WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 25, 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 : 358,248: 118,657 100,221 80,671 132,595 133,224 331,923 314,116: 26,325 44,132
Old : 306,992: 103,612 94,627 62,667 118,275 113,145 284,554 270,439: 22,438 36,553
Other: 51,256: 24,588 15,137 8,461 14,320 20,079 47,369 43,677: 3,887 7,579
: : :
: : Changes in Commitments from: August 18, 2020 :
: -44,730: 793 -12,568 -33,807 -11,106 3,586 -44,120 -42,789: -610 -1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 28.0 22.5 37.0 37.2 92.7 87.7: 7.3 12.3
Old : 100.0: 33.8 30.8 20.4 38.5 36.9 92.7 88.1: 7.3 11.9
Other: 100.0: 48.0 29.5 16.5 27.9 39.2 92.4 85.2: 7.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 88 110 97 73 104 226 261:
Old : 335: 89 107 87 69 101 213 252:
Other: 143: 27 35 16 33 58 72 101:
:----------------------------------------------------------------------------------------------------
: 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 11.6 26.3 19.8 15.0 10.2 26.1 16.7
Old : 16.8 12.0 27.9 20.2 16.6 11.4 27.6 19.1
Other: 32.7 32.0 51.1 47.7 28.2 26.6 45.3 37.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, August 25, 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 : 28,805: 13,591 1,038 430 14,112 26,332 28,133 27,800: 672 1,005
Old : 28,805: 13,591 1,038 430 14,112 26,332 28,133 27,800: 672 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 527: 520 690 338 -531 -450 327 578: 200 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 3.6 1.5 49.0 91.4 97.7 96.5: 2.3 3.5
Old : 100.0: 47.2 3.6 1.5 49.0 91.4 97.7 96.5: 2.3 3.5
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 : 31: 6 2 2 9 22 16 25:
Old : 31: 6 2 2 9 22 16 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 44.9 87.4 63.4 58.0 43.8 77.2 59.2
Old : 60.7 44.9 87.4 63.4 58.0 43.8 77.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 25, 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 : 246,340: 67,333 78,344 40,016 117,079 109,126 224,428 227,486: 21,912 18,854
Old : 230,754: 68,600 76,413 33,353 109,447 104,379 211,400 214,145: 19,354 16,609
Other: 15,586: 4,573 7,771 823 7,632 4,747 13,028 13,341: 2,558 2,245
: : :
: : Changes in Commitments from: August 18, 2020 :
: -7,978: 2,346 -4,393 -6,031 -4,752 2,745 -8,437 -7,679: 459 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.8 16.2 47.5 44.3 91.1 92.3: 8.9 7.7
Old : 100.0: 29.7 33.1 14.5 47.4 45.2 91.6 92.8: 8.4 7.2
Other: 100.0: 29.3 49.9 5.3 49.0 30.5 83.6 85.6: 16.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 78 58 58 80 82 187 175:
Old : 251: 84 53 55 76 77 182 167:
Other: 88: 12 17 10 24 40 45 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 : 14.3 19.9 24.1 30.4 13.8 18.7 22.1 27.8
Old : 15.2 21.1 25.6 32.2 14.8 19.9 23.2 29.5
Other: 31.5 46.8 49.4 62.9 31.2 43.2 49.2 58.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 25, 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 : 1,418,392: 302,666 320,053 239,989 714,084 683,567 1,256,739 1,243,609: 161,653 174,783
Old : 119,491: 14,338 28,788 837 75,024 74,748 90,199 104,373: 29,292 15,118
Other: 1,298,901: 320,006 322,943 207,474 639,060 608,819 1,166,540 1,139,236: 132,361 159,665
: : :
: : Changes in Commitments from: August 18, 2020 :
: -106,631: -10,655 -70,434 -42,166 -46,534 10,040 -99,355 -102,560: -7,276 -4,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.6 16.9 50.3 48.2 88.6 87.7: 11.4 12.3
Old : 100.0: 12.0 24.1 0.7 62.8 62.6 75.5 87.3: 24.5 12.7
