WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 27, 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 : 457,904: 151,636 107,694 107,338 163,632 192,956 422,606 407,988: 35,298 49,916
Old : 340,631: 132,614 101,843 60,118 120,105 145,840 312,837 307,801: 27,794 32,830
Other: 117,273: 45,561 32,390 20,681 43,527 47,116 109,769 100,187: 7,504 17,086
: : :
: : Changes in Commitments from: October 20, 2020 :
: 13,223: 2,593 5,188 788 7,089 7,666 10,470 13,642: 2,753 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 23.5 23.4 35.7 42.1 92.3 89.1: 7.7 10.9
Old : 100.0: 38.9 29.9 17.6 35.3 42.8 91.8 90.4: 8.2 9.6
Other: 100.0: 38.9 27.6 17.6 37.1 40.2 93.6 85.4: 6.4 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 402: 129 115 106 82 125 271 294:
Old : 388: 119 120 88 68 118 240 276:
Other: 206: 49 48 29 49 82 112 149:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 13.2 23.8 21.4 11.8 8.9 19.9 15.6
Old : 14.3 11.6 23.9 20.5 13.2 10.1 22.3 16.9
Other: 25.6 29.2 38.6 39.0 16.9 18.2 28.2 25.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, October 27, 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 : 23,068: 13,518 553 1,138 7,893 20,618 22,549 22,309: 519 759
Old : 20,720: 12,111 414 1,138 7,125 18,447 20,374 19,999: 346 721
Other: 2,348: 1,407 139 0 768 2,171 2,175 2,310: 173 38
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,171: -566 318 121 1,573 760 1,128 1,199: 43 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 2.4 4.9 34.2 89.4 97.8 96.7: 2.2 3.3
Old : 100.0: 58.5 2.0 5.5 34.4 89.0 98.3 96.5: 1.7 3.5
Other: 100.0: 59.9 5.9 0.0 32.7 92.5 92.6 98.4: 7.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 3 11 24 19 27:
Old : 31: 6 2 3 10 23 18 26:
Other: 12: 2 1 0 3 7 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 39.8 86.7 60.3 71.9 39.8 76.8 55.6
Old : 74.9 42.5 87.6 62.7 73.1 42.5 78.1 60.2
Other: 87.2 71.2 92.6 98.4 75.6 57.9 75.6 81.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 27, 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 : 244,147: 81,717 38,745 46,047 97,515 139,317 225,279 224,109: 18,868 20,038
Old : 200,558: 83,607 41,095 23,811 77,153 121,365 184,571 186,271: 15,987 14,287
Other: 43,589: 12,978 12,518 7,368 20,362 17,952 40,708 37,838: 2,881 5,751
: : :
: : Changes in Commitments from: October 20, 2020 :
: 4,105: 2,224 -390 687 2,363 3,000 5,274 3,297: -1,169 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 15.9 18.9 39.9 57.1 92.3 91.8: 7.7 8.2
Old : 100.0: 41.7 20.5 11.9 38.5 60.5 92.0 92.9: 8.0 7.1
Other: 100.0: 29.8 28.7 16.9 46.7 41.2 93.4 86.8: 6.6 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 85 50 62 71 90 187 178:
Old : 256: 87 49 52 65 89 175 171:
Other: 145: 28 30 18 35 64 79 100:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 21.5 24.0 29.8 13.0 19.3 21.9 26.9
Old : 16.9 24.9 27.0 34.3 15.3 24.4 24.9 31.9
Other: 21.4 27.2 37.2 43.0 21.4 20.7 36.4 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 27, 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 : 1,682,271: 517,427 106,414 277,445 748,154 1,104,017 1,543,026 1,487,876: 139,245 194,395
Old : 1,498,158: 500,831 134,136 209,765 667,663 984,233 1,378,259 1,328,134: 119,899 170,024
Other: 184,113: 77,052 32,734 7,224 80,491 119,784 164,767 159,742: 19,346 24,371
: : :
: : Changes in Commitments from: October 20, 2020 :
: 60,041: 47,034 -34,071 14,162 -5,545 80,820 55,651 60,911: 4,390 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 6.3 16.5 44.5 65.6 91.7 88.4: 8.3 11.6
Old : 100.0: 33.4 9.0 14.0 44.6 65.7 92.0 88.7: 8.0 11.3
