WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 24, 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 : 416,826: 128,060 96,668 100,263 154,642 171,949 382,965 368,880: 33,861 47,946
Old : 268,084: 97,515 76,752 47,739 98,073 115,502 243,327 239,993: 24,757 28,091
Other: 148,742: 52,286 41,657 30,783 56,569 56,447 139,638 128,887: 9,104 19,855
: : :
: : Changes in Commitments from: November 17, 2020 :
: -15,888: 1,053 -11,918 -7,995 -7,544 3,050 -14,486 -16,863: -1,402 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 23.2 24.1 37.1 41.3 91.9 88.5: 8.1 11.5
Old : 100.0: 36.4 28.6 17.8 36.6 43.1 90.8 89.5: 9.2 10.5
Other: 100.0: 35.2 28.0 20.7 38.0 37.9 93.9 86.7: 6.1 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 118 103 106 81 123 267 274:
Old : 356: 110 103 80 71 119 229 256:
Other: 222: 59 52 39 50 84 135 154:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 13.0 26.8 21.6 14.1 8.6 21.9 14.1
Old : 16.5 11.6 28.2 21.2 15.5 9.5 25.8 16.8
Other: 24.2 28.1 35.6 36.7 17.3 16.1 26.0 23.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, November 24, 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 : 22,772: 11,208 390 0 10,765 21,526 21,973 21,916: 799 856
Old : 19,435: 9,187 390 0 9,897 18,405 19,084 18,795: 351 640
Other: 3,337: 2,021 0 0 868 3,121 2,889 3,121: 448 216
: : :
: : Changes in Commitments from: November 17, 2020 :
: -490: -345 -30 0 50 -520 -295 -550: -195 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.7 0.0 47.3 94.5 96.5 96.2: 3.5 3.8
Old : 100.0: 47.3 2.0 0.0 50.9 94.7 98.2 96.7: 1.8 3.3
Other: 100.0: 60.6 0.0 0.0 26.0 93.5 86.6 93.5: 13.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 0 11 22 17 23:
Old : 29: 6 1 0 10 21 16 22:
Other: 12: 2 0 0 3 8 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 : 71.6 39.3 87.9 62.8 67.6 37.2 76.2 57.0
Old : 72.9 40.0 90.0 67.3 68.2 39.1 78.6 60.7
Other: 82.2 57.3 86.6 93.5 74.6 52.7 74.6 81.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 24, 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 : 219,910: 75,560 26,479 39,476 84,912 135,283 199,948 201,238: 19,962 18,672
Old : 168,676: 73,798 27,769 17,452 61,626 111,210 152,876 156,431: 15,800 12,245
Other: 51,234: 16,620 13,568 7,166 23,286 24,073 47,072 44,807: 4,162 6,427
: : :
: : Changes in Commitments from: November 17, 2020 :
: -11,667: -6,503 -3,310 -1,776 -3,703 -5,667 -11,982 -10,753: 315 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 12.0 18.0 38.6 61.5 90.9 91.5: 9.1 8.5
Old : 100.0: 43.8 16.5 10.3 36.5 65.9 90.6 92.7: 9.4 7.3
Other: 100.0: 32.4 26.5 14.0 45.5 47.0 91.9 87.5: 8.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 79 44 57 68 94 177 173:
Old : 247: 81 43 45 59 89 161 160:
Other: 155: 30 33 22 37 69 85 109:
:----------------------------------------------------------------------------------------------------
: 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 21.5 26.0 31.4 15.7 20.4 25.4 29.6
Old : 17.4 24.7 29.0 35.2 17.1 24.7 28.7 34.5
Other: 20.3 25.0 34.4 42.1 20.0 21.3 32.6 34.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 24, 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 : 1,714,374: 573,646 122,307 230,339 764,755 1,179,742 1,568,740 1,532,388: 145,634 181,986
Old : 1,485,530: 529,842 140,469 171,939 664,623 1,020,910 1,366,404 1,333,318: 119,126 152,212
Other: 228,844: 90,035 28,069 12,169 100,132 158,832 202,336 199,070: 26,508 29,774
: : :
: : Changes in Commitments from: November 17, 2020 :
: -69,062: 37,760 -2,079 -23,112 -84,704 -39,920 -70,056 -65,111: 994 -3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.1 13.4 44.6 68.8 91.5 89.4: 8.5 10.6
Old : 100.0: 35.7 9.5 11.6 44.7 68.7 92.0 89.8: 8.0 10.2
Other: 100.0: 39.3 12.3 5.3 43.8 69.4 88.4 87.0: 11.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 869: 209 130 165 337 413 638 640:
Old : 858: 212 132 143 321 402 610 614:
Other: 527: 62 88 29 91 316 171 419:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 13.1 19.2 20.0 11.3 10.6 17.6 17.1
Old : 12.6 12.6 21.2 19.7 12.4 10.4 19.8 16.8
Other: 25.9 26.5 37.2 36.9 25.9 25.8 37.1 35.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 24, 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 : 5,613: 2,099 11 172 1,669 4,615 3,940 4,798: 1,673 815
Old : 5,536: 2,114 0 157 1,625 4,610 3,896 4,767: 1,640 769
Other: 77: 0 26 0 44 5 44 31: 33 46
: : :
: : Changes in Commitments from: November 17, 2020 :
: -473: -55 -182 142 -323 -358 -236 -398: -237 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 0.2 3.1 29.7 82.2 70.2 85.5: 29.8 14.5
Old : 100.0: 38.2 0.0 2.8 29.4 83.3 70.4 86.1: 29.6 13.9
Other: 100.0: 0.0 33.8 0.0 57.1 6.5 57.1 40.3: 42.9 59.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 1 1 8 10 20 11:
Old : 25: 12 0 1 8 9 20 10:
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 : 30.7 66.5 48.1 82.9 25.2 54.4 39.0 66.1
Old : 31.1 67.4 48.1 83.6 25.6 55.1 38.9 67.0
Other: 57.1 40.3 57.1 40.3 54.5 37.7 54.5 37.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 24, 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 : 946,353: 323,110 41,380 136,297 418,016 697,767 877,423 875,444: 68,930 70,909
Old : 807,447: 284,672 55,741 86,932 378,278 607,339 749,882 750,012: 57,565 57,435
Other: 138,906: 61,187 8,388 26,616 39,738 90,428 127,541 125,432: 11,365 13,474
: : :
: : Changes in Commitments from: November 17, 2020 :
: 17,053: 2,710 -2,677 18,864 -5,228 24 16,346 16,211: 707 842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 4.4 14.4 44.2 73.7 92.7 92.5: 7.3 7.5
Old : 100.0: 35.3 6.9 10.8 46.8 75.2 92.9 92.9: 7.1 7.1
Other: 100.0: 44.0 6.0 19.2 28.6 65.1 91.8 90.3: 8.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 679: 226 99 155 209 280 503 490:
Old : 671: 225 109 131 199 275 479 468:
Other: 393: 76 61 38 74 214 166 301:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 19.4 17.7 30.5 8.9 18.8 14.7 28.4
Old : 11.1 21.3 18.9 32.0 10.6 20.8 17.4 29.8
Other: 23.0 24.2 37.9 36.7 20.2 22.4 30.5 32.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 24, 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 : 475,189: 146,048 15,690 83,592 198,976 348,325 428,616 447,607: 46,573 27,582
Old : 421,181: 142,378 26,537 62,978 175,459 307,072 380,815 396,587: 40,366 24,594
Other: 54,008: 17,390 2,873 6,894 23,517 41,253 47,801 51,020: 6,207 2,988
: : :
: : Changes in Commitments from: November 17, 2020 :
: -22,662: 1,073 -5,751 -8,882 -12,830 -7,652 -20,639 -22,285: -2,023 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 3.3 17.6 41.9 73.3 90.2 94.2: 9.8 5.8
Old : 100.0: 33.8 6.3 15.0 41.7 72.9 90.4 94.2: 9.6 5.8
Other: 100.0: 32.2 5.3 12.8 43.5 76.4 88.5 94.5: 11.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 129 38 78 96 84 255 181:
Old : 302: 130 40 75 95 84 252 179:
Other: 95: 30 13 14 40 20 80 39:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 36.6 18.7 48.4 10.2 34.3 16.2 44.3
Old : 12.1 35.9 19.2 47.6 10.9 33.6 17.3 43.3
Other: 36.9 47.4 51.0 68.6 34.6 46.4 46.6 65.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 24, 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 : 1,361,691: 124,418 326,335 163,888 911,546 700,401 1,199,852 1,190,624: 161,839 171,067
Old : 1,361,691: 124,418 326,335 163,888 911,546 700,401 1,199,852 1,190,624: 161,839 171,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 111,385: 6,405 -26,087 96,802 -9,903 12,171 93,304 82,886: 18,081 28,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 24.0 12.0 66.9 51.4 88.1 87.4: 11.9 12.6
Old : 100.0: 9.1 24.0 12.0 66.9 51.4 88.1 87.4: 11.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 33 32 32 86 86 136 133:
Old : 179: 33 32 32 86 86 136 133:
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 : 31.4 28.1 41.4 41.7 22.9 25.1 31.4 34.7
Old : 31.4 28.1 41.4 41.7 22.9 25.1 31.4 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, November 24, 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 : 1,120,410: 85,970 322,013 51,155 820,537 614,192 957,662 987,360: 162,748 133,050
Old : 1,120,410: 85,970 322,013 51,155 820,537 614,192 957,662 987,360: 162,748 133,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 97,201: 9,364 8,193 41,402 25,551 39,829 76,317 89,424: 20,884 7,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 28.7 4.6 73.2 54.8 85.5 88.1: 14.5 11.9
Old : 100.0: 7.7 28.7 4.6 73.2 54.8 85.5 88.1: 14.5 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: 14 17 14 78 77 100 101:
Old : 132: 14 17 14 78 77 100 101:
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 : 19.6 31.7 31.4 46.0 15.9 26.3 24.7 36.1
Old : 19.6 31.7 31.4 46.0 15.9 26.3 24.7 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 24, 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 : 426,130: 121,886 19,846 48,403 203,988 329,801 374,277 398,050: 51,853 28,080
Old : 383,962: 120,946 26,156 35,321 179,939 296,022 336,206 357,499: 47,756 26,463
Other: 42,168: 10,597 3,347 3,425 24,049 33,779 38,071 40,551: 4,097 1,617
: : :
: : Changes in Commitments from: November 17, 2020 :
: -28,822: 3,357 2,871 -11,821 -19,394 -20,569 -27,858 -29,519: -964 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 4.7 11.4 47.9 77.4 87.8 93.4: 12.2 6.6
Old : 100.0: 31.5 6.8 9.2 46.9 77.1 87.6 93.1: 12.4 6.9
Other: 100.0: 25.1 7.9 8.1 57.0 80.1 90.3 96.2: 9.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 98 42 72 105 87 240 175:
Old : 275: 99 43 71 101 86 236 173:
Other: 103: 29 10 11 50 27 82 45:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 37.2 14.7 47.8 7.6 32.9 13.5 41.8
Old : 8.7 36.5 15.5 47.2 8.0 33.3 14.2 42.3
Other: 34.0 47.1 50.6 71.4 26.7 45.0 41.4 64.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 24, 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 : 8,887: 3,217 793 2 4,376 7,503 7,595 8,298: 1,292 589
Old : 8,852: 3,217 793 2 4,376 7,475 7,595 8,270: 1,257 582
Other: 35: 0 0 0 0 28 0 28: 35 7
: : :
: : Changes in Commitments from: November 17, 2020 :
: 83: -216 44 0 259 77 43 121: 40 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.9 0.0 49.2 84.4 85.5 93.4: 14.5 6.6
Old : 100.0: 36.3 9.0 0.0 49.4 84.4 85.8 93.4: 14.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 80.0 0.0 80.0: 100.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 5 1 10 14 24 19:
Old : 41: 13 5 1 10 14 24 19:
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 : 50.5 60.2 66.6 78.9 50.5 60.1 66.6 78.8
Old : 50.7 60.1 66.9 78.9 50.7 60.0 66.9 78.8
Other: 0.0 80.0 0.0 80.0 0.0 80.0 0.0 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 24, 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 : 1,993,176: 402,616 706,204 65,060 1,354,511 1,094,417 1,822,187 1,865,681: 170,989 127,495
Old : 1,993,176: 402,616 706,204 65,060 1,354,511 1,094,417 1,822,187 1,865,681: 170,989 127,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -25,003: 32,210 -37,562 29,459 -97,000 -40,953 -35,331 -49,056: 10,328 24,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 35.4 3.3 68.0 54.9 91.4 93.6: 8.6 6.4
Old : 100.0: 20.2 35.4 3.3 68.0 54.9 91.4 93.6: 8.6 6.4
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 : 271: 58 36 31 145 116 216 171:
Old : 271: 58 36 31 145 116 216 171:
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 : 15.5 34.7 23.5 48.5 13.5 31.3 20.8 41.9
Old : 15.5 34.7 23.5 48.5 13.5 31.3 20.8 41.9
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, November 24, 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 : 3,471,861: 603,897 488,922 151,990 2,303,489 2,380,818 3,059,376 3,021,730: 412,485 450,131