Other: 100.0: 24.6 24.9 16.0 49.2 46.9 89.8 87.7: 10.2 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 716: 157 134 136 306 321 549 519:
Old : 343: 36 33 3 156 156 194 191:
Other: 704: 162 132 122 259 308 491 497:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.8 17.7 17.1 9.7 7.8 16.2 14.0
Old : 25.4 26.4 33.2 42.8 20.9 25.1 27.9 38.9
Other: 10.7 10.1 18.5 17.5 9.8 8.2 16.8 14.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 25, 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 : 4,900: 1,525 0 117 1,375 4,196 3,017 4,313: 1,883 587
Old : 4,900: 1,525 0 117 1,375 4,196 3,017 4,313: 1,883 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 190: -123 0 -19 227 386 85 367: 105 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 0.0 2.4 28.1 85.6 61.6 88.0: 38.4 12.0
Old : 100.0: 31.1 0.0 2.4 28.1 85.6 61.6 88.0: 38.4 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 : 24: 10 0 1 10 10 20 11:
Old : 24: 10 0 1 10 10 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 : 28.3 70.8 42.5 85.4 27.0 66.6 39.8 80.2
Old : 28.3 70.8 42.5 85.4 27.0 66.6 39.8 80.2
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 25, 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 : 843,945: 202,517 59,265 164,292 415,837 559,507 782,646 783,064: 61,299 60,881
Old : 804,966: 202,463 61,142 149,426 395,981 537,001 747,870 747,569: 57,096 57,397
Other: 38,979: 8,566 6,635 6,354 19,856 22,506 34,776 35,495: 4,203 3,484
: : :
: : Changes in Commitments from: August 18, 2020 :
: 4,363: -3,171 -7,843 -2,256 4,445 14,086 -982 3,987: 5,345 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.0 19.5 49.3 66.3 92.7 92.8: 7.3 7.2
Old : 100.0: 25.2 7.6 18.6 49.2 66.7 92.9 92.9: 7.1 7.1
Other: 100.0: 22.0 17.0 16.3 50.9 57.7 89.2 91.1: 10.8 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 183 92 142 181 217 436 404:
Old : 562: 185 94 136 178 215 430 397:
Other: 159: 31 21 20 30 86 72 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.8 20.1 19.8 32.3 9.5 18.4 15.5 27.8
Old : 11.5 20.9 19.4 32.9 9.8 19.0 16.2 28.5
Other: 28.8 34.4 46.6 50.6 24.7 29.2 40.5 43.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 25, 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 : 455,065: 110,828 27,115 75,785 226,444 321,551 413,057 424,451: 42,008 30,614
Old : 21,864: 3,628 728 0 17,050 19,411 20,678 20,139: 1,186 1,725
Other: 433,201: 110,165 29,352 72,820 209,394 302,140 392,379 404,312: 40,822 28,889
: : :
: : Changes in Commitments from: August 18, 2020 :
: 6,056: 7,133 -5,631 -1,047 -851 11,802 5,235 5,124: 821 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.0 16.7 49.8 70.7 90.8 93.3: 9.2 6.7
Old : 100.0: 16.6 3.3 0.0 78.0 88.8 94.6 92.1: 5.4 7.9
Other: 100.0: 25.4 6.8 16.8 48.3 69.7 90.6 93.3: 9.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 106 46 86 93 85 247 187:
Old : 84: 15 9 0 28 35 43 44:
Other: 287: 106 50 82 86 78 235 179:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 33.0 20.7 44.4 10.1 26.6 16.1 34.6
Old : 54.6 48.7 69.6 68.4 54.6 47.5 69.6 66.2
Other: 12.6 34.2 19.6 46.1 10.6 29.7 16.9 37.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 25, 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 : 1,200,353: 116,743 253,516 93,377 821,017 696,364 1,031,137 1,043,257: 169,216 157,096
Old : 1,200,353: 116,743 253,516 93,377 821,017 696,364 1,031,137 1,043,257: 169,216 157,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 35,782: -4,225 -12,167 23,996 10,021 786 29,792 12,615: 5,990 23,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.1 7.8 68.4 58.0 85.9 86.9: 14.1 13.1
Old : 100.0: 9.7 21.1 7.8 68.4 58.0 85.9 86.9: 14.1 13.1
