WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 22, 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 : 390,992: 127,833 101,612 95,013 141,034 152,989 363,880 349,614: 27,112 41,378
Old : 317,957: 112,211 95,235 65,251 118,716 126,155 296,178 286,641: 21,779 31,316
Other: 73,035: 27,919 18,674 17,465 22,318 26,834 67,702 62,973: 5,333 10,062
: : :
: : Changes in Commitments from: September 15, 2020 :
: 19,229: 2,039 4,026 11,355 4,490 5,772 17,884 21,153: 1,345 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.0 24.3 36.1 39.1 93.1 89.4: 6.9 10.6
Old : 100.0: 35.3 30.0 20.5 37.3 39.7 93.2 90.2: 6.8 9.8
Other: 100.0: 38.2 25.6 23.9 30.6 36.7 92.7 86.2: 7.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 107 111 101 63 118 230 278:
Old : 354: 104 111 89 57 113 211 266:
Other: 168: 38 36 22 39 72 90 121:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 12.1 27.6 20.3 12.6 8.6 22.7 14.4
Old : 16.5 11.5 29.8 19.7 14.7 9.2 25.3 16.2
Other: 31.8 37.3 45.4 50.5 18.7 23.4 30.7 32.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, September 22, 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 : 23,671: 14,860 415 555 7,895 21,788 23,310 22,758: 361 913
Old : 23,671: 14,860 415 555 7,895 21,788 23,310 22,758: 361 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,038: -131 49 -60 -1,004 -1,211 -1,195 -1,222: 157 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 1.8 2.3 33.4 92.0 98.5 96.1: 1.5 3.9
Old : 100.0: 62.8 1.8 2.3 33.4 92.0 98.5 96.1: 1.5 3.9
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 : 33: 6 3 2 10 24 17 28:
Old : 33: 6 3 2 10 24 17 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 : 80.5 38.1 91.3 57.1 76.9 37.1 84.4 54.4
Old : 80.5 38.1 91.3 57.1 76.9 37.1 84.4 54.4
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, September 22, 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 : 228,069: 72,520 49,399 44,689 92,428 114,970 209,637 209,058: 18,432 19,011
Old : 205,165: 74,514 49,903 33,343 81,184 106,481 189,041 189,727: 16,124 15,438
Other: 22,904: 6,410 7,900 2,942 11,244 8,489 20,596 19,331: 2,308 3,573
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,307: 2,149 -5,149 689 -4,256 1,997 -1,418 -2,463: 111 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 21.7 19.6 40.5 50.4 91.9 91.7: 8.1 8.3
Old : 100.0: 36.3 24.3 16.3 39.6 51.9 92.1 92.5: 7.9 7.5
Other: 100.0: 28.0 34.5 12.8 49.1 37.1 89.9 84.4: 10.1 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 71 57 55 69 83 171 170:
Old : 242: 79 50 49 64 78 162 161:
Other: 116: 14 27 14 29 53 54 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 21.9 26.8 31.6 14.6 18.1 24.1 26.3
Old : 17.8 23.6 28.9 34.1 15.4 21.3 26.1 30.1
Other: 34.3 29.5 51.4 47.9 32.4 27.4 47.1 39.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 22, 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 : 1,502,375: 361,514 204,620 280,467 726,678 820,849 1,368,659 1,305,936: 133,716 196,439
Old : 1,336,695: 350,195 224,466 217,652 650,531 716,181 1,218,378 1,158,299: 118,317 178,396
Other: 165,680: 70,082 38,917 4,052 76,147 104,668 150,281 147,637: 15,399 18,043
: : :
: : Changes in Commitments from: September 15, 2020 :
: 44,045: 21,613 -23,447 9,903 13,799 44,501 45,315 30,957: -1,270 13,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.6 18.7 48.4 54.6 91.1 86.9: 8.9 13.1
Old : 100.0: 26.2 16.8 16.3 48.7 53.6 91.1 86.7: 8.9 13.3
Other: 100.0: 42.3 23.5 2.4 46.0 63.2 90.7 89.1: 9.3 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 736: 163 132 136 263 338 511 532:
Old : 735: 161 138 122 249 331 486 522:
Other: 370: 43 52 16 78 215 133 274:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.2 20.4 19.0 10.3 7.5 16.5 13.0
Old : 12.8 10.9 21.6 19.4 10.6 7.8 17.8 14.0
