WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 04, 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 : 380,509: 124,019 110,640 90,325 140,682 133,444 355,026 334,409: 25,483 46,100
Old : 344,616: 118,808 108,199 76,200 128,090 120,174 323,098 304,573: 21,518 40,043
Other: 35,893: 15,040 12,270 4,296 12,592 13,270 31,928 29,836: 3,965 6,057
: : :
: : Changes in Commitments from: July 28, 2020 :
: 8,201: 2,680 5,959 -1,026 5,513 805 7,167 5,738: 1,034 2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 29.1 23.7 37.0 35.1 93.3 87.9: 6.7 12.1
Old : 100.0: 34.5 31.4 22.1 37.2 34.9 93.8 88.4: 6.2 11.6
Other: 100.0: 41.9 34.2 12.0 35.1 37.0 89.0 83.1: 11.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 89 111 98 75 106 231 259:
Old : 337: 92 109 93 73 105 224 254:
Other: 141: 30 29 14 31 60 69 98:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 10.6 26.2 18.0 14.4 7.5 24.7 13.2
Old : 15.4 10.1 27.0 17.8 15.2 7.5 25.2 13.7
Other: 29.1 32.1 50.3 46.9 27.3 31.7 44.8 41.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, August 04, 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 : 29,924: 15,044 261 200 14,430 28,563 29,674 29,024: 250 900
Old : 29,924: 15,044 261 200 14,430 28,563 29,674 29,024: 250 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 135: -2,105 30 80 2,110 -155 85 -45: 50 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 0.9 0.7 48.2 95.5 99.2 97.0: 0.8 3.0
Old : 100.0: 50.3 0.9 0.7 48.2 95.5 99.2 97.0: 0.8 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 : 32: 7 1 2 12 22 20 24:
Old : 32: 7 1 2 12 22 20 24:
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 : 58.7 42.2 82.4 62.2 53.7 41.8 65.7 54.8
Old : 58.7 42.2 82.4 62.2 53.7 41.8 65.7 54.8
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, August 04, 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 : 271,336: 67,780 86,330 55,816 125,130 109,582 248,726 251,728: 22,610 19,608
Old : 260,865: 68,363 84,738 51,443 120,055 107,095 239,861 243,276: 21,004 17,589
Other: 10,471: 2,983 5,158 807 5,075 2,487 8,865 8,452: 1,606 2,019
: : :
: : Changes in Commitments from: July 28, 2020 :
: 3,676: 1,258 5,304 -1,951 2,552 -1,689 1,859 1,664: 1,817 2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 31.8 20.6 46.1 40.4 91.7 92.8: 8.3 7.2
Old : 100.0: 26.2 32.5 19.7 46.0 41.1 91.9 93.3: 8.1 6.7
Other: 100.0: 28.5 49.3 7.7 48.5 23.8 84.7 80.7: 15.3 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 76 69 58 80 77 185 178:
Old : 260: 78 67 55 78 75 182 173:
Other: 80: 12 16 5 20 35 36 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 : 13.8 19.7 23.5 29.3 11.5 16.7 19.3 24.0
Old : 14.3 20.4 24.3 30.3 11.9 17.5 20.0 25.1
Other: 40.5 48.0 57.1 65.3 37.4 45.1 52.4 59.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 04, 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 : 1,638,917: 294,214 442,655 362,108 807,874 649,304 1,464,196 1,454,067: 174,721 184,850
Old : 533,201: 239,291 248,591 19,018 214,507 223,008 472,816 490,617: 60,385 42,584
Other: 1,105,716: 282,109 421,250 115,904 593,367 426,296 991,380 963,450: 114,336 142,266
: : :
: : Changes in Commitments from: July 28, 2020 :
: 39,467: 7,680 53,702 7,977 22,730 -18,421 38,387 43,258: 1,080 -3,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 27.0 22.1 49.3 39.6 89.3 88.7: 10.7 11.3
Old : 100.0: 44.9 46.6 3.6 40.2 41.8 88.7 92.0: 11.3 8.0
Other: 100.0: 25.5 38.1 10.5 53.7 38.6 89.7 87.1: 10.3 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 138 162 160 316 299 565 541:
Old : 565: 112 112 22 199 188 320 313:
