WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 504,512: 90,566 114,718 173,994 210,075 171,451 474,635 460,163: 29,877 44,350
Old : 490,493: 89,687 116,572 168,137 205,867 164,858 463,692 449,568: 26,801 40,925
Other: 14,019: 3,779 1,046 2,956 4,208 6,593 10,943 10,595: 3,076 3,424
: : :
: : Changes in Commitments from: May 12, 2020 :
: 29,973: -2,877 18,799 14,343 16,311 -4,506 27,777 28,637: 2,195 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.7 34.5 41.6 34.0 94.1 91.2: 5.9 8.8
Old : 100.0: 18.3 23.8 34.3 42.0 33.6 94.5 91.7: 5.5 8.3
Other: 100.0: 27.0 7.5 21.1 30.0 47.0 78.1 75.6: 21.9 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 112 111 126 88 109 270 287:
Old : 359: 112 112 120 88 109 265 284:
Other: 91: 19 17 15 24 39 54 63:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 10.8 21.2 18.1 10.5 6.5 16.4 10.9
Old : 12.9 10.9 21.4 18.4 10.7 6.9 16.6 11.4
Other: 31.0 39.0 47.3 49.3 21.4 30.2 33.8 37.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 26,608: 15,717 216 966 9,534 24,661 26,217 25,843: 391 765
Old : 26,608: 15,717 216 966 9,534 24,661 26,217 25,843: 391 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 420: 598 216 -22 -156 66 420 260: 0 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 0.8 3.6 35.8 92.7 98.5 97.1: 1.5 2.9
Old : 100.0: 59.1 0.8 3.6 35.8 92.7 98.5 97.1: 1.5 2.9
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 : 30: 6 1 3 13 22 20 25:
Old : 30: 6 1 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 : 70.1 47.9 87.5 66.1 66.1 39.1 70.0 54.9
Old : 70.1 47.9 87.5 66.1 66.1 39.1 70.0 54.9
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 19, 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 : 245,269: 40,082 59,753 66,678 116,751 97,174 223,512 223,605: 21,758 21,664
Old : 242,956: 40,476 59,902 65,888 115,378 96,294 221,742 222,084: 21,214 20,872
Other: 2,313: 161 405 236 1,373 880 1,770 1,521: 543 792
: : :
: : Changes in Commitments from: May 12, 2020 :
: 16,144: -3,717 15,651 8,022 11,300 -7,343 15,605 16,330: 539 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 24.4 27.2 47.6 39.6 91.1 91.2: 8.9 8.8
Old : 100.0: 16.7 24.7 27.1 47.5 39.6 91.3 91.4: 8.7 8.6
Other: 100.0: 6.9 17.5 10.2 59.4 38.0 76.5 65.8: 23.5 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 58 61 63 86 76 179 171:
Old : 233: 58 63 62 85 76 177 171:
Other: 51: 8 6 7 11 29 23 38:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 19.3 23.7 28.4 12.7 16.7 19.9 23.3
Old : 15.0 19.5 23.8 28.5 12.6 17.0 19.8 23.6
Other: 54.3 38.4 64.2 51.5 50.2 33.2 57.7 44.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,834,951: 197,121 411,696 519,504 890,744 701,142 1,607,369 1,632,343: 227,582 202,608
Old : 1,086,921: 204,747 370,814 243,287 497,887 379,418 945,922 993,519: 141,000 93,402
Other: 748,030: 123,041 171,549 145,550 392,857 321,724 661,447 638,823: 86,582 109,207
: : :
: : Changes in Commitments from: May 12, 2020 :
: 20,450: 3,516 29,853 4,126 9,756 -8,678 17,397 25,301: 3,053 -4,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 22.4 28.3 48.5 38.2 87.6 89.0: 12.4 11.0
Old : 100.0: 18.8 34.1 22.4 45.8 34.9 87.0 91.4: 13.0 8.6
Other: 100.0: 16.4 22.9 19.5 52.5 43.0 88.4 85.4: 11.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 153 173 201 378 337 647 612:
Old : 718: 136 167 142 338 284 550 518:
Other: 606: 113 114 99 260 287 420 456:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 8.5 14.4 15.0 6.3 6.6 10.9 11.2
Old : 10.5 9.9 17.6 17.2 9.2 8.0 15.0 13.8
