WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 504,116: 104,204 76,116 187,839 180,381 193,390 472,423 457,344: 31,693 46,772
Old : 74,469: 11,303 14,302 32,036 27,692 22,238 71,031 68,576: 3,439 5,894
Other: 429,646: 100,840 69,754 147,863 152,689 171,152 401,392 388,768: 28,254 40,878
: : :
: : Changes in Commitments from: April 14, 2020 :
: -677: 2,991 4,689 -9,644 7,216 5,611 563 656: -1,240 -1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.1 37.3 35.8 38.4 93.7 90.7: 6.3 9.3
Old : 100.0: 15.2 19.2 43.0 37.2 29.9 95.4 92.1: 4.6 7.9
Other: 100.0: 23.5 16.2 34.4 35.5 39.8 93.4 90.5: 6.6 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 114 95 127 91 118 285 277:
Old : 178: 48 47 39 55 71 127 133:
Other: 345: 113 93 119 83 112 263 267:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 12.3 20.3 19.4 8.4 7.0 14.6 11.3
Old : 22.9 24.1 35.8 35.6 12.5 12.2 19.8 18.6
Other: 11.7 12.5 20.2 19.6 9.6 8.2 16.7 13.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 29,084: 13,911 0 1,860 12,847 26,739 28,618 28,599: 466 485
Old : 3,547: 950 650 0 2,597 2,822 3,547 3,472: 0 75
Other: 25,537: 14,561 950 260 10,250 23,917 25,071 25,127: 466 410
: : :
: : Changes in Commitments from: April 14, 2020 :
: 3,452: 1,865 0 108 1,818 3,294 3,790 3,402: -338 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 0.0 6.4 44.2 91.9 98.4 98.3: 1.6 1.7
Old : 100.0: 26.8 18.3 0.0 73.2 79.6 100.0 97.9: 0.0 2.1
Other: 100.0: 57.0 3.7 1.0 40.1 93.7 98.2 98.4: 1.8 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 0 4 13 22 21 26:
Old : 14: 1 1 0 7 6 8 7:
Other: 29: 7 1 2 11 21 18 24:
:----------------------------------------------------------------------------------------------------
: 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 : 61.4 59.2 79.3 73.6 54.5 41.9 60.4 55.0
Old : 84.2 70.5 100.0 97.9 70.8 68.4 86.6 84.5
Other: 64.0 62.0 84.2 76.9 61.5 52.0 70.7 65.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 262,103: 52,581 43,520 79,727 106,884 116,158 239,193 239,406: 22,910 22,698
Old : 37,441: 12,527 3,995 9,945 10,535 19,740 33,007 33,680: 4,434 3,762
Other: 224,662: 49,684 49,155 60,153 96,349 96,418 206,185 205,726: 18,476 18,936
: : :
: : Changes in Commitments from: April 14, 2020 :
: 639: 1,670 -2,263 -2,169 2,265 4,537 1,766 104: -1,126 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 16.6 30.4 40.8 44.3 91.3 91.3: 8.7 8.7
Old : 100.0: 33.5 10.7 26.6 28.1 52.7 88.2 90.0: 11.8 10.0
Other: 100.0: 22.1 21.9 26.8 42.9 42.9 91.8 91.6: 8.2 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 70 52 73 89 86 202 178:
Old : 131: 31 20 17 50 51 86 83:
Other: 238: 68 58 70 79 83 190 172:
:----------------------------------------------------------------------------------------------------
: 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 19.6 22.2 29.1 10.9 17.4 17.7 23.6
Old : 27.7 22.8 40.4 37.1 21.7 19.7 29.3 30.2
Other: 13.2 21.3 22.5 31.9 12.4 18.9 20.2 25.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,908,967: 205,481 335,101 551,291 925,068 803,001 1,681,841 1,689,393: 227,126 219,574
Old : 1,300,267: 219,786 335,467 317,531 608,296 530,560 1,145,613 1,183,558: 154,654 116,709
Other: 608,700: 105,424 119,362 114,032 316,772 272,441 536,228 505,835: 72,472 102,865
: : :
: : Changes in Commitments from: April 14, 2020 :
: 79,686: 6,156 29,297 30,925 52,004 23,862 89,085 84,084: -9,399 -4,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 17.6 28.9 48.5 42.1 88.1 88.5: 11.9 11.5