Other: 670: 134 150 110 256 271 462 464:
:----------------------------------------------------------------------------------------------------
: 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 9.4 18.0 17.2 9.7 8.3 15.5 13.9
Old : 17.1 17.2 27.8 27.8 15.0 17.2 25.3 27.3
Other: 13.5 10.6 23.2 19.0 12.3 10.1 20.4 18.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 04, 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 : 4,593: 2,274 0 123 813 3,593 3,210 3,716: 1,383 877
Old : 4,593: 2,274 0 123 813 3,593 3,210 3,716: 1,383 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 45: 42 0 7 94 -1 143 6: -98 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 0.0 2.7 17.7 78.2 69.9 80.9: 30.1 19.1
Old : 100.0: 49.5 0.0 2.7 17.7 78.2 69.9 80.9: 30.1 19.1
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 : 25: 14 0 2 7 8 21 10:
Old : 25: 14 0 2 7 8 21 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 : 29.8 60.6 46.6 78.8 29.8 57.1 46.6 73.6
Old : 29.8 60.6 46.6 78.8 29.8 57.1 46.6 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, August 04, 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 : 835,308: 184,985 93,034 170,577 429,342 511,021 784,904 774,632: 50,404 60,676
Old : 808,368: 191,496 93,542 156,450 412,542 499,888 760,488 749,880: 47,880 58,488
Other: 26,940: 6,929 12,932 687 16,800 11,133 24,416 24,752: 2,524 2,188
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,771: -16,306 4,786 -4,825 26,075 339 4,944 300: -3,173 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.1 20.4 51.4 61.2 94.0 92.7: 6.0 7.3
Old : 100.0: 23.7 11.6 19.4 51.0 61.8 94.1 92.8: 5.9 7.2
Other: 100.0: 25.7 48.0 2.6 62.4 41.3 90.6 91.9: 9.4 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 527: 155 109 144 178 198 407 393:
Old : 527: 158 111 141 177 197 404 391:
Other: 125: 23 28 7 27 55 55 85:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 19.2 21.2 30.3 9.3 17.8 15.3 26.1
Old : 12.0 19.6 20.8 30.7 9.5 18.0 15.8 26.8
Other: 42.6 42.6 64.4 58.7 42.5 42.6 63.3 58.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 04, 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 : 435,763: 98,920 44,983 68,775 227,366 297,806 395,061 411,564: 40,702 24,199
Old : 52,603: 7,109 8,274 54 40,779 40,171 47,942 48,499: 4,661 4,104
Other: 383,160: 95,370 40,268 65,162 186,587 257,635 347,119 363,065: 36,041 20,095
: : :
: : Changes in Commitments from: July 28, 2020 :
: 3,664: 14,095 3,308 -13,025 -269 16,098 801 6,381: 2,863 -2,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 10.3 15.8 52.2 68.3 90.7 94.4: 9.3 5.6
Old : 100.0: 13.5 15.7 0.1 77.5 76.4 91.1 92.2: 8.9 7.8
Other: 100.0: 24.9 10.5 17.0 48.7 67.2 90.6 94.8: 9.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 92 52 82 91 88 223 196:
Old : 143: 24 26 3 44 56 69 84:
Other: 266: 91 48 76 81 73 208 174:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 29.5 19.8 39.7 9.3 23.6 15.2 30.6
Old : 47.4 26.3 56.6 38.5 43.9 25.5 53.1 37.4
Other: 11.5 32.5 19.8 44.1 10.8 30.9 17.6 38.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 04, 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 : 1,099,313: 114,342 263,961 56,121 755,005 648,921 925,468 969,003: 173,845 130,310
Old : 1,099,313: 114,342 263,961 56,121 755,005 648,921 925,468 969,003: 173,845 130,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 26,653: -8,471 18,811 20,860 11,141 -11,015 23,530 28,656: 3,123 -2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 24.0 5.1 68.7 59.0 84.2 88.1: 15.8 11.9
Old : 100.0: 10.4 24.0 5.1 68.7 59.0 84.2 88.1: 15.8 11.9