Other: 12.4 12.6 19.6 20.5 9.5 10.7 14.8 16.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 4,869: 1,516 14 260 1,121 3,119 2,897 3,393: 1,972 1,477
Old : 4,869: 1,516 14 260 1,121 3,119 2,897 3,393: 1,972 1,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 709: 343 -3 77 -88 221 332 295: 377 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 0.3 5.3 23.0 64.0 59.5 69.7: 40.5 30.3
Old : 100.0: 31.1 0.3 5.3 23.0 64.0 59.5 69.7: 40.5 30.3
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 : 27: 11 1 2 7 13 19 15:
Old : 27: 11 1 2 7 13 19 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 : 25.5 37.4 41.1 54.2 22.7 37.3 33.2 51.1
Old : 25.5 37.4 41.1 54.2 22.7 37.3 33.2 51.1
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 19, 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 : 1,038,765: 134,969 95,130 318,616 505,159 564,481 958,744 978,227: 80,021 60,538
Old : 442,481: 106,063 92,321 90,951 205,411 229,831 402,426 413,103: 40,055 29,378
Other: 596,284: 86,023 59,927 170,548 299,747 334,650 556,318 565,124: 39,966 31,161
: : :
: : Changes in Commitments from: May 12, 2020 :
: 13,091: -5,648 13,981 6,240 11,465 -5,607 12,057 14,614: 1,034 -1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.2 30.7 48.6 54.3 92.3 94.2: 7.7 5.8
Old : 100.0: 24.0 20.9 20.6 46.4 51.9 90.9 93.4: 9.1 6.6
Other: 100.0: 14.4 10.1 28.6 50.3 56.1 93.3 94.8: 6.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 193 116 199 214 198 498 437:
Old : 500: 146 122 113 162 169 361 352:
Other: 441: 136 74 135 180 170 383 326:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 16.4 19.2 27.4 7.1 13.9 11.9 21.1
Old : 13.1 18.6 22.4 28.4 10.5 15.1 17.1 22.2
Other: 15.3 19.7 23.9 31.4 10.8 17.3 17.4 27.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 515,336: 69,250 59,823 140,745 267,973 285,225 477,968 485,792: 37,368 29,544
Old : 300,050: 78,357 76,568 57,516 146,288 146,808 282,160 280,892: 17,889 19,157
Other: 215,287: 36,814 29,176 37,307 121,686 138,417 195,808 204,900: 19,479 10,387
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,497: 7,442 -4,580 3,847 -5,560 5,614 5,729 4,880: -1,233 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.6 27.3 52.0 55.3 92.7 94.3: 7.3 5.7
Old : 100.0: 26.1 25.5 19.2 48.8 48.9 94.0 93.6: 6.0 6.4
Other: 100.0: 17.1 13.6 17.3 56.5 64.3 91.0 95.2: 9.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 74 75 104 112 96 252 235:
Old : 296: 78 82 65 101 87 212 204:
Other: 212: 57 44 51 78 59 169 129:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 23.1 18.1 33.9 6.2 19.8 11.8 25.3
Old : 13.8 18.2 22.0 27.5 11.1 13.6 18.1 20.5
Other: 13.0 33.5 23.2 48.6 12.4 32.4 21.7 42.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,214,742: 100,907 197,786 127,396 829,087 743,367 1,057,391 1,068,549: 157,351 146,193
Old : 1,214,742: 100,907 197,786 127,396 829,087 743,367 1,057,391 1,068,549: 157,351 146,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 40,607: 8,431 -8,876 21,775 15,100 26,567 45,305 39,465: -4,699 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 16.3 10.5 68.3 61.2 87.0 88.0: 13.0 12.0
Old : 100.0: 8.3 16.3 10.5 68.3 61.2 87.0 88.0: 13.0 12.0
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 : 185: 32 29 42 97 94 151 143:
Old : 185: 32 29 42 97 94 151 143:
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 24.9 30.0 36.3 16.6 19.9 24.3 28.3
Old : 20.7 24.9 30.0 36.3 16.6 19.9 24.3 28.3
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, May 19, 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 : 1,131,891: 126,258 370,253 47,413 807,687 607,295 981,358 1,024,961: 150,533 106,930