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 : 166: 40 16 29 76 80 123 120:
Old : 166: 40 16 29 76 80 123 120:
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 : 25.3 25.4 36.7 40.1 20.2 22.5 28.8 34.7
Old : 25.3 25.4 36.7 40.1 20.2 22.5 28.8 34.7
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 25, 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 : 1,170,929: 71,693 357,832 109,024 822,626 581,235 1,003,343 1,048,091: 167,586 122,838
Old : 1,170,929: 71,693 357,832 109,024 822,626 581,235 1,003,343 1,048,091: 167,586 122,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 81,339: -10,921 -46,112 93,900 -18,290 19,126 64,689 66,914: 16,650 14,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 30.6 9.3 70.3 49.6 85.7 89.5: 14.3 10.5
Old : 100.0: 6.1 30.6 9.3 70.3 49.6 85.7 89.5: 14.3 10.5
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 : 134: 15 19 18 82 76 108 102:
Old : 134: 15 19 18 82 76 108 102:
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 : 22.4 31.0 35.7 45.8 16.5 26.2 26.7 37.1
Old : 22.4 31.0 35.7 45.8 16.5 26.2 26.7 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 25, 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 : 445,245: 84,925 48,913 77,959 238,794 291,237 401,678 418,109: 43,567 27,136
Old : 27,296: 3,429 4,192 0 19,839 20,131 23,268 24,323: 4,028 2,973
Other: 417,949: 87,002 50,227 72,453 218,955 271,106 378,410 393,786: 39,539 24,163
: : :
: : Changes in Commitments from: August 18, 2020 :
: -2,234: -1,973 2,102 1,953 -1,216 -5,551 -1,236 -1,496: -998 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.0 17.5 53.6 65.4 90.2 93.9: 9.8 6.1
Old : 100.0: 12.6 15.4 0.0 72.7 73.8 85.2 89.1: 14.8 10.9
Other: 100.0: 20.8 12.0 17.3 52.4 64.9 90.5 94.2: 9.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 82 47 76 107 93 226 192:
Old : 104: 12 11 0 44 43 56 54:
Other: 276: 83 48 71 100 89 218 183:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 27.3 20.8 36.3 11.5 22.8 16.7 30.8
Old : 30.7 35.3 45.2 51.4 30.7 34.2 44.4 50.2
Other: 13.1 27.7 20.8 36.9 11.8 23.2 17.3 31.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 25, 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 : 9,908: 3,451 704 46 4,666 8,486 8,163 9,236: 1,745 672
Old : 9,900: 3,451 704 46 4,666 8,481 8,163 9,231: 1,737 669
Other: 8: 0 0 0 0 5 0 5: 8 3
: : :
: : Changes in Commitments from: August 18, 2020 :
: 78: 971 -15 -106 -420 258 445 137: -367 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 7.1 0.5 47.1 85.6 82.4 93.2: 17.6 6.8
Old : 100.0: 34.9 7.1 0.5 47.1 85.7 82.5 93.2: 17.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 62.5 0.0 62.5: 100.0 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 4 2 11 18 28 23:
Old : 44: 16 4 2 11 18 28 23:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 47.5 58.9 61.0 81.1 47.5 58.6 61.0 80.4
Old : 47.5 58.9 61.1 81.1 47.5 58.6 61.0 80.4
Other: 0.0 62.5 0.0 62.5 0.0 62.5 0.0 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 25, 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 : 2,133,318: 414,862 654,781 72,284 1,461,931 1,299,045 1,949,077 2,026,110: 184,241 107,208
Old : 2,133,318: 414,862 654,781 72,284 1,461,931 1,299,045 1,949,077 2,026,110: 184,241 107,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 31,251: 11,224 390 47,136 -39,284 -27,219 19,076 20,307: 12,175 10,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.7 3.4 68.5 60.9 91.4 95.0: 8.6 5.0
Old : 100.0: 19.4 30.7 3.4 68.5 60.9 91.4 95.0: 8.6 5.0
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 : 302: 69 32 31 158 131 241 180:
Old : 302: 69 32 31 158 131 241 180:
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 : 14.7 29.3 23.9 43.2 13.2 25.6 21.5 38.3
Old : 14.7 29.3 23.9 43.2 13.2 25.6 21.5 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 25, 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 : 3,570,255: 636,482 564,145 201,230 2,302,385 2,386,929 3,140,097 3,152,304: 430,158 417,951
Old : 3,570,255: 636,482 564,145 201,230 2,302,385 2,386,929 3,140,097 3,152,304: 430,158 417,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 59,762: -83,594 -68,927 89,719 20,002 -36,108 26,127 -15,316: 33,635 75,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.8 5.6 64.5 66.9 88.0 88.3: 12.0 11.7
Old : 100.0: 17.8 15.8 5.6 64.5 66.9 88.0 88.3: 12.0 11.7
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 : 363: 73 58 55 184 174 283 262:
Old : 363: 73 58 55 184 174 283 262:
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 : 14.9 25.4 23.5 36.0 10.2 17.3 17.9 26.7
Old : 14.9 25.4 23.5 36.0 10.2 17.3 17.9 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 25, 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 : 1,087,583: 172,612 172,505 31,906 753,132 694,096 957,650 898,507: 129,933 189,076
Old : 1,087,583: 172,612 172,505 31,906 753,132 694,096 957,650 898,507: 129,933 189,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 45,915: 9,040 -332 26,218 -2,261 23,481 32,997 49,367: 12,918 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.9 2.9 69.2 63.8 88.1 82.6: 11.9 17.4
Old : 100.0: 15.9 15.9 2.9 69.2 63.8 88.1 82.6: 11.9 17.4
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 : 112: 12 14 11 65 72 82 92:
Old : 112: 12 14 11 65 72 82 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 26.9 46.7 35.6 32.5 26.2 44.3 33.8
Old : 33.7 26.9 46.7 35.6 32.5 26.2 44.3 33.8
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 25, 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 : 3,497,602: 468,836 509,296 217,291 2,451,787 2,457,539 3,137,914 3,184,126: 359,688 313,476
Old : 3,497,602: 468,836 509,296 217,291 2,451,787 2,457,539 3,137,914 3,184,126: 359,688 313,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 19,120: -6,499 -46,991 108,602 -114,718 -69,381 -12,615 -7,770: 31,735 26,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.6 6.2 70.1 70.3 89.7 91.0: 10.3 9.0
Old : 100.0: 13.4 14.6 6.2 70.1 70.3 89.7 91.0: 10.3 9.0
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 : 274: 54 34 33 130 149 198 202:
Old : 274: 54 34 33 130 149 198 202:
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 : 27.4 24.3 38.2 37.7 23.3 19.8 30.0 31.0
Old : 27.4 24.3 38.2 37.7 23.3 19.8 30.0 31.0
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 25, 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 : 1,528,592: 571,389 344,386 198,967 727,091 950,804 1,497,447 1,494,157: 31,145 34,435
Old : 1,528,592: 571,389 344,386 198,967 727,091 950,804 1,497,447 1,494,157: 31,145 34,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 20,813: -2,986 10,304 -320 21,230 11,095 17,924 21,079: 2,889 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 22.5 13.0 47.6 62.2 98.0 97.7: 2.0 2.3
Old : 100.0: 37.4 22.5 13.0 47.6 62.2 98.0 97.7: 2.0 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 : 109: 21 21 28 54 58 92 91:
Old : 109: 21 21 28 54 58 92 91:
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 37.4 56.7 54.1 37.7 32.3 43.4 43.6
Old : 46.3 37.4 56.7 54.1 37.7 32.3 43.4 43.6
