WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 453,802: 103,281 86,897 143,334 178,186 180,303 424,802 410,534: 29,000 43,268
Old : 4,121: 429 1,008 0 3,010 1,720 3,439 2,728: 682 1,393
Other: 449,681: 103,302 86,339 142,884 175,176 178,583 421,363 407,806: 28,318 41,875
: : :
: : Changes in Commitments from: April 21, 2020 :
: -50,313: -922 10,781 -44,504 -2,194 -13,087 -47,621 -46,810: -2,692 -3,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.1 31.6 39.3 39.7 93.6 90.5: 6.4 9.5
Old : 100.0: 10.4 24.5 0.0 73.0 41.7 83.5 66.2: 16.5 33.8
Other: 100.0: 23.0 19.2 31.8 39.0 39.7 93.7 90.7: 6.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 103 96 120 89 115 268 272:
Old : 46: 7 11 0 12 18 19 29:
Other: 347: 104 96 118 88 114 265 271:
:----------------------------------------------------------------------------------------------------
: 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 11.8 19.8 18.8 9.4 7.5 16.0 12.7
Old : 71.3 38.0 81.3 51.2 71.3 38.0 81.3 51.2
Other: 11.4 11.8 20.0 18.8 9.5 7.4 16.1 12.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 29,499: 14,706 0 1,706 12,727 27,108 29,139 28,814: 360 685
Old : 3,247: 750 650 0 2,497 2,522 3,247 3,172: 0 75
Other: 26,252: 15,356 750 306 10,230 24,586 25,892 25,642: 360 610
: : :
: : Changes in Commitments from: April 21, 2020 :
: 415: 795 0 -154 -119 369 521 215: -106 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 0.0 5.8 43.1 91.9 98.8 97.7: 1.2 2.3
Old : 100.0: 23.1 20.0 0.0 76.9 77.7 100.0 97.7: 0.0 2.3
Other: 100.0: 58.5 2.9 1.2 39.0 93.7 98.6 97.7: 1.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 0 4 13 22 22 26:
Old : 14: 1 1 0 7 6 8 7:
Other: 30: 8 1 2 11 21 19 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 : 64.0 54.9 80.7 69.9 56.1 36.8 61.5 49.8
Old : 82.7 78.4 100.0 97.7 77.3 78.4 94.6 92.3
Other: 66.3 57.5 85.0 72.9 62.4 46.3 70.8 59.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 240,891: 49,609 46,204 63,861 105,897 109,508 219,367 219,573: 21,524 21,319
Old : 5,102: 1,776 7 0 2,071 4,352 3,847 4,359: 1,255 743
Other: 235,789: 49,250 47,614 62,444 103,826 105,156 215,520 215,214: 20,269 20,576
: : :
: : Changes in Commitments from: April 21, 2020 :
: -21,212: -2,972 2,684 -15,866 -988 -6,650 -19,826 -19,833: -1,386 -1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.2 26.5 44.0 45.5 91.1 91.1: 8.9 8.9
Old : 100.0: 34.8 0.1 0.0 40.6 85.3 75.4 85.4: 24.6 14.6
Other: 100.0: 20.9 20.2 26.5 44.0 44.6 91.4 91.3: 8.6 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 58 52 65 87 86 190 168:
Old : 47: 11 2 0 19 17 30 19:
Other: 231: 58 57 64 84 85 186 167:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 19.7 22.2 28.4 12.5 18.7 19.6 25.4
Old : 30.6 65.4 48.3 77.8 28.1 58.2 44.6 70.4
Other: 13.9 20.1 22.6 29.0 12.8 19.1 20.0 26.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 1,789,803: 208,095 341,922 490,068 870,329 747,065 1,568,492 1,579,055: 221,312 210,748
Old : 1,136,783: 228,191 336,845 238,250 526,226 457,036 992,667 1,032,130: 144,116 104,652
Other: 653,021: 112,256 137,430 119,465 344,103 290,029 575,825 546,925: 77,196 106,096
: : :
: : Changes in Commitments from: April 21, 2020 :
: -119,164: 2,614 6,822 -61,223 -54,739 -55,936 -113,349 -110,338: -5,815 -8,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.1 27.4 48.6 41.7 87.6 88.2: 12.4 11.8
Old : 100.0: 20.1 29.6 21.0 46.3 40.2 87.3 90.8: 12.7 9.2
Other: 100.0: 17.2 21.0 18.3 52.7 44.4 88.2 83.8: 11.8 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 133 181 187 369 343 614 617:
Old : 725: 134 171 142 339 302 543 549:
Other: 567: 96 101 90 236 287 381 432:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 8.7 14.6 15.4 6.4 6.1 10.8 10.1
Old : 10.9 9.0 17.8 15.7 9.3 6.9 15.7 12.5
Other: 13.7 15.6 21.8 24.8 11.0 14.6 16.8 20.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 975,705: 118,988 87,491 297,246 482,817 527,179 899,051 911,916: 76,654 63,789
Old : 448,401: 106,437 77,846 93,134 207,307 243,816 406,878 414,796: 41,523 33,605
Other: 527,304: 70,875 67,970 145,787 275,511 283,363 492,172 497,120: 35,132 30,184
