WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 467,969: 97,262 93,213 155,086 187,254 176,472 439,602 424,771: 28,368 43,199
Old : 455,553: 96,124 94,902 150,332 183,765 170,225 430,221 415,459: 25,332 40,094
Other: 12,416: 3,103 277 2,788 3,489 6,247 9,381 9,311: 3,036 3,105
: : :
: : Changes in Commitments from: April 28, 2020 :
: 14,167: -6,020 6,316 11,752 9,068 -3,831 14,800 14,236: -633 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.9 33.1 40.0 37.7 93.9 90.8: 6.1 9.2
Old : 100.0: 21.1 20.8 33.0 40.3 37.4 94.4 91.2: 5.6 8.8
Other: 100.0: 25.0 2.2 22.5 28.1 50.3 75.6 75.0: 24.4 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 109 103 123 87 115 270 281:
Old : 356: 108 106 117 86 115 262 280:
Other: 91: 24 11 17 22 41 56 62:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 11.8 21.0 19.3 10.8 7.2 17.0 12.1
Old : 12.7 11.9 21.2 19.7 11.0 7.6 17.3 12.4
Other: 30.1 42.3 44.0 51.9 17.5 31.3 27.2 36.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 27,320: 15,181 0 915 10,933 25,865 27,030 26,780: 290 540
Old : 27,320: 15,181 0 915 10,933 25,865 27,030 26,780: 290 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -2,180: 475 0 -791 -1,794 -1,244 -2,110 -2,035: -70 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 0.0 3.3 40.0 94.7 98.9 98.0: 1.1 2.0
Old : 100.0: 55.6 0.0 3.3 40.0 94.7 98.9 98.0: 1.1 2.0
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 : 28: 7 0 3 11 21 18 24:
Old : 28: 7 0 3 11 21 18 24:
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 : 67.5 54.2 86.5 70.7 61.4 41.1 65.4 54.3
Old : 67.5 54.2 86.5 70.7 61.4 41.1 65.4 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 238,538: 47,945 42,975 64,564 105,211 110,620 217,720 218,159: 20,817 20,379
Old : 236,535: 48,030 43,096 64,014 104,111 109,714 216,155 216,823: 20,380 19,712
Other: 2,002: 159 123 307 1,100 906 1,565 1,335: 437 667
: : :
: : Changes in Commitments from: April 28, 2020 :
: -2,354: -1,664 -3,229 703 -686 1,112 -1,647 -1,414: -707 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.0 27.1 44.1 46.4 91.3 91.5: 8.7 8.5
Old : 100.0: 20.3 18.2 27.1 44.0 46.4 91.4 91.7: 8.6 8.3
Other: 100.0: 7.9 6.1 15.3 54.9 45.2 78.2 66.7: 21.8 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 60 53 69 83 84 185 172:
Old : 233: 60 57 68 82 84 183 172:
Other: 55: 10 7 9 13 28 28 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 19.8 23.4 27.5 12.9 17.6 19.9 24.3
Old : 15.2 20.0 23.4 27.6 13.0 18.0 20.0 24.6
Other: 51.1 33.5 62.8 50.3 45.6 27.7 53.2 39.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 1,775,306: 196,559 361,304 491,752 867,584 713,784 1,555,894 1,566,840: 219,412 208,466
Old : 1,091,819: 214,593 347,187 230,510 506,734 413,457 951,837 991,154: 139,981 100,665
Other: 683,487: 112,522 144,673 130,686 360,850 300,327 604,057 575,686: 79,430 107,801
: : :
: : Changes in Commitments from: April 28, 2020 :
: -14,497: -11,536 19,382 1,684 -2,745 -33,281 -12,597 -12,215: -1,900 -2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 20.4 27.7 48.9 40.2 87.6 88.3: 12.4 11.7
Old : 100.0: 19.7 31.8 21.1 46.4 37.9 87.2 90.8: 12.8 9.2
Other: 100.0: 16.5 21.2 19.1 52.8 43.9 88.4 84.2: 11.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 786: 142 182 188 371 344 619 624:
Old : 735: 128 180 134 332 297 535 538:
Other: 589: 107 106 98 249 289 401 451:
:----------------------------------------------------------------------------------------------------
: 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 8.8 14.9 15.4 6.6 6.3 11.4 10.6
Old : 10.9 9.3 17.8 16.4 9.5 7.1 16.2 12.7
Other: 13.4 14.2 20.9 23.1 10.7 13.1 15.9 19.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 3,744: 902 16 193 1,194 2,502 2,290 2,712: 1,454 1,032
Old : 3,744: 902 16 193 1,194 2,502 2,290 2,712: 1,454 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.4 5.2 31.9 66.8 61.2 72.4: 38.8 27.6
Old : 100.0: 24.1 0.4 5.2 31.9 66.8 61.2 72.4: 38.8 27.6
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 : 20: 6 1 2 8 10 15 12:
Old : 20: 6 1 2 8 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 44.6 45.2 65.1 27.2 41.2 37.8 50.9
