WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 494,478: 104,003 59,792 188,521 169,122 197,755 461,646 446,069: 32,833 48,410
Old : 184,827: 65,611 50,110 39,117 67,318 80,749 172,047 169,977: 12,781 14,851
Other: 309,651: 80,673 51,964 107,122 101,804 117,006 289,599 276,092: 20,052 33,559
: : :
: : Changes in Commitments from: March 24, 2020 :
: -816: 17,887 18 -30,175 8,223 26,345 -4,065 -3,812: 3,248 2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.1 38.1 34.2 40.0 93.4 90.2: 6.6 9.8
Old : 100.0: 35.5 27.1 21.2 36.4 43.7 93.1 92.0: 6.9 8.0
Other: 100.0: 26.1 16.8 34.6 32.9 37.8 93.5 89.2: 6.5 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 110 94 123 88 113 274 270:
Old : 281: 89 82 62 60 87 187 193:
Other: 297: 95 74 85 75 104 221 220:
:----------------------------------------------------------------------------------------------------
: 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 11.9 19.4 19.3 7.6 6.6 12.7 10.4
Old : 13.6 19.0 24.7 30.5 12.6 18.7 22.7 28.2
Other: 14.3 14.0 23.2 22.1 11.7 6.5 17.6 11.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 26,675: 10,451 0 1,761 13,748 24,678 25,961 26,440: 714 235
Old : 6,812: 1,745 850 0 5,017 5,937 6,762 6,787: 50 25
Other: 19,863: 9,956 400 511 8,731 18,741 19,199 19,653: 664 210
: : :
: : Changes in Commitments from: March 24, 2020 :
: 1,485: 1,121 -300 759 -480 1,006 1,400 1,465: 85 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 0.0 6.6 51.5 92.5 97.3 99.1: 2.7 0.9
Old : 100.0: 25.6 12.5 0.0 73.6 87.2 99.3 99.6: 0.7 0.4
Other: 100.0: 50.1 2.0 2.6 44.0 94.4 96.7 98.9: 3.3 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 0 4 15 23 22 27:
Old : 20: 2 1 0 8 14 10 15:
Other: 28: 6 1 2 12 20 18 23:
:----------------------------------------------------------------------------------------------------
: 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 : 55.6 53.9 74.9 70.9 50.5 37.1 56.5 50.8
Old : 77.2 54.2 97.1 88.0 71.7 54.2 87.4 84.7
Other: 62.1 63.9 81.9 78.5 60.7 60.2 72.7 70.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 252,675: 52,155 48,417 69,409 107,745 112,428 229,309 230,255: 23,366 22,420
Old : 108,067: 41,448 37,332 13,985 42,993 48,726 98,426 100,042: 9,641 8,025
Other: 144,608: 38,025 38,403 28,107 64,752 63,703 130,883 130,212: 13,724 14,395
: : :
: : Changes in Commitments from: March 24, 2020 :
: -302: 6,895 -3,128 203 -7,846 2,104 -748 -822: 446 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.2 27.5 42.6 44.5 90.8 91.1: 9.2 8.9
Old : 100.0: 38.4 34.5 12.9 39.8 45.1 91.1 92.6: 8.9 7.4
Other: 100.0: 26.3 26.6 19.4 44.8 44.1 90.5 90.0: 9.5 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 60 59 71 82 78 191 168:
Old : 199: 60 43 28 63 58 137 115:
Other: 200: 54 47 50 68 69 150 142:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 18.4 21.5 26.3 11.7 16.5 18.9 23.2
Old : 13.8 22.5 25.1 33.4 13.6 22.5 24.9 32.8
Other: 14.6 20.6 24.8 31.3 14.2 17.4 23.1 26.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,717,093: 198,516 270,216 475,426 813,170 748,278 1,487,112 1,493,920: 229,982 223,173
Old : 1,236,159: 194,499 297,823 288,940 588,101 520,676 1,071,540 1,107,439: 164,618 128,720
Other: 480,935: 111,485 79,862 79,017 225,069 227,602 415,571 386,481: 65,363 94,453
: : :
: : Changes in Commitments from: March 24, 2020 :
