WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 474,540: 93,443 95,918 159,650 193,764 175,957 446,857 431,526: 27,682 43,014
Old : 461,393: 91,794 96,882 155,229 189,732 169,567 436,756 421,678: 24,637 39,714
Other: 13,147: 3,179 566 2,891 4,031 6,390 10,102 9,847: 3,045 3,300
: : :
: : Changes in Commitments from: May 5, 2020 :
: 6,570: -3,818 2,706 4,564 6,510 -515 7,256 6,755: -686 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.2 33.6 40.8 37.1 94.2 90.9: 5.8 9.1
Old : 100.0: 19.9 21.0 33.6 41.1 36.8 94.7 91.4: 5.3 8.6
Other: 100.0: 24.2 4.3 22.0 30.7 48.6 76.8 74.9: 23.2 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 115 100 122 93 114 275 281:
Old : 355: 113 102 117 92 114 267 280:
Other: 93: 26 11 17 23 40 59 61:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.6 21.3 19.1 11.1 7.0 17.1 11.6
Old : 13.2 11.8 21.5 19.4 11.2 7.4 17.4 12.0
Other: 27.7 40.2 44.4 50.4 18.4 30.8 30.0 37.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 26,188: 15,119 0 988 9,690 24,595 25,797 25,583: 391 605
Old : 26,188: 15,119 0 988 9,690 24,595 25,797 25,583: 391 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,131: -62 0 73 -1,244 -1,269 -1,232 -1,196: 101 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 0.0 3.8 37.0 93.9 98.5 97.7: 1.5 2.3
Old : 100.0: 57.7 0.0 3.8 37.0 93.9 98.5 97.7: 1.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 0 3 13 22 20 25:
Old : 29: 7 0 3 13 22 20 25:
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 : 69.5 49.8 86.8 67.2 65.5 41.3 68.9 55.5
Old : 69.5 49.8 86.8 67.2 65.5 41.3 68.9 55.5
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 12, 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 : 229,126: 43,799 44,102 58,657 105,451 104,517 207,907 207,275: 21,219 21,850
Old : 227,064: 43,901 44,253 58,064 104,325 103,596 206,290 205,912: 20,775 21,152
Other: 2,061: 166 117 326 1,126 921 1,617 1,363: 444 698
: : :
: : Changes in Commitments from: May 5, 2020 :
: -9,412: -4,146 1,127 -5,907 240 -6,103 -9,813 -10,883: 401 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.2 25.6 46.0 45.6 90.7 90.5: 9.3 9.5
Old : 100.0: 19.3 19.5 25.6 45.9 45.6 90.9 90.7: 9.1 9.3
Other: 100.0: 8.0 5.7 15.8 54.6 44.7 78.5 66.1: 21.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 55 58 71 84 79 184 172:
Old : 232: 57 60 69 83 79 181 172:
Other: 56: 10 7 9 13 29 28 40:
:----------------------------------------------------------------------------------------------------
: 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 20.2 23.6 28.0 13.3 17.5 20.7 24.1
Old : 15.2 20.4 23.7 28.2 13.4 17.9 20.7 24.5
Other: 49.5 31.8 61.6 48.3 44.3 26.9 52.8 37.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,814,501: 193,605 381,843 515,379 880,988 709,820 1,589,972 1,607,042: 224,529 207,459
Old : 1,091,490: 210,735 354,957 242,883 496,210 395,585 949,828 993,424: 141,662 98,065
Other: 723,011: 113,338 157,354 142,028 384,778 314,235 640,144 613,618: 82,867 109,394
: : :
: : Changes in Commitments from: May 5, 2020 :
: 39,195: -2,953 20,539 23,627 13,404 -3,964 34,078 40,202: 5,117 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 21.0 28.4 48.6 39.1 87.6 88.6: 12.4 11.4
Old : 100.0: 19.3 32.5 22.3 45.5 36.2 87.0 91.0: 13.0 9.0
Other: 100.0: 15.7 21.8 19.6 53.2 43.5 88.5 84.9: 11.5 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 789: 149 180 197 377 343 638 623:
Old : 728: 138 170 143 339 289 551 529:
Other: 603: 98 122 98 258 292 410 462:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 8.3 14.7 14.8 6.4 6.3 11.2 10.8
Old : 10.8 9.4 17.8 16.2 9.2 7.4 15.4 13.0
Other: 13.0 12.4 20.2 20.9 10.0 10.9 15.2 17.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 4,160: 1,173 17 183 1,209 2,898 2,565 3,098: 1,595 1,062
Old : 4,160: 1,173 17 183 1,209 2,898 2,565 3,098: 1,595 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 416: 270 1 -10 15 395 275 386: 141 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 0.4 4.4 29.1 69.7 61.7 74.5: 38.3 25.5
Old : 100.0: 28.2 0.4 4.4 29.1 69.7 61.7 74.5: 38.3 25.5
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 : 24: 8 1 2 8 12 17 14:
Old : 24: 8 1 2 8 12 17 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 : 27.9 43.3 43.4 62.6 25.6 40.2 38.1 53.4
Old : 27.9 43.3 43.4 62.6 25.6 40.2 38.1 53.4
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 12, 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 : 1,025,674: 140,617 81,149 312,376 493,694 570,088 946,687 963,613: 78,987 62,061
Old : 442,119: 111,954 77,759 89,959 200,927 244,058 402,840 411,776: 39,278 30,342
Other: 583,555: 83,891 58,618 167,189 292,767 326,030 543,847 551,837: 39,708 31,718
: : :
: : Changes in Commitments from: May 5, 2020 :
: 52,418: 14,967 -6,171 11,630 21,051 47,249 47,648 52,708: 4,770 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.9 30.5 48.1 55.6 92.3 93.9: 7.7 6.1
Old : 100.0: 25.3 17.6 20.3 45.4 55.2 91.1 93.1: 8.9 6.9
Other: 100.0: 14.4 10.0 28.7 50.2 55.9 93.2 94.6: 6.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 199 107 199 218 202 506 441:
Old : 500: 153 115 111 165 167 365 346:
Other: 445: 132 75 135 182 174 387 328:
:----------------------------------------------------------------------------------------------------
: 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 17.0 19.3 27.5 7.1 14.5 11.8 21.6
Old : 12.1 19.4 21.6 29.5 11.1 15.4 18.1 22.7
Other: 16.2 18.6 24.7 30.3 10.4 16.7 16.6 26.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 510,840: 61,808 64,403 136,898 273,533 279,611 472,239 480,912: 38,601 29,928
Old : 302,437: 72,872 80,400 56,807 153,511 146,116 283,189 283,323: 19,248 19,114
Other: 208,403: 34,806 29,873 34,221 120,022 133,495 189,049 197,589: 19,353 10,814
: : :
: : Changes in Commitments from: May 5, 2020 :
: 10,041: 604 3,295 5,724 3,255 1,375 9,583 10,394: 459 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.6 26.8 53.5 54.7 92.4 94.1: 7.6 5.9
Old : 100.0: 24.1 26.6 18.8 50.8 48.3 93.6 93.7: 6.4 6.3
Other: 100.0: 16.7 14.3 16.4 57.6 64.1 90.7 94.8: 9.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 77 77 103 110 97 248 240:
Old : 300: 84 84 67 97 84 209 208:
Other: 206: 56 44 46 77 60 160 129:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 22.1 18.2 32.5 6.5 17.9 12.4 23.3
Old : 13.7 17.2 22.7 26.6 11.6 12.8 18.7 19.5
Other: 13.3 32.6 23.3 47.0 12.8 31.3 22.3 41.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 1,174,135: 92,476 206,662 105,622 813,988 716,799 1,012,085 1,029,084: 162,050 145,051
Old : 1,174,135: 92,476 206,662 105,622 813,988 716,799 1,012,085 1,029,084: 162,050 145,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 36,311: 11,444 19,185 18,147 5,897 5,462 35,488 42,794: 822 -6,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.6 9.0 69.3 61.0 86.2 87.6: 13.8 12.4
Old : 100.0: 7.9 17.6 9.0 69.3 61.0 86.2 87.6: 13.8 12.4
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 : 182: 31 27 40 96 97 146 145:
Old : 182: 31 27 40 96 97 146 145:
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 : 20.7 26.3 30.7 38.0 17.5 20.6 25.1 28.9
Old : 20.7 26.3 30.7 38.0 17.5 20.6 25.1 28.9
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 12, 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 : 1,088,862: 129,336 367,966 24,156 790,278 601,542 943,770 993,664: 145,092 95,198
Old : 1,088,862: 129,336 367,966 24,156 790,278 601,542 943,770 993,664: 145,092 95,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 39,781: -8,884 -17,768 21,696 14,236 27,151 27,048 31,079: 12,733 8,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 33.8 2.2 72.6 55.2 86.7 91.3: 13.3 8.7
Old : 100.0: 11.9 33.8 2.2 72.6 55.2 86.7 91.3: 13.3 8.7
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 : 134: 12 19 17 79 76 103 100:
Old : 134: 12 19 17 79 76 103 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.7 39.8 48.9 23.8 32.4 34.6 46.2
Old : 27.6 34.7 39.8 48.9 23.8 32.4 34.6 46.2
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 12, 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 : 479,565: 58,781 55,062 95,275 275,761 300,693 429,816 451,030: 49,749 28,536
Old : 265,593: 55,220 62,586 35,300 143,857 147,450 234,377 245,336: 31,216 20,257
Other: 213,973: 26,592 15,507 36,944 131,903 153,243 195,439 205,694: 18,533 8,279
: : :
: : Changes in Commitments from: May 5, 2020 :
: 20,150: 3,043 5 7,807 8,601 11,858 19,451 19,670: 699 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.5 19.9 57.5 62.7 89.6 94.0: 10.4 6.0
Old : 100.0: 20.8 23.6 13.3 54.2 55.5 88.2 92.4: 11.8 7.6
Other: 100.0: 12.4 7.2 17.3 61.6 71.6 91.3 96.1: 8.7 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 76 55 79 105 89 225 189:
Old : 261: 75 55 58 98 80 202 166:
Other: 190: 48 41 41 79 59 155 114:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 30.4 22.3 39.4 11.0 25.4 16.1 31.9
Old : 15.4 24.6 22.5 32.7 13.0 22.7 18.9 29.6
Other: 18.1 38.0 28.7 52.8 15.6 30.0 24.9 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 13,508: 3,849 863 1,704 5,665 9,645 11,219 12,213: 2,289 1,295
Old : 8,282: 3,754 1,382 734 2,251 5,459 6,739 7,575: 1,543 707
Other: 5,227: 694 80 371 3,415 4,187 4,480 4,638: 747 589
: : :
: : Changes in Commitments from: May 5, 2020 :
: 167: -79 76 206 -66 -159 61 123: 106 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.4 12.6 41.9 71.4 83.1 90.4: 16.9 9.6
Old : 100.0: 45.3 16.7 8.9 27.2 65.9 81.4 91.5: 18.6 8.5
Other: 100.0: 13.3 1.5 7.1 65.3 80.1 85.7 88.7: 14.3 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 23 6 13 17 18 44 33:
Old : 49: 18 11 9 12 12 36 26:
Other: 32: 11 2 7 9 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 : 37.6 40.4 49.5 60.5 32.2 40.0 41.5 59.6
Old : 32.1 39.4 45.6 65.6 32.1 39.4 45.4 63.1
Other: 63.0 61.7 76.2 73.9 60.9 61.0 71.6 71.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 2,539,739: 501,190 723,296 209,915 1,649,424 1,513,328 2,360,530 2,446,539: 179,209 93,200
Old : 2,539,739: 501,190 723,296 209,915 1,649,424 1,513,328 2,360,530 2,446,539: 179,209 93,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 37,227: -11,833 7,864 57,850 -13,007 -24,260 33,009 41,454: 4,217 -4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 28.5 8.3 64.9 59.6 92.9 96.3: 7.1 3.7
Old : 100.0: 19.7 28.5 8.3 64.9 59.6 92.9 96.3: 7.1 3.7
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 : 326: 62 41 43 173 147 256 210:
Old : 326: 62 41 43 173 147 256 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 31.7 29.6 44.3 18.1 26.9 24.2 38.0
Old : 20.5 31.7 29.6 44.3 18.1 26.9 24.2 38.0
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, May 12, 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 : 4,146,260: 590,167 680,679 527,567 2,596,215 2,561,999 3,713,949 3,770,245: 432,311 376,015
Old : 4,146,260: 590,167 680,679 527,567 2,596,215 2,561,999 3,713,949 3,770,245: 432,311 376,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 95,189: 24,312 36,276 49,091 19,023 10,797 92,426 96,163: 2,763 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.4 12.7 62.6 61.8 89.6 90.9: 10.4 9.1
Old : 100.0: 14.2 16.4 12.7 62.6 61.8 89.6 90.9: 10.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 70 65 87 205 191 317 302:
Old : 378: 70 65 87 205 191 317 302:
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 : 17.4 19.7 24.7 28.4 12.3 13.7 18.4 20.5
Old : 17.4 19.7 24.7 28.4 12.3 13.7 18.4 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 908,486: 85,067 148,137 10,535 715,766 578,789 811,368 737,461: 97,118 171,025
Old : 908,486: 85,067 148,137 10,535 715,766 578,789 811,368 737,461: 97,118 171,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 37,781: -4,418 3,424 2,386 48,064 49,245 46,032 55,055: -8,251 -17,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.3 1.2 78.8 63.7 89.3 81.2: 10.7 18.8
Old : 100.0: 9.4 16.3 1.2 78.8 63.7 89.3 81.2: 10.7 18.8
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 : 119: 15 12 10 69 73 89 90:
Old : 119: 15 12 10 69 73 89 90:
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 : 32.9 24.4 47.6 34.6 32.6 23.3 44.3 32.5
Old : 32.9 24.4 47.6 34.6 32.6 23.3 44.3 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 4,055,966: 403,393 622,435 452,773 2,876,673 2,682,413 3,732,839 3,757,621: 323,127 298,345
Old : 4,055,966: 403,393 622,435 452,773 2,876,673 2,682,413 3,732,839 3,757,621: 323,127 298,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 71,698: -39,747 -51,321 127,569 -11,815 -11,707 76,007 64,540: -4,309 7,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 15.3 11.2 70.9 66.1 92.0 92.6: 8.0 7.4
Old : 100.0: 9.9 15.3 11.2 70.9 66.1 92.0 92.6: 8.0 7.4
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 : 305: 52 45 58 160 168 245 238:
Old : 305: 52 45 58 160 168 245 238:
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 : 28.1 18.5 39.0 31.0 24.1 18.2 32.9 26.9
Old : 28.1 18.5 39.0 31.0 24.1 18.2 32.9 26.9
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 12, 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 : 1,770,145: 662,940 293,251 308,966 772,138 1,136,099 1,744,044 1,738,316: 26,101 31,829
Old : 1,770,145: 662,940 293,251 308,966 772,138 1,136,099 1,744,044 1,738,316: 26,101 31,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 174,161: 61,521 77,833 78,146 58,562 43,663 198,229 199,642: -24,068 -25,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.6 17.5 43.6 64.2 98.5 98.2: 1.5 1.8
Old : 100.0: 37.5 16.6 17.5 43.6 64.2 98.5 98.2: 1.5 1.8
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 : 122: 26 24 34 60 66 104 106:
Old : 122: 26 24 34 60 66 104 106:
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 : 41.9 35.6 52.5 50.7 34.2 26.1 38.8 33.6
Old : 41.9 35.6 52.5 50.7 34.2 26.1 38.8 33.6
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 12, 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 : 35,075: 6,254 14,584 564 22,622 11,608 29,439 26,755: 5,636 8,320