Other: 29.7 24.6 43.4 37.3 28.6 23.6 42.3 36.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 22, 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 : 5,442: 1,864 9 148 1,241 4,679 3,253 4,836: 2,189 606
Old : 5,442: 1,864 9 148 1,241 4,679 3,253 4,836: 2,189 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 240: 287 9 -13 -151 177 123 173: 117 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 0.2 2.7 22.8 86.0 59.8 88.9: 40.2 11.1
Old : 100.0: 34.3 0.2 2.7 22.8 86.0 59.8 88.9: 40.2 11.1
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 : 31: 13 1 2 9 12 24 14:
Old : 31: 13 1 2 9 12 24 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 : 20.7 68.2 33.7 81.9 20.7 63.8 33.4 76.5
Old : 20.7 68.2 33.7 81.9 20.7 63.8 33.4 76.5
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, September 22, 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 : 974,805: 284,803 66,237 185,973 439,058 640,795 909,834 893,005: 64,971 81,800
Old : 906,972: 274,484 71,482 161,170 413,988 599,411 849,642 832,063: 57,330 74,909
Other: 67,833: 18,809 3,245 16,313 25,070 41,384 60,192 60,942: 7,641 6,891
: : :
: : Changes in Commitments from: September 15, 2020 :
: 35,558: 12,621 4,190 16,489 6,044 11,982 35,154 32,661: 404 2,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.8 19.1 45.0 65.7 93.3 91.6: 6.7 8.4
Old : 100.0: 30.3 7.9 17.8 45.6 66.1 93.7 91.7: 6.3 8.3
Other: 100.0: 27.7 4.8 24.0 37.0 61.0 88.7 89.8: 11.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 653: 219 102 150 190 268 479 472:
Old : 647: 209 110 141 186 265 467 462:
Other: 285: 46 44 27 49 164 112 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 18.2 19.4 29.1 9.9 16.7 15.8 25.4
Old : 11.8 18.9 19.5 29.6 10.6 17.4 16.8 25.8
Other: 23.2 21.8 37.8 37.6 14.1 19.3 25.4 28.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,267: 20,793 1,981 113 2 6,992 20,908 9,086: 3,359 15,181
Old : 22,310: 19,556 1,785 63 2 6,036 19,621 7,884: 2,689 14,426
Other: 1,957: 1,237 196 50 0 956 1,287 1,202: 670 755
: : :
: : Changes in Commitments from: September 15, 2020 :
: 3,268: 2,838 -6 -32 -6 1,312 2,800 1,274: 468 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 8.2 0.5 0.0 28.8 86.2 37.4: 13.8 62.6
Old : 100.0: 87.7 8.0 0.3 0.0 27.1 87.9 35.3: 12.1 64.7
Other: 100.0: 63.2 10.0 2.6 0.0 48.9 65.8 61.4: 34.2 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 8 3 1 15 8 25:
Old : 28: 6 7 3 1 15 8 24:
Other: 18: 3 4 1 0 11 3 16:
:----------------------------------------------------------------------------------------------------
: 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 : 82.5 16.9 86.2 23.5 82.0 16.9 85.7 23.5
Old : 85.7 14.3 87.9 21.3 85.5 14.2 87.7 21.3
Other: 65.8 58.1 65.8 60.1 63.2 56.3 63.2 57.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 22, 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 : 481,507: 146,550 19,478 84,089 205,170 351,384 435,809 454,951: 45,698 26,556
Old : 455,288: 146,146 26,620 70,149 196,971 334,045 413,266 430,814: 42,022 24,474
Other: 26,219: 8,905 1,359 5,439 8,199 17,339 22,543 24,137: 3,676 2,082
: : :
: : Changes in Commitments from: September 15, 2020 :
: 3,756: 8,163 1,709 2,280 -6,741 859 3,702 4,848: 54 -1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.0 17.5 42.6 73.0 90.5 94.5: 9.5 5.5
Old : 100.0: 32.1 5.8 15.4 43.3 73.4 90.8 94.6: 9.2 5.4
Other: 100.0: 34.0 5.2 20.7 31.3 66.1 86.0 92.1: 14.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 125 35 87 91 91 252 195:
Old : 306: 122 45 85 90 91 249 195:
Other: 61: 21 5 14 31 12 56 27:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 32.7 17.9 43.5 9.5 29.7 15.1 37.5
Old : 11.2 31.9 18.1 43.1 9.7 29.1 15.6 36.9