: : :
: : Changes in Commitments from: April 21, 2020 :
: -83,410: 3,764 -8,819 -37,395 -48,169 -30,835 -81,799 -77,049: -1,611 -6,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.0 30.5 49.5 54.0 92.1 93.5: 7.9 6.5
Old : 100.0: 23.7 17.4 20.8 46.2 54.4 90.7 92.5: 9.3 7.5
Other: 100.0: 13.4 12.9 27.6 52.2 53.7 93.3 94.3: 6.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 560: 180 114 187 213 201 483 434:
Old : 500: 153 114 111 161 172 359 356:
Other: 426: 120 79 123 175 168 362 316:
:----------------------------------------------------------------------------------------------------
: 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 17.1 19.8 27.2 7.0 13.4 11.7 19.9
Old : 12.8 19.6 23.0 29.0 11.6 15.6 18.6 22.1
Other: 16.6 17.9 25.6 29.9 10.2 14.5 16.2 23.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 506,840: 62,702 63,431 131,023 278,769 283,135 472,493 477,589: 34,346 29,251
Old : 314,473: 74,634 74,682 59,220 162,158 160,521 296,012 294,422: 18,461 20,050
Other: 192,367: 29,123 29,804 30,748 116,611 122,614 176,482 183,167: 15,885 9,200
: : :
: : Changes in Commitments from: April 21, 2020 :
: -13,527: 3,931 863 -11,464 -6,641 -2,194 -14,174 -12,796: 647 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.5 25.9 55.0 55.9 93.2 94.2: 6.8 5.8
Old : 100.0: 23.7 23.7 18.8 51.6 51.0 94.1 93.6: 5.9 6.4
Other: 100.0: 15.1 15.5 16.0 60.6 63.7 91.7 95.2: 8.3 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 82 71 105 118 103 263 245:
Old : 310: 91 76 79 107 92 234 218:
Other: 201: 51 43 45 75 62 154 128:
:----------------------------------------------------------------------------------------------------
: 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 22.6 18.8 32.1 6.7 17.2 12.4 22.4
Old : 14.3 17.9 23.4 25.8 9.8 13.7 16.1 19.6
Other: 14.6 35.0 25.3 48.5 14.3 33.2 24.2 43.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 1,119,026: 90,508 184,171 85,145 785,628 705,672 961,281 974,987: 157,745 144,038
Old : 1,119,026: 90,508 184,171 85,145 785,628 705,672 961,281 974,987: 157,745 144,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -150,057: 7,169 13,555 -96,111 -54,663 -77,914 -143,605 -160,470: -6,453 10,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 16.5 7.6 70.2 63.1 85.9 87.1: 14.1 12.9
Old : 100.0: 8.1 16.5 7.6 70.2 63.1 85.9 87.1: 14.1 12.9
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 : 182: 25 32 36 97 98 143 145:
Old : 182: 25 32 36 97 98 143 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 26.2 30.1 40.8 18.2 21.3 26.0 31.3
Old : 19.4 26.2 30.1 40.8 18.2 21.3 26.0 31.3
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 28, 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 : 1,033,229: 122,142 375,877 4,590 772,288 557,799 899,020 938,266: 134,208 94,963
Old : 1,033,229: 122,142 375,877 4,590 772,288 557,799 899,020 938,266: 134,208 94,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -10,765: 10,660 2,113 1,620 -27,879 -23,047 -15,599 -19,313: 4,834 8,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 36.4 0.4 74.7 54.0 87.0 90.8: 13.0 9.2
Old : 100.0: 11.8 36.4 0.4 74.7 54.0 87.0 90.8: 13.0 9.2
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 : 137: 15 17 10 75 75 94 98:
Old : 137: 15 17 10 75 75 94 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 : 27.6 35.0 39.7 50.3 23.1 34.1 34.3 49.4
Old : 27.6 35.0 39.7 50.3 23.1 34.1 34.3 49.4
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 28, 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 : 449,720: 53,951 52,296 81,769 264,315 287,565 400,035 421,630: 49,685 28,090
Old : 263,061: 49,413 60,305 34,674 143,354 146,434 227,441 241,414: 35,620 21,647
Other: 186,659: 24,136 11,589 27,497 120,961 141,131 172,593 180,216: 14,066 6,443
: : :
: : Changes in Commitments from: April 21, 2020 :
: -4,740: -1,821 2,081 -1,568 -1,336 -4,199 -4,725 -3,686: -15 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 11.6 18.2 58.8 63.9 89.0 93.8: 11.0 6.2
Old : 100.0: 18.8 22.9 13.2 54.5 55.7 86.5 91.8: 13.5 8.2