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 25, 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 : 42,244: 12,878 17,330 751 20,475 17,602 34,103 35,682: 8,141 6,562
Old : 42,244: 12,878 17,330 751 20,475 17,602 34,103 35,682: 8,141 6,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,985: -3,062 -220 214 -1,431 -3,980 -4,279 -3,986: 294 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 41.0 1.8 48.5 41.7 80.7 84.5: 19.3 15.5
Old : 100.0: 30.5 41.0 1.8 48.5 41.7 80.7 84.5: 19.3 15.5
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 : 91: 27 15 11 31 26 60 50:
Old : 91: 27 15 11 31 26 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 47.6 42.2 57.8 28.7 45.7 41.9 55.9
Old : 28.9 47.6 42.2 57.8 28.7 45.7 41.9 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 25, 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 : 84,487: 25,755 34,659 1,501 40,949 35,203 68,205 71,363: 16,282 13,124
Old : 84,487: 25,755 34,659 1,501 40,949 35,203 68,205 71,363: 16,282 13,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -7,970: -6,123 -439 427 -2,862 -7,960 -8,558 -7,972: 588 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 41.0 1.8 48.5 41.7 80.7 84.5: 19.3 15.5
Old : 100.0: 30.5 41.0 1.8 48.5 41.7 80.7 84.5: 19.3 15.5
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 : 91: 27 15 11 31 26 60 50:
Old : 91: 27 15 11 31 26 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 47.6 42.2 57.8 28.7 45.7 41.9 55.9
Old : 28.9 47.6 42.2 57.8 28.7 45.7 41.9 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 25, 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 : 34,093: 3,891 1,806 0 28,415 31,630 32,306 33,436: 1,787 657
Old : 34,093: 3,891 1,806 0 28,415 31,630 32,306 33,436: 1,787 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -511: 282 54 0 -832 -550 -550 -496: 39 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.3 0.0 83.3 92.8 94.8 98.1: 5.2 1.9
Old : 100.0: 11.4 5.3 0.0 83.3 92.8 94.8 98.1: 5.2 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 : 30: 4 3 0 18 9 22 12:
Old : 30: 4 3 0 18 9 22 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 : 48.0 82.7 71.0 96.8 47.6 76.8 69.0 90.8
Old : 48.0 82.7 71.0 96.8 47.6 76.8 69.0 90.8
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 25, 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 : 21,266: 15,558 20,657 65 5,457 518 21,080 21,240: 186 26
Old : 21,266: 15,558 20,657 65 5,457 518 21,080 21,240: 186 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 273: 658 604 -228 -3 0 427 376: -154 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 97.1 0.3 25.7 2.4 99.1 99.9: 0.9 0.1
Old : 100.0: 73.2 97.1 0.3 25.7 2.4 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 20 12 2 4 1 25 14:
Old : 36: 20 12 2 4 1 25 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 : 72.5 75.1 88.3 94.6 72.5 75.1 88.3 94.3
Old : 72.5 75.1 88.3 94.6 72.5 75.1 88.3 94.3
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 25, 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 : 76,023: 11,375 20,031 30,403 34,222 25,268 76,000 75,702: 23 321
Old : 76,023: 11,375 20,031 30,403 34,222 25,268 76,000 75,702: 23 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,318: 150 -95 1,177 0 256 1,327 1,338: -9 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.3 40.0 45.0 33.2 100.0 99.6: 0.0 0.4
Old : 100.0: 15.0 26.3 40.0 45.0 33.2 100.0 99.6: 0.0 0.4
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 : 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 93.3 98.8 97.7 52.0 53.3 60.0 57.7
Old : 89.3 93.3 98.8 97.7 52.0 53.3 60.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020