Old : 100.0: 16.9 25.8 24.4 46.8 40.8 88.1 91.0: 11.9 9.0
Other: 100.0: 17.3 19.6 18.7 52.0 44.8 88.1 83.1: 11.9 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 135 176 184 393 362 640 628:
Old : 741: 132 172 152 363 323 577 567:
Other: 560: 93 91 83 233 295 368 429:
:----------------------------------------------------------------------------------------------------
: 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 : 8.7 8.4 15.7 15.2 5.3 5.1 9.3 8.9
Old : 9.7 8.2 17.1 15.5 8.2 6.0 14.1 11.2
Other: 13.5 15.5 20.8 23.9 10.6 14.0 16.1 19.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,059,115: 115,223 96,310 334,641 530,986 558,014 980,850 988,965: 78,265 70,151
Old : 580,197: 100,950 81,269 150,631 280,503 307,481 532,085 539,382: 48,112 40,815
Other: 478,918: 64,086 64,853 134,197 250,483 250,533 448,765 449,583: 30,153 29,335
: : :
: : Changes in Commitments from: April 14, 2020 :
: 30,092: 934 20,807 12,279 14,166 -4,163 27,379 28,923: 2,713 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 9.1 31.6 50.1 52.7 92.6 93.4: 7.4 6.6
Old : 100.0: 17.4 14.0 26.0 48.3 53.0 91.7 93.0: 8.3 7.0
Other: 100.0: 13.4 13.5 28.0 52.3 52.3 93.7 93.9: 6.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 177 121 195 209 204 485 441:
Old : 512: 151 123 137 177 185 391 386:
Other: 414: 114 73 118 165 166 342 308:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 15.7 20.6 26.1 5.8 11.1 9.7 17.3
Old : 15.0 18.1 22.8 28.1 8.8 11.2 13.9 17.2
Other: 16.2 17.4 25.6 29.0 10.2 14.5 16.8 23.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 520,367: 58,771 62,569 142,487 285,410 285,329 486,668 490,385: 33,699 29,982
Old : 348,523: 66,477 63,565 87,290 175,182 175,707 328,949 326,562: 19,574 21,960
Other: 171,844: 20,630 27,339 26,861 110,227 109,622 157,719 163,823: 14,126 8,022
: : :
: : Changes in Commitments from: April 14, 2020 :
: -6,320: 301 10,423 -9,494 4,908 -6,630 -4,284 -5,702: -2,036 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.0 27.4 54.8 54.8 93.5 94.2: 6.5 5.8
Old : 100.0: 19.1 18.2 25.0 50.3 50.4 94.4 93.7: 5.6 6.3
Other: 100.0: 12.0 15.9 15.6 64.1 63.8 91.8 95.3: 8.2 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 76 85 102 113 102 257 245:
Old : 317: 85 86 83 104 98 236 230:
Other: 183: 42 43 40 72 54 139 115:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 22.8 19.4 32.1 6.5 16.7 12.0 21.4
Old : 14.3 18.4 23.7 26.6 7.9 12.5 12.9 16.9
Other: 16.6 37.9 27.9 51.4 15.8 36.2 26.3 48.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,269,083: 83,339 170,615 181,256 840,291 783,586 1,104,886 1,135,458: 164,198 133,626
Old : 1,269,083: 83,339 170,615 181,256 840,291 783,586 1,104,886 1,135,458: 164,198 133,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 7,367: 7,614 -3,691 8,401 -13,218 3,152 2,797 7,862: 4,571 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.4 14.3 66.2 61.7 87.1 89.5: 12.9 10.5
Old : 100.0: 6.6 13.4 14.3 66.2 61.7 87.1 89.5: 12.9 10.5
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 : 191: 31 31 41 98 103 149 155:
Old : 191: 31 31 41 98 103 149 155:
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 : 18.4 26.8 28.2 38.7 16.3 18.2 23.3 28.1
Old : 18.4 26.8 28.2 38.7 16.3 18.2 23.3 28.1
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 21, 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 : 1,043,994: 111,482 373,764 2,970 800,168 580,846 914,620 957,579: 129,374 86,414