: -30,586: -13,655 -21,770 -26,435 16,733 4,601 -23,357 -43,603: -7,229 13,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.7 27.7 47.4 43.6 86.6 87.0: 13.4 13.0
Old : 100.0: 15.7 24.1 23.4 47.6 42.1 86.7 89.6: 13.3 10.4
Other: 100.0: 23.2 16.6 16.4 46.8 47.3 86.4 80.4: 13.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 737: 129 144 176 381 353 615 583:
Old : 708: 118 149 137 358 322 556 531:
Other: 525: 83 73 79 210 292 335 407:
:----------------------------------------------------------------------------------------------------
: 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 : 7.8 8.1 14.3 14.6 6.2 4.7 10.6 8.2
Old : 9.8 9.4 17.5 16.5 9.3 6.5 15.6 11.2
Other: 13.8 17.6 23.0 25.3 13.1 15.8 20.4 21.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 958,222: 112,595 65,685 287,735 486,578 538,783 886,908 892,203: 71,314 66,018
Old : 561,955: 99,290 65,905 130,766 288,049 325,689 518,105 522,360: 43,850 39,595
Other: 396,267: 52,024 38,499 118,250 198,529 213,094 368,803 369,843: 27,463 26,423
: : :
: : Changes in Commitments from: March 24, 2020 :
: -2,465: 6,899 -15,651 -18,280 8,920 29,512 -2,461 -4,420: -4 1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.9 30.0 50.8 56.2 92.6 93.1: 7.4 6.9
Old : 100.0: 17.7 11.7 23.3 51.3 58.0 92.2 93.0: 7.8 7.0
Other: 100.0: 13.1 9.7 29.8 50.1 53.8 93.1 93.3: 6.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 178 105 196 205 193 472 419:
Old : 493: 149 113 142 175 178 386 374:
Other: 389: 113 63 109 151 154 314 285:
:----------------------------------------------------------------------------------------------------
: 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 15.8 18.7 26.3 5.9 12.6 10.3 19.7
Old : 10.3 18.1 18.9 28.7 9.2 14.1 16.7 20.7
Other: 16.3 17.7 26.5 29.8 10.2 15.7 17.2 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 500,693: 56,502 54,124 123,879 287,081 294,499 467,462 472,501: 33,231 28,192
Old : 357,854: 59,802 60,884 84,407 192,784 191,123 336,993 336,414: 20,861 21,440
Other: 142,839: 17,015 13,554 19,158 94,297 103,376 130,469 136,087: 12,369 6,751
: : :
: : Changes in Commitments from: March 24, 2020 :
: -10,531: -4,417 2,448 -9,414 3,571 -3,665 -10,260 -10,630: -271 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.8 24.7 57.3 58.8 93.4 94.4: 6.6 5.6
Old : 100.0: 16.7 17.0 23.6 53.9 53.4 94.2 94.0: 5.8 6.0
Other: 100.0: 11.9 9.5 13.4 66.0 72.4 91.3 95.3: 8.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 63 78 101 111 95 244 230:
Old : 298: 77 76 83 102 89 225 214:
Other: 167: 34 38 35 71 51 127 106:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 24.3 19.2 33.4 7.6 19.3 13.7 25.1
Old : 12.4 22.0 21.0 29.6 9.6 15.0 16.1 21.4
Other: 18.0 40.3 30.0 52.5 17.7 39.1 29.8 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,251,042: 64,023 150,023 170,348 857,610 794,519 1,091,982 1,114,890: 159,060 136,152
Old : 1,251,042: 64,023 150,023 170,348 857,610 794,519 1,091,982 1,114,890: 159,060 136,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -301,399: -3,985 35,444 -140,808 -158,811 -193,092 -303,604 -298,457: 2,204 -2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 12.0 13.6 68.6 63.5 87.3 89.1: 12.7 10.9
Old : 100.0: 5.1 12.0 13.6 68.6 63.5 87.3 89.1: 12.7 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 : 175: 22 30 40 96 96 140 144:
Old : 175: 22 30 40 96 96 140 144:
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 : 21.1 23.8 31.4 36.7 18.0 18.3 26.0 26.6
Old : 21.1 23.8 31.4 36.7 18.0 18.3 26.0 26.6
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,051,446: 85,352 358,163 1,923 832,783 596,491 920,058 956,578: 131,388 94,868
Old : 1,051,446: 85,352 358,163 1,923 832,783 596,491 920,058 956,578: 131,388 94,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -20,926: 7,243 23,439 -209 -24,509 -39,115 -17,475 -15,885: -3,451 -5,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.1 0.2 79.2 56.7 87.5 91.0: 12.5 9.0
Old : 100.0: 8.1 34.1 0.2 79.2 56.7 87.5 91.0: 12.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 12 19 8 78 77 94 100:
Old : 137: 12 19 8 78 77 94 100:
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 31.5 38.9 47.4 20.1 30.6 31.5 44.9
Old : 25.5 31.5 38.9 47.4 20.1 30.6 31.5 44.9
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 439,265: 77,443 22,317 71,467 242,037 321,869 390,946 415,653: 48,319 23,612
Old : 300,957: 69,980 29,917 38,899 155,548 213,991 264,427 282,807: 36,529 18,150
Other: 138,309: 19,524 4,462 20,507 86,489 107,878 126,519 132,846: 11,790 5,463
: : :
: : Changes in Commitments from: March 24, 2020 :
: -15,433: 1,607 -3,008 -16,853 -3,557 6,050 -18,804 -13,811: 3,371 -1,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 5.1 16.3 55.1 73.3 89.0 94.6: 11.0 5.4
Old : 100.0: 23.3 9.9 12.9 51.7 71.1 87.9 94.0: 12.1 6.0
Other: 100.0: 14.1 3.2 14.8 62.5 78.0 91.5 96.1: 8.5 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 80 39 71 107 96 225 176:
Old : 248: 80 42 57 100 92 207 166:
Other: 164: 37 27 31 76 55 136 92:
:----------------------------------------------------------------------------------------------------
: 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 33.4 18.4 43.6 10.9 32.1 17.1 39.8
Old : 13.8 31.0 21.5 41.7 13.4 29.7 20.7 39.5
Other: 15.1 41.6 27.0 57.7 15.1 38.1 26.6 52.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 12,885: 3,004 908 1,364 6,497 9,234 10,864 11,506: 2,021 1,379
Old : 9,812: 2,889 1,579 569 4,587 6,683 8,045 8,831: 1,767 981
Other: 3,073: 786 1 123 1,909 2,551 2,819 2,675: 255 399
: : :
: : Changes in Commitments from: March 24, 2020 :
: 571: -35 -6 -208 346 564 102 350: 469 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.0 10.6 50.4 71.7 84.3 89.3: 15.7 10.7
Old : 100.0: 29.4 16.1 5.8 46.8 68.1 82.0 90.0: 18.0 10.0
Other: 100.0: 25.6 0.0 4.0 62.1 83.0 91.7 87.0: 8.3 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 21 6 9 16 16 40 28:
Old : 47: 17 10 7 13 12 35 24:
Other: 24: 7 1 5 9 11 17 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 39.9 51.9 62.7 32.2 38.8 42.1 58.1
Old : 37.2 37.9 50.3 63.8 37.1 36.9 49.0 58.6
Other: 71.5 65.3 83.7 79.4 67.4 64.1 78.1 74.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,909,485: 689,010 853,203 68,928 1,979,869 1,898,617 2,737,808 2,820,749: 171,678 88,737
Old : 2,909,485: 689,010 853,203 68,928 1,979,869 1,898,617 2,737,808 2,820,749: 171,678 88,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -265,652: -24,424 34,590 -46,952 -176,532 -243,244 -247,908 -255,606: -17,744 -10,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 29.3 2.4 68.0 65.3 94.1 97.0: 5.9 3.0
Old : 100.0: 23.7 29.3 2.4 68.0 65.3 94.1 97.0: 5.9 3.0
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 : 348: 77 42 40 171 154 262 222:
Old : 348: 77 42 40 171 154 262 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 31.0 34.7 44.8 21.8 28.2 33.1 40.3
Old : 22.3 31.0 34.7 44.8 21.8 28.2 33.1 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 4,275,074: 488,647 501,028 662,021 2,729,643 2,761,650 3,880,311 3,924,698: 394,763 350,376
Old : 4,275,074: 488,647 501,028 662,021 2,729,643 2,761,650 3,880,311 3,924,698: 394,763 350,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -921,109: 17,151 12,830 -475,595 -453,037 -456,512 -911,481 -919,276: -9,628 -1,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.7 15.5 63.9 64.6 90.8 91.8: 9.2 8.2
Old : 100.0: 11.4 11.7 15.5 63.9 64.6 90.8 91.8: 9.2 8.2
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 : 359: 70 54 79 199 187 304 285:
Old : 359: 70 54 79 199 187 304 285:
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 : 17.6 17.3 24.9 25.3 11.4 11.7 17.5 17.9
Old : 17.6 17.3 24.9 25.3 11.4 11.7 17.5 17.9
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 755,550: 46,919 108,506 5,074 607,019 472,711 659,012 586,291: 96,538 169,259
Old : 755,550: 46,919 108,506 5,074 607,019 472,711 659,012 586,291: 96,538 169,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -58,245: 4,589 612 -479 -59,775 -59,693 -55,665 -59,559: -2,580 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 14.4 0.7 80.3 62.6 87.2 77.6: 12.8 22.4
Old : 100.0: 6.2 14.4 0.7 80.3 62.6 87.2 77.6: 12.8 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 9 15 10 56 63 70 83:
Old : 104: 9 15 10 56 63 70 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 : 31.3 18.5 48.8 29.0 30.3 15.1 43.4 24.3
Old : 31.3 18.5 48.8 29.0 30.3 15.1 43.4 24.3
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 4,557,129: 450,644 740,436 541,570 3,272,838 3,003,454 4,265,051 4,285,459: 292,078 271,669
Old : 4,557,129: 450,644 740,436 541,570 3,272,838 3,003,454 4,265,051 4,285,459: 292,078 271,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -464,113: -61,774 129,183 -189,114 -211,690 -286,674 -462,577 -346,605: -1,536 -117,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 16.2 11.9 71.8 65.9 93.6 94.0: 6.4 6.0
Old : 100.0: 9.9 16.2 11.9 71.8 65.9 93.6 94.0: 6.4 6.0
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 : 309: 52 43 57 158 168 235 243:
Old : 309: 52 43 57 158 168 235 243:
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 : 30.2 21.6 43.0 31.5 25.8 20.0 35.9 28.5
Old : 30.2 21.6 43.0 31.5 25.8 20.0 35.9 28.5
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 1,697,558: 364,112 81,454 307,305 991,121 1,266,503 1,662,539 1,655,262: 35,019 42,296
Old : 1,697,558: 364,112 81,454 307,305 991,121 1,266,503 1,662,539 1,655,262: 35,019 42,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 5,988: 8,308 -14,949 -1,622 4,538 28,381 11,225 11,810: -5,237 -5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 18.1 58.4 74.6 97.9 97.5: 2.1 2.5
Old : 100.0: 21.4 4.8 18.1 58.4 74.6 97.9 97.5: 2.1 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 : 122: 28 20 34 64 69 106 110:
Old : 122: 28 20 34 64 69 106 110:
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 : 30.1 33.5 45.0 48.9 18.9 22.1 28.3 28.4
Old : 30.1 33.5 45.0 48.9 18.9 22.1 28.3 28.4
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 28,533: 3,615 8,539 218 19,323 13,517 23,157 22,274: 5,377 6,259
