WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 11, 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 : 389,649: 117,379 113,824 107,290 138,954 121,238 363,623 342,352: 26,026 47,297
Old : 345,435: 109,798 111,964 88,248 125,168 104,660 323,214 304,872: 22,221 40,563
Other: 44,214: 20,574 14,853 6,049 13,786 16,578 40,409 37,480: 3,805 6,734
: : :
: : Changes in Commitments from: August 4, 2020 :
: 9,140: -6,640 3,184 16,965 -1,728 -12,206 8,597 7,943: 543 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 29.2 27.5 35.7 31.1 93.3 87.9: 6.7 12.1
Old : 100.0: 31.8 32.4 25.5 36.2 30.3 93.6 88.3: 6.4 11.7
Other: 100.0: 46.5 33.6 13.7 31.2 37.5 91.4 84.8: 8.6 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 88 124 110 78 96 239 268:
Old : 340: 93 117 104 76 96 231 263:
Other: 144: 29 37 20 33 56 76 102:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 10.7 25.1 18.1 14.0 7.9 24.1 13.9
Old : 15.1 10.1 26.3 17.8 14.8 8.4 24.8 14.7
Other: 32.1 31.6 52.8 49.5 30.9 29.9 49.3 42.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, August 11, 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 : 26,971: 13,571 0 0 13,053 25,891 26,624 25,891: 347 1,080
Old : 26,971: 13,571 0 0 13,053 25,891 26,624 25,891: 347 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,953: -1,473 -261 -200 -1,377 -2,672 -3,050 -3,133: 97 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 0.0 0.0 48.4 96.0 98.7 96.0: 1.3 4.0
Old : 100.0: 50.3 0.0 0.0 48.4 96.0 98.7 96.0: 1.3 4.0
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 : 31: 7 0 0 11 22 18 22:
Old : 31: 7 0 0 11 22 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 44.9 85.4 64.2 58.5 41.9 69.9 55.7
Old : 60.5 44.9 85.4 64.2 58.5 41.9 69.9 55.7
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 11, 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 : 263,114: 64,445 90,622 50,357 124,769 101,567 239,571 242,546: 23,543 20,568
Old : 250,569: 65,258 88,310 45,592 118,418 98,054 229,268 231,956: 21,301 18,613
Other: 12,545: 2,923 6,048 1,029 6,351 3,513 10,303 10,590: 2,242 1,955
: : :
: : Changes in Commitments from: August 4, 2020 :
: -8,222: -3,335 4,292 -5,459 -361 -8,015 -9,155 -9,182: 933 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 34.4 19.1 47.4 38.6 91.1 92.2: 8.9 7.8
Old : 100.0: 26.0 35.2 18.2 47.3 39.1 91.5 92.6: 8.5 7.4
Other: 100.0: 23.3 48.2 8.2 50.6 28.0 82.1 84.4: 17.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 71 66 61 78 75 181 178:
Old : 250: 77 64 58 75 72 177 172:
Other: 84: 8 21 11 23 36 41 59:
:----------------------------------------------------------------------------------------------------
: 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 19.5 23.2 29.3 12.1 17.2 20.1 25.0
Old : 14.5 20.3 24.3 30.6 12.7 18.0 20.7 26.1
Other: 35.3 45.3 54.9 61.8 33.9 42.9 51.6 58.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 11, 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 : 1,589,059: 291,713 441,615 309,179 814,919 657,439 1,415,811 1,408,233: 173,248 180,826
Old : 391,843: 154,480 145,403 15,761 165,484 195,506 335,725 356,670: 56,118 35,173
Other: 1,197,216: 276,324 435,303 154,327 649,435 461,933 1,080,086 1,051,563: 117,130 145,653
: : :
: : Changes in Commitments from: August 4, 2020 :
: -49,858: -2,501 -1,040 -52,929 7,045 8,135 -48,385 -45,834: -1,473 -4,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 27.8 19.5 51.3 41.4 89.1 88.6: 10.9 11.4
Old : 100.0: 39.4 37.1 4.0 42.2 49.9 85.7 91.0: 14.3 9.0