Old : 1,043,994: 111,482 373,764 2,970 800,168 580,846 914,620 957,579: 129,374 86,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -630: 8,402 10,662 -704 -4,868 -7,940 2,829 2,018: -3,460 -2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 35.8 0.3 76.6 55.6 87.6 91.7: 12.4 8.3
Old : 100.0: 10.7 35.8 0.3 76.6 55.6 87.6 91.7: 12.4 8.3
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 : 139: 14 19 11 75 77 93 103:
Old : 139: 14 19 11 75 77 93 103:
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 : 26.6 33.2 40.3 47.6 22.0 32.1 34.0 46.5
Old : 26.6 33.2 40.3 47.6 22.0 32.1 34.0 46.5
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 21, 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 : 454,460: 55,772 50,215 83,337 265,651 291,764 404,760 425,316: 49,701 29,145
Old : 288,315: 49,213 56,360 44,000 158,216 164,889 251,429 265,248: 36,887 23,067
Other: 166,145: 23,502 10,799 22,394 107,435 126,875 153,331 160,068: 12,814 6,077
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,634: 308 2,670 -943 4,747 393 4,112 2,120: -2,477 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.0 18.3 58.5 64.2 89.1 93.6: 10.9 6.4
Old : 100.0: 17.1 19.5 15.3 54.9 57.2 87.2 92.0: 12.8 8.0
Other: 100.0: 14.1 6.5 13.5 64.7 76.4 92.3 96.3: 7.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 67 57 77 112 88 227 183:
Old : 249: 62 57 60 107 85 207 168:
Other: 181: 41 39 39 82 57 152 107:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 30.1 20.4 39.8 10.7 26.9 16.2 33.3
Old : 15.2 24.7 22.7 33.5 13.1 21.8 19.0 28.4
Other: 16.2 40.6 27.7 55.5 15.2 36.3 26.5 47.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 14,998: 3,687 980 1,963 7,077 10,653 12,727 13,596: 2,271 1,402
Old : 10,531: 3,623 1,593 1,021 4,053 6,902 8,697 9,516: 1,834 1,016
Other: 4,467: 763 87 242 3,024 3,751 4,030 4,080: 437 387
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,509: 269 40 415 890 1,147 1,574 1,603: -65 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.5 13.1 47.2 71.0 84.9 90.6: 15.1 9.4
Old : 100.0: 34.4 15.1 9.7 38.5 65.5 82.6 90.4: 17.4 9.6
Other: 100.0: 17.1 1.9 5.4 67.7 84.0 90.2 91.3: 9.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 6 13 20 19 47 35:
Old : 52: 20 10 10 16 13 41 28:
Other: 31: 8 4 7 10 13 20 22:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 38.3 45.3 59.3 26.3 34.5 35.8 51.9
Old : 27.8 36.9 43.1 60.6 27.8 31.4 40.5 51.6
Other: 65.0 65.6 79.7 77.8 62.4 64.8 76.1 75.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 2,663,160: 524,792 761,125 138,877 1,830,154 1,671,789 2,493,823 2,571,791: 169,338 91,370
Old : 2,663,160: 524,792 761,125 138,877 1,830,154 1,671,789 2,493,823 2,571,791: 169,338 91,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -71,316: -71,957 -26,252 32,814 -40,379 -72,934 -79,522 -66,371: 8,206 -4,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.6 5.2 68.7 62.8 93.6 96.6: 6.4 3.4
Old : 100.0: 19.7 28.6 5.2 68.7 62.8 93.6 96.6: 6.4 3.4
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 : 332: 65 43 42 171 150 251 220:
Old : 332: 65 43 42 171 150 251 220:
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 : 24.7 32.7 34.9 44.5 22.9 28.8 30.8 39.0
Old : 24.7 32.7 34.9 44.5 22.9 28.8 30.8 39.0
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 21, 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 : 4,320,168: 573,809 519,718 698,426 2,630,919 2,735,075 3,903,153 3,953,218: 417,015 366,950
