WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 18, 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 : 402,978: 117,864 112,789 114,478 143,701 129,638 376,043 356,905: 26,935 46,073
Old : 352,739: 109,075 111,013 90,986 129,496 111,623 329,557 313,622: 23,182 39,117
Other: 50,239: 24,520 17,507 7,761 14,205 18,015 46,486 43,283: 3,753 6,956
: : :
: : Changes in Commitments from: August 11, 2020 :
: 13,329: 485 -1,035 7,188 4,747 8,400 12,420 14,553: 909 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 28.0 28.4 35.7 32.2 93.3 88.6: 6.7 11.4
Old : 100.0: 30.9 31.5 25.8 36.7 31.6 93.4 88.9: 6.6 11.1
Other: 100.0: 48.8 34.8 15.4 28.3 35.9 92.5 86.2: 7.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 98 122 120 81 100 263 275:
Old : 353: 105 112 113 77 99 252 269:
Other: 149: 28 41 20 35 59 80 105:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 12.2 23.9 20.6 13.2 9.7 22.9 15.2
Old : 14.4 12.0 25.2 20.4 14.3 10.1 23.7 16.3
Other: 32.6 34.6 50.8 50.7 28.5 29.1 46.3 40.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, August 18, 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 : 28,278: 13,071 348 92 14,643 26,782 27,806 27,222: 472 1,056
Old : 28,278: 13,071 348 92 14,643 26,782 27,806 27,222: 472 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,307: -500 348 92 1,590 891 1,182 1,331: 125 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 1.2 0.3 51.8 94.7 98.3 96.3: 1.7 3.7
Old : 100.0: 46.2 1.2 0.3 51.8 94.7 98.3 96.3: 1.7 3.7
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 : 31: 6 2 1 10 21 17 23:
Old : 31: 6 2 1 10 21 17 23:
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 : 60.6 46.7 86.8 66.5 56.9 43.3 73.3 57.1
Old : 60.6 46.7 86.8 66.5 56.9 43.3 73.3 57.1
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 18, 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 : 254,318: 64,987 82,737 46,047 121,831 106,381 232,865 235,165: 21,453 19,153
Old : 240,036: 66,531 81,198 39,355 115,039 102,143 220,925 222,696: 19,111 17,340
Other: 14,282: 3,842 6,925 1,306 6,792 4,238 11,940 12,469: 2,342 1,813
: : :
: : Changes in Commitments from: August 11, 2020 :
: -8,796: 542 -7,885 -4,310 -2,938 4,814 -6,706 -7,381: -2,090 -1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 32.5 18.1 47.9 41.8 91.6 92.5: 8.4 7.5
Old : 100.0: 27.7 33.8 16.4 47.9 42.6 92.0 92.8: 8.0 7.2
Other: 100.0: 26.9 48.5 9.1 47.6 29.7 83.6 87.3: 16.4 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 76 56 63 78 78 187 172:
Old : 248: 82 54 58 75 74 182 164:
Other: 91: 11 23 11 24 38 45 63:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 18.9 22.8 28.8 13.2 17.6 21.0 25.9
Old : 14.4 19.9 24.1 30.3 13.9 18.6 21.4 27.2
Other: 33.0 44.8 52.5 63.1 31.6 41.2 49.8 58.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 18, 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 : 1,525,023: 313,321 390,487 282,155 760,618 673,527 1,356,094 1,346,169: 168,929 178,854
Old : 244,558: 71,619 85,838 2,177 126,444 132,198 200,240 220,213: 44,318 24,345
Other: 1,280,465: 306,046 368,993 215,634 634,174 541,329 1,155,854 1,125,956: 124,611 154,509
: : :
: : Changes in Commitments from: August 11, 2020 :
: -64,036: 21,608 -51,128 -27,024 -54,301 16,088 -59,717 -62,064: -4,319 -1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 25.6 18.5 49.9 44.2 88.9 88.3: 11.1 11.7
Old : 100.0: 29.3 35.1 0.9 51.7 54.1 81.9 90.0: 18.1 10.0
Other: 100.0: 23.9 28.8 16.8 49.5 42.3 90.3 87.9: 9.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 142 143 143 309 305 543 516:
Old : 465: 83 65 5 194 162 280 229:
Other: 677: 131 152 115 253 290 456 488:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 9.5 17.3 16.3 9.5 7.7 15.6 13.6
Old : 17.4 16.2 25.1 29.3 16.3 16.0 23.4 28.9
Other: 10.7 9.5 18.7 16.6 9.6 7.8 16.6 13.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 18, 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 : 4,710: 1,648 0 136 1,148 3,810 2,932 3,946: 1,778 764
Old : 4,710: 1,648 0 136 1,148 3,810 2,932 3,946: 1,778 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 215: -319 0 36 111 317 -172 353: 387 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 0.0 2.9 24.4 80.9 62.3 83.8: 37.7 16.2
Old : 100.0: 35.0 0.0 2.9 24.4 80.9 62.3 83.8: 37.7 16.2
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 : 25: 11 0 2 11 11 22 13:
Old : 25: 11 0 2 11 11 22 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 : 28.9 62.3 42.4 79.2 26.5 57.9 39.6 73.1
Old : 28.9 62.3 42.4 79.2 26.5 57.9 39.6 73.1
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 18, 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 : 839,582: 205,688 67,108 166,548 411,392 545,421 783,628 779,077: 55,954 60,505
Old : 805,699: 209,497 69,084 151,314 392,223 527,690 753,034 748,088: 52,665 57,611
Other: 33,883: 6,725 8,558 4,700 19,169 17,731 30,594 30,989: 3,289 2,894
: : :
: : Changes in Commitments from: August 11, 2020 :
: 6,222: 28,195 -32,096 9,206 -36,741 30,446 660 7,556: 5,562 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 8.0 19.8 49.0 65.0 93.3 92.8: 6.7 7.2
Old : 100.0: 26.0 8.6 18.8 48.7 65.5 93.5 92.8: 6.5 7.2
Other: 100.0: 19.8 25.3 13.9 56.6 52.3 90.3 91.5: 9.7 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 186 98 162 176 210 446 413:
Old : 565: 189 100 155 174 209 441 406:
Other: 145: 27 24 18 28 72 69 105:
:----------------------------------------------------------------------------------------------------
: 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 19.9 19.8 32.3 9.4 18.8 15.5 28.2
Old : 11.8 20.7 19.5 32.9 9.6 19.2 15.9 29.0
Other: 33.0 37.1 51.8 53.5 29.9 33.8 46.7 49.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 18, 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 : 449,009: 103,695 32,746 76,832 227,295 309,749 407,822 419,327: 41,187 29,682
Old : 37,898: 7,444 4,914 2 27,583 29,659 35,029 34,575: 2,869 3,323
Other: 411,111: 99,803 31,384 73,278 199,712 280,090 372,793 384,752: 38,318 26,359
: : :
: : Changes in Commitments from: August 11, 2020 :
: 6,535: 4,466 -10,526 2,251 -121 12,316 6,596 4,041: -61 2,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 7.3 17.1 50.6 69.0 90.8 93.4: 9.2 6.6
Old : 100.0: 19.6 13.0 0.0 72.8 78.3 92.4 91.2: 7.6 8.8
Other: 100.0: 24.3 7.6 17.8 48.6 68.1 90.7 93.6: 9.3 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 100 50 83 95 81 245 182:
Old : 116: 21 23 2 36 42 59 65:
Other: 276: 104 45 82 85 72 233 170:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 31.0 20.6 42.5 9.7 25.3 15.7 32.2
Old : 48.0 36.1 57.6 52.2 46.5 35.3 56.1 49.8
Other: 12.6 32.4 20.4 44.8 10.6 30.4 17.0 37.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 18, 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 : 1,164,571: 120,968 265,683 69,381 810,996 695,578 1,001,345 1,030,642: 163,226 133,929
Old : 1,164,571: 120,968 265,683 69,381 810,996 695,578 1,001,345 1,030,642: 163,226 133,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 39,727: 2,744 -4,970 9,822 30,678 35,811 43,244 40,663: -3,517 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 22.8 6.0 69.6 59.7 86.0 88.5: 14.0 11.5