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 : 170: 32 21 21 83 85 125 117:
Old : 170: 32 21 21 83 85 125 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 30.0 35.0 44.0 20.4 25.5 29.2 34.8
Old : 24.3 30.0 35.0 44.0 20.4 25.5 29.2 34.8
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, August 04, 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 : 1,038,714: 65,302 400,229 5,283 817,124 529,032 887,709 934,544: 151,005 104,170
Old : 1,038,714: 65,302 400,229 5,283 817,124 529,032 887,709 934,544: 151,005 104,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,085: 2,511 2,771 220 -7,246 -11,595 -4,515 -8,604: 2,430 6,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 38.5 0.5 78.7 50.9 85.5 90.0: 14.5 10.0
Old : 100.0: 6.3 38.5 0.5 78.7 50.9 85.5 90.0: 14.5 10.0
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 : 135: 14 16 11 83 78 100 102:
Old : 135: 14 16 11 83 78 100 102:
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 : 23.7 32.8 36.8 47.5 16.9 31.3 29.2 45.4
Old : 23.7 32.8 36.8 47.5 16.9 31.3 29.2 45.4
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, August 04, 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 : 436,579: 81,560 70,879 64,604 249,101 272,950 395,265 408,433: 41,314 28,146
Old : 70,375: 17,432 10,983 1,143 42,844 51,341 61,419 63,467: 8,956 6,908
Other: 366,204: 75,697 71,465 51,892 206,257 221,609 333,846 344,966: 32,358 21,238
: : :
: : Changes in Commitments from: July 28, 2020 :
: 6,727: 2,496 6,720 -2,241 8,822 2,098 9,077 6,577: -2,350 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.2 14.8 57.1 62.5 90.5 93.6: 9.5 6.4
Old : 100.0: 24.8 15.6 1.6 60.9 73.0 87.3 90.2: 12.7 9.8
Other: 100.0: 20.7 19.5 14.2 56.3 60.5 91.2 94.2: 8.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 64 70 72 116 93 225 202:
Old : 179: 34 22 8 78 57 119 85:
Other: 263: 61 71 61 100 81 197 180:
:----------------------------------------------------------------------------------------------------
: 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 26.9 20.6 35.8 12.0 22.6 17.3 29.7
Old : 19.4 31.1 33.0 44.0 19.1 29.1 32.4 41.9
Other: 13.3 27.0 20.6 36.0 12.2 22.4 18.4 30.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 04, 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 : 9,664: 2,449 747 207 5,151 7,872 7,807 8,826: 1,857 838
Old : 9,664: 2,449 747 207 5,151 7,872 7,807 8,826: 1,857 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -328: -405 140 33 -4 -250 -376 -77: 48 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.7 2.1 53.3 81.5 80.8 91.3: 19.2 8.7
Old : 100.0: 25.3 7.7 2.1 53.3 81.5 80.8 91.3: 19.2 8.7
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 : 46: 16 8 5 12 16 29 28:
Old : 46: 16 8 5 12 16 29 28:
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 : 51.8 62.4 62.9 79.0 51.8 62.4 62.0 78.0
Old : 51.8 62.4 62.9 79.0 51.8 62.4 62.0 78.0
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, August 04, 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 : 2,209,759: 489,198 739,400 12,636 1,508,760 1,350,832 2,010,594 2,102,868: 199,165 106,891
Old : 2,209,759: 489,198 739,400 12,636 1,508,760 1,350,832 2,010,594 2,102,868: 199,165 106,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 93,394: 39,177 60,068 1,266 29,549 16,464 69,992 77,798: 23,402 15,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 33.5 0.6 68.3 61.1 91.0 95.2: 9.0 4.8
Old : 100.0: 22.1 33.5 0.6 68.3 61.1 91.0 95.2: 9.0 4.8
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 : 306: 71 32 20 153 130 231 175:
Old : 306: 71 32 20 153 130 231 175:
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 : 15.3 29.3 25.3 42.8 14.3 25.7 23.3 38.2
Old : 15.3 29.3 25.3 42.8 14.3 25.7 23.3 38.2
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, August 04, 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 : 3,480,234: 762,654 670,589 79,174 2,236,933 2,361,196 3,078,761 3,110,959: 401,473 369,275
Old : 3,480,234: 762,654 670,589 79,174 2,236,933 2,361,196 3,078,761 3,110,959: 401,473 369,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -23,681: -5,429 -24,302 39,261 -32,401 -48,833 1,431 -33,874: -25,112 10,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.3 2.3 64.3 67.8 88.5 89.4: 11.5 10.6
Old : 100.0: 21.9 19.3 2.3 64.3 67.8 88.5 89.4: 11.5 10.6
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 : 378: 67 66 45 181 180 272 267:
Old : 378: 67 66 45 181 180 272 267:
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 : 17.8 25.5 26.2 35.8 12.9 18.4 20.8 26.7
Old : 17.8 25.5 26.2 35.8 12.9 18.4 20.8 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, August 04, 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 : 1,002,123: 162,287 178,801 4,932 722,695 623,075 889,914 806,808: 112,209 195,315
Old : 1,002,123: 162,287 178,801 4,932 722,695 623,075 889,914 806,808: 112,209 195,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,518: -8,328 3,052 -4,678 5,767 6,527 -7,239 4,901: 9,757 -2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.8 0.5 72.1 62.2 88.8 80.5: 11.2 19.5
Old : 100.0: 16.2 17.8 0.5 72.1 62.2 88.8 80.5: 11.2 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 : 109: 11 12 7 66 69 80 85:
Old : 109: 11 12 7 66 69 80 85:
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 : 34.0 30.0 48.2 38.2 33.7 29.8 47.2 36.5
Old : 34.0 30.0 48.2 38.2 33.7 29.8 47.2 36.5
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, August 04, 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 : 3,511,951: 531,310 616,396 67,520 2,589,564 2,554,736 3,188,394 3,238,652: 323,557 273,299
Old : 3,511,951: 531,310 616,396 67,520 2,589,564 2,554,736 3,188,394 3,238,652: 323,557 273,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 7,019: -79,791 29,970 19,489 67,221 -47,190 6,919 2,269: 100 4,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.6 1.9 73.7 72.7 90.8 92.2: 9.2 7.8
Old : 100.0: 15.1 17.6 1.9 73.7 72.7 90.8 92.2: 9.2 7.8
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 : 306: 58 41 29 144 167 213 226:
Old : 306: 58 41 29 144 167 213 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 20.6 40.8 35.5 27.3 20.6 34.5 33.6
Old : 31.5 20.6 40.8 35.5 27.3 20.6 34.5 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, August 04, 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 : 1,549,273: 615,873 412,882 205,601 701,700 892,596 1,523,174 1,511,079: 26,099 38,194
Old : 1,549,273: 615,873 412,882 205,601 701,700 892,596 1,523,174 1,511,079: 26,099 38,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -146,375: -90,352 24,878 -10,952 -47,318 -163,333 -148,622 -149,407: 2,247 3,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.7 13.3 45.3 57.6 98.3 97.5: 1.7 2.5
Old : 100.0: 39.8 26.7 13.3 45.3 57.6 98.3 97.5: 1.7 2.5
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 : 107: 21 21 31 54 53 96 85:
Old : 107: 21 21 31 54 53 96 85:
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 : 46.3 36.2 56.5 54.2 40.1 33.5 45.8 44.7
Old : 46.3 36.2 56.5 54.2 40.1 33.5 45.8 44.7
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, August 04, 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 : 45,154: 16,233 19,428 90 21,695 18,375 38,018 37,893: 7,136 7,261