Old : 4,320,168: 573,809 519,718 698,426 2,630,919 2,735,075 3,903,153 3,953,218: 417,015 366,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 122,836: 45,023 -15,567 67,405 6,526 73,604 118,954 125,442: 3,882 -2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.0 16.2 60.9 63.3 90.3 91.5: 9.7 8.5
Old : 100.0: 13.3 12.0 16.2 60.9 63.3 90.3 91.5: 9.7 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 : 380: 71 65 91 209 197 322 311:
Old : 380: 71 65 91 209 197 322 311:
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 : 17.0 17.8 24.3 25.0 11.0 10.7 16.8 16.6
Old : 17.0 17.8 24.3 25.0 11.0 10.7 16.8 16.6
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 21, 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 : 789,723: 64,158 107,758 5,769 619,283 497,801 689,210 611,328: 100,513 178,395
Old : 789,723: 64,158 107,758 5,769 619,283 497,801 689,210 611,328: 100,513 178,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 15,694: -1,708 7,942 -2,038 18,897 16,524 15,151 22,428: 543 -6,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.6 0.7 78.4 63.0 87.3 77.4: 12.7 22.6
Old : 100.0: 8.1 13.6 0.7 78.4 63.0 87.3 77.4: 12.7 22.6
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 : 105: 10 10 7 64 67 77 81:
Old : 105: 10 10 7 64 67 77 81:
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 22.5 47.1 32.8 29.6 20.8 43.1 29.0
Old : 30.1 22.5 47.1 32.8 29.6 20.8 43.1 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 4,245,583: 504,667 662,360 413,331 3,009,269 2,879,018 3,927,267 3,954,710: 318,315 290,873
Old : 4,245,583: 504,667 662,360 413,331 3,009,269 2,879,018 3,927,267 3,954,710: 318,315 290,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 14,234: 3,440 -20,545 30,323 -31,153 -3,906 2,610 5,873: 11,624 8,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.6 9.7 70.9 67.8 92.5 93.1: 7.5 6.9
Old : 100.0: 11.9 15.6 9.7 70.9 67.8 92.5 93.1: 7.5 6.9
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 : 302: 52 35 53 158 173 233 238:
Old : 302: 52 35 53 158 173 233 238:
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 19.0 41.7 30.5 26.0 17.1 36.7 26.3
Old : 30.1 19.0 41.7 30.5 26.0 17.1 36.7 26.3
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 with Delta-adjusted Options and Futures Combined, April 21, 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 : 1,692,564: 581,395 192,703 198,775 883,873 1,268,706 1,664,043 1,660,184: 28,521 32,380
Old : 1,692,564: 581,395 192,703 198,775 883,873 1,268,706 1,664,043 1,660,184: 28,521 32,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 102,101: 103,411 45,405 10,435 -13,347 47,309 100,499 103,149: 1,602 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 11.4 11.7 52.2 75.0 98.3 98.1: 1.7 1.9
Old : 100.0: 34.3 11.4 11.7 52.2 75.0 98.3 98.1: 1.7 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 : 123: 24 21 34 61 73 102 112:
Old : 123: 24 21 34 61 73 102 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.0 51.5 55.3 31.9 33.8 41.0 39.0
Old : 38.7 41.0 51.5 55.3 31.9 33.8 41.0 39.0
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 21, 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 : 31,073: 6,339 12,008 367 19,546 10,994 26,252 23,368: 4,821 7,705
Old : 31,073: 6,339 12,008 367 19,546 10,994 26,252 23,368: 4,821 7,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 549: 169 1,813 -72 779 -991 876 749: -327 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 38.6 1.2 62.9 35.4 84.5 75.2: 15.5 24.8
