WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 504,792: 101,213 71,427 197,482 173,165 187,779 471,860 456,688: 32,932 48,105
Old : 102,943: 29,230 25,677 32,702 32,860 35,249 94,792 93,628: 8,151 9,315
Other: 401,849: 96,744 70,510 140,020 140,305 152,530 377,068 363,060: 24,781 38,789
: : :
: : Changes in Commitments from: April 7, 2020 :
: 11,188: 727 2,907 9,603 1,237 -1,149 11,567 11,361: -379 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.1 39.1 34.3 37.2 93.5 90.5: 6.5 9.5
Old : 100.0: 28.4 24.9 31.8 31.9 34.2 92.1 91.0: 7.9 9.0
Other: 100.0: 24.1 17.5 34.8 34.9 38.0 93.8 90.3: 6.2 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 111 107 129 91 110 291 278:
Old : 229: 73 66 52 57 74 160 162:
Other: 339: 107 97 109 84 105 262 252:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 11.2 19.4 18.2 8.1 5.8 13.5 9.6
Old : 18.4 17.6 29.6 28.8 13.9 13.1 21.6 21.1
Other: 11.6 12.3 20.8 20.3 10.2 7.2 17.2 11.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 25,632: 12,047 0 1,752 11,029 23,445 24,828 25,197: 804 435
Old : 3,547: 850 650 0 2,597 2,722 3,447 3,372: 100 175
Other: 22,085: 12,697 850 252 8,432 20,723 21,381 21,825: 704 260
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,640: 973 0 -57 669 1,647 1,585 1,590: 55 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.0 6.8 43.0 91.5 96.9 98.3: 3.1 1.7
Old : 100.0: 24.0 18.3 0.0 73.2 76.7 97.2 95.1: 2.8 4.9
Other: 100.0: 57.5 3.8 1.1 38.2 93.8 96.8 98.8: 3.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 0 4 13 21 21 25:
Old : 14: 1 1 0 7 6 8 7:
Other: 28: 7 1 2 11 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 : 57.4 58.9 74.5 74.7 52.1 43.7 58.7 57.8
Old : 84.2 70.5 97.2 95.1 70.8 68.4 83.8 81.7
Other: 62.6 62.1 81.1 78.0 59.8 55.7 70.3 69.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 261,464: 50,911 45,783 81,897 104,620 111,621 237,427 239,301: 24,036 22,163
Old : 59,661: 25,686 13,439 10,348 17,017 30,500 53,051 54,287: 6,610 5,374
Other: 201,803: 43,205 50,325 53,568 87,603 81,121 184,376 185,014: 17,427 16,789
: : :
: : Changes in Commitments from: April 7, 2020 :
: 7,825: -1,125 -2,722 9,798 -1,822 -70 6,852 7,006: 974 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.5 31.3 40.0 42.7 90.8 91.5: 9.2 8.5
Old : 100.0: 43.1 22.5 17.3 28.5 51.1 88.9 91.0: 11.1 9.0
Other: 100.0: 21.4 24.9 26.5 43.4 40.2 91.4 91.7: 8.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 69 55 82 84 83 202 186:
Old : 177: 55 31 20 50 64 115 105:
Other: 235: 64 62 71 77 75 182 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 18.6 20.9 26.8 10.5 16.8 17.4 22.9
Old : 19.9 19.4 30.7 33.0 18.0 18.4 27.3 29.8
Other: 12.8 21.4 22.0 30.3 12.4 19.4 20.1 26.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,829,281: 199,325 305,803 520,367 873,064 779,139 1,592,755 1,605,309: 236,525 223,972
Old : 1,271,034: 207,997 321,388 298,725 599,449 525,990 1,106,172 1,146,103: 164,862 124,932
Other: 558,246: 113,962 107,049 99,008 273,614 253,149 486,584 459,206: 71,663 99,040
: : :
: : Changes in Commitments from: April 7, 2020 :
: 30,467: -170 25,329 20,088 6,820 -12,421 26,739 32,997: 3,728 -2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.7 28.4 47.7 42.6 87.1 87.8: 12.9 12.2
Old : 100.0: 16.4 25.3 23.5 47.2 41.4 87.0 90.2: 13.0 9.8
Other: 100.0: 20.4 19.2 17.7 49.0 45.3 87.2 82.3: 12.8 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 765: 132 159 189 384 366 634 615:
Old : 725: 129 153 149 355 325 568 549:
Other: 555: 88 88 81 216 300 349 429:
:----------------------------------------------------------------------------------------------------
: 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 : 8.2 8.3 15.0 14.9 5.5 5.1 9.7 8.5
Old : 9.3 8.4 16.6 15.5 8.4 6.5 14.6 11.5
Other: 14.4 16.2 22.5 24.3 12.3 14.3 18.2 20.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 3,766: 949 371 193 1,672 2,262 2,815 2,826: 952 941
Old : 1,313: 698 332 0 224 513 922 845: 391 468
Other: 2,453: 252 40 192 1,448 1,749 1,892 1,981: 561 473
: : :
: : Changes in Commitments from: April 7, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 9.8 5.1 44.4 60.1 74.7 75.0: 25.3 25.0
Old : 100.0: 53.2 25.3 0.0 17.1 39.1 70.2 64.4: 29.8 35.6
Other: 100.0: 10.3 1.6 7.8 59.0 71.3 77.1 80.7: 22.9 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 2 10 11 15 15:
Old : 14: 3 2 1 5 6 8 9:
Other: 18: 3 2 2 10 10 14 13:
:----------------------------------------------------------------------------------------------------
: 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 : 45.5 38.0 60.5 58.3 31.9 31.8 41.5 40.5
Old : 69.0 48.4 70.2 64.3 69.0 48.4 69.4 63.5
Other: 42.5 49.7 60.6 71.5 34.0 37.2 40.3 44.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,029,023: 114,289 75,503 322,361 516,820 562,177 953,471 960,042: 75,553 68,981
Old : 586,594: 105,321 73,547 149,292 285,347 322,588 539,960 545,427: 46,634 41,167
Other: 442,429: 59,865 52,853 122,172 231,473 239,589 413,510 414,614: 28,919 27,815
: : :
: : Changes in Commitments from: April 7, 2020 :
: 25,992: 5,862 7,446 11,955 7,799 6,133 25,617 25,534: 375 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.3 31.3 50.2 54.6 92.7 93.3: 7.3 6.7
Old : 100.0: 18.0 12.5 25.5 48.6 55.0 92.1 93.0: 7.9 7.0
Other: 100.0: 13.5 11.9 27.6 52.3 54.2 93.5 93.7: 6.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 187 111 200 214 203 493 444:
Old : 516: 156 115 142 182 188 403 388:
Other: 411: 103 81 114 162 162 332 304:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 15.9 19.9 26.6 6.0 11.7 10.1 18.4
Old : 14.0 17.8 22.4 28.3 9.7 11.9 15.3 18.0
Other: 16.0 17.7 25.7 29.6 10.3 14.8 16.7 23.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 526,687: 58,470 52,146 151,981 280,501 291,960 490,952 496,087: 35,735 30,601
Old : 364,749: 65,337 56,292 101,972 175,032 183,917 342,341 342,181: 22,408 22,568
Other: 161,938: 20,236 22,957 22,905 105,469 108,043 148,611 153,905: 13,327 8,032
: : :
: : Changes in Commitments from: April 7, 2020 :
: 14,740: -1,887 3,129 20,268 -5,181 -11,211 13,201 12,186: 1,540 2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 9.9 28.9 53.3 55.4 93.2 94.2: 6.8 5.8
Old : 100.0: 17.9 15.4 28.0 48.0 50.4 93.9 93.8: 6.1 6.2
Other: 100.0: 12.5 14.2 14.1 65.1 66.7 91.8 95.0: 8.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 79 72 111 110 101 261 245:
Old : 315: 88 71 97 102 98 242 233:
Other: 179: 37 41 39 71 53 137 110:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 23.8 18.5 32.9 6.8 19.0 12.6 23.8
Old : 12.5 20.3 21.6 28.4 7.4 14.0 13.2 18.7
Other: 17.7 40.7 29.2 54.3 17.6 39.4 28.8 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,261,716: 75,725 174,306 172,855 853,508 780,434 1,102,089 1,127,596: 159,627 134,120
Old : 1,261,716: 75,725 174,306 172,855 853,508 780,434 1,102,089 1,127,596: 159,627 134,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -3,647: 8,144 11,005 -3,109 -14,452 -5,759 -9,417 2,137: 5,770 -5,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 13.8 13.7 67.6 61.9 87.3 89.4: 12.7 10.6
Old : 100.0: 6.0 13.8 13.7 67.6 61.9 87.3 89.4: 12.7 10.6
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 : 188: 32 29 44 100 99 153 151:
Old : 188: 32 29 44 100 99 153 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 26.5 30.0 38.6 17.1 19.9 24.2 27.8
Old : 20.5 26.5 30.0 38.6 17.1 19.9 24.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 1,044,624: 103,080 363,102 3,674 805,036 588,786 911,790 955,562: 132,834 89,062
Old : 1,044,624: 103,080 363,102 3,674 805,036 588,786 911,790 955,562: 132,834 89,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -7,765: 8,324 2,482 1,083 -20,231 -10,155 -10,824 -6,590: 3,059 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 34.8 0.4 77.1 56.4 87.3 91.5: 12.7 8.5
Old : 100.0: 9.9 34.8 0.4 77.1 56.4 87.3 91.5: 12.7 8.5
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 : 133: 12 18 10 74 75 91 98:
Old : 133: 12 18 10 74 75 91 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 33.0 39.9 48.4 22.2 32.0 33.6 47.4
Old : 26.5 33.0 39.9 48.4 22.2 32.0 33.6 47.4
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 with Delta-adjusted Options and Futures Combined, April 14, 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 : 452,826: 55,464 47,545 84,280 260,904 291,371 400,648 423,196: 52,178 29,630
Old : 291,959: 49,267 55,816 45,837 157,330 167,022 252,435 268,675: 39,524 23,283
Other: 160,867: 25,198 10,731 19,442 103,574 124,348 148,213 154,521: 12,654 6,346
: : :
: : Changes in Commitments from: April 7, 2020 :
: 13,043: -7,406 19,340 3,041 17,298 -12,073 12,933 10,307: 110 2,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.5 18.6 57.6 64.3 88.5 93.5: 11.5 6.5
Old : 100.0: 16.9 19.1 15.7 53.9 57.2 86.5 92.0: 13.5 8.0
Other: 100.0: 15.7 6.7 12.1 64.4 77.3 92.1 96.1: 7.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 67 51 81 109 91 223 186:
Old : 241: 65 52 68 103 89 201 177:
Other: 177: 43 36 35 78 54 146 101:
:----------------------------------------------------------------------------------------------------
: 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 30.0 20.2 39.5 10.9 27.2 16.6 33.0
Old : 15.2 24.0 22.7 32.3 13.7 20.9 19.8 27.6
Other: 16.9 42.6 28.7 57.5 15.6 39.1 26.8 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 13,489: 3,418 939 1,548 6,187 9,506 11,153 11,993: 2,336 1,496
Old : 9,570: 3,290 1,612 717 3,583 6,140 7,589 8,469: 1,981 1,101
Other: 3,919: 807 6 152 2,604 3,366 3,564 3,524: 355 395
: : :
: : Changes in Commitments from: April 7, 2020 :
: -27: 72 -1 115 -245 -113 -57 1: 31 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.0 11.5 45.9 70.5 82.7 88.9: 17.3 11.1
Old : 100.0: 34.4 16.8 7.5 37.4 64.2 79.3 88.5: 20.7 11.5
Other: 100.0: 20.6 0.1 3.9 66.4 85.9 90.9 89.9: 9.1 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 22 6 10 18 17 43 30:
Old : 48: 18 10 8 15 13 38 26:
Other: 26: 7 2 6 10 11 19 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 39.3 47.5 60.6 28.3 37.4 38.3 54.5
Old : 30.8 37.1 45.8 60.9 30.8 35.0 44.9 55.6
Other: 65.7 68.9 81.9 81.9 62.5 68.0 77.4 78.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 2,734,476: 596,749 787,377 106,063 1,870,533 1,744,722 2,573,344 2,638,162: 161,132 96,315
Old : 2,734,476: 596,749 787,377 106,063 1,870,533 1,744,722 2,573,344 2,638,162: 161,132 96,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 16,922: -50,816 -8,636 43,665 22,666 -21,704 15,515 13,326: 1,407 3,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 28.8 3.9 68.4 63.8 94.1 96.5: 5.9 3.5
Old : 100.0: 21.8 28.8 3.9 68.4 63.8 94.1 96.5: 5.9 3.5
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 : 339: 64 48 39 174 151 257 219:
Old : 339: 64 48 39 174 151 257 219:
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 : 25.0 32.5 35.1 44.7 23.8 28.8 32.7 40.4
Old : 25.0 32.5 35.1 44.7 23.8 28.8 32.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 4,197,332: 528,786 535,285 631,020 2,624,393 2,661,471 3,784,199 3,827,776: 413,133 369,556
Old : 4,197,332: 528,786 535,285 631,020 2,624,393 2,661,471 3,784,199 3,827,776: 413,133 369,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -14,457: 34,157 30,797 7,014 -73,364 -51,414 -32,193 -13,603: 17,735 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.8 15.0 62.5 63.4 90.2 91.2: 9.8 8.8
Old : 100.0: 12.6 12.8 15.0 62.5 63.4 90.2 91.2: 9.8 8.8
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 : 372: 65 68 86 205 193 316 301:
Old : 372: 65 68 86 205 193 316 301:
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 : 17.2 17.7 24.4 25.1 11.3 11.8 17.2 17.5
Old : 17.2 17.7 24.4 25.1 11.3 11.8 17.2 17.5
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, April 14, 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 : 774,030: 65,866 99,816 7,807 600,387 481,277 674,060 588,901: 99,970 185,129
Old : 774,030: 65,866 99,816 7,807 600,387 481,277 674,060 588,901: 99,970 185,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 14,950: 5,245 -3,100 2,574 7,884 10,707 15,703 10,180: -753 4,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.9 1.0 77.6 62.2 87.1 76.1: 12.9 23.9
Old : 100.0: 8.5 12.9 1.0 77.6 62.2 87.1 76.1: 12.9 23.9
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 : 102: 14 8 10 59 64 76 79:
Old : 102: 14 8 10 59 64 76 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.3 45.9 32.6 27.9 19.0 41.9 27.5
Old : 28.4 22.3 45.9 32.6 27.9 19.0 41.9 27.5
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, April 14, 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 : 4,231,349: 501,228 682,905 383,008 3,040,422 2,882,924 3,924,658 3,948,837: 306,691 282,512
Old : 4,231,349: 501,228 682,905 383,008 3,040,422 2,882,924 3,924,658 3,948,837: 306,691 282,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -90,366: 4,910 -16,282 -37,369 -60,178 -43,563 -92,637 -97,213: 2,270 6,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 16.1 9.1 71.9 68.1 92.8 93.3: 7.2 6.7
Old : 100.0: 11.8 16.1 9.1 71.9 68.1 92.8 93.3: 7.2 6.7
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 : 304: 53 41 59 156 164 237 236:
Old : 304: 53 41 59 156 164 237 236:
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 : 31.6 19.4 44.1 31.3 27.8 17.6 39.1 27.2
Old : 31.6 19.4 44.1 31.3 27.8 17.6 39.1 27.2
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, April 14, 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 : 1,590,464: 477,984 147,298 188,341 897,220 1,221,397 1,563,545 1,557,035: 26,919 33,428
Old : 1,590,464: 477,984 147,298 188,341 897,220 1,221,397 1,563,545 1,557,035: 26,919 33,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 18,404: 26,104 6,868 -9,331 2,592 20,584 19,366 18,121: -962 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 9.3 11.8 56.4 76.8 98.3 97.9: 1.7 2.1
Old : 100.0: 30.1 9.3 11.8 56.4 76.8 98.3 97.9: 1.7 2.1
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 : 123: 24 20 33 62 73 103 110:
Old : 123: 24 20 33 62 73 103 110:
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 : 35.4 39.0 50.0 53.6 28.0 31.2 37.0 36.5
Old : 35.4 39.0 50.0 53.6 28.0 31.2 37.0 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 30,524: 6,170 10,195 439 18,767 11,985 25,375 22,619: 5,149 7,905
