12.3
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 : 180: 40 21 19 77 88 124 121:
Old : 180: 40 21 19 77 88 124 121:
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 : 26.1 27.3 37.1 40.7 21.1 23.8 30.8 34.1
Old : 26.1 27.3 37.1 40.7 21.1 23.8 30.8 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 21, 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 : 1,036,337: 59,107 406,661 4,518 825,432 529,722 889,057 940,901: 147,280 95,436
Old : 1,036,337: 59,107 406,661 4,518 825,432 529,722 889,057 940,901: 147,280 95,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -5,515: 2,420 -713 147 -8,130 -8,698 -5,563 -9,264: 48 3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 39.2 0.4 79.6 51.1 85.8 90.8: 14.2 9.2
Old : 100.0: 5.7 39.2 0.4 79.6 51.1 85.8 90.8: 14.2 9.2
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 : 136: 13 18 10 82 77 98 102:
Old : 136: 13 18 10 82 77 98 102:
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 : 24.2 32.8 37.1 47.4 17.7 31.4 30.1 45.9
Old : 24.2 32.8 37.1 47.4 17.7 31.4 30.1 45.9
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 21, 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 : 433,462: 81,385 74,801 62,149 244,169 270,329 387,703 407,279: 45,759 26,183
Old : 94,058: 21,651 15,151 2,502 55,341 67,426 79,494 85,079: 14,564 8,979
Other: 339,404: 71,144 71,060 48,237 188,828 202,903 308,209 322,200: 31,195 17,204
: : :
: : Changes in Commitments from: July 14, 2020 :
: 12,880: 3,539 2,940 2,254 5,207 6,528 11,000 11,722: 1,880 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.3 14.3 56.3 62.4 89.4 94.0: 10.6 6.0
Old : 100.0: 23.0 16.1 2.7 58.8 71.7 84.5 90.5: 15.5 9.5
Other: 100.0: 21.0 20.9 14.2 55.6 59.8 90.8 94.9: 9.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 73 67 70 116 91 224 200:
Old : 186: 36 26 14 92 63 136 96:
Other: 260: 70 63 59 101 72 201 168:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 28.5 20.9 36.3 11.8 24.1 16.8 30.4
Old : 14.2 31.6 24.6 41.4 14.2 30.1 23.4 39.3
Other: 15.1 28.3 22.6 37.0 13.5 23.5 19.8 31.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 21, 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 : 10,095: 3,251 502 368 4,895 8,259 8,514 9,129: 1,581 966
Old : 10,095: 3,251 502 368 4,895 8,259 8,514 9,129: 1,581 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -280: -203 -8 -11 -107 -206 -321 -225: 41 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 5.0 3.6 48.5 81.8 84.3 90.4: 15.7 9.6
Old : 100.0: 32.2 5.0 3.6 48.5 81.8 84.3 90.4: 15.7 9.6
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 : 53: 24 5 6 15 16 42 25:
Old : 53: 24 5 6 15 16 42 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 : 48.4 61.2 59.9 80.0 48.4 60.7 59.9 78.5
Old : 48.4 61.2 59.9 80.0 48.4 60.7 59.9 78.5
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 21, 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 : 2,120,532: 464,789 673,547 12,234 1,466,632 1,337,355 1,943,655 2,023,136: 176,877 97,396
Old : 2,120,532: 464,789 673,547 12,234 1,466,632 1,337,355 1,943,655 2,023,136: 176,877 97,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 24,342: 34,872 -30,149 -1,439 -9,454 49,938 23,979 18,350: 363 5,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 31.8 0.6 69.2 63.1 91.7 95.4: 8.3 4.6
Old : 100.0: 21.9 31.8 0.6 69.2 63.1 91.7 95.4: 8.3 4.6
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 : 297: 65 31 19 148 128 219 172:
Old : 297: 65 31 19 148 128 219 172:
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 : 15.5 28.8 26.2 42.6 14.8 25.5 24.3 38.1
Old : 15.5 28.8 26.2 42.6 14.8 25.5 24.3 38.1
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 21, 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 : 3,424,335: 739,518 710,474 42,567 2,228,669 2,315,253 3,010,754 3,068,294: 413,581 356,041
Old : 3,424,335: 739,518 710,474 42,567 2,228,669 2,315,253 3,010,754 3,068,294: 413,581 356,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 3,760: -7,797 21,266 -19,755 26,529 2,032 -1,023 3,543: 4,783 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.7 1.2 65.1 67.6 87.9 89.6: 12.1 10.4
Old : 100.0: 21.6 20.7 1.2 65.1 67.6 87.9 89.6: 12.1 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 : 389: 66 73 40 174 183 262 274:
Old : 389: 66 73 40 174 183 262 274:
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 : 18.5 24.2 26.9 35.2 13.4 17.4 21.3 26.4
Old : 18.5 24.2 26.9 35.2 13.4 17.4 21.3 26.4
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 21, 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 : 985,350: 171,261 163,311 12,077 699,821 611,821 883,159 787,209: 102,191 198,141
Old : 985,350: 171,261 163,311 12,077 699,821 611,821 883,159 787,209: 102,191 198,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 9,426: -2,878 -2,442 358 16,227 3,622 13,707 1,538: -4,281 7,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.6 1.2 71.0 62.1 89.6 79.9: 10.4 20.1
Old : 100.0: 17.4 16.6 1.2 71.0 62.1 89.6 79.9: 10.4 20.1
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 : 112: 13 10 8 68 73 83 89:
Old : 112: 13 10 8 68 73 83 89:
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 27.9 47.0 36.1 32.3 27.7 45.9 34.4
