WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 20, 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 : 444,681: 149,043 102,506 106,550 156,543 185,290 412,136 394,346: 32,545 50,335
Old : 334,451: 132,530 99,016 60,133 116,411 141,422 309,074 300,571: 25,377 33,880
Other: 110,230: 43,092 30,069 19,838 40,132 43,868 103,062 93,775: 7,168 16,455
: : :
: : Changes in Commitments from: October 13, 2020 :
: 28,174: 13,140 9,401 1,205 11,140 14,955 25,485 25,561: 2,689 2,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 23.1 24.0 35.2 41.7 92.7 88.7: 7.3 11.3
Old : 100.0: 39.6 29.6 18.0 34.8 42.3 92.4 89.9: 7.6 10.1
Other: 100.0: 39.1 27.3 18.0 36.4 39.8 93.5 85.1: 6.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 122 109 105 79 126 261 291:
Old : 379: 117 113 84 69 121 232 275:
Other: 200: 49 42 29 46 83 108 145:
:----------------------------------------------------------------------------------------------------
: 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 13.5 24.2 21.1 11.7 9.4 20.0 15.9
Old : 14.3 10.9 24.7 19.1 13.4 9.9 22.3 17.3
Other: 27.4 30.6 39.7 40.8 18.0 18.9 27.9 27.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, October 20, 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 : 21,897: 14,084 235 1,017 6,320 19,858 21,421 21,110: 476 787
Old : 19,940: 12,857 246 1,006 5,754 18,037 19,617 19,289: 323 651
Other: 1,957: 1,238 0 0 566 1,821 1,804 1,821: 153 136
: : :
: : Changes in Commitments from: October 13, 2020 :
: 962: 980 -75 326 -309 702 997 953: -35 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 1.1 4.6 28.9 90.7 97.8 96.4: 2.2 3.6
Old : 100.0: 64.5 1.2 5.0 28.9 90.5 98.4 96.7: 1.6 3.3
Other: 100.0: 63.3 0.0 0.0 28.9 93.1 92.2 93.1: 7.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 2 10 25 17 28:
Old : 32: 6 2 2 9 24 16 27:
Other: 12: 3 0 0 3 7 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 75.9 39.3 88.1 57.2 73.7 39.3 79.7 55.2
Old : 77.0 41.4 88.5 61.0 74.6 41.4 80.7 59.3
Other: 86.5 75.2 92.2 93.1 76.3 64.4 76.9 77.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 20, 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 : 240,042: 79,493 39,135 45,360 95,152 136,317 220,005 220,812: 20,037 19,230
Old : 199,179: 82,210 40,815 23,304 76,345 121,549 181,859 185,668: 17,320 13,511
Other: 40,863: 12,192 13,229 7,147 18,807 14,768 38,146 35,144: 2,717 5,719
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,148: 1,433 -3,466 499 2,624 8,753 4,556 5,786: 592 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 16.3 18.9 39.6 56.8 91.7 92.0: 8.3 8.0
Old : 100.0: 41.3 20.5 11.7 38.3 61.0 91.3 93.2: 8.7 6.8
Other: 100.0: 29.8 32.4 17.5 46.0 36.1 93.4 86.0: 6.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 75 54 61 70 95 179 182:
Old : 251: 79 51 52 65 94 168 176:
Other: 142: 24 29 16 33 66 71 100:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 21.0 24.0 29.5 13.2 19.0 22.3 26.8
Old : 16.4 24.1 26.9 33.7 15.4 23.7 24.9 31.7
Other: 21.3 27.5 36.9 42.4 21.3 20.2 36.8 31.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 20, 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 : 1,622,230: 470,393 140,485 263,283 753,699 1,023,197 1,487,375 1,426,965: 134,855 195,265
Old : 1,443,465: 447,989 165,004 201,149 677,644 906,008 1,326,782 1,272,161: 116,683 171,304
Other: 178,765: 80,093 33,170 4,445 76,055 117,189 160,593 154,804: 18,172 23,961
: : :
: : Changes in Commitments from: October 13, 2020 :
: 71,474: 55,740 -14,181 -7,907 21,971 93,763 69,804 71,675: 1,670 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.7 16.2 46.5 63.1 91.7 88.0: 8.3 12.0
Old : 100.0: 31.0 11.4 13.9 46.9 62.8 91.9 88.1: 8.1 11.9
Other: 100.0: 44.8 18.6 2.5 42.5 65.6 89.8 86.6: 10.2 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 806: 199 121 155 283 383 568 590:
Old : 799: 193 130 139 271 377 543 578:
Other: 427: 54 57 20 80 257 146 325:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 10.5 19.4 18.2 10.1 8.0 15.8 14.5
Old : 13.0 10.4 20.3 18.4 10.5 8.7 16.8 15.5
Other: 31.5 20.9 45.8 32.4 30.7 20.4 45.0 31.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 20, 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 : 5,489: 2,324 214 18 1,129 4,424 3,471 4,656: 2,018 833
Old : 5,442: 2,324 193 18 1,128 4,424 3,470 4,635: 1,972 807
Other: 47: 0 21 0 1 0 1 21: 46 26
: : :
: : Changes in Commitments from: October 13, 2020 :
: 80: 91 159 -2 -36 -113 53 44: 27 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 3.9 0.3 20.6 80.6 63.2 84.8: 36.8 15.2
Old : 100.0: 42.7 3.5 0.3 20.7 81.3 63.8 85.2: 36.2 14.8
Other: 100.0: 0.0 44.7 0.0 2.1 0.0 2.1 44.7: 97.9 55.3
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 2 1 7 8 22 10:
Old : 27: 14 2 1 7 8 22 10:
Other: 2: 0 1 0 1 0 1 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 : 26.7 68.9 43.1 81.6 24.6 61.1 38.9 73.5
Old : 26.9 69.5 43.5 81.9 24.8 61.7 39.2 73.8
Other: 2.1 44.7 2.1 44.7 2.1 44.7 2.1 44.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 20, 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 : 1,036,264: 317,412 57,540 160,185 491,226 742,232 968,823 959,957: 67,441 76,307
Old : 929,604: 287,160 67,024 128,415 456,209 666,424 871,784 861,863: 57,820 67,741
Other: 106,660: 43,300 3,564 18,722 35,017 75,808 97,039 98,094: 9,621 8,566
: : :
: : Changes in Commitments from: October 13, 2020 :
: -5,538: 503 -4,616 -13,739 4,441 14,300 -8,795 -4,055: 3,257 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.6 15.5 47.4 71.6 93.5 92.6: 6.5 7.4
Old : 100.0: 30.9 7.2 13.8 49.1 71.7 93.8 92.7: 6.2 7.3
Other: 100.0: 40.6 3.3 17.6 32.8 71.1 91.0 92.0: 9.0 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 683: 219 106 173 221 289 521 511:
Old : 676: 213 112 160 211 284 504 494:
Other: 342: 58 53 31 64 191 140 262:
:----------------------------------------------------------------------------------------------------
: 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 18.6 18.9 29.9 9.3 16.7 14.7 25.6
Old : 11.6 18.7 19.4 29.8 10.6 16.9 16.5 25.3
Other: 23.3 28.6 38.1 44.3 20.6 28.6 31.8 42.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 20, 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 : 30,260: 24,823 1,086 1,017 287 6,274 26,127 8,377: 4,133 21,883
Old : 27,888: 23,838 855 957 287 5,089 25,082 6,901: 2,806 20,987
Other: 2,372: 985 231 60 0 1,185 1,045 1,476: 1,327 896
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,174: 687 92 260 267 -1,099 1,214 -747: -40 1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 3.6 3.4 0.9 20.7 86.3 27.7: 13.7 72.3
Old : 100.0: 85.5 3.1 3.4 1.0 18.2 89.9 24.7: 10.1 75.3
Other: 100.0: 41.5 9.7 2.5 0.0 50.0 44.1 62.2: 55.9 37.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 4 2 12 8 20:
Old : 21: 5 4 4 2 12 8 19:
Other: 16: 2 3 1 0 11 2 15:
:----------------------------------------------------------------------------------------------------
: 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 : 84.6 14.0 86.3 20.7 81.3 13.0 82.8 18.7
Old : 88.1 12.0 89.9 18.2 84.7 10.9 86.4 16.2
Other: 44.1 57.9 44.1 61.0 41.5 56.6 41.5 58.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 20, 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 : 465,261: 129,396 18,626 86,102 209,403 335,511 424,901 440,239: 40,360 25,022
Old : 432,383: 128,925 26,661 70,974 196,801 311,978 396,700 409,613: 35,683 22,770
Other: 32,878: 10,854 2,348 4,745 12,602 23,533 28,201 30,626: 4,677 2,252
: : :
: : Changes in Commitments from: October 13, 2020 :
: -4,909: 2,751 2,935 -7,831 1,605 -1,468 -3,475 -6,364: -1,434 1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.0 18.5 45.0 72.1 91.3 94.6: 8.7 5.4
Old : 100.0: 29.8 6.2 16.4 45.5 72.2 91.7 94.7: 8.3 5.3