Other: 100.0: 12.9 6.2 14.7 64.8 75.6 92.5 96.5: 7.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 62 61 73 108 91 220 185:
Old : 249: 63 55 60 100 80 197 166:
Other: 183: 40 41 35 83 59 151 107:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 30.4 21.3 39.7 10.9 26.5 16.5 33.2
Old : 15.5 24.2 22.5 32.5 13.4 22.1 19.5 29.2
Other: 16.8 39.8 26.9 54.5 14.7 32.6 24.7 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 13,394: 4,110 910 1,356 5,820 9,922 11,286 12,188: 2,108 1,206
Old : 8,514: 4,033 1,352 492 2,523 5,900 7,048 7,744: 1,466 770
Other: 4,880: 632 112 310 3,297 4,022 4,239 4,445: 641 435
: : :
: : Changes in Commitments from: April 21, 2020 :
: -1,604: 423 -70 -606 -1,257 -731 -1,441 -1,407: -163 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 6.8 10.1 43.5 74.1 84.3 91.0: 15.7 9.0
Old : 100.0: 47.4 15.9 5.8 29.6 69.3 82.8 91.0: 17.2 9.0
Other: 100.0: 12.9 2.3 6.4 67.6 82.4 86.9 91.1: 13.1 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 25 6 13 18 18 48 32:
Old : 51: 23 8 8 13 12 39 25:
Other: 33: 10 3 7 10 15 21 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 : 36.7 41.3 48.4 61.4 31.0 39.9 41.4 59.4
Old : 33.7 39.5 48.4 67.6 33.7 39.5 48.4 66.0
Other: 64.7 63.4 77.0 76.2 62.4 62.5 72.7 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 2,601,584: 531,499 775,257 124,716 1,774,841 1,599,552 2,431,055 2,499,524: 170,529 102,060
Old : 2,601,584: 531,499 775,257 124,716 1,774,841 1,599,552 2,431,055 2,499,524: 170,529 102,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -61,576: 6,707 14,132 -14,162 -55,313 -72,237 -62,767 -72,266: 1,191 10,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.8 4.8 68.2 61.5 93.4 96.1: 6.6 3.9
Old : 100.0: 20.4 29.8 4.8 68.2 61.5 93.4 96.1: 6.6 3.9
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 : 331: 64 45 38 175 146 257 211:
Old : 331: 64 45 38 175 146 257 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 32.9 33.4 45.7 22.0 29.1 29.7 40.3
Old : 23.7 32.9 33.4 45.7 22.0 29.1 29.7 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, April 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,936,754: 573,517 568,003 466,993 2,470,290 2,530,010 3,510,801 3,565,007: 425,952 371,747
Old : 3,936,754: 573,517 568,003 466,993 2,470,290 2,530,010 3,510,801 3,565,007: 425,952 371,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -383,415: -291 48,286 -231,432 -160,629 -205,065 -392,352 -388,211: 8,938 4,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.4 11.9 62.7 64.3 89.2 90.6: 10.8 9.4
Old : 100.0: 14.6 14.4 11.9 62.7 64.3 89.2 90.6: 10.8 9.4
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 : 370: 71 60 83 203 188 311 294:
Old : 370: 71 60 83 203 188 311 294:
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 : 17.5 19.5 24.7 27.8 11.8 13.4 18.3 20.1
Old : 17.5 19.5 24.7 27.8 11.8 13.4 18.3 20.1
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 28, 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 : 844,662: 88,516 126,009 8,208 641,555 520,851 738,279 655,068: 106,383 189,595
Old : 844,662: 88,516 126,009 8,208 641,555 520,851 738,279 655,068: 106,383 189,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 54,939: 24,358 18,251 2,439 22,272 23,050 49,069 43,739: 5,870 11,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 14.9 1.0 76.0 61.7 87.4 77.6: 12.6 22.4
Old : 100.0: 10.5 14.9 1.0 76.0 61.7 87.4 77.6: 12.6 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 : 109: 16 7 10 63 68 83 81:
Old : 109: 16 7 10 63 68 83 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 : 30.5 24.8 46.6 34.7 30.0 23.5 42.7 31.7
Old : 30.5 24.8 46.6 34.7 30.0 23.5 42.7 31.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,955,199: 452,757 658,299 315,463 2,842,894 2,685,708 3,611,114 3,659,470: 344,085 295,729
Old : 3,955,199: 452,757 658,299 315,463 2,842,894 2,685,708 3,611,114 3,659,470: 344,085 295,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -290,384: -51,910 -4,061 -97,868 -166,375 -193,311 -316,153 -295,240: 25,769 4,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.6 8.0 71.9 67.9 91.3 92.5: 8.7 7.5