Old : 32.6 27.9 47.0 36.1 32.3 27.7 45.9 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, July 21, 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 : 3,463,898: 551,151 595,974 47,864 2,544,508 2,553,927 3,143,523 3,197,765: 320,375 266,133
Old : 3,463,898: 551,151 595,974 47,864 2,544,508 2,553,927 3,143,523 3,197,765: 320,375 266,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -11,339: 24,741 -25,396 10,314 -53,542 5,955 -18,487 -9,127: 7,148 -2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.2 1.4 73.5 73.7 90.8 92.3: 9.2 7.7
Old : 100.0: 15.9 17.2 1.4 73.5 73.7 90.8 92.3: 9.2 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 : 305: 61 38 30 143 168 216 224:
Old : 305: 61 38 30 143 168 216 224:
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 : 32.3 21.5 41.6 35.5 27.8 21.5 35.5 33.6
Old : 32.3 21.5 41.6 35.5 27.8 21.5 35.5 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, July 21, 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 : 1,690,358: 710,563 401,350 203,590 752,201 1,049,780 1,666,354 1,654,720: 24,004 35,638
Old : 1,690,358: 710,563 401,350 203,590 752,201 1,049,780 1,666,354 1,654,720: 24,004 35,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 7,047: 654 -11,876 -11,678 17,157 29,236 6,133 5,682: 914 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.7 12.0 44.5 62.1 98.6 97.9: 1.4 2.1
Old : 100.0: 42.0 23.7 12.0 44.5 62.1 98.6 97.9: 1.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 23 20 34 55 57 99 92:
Old : 110: 23 20 34 55 57 99 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 : 46.1 39.2 56.2 55.9 41.0 32.8 46.1 43.4
Old : 46.1 39.2 56.2 55.9 41.0 32.8 46.1 43.4
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 21, 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 : 39,745: 13,287 17,660 177 19,717 14,210 33,181 32,047: 6,565 7,699
Old : 39,745: 13,287 17,660 177 19,717 14,210 33,181 32,047: 6,565 7,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -280: -883 -202 -160 413 96 -630 -266: 350 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 44.4 0.4 49.6 35.8 83.5 80.6: 16.5 19.4
Old : 100.0: 33.4 44.4 0.4 49.6 35.8 83.5 80.6: 16.5 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 : 92: 23 18 8 32 27 58 50:
Old : 92: 23 18 8 32 27 58 50:
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 : 32.1 45.8 44.8 56.2 31.9 45.8 44.5 56.2
Old : 32.1 45.8 44.8 56.2 31.9 45.8 44.5 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 21, 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 : 79,490: 26,574 35,320 353 39,434 28,420 66,361 64,093: 13,129 15,397
Old : 79,490: 26,574 35,320 353 39,434 28,420 66,361 64,093: 13,129 15,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -559: -1,766 -404 -319 826 192 -1,259 -531: 700 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 44.4 0.4 49.6 35.8 83.5 80.6: 16.5 19.4
Old : 100.0: 33.4 44.4 0.4 49.6 35.8 83.5 80.6: 16.5 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 : 92: 23 18 8 32 27 58 50:
Old : 92: 23 18 8 32 27 58 50:
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 : 32.1 45.8 44.8 56.2 31.9 45.8 44.5 56.2
Old : 32.1 45.8 44.8 56.2 31.9 45.8 44.5 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 21, 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 : 34,847: 5,007 1,381 0 27,392 32,686 32,399 34,067: 2,448 780
Old : 34,847: 5,007 1,381 0 27,392 32,686 32,399 34,067: 2,448 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -1,073: -303 0 0 -1,113 -818 -1,416 -818: 343 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.0 0.0 78.6 93.8 93.0 97.8: 7.0 2.2
Old : 100.0: 14.4 4.0 0.0 78.6 93.8 93.0 97.8: 7.0 2.2
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 : 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 : 49.4 83.7 71.2 97.1 49.4 78.6 69.4 92.0
Old : 49.4 83.7 71.2 97.1 49.4 78.6 69.4 92.0
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 21, 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 : 24,109: 15,209 23,145 436 8,199 495 23,844 24,076: 265 33
Old : 24,109: 15,209 23,145 436 8,199 495 23,844 24,076: 265 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 732: 800 739 0 -72 0 728 739: 4 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 96.0 1.8 34.0 2.1 98.9 99.9: 1.1 0.1
Old : 100.0: 63.1 96.0 1.8 34.0 2.1 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: 18 15 2 4 1 24 16:
Old : 37: 18 15 2 4 1 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 73.3 89.2 90.3 66.1 72.1 87.1 89.1
Old : 66.1 73.3 89.2 90.3 66.1 72.1 87.1 89.1
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 21, 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 : 70,484: 11,120 19,124 25,118 34,222 25,505 70,460 69,747: 24 737
Old : 70,484: 11,120 19,124 25,118 34,222 25,505 70,460 69,747: 24 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 838: 0 -101 837 0 87 837 823: 1 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 27.1 35.6 48.6 36.2 100.0 99.0: 0.0 1.0
Old : 100.0: 15.8 27.1 35.6 48.6 36.2 100.0 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 : 88.8 92.2 98.7 97.1 56.2 56.5 64.2 61.4
Old : 88.8 92.2 98.7 97.1 56.2 56.5 64.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020