Old : 100.0: 10.4 22.8 6.0 69.6 59.7 86.0 88.5: 14.0 11.5
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 : 184: 37 22 23 88 90 135 125:
Old : 184: 37 22 23 88 90 135 125:
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 28.3 36.5 42.7 20.3 23.4 28.7 34.2
Old : 25.5 28.3 36.5 42.7 20.3 23.4 28.7 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 18, 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 : 1,089,590: 82,614 403,944 15,124 840,916 562,109 938,654 981,177: 150,936 108,413
Old : 1,089,590: 82,614 403,944 15,124 840,916 562,109 938,654 981,177: 150,936 108,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 37,872: 509 1,394 11,941 23,351 24,020 35,801 37,355: 2,071 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 37.1 1.4 77.2 51.6 86.1 90.1: 13.9 9.9
Old : 100.0: 7.6 37.1 1.4 77.2 51.6 86.1 90.1: 13.9 9.9
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 : 138: 13 20 13 85 80 105 106:
Old : 138: 13 20 13 85 80 105 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 30.6 36.4 44.6 17.7 29.1 29.6 42.2
Old : 24.0 30.6 36.4 44.6 17.7 29.1 29.6 42.2
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 18, 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 : 447,479: 86,898 46,811 76,006 240,010 296,788 402,914 419,605: 44,565 27,874
Old : 47,064: 11,927 7,056 45 28,098 34,899 40,070 42,000: 6,994 5,064
Other: 400,415: 87,412 52,196 63,520 211,912 261,889 362,844 377,605: 37,571 22,810
: : :
: : Changes in Commitments from: August 11, 2020 :
: 271: 2,975 -29,831 6,540 -9,648 21,819 -133 -1,472: 404 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.5 17.0 53.6 66.3 90.0 93.8: 10.0 6.2
Old : 100.0: 25.3 15.0 0.1 59.7 74.2 85.1 89.2: 14.9 10.8
Other: 100.0: 21.8 13.0 15.9 52.9 65.4 90.6 94.3: 9.4 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 78 57 76 108 93 229 196:
Old : 152: 34 17 1 61 53 96 70:
Other: 274: 80 61 67 98 85 213 182:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 28.6 20.1 37.7 11.5 23.8 16.8 31.9
Old : 27.7 28.7 39.5 40.6 27.7 28.1 39.5 39.9
Other: 13.5 29.6 20.4 39.1 12.1 25.7 17.8 34.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 18, 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 : 9,830: 2,480 719 152 5,086 8,228 7,718 9,099: 2,112 731
Old : 9,824: 2,480 719 152 5,086 8,222 7,718 9,093: 2,106 731
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 284: 238 -26 -28 -26 341 184 287: 100 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 7.3 1.5 51.7 83.7 78.5 92.6: 21.5 7.4
Old : 100.0: 25.2 7.3 1.5 51.8 83.7 78.6 92.6: 21.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 8 4 10 18 27 27:
Old : 47: 14 8 4 10 18 27 27:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 48.8 60.2 60.0 78.6 48.8 60.2 60.0 78.5
Old : 48.8 60.2 60.1 78.6 48.8 60.2 60.0 78.5
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 18, 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 : 2,102,067: 403,638 654,391 25,148 1,501,215 1,326,264 1,930,001 2,005,803: 172,066 96,264
Old : 2,102,067: 403,638 654,391 25,148 1,501,215 1,326,264 1,930,001 2,005,803: 172,066 96,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -65,361: -36,113 -43,369 10,773 -38,246 -32,099 -63,586 -64,695: -1,775 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 31.1 1.2 71.4 63.1 91.8 95.4: 8.2 4.6
Old : 100.0: 19.2 31.1 1.2 71.4 63.1 91.8 95.4: 8.2 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 : 301: 64 37 25 152 125 228 175:
Old : 301: 64 37 25 152 125 228 175:
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 28.8 26.0 43.5 14.6 25.3 23.7 38.3
Old : 15.3 28.8 26.0 43.5 14.6 25.3 23.7 38.3
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 18, 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 : 3,510,493: 720,076 633,072 111,511 2,282,383 2,423,037 3,113,970 3,167,620: 396,523 342,873
Old : 3,510,493: 720,076 633,072 111,511 2,282,383 2,423,037 3,113,970 3,167,620: 396,523 342,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 671: -24,791 -106,295 38,271 1,499 79,306 14,979 11,282: -14,308 -10,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 18.0 3.2 65.0 69.0 88.7 90.2: 11.3 9.8
Old : 100.0: 20.5 18.0 3.2 65.0 69.0 88.7 90.2: 11.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 79 67 49 203 178 304 272:
Old : 403: 79 67 49 203 178 304 272:
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 : 16.2 27.1 25.2 37.2 11.9 18.8 20.0 28.6
Old : 16.2 27.1 25.2 37.2 11.9 18.8 20.0 28.6
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 18, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,041,668: 163,572 172,837 5,688 755,393 670,615 924,653 849,140: 117,015 192,528
Old : 1,041,668: 163,572 172,837 5,688 755,393 670,615 924,653 849,140: 117,015 192,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 8,228: -4,599 -2,316 -665 8,200 5,294 2,936 2,313: 5,292 5,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.6 0.5 72.5 64.4 88.8 81.5: 11.2 18.5
Old : 100.0: 15.7 16.6 0.5 72.5 64.4 88.8 81.5: 11.2 18.5
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 : 110: 11 12 8 67 69 81 86:
Old : 110: 11 12 8 67 69 81 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 29.3 49.1 37.8 34.9 29.1 47.7 36.2
Old : 35.2 29.3 49.1 37.8 34.9 29.1 47.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 18, 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 : 3,478,482: 475,335 556,287 108,689 2,566,505 2,526,920 3,150,529 3,191,896: 327,953 286,586
Old : 3,478,482: 475,335 556,287 108,689 2,566,505 2,526,920 3,150,529 3,191,896: 327,953 286,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 28,960: 108 -31,848 25,864 2,994 34,847 28,966 28,863: -6 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.0 3.1 73.8 72.6 90.6 91.8: 9.4 8.2
Old : 100.0: 13.7 16.0 3.1 73.8 72.6 90.6 91.8: 9.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 58 39 37 142 158 216 218:
Old : 297: 58 39 37 142 158 216 218:
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 : 32.4 20.6 41.7 34.3 27.9 20.2 35.2 31.9
Old : 32.4 20.6 41.7 34.3 27.9 20.2 35.2 31.9
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 18, 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 : 1,507,779: 574,375 334,082 199,287 705,861 939,709 1,479,523 1,473,078: 28,256 34,701
Old : 1,507,779: 574,375 334,082 199,287 705,861 939,709 1,479,523 1,473,078: 28,256 34,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 6,829: 949 -4,109 -4,433 8,025 17,315 4,541 8,773: 2,288 -1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.2 13.2 46.8 62.3 98.1 97.7: 1.9 2.3
Old : 100.0: 38.1 22.2 13.2 46.8 62.3 98.1 97.7: 1.9 2.3
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 : 110: 24 19 28 54 56 93 89:
Old : 110: 24 19 28 54 56 93 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 : 45.5 35.3 56.1 52.0 38.4 30.6 44.3 43.2
Old : 45.5 35.3 56.1 52.0 38.4 30.6 44.3 43.2
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 18, 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 : 46,229: 15,939 17,549 537 21,906 21,582 38,382 39,668: 7,847 6,561