Old : 100.0: 11.4 16.6 8.0 71.9 67.9 91.3 92.5: 8.7 7.5
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 : 293: 54 33 53 152 163 228 227:
Old : 293: 54 33 53 152 163 228 227:
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 : 28.5 19.1 40.7 31.8 24.5 18.7 35.3 28.2
Old : 28.5 19.1 40.7 31.8 24.5 18.7 35.3 28.2
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 28, 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 : 1,770,891: 711,887 227,771 196,901 839,120 1,316,360 1,747,907 1,741,032: 22,983 29,859
Old : 1,770,891: 711,887 227,771 196,901 839,120 1,316,360 1,747,907 1,741,032: 22,983 29,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 78,326: 130,492 35,068 -1,874 -44,753 47,654 83,864 80,848: -5,538 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 12.9 11.1 47.4 74.3 98.7 98.3: 1.3 1.7
Old : 100.0: 40.2 12.9 11.1 47.4 74.3 98.7 98.3: 1.3 1.7
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 : 125: 24 24 37 62 71 105 113:
Old : 125: 24 24 37 62 71 105 113:
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 : 43.8 40.4 55.7 55.8 37.3 33.9 45.9 41.0
Old : 43.8 40.4 55.7 55.8 37.3 33.9 45.9 41.0
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 28, 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 : 34,021: 6,213 12,734 898 21,770 12,093 28,881 25,725: 5,140 8,296
Old : 34,021: 6,213 12,734 898 21,770 12,093 28,881 25,725: 5,140 8,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,948: -126 726 531 2,224 1,099 2,630 2,357: 318 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 37.4 2.6 64.0 35.5 84.9 75.6: 15.1 24.4
Old : 100.0: 18.3 37.4 2.6 64.0 35.5 84.9 75.6: 15.1 24.4
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 : 86: 16 25 10 39 20 60 50:
Old : 86: 16 25 10 39 20 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 36.6 44.2 47.9 32.8 34.7 43.3 45.1
Old : 33.6 36.6 44.2 47.9 32.8 34.7 43.3 45.1
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 28, 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 : 68,042: 12,426 25,468 1,796 43,541 24,186 57,763 51,450: 10,279 16,592
Old : 68,042: 12,426 25,468 1,796 43,541 24,186 57,763 51,450: 10,279 16,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 5,896: -252 1,452 1,062 4,448 2,199 5,259 4,713: 637 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 37.4 2.6 64.0 35.5 84.9 75.6: 15.1 24.4
Old : 100.0: 18.3 37.4 2.6 64.0 35.5 84.9 75.6: 15.1 24.4
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 : 86: 16 25 10 39 20 60 50:
Old : 86: 16 25 10 39 20 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 36.6 44.2 47.9 32.8 34.7 43.3 45.1
Old : 33.6 36.6 44.2 47.9 32.8 34.7 43.3 45.1
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 28, 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 : 41,889: 4,692 1,245 0 34,579 40,328 39,271 41,573: 2,618 316
Old : 41,889: 4,692 1,245 0 34,579 40,328 39,271 41,573: 2,618 316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -996: -337 -152 0 -795 -934 -1,132 -1,086: 136 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.0 0.0 82.5 96.3 93.8 99.2: 6.2 0.8
Old : 100.0: 11.2 3.0 0.0 82.5 96.3 93.8 99.2: 6.2 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 : 28: 5 2 0 11 12 16 14:
Old : 28: 5 2 0 11 12 16 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 : 68.1 77.8 83.4 93.7 66.2 77.8 81.4 93.7
Old : 68.1 77.8 83.4 93.7 66.2 77.8 81.4 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 19,691: 13,595 17,603 485 5,414 1,568 19,494 19,656: 197 35
Old : 19,691: 13,595 17,603 485 5,414 1,568 19,494 19,656: 197 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 62: 22 86 -28 44 4 38 62: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 89.4 2.5 27.5 8.0 99.0 99.8: 1.0 0.2
Old : 100.0: 69.0 89.4 2.5 27.5 8.0 99.0 99.8: 1.0 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 : 36: 15 16 3 4 3 22 19:
Old : 36: 15 16 3 4 3 22 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 : 65.9 51.3 88.5 77.2 64.9 49.8 85.2 72.7
Old : 65.9 51.3 88.5 77.2 64.9 49.8 85.2 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 01, 2020