Other: 30.4 55.3 46.2 73.5 27.2 47.9 40.1 61.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 22, 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 : 1,184,288: 126,098 283,180 33,606 864,024 732,743 1,023,728 1,049,529: 160,560 134,759
Old : 1,184,288: 126,098 283,180 33,606 864,024 732,743 1,023,728 1,049,529: 160,560 134,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 9,782: 1,286 10,701 -879 8,327 1,373 8,734 11,195: 1,048 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 23.9 2.8 73.0 61.9 86.4 88.6: 13.6 11.4
Old : 100.0: 10.6 23.9 2.8 73.0 61.9 86.4 88.6: 13.6 11.4
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 : 189: 42 20 21 85 89 134 123:
Old : 189: 42 20 21 85 89 134 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 26.8 36.7 41.6 20.5 25.7 29.5 38.8
Old : 26.1 26.8 36.7 41.6 20.5 25.7 29.5 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, September 22, 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 : 992,106: 53,077 335,303 6,888 779,565 531,972 839,530 874,163: 152,576 117,943
Old : 992,106: 53,077 335,303 6,888 779,565 531,972 839,530 874,163: 152,576 117,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -15,270: 4,732 -10,086 -12,240 -18,017 12,388 -25,525 -9,938: 10,255 -5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 33.8 0.7 78.6 53.6 84.6 88.1: 15.4 11.9
Old : 100.0: 5.3 33.8 0.7 78.6 53.6 84.6 88.1: 15.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 13 18 8 73 77 88 101:
Old : 132: 13 18 8 73 77 88 101:
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 : 24.8 30.5 38.7 45.6 19.3 29.1 30.5 41.8
Old : 24.8 30.5 38.7 45.6 19.3 29.1 30.5 41.8
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, September 22, 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 : 466,221: 113,835 22,234 83,677 223,901 336,374 421,413 442,285: 44,808 23,936
Old : 443,512: 113,342 20,728 79,527 208,100 320,024 400,969 420,279: 42,543 23,233
Other: 22,709: 2,444 3,457 2,199 15,801 16,350 20,444 22,006: 2,265 703
: : :
: : Changes in Commitments from: September 15, 2020 :
: 12,208: 17,168 -4,963 -1,389 -1,321 18,665 14,458 12,313: -2,250 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.8 17.9 48.0 72.1 90.4 94.9: 9.6 5.1
Old : 100.0: 25.6 4.7 17.9 46.9 72.2 90.4 94.8: 9.6 5.2
Other: 100.0: 10.8 15.2 9.7 69.6 72.0 90.0 96.9: 10.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 107 46 83 100 92 246 195:
Old : 294: 106 49 81 100 92 246 193:
Other: 67: 18 7 12 31 17 53 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 31.3 18.4 42.7 10.2 27.8 15.4 36.9
Old : 11.3 30.9 18.2 42.5 9.8 29.2 15.1 37.4
Other: 45.5 49.2 62.8 74.5 37.1 47.1 51.4 68.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 22, 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 : 9,556: 3,364 637 15 4,603 8,323 7,982 8,975: 1,574 581
Old : 9,546: 3,364 637 15 4,603 8,318 7,982 8,970: 1,564 576
Other: 10: 0 0 0 0 5 0 5: 10 5
: : :
: : Changes in Commitments from: September 15, 2020 :
: -119: 44 20 0 -87 -158 -43 -138: -76 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.7 0.2 48.2 87.1 83.5 93.9: 16.5 6.1
Old : 100.0: 35.2 6.7 0.2 48.2 87.1 83.6 94.0: 16.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 3 1 13 15 32 18:
Old : 46: 18 3 1 13 15 32 18:
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 : 44.2 59.9 58.1 84.5 44.2 59.5 58.1 84.1
Old : 44.2 59.9 58.2 84.5 44.2 59.5 58.2 84.1
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 22, 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 : 2,024,498: 456,598 715,355 44,913 1,356,374 1,172,991 1,857,885 1,933,259: 166,613 91,239
Old : 2,024,498: 456,598 715,355 44,913 1,356,374 1,172,991 1,857,885 1,933,259: 166,613 91,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 32,875: 34,757 53,981 1,084 -2,771 -26,807 33,070 28,258: -195 4,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 35.3 2.2 67.0 57.9 91.8 95.5: 8.2 4.5