Old : 31.6 44.6 45.2 65.1 27.2 41.2 37.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 973,256: 125,650 87,320 300,747 472,643 522,839 899,039 910,905: 74,216 62,350
Old : 435,898: 101,330 79,098 91,889 203,719 232,871 396,938 403,858: 38,959 32,040
Other: 537,358: 77,212 61,114 155,965 268,924 289,968 502,101 507,047: 35,257 30,311
: : :
: : Changes in Commitments from: April 28, 2020 :
: -2,450: 6,662 -172 3,501 -10,174 -4,340 -12 -1,011: -2,438 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.0 30.9 48.6 53.7 92.4 93.6: 7.6 6.4
Old : 100.0: 23.2 18.1 21.1 46.7 53.4 91.1 92.6: 8.9 7.4
Other: 100.0: 14.4 11.4 29.0 50.0 54.0 93.4 94.4: 6.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 192 111 192 215 202 496 435:
Old : 500: 157 111 112 159 168 359 348:
Other: 440: 135 75 124 180 173 379 320:
:----------------------------------------------------------------------------------------------------
: 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 16.9 19.3 27.0 6.8 14.1 11.7 20.8
Old : 12.2 20.0 22.0 29.6 11.0 15.6 17.4 22.5
Other: 16.3 17.4 24.4 29.7 9.8 15.1 15.6 24.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 500,798: 61,204 61,108 131,174 270,278 278,236 462,656 470,518: 38,143 30,281
Old : 298,188: 72,640 73,061 55,821 149,965 150,214 278,425 279,096: 19,763 19,092
Other: 202,610: 31,797 31,279 32,120 120,314 128,022 184,231 191,422: 18,379 11,188
: : :
: : Changes in Commitments from: April 28, 2020 :
: -6,041: -1,498 -2,323 151 -8,490 -4,899 -9,838 -7,071: 3,796 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 12.2 26.2 54.0 55.6 92.4 94.0: 7.6 6.0
Old : 100.0: 24.4 24.5 18.7 50.3 50.4 93.4 93.6: 6.6 6.4
Other: 100.0: 15.7 15.4 15.9 59.4 63.2 90.9 94.5: 9.1 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 75 76 100 112 100 246 240:
Old : 298: 85 77 71 100 86 215 207:
Other: 204: 47 50 45 76 61 154 132:
:----------------------------------------------------------------------------------------------------
: 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 22.9 17.9 33.3 6.3 18.9 12.2 24.2
Old : 12.8 18.9 21.6 28.0 10.5 14.4 17.0 21.0
Other: 14.7 32.8 25.3 46.8 14.2 31.5 24.0 41.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 1,137,824: 81,032 187,477 87,474 808,091 711,338 976,597 986,289: 161,227 151,535
Old : 1,137,824: 81,032 187,477 87,474 808,091 711,338 976,597 986,289: 161,227 151,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 18,798: -9,477 3,307 2,329 22,463 5,666 15,316 11,302: 3,482 7,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 16.5 7.7 71.0 62.5 85.8 86.7: 14.2 13.3
Old : 100.0: 7.1 16.5 7.7 71.0 62.5 85.8 86.7: 14.2 13.3
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 : 180: 23 31 37 97 100 142 146:
Old : 180: 23 31 37 97 100 142 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 26.4 30.3 39.3 17.4 21.2 25.2 30.2
Old : 19.6 26.4 30.3 39.3 17.4 21.2 25.2 30.2
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, May 05, 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 : 1,049,081: 138,220 385,733 2,461 776,042 574,391 916,722 962,585: 132,359 86,496
Old : 1,049,081: 138,220 385,733 2,461 776,042 574,391 916,722 962,585: 132,359 86,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 15,853: 16,078 9,857 -2,129 3,754 16,592 17,702 24,319: -1,849 -8,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 36.8 0.2 74.0 54.8 87.4 91.8: 12.6 8.2
Old : 100.0: 13.2 36.8 0.2 74.0 54.8 87.4 91.8: 12.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 13 17 16 79 80 102 103:
Old : 139: 13 17 16 79 80 102 103:
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 : 28.9 34.7 41.0 49.7 25.0 33.7 35.7 48.8
Old : 28.9 34.7 41.0 49.7 25.0 33.7 35.7 48.8
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, May 05, 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 : 459,415: 55,738 55,057 87,468 267,160 288,835 410,365 431,360: 49,050 28,055
Old : 263,529: 53,543 60,377 33,997 143,443 148,278 230,983 242,652: 32,546 20,877
Other: 195,886: 23,316 15,802 32,349 123,717 140,557 179,382 188,708: 16,504 7,178
: : :
: : Changes in Commitments from: April 28, 2020 :
: 9,695: 1,787 2,761 5,699 2,845 1,270 10,331 9,730: -636 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.0 19.0 58.2 62.9 89.3 93.9: 10.7 6.1