Other: 100.0: 23.1 36.4 12.9 54.2 38.6 90.2 87.8: 9.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 144 146 157 324 304 575 538:
Old : 535: 104 96 13 199 184 309 287:
Other: 696: 146 152 119 268 279 487 484:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.0 18.0 16.6 10.2 8.4 15.8 14.3
Old : 16.8 15.4 23.7 26.8 15.6 15.2 22.0 25.6
Other: 12.7 10.1 20.9 17.6 11.7 9.6 18.5 17.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 11, 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 : 4,495: 1,967 0 100 1,037 3,493 3,104 3,593: 1,391 902
Old : 4,495: 1,967 0 100 1,037 3,493 3,104 3,593: 1,391 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -98: -307 0 -23 224 -100 -106 -123: 8 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.0 2.2 23.1 77.7 69.1 79.9: 30.9 20.1
Old : 100.0: 43.8 0.0 2.2 23.1 77.7 69.1 79.9: 30.9 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 : 24: 12 0 1 10 8 22 9:
Old : 24: 12 0 1 10 8 22 9:
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 : 31.8 60.2 48.8 78.3 31.1 56.4 46.5 72.3
Old : 31.8 60.2 48.8 78.3 31.1 56.4 46.5 72.3
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 11, 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 : 833,360: 177,493 99,204 157,342 448,133 514,975 782,968 771,521: 50,392 61,839
Old : 803,111: 182,502 100,550 142,998 429,971 500,423 755,471 743,971: 47,640 59,140
Other: 30,249: 6,997 10,660 2,338 18,162 14,552 27,497 27,550: 2,752 2,699
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,948: -7,492 6,170 -13,235 18,791 3,954 -1,936 -3,111: -12 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.9 18.9 53.8 61.8 94.0 92.6: 6.0 7.4
Old : 100.0: 22.7 12.5 17.8 53.5 62.3 94.1 92.6: 5.9 7.4
Other: 100.0: 23.1 35.2 7.7 60.0 48.1 90.9 91.1: 9.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 524: 152 111 149 175 190 405 394:
Old : 523: 155 114 144 174 188 401 389:
Other: 131: 25 26 12 27 59 62 90:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 19.6 22.2 30.9 9.9 18.5 16.7 26.5
Old : 13.1 20.1 21.7 31.3 10.0 18.7 17.1 26.8
Other: 39.8 42.2 60.4 57.8 39.1 40.7 57.1 54.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 11, 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 : 442,474: 99,229 43,272 74,581 227,416 297,433 401,226 415,286: 41,248 27,188
Old : 45,132: 7,261 8,264 29 33,943 33,471 41,233 41,764: 3,899 3,368
Other: 397,342: 98,547 41,587 67,973 193,473 263,962 359,993 373,522: 37,349 23,820
: : :
: : Changes in Commitments from: August 4, 2020 :
: 6,711: 309 -1,711 5,806 50 -373 6,165 3,722: 546 2,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.8 16.9 51.4 67.2 90.7 93.9: 9.3 6.1
Old : 100.0: 16.1 18.3 0.1 75.2 74.2 91.4 92.5: 8.6 7.5
Other: 100.0: 24.8 10.5 17.1 48.7 66.4 90.6 94.0: 9.4 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 91 50 85 94 84 233 189:
Old : 134: 22 24 2 44 50 68 74:
Other: 267: 90 49 79 87 71 222 170:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 29.7 20.3 40.8 9.3 24.0 15.2 30.5
Old : 46.3 29.1 56.3 44.6 42.1 28.8 52.0 42.6
Other: 12.3 32.5 20.0 44.3 10.4 30.8 16.9 37.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 11, 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 : 1,124,844: 118,224 270,653 59,559 780,318 659,767 958,101 989,979: 166,743 134,865
Old : 1,124,844: 118,224 270,653 59,559 780,318 659,767 958,101 989,979: 166,743 134,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 25,531: 3,882 6,692 3,438 25,313 10,846 32,633 20,976: -7,102 4,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.1 5.3 69.4 58.7 85.2 88.0: 14.8 12.0