Other: 100.0: 33.0 7.1 14.4 38.3 71.6 85.8 93.2: 14.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 127 34 73 94 82 252 168:
Old : 291: 125 39 72 94 82 251 167:
Other: 74: 24 9 10 30 20 58 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 35.3 19.2 46.0 10.1 32.6 15.9 40.7
Old : 12.5 35.0 19.7 46.2 10.6 32.1 16.6 40.5
Other: 40.4 52.5 55.6 73.0 38.4 50.1 50.8 66.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 20, 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 : 1,212,538: 101,271 337,907 40,631 911,259 684,804 1,053,161 1,063,342: 159,377 149,196
Old : 1,212,538: 101,271 337,907 40,631 911,259 684,804 1,053,161 1,063,342: 159,377 149,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 6,663: -2,430 13,066 1,656 7,633 -16,948 6,859 -2,226: -196 8,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 27.9 3.4 75.2 56.5 86.9 87.7: 13.1 12.3
Old : 100.0: 8.4 27.9 3.4 75.2 56.5 86.9 87.7: 13.1 12.3
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 : 186: 32 28 23 79 93 119 136:
Old : 186: 32 28 23 79 93 119 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 28.9 39.9 42.3 23.6 27.8 34.1 40.8
Old : 29.2 28.9 39.9 42.3 23.6 27.8 34.1 40.8
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, October 20, 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 : 983,389: 55,417 311,163 4,631 781,615 549,904 841,663 865,698: 141,726 117,691
Old : 983,389: 55,417 311,163 4,631 781,615 549,904 841,663 865,698: 141,726 117,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -7,011: -4,337 -10,841 841 -3,435 40 -6,931 -9,960: -80 2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.6 0.5 79.5 55.9 85.6 88.0: 14.4 12.0
Old : 100.0: 5.6 31.6 0.5 79.5 55.9 85.6 88.0: 14.4 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 : 143: 13 20 13 81 83 100 110:
Old : 143: 13 20 13 81 83 100 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 30.7 37.4 45.4 18.9 29.1 29.3 41.4
Old : 23.8 30.7 37.4 45.4 18.9 29.1 29.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 436,821: 124,770 24,578 48,075 214,392 338,055 387,237 410,708: 49,584 26,113
Old : 408,826: 123,136 24,646 42,201 197,121 317,003 362,458 383,850: 46,368 24,976
Other: 27,995: 4,981 3,279 2,527 17,271 21,052 24,779 26,858: 3,216 1,137
: : :
: : Changes in Commitments from: October 13, 2020 :
: -3,275: 6,824 3,799 -13,517 1,114 6,442 -5,579 -3,276: 2,304 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.6 11.0 49.1 77.4 88.6 94.0: 11.4 6.0
Old : 100.0: 30.1 6.0 10.3 48.2 77.5 88.7 93.9: 11.3 6.1
Other: 100.0: 17.8 11.7 9.0 61.7 75.2 88.5 95.9: 11.5 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 113 40 65 92 90 233 174:
Old : 283: 113 42 64 87 89 228 172:
Other: 79: 20 8 8 40 22 63 35:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 36.5 19.9 46.4 12.6 34.6 18.7 43.4
Old : 13.6 37.4 20.2 46.3 12.6 36.5 19.0 44.6
Other: 36.6 48.3 55.1 71.8 26.8 43.7 41.8 62.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 20, 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 : 10,013: 3,680 790 122 4,752 8,458 8,554 9,370: 1,459 643
Old : 9,980: 3,680 790 122 4,752 8,432 8,554 9,344: 1,426 636
Other: 33: 0 0 0 0 26 0 26: 33 7
: : :
: : Changes in Commitments from: October 13, 2020 :
: 51: -38 -6 15 56 41 33 50: 18 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 7.9 1.2 47.5 84.5 85.4 93.6: 14.6 6.4
Old : 100.0: 36.9 7.9 1.2 47.6 84.5 85.7 93.6: 14.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 78.8 0.0 78.8: 100.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 16 5 2 13 17 31 23:
Old : 47: 16 5 2 13 17 31 23:
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 : 41.8 56.4 56.5 77.5 41.8 56.4 55.0 76.8
Old : 41.9 56.4 56.7 77.5 41.9 56.4 55.2 76.8
Other: 0.0 78.8 0.0 78.8 0.0 78.8 0.0 78.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 20, 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 : 1,963,112: 402,443 644,293 15,141 1,385,212 1,204,423 1,802,796 1,863,857: 160,316 99,255