Old : 45,154: 16,233 19,428 90 21,695 18,375 38,018 37,893: 7,136 7,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 4,037: 2,319 2,363 -3 1,858 1,945 4,174 4,305: -137 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 43.0 0.2 48.0 40.7 84.2 83.9: 15.8 16.1
Old : 100.0: 35.9 43.0 0.2 48.0 40.7 84.2 83.9: 15.8 16.1
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 : 94: 24 15 6 33 31 58 51:
Old : 94: 24 15 6 33 31 58 51:
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 : 32.9 42.9 46.2 55.4 32.7 42.7 45.8 55.2
Old : 32.9 42.9 46.2 55.4 32.7 42.7 45.8 55.2
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, August 04, 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 : 90,307: 32,465 38,856 180 43,390 36,750 76,035 75,786: 14,272 14,521
Old : 90,307: 32,465 38,856 180 43,390 36,750 76,035 75,786: 14,272 14,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 8,073: 4,638 4,726 -6 3,715 3,890 8,347 8,610: -274 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 43.0 0.2 48.0 40.7 84.2 83.9: 15.8 16.1
Old : 100.0: 35.9 43.0 0.2 48.0 40.7 84.2 83.9: 15.8 16.1
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 : 94: 24 15 6 33 31 58 51:
Old : 94: 24 15 6 33 31 58 51:
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 : 32.9 42.9 46.2 55.4 32.7 42.7 45.8 55.2
Old : 32.9 42.9 46.2 55.4 32.7 42.7 45.8 55.2
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, August 04, 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 : 35,046: 4,413 1,381 0 28,417 32,817 32,830 34,198: 2,216 848
Old : 35,046: 4,413 1,381 0 28,417 32,817 32,830 34,198: 2,216 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 380: -438 0 0 1,072 299 634 299: -254 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.9 0.0 81.1 93.6 93.7 97.6: 6.3 2.4
Old : 100.0: 12.6 3.9 0.0 81.1 93.6 93.7 97.6: 6.3 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 : 27: 4 2 0 16 9 20 11:
Old : 27: 4 2 0 16 9 20 11:
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 : 49.8 83.6 72.0 97.0 49.3 78.5 70.3 91.9
Old : 49.8 83.6 72.0 97.0 49.3 78.5 70.3 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 04, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,215: 14,713 20,242 436 5,863 490 21,012 21,168: 203 47
Old : 21,215: 14,713 20,242 436 5,863 490 21,012 21,168: 203 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,004: 362 -2,043 0 -2,362 44 -2,000 -1,999: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 95.4 2.1 27.6 2.3 99.0 99.8: 1.0 0.2
Old : 100.0: 69.4 95.4 2.1 27.6 2.3 99.0 99.8: 1.0 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 : 36: 17 15 2 4 1 23 16:
Old : 36: 17 15 2 4 1 23 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 : 73.3 70.9 91.5 90.4 73.3 69.5 89.4 89.0
Old : 73.3 70.9 91.5 90.4 73.3 69.5 89.4 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 04, 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 : 72,728: 11,404 19,999 27,074 34,222 25,269 72,700 72,342: 28 386
Old : 72,728: 11,404 19,999 27,074 34,222 25,269 72,700 72,342: 28 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,784: 484 -287 1,298 0 949 1,782 1,960: 2 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.5 37.2 47.1 34.7 100.0 99.5: 0.0 0.5
Old : 100.0: 15.7 27.5 37.2 47.1 34.7 100.0 99.5: 0.0 0.5
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 : 23: 7 5 1 3 9 11 14:
Old : 23: 7 5 1 3 9 11 14:
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 : 88.7 92.2 98.7 97.4 54.4 55.0 62.6 60.2
Old : 88.7 92.2 98.7 97.4 54.4 55.0 62.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020