Old : 46,229: 15,939 17,549 537 21,906 21,582 38,382 39,668: 7,847 6,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -1,163: -861 -849 302 -1,051 -156 -1,611 -703: 448 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 38.0 1.2 47.4 46.7 83.0 85.8: 17.0 14.2
Old : 100.0: 34.5 38.0 1.2 47.4 46.7 83.0 85.8: 17.0 14.2
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 : 98: 26 19 9 32 30 62 54:
Old : 98: 26 19 9 32 30 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 : 32.3 44.3 46.0 58.1 32.2 42.7 45.7 56.5
Old : 32.3 44.3 46.0 58.1 32.2 42.7 45.7 56.5
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 18, 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 : 92,457: 31,878 35,098 1,074 43,811 43,163 76,763 79,335: 15,694 13,122
Old : 92,457: 31,878 35,098 1,074 43,811 43,163 76,763 79,335: 15,694 13,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -2,326: -1,722 -1,697 603 -2,102 -312 -3,221 -1,406: 895 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 38.0 1.2 47.4 46.7 83.0 85.8: 17.0 14.2
Old : 100.0: 34.5 38.0 1.2 47.4 46.7 83.0 85.8: 17.0 14.2
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 : 98: 26 19 9 32 30 62 54:
Old : 98: 26 19 9 32 30 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 : 32.3 44.3 46.0 58.1 32.2 42.7 45.7 56.5
Old : 32.3 44.3 46.0 58.1 32.2 42.7 45.7 56.5
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 18, 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 : 34,604: 3,609 1,752 0 29,247 32,180 32,856 33,932: 1,748 672
Old : 34,604: 3,609 1,752 0 29,247 32,180 32,856 33,932: 1,748 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 27: -678 371 0 1,281 -147 603 224: -576 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.1 0.0 84.5 93.0 94.9 98.1: 5.1 1.9
Old : 100.0: 10.4 5.1 0.0 84.5 93.0 94.9 98.1: 5.1 1.9
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 : 28: 3 3 0 17 9 20 12:
Old : 28: 3 3 0 17 9 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 82.5 72.4 96.4 47.7 76.2 70.8 90.1
Old : 48.2 82.5 72.4 96.4 47.7 76.2 70.8 90.1
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 18, 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 : 20,993: 14,900 20,053 293 5,460 518 20,653 20,864: 340 129
Old : 20,993: 14,900 20,053 293 5,460 518 20,653 20,864: 340 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -237: -3 -81 -250 -132 0 -385 -331: 148 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 95.5 1.4 26.0 2.5 98.4 99.4: 1.6 0.6
Old : 100.0: 71.0 95.5 1.4 26.0 2.5 98.4 99.4: 1.6 0.6
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 : 34: 18 12 1 4 1 23 13:
Old : 34: 18 12 1 4 1 23 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 : 73.4 74.4 88.7 94.1 73.4 73.0 87.5 92.7
Old : 73.4 74.4 88.7 94.1 73.4 73.0 87.5 92.7
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 18, 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 : 74,705: 11,225 20,126 29,226 34,222 25,012 74,673 74,364: 32 341
Old : 74,705: 11,225 20,126 29,226 34,222 25,012 74,673 74,364: 32 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,105: 0 117 1,110 0 -96 1,110 1,131: -5 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.9 39.1 45.8 33.5 100.0 99.5: 0.0 0.5
Old : 100.0: 15.0 26.9 39.1 45.8 33.5 100.0 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 : 22: 6 5 1 3 9 10 14:
Old : 22: 6 5 1 3 9 10 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 : 89.3 92.7 99.0 97.5 52.9 53.5 60.8 58.4
Old : 89.3 92.7 99.0 97.5 52.9 53.5 60.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020