Old : 1,131,891: 126,258 370,253 47,413 807,687 607,295 981,358 1,024,961: 150,533 106,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 43,029: -3,078 2,287 23,257 17,409 5,753 37,588 31,297: 5,440 11,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 32.7 4.2 71.4 53.7 86.7 90.6: 13.3 9.4
Old : 100.0: 11.2 32.7 4.2 71.4 53.7 86.7 90.6: 13.3 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 : 132: 13 17 16 83 74 105 99:
Old : 132: 13 17 16 83 74 105 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 35.9 38.1 49.7 22.6 32.3 32.9 45.6
Old : 26.3 35.9 38.1 49.7 22.6 32.3 32.9 45.6
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 19, 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 : 489,652: 61,937 72,323 95,832 278,779 290,951 436,548 459,106: 53,103 30,546
Old : 263,793: 55,809 77,356 35,064 140,256 129,473 231,129 241,893: 32,664 21,900
Other: 225,859: 29,665 18,504 37,231 138,523 161,478 205,419 217,213: 20,440 8,646
: : :
: : Changes in Commitments from: May 12, 2020 :
: 10,086: 3,156 17,261 558 3,019 -9,742 6,732 8,076: 3,354 2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.8 19.6 56.9 59.4 89.2 93.8: 10.8 6.2
Old : 100.0: 21.2 29.3 13.3 53.2 49.1 87.6 91.7: 12.4 8.3
Other: 100.0: 13.1 8.2 16.5 61.3 71.5 91.0 96.2: 9.0 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 77 63 79 108 92 229 201:
Old : 266: 76 60 57 99 81 201 174:
Other: 199: 50 45 40 83 65 163 121:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 27.4 22.5 36.5 10.5 22.9 15.3 28.4
Old : 15.5 21.5 22.9 29.7 12.5 19.1 18.5 26.3
Other: 17.6 37.1 28.2 51.6 15.4 29.6 24.3 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 13,488: 3,651 835 1,803 5,775 9,588 11,229 12,225: 2,259 1,262
Old : 7,986: 3,498 1,319 863 2,079 5,082 6,440 7,264: 1,546 722
Other: 5,502: 706 69 386 3,696 4,506 4,789 4,961: 713 540
: : :
: : Changes in Commitments from: May 12, 2020 :
: -20: -198 -29 98 110 -57 10 12: -30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.2 13.4 42.8 71.1 83.2 90.6: 16.8 9.4
Old : 100.0: 43.8 16.5 10.8 26.0 63.6 80.6 91.0: 19.4 9.0
Other: 100.0: 12.8 1.3 7.0 67.2 81.9 87.0 90.2: 13.0 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 22 5 12 20 19 46 33:
Old : 48: 18 9 8 12 13 34 26:
Other: 36: 9 4 7 15 14 26 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 40.2 48.1 60.7 31.3 40.0 39.9 58.8
Old : 29.3 38.1 43.2 64.2 29.3 38.1 42.5 60.8
Other: 61.2 63.7 74.0 75.7 59.1 63.1 69.7 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 2,529,594: 526,225 797,442 213,947 1,617,137 1,421,006 2,357,308 2,432,395: 172,285 97,199
Old : 2,529,594: 526,225 797,442 213,947 1,617,137 1,421,006 2,357,308 2,432,395: 172,285 97,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -10,145: 25,035 74,146 4,031 -32,288 -92,322 -3,222 -14,145: -6,924 3,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.5 8.5 63.9 56.2 93.2 96.2: 6.8 3.8
Old : 100.0: 20.8 31.5 8.5 63.9 56.2 93.2 96.2: 6.8 3.8
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 : 326: 67 41 47 171 147 261 212:
Old : 326: 67 41 47 171 147 261 212:
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 : 20.0 29.6 29.5 43.4 17.7 26.3 24.6 37.3
Old : 20.0 29.6 29.5 43.4 17.7 26.3 24.6 37.3
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 19, 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 : 4,192,642: 636,494 686,220 550,857 2,578,973 2,571,611 3,766,325 3,808,689: 426,318 383,953