Other: 100.0: 41.9 17.8 3.9 43.7 65.1 89.5 86.8: 10.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 828: 217 112 159 284 398 578 610:
Old : 820: 213 119 146 269 390 555 594:
Other: 445: 54 58 19 82 274 147 343:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 10.2 17.0 17.9 9.8 8.2 15.6 15.0
Old : 10.8 10.1 18.2 17.9 10.4 9.2 17.0 15.9
Other: 30.6 21.0 44.6 32.8 28.9 20.4 42.2 32.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 27, 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 : 5,801: 2,506 192 21 1,298 4,702 3,825 4,915: 1,976 886
Old : 5,746: 2,506 171 21 1,287 4,697 3,814 4,889: 1,932 857
Other: 55: 0 21 0 11 5 11 26: 44 29
: : :
: : Changes in Commitments from: October 20, 2020 :
: 312: 182 -22 3 169 278 354 259: -42 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 3.3 0.4 22.4 81.1 65.9 84.7: 34.1 15.3
Old : 100.0: 43.6 3.0 0.4 22.4 81.7 66.4 85.1: 33.6 14.9
Other: 100.0: 0.0 38.2 0.0 20.0 9.1 20.0 47.3: 80.0 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 15 1 1 10 12 26 13:
Old : 30: 15 1 1 10 11 26 12:
Other: 3: 0 1 0 2 1 2 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 : 26.8 62.8 43.2 78.0 26.8 56.9 40.7 70.3
Old : 27.1 63.4 43.6 78.4 27.1 57.4 41.2 70.6
Other: 20.0 47.3 20.0 47.3 18.2 45.5 18.2 45.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 27, 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 : 969,014: 323,798 42,934 150,346 433,405 702,388 907,549 895,668: 61,465 73,346
Old : 857,481: 289,180 52,613 118,279 398,482 622,508 805,941 793,400: 51,540 64,081
Other: 111,533: 47,792 3,495 18,893 34,923 79,880 101,608 102,268: 9,925 9,265
: : :
: : Changes in Commitments from: October 20, 2020 :
: -67,250: 6,386 -14,606 -9,839 -57,821 -39,844 -61,274 -64,289: -5,976 -2,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 4.4 15.5 44.7 72.5 93.7 92.4: 6.3 7.6
Old : 100.0: 33.7 6.1 13.8 46.5 72.6 94.0 92.5: 6.0 7.5
Other: 100.0: 42.9 3.1 16.9 31.3 71.6 91.1 91.7: 8.9 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 671: 219 106 157 217 277 503 499:
Old : 664: 213 114 142 210 274 487 483:
Other: 339: 59 53 34 63 189 141 263:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 18.7 19.0 30.3 9.5 18.1 15.0 28.0
Old : 11.4 19.1 19.4 30.4 11.0 18.5 17.1 28.0
Other: 24.2 29.6 39.0 45.7 21.4 29.4 33.1 43.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 27, 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 : 471,061: 137,999 18,233 86,326 203,931 342,449 428,256 447,008: 42,805 24,053
Old : 435,772: 138,252 27,676 68,850 190,606 317,719 397,708 414,245: 38,064 21,527
Other: 35,289: 12,304 3,114 4,919 13,325 24,730 30,548 32,763: 4,741 2,526
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,800: 8,603 -393 224 -5,472 6,938 3,355 6,769: 2,445 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.9 18.3 43.3 72.7 90.9 94.9: 9.1 5.1
Old : 100.0: 31.7 6.4 15.8 43.7 72.9 91.3 95.1: 8.7 4.9
Other: 100.0: 34.9 8.8 13.9 37.8 70.1 86.6 92.8: 13.4 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 133 38 79 94 83 255 179:
Old : 301: 131 42 78 93 83 253 178:
Other: 80: 23 13 11 33 20 63 37:
:----------------------------------------------------------------------------------------------------
: 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 35.3 19.0 46.9 10.0 33.9 15.9 42.6
Old : 12.3 35.1 19.2 47.1 10.6 33.6 16.7 42.6
Other: 42.4 49.6 55.9 69.3 39.3 48.3 51.2 64.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 27, 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 : 1,225,546: 114,708 374,661 21,302 925,720 682,776 1,061,730 1,078,739: 163,816 146,807