Old : 35,075: 6,254 14,584 564 22,622 11,608 29,439 26,755: 5,636 8,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 1,581: -16 145 255 1,230 1,164 1,469 1,564: 113 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 41.6 1.6 64.5 33.1 83.9 76.3: 16.1 23.7
Old : 100.0: 17.8 41.6 1.6 64.5 33.1 83.9 76.3: 16.1 23.7
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 : 93: 20 24 11 38 24 62 55:
Old : 93: 20 24 11 38 24 62 55:
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 : 31.2 35.9 41.0 44.9 30.5 34.9 39.9 43.5
Old : 31.2 35.9 41.0 44.9 30.5 34.9 39.9 43.5
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, May 12, 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 : 70,151: 12,508 29,168 1,127 45,244 23,216 58,879 53,511: 11,272 16,640
Old : 70,151: 12,508 29,168 1,127 45,244 23,216 58,879 53,511: 11,272 16,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 3,163: -33 290 510 2,460 2,328 2,938 3,127: 225 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 41.6 1.6 64.5 33.1 83.9 76.3: 16.1 23.7
Old : 100.0: 17.8 41.6 1.6 64.5 33.1 83.9 76.3: 16.1 23.7
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 : 93: 20 24 11 38 24 62 55:
Old : 93: 20 24 11 38 24 62 55:
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 : 31.2 35.9 41.0 44.9 30.5 34.9 39.9 43.5
Old : 31.2 35.9 41.0 44.9 30.5 34.9 39.9 43.5
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, May 12, 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 : 39,467: 3,502 1,350 0 33,666 37,247 37,168 38,597: 2,299 870
Old : 39,467: 3,502 1,350 0 33,666 37,247 37,168 38,597: 2,299 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -524: 61 -203 0 -697 -724 -636 -927: 112 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 3.4 0.0 85.3 94.4 94.2 97.8: 5.8 2.2
Old : 100.0: 8.9 3.4 0.0 85.3 94.4 94.2 97.8: 5.8 2.2
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 : 29: 3 2 0 13 13 16 15:
Old : 29: 3 2 0 13 13 16 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 : 70.0 78.4 85.4 92.2 69.0 78.4 84.2 92.2
Old : 70.0 78.4 85.4 92.2 69.0 78.4 84.2 92.2
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 12, 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 : 19,870: 12,376 17,903 530 6,756 1,383 19,662 19,816: 208 54
Old : 19,870: 12,376 17,903 530 6,756 1,383 19,662 19,816: 208 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -164: -46 -221 40 -162 -2 -168 -183: 4 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 90.1 2.7 34.0 7.0 99.0 99.7: 1.0 0.3
Old : 100.0: 62.3 90.1 2.7 34.0 7.0 99.0 99.7: 1.0 0.3
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 : 35: 14 16 3 4 3 21 19:
Old : 35: 14 16 3 4 3 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 49.0 89.9 76.1 66.9 47.5 87.0 72.3
Old : 67.6 49.0 89.9 76.1 66.9 47.5 87.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 43,149: 14,182 14,172 28,967 0 0 43,149 43,139: 0 10
Old : 43,149: 14,182 14,172 28,967 0 0 43,149 43,139: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 32.8 67.1 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 32.9 32.8 67.1 0.0 0.0 100.0 100.0: 0.0 0.0
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 : 21: 9 11 6 0 0 13 14:
Old : 21: 9 11 6 0 0 13 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 : 87.6 85.2 97.8 95.8 27.5 25.9 32.6 32.1
Old : 87.6 85.2 97.8 95.8 27.5 25.9 32.6 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020