WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 501,935: 105,056 118,254 173,382 192,752 166,715 471,190 458,351: 30,745 43,584
Old : 483,521: 103,518 120,240 164,822 187,450 159,086 455,790 444,148: 27,731 39,374
Other: 18,414: 7,199 3,674 2,899 5,301 7,629 15,399 14,203: 3,015 4,211
: : :
: : Changes in Commitments from: June 2, 2020 :
: -14,258: 516 4,917 -2,448 -12,012 -15,953 -13,943 -13,484: -315 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 23.6 34.5 38.4 33.2 93.9 91.3: 6.1 8.7
Old : 100.0: 21.4 24.9 34.1 38.8 32.9 94.3 91.9: 5.7 8.1
Other: 100.0: 39.1 20.0 15.7 28.8 41.4 83.6 77.1: 16.4 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 110 112 134 90 105 274 290:
Old : 353: 114 109 129 90 105 269 287:
Other: 100: 20 23 16 23 42 56 71:
:----------------------------------------------------------------------------------------------------
: 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 10.8 22.4 17.9 11.4 7.6 18.1 12.9
Old : 13.3 11.0 22.1 18.4 11.1 8.0 17.8 13.6
Other: 40.2 36.6 54.8 47.1 35.9 31.0 48.7 38.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 25,836: 14,046 260 718 10,419 24,248 25,182 25,226: 654 610
Old : 25,836: 14,046 260 718 10,419 24,248 25,182 25,226: 654 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -621: 163 0 -490 -568 -42 -895 -532: 274 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 1.0 2.8 40.3 93.9 97.5 97.6: 2.5 2.4
Old : 100.0: 54.4 1.0 2.8 40.3 93.9 97.5 97.6: 2.5 2.4
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 : 31: 7 1 2 13 23 20 26:
Old : 31: 7 1 2 13 23 20 26:
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 : 60.9 44.0 80.9 63.6 53.4 34.9 61.2 49.0
Old : 60.9 44.0 80.9 63.6 53.4 34.9 61.2 49.0
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, June 09, 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 : 244,743: 43,507 66,228 63,297 115,423 91,062 222,228 220,588: 22,515 24,155
Old : 241,137: 43,640 66,184 61,818 113,952 90,106 219,411 218,109: 21,726 23,028
Other: 3,606: 1,060 1,237 285 1,471 956 2,817 2,479: 788 1,127
: : :
: : Changes in Commitments from: June 2, 2020 :
: -3,499: -277 -4,550 -74 -4,421 -1,630 -4,772 -6,253: 1,273 2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 27.1 25.9 47.2 37.2 90.8 90.1: 9.2 9.9
Old : 100.0: 18.1 27.4 25.6 47.3 37.4 91.0 90.5: 9.0 9.5
Other: 100.0: 29.4 34.3 7.9 40.8 26.5 78.1 68.7: 21.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 61 60 71 81 75 188 170:
Old : 231: 65 58 70 81 75 186 170:
Other: 56: 10 10 9 12 26 25 42:
:----------------------------------------------------------------------------------------------------
: 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 19.3 23.6 28.9 13.4 18.1 21.3 25.5
Old : 14.7 19.6 23.9 29.2 13.6 18.6 21.6 26.0
Other: 58.8 36.2 69.5 51.8 58.8 33.8 64.4 47.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 1,938,786: 207,823 464,925 554,163 929,064 712,140 1,691,050 1,731,228: 247,736 207,558
Old : 1,091,917: 202,086 410,485 238,046 501,613 353,068 941,745 1,001,599: 150,172 90,318
Other: 846,869: 154,538 203,240 167,317 427,451 359,072 749,306 729,629: 97,563 117,240
: : :
: : Changes in Commitments from: June 2, 2020 :
: 32,853: -61 15,179 11,197 16,526 -618 27,662 25,757: 5,190 7,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 24.0 28.6 47.9 36.7 87.2 89.3: 12.8 10.7
Old : 100.0: 18.5 37.6 21.8 45.9 32.3 86.2 91.7: 13.8 8.3
Other: 100.0: 18.2 24.0 19.8 50.5 42.4 88.5 86.2: 11.5 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 776: 161 177 204 373 329 655 606:
Old : 708: 146 163 144 331 271 558 503:
Other: 620: 124 123 113 264 282 445 463:
:----------------------------------------------------------------------------------------------------
: 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 7.9 14.8 14.1 6.7 6.0 11.3 10.8
Old : 10.6 9.6 17.7 17.1 9.7 7.8 16.3 13.7
Other: 11.2 11.9 18.3 19.3 9.2 9.5 14.8 16.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 5,380: 2,010 100 324 1,054 3,282 3,387 3,706: 1,992 1,673
Old : 5,380: 2,010 100 324 1,054 3,282 3,387 3,706: 1,992 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -485: -129 87 3 -223 -383 -349 -293: -136 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 1.9 6.0 19.6 61.0 63.0 68.9: 37.0 31.1
Old : 100.0: 37.4 1.9 6.0 19.6 61.0 63.0 68.9: 37.0 31.1
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 : 30: 14 2 3 5 12 20 16:
Old : 30: 14 2 3 5 12 20 16:
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 : 25.9 42.4 43.2 58.3 25.8 42.4 38.1 55.0
Old : 25.9 42.4 43.2 58.3 25.8 42.4 38.1 55.0
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, June 09, 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 : 1,044,618: 143,322 97,963 324,066 498,942 557,669 966,330 979,699: 78,288 64,919
Old : 362,080: 66,582 78,188 86,430 174,521 172,138 327,533 336,756: 34,546 25,324
Other: 682,538: 117,972 61,007 196,405 324,420 385,531 638,797 642,943: 43,741 39,595
: : :
: : Changes in Commitments from: June 2, 2020 :
: -3,042: 14,546 -5,678 2,599 -19,577 -3,583 -2,432 -6,662: -610 3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.4 31.0 47.8 53.4 92.5 93.8: 7.5 6.2
Old : 100.0: 18.4 21.6 23.9 48.2 47.5 90.5 93.0: 9.5 7.0
Other: 100.0: 17.3 8.9 28.8 47.5 56.5 93.6 94.2: 6.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 207 111 206 204 196 506 437:
Old : 472: 156 101 116 156 154 360 325:
Other: 484: 160 97 157 172 174 411 360:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 16.2 18.7 26.5 6.7 12.8 11.2 20.6
Old : 14.2 19.2 23.1 27.3 11.4 14.7 19.2 21.5
Other: 12.4 20.2 22.0 31.3 9.8 18.3 15.9 27.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 518,021: 70,050 60,970 139,295 271,003 290,246 480,348 490,511: 37,673 27,510
Old : 250,830: 51,349 51,613 54,030 127,689 130,439 233,068 236,082: 17,763 14,749
Other: 267,191: 56,653 47,310 47,313 143,314 159,806 247,280 254,429: 19,911 12,761
: : :
: : Changes in Commitments from: June 2, 2020 :
: -7,243: -5,814 7,166 -6,181 4,417 -5,608 -7,578 -4,623: 335 -2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.8 26.9 52.3 56.0 92.7 94.7: 7.3 5.3
Old : 100.0: 20.5 20.6 21.5 50.9 52.0 92.9 94.1: 7.1 5.9
Other: 100.0: 21.2 17.7 17.7 53.6 59.8 92.5 95.2: 7.5 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 74 87 107 111 104 256 250:
Old : 286: 77 76 70 97 94 210 207:
Other: 241: 61 63 64 80 68 184 161:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 23.9 18.7 34.0 6.2 17.1 11.5 22.6
Old : 17.7 18.5 27.1 27.0 11.1 11.7 18.2 18.6
Other: 12.7 33.6 22.4 46.2 12.2 31.7 21.0 41.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 1,125,159: 86,043 179,235 86,221 787,560 681,062 959,824 946,518: 165,335 178,641
Old : 1,125,159: 86,043 179,235 86,221 787,560 681,062 959,824 946,518: 165,335 178,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 15,934: -4,118 -171 16,419 -1,522 -38,722 10,779 -22,474: 5,156 38,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 15.9 7.7 70.0 60.5 85.3 84.1: 14.7 15.9
Old : 100.0: 7.6 15.9 7.7 70.0 60.5 85.3 84.1: 14.7 15.9
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 : 161: 28 24 39 82 86 131 128:
Old : 161: 28 24 39 82 86 131 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 25.6 33.7 37.7 19.1 20.9 27.5 29.9
Old : 24.7 25.6 33.7 37.7 19.1 20.9 27.5 29.9
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, June 09, 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 : 1,063,079: 97,351 388,027 2,416 814,193 557,962 913,960 948,405: 149,119 114,675
Old : 1,063,079: 97,351 388,027 2,416 814,193 557,962 913,960 948,405: 149,119 114,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 5,752: -129 28,049 -4,009 13,897 -18,814 9,759 5,226: -4,007 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 36.5 0.2 76.6 52.5 86.0 89.2: 14.0 10.8
Old : 100.0: 9.2 36.5 0.2 76.6 52.5 86.0 89.2: 14.0 10.8
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 : 134: 11 20 7 78 74 92 98:
Old : 134: 11 20 7 78 74 92 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 34.2 38.6 47.0 20.3 33.1 32.9 45.3
Old : 24.9 34.2 38.6 47.0 20.3 33.1 32.9 45.3
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, June 09, 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 : 494,752: 67,356 92,912 90,515 277,660 279,199 435,531 462,627: 59,220 32,125
Old : 229,007: 44,560 72,336 34,072 115,899 102,826 194,532 209,234: 34,475 19,773
Other: 265,745: 37,293 35,073 41,946 161,761 176,373 241,000 253,393: 24,745 12,352
: : :
: : Changes in Commitments from: June 2, 2020 :
: -8,456: 523 3,323 -4,223 -8,436 -7,393 -12,137 -8,293: 3,680 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.8 18.3 56.1 56.4 88.0 93.5: 12.0 6.5
Old : 100.0: 19.5 31.6 14.9 50.6 44.9 84.9 91.4: 15.1 8.6
Other: 100.0: 14.0 13.2 15.8 60.9 66.4 90.7 95.4: 9.3 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 68 66 76 115 98 223 209:
Old : 254: 62 59 50 104 86 189 175:
Other: 212: 48 52 53 90 69 170 143:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 25.0 21.8 32.7 10.4 19.6 15.5 25.3
Old : 16.0 17.0 23.4 25.6 12.9 14.7 18.5 22.5
Other: 15.3 33.6 24.3 45.4 14.1 27.7 22.4 37.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 14,507: 2,980 604 2,595 6,257 10,161 11,831 13,359: 2,676 1,148
Old : 5,493: 1,843 732 1,391 1,096 2,814 4,330 4,938: 1,163 555
Other: 9,014: 1,616 351 724 5,161 7,346 7,501 8,421: 1,513 593
: : :
: : Changes in Commitments from: June 2, 2020 :
: 38: -400 -128 439 324 116 364 428: -326 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 4.2 17.9 43.1 70.0 81.6 92.1: 18.4 7.9
Old : 100.0: 33.5 13.3 25.3 20.0 51.2 78.8 89.9: 21.2 10.1
Other: 100.0: 17.9 3.9 8.0 57.3 81.5 83.2 93.4: 16.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 26 6 15 19 21 49 38:
Old : 42: 13 12 9 7 14 25 30:
Other: 49: 17 7 10 19 17 42 28:
:----------------------------------------------------------------------------------------------------
: 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 : 42.5 45.0 51.5 64.5 35.0 43.1 41.2 58.7
Old : 41.0 39.3 57.6 61.2 28.7 32.2 36.5 45.4
Other: 46.7 61.7 57.1 76.8 43.8 60.3 53.9 73.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 2,144,151: 424,750 667,988 61,315 1,482,299 1,279,743 1,968,364 2,009,045: 175,787 135,106
Old : 2,144,151: 424,750 667,988 61,315 1,482,299 1,279,743 1,968,364 2,009,045: 175,787 135,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -101,242: -50,573 -39,093 -39,711 -14,733 -60,695 -105,018 -139,499: 3,776 38,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.2 2.9 69.1 59.7 91.8 93.7: 8.2 6.3
Old : 100.0: 19.8 31.2 2.9 69.1 59.7 91.8 93.7: 8.2 6.3
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 : 289: 56 37 33 152 130 228 180:
Old : 289: 56 37 33 152 130 228 180:
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 : 16.1 30.8 26.1 42.9 15.0 25.8 23.9 36.8