Old : 1,225,546: 114,708 374,661 21,302 925,720 682,776 1,061,730 1,078,739: 163,816 146,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 13,008: 13,437 36,754 -19,329 14,461 -2,028 8,569 15,397: 4,439 -2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 30.6 1.7 75.5 55.7 86.6 88.0: 13.4 12.0
Old : 100.0: 9.4 30.6 1.7 75.5 55.7 86.6 88.0: 13.4 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 : 181: 26 30 26 89 86 128 129:
Old : 181: 26 30 26 89 86 128 129:
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 : 30.3 30.0 41.3 43.4 25.1 29.1 35.8 42.0
Old : 30.3 30.0 41.3 43.4 25.1 29.1 35.8 42.0
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 27, 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 : 1,001,329: 67,119 314,796 4,490 790,273 566,649 861,882 885,935: 139,447 115,394
Old : 1,001,329: 67,119 314,796 4,490 790,273 566,649 861,882 885,935: 139,447 115,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 17,940: 11,702 3,633 -141 8,658 16,745 20,219 20,237: -2,279 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 31.4 0.4 78.9 56.6 86.1 88.5: 13.9 11.5
Old : 100.0: 6.7 31.4 0.4 78.9 56.6 86.1 88.5: 13.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 14 18 13 82 82 101 108:
Old : 141: 14 18 13 82 82 101 108:
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 : 23.1 30.4 36.4 45.8 18.7 28.9 28.3 41.4
Old : 23.1 30.4 36.4 45.8 18.7 28.9 28.3 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 27, 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 : 445,305: 129,350 21,357 51,849 215,730 347,587 396,929 420,793: 48,376 24,512
Old : 416,790: 128,902 22,879 44,962 198,006 325,492 371,870 393,333: 44,920 23,457
Other: 28,515: 4,568 2,598 2,767 17,724 22,095 25,059 27,460: 3,456 1,055
: : :
: : Changes in Commitments from: October 20, 2020 :
: 8,484: 4,580 -3,221 3,774 1,338 9,532 9,692 10,085: -1,208 -1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.8 11.6 48.4 78.1 89.1 94.5: 10.9 5.5
Old : 100.0: 30.9 5.5 10.8 47.5 78.1 89.2 94.4: 10.8 5.6
Other: 100.0: 16.0 9.1 9.7 62.2 77.5 87.9 96.3: 12.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 118 36 63 98 92 239 174:
Old : 288: 117 38 62 95 90 236 171:
Other: 82: 20 11 9 39 22 65 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 36.8 19.5 47.4 11.8 34.3 17.8 44.2
Old : 13.1 37.2 19.8 47.2 12.2 36.3 18.2 45.4
Other: 35.6 48.4 53.4 73.9 27.5 44.7 40.2 61.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 27, 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 : 9,647: 3,585 772 3 4,671 8,289 8,259 9,064: 1,388 583
Old : 9,613: 3,585 772 3 4,671 8,262 8,259 9,037: 1,354 576
Other: 34: 0 0 0 0 27 0 27: 34 7
: : :
: : Changes in Commitments from: October 20, 2020 :
: -366: -95 -18 -119 -81 -169 -295 -306: -71 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 8.0 0.0 48.4 85.9 85.6 94.0: 14.4 6.0
Old : 100.0: 37.3 8.0 0.0 48.6 85.9 85.9 94.0: 14.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 79.4 0.0 79.4: 100.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 5 1 12 17 29 22:
Old : 45: 16 5 1 12 17 29 22:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 56.2 60.3 78.6 44.7 55.6 56.8 76.7
Old : 45.5 56.1 60.6 78.6 44.8 55.5 57.0 76.7
Other: 0.0 79.4 0.0 79.4 0.0 79.4 0.0 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 27, 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 : 1,994,239: 420,131 660,396 19,044 1,391,609 1,217,134 1,830,784 1,896,574: 163,455 97,665
Old : 1,994,239: 420,131 660,396 19,044 1,391,609 1,217,134 1,830,784 1,896,574: 163,455 97,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 31,127: 17,688 16,103 3,903 6,397 12,711 27,988 32,717: 3,139 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.1 1.0 69.8 61.0 91.8 95.1: 8.2 4.9