Old : 4,192,642: 636,494 686,220 550,857 2,578,973 2,571,611 3,766,325 3,808,689: 426,318 383,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 46,382: 46,327 5,541 23,291 -17,242 9,613 52,375 38,444: -5,993 7,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.4 13.1 61.5 61.3 89.8 90.8: 10.2 9.2
Old : 100.0: 15.2 16.4 13.1 61.5 61.3 89.8 90.8: 10.2 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 : 384: 72 70 91 201 194 322 307:
Old : 384: 72 70 91 201 194 322 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 19.2 24.2 28.1 12.1 13.6 17.9 20.6
Old : 17.0 19.2 24.2 28.1 12.1 13.6 17.9 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 956,045: 93,398 148,482 18,327 743,689 616,835 855,414 783,644: 100,631 172,401
Old : 956,045: 93,398 148,482 18,327 743,689 616,835 855,414 783,644: 100,631 172,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 47,559: 8,331 345 7,792 27,923 38,046 44,046 46,183: 3,513 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.5 1.9 77.8 64.5 89.5 82.0: 10.5 18.0
Old : 100.0: 9.8 15.5 1.9 77.8 64.5 89.5 82.0: 10.5 18.0
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 : 119: 14 12 11 70 75 89 93:
Old : 119: 14 12 11 70 75 89 93:
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 24.3 47.8 34.1 32.8 23.3 44.8 32.2
Old : 33.6 24.3 47.8 34.1 32.8 23.3 44.8 32.2
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 19, 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 : 3,989,985: 372,931 612,681 498,095 2,801,947 2,582,389 3,672,973 3,693,164: 317,012 296,820
Old : 3,989,985: 372,931 612,681 498,095 2,801,947 2,582,389 3,672,973 3,693,164: 317,012 296,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -65,982: -30,462 -9,755 45,322 -74,726 -100,024 -59,867 -64,457: -6,115 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 15.4 12.5 70.2 64.7 92.1 92.6: 7.9 7.4
Old : 100.0: 9.3 15.4 12.5 70.2 64.7 92.1 92.6: 7.9 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 : 320: 61 45 65 164 175 255 256:
Old : 320: 61 45 65 164 175 255 256:
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 17.5 39.3 29.8 24.6 17.2 33.2 27.2
Old : 28.6 17.5 39.3 29.8 24.6 17.2 33.2 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,786,833: 694,706 293,803 309,244 757,730 1,157,736 1,761,680 1,760,783: 25,152 26,049
Old : 1,786,833: 694,706 293,803 309,244 757,730 1,157,736 1,761,680 1,760,783: 25,152 26,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 16,687: 31,766 552 278 -14,408 21,637 17,636 22,467: -949 -5,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 16.4 17.3 42.4 64.8 98.6 98.5: 1.4 1.5
Old : 100.0: 38.9 16.4 17.3 42.4 64.8 98.6 98.5: 1.4 1.5
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 : 122: 27 23 34 62 66 107 105:
Old : 122: 27 23 34 62 66 107 105:
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 : 40.9 37.6 52.2 53.4 34.9 27.6 40.3 37.4
Old : 40.9 37.6 52.2 53.4 34.9 27.6 40.3 37.4
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 19, 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 : 37,152: 5,457 13,393 766 25,085 13,624 31,308 27,784: 5,844 9,369
Old : 37,152: 5,457 13,393 766 25,085 13,624 31,308 27,784: 5,844 9,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 2,077: -797 -1,191 202 2,463 2,017 1,869 1,028: 208 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 36.0 2.1 67.5 36.7 84.3 74.8: 15.7 25.2
Old : 100.0: 14.7 36.0 2.1 67.5 36.7 84.3 74.8: 15.7 25.2
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 : 86: 18 21 10 37 23 59 50:
Old : 86: 18 21 10 37 23 59 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 : 32.0 38.9 41.3 48.9 31.3 37.5 40.4 47.4
Old : 32.0 38.9 41.3 48.9 31.3 37.5 40.4 47.4
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 19, 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 : 74,304: 10,913 26,786 1,532 50,171 27,249 62,616 55,567: 11,688 18,737
Old : 74,304: 10,913 26,786 1,532 50,171 27,249 62,616 55,567: 11,688 18,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 4,153: -1,594 -2,382 405 4,927 4,033 3,737 2,056: 416 2,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 36.0 2.1 67.5 36.7 84.3 74.8: 15.7 25.2
Old : 100.0: 14.7 36.0 2.1 67.5 36.7 84.3 74.8: 15.7 25.2
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 : 86: 18 21 10 37 23 59 50:
Old : 86: 18 21 10 37 23 59 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 : 32.0 38.9 41.3 48.9 31.3 37.5 40.4 47.4
Old : 32.0 38.9 41.3 48.9 31.3 37.5 40.4 47.4
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 19, 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 : 62,360: 3,654 1,350 0 56,375 60,150 60,029 61,500: 2,331 860
Old : 62,360: 3,654 1,350 0 56,375 60,150 60,029 61,500: 2,331 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 22,893: 152 0 0 22,709 22,903 22,861 22,903: 32 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.2 0.0 90.4 96.5 96.3 98.6: 3.7 1.4
Old : 100.0: 5.9 2.2 0.0 90.4 96.5 96.3 98.6: 3.7 1.4
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 : 28: 3 2 0 15 11 18 13:
Old : 28: 3 2 0 15 11 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 85.1 86.5 96.2 71.4 80.0 82.3 91.0
Old : 72.5 85.1 86.5 96.2 71.4 80.0 82.3 91.0
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 19, 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 : 20,278: 12,420 18,355 480 7,119 1,380 20,019 20,215: 259 63
Old : 20,278: 12,420 18,355 480 7,119 1,380 20,019 20,215: 259 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: 408: 44 452 -50 363 -3 357 399: 51 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 90.5 2.4 35.1 6.8 98.7 99.7: 1.3 0.3
Old : 100.0: 61.2 90.5 2.4 35.1 6.8 98.7 99.7: 1.3 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: 13 17 3 4 3 20 20:
Old : 35: 13 17 3 4 3 20 20:
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 47.9 91.0 75.5 67.3 46.5 88.6 71.7
Old : 68.1 47.9 91.0 75.5 67.3 46.5 88.6 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 74,198: 4,368 8,242 51,241 18,553 14,316 74,162 73,799: 36 399
Old : 74,198: 4,368 8,242 51,241 18,553 14,316 74,162 73,799: 36 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 11.1 69.1 25.0 19.3 100.0 99.5: 0.0 0.5
Old : 100.0: 5.9 11.1 69.1 25.0 19.3 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 1 3 8 9 14:
Old : 21: 5 6 1 3 8 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 98.2 91.6 99.9 97.3 30.3 22.5 30.9 28.2
Old : 98.2 91.6 99.9 97.3 30.3 22.5 30.9 28.2
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 19, 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 : 42,718: 14,982 14,982 27,726 0 0 42,708 42,708: 10 10
Old : 42,718: 14,982 14,982 27,726 0 0 42,708 42,708: 10 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2020 :
: -431: 800 810 -1,241 0 0 -441 -431: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 35.1 64.9 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 35.1 35.1 64.9 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 : 84.9 85.0 97.3 95.7 27.7 29.2 34.8 34.1
Old : 84.9 85.0 97.3 95.7 27.7 29.2 34.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020