Old : 30,524: 6,170 10,195 439 18,767 11,985 25,375 22,619: 5,149 7,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 3,189: 581 1,456 90 2,157 1,169 2,827 2,714: 362 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 33.4 1.4 61.5 39.3 83.1 74.1: 16.9 25.9
Old : 100.0: 20.2 33.4 1.4 61.5 39.3 83.1 74.1: 16.9 25.9
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 : 89: 18 24 9 37 20 59 49:
Old : 89: 18 24 9 37 20 59 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 : 33.1 35.6 42.9 46.1 32.0 35.4 41.4 44.7
Old : 33.1 35.6 42.9 46.1 32.0 35.4 41.4 44.7
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, April 14, 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 : 61,048: 12,339 20,391 878 37,534 23,969 50,751 45,238: 10,298 15,810
Old : 61,048: 12,339 20,391 878 37,534 23,969 50,751 45,238: 10,298 15,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 6,378: 1,163 2,912 179 4,313 2,338 5,655 5,429: 723 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 33.4 1.4 61.5 39.3 83.1 74.1: 16.9 25.9
Old : 100.0: 20.2 33.4 1.4 61.5 39.3 83.1 74.1: 16.9 25.9
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 : 89: 18 24 9 37 20 59 49:
Old : 89: 18 24 9 37 20 59 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 : 33.1 35.6 42.9 46.1 32.0 35.4 41.4 44.7
Old : 33.1 35.6 42.9 46.1 32.0 35.4 41.4 44.7
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, April 14, 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 : 45,852: 5,862 1,472 0 38,614 43,918 44,476 45,390: 1,376 462
Old : 45,852: 5,862 1,472 0 38,614 43,918 44,476 45,390: 1,376 462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -4,880: 1,776 -114 0 -5,866 -4,467 -4,090 -4,581: -790 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.2 0.0 84.2 95.8 97.0 99.0: 3.0 1.0
Old : 100.0: 12.8 3.2 0.0 84.2 95.8 97.0 99.0: 3.0 1.0
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 : 33: 5 2 0 14 14 19 16:
Old : 33: 5 2 0 14 14 19 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 : 66.5 73.4 84.2 90.2 62.9 73.4 80.4 88.8
Old : 66.5 73.4 84.2 90.2 62.9 73.4 80.4 88.8
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, April 14, 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 : 18,545: 12,632 16,801 513 5,215 1,206 18,360 18,520: 185 25
Old : 18,545: 12,632 16,801 513 5,215 1,206 18,360 18,520: 185 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,164: 2,036 1,864 293 -142 -2 2,187 2,155: -23 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 90.6 2.8 28.1 6.5 99.0 99.9: 1.0 0.1
Old : 100.0: 68.1 90.6 2.8 28.1 6.5 99.0 99.9: 1.0 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 : 35: 14 16 3 4 3 21 19:
Old : 35: 14 16 3 4 3 21 19:
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 : 74.2 53.4 92.2 75.4 72.9 51.8 87.5 72.2
Old : 74.2 53.4 92.2 75.4 72.9 51.8 87.5 72.2
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, April 14, 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 : 69,380: 4,367 13,700 40,656 23,665 13,715 68,688 68,071: 692 1,309
Old : 69,380: 4,367 13,700 40,656 23,665 13,715 68,688 68,071: 692 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,236: -2,731 -4,444 3,629 679 2,312 1,577 1,497: 659 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.7 58.6 34.1 19.8 99.0 98.1: 1.0 1.9
Old : 100.0: 6.3 19.7 58.6 34.1 19.8 99.0 98.1: 1.0 1.9
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 : 21: 4 6 1 4 8 9 14:
Old : 21: 4 6 1 4 8 9 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 : 95.6 86.1 99.0 94.9 38.1 27.4 40.4 36.3
Old : 95.6 86.1 99.0 94.9 38.1 27.4 40.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020