Old : 1,963,112: 402,443 644,293 15,141 1,385,212 1,204,423 1,802,796 1,863,857: 160,316 99,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -22,470: -18,120 -21,475 -4,294 4,192 -6,445 -18,222 -32,214: -4,248 9,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 32.8 0.8 70.6 61.4 91.8 94.9: 8.2 5.1
Old : 100.0: 20.5 32.8 0.8 70.6 61.4 91.8 94.9: 8.2 5.1
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 : 280: 61 31 16 146 115 210 159:
Old : 280: 61 31 16 146 115 210 159:
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 : 15.7 33.4 25.5 48.6 13.7 29.7 22.7 43.1
Old : 15.7 33.4 25.5 48.6 13.7 29.7 22.7 43.1
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, October 20, 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 : 3,206,874: 562,330 539,334 67,120 2,197,659 2,250,665 2,827,109 2,857,119: 379,765 349,755
Old : 3,206,874: 562,330 539,334 67,120 2,197,659 2,250,665 2,827,109 2,857,119: 379,765 349,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -39,221: -22,850 29,411 -4,623 -10,914 -57,427 -38,387 -32,639: -834 -6,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.8 2.1 68.5 70.2 88.2 89.1: 11.8 10.9
Old : 100.0: 17.5 16.8 2.1 68.5 70.2 88.2 89.1: 11.8 10.9
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 : 382: 70 76 48 169 167 264 266:
Old : 382: 70 76 48 169 167 264 266:
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 : 16.0 25.6 25.2 36.0 11.5 17.0 19.4 27.0
Old : 16.0 25.6 25.2 36.0 11.5 17.0 19.4 27.0
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, October 20, 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 : 914,253: 199,680 43,660 18,630 568,415 673,525 786,725 735,815: 127,528 178,438
Old : 914,253: 199,680 43,660 18,630 568,415 673,525 786,725 735,815: 127,528 178,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 11,918: 26,473 -1,043 -4,500 -11,218 28,481 10,755 22,938: 1,163 -11,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.8 2.0 62.2 73.7 86.1 80.5: 13.9 19.5
Old : 100.0: 21.8 4.8 2.0 62.2 73.7 86.1 80.5: 13.9 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 15 9 9 70 69 89 83:
Old : 115: 15 9 9 70 69 89 83:
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 26.2 38.8 34.9 25.2 25.4 37.8 33.0
Old : 25.5 26.2 38.8 34.9 25.2 25.4 37.8 33.0
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, October 20, 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 : 3,105,650: 393,070 759,308 72,120 2,311,592 1,992,131 2,776,782 2,823,559: 328,868 282,091
Old : 3,105,650: 393,070 759,308 72,120 2,311,592 1,992,131 2,776,782 2,823,559: 328,868 282,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -6,216: 21,696 -11,437 -746 -31,497 3,047 -10,547 -9,136: 4,331 2,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 24.4 2.3 74.4 64.1 89.4 90.9: 10.6 9.1
Old : 100.0: 12.7 24.4 2.3 74.4 64.1 89.4 90.9: 10.6 9.1
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 : 283: 52 33 28 136 143 197 195:
Old : 283: 52 33 28 136 143 197 195:
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 : 28.8 19.7 38.9 35.3 25.1 19.5 31.9 32.9
Old : 28.8 19.7 38.9 35.3 25.1 19.5 31.9 32.9
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, October 20, 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 : 1,344,846: 458,691 240,421 199,824 662,438 877,262 1,320,953 1,317,507: 23,893 27,339
Old : 1,344,846: 458,691 240,421 199,824 662,438 877,262 1,320,953 1,317,507: 23,893 27,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,276: 5,611 9,172 -17,012 17,860 14,187 6,459 6,347: -2,183 -2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.9 14.9 49.3 65.2 98.2 98.0: 1.8 2.0
Old : 100.0: 34.1 17.9 14.9 49.3 65.2 98.2 98.0: 1.8 2.0
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 : 106: 22 16 27 59 61 92 93:
Old : 106: 22 16 27 59 61 92 93:
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 : 38.1 36.2 51.8 52.1 32.6 31.8 40.6 41.5
Old : 38.1 36.2 51.8 52.1 32.6 31.8 40.6 41.5
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, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 47,565: 20,699 17,535 274 18,498 24,508 39,470 42,316: 8,095 5,249
Old : 47,565: 20,699 17,535 274 18,498 24,508 39,470 42,316: 8,095 5,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,576: 3,607 697 6 -1,442 3,023 2,171 3,725: 406 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.9 0.6 38.9 51.5 83.0 89.0: 17.0 11.0
Old : 100.0: 43.5 36.9 0.6 38.9 51.5 83.0 89.0: 17.0 11.0
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 : 92: 32 14 8 29 25 62 46:
Old : 92: 32 14 8 29 25 62 46:
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 : 35.6 47.9 47.9 63.4 35.5 46.6 47.1 61.0
Old : 35.6 47.9 47.9 63.4 35.5 46.6 47.1 61.0
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, October 20, 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 : 95,129: 41,397 35,069 547 36,995 49,015 78,939 84,631: 16,190 10,498
Old : 95,129: 41,397 35,069 547 36,995 49,015 78,939 84,631: 16,190 10,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,152: 7,213 1,394 11 -2,883 6,045 4,341 7,450: 811 -2,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.9 0.6 38.9 51.5 83.0 89.0: 17.0 11.0
Old : 100.0: 43.5 36.9 0.6 38.9 51.5 83.0 89.0: 17.0 11.0
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 : 92: 32 14 8 29 25 62 46:
Old : 92: 32 14 8 29 25 62 46:
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 : 35.6 47.9 47.9 63.4 35.5 46.6 47.1 61.0
Old : 35.6 47.9 47.9 63.4 35.5 46.6 47.1 61.0
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, October 20, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 35,046: 3,881 431 0 29,070 33,756 32,951 34,187: 2,095 859
Old : 35,046: 3,881 431 0 29,070 33,756 32,951 34,187: 2,095 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 128: 757 0 0 -710 39 47 39: 81 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 0.0 82.9 96.3 94.0 97.5: 6.0 2.5
Old : 100.0: 11.1 1.2 0.0 82.9 96.3 94.0 97.5: 6.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 0 17 10 20 11:
Old : 27: 3 1 0 17 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 : 52.5 67.1 75.1 95.3 43.9 60.5 63.6 82.3
Old : 52.5 67.1 75.1 95.3 43.9 60.5 63.6 82.3
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, October 20, 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 : 20,541: 15,943 19,216 24 4,343 1,248 20,310 20,488: 231 53
Old : 20,541: 15,943 19,216 24 4,343 1,248 20,310 20,488: 231 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -29: 68 -50 0 -95 0 -27 -50: -2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 93.5 0.1 21.1 6.1 98.9 99.7: 1.1 0.3
Old : 100.0: 77.6 93.5 0.1 21.1 6.1 98.9 99.7: 1.1 0.3
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 : 34: 19 11 2 3 2 23 14:
Old : 34: 19 11 2 3 2 23 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 : 67.8 73.8 90.0 91.5 67.8 73.8 88.4 91.5
Old : 67.8 73.8 90.0 91.5 67.8 73.8 88.4 91.5
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, October 20, 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 : 135,323: 14,078 10,230 69,714 51,514 55,219 135,306 135,163: 17 160
Old : 135,323: 14,078 10,230 69,714 51,514 55,219 135,306 135,163: 17 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,447: -81 2,903 3,220 308 -2,666 3,447 3,457: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.6 51.5 38.1 40.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.4 7.6 51.5 38.1 40.8 100.0 99.9: 0.0 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 : 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 : 92.8 95.8 99.2 98.6 43.8 44.3 48.5 47.1
Old : 92.8 95.8 99.2 98.6 43.8 44.3 48.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020