Old : 100.0: 10.5 24.1 5.3 69.4 58.7 85.2 88.0: 14.8 12.0
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 : 178: 35 22 25 84 90 131 125:
Old : 178: 35 22 25 84 90 131 125:
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 : 25.5 29.0 36.2 43.1 21.0 24.7 29.7 34.2
Old : 25.5 29.0 36.2 43.1 21.0 24.7 29.7 34.2
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 11, 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 : 1,051,718: 82,105 402,550 3,183 817,565 538,089 902,853 943,822: 148,865 107,896
Old : 1,051,718: 82,105 402,550 3,183 817,565 538,089 902,853 943,822: 148,865 107,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 13,004: 16,803 2,321 -2,100 441 9,057 15,144 9,278: -2,140 3,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 38.3 0.3 77.7 51.2 85.8 89.7: 14.2 10.3
Old : 100.0: 7.8 38.3 0.3 77.7 51.2 85.8 89.7: 14.2 10.3
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 : 137: 15 19 11 81 77 100 103:
Old : 137: 15 19 11 81 77 100 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 31.4 36.2 45.5 16.8 30.1 28.8 43.3
Old : 23.4 31.4 36.2 45.5 16.8 30.1 28.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 11, 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 : 447,208: 83,923 76,642 69,466 249,658 274,969 403,047 421,077: 44,161 26,131
Old : 58,914: 13,373 9,190 166 36,735 43,525 50,274 52,881: 8,640 6,033
Other: 388,294: 82,027 78,929 57,823 212,923 231,444 352,773 368,196: 35,521 20,098
: : :
: : Changes in Commitments from: August 4, 2020 :
: 10,629: 2,363 5,763 4,862 557 2,019 7,782 12,644: 2,847 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.1 15.5 55.8 61.5 90.1 94.2: 9.9 5.8
Old : 100.0: 22.7 15.6 0.3 62.4 73.9 85.3 89.8: 14.7 10.2
Other: 100.0: 21.1 20.3 14.9 54.8 59.6 90.9 94.8: 9.1 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 72 63 70 117 94 229 200:
Old : 170: 29 23 2 75 55 106 78:
Other: 277: 71 68 62 105 83 209 183:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 26.1 20.7 34.4 12.1 21.8 17.2 28.9
Old : 22.2 26.2 35.5 37.8 22.0 24.8 35.3 36.4
Other: 13.6 26.8 21.3 35.7 12.5 22.5 18.3 30.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 11, 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 : 9,546: 2,242 745 180 5,112 7,887 7,534 8,812: 2,012 734
Old : 9,546: 2,242 745 180 5,112 7,887 7,534 8,812: 2,012 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -118: -207 -2 -27 -39 15 -273 -14: 155 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.8 1.9 53.6 82.6 78.9 92.3: 21.1 7.7
Old : 100.0: 23.5 7.8 1.9 53.6 82.6 78.9 92.3: 21.1 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 : 47: 16 8 5 12 16 29 28:
Old : 47: 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 : 51.1 62.1 60.2 78.9 51.1 61.4 60.0 78.2
Old : 51.1 62.1 60.2 78.9 51.1 61.4 60.0 78.2
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 11, 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 : 2,167,428: 439,751 697,760 14,375 1,539,461 1,358,363 1,993,587 2,070,498: 173,841 96,930
Old : 2,167,428: 439,751 697,760 14,375 1,539,461 1,358,363 1,993,587 2,070,498: 173,841 96,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -42,331: -49,447 -41,640 1,739 30,701 7,531 -17,007 -32,370: -25,324 -9,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 32.2 0.7 71.0 62.7 92.0 95.5: 8.0 4.5
Old : 100.0: 20.3 32.2 0.7 71.0 62.7 92.0 95.5: 8.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 68 34 23 150 130 226 179:
Old : 304: 68 34 23 150 130 226 179:
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 : 16.3 28.6 26.6 42.6 15.6 25.3 24.4 38.0