Old : 28,533: 3,615 8,539 218 19,323 13,517 23,157 22,274: 5,377 6,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,132: -653 5,481 -380 5,173 -3,325 4,140 1,776: -1,007 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 29.9 0.8 67.7 47.4 81.2 78.1: 18.8 21.9
Old : 100.0: 12.7 29.9 0.8 67.7 47.4 81.2 78.1: 18.8 21.9
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 : 77: 14 16 4 37 21 52 40:
Old : 77: 14 16 4 37 21 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 37.3 45.6 50.7 32.7 37.3 42.8 50.4
Old : 35.3 37.3 45.6 50.7 32.7 37.3 42.8 50.4
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 57,067: 7,230 17,078 437 38,647 27,034 46,313 44,549: 10,754 12,518
Old : 57,067: 7,230 17,078 437 38,647 27,034 46,313 44,549: 10,754 12,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6,265: -1,306 10,962 -760 10,346 -6,651 8,280 3,551: -2,015 2,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 29.9 0.8 67.7 47.4 81.2 78.1: 18.8 21.9
Old : 100.0: 12.7 29.9 0.8 67.7 47.4 81.2 78.1: 18.8 21.9
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 : 77: 14 16 4 37 21 52 40:
Old : 77: 14 16 4 37 21 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 37.3 45.6 50.7 32.7 37.3 42.8 50.4
Old : 35.3 37.3 45.6 50.7 32.7 37.3 42.8 50.4
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 46,287: 3,842 2,800 0 39,057 42,882 42,899 45,682: 3,388 605
Old : 46,287: 3,842 2,800 0 39,057 42,882 42,899 45,682: 3,388 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 6,574: 171 -2,297 0 5,071 8,927 5,242 6,630: 1,332 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.0 0.0 84.4 92.6 92.7 98.7: 7.3 1.3
Old : 100.0: 8.3 6.0 0.0 84.4 92.6 92.7 98.7: 7.3 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 : 29: 2 4 0 12 14 14 18:
Old : 29: 2 4 0 12 14 14 18:
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 : 68.6 76.8 86.9 90.8 68.2 76.8 86.4 90.8
Old : 68.6 76.8 86.9 90.8 68.2 76.8 86.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 16,134: 10,173 14,730 180 5,586 1,205 15,939 16,115: 195 19
Old : 16,134: 10,173 14,730 180 5,586 1,205 15,939 16,115: 195 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: -522: 123 -70 55 -723 -511 -545 -526: 23 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 91.3 1.1 34.6 7.5 98.8 99.9: 1.2 0.1
Old : 100.0: 63.1 91.3 1.1 34.6 7.5 98.8 99.9: 1.2 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 : 32: 13 14 2 4 3 19 17:
Old : 32: 13 14 2 4 3 19 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 : 70.3 59.9 93.2 82.2 68.8 59.9 86.8 80.6
Old : 70.3 59.9 93.2 82.2 68.8 59.9 86.8 80.6
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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 63,997: 7,076 14,583 36,391 20,498 12,427 63,965 63,401: 32 596
Old : 63,997: 7,076 14,583 36,391 20,498 12,427 63,965 63,401: 32 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2020 :
: 3,782: 102 1,966 1,800 1,881 137 3,783 3,903: -1 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.8 56.9 32.0 19.4 99.9 99.1: 0.0 0.9
Old : 100.0: 11.1 22.8 56.9 32.0 19.4 99.9 99.1: 0.0 0.9
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 : 23: 4 5 1 5 10 10 15:
Old : 23: 4 5 1 5 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 : 88.8 89.2 99.9 95.6 37.7 32.3 43.0 38.7
Old : 88.8 89.2 99.9 95.6 37.7 32.3 43.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020