Old : 16.1 30.8 26.1 42.9 15.0 25.8 23.9 36.8
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, June 09, 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 : 3,915,969: 667,160 712,846 371,860 2,483,369 2,442,008 3,522,389 3,526,714: 393,580 389,254
Old : 3,915,969: 667,160 712,846 371,860 2,483,369 2,442,008 3,522,389 3,526,714: 393,580 389,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 211,488: 19,704 -18,321 58,944 147,398 155,649 226,045 196,272: -14,558 15,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.2 9.5 63.4 62.4 89.9 90.1: 10.1 9.9
Old : 100.0: 17.0 18.2 9.5 63.4 62.4 89.9 90.1: 10.1 9.9
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 : 366: 72 63 80 190 192 301 296:
Old : 366: 72 63 80 190 192 301 296:
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 : 19.8 17.8 28.5 28.6 15.0 13.8 22.4 21.7
Old : 19.8 17.8 28.5 28.6 15.0 13.8 22.4 21.7
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, June 09, 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 : 972,264: 173,263 164,908 17,557 682,154 596,920 872,974 779,385: 99,290 192,879
Old : 972,264: 173,263 164,908 17,557 682,154 596,920 872,974 779,385: 99,290 192,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 67,117: 36,151 8,335 192 27,133 46,990 63,476 55,517: 3,641 11,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.0 1.8 70.2 61.4 89.8 80.2: 10.2 19.8
Old : 100.0: 17.8 17.0 1.8 70.2 61.4 89.8 80.2: 10.2 19.8
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 : 114: 16 10 10 63 68 81 86:
Old : 114: 16 10 10 63 68 81 86:
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 : 29.0 27.9 43.4 36.8 28.8 27.4 41.8 35.1
Old : 29.0 27.9 43.4 36.8 28.8 27.4 41.8 35.1
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, June 09, 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 : 3,673,981: 383,127 605,157 216,049 2,770,547 2,501,897 3,369,724 3,323,103: 304,258 350,878
Old : 3,673,981: 383,127 605,157 216,049 2,770,547 2,501,897 3,369,724 3,323,103: 304,258 350,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -4,692: -69,272 -10,291 -7,509 85,050 -37,236 8,270 -55,036: -12,962 50,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 16.5 5.9 75.4 68.1 91.7 90.4: 8.3 9.6
Old : 100.0: 10.4 16.5 5.9 75.4 68.1 91.7 90.4: 8.3 9.6
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 : 307: 60 35 53 160 171 242 237:
Old : 307: 60 35 53 160 171 242 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 20.1 43.7 33.5 28.5 19.9 36.7 31.3
Old : 33.3 20.1 43.7 33.5 28.5 19.9 36.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 09, 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 : 1,591,971: 722,610 237,005 237,172 607,667 1,093,849 1,567,449 1,568,026: 24,522 23,945
Old : 1,591,971: 722,610 237,005 237,172 607,667 1,093,849 1,567,449 1,568,026: 24,522 23,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 6,900: 97,905 23,712 -50,282 -39,826 36,326 7,797 9,756: -897 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 14.9 14.9 38.2 68.7 98.5 98.5: 1.5 1.5
Old : 100.0: 45.4 14.9 14.9 38.2 68.7 98.5 98.5: 1.5 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 : 114: 22 22 32 61 61 101 97:
Old : 114: 22 22 32 61 61 101 97:
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 : 45.7 38.3 54.4 53.4 42.9 29.5 47.8 41.4
Old : 45.7 38.3 54.4 53.4 42.9 29.5 47.8 41.4
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, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,323: 8,158 15,200 964 24,300 15,825 33,422 31,989: 6,902 8,335