Old : 16.3 28.6 26.6 42.6 15.6 25.3 24.4 38.0
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 11, 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 : 3,509,822: 744,867 739,367 73,240 2,280,884 2,343,731 3,098,991 3,156,338: 410,831 353,484
Old : 3,509,822: 744,867 739,367 73,240 2,280,884 2,343,731 3,098,991 3,156,338: 410,831 353,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 29,588: -17,787 68,778 -5,934 43,951 -17,465 20,230 45,379: 9,358 -15,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.1 2.1 65.0 66.8 88.3 89.9: 11.7 10.1
Old : 100.0: 21.2 21.1 2.1 65.0 66.8 88.3 89.9: 11.7 10.1
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 : 385: 58 76 48 200 179 285 276:
Old : 385: 58 76 48 200 179 285 276:
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 : 17.7 26.5 26.6 36.7 13.3 18.1 21.5 27.8
Old : 17.7 26.5 26.6 36.7 13.3 18.1 21.5 27.8
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 11, 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 : 1,033,440: 168,171 175,153 6,353 747,193 665,321 921,717 846,827: 111,723 186,613
Old : 1,033,440: 168,171 175,153 6,353 747,193 665,321 921,717 846,827: 111,723 186,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 31,317: 5,884 -3,648 1,421 24,498 42,246 31,803 40,019: -486 -8,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.9 0.6 72.3 64.4 89.2 81.9: 10.8 18.1
Old : 100.0: 16.3 16.9 0.6 72.3 64.4 89.2 81.9: 10.8 18.1
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 : 111: 12 13 9 67 69 82 88:
Old : 111: 12 13 9 67 69 82 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 : 35.4 29.6 49.4 38.3 35.1 29.5 47.9 37.1
Old : 35.4 29.6 49.4 38.3 35.1 29.5 47.9 37.1
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, August 11, 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 : 3,449,522: 475,227 588,135 82,825 2,563,511 2,492,073 3,121,563 3,163,033: 327,959 286,489
Old : 3,449,522: 475,227 588,135 82,825 2,563,511 2,492,073 3,121,563 3,163,033: 327,959 286,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -62,429: -56,083 -28,261 15,305 -26,053 -62,663 -66,831 -75,619: 4,402 13,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.0 2.4 74.3 72.2 90.5 91.7: 9.5 8.3
Old : 100.0: 13.8 17.0 2.4 74.3 72.2 90.5 91.7: 9.5 8.3
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 : 301: 54 41 34 145 164 215 223:
Old : 301: 54 41 34 145 164 215 223:
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 : 31.8 20.3 41.3 34.6 27.4 20.3 34.6 32.6
Old : 31.8 20.3 41.3 34.6 27.4 20.3 34.6 32.6
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 11, 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 : 1,500,950: 573,426 338,191 203,720 697,836 922,394 1,474,982 1,464,305: 25,968 36,645
Old : 1,500,950: 573,426 338,191 203,720 697,836 922,394 1,474,982 1,464,305: 25,968 36,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -48,323: -42,447 -74,691 -1,881 -3,864 29,798 -48,192 -46,774: -131 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 22.5 13.6 46.5 61.5 98.3 97.6: 1.7 2.4
Old : 100.0: 38.2 22.5 13.6 46.5 61.5 98.3 97.6: 1.7 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 : 109: 22 22 29 51 55 91 89:
Old : 109: 22 22 29 51 55 91 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 : 46.0 35.2 56.2 52.6 38.6 31.1 44.8 43.4
Old : 46.0 35.2 56.2 52.6 38.6 31.1 44.8 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, August 11, 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 : 47,392: 16,800 18,398 236 22,957 21,738 39,992 40,371: 7,400 7,021