Old : 100.0: 21.1 33.1 1.0 69.8 61.0 91.8 95.1: 8.2 4.9
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 : 281: 67 29 18 143 116 215 158:
Old : 281: 67 29 18 143 116 215 158:
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 : 15.2 33.5 25.0 49.2 13.6 30.3 22.1 43.8
Old : 15.2 33.5 25.0 49.2 13.6 30.3 22.1 43.8
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 27, 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 : 3,153,365: 544,854 528,642 64,547 2,179,517 2,165,583 2,788,918 2,758,772: 364,447 394,593
Old : 3,153,365: 544,854 528,642 64,547 2,179,517 2,165,583 2,788,918 2,758,772: 364,447 394,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -53,509: -17,476 -10,692 -2,573 -18,142 -85,082 -38,191 -98,347: -15,318 44,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.8 2.0 69.1 68.7 88.4 87.5: 11.6 12.5
Old : 100.0: 17.3 16.8 2.0 69.1 68.7 88.4 87.5: 11.6 12.5
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 : 378: 69 74 42 173 159 262 255:
Old : 378: 69 74 42 173 159 262 255:
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 25.7 25.5 35.0 11.6 16.8 19.4 25.9
Old : 16.2 25.7 25.5 35.0 11.6 16.8 19.4 25.9
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 27, 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 : 947,513: 215,184 41,695 16,214 586,605 702,360 818,003 760,269: 129,510 187,244
Old : 947,513: 215,184 41,695 16,214 586,605 702,360 818,003 760,269: 129,510 187,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 33,260: 15,504 -1,965 -2,416 18,190 28,835 31,278 24,454: 1,982 8,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.4 1.7 61.9 74.1 86.3 80.2: 13.7 19.8
Old : 100.0: 22.7 4.4 1.7 61.9 74.1 86.3 80.2: 13.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 16 8 9 71 71 90 85:
Old : 118: 16 8 9 71 71 90 85:
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 : 25.2 26.6 38.7 34.9 25.0 26.0 37.9 33.9
Old : 25.2 26.6 38.7 34.9 25.0 26.0 37.9 33.9
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 27, 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 : 3,094,189: 408,488 766,163 74,566 2,289,944 1,971,138 2,772,998 2,811,867: 321,191 282,322
Old : 3,094,189: 408,488 766,163 74,566 2,289,944 1,971,138 2,772,998 2,811,867: 321,191 282,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -11,461: 15,418 6,855 2,446 -21,648 -20,993 -3,784 -11,692: -7,677 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 24.8 2.4 74.0 63.7 89.6 90.9: 10.4 9.1
Old : 100.0: 13.2 24.8 2.4 74.0 63.7 89.6 90.9: 10.4 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 : 285: 50 37 28 139 145 200 199:
Old : 285: 50 37 28 139 145 200 199:
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 : 27.5 19.6 37.6 34.2 23.5 19.0 30.1 31.9
Old : 27.5 19.6 37.6 34.2 23.5 19.0 30.1 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 27, 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 : 1,337,402: 467,056 242,536 185,750 659,279 879,990 1,312,085 1,308,276: 25,317 29,126
Old : 1,337,402: 467,056 242,536 185,750 659,279 879,990 1,312,085 1,308,276: 25,317 29,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -7,444: 8,365 2,115 -14,074 -3,159 2,728 -8,868 -9,231: 1,424 1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.1 13.9 49.3 65.8 98.1 97.8: 1.9 2.2
Old : 100.0: 34.9 18.1 13.9 49.3 65.8 98.1 97.8: 1.9 2.2
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 : 105: 23 15 27 59 61 92 93:
Old : 105: 23 15 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 37.4 51.1 54.1 33.0 33.5 40.7 43.9
Old : 38.1 37.4 51.1 54.1 33.0 33.5 40.7 43.9