Old : 40,323: 8,158 15,200 964 24,300 15,825 33,422 31,989: 6,902 8,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 859: 1,048 -743 -52 -970 1,849 26 1,053: 834 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.7 2.4 60.3 39.2 82.9 79.3: 17.1 20.7
Old : 100.0: 20.2 37.7 2.4 60.3 39.2 82.9 79.3: 17.1 20.7
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 : 94: 20 25 10 36 26 62 55:
Old : 94: 20 25 10 36 26 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 : 31.6 39.8 44.0 49.8 31.0 37.8 42.9 47.8
Old : 31.6 39.8 44.0 49.8 31.0 37.8 42.9 47.8
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, June 09, 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 : 80,647: 16,315 30,399 1,928 48,600 31,650 66,843 63,977: 13,804 16,669
Old : 80,647: 16,315 30,399 1,928 48,600 31,650 66,843 63,977: 13,804 16,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 1,719: 2,096 -1,486 -105 -1,940 3,697 51 2,106: 1,667 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 37.7 2.4 60.3 39.2 82.9 79.3: 17.1 20.7
Old : 100.0: 20.2 37.7 2.4 60.3 39.2 82.9 79.3: 17.1 20.7
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 : 94: 20 25 10 36 26 62 55:
Old : 94: 20 25 10 36 26 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 : 31.6 39.8 44.0 49.8 31.0 37.8 42.9 47.8
Old : 31.6 39.8 44.0 49.8 31.0 37.8 42.9 47.8
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, June 09, 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 : 55,530: 4,555 454 0 46,220 54,199 50,775 54,653: 4,755 877
Old : 55,530: 4,555 454 0 46,220 54,199 50,775 54,653: 4,755 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -2,865: 850 -987 0 -6,323 -1,911 -5,473 -2,898: 2,608 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.8 0.0 83.2 97.6 91.4 98.4: 8.6 1.6
Old : 100.0: 8.2 0.8 0.0 83.2 97.6 91.4 98.4: 8.6 1.6
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 : 28: 5 1 0 15 11 20 12:
Old : 28: 5 1 0 15 11 20 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 : 69.8 78.1 81.0 97.3 68.1 72.6 77.5 91.9
Old : 69.8 78.1 81.0 97.3 68.1 72.6 77.5 91.9
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, June 09, 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 : 27,162: 13,470 26,614 486 12,900 26 26,856 27,126: 306 36
Old : 27,162: 13,470 26,614 486 12,900 26 26,856 27,126: 306 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 4,519: 313 4,718 -18 4,179 -190 4,474 4,510: 45 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 98.0 1.8 47.5 0.1 98.9 99.9: 1.1 0.1
Old : 100.0: 49.6 98.0 1.8 47.5 0.1 98.9 99.9: 1.1 0.1
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 : 37: 13 18 3 5 1 21 19:
Old : 37: 13 18 3 5 1 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 : 60.4 60.8 88.6 81.5 60.4 60.8 88.6 81.5
Old : 60.4 60.8 88.6 81.5 60.4 60.8 88.6 81.5
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, June 09, 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 : 106,406: 9,402 21,738 57,117 39,870 26,926 106,389 105,781: 17 625
Old : 106,406: 9,402 21,738 57,117 39,870 26,926 106,389 105,781: 17 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 20,837: 3,646 7,534 3,911 13,283 9,134 20,840 20,579: -3 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.4 53.7 37.5 25.3 100.0 99.4: 0.0 0.6
Old : 100.0: 8.8 20.4 53.7 37.5 25.3 100.0 99.4: 0.0 0.6
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 : 22: 7 6 2 5 7 14 13:
Old : 22: 7 6 2 5 7 14 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 : 94.1 94.2 99.3 98.1 35.3 32.3 38.0 36.1
Old : 94.1 94.2 99.3 98.1 35.3 32.3 38.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020