Old : 47,392: 16,800 18,398 236 22,957 21,738 39,992 40,371: 7,400 7,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,238: 568 -1,031 146 1,262 3,363 1,975 2,478: 264 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 38.8 0.5 48.4 45.9 84.4 85.2: 15.6 14.8
Old : 100.0: 35.4 38.8 0.5 48.4 45.9 84.4 85.2: 15.6 14.8
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 : 99: 24 19 8 36 29 62 54:
Old : 99: 24 19 8 36 29 62 54:
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 : 36.3 41.8 48.5 56.9 36.1 41.3 48.1 55.9
Old : 36.3 41.8 48.5 56.9 36.1 41.3 48.1 55.9
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 11, 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 : 94,783: 33,600 36,795 471 45,913 43,475 79,984 80,741: 14,799 14,042
Old : 94,783: 33,600 36,795 471 45,913 43,475 79,984 80,741: 14,799 14,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 4,476: 1,135 -2,061 291 2,523 6,725 3,949 4,955: 527 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 38.8 0.5 48.4 45.9 84.4 85.2: 15.6 14.8
Old : 100.0: 35.4 38.8 0.5 48.4 45.9 84.4 85.2: 15.6 14.8
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 : 99: 24 19 8 36 29 62 54:
Old : 99: 24 19 8 36 29 62 54:
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 : 36.3 41.8 48.5 56.9 36.1 41.3 48.1 55.9
Old : 36.3 41.8 48.5 56.9 36.1 41.3 48.1 55.9
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 11, 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 : 34,577: 4,287 1,381 0 27,966 32,327 32,253 33,708: 2,324 869
Old : 34,577: 4,287 1,381 0 27,966 32,327 32,253 33,708: 2,324 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -469: -126 0 0 -451 -490 -577 -490: 108 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.0 0.0 80.9 93.5 93.3 97.5: 6.7 2.5
Old : 100.0: 12.4 4.0 0.0 80.9 93.5 93.3 97.5: 6.7 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 : 29: 5 2 0 17 9 22 11:
Old : 29: 5 2 0 17 9 22 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 : 47.7 83.7 69.2 96.9 47.1 78.4 68.2 91.6
Old : 47.7 83.7 69.2 96.9 47.1 78.4 68.2 91.6
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 11, 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 : 21,230: 14,903 20,134 543 5,592 518 21,038 21,195: 192 35
Old : 21,230: 14,903 20,134 543 5,592 518 21,038 21,195: 192 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 15: 190 -108 107 -271 28 26 27: -11 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 94.8 2.6 26.3 2.4 99.1 99.8: 0.9 0.2
Old : 100.0: 70.2 94.8 2.6 26.3 2.4 99.1 99.8: 0.9 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 3 4 1 24 16:
Old : 36: 17 15 3 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 : 73.2 70.9 90.2 90.3 73.2 69.5 88.0 88.4
Old : 73.2 70.9 90.2 90.3 73.2 69.5 88.0 88.4
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 11, 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 : 73,600: 11,225 20,009 28,116 34,222 25,108 73,563 73,233: 37 367
Old : 73,600: 11,225 20,009 28,116 34,222 25,108 73,563 73,233: 37 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 872: -179 10 1,042 0 -161 863 891: 9 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.2 38.2 46.5 34.1 99.9 99.5: 0.1 0.5
Old : 100.0: 15.3 27.2 38.2 46.5 34.1 99.9 99.5: 0.1 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 : 21: 6 4 1 3 9 10 13:
Old : 21: 6 4 1 3 9 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.1 92.5 99.0 97.7 53.7 54.3 61.7 59.5
Old : 89.1 92.5 99.0 97.7 53.7 54.3 61.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020