Old : 100.0: 22.6 35.3 2.2 67.0 57.9 91.8 95.5: 8.2 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 : 290: 67 27 25 151 125 229 166:
Old : 290: 67 27 25 151 125 229 166:
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 : 15.0 33.7 24.7 48.5 13.9 29.4 22.2 42.4
Old : 15.0 33.7 24.7 48.5 13.9 29.4 22.2 42.4
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, September 22, 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 : 3,262,396: 639,685 557,505 73,393 2,152,998 2,293,592 2,866,076 2,924,490: 396,320 337,906
Old : 3,262,396: 639,685 557,505 73,393 2,152,998 2,293,592 2,866,076 2,924,490: 396,320 337,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -5,416: 13,971 -53,432 288 -23,538 57,700 -9,279 4,556: 3,863 -9,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.1 2.2 66.0 70.3 87.9 89.6: 12.1 10.4
Old : 100.0: 19.6 17.1 2.2 66.0 70.3 87.9 89.6: 12.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 68 71 38 175 176 261 267:
Old : 385: 68 71 38 175 176 261 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 26.2 24.8 37.0 10.4 16.9 18.4 27.2
Old : 16.2 26.2 24.8 37.0 10.4 16.9 18.4 27.2
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, September 22, 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 : 890,744: 188,303 57,945 10,708 568,573 631,198 767,584 699,851: 123,160 190,893
Old : 890,744: 188,303 57,945 10,708 568,573 631,198 767,584 699,851: 123,160 190,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -34,432: 12,438 -31,467 -7,433 -39,695 1,295 -34,690 -37,605: 258 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.5 1.2 63.8 70.9 86.2 78.6: 13.8 21.4
Old : 100.0: 21.1 6.5 1.2 63.8 70.9 86.2 78.6: 13.8 21.4
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: 14 10 9 67 64 85 79:
Old : 109: 14 10 9 67 64 85 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 23.9 40.9 32.5 26.6 23.1 39.6 30.6
Old : 26.8 23.9 40.9 32.5 26.6 23.1 39.6 30.6
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, September 22, 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 : 3,297,115: 484,590 712,014 126,158 2,344,122 2,181,117 2,954,870 3,019,289: 342,245 277,826
Old : 3,297,115: 484,590 712,014 126,158 2,344,122 2,181,117 2,954,870 3,019,289: 342,245 277,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 28,538: -1,926 -24,904 38,034 -1,171 17,084 34,937 30,214: -6,399 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 21.6 3.8 71.1 66.2 89.6 91.6: 10.4 8.4
Old : 100.0: 14.7 21.6 3.8 71.1 66.2 89.6 91.6: 10.4 8.4
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 : 294: 63 33 29 136 150 213 198:
Old : 294: 63 33 29 136 150 213 198:
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 : 27.8 19.7 37.8 36.2 24.3 19.6 31.8 34.7
Old : 27.8 19.7 37.8 36.2 24.3 19.6 31.8 34.7
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, September 22, 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 : 1,455,744: 501,636 305,599 210,978 711,066 904,078 1,423,680 1,420,655: 32,064 35,089
Old : 1,455,744: 501,636 305,599 210,978 711,066 904,078 1,423,680 1,420,655: 32,064 35,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 43,555: 1,462 4,663 8,465 31,333 26,864 41,260 39,992: 2,295 3,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 21.0 14.5 48.8 62.1 97.8 97.6: 2.2 2.4
Old : 100.0: 34.5 21.0 14.5 48.8 62.1 97.8 97.6: 2.2 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 : 104: 26 12 24 54 58 86 88:
Old : 104: 26 12 24 54 58 86 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 : 39.7 33.4 52.6 49.4 33.7 29.4 41.4 41.2
Old : 39.7 33.4 52.6 49.4 33.7 29.4 41.4 41.2