Old : 100.0: 20.4 38.6 1.2 62.9 35.4 84.5 75.2: 15.5 24.8
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 : 93: 16 29 9 39 21 60 54:
Old : 93: 16 29 9 39 21 60 54:
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 : 33.3 32.4 43.2 43.4 32.4 32.0 42.0 42.5
Old : 33.3 32.4 43.2 43.4 32.4 32.0 42.0 42.5
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 21, 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 : 62,146: 12,677 24,016 733 39,093 21,987 52,504 46,736: 9,643 15,410
Old : 62,146: 12,677 24,016 733 39,093 21,987 52,504 46,736: 9,643 15,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,098: 338 3,625 -144 1,559 -1,982 1,753 1,498: -655 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 38.6 1.2 62.9 35.4 84.5 75.2: 15.5 24.8
Old : 100.0: 20.4 38.6 1.2 62.9 35.4 84.5 75.2: 15.5 24.8
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 : 93: 16 29 9 39 21 60 54:
Old : 93: 16 29 9 39 21 60 54:
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 : 33.3 32.4 43.2 43.4 32.4 32.0 42.0 42.5
Old : 33.3 32.4 43.2 43.4 32.4 32.0 42.0 42.5
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 21, 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 : 42,885: 5,029 1,397 0 35,374 41,262 40,403 42,659: 2,482 226
Old : 42,885: 5,029 1,397 0 35,374 41,262 40,403 42,659: 2,482 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -2,967: -833 -75 0 -3,240 -2,656 -4,073 -2,731: 1,106 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.3 0.0 82.5 96.2 94.2 99.5: 5.8 0.5
Old : 100.0: 11.7 3.3 0.0 82.5 96.2 94.2 99.5: 5.8 0.5
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 : 30: 5 2 0 12 13 17 15:
Old : 30: 5 2 0 12 13 17 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 : 67.6 77.2 83.0 93.2 65.7 77.2 81.0 93.2
Old : 67.6 77.2 83.0 93.2 65.7 77.2 81.0 93.2
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 21, 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 : 19,629: 13,573 17,517 513 5,370 1,564 19,456 19,594: 173 35
Old : 19,629: 13,573 17,517 513 5,370 1,564 19,456 19,594: 173 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,084: 941 716 0 155 358 1,096 1,074: -12 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 89.2 2.6 27.4 8.0 99.1 99.8: 0.9 0.2
Old : 100.0: 69.1 89.2 2.6 27.4 8.0 99.1 99.8: 0.9 0.2
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 : 37: 16 16 3 4 3 23 19:
Old : 37: 16 16 3 4 3 23 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 : 72.6 55.8 90.3 76.8 71.5 54.3 86.6 72.3
Old : 72.6 55.8 90.3 76.8 71.5 54.3 86.6 72.3
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 21, 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 : 68,634: 3,431 9,747 44,964 20,215 13,355 68,610 68,066: 24 568
Old : 68,634: 3,431 9,747 44,964 20,215 13,355 68,610 68,066: 24 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -746: -936 -3,953 4,308 -3,450 -360 -78 -5: -668 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 14.2 65.5 29.5 19.5 100.0 99.2: 0.0 0.8
Old : 100.0: 5.0 14.2 65.5 29.5 19.5 100.0 99.2: 0.0 0.8
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 : 20: 4 5 2 4 8 9 14:
Old : 20: 4 5 2 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 : 97.8 87.6 99.9 96.0 33.5 23.4 34.4 30.6
Old : 97.8 87.6 99.9 96.0 33.5 23.4 34.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2020