Old : 3,471,861: 603,897 488,922 151,990 2,303,489 2,380,818 3,059,376 3,021,730: 412,485 450,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 222,412: 16,427 53,771 42,634 122,375 96,135 181,436 192,540: 40,976 29,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.1 4.4 66.3 68.6 88.1 87.0: 11.9 13.0
Old : 100.0: 17.4 14.1 4.4 66.3 68.6 88.1 87.0: 11.9 13.0
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 : 356: 66 68 51 164 166 259 257:
Old : 356: 66 68 51 164 166 259 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 24.1 24.1 34.4 10.8 14.8 18.5 23.3
Old : 15.3 24.1 24.1 34.4 10.8 14.8 18.5 23.3
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, November 24, 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 : 1,021,091: 227,083 36,403 17,896 626,486 753,673 871,465 807,972: 149,626 213,119
Old : 1,021,091: 227,083 36,403 17,896 626,486 753,673 871,465 807,972: 149,626 213,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 47,499: -9,784 -27,131 9,780 16,314 40,825 16,310 23,474: 31,189 24,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.6 1.8 61.4 73.8 85.3 79.1: 14.7 20.9
Old : 100.0: 22.2 3.6 1.8 61.4 73.8 85.3 79.1: 14.7 20.9
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 : 118: 15 10 12 66 73 87 89:
Old : 118: 15 10 12 66 73 87 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 25.2 36.3 33.8 23.7 23.9 35.3 31.4
Old : 23.9 25.2 36.3 33.8 23.7 23.9 35.3 31.4
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, November 24, 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 : 3,331,595: 442,396 707,246 209,751 2,318,895 2,096,285 2,971,042 3,013,282: 360,553 318,313
Old : 3,331,595: 442,396 707,246 209,751 2,318,895 2,096,285 2,971,042 3,013,282: 360,553 318,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 141,134: 30,003 -87,396 106,237 -60,368 101,011 75,872 119,852: 65,262 21,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.2 6.3 69.6 62.9 89.2 90.4: 10.8 9.6
Old : 100.0: 13.3 21.2 6.3 69.6 62.9 89.2 90.4: 10.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 54 40 42 137 148 212 212:
Old : 292: 54 40 42 137 148 212 212:
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 : 27.0 19.3 36.8 32.0 23.4 18.8 30.7 29.3
Old : 27.0 19.3 36.8 32.0 23.4 18.8 30.7 29.3
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, November 24, 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 : 1,071,316: 316,802 213,473 145,743 586,736 683,493 1,049,281 1,042,709: 22,035 28,607
Old : 1,071,316: 316,802 213,473 145,743 586,736 683,493 1,049,281 1,042,709: 22,035 28,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -29,622: 8,363 845 -24,868 -13,844 -6,744 -30,349 -30,767: 727 1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 19.9 13.6 54.8 63.8 97.9 97.3: 2.1 2.7
Old : 100.0: 29.6 19.9 13.6 54.8 63.8 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 26 12 27 55 58 89 89:
Old : 103: 26 12 27 55 58 89 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.0 47.0 53.8 26.9 37.3 35.9 45.7
Old : 33.1 41.0 47.0 53.8 26.9 37.3 35.9 45.7
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, November 24, 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 : 49,293: 13,047 17,886 1,386 26,142 23,901 40,574 43,172: 8,719 6,121
Old : 49,293: 13,047 17,886 1,386 26,142 23,901 40,574 43,172: 8,719 6,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 1,310: -1,875 578 1,148 1,772 -130 1,045 1,596: 265 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.3 2.8 53.0 48.5 82.3 87.6: 17.7 12.4
Old : 100.0: 26.5 36.3 2.8 53.0 48.5 82.3 87.6: 17.7 12.4
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 : 108: 37 18 6 34 28 73 50:
Old : 108: 37 18 6 34 28 73 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 42.2 40.9 56.4 25.1 42.2 35.2 55.2