Old : 100.0: 20.3 22.9 12.9 54.4 56.3 87.6 92.1: 12.4 7.9
Other: 100.0: 11.9 8.1 16.5 63.2 71.8 91.6 96.3: 8.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 68 58 76 108 88 221 185:
Old : 255: 66 57 58 101 79 199 165:
Other: 188: 42 44 38 81 59 152 113:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 30.4 21.8 39.6 10.8 25.7 16.1 32.0
Old : 15.2 25.7 22.2 34.2 13.1 23.4 19.2 30.0
Other: 18.0 36.6 28.8 52.1 15.6 28.7 25.2 39.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 13,341: 3,928 787 1,499 5,731 9,804 11,158 12,090: 2,183 1,251
Old : 8,263: 3,837 1,268 592 2,319 5,702 6,749 7,562: 1,515 701
Other: 5,078: 646 74 351 3,411 4,103 4,409 4,528: 668 549
: : :
: : Changes in Commitments from: April 28, 2020 :
: -53: -182 -123 142 -89 -118 -128 -98: 75 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 5.9 11.2 43.0 73.5 83.6 90.6: 16.4 9.4
Old : 100.0: 46.4 15.3 7.2 28.1 69.0 81.7 91.5: 18.3 8.5
Other: 100.0: 12.7 1.5 6.9 67.2 80.8 86.8 89.2: 13.2 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 7 12 17 17 44 31:
Old : 48: 20 9 8 11 11 35 24:
Other: 31: 10 2 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 : 39.1 41.0 50.8 61.2 33.3 40.1 42.9 58.6
Old : 35.5 41.4 49.7 68.0 35.5 41.4 49.7 66.4
Other: 63.8 62.5 76.6 75.0 61.7 61.6 72.4 71.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 05, 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 : 2,502,512: 513,023 715,433 152,066 1,662,431 1,537,587 2,327,521 2,405,086: 174,992 97,427
Old : 2,502,512: 513,023 715,433 152,066 1,662,431 1,537,587 2,327,521 2,405,086: 174,992 97,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -99,072: -18,475 -59,824 27,350 -112,410 -61,965 -103,535 -94,439: 4,463 -4,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 28.6 6.1 66.4 61.4 93.0 96.1: 7.0 3.9
Old : 100.0: 20.5 28.6 6.1 66.4 61.4 93.0 96.1: 7.0 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 : 330: 64 46 45 173 145 260 213:
Old : 330: 64 46 45 173 145 260 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 32.5 31.0 45.0 19.9 27.9 26.4 39.3
Old : 21.7 32.5 31.0 45.0 19.9 27.9 26.4 39.3
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, May 05, 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 : 4,051,071: 565,855 644,403 478,476 2,577,192 2,551,202 3,621,523 3,674,082: 429,548 376,989
Old : 4,051,071: 565,855 644,403 478,476 2,577,192 2,551,202 3,621,523 3,674,082: 429,548 376,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 114,317: -7,662 76,400 11,483 106,901 21,192 110,722 109,075: 3,595 5,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.9 11.8 63.6 63.0 89.4 90.7: 10.6 9.3
Old : 100.0: 14.0 15.9 11.8 63.6 63.0 89.4 90.7: 10.6 9.3
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 : 378: 73 63 87 209 190 320 302:
Old : 378: 73 63 87 209 190 320 302:
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 : 18.2 19.4 25.3 28.3 12.9 13.6 19.1 20.4
Old : 18.2 19.4 25.3 28.3 12.9 13.6 19.1 20.4
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, May 05, 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 : 870,705: 89,485 144,713 8,149 667,702 529,544 765,336 682,406: 105,369 188,299
Old : 870,705: 89,485 144,713 8,149 667,702 529,544 765,336 682,406: 105,369 188,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 26,043: 969 18,704 -59 26,147 8,693 27,057 27,338: -1,014 -1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.6 0.9 76.7 60.8 87.9 78.4: 12.1 21.6
Old : 100.0: 10.3 16.6 0.9 76.7 60.8 87.9 78.4: 12.1 21.6
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 : 113: 15 10 8 67 67 84 83:
Old : 113: 15 10 8 67 67 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 25.0 46.4 34.9 30.6 24.0 42.7 32.6
Old : 31.1 25.0 46.4 34.9 30.6 24.0 42.7 32.6
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, May 05, 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 : 3,984,268: 443,141 673,757 325,204 2,888,488 2,694,120 3,656,832 3,693,081: 327,436 291,188
Old : 3,984,268: 443,141 673,757 325,204 2,888,488 2,694,120 3,656,832 3,693,081: 327,436 291,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 29,070: -9,616 15,458 9,741 45,594 8,412 45,718 33,611: -16,649 -4,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.9 8.2 72.5 67.6 91.8 92.7: 8.2 7.3