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 27, 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 : 48,635: 18,786 17,498 549 20,085 25,032 39,419 43,078: 9,216 5,557
Old : 48,635: 18,786 17,498 549 20,085 25,032 39,419 43,078: 9,216 5,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,071: -1,913 -37 275 1,587 525 -51 763: 1,121 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 36.0 1.1 41.3 51.5 81.1 88.6: 18.9 11.4
Old : 100.0: 38.6 36.0 1.1 41.3 51.5 81.1 88.6: 18.9 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 : 91: 28 16 9 30 27 61 49:
Old : 91: 28 16 9 30 27 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 47.3 46.8 63.7 35.3 46.2 45.5 60.8
Old : 35.4 47.3 46.8 63.7 35.3 46.2 45.5 60.8
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, October 27, 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 : 97,270: 37,572 34,995 1,097 40,169 50,064 78,838 86,156: 18,432 11,114
Old : 97,270: 37,572 34,995 1,097 40,169 50,064 78,838 86,156: 18,432 11,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,141: -3,825 -74 550 3,174 1,049 -101 1,525: 2,242 616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 36.0 1.1 41.3 51.5 81.1 88.6: 18.9 11.4
Old : 100.0: 38.6 36.0 1.1 41.3 51.5 81.1 88.6: 18.9 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 : 91: 28 16 9 30 27 61 49:
Old : 91: 28 16 9 30 27 61 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 47.3 46.8 63.7 35.3 46.2 45.5 60.8
Old : 35.4 47.3 46.8 63.7 35.3 46.2 45.5 60.8
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, October 27, 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 : 34,740: 3,860 431 0 28,526 33,880 32,386 34,311: 2,354 429
Old : 34,740: 3,860 431 0 28,526 33,880 32,386 34,311: 2,354 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -306: -21 0 0 -544 124 -565 124: 259 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 0.0 82.1 97.5 93.2 98.8: 6.8 1.2
Old : 100.0: 11.1 1.2 0.0 82.1 97.5 93.2 98.8: 6.8 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 : 28: 3 1 0 17 11 20 12:
Old : 28: 3 1 0 17 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 67.7 74.3 95.9 43.1 60.9 62.6 82.7
Old : 52.6 67.7 74.3 95.9 43.1 60.9 62.6 82.7
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 27, 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 : 20,550: 15,973 19,225 23 4,340 1,248 20,336 20,496: 214 54
Old : 20,550: 15,973 19,225 23 4,340 1,248 20,336 20,496: 214 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 9: 30 9 -1 -3 0 26 8: -17 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 93.6 0.1 21.1 6.1 99.0 99.7: 1.0 0.3
Old : 100.0: 77.7 93.6 0.1 21.1 6.1 99.0 99.7: 1.0 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: 20 10 1 3 2 23 13:
Old : 34: 20 10 1 3 2 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 74.0 90.0 91.8 67.8 74.0 88.4 91.8
Old : 67.8 74.0 90.0 91.8 67.8 74.0 88.4 91.8
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 27, 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 : 138,802: 14,279 8,357 73,899 50,614 56,385 138,792 138,641: 10 161
Old : 138,802: 14,279 8,357 73,899 50,614 56,385 138,792 138,641: 10 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,479: 201 -1,873 4,185 -900 1,166 3,486 3,478: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.0 53.2 36.5 40.6 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 6.0 53.2 36.5 40.6 100.0 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 : 24: 8 4 1 3 10 12 14:
Old : 24: 8 4 1 3 10 12 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 : 92.9 96.1 98.9 98.8 42.1 42.9 46.4 45.5
Old : 92.9 96.1 98.9 98.8 42.1 42.9 46.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020