Old : 27.7 42.2 40.9 56.4 25.1 42.2 35.2 55.2
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, November 24, 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 : 98,586: 26,093 35,771 2,771 52,284 47,802 81,148 86,344: 17,438 12,242
Old : 98,586: 26,093 35,771 2,771 52,284 47,802 81,148 86,344: 17,438 12,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 2,619: -3,750 1,156 2,296 3,543 -260 2,089 3,192: 530 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 36.3 2.8 53.0 48.5 82.3 87.6: 17.7 12.4
Old : 100.0: 26.5 36.3 2.8 53.0 48.5 82.3 87.6: 17.7 12.4
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 : 108: 37 18 6 34 28 73 50:
Old : 108: 37 18 6 34 28 73 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 42.2 40.9 56.4 25.1 42.2 35.2 55.2
Old : 27.7 42.2 40.9 56.4 25.1 42.2 35.2 55.2
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, November 24, 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 : 28,272: 3,394 431 0 22,110 27,481 25,504 27,912: 2,768 360
Old : 28,272: 3,394 431 0 22,110 27,481 25,504 27,912: 2,768 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: -4,321: 156 0 0 -4,639 -4,248 -4,483 -4,248: 162 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 1.5 0.0 78.2 97.2 90.2 98.7: 9.8 1.3
Old : 100.0: 12.0 1.5 0.0 78.2 97.2 90.2 98.7: 9.8 1.3
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 : 30: 4 1 0 18 11 22 12:
Old : 30: 4 1 0 18 11 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 65.8 70.5 95.3 47.5 59.0 65.2 88.1
Old : 49.4 65.8 70.5 95.3 47.5 59.0 65.2 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, November 24, 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 : 23,330: 17,560 22,203 89 5,474 1,006 23,123 23,298: 207 32
Old : 23,330: 17,560 22,203 89 5,474 1,006 23,123 23,298: 207 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 422: 91 412 10 282 0 383 422: 39 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 95.2 0.4 23.5 4.3 99.1 99.9: 0.9 0.1
Old : 100.0: 75.3 95.2 0.4 23.5 4.3 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 : 37: 20 13 1 3 2 24 15:
Old : 37: 20 13 1 3 2 24 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 : 63.2 74.9 88.2 91.3 63.2 74.9 87.9 90.9
Old : 63.2 74.9 88.2 91.3 63.2 74.9 87.9 90.9
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, November 24, 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 : 154,902: 18,011 17,015 80,782 56,088 56,941 154,881 154,738: 21 164
Old : 154,902: 18,011 17,015 80,782 56,088 56,941 154,881 154,738: 21 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 3,253: 74 280 1,651 1,529 1,323 3,254 3,254: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 52.2 36.2 36.8 100.0 99.9: 0.0 0.1
Old : 100.0: 11.6 11.0 52.2 36.2 36.8 100.0 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 : 27: 8 6 1 3 11 12 17:
Old : 27: 8 6 1 3 11 12 17:
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 : 91.7 96.1 98.4 98.6 41.7 44.0 46.9 46.5
Old : 91.7 96.1 98.4 98.6 41.7 44.0 46.9 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders - Futures Only, November 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 3,025: 990 345 90 1,840 2,395 2,920 2,830: 105 195
Old : 3,025: 990 345 90 1,840 2,395 2,920 2,830: 105 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2020 :
: 135: -75 0 0 210 135 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 3.0 60.8 79.2 96.5 93.6: 3.5 6.4
Old : 100.0: 32.7 11.4 3.0 60.8 79.2 96.5 93.6: 3.5 6.4
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 : 21: 4 6 4 6 9 13 16:
Old : 21: 4 6 4 6 9 13 16:
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 : 77.2 52.9 92.1 77.7 76.7 48.9 83.1 67.8
Old : 77.2 52.9 92.1 77.7 76.7 48.9 83.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2020