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, September 22, 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 : 34,886: 8,680 17,346 472 17,969 11,031 27,120 28,848: 7,766 6,039
Old : 34,886: 8,680 17,346 472 17,969 11,031 27,120 28,848: 7,766 6,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -9,202: -1,255 -530 -883 -6,463 -8,083 -8,600 -9,496: -602 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 49.7 1.4 51.5 31.6 77.7 82.7: 22.3 17.3
Old : 100.0: 24.9 49.7 1.4 51.5 31.6 77.7 82.7: 22.3 17.3
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 : 81: 21 16 6 28 20 51 40:
Old : 81: 21 16 6 28 20 51 40:
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 : 36.8 53.7 46.1 63.5 36.5 52.4 45.8 61.8
Old : 36.8 53.7 46.1 63.5 36.5 52.4 45.8 61.8
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, September 22, 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 : 69,772: 17,360 34,691 943 35,937 22,061 54,240 57,695: 15,532 12,077
Old : 69,772: 17,360 34,691 943 35,937 22,061 54,240 57,695: 15,532 12,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -18,403: -2,509 -1,060 -1,765 -12,926 -16,166 -17,200 -18,991: -1,203 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 49.7 1.4 51.5 31.6 77.7 82.7: 22.3 17.3
Old : 100.0: 24.9 49.7 1.4 51.5 31.6 77.7 82.7: 22.3 17.3
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 : 81: 21 16 6 28 20 51 40:
Old : 81: 21 16 6 28 20 51 40:
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 : 36.8 53.7 46.1 63.5 36.5 52.4 45.8 61.8
Old : 36.8 53.7 46.1 63.5 36.5 52.4 45.8 61.8
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, September 22, 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 : 34,062: 4,012 1,944 0 27,905 31,718 31,917 33,662: 2,145 400
Old : 34,062: 4,012 1,944 0 27,905 31,718 31,917 33,662: 2,145 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -8,866: -491 -464 -692 -7,589 -7,429 -8,772 -8,585: -94 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.7 0.0 81.9 93.1 93.7 98.8: 6.3 1.2
Old : 100.0: 11.8 5.7 0.0 81.9 93.1 93.7 98.8: 6.3 1.2
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 : 29: 4 3 0 16 11 20 14:
Old : 29: 4 3 0 16 11 20 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 : 49.0 68.7 71.8 92.1 39.4 61.5 61.6 80.5
Old : 49.0 68.7 71.8 92.1 39.4 61.5 61.6 80.5
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, September 22, 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 : 21,190: 16,976 20,060 38 3,982 1,073 20,996 21,171: 194 19
Old : 21,190: 16,976 20,060 38 3,982 1,073 20,996 21,171: 194 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,394: 1,170 -774 -1,560 -1,932 0 -2,322 -2,334: -72 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 94.7 0.2 18.8 5.1 99.1 99.9: 0.9 0.1
Old : 100.0: 80.1 94.7 0.2 18.8 5.1 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 : 34: 20 10 1 3 2 24 12:
Old : 34: 20 10 1 3 2 24 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 : 69.9 77.2 87.8 94.4 69.9 77.2 87.3 94.4
Old : 69.9 77.2 87.8 94.4 69.9 77.2 87.3 94.4
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, September 22, 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 : 112,055: 12,467 20,535 46,870 52,701 44,382 112,038 111,787: 17 268
Old : 112,055: 12,467 20,535 46,870 52,701 44,382 112,038 111,787: 17 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 9,765: 350 -7,150 9,656 -235 7,261 9,771 9,767: -6 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.3 41.8 47.0 39.6 100.0 99.8: 0.0 0.2
Old : 100.0: 11.1 18.3 41.8 47.0 39.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 5 1 3 10 10 15:
Old : 23: 6 5 1 3 10 10 15:
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 : 92.1 93.6 99.1 98.1 52.5 51.7 58.1 56.3
Old : 92.1 93.6 99.1 98.1 52.5 51.7 58.1 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020