Old : 100.0: 11.1 16.9 8.2 72.5 67.6 91.8 92.7: 8.2 7.3
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 : 303: 59 36 56 157 165 242 231:
Old : 303: 59 36 56 157 165 242 231:
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 : 28.6 19.1 40.6 31.9 24.7 18.9 35.5 28.2
Old : 28.6 19.1 40.6 31.9 24.7 18.9 35.5 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, May 05, 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 : 1,595,985: 601,419 215,418 230,820 713,576 1,092,436 1,545,815 1,538,674: 50,170 57,311
Old : 1,595,985: 601,419 215,418 230,820 713,576 1,092,436 1,545,815 1,538,674: 50,170 57,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -174,906: -110,468 -12,353 33,919 -125,544 -223,924 -202,092 -202,357: 27,186 27,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.5 14.5 44.7 68.4 96.9 96.4: 3.1 3.6
Old : 100.0: 37.7 13.5 14.5 44.7 68.4 96.9 96.4: 3.1 3.6
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 : 115: 21 25 30 56 65 96 101:
Old : 115: 21 25 30 56 65 96 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 36.5 53.8 52.1 35.2 29.3 40.3 35.6
Old : 43.2 36.5 53.8 52.1 35.2 29.3 40.3 35.6
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, May 05, 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 : 33,494: 6,270 14,439 309 21,392 10,444 27,971 25,192: 5,524 8,302
Old : 33,494: 6,270 14,439 309 21,392 10,444 27,971 25,192: 5,524 8,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -527: 57 1,705 -589 -379 -1,649 -911 -533: 384 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 43.1 0.9 63.9 31.2 83.5 75.2: 16.5 24.8
Old : 100.0: 18.7 43.1 0.9 63.9 31.2 83.5 75.2: 16.5 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 : 84: 15 23 8 39 19 58 46:
Old : 84: 15 23 8 39 19 58 46:
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 : 31.9 38.4 43.2 49.6 31.2 37.9 42.3 48.7
Old : 31.9 38.4 43.2 49.6 31.2 37.9 42.3 48.7
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, May 05, 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 : 66,988: 12,540 28,878 617 42,784 20,888 55,941 50,383: 11,047 16,605
Old : 66,988: 12,540 28,878 617 42,784 20,888 55,941 50,383: 11,047 16,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,053: 115 3,410 -1,179 -757 -3,297 -1,821 -1,066: 768 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 43.1 0.9 63.9 31.2 83.5 75.2: 16.5 24.8
Old : 100.0: 18.7 43.1 0.9 63.9 31.2 83.5 75.2: 16.5 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 : 84: 15 23 8 39 19 58 46:
Old : 84: 15 23 8 39 19 58 46:
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 : 31.9 38.4 43.2 49.6 31.2 37.9 42.3 48.7
Old : 31.9 38.4 43.2 49.6 31.2 37.9 42.3 48.7
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, May 05, 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 : 39,991: 3,441 1,553 0 34,363 37,971 37,804 39,524: 2,187 467
Old : 39,991: 3,441 1,553 0 34,363 37,971 37,804 39,524: 2,187 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: -1,898: -1,251 308 0 -216 -2,357 -1,467 -2,049: -431 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.9 0.0 85.9 94.9 94.5 98.8: 5.5 1.2
Old : 100.0: 8.6 3.9 0.0 85.9 94.9 94.5 98.8: 5.5 1.2
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 : 28: 3 3 0 12 12 15 15:
Old : 28: 3 3 0 12 12 15 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 : 71.6 78.6 86.6 93.2 70.4 78.6 85.2 93.2
Old : 71.6 78.6 86.6 93.2 70.4 78.6 85.2 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, May 05, 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 : 20,034: 12,422 18,124 490 6,918 1,385 19,830 19,999: 204 35
Old : 20,034: 12,422 18,124 490 6,918 1,385 19,830 19,999: 204 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2020 :
: 343: -1,173 521 5 1,504 -183 336 343: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 90.5 2.4 34.5 6.9 99.0 99.8: 1.0 0.2
Old : 100.0: 62.0 90.5 2.4 34.5 6.9 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 : 66.9 49.5 89.9 76.2 66.2 48.0 86.1 72.5
Old : 66.9 49.5 89.9 76.2 66.2 48.0 86.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2020