WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 538,242: 101,796 121,179 198,875 209,835 173,694 510,505 493,748: 27,737 44,494
Old : 519,053: 100,178 123,620 189,216 204,989 166,108 494,383 478,944: 24,671 40,110
Other: 19,188: 8,004 3,945 3,273 4,846 7,586 16,123 14,804: 3,066 4,384
: : :
: : Changes in Commitments from: June 9, 2020 :
: 36,307: -3,261 2,925 25,493 17,083 6,980 39,316 35,398: -3,009 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 22.5 36.9 39.0 32.3 94.8 91.7: 5.2 8.3
Old : 100.0: 19.3 23.8 36.5 39.5 32.0 95.2 92.3: 4.8 7.7
Other: 100.0: 41.7 20.6 17.1 25.3 39.5 84.0 77.2: 16.0 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 104 120 142 92 101 285 293:
Old : 360: 108 118 138 92 101 280 291:
Other: 99: 22 18 16 23 44 55 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 : 12.4 11.4 21.0 18.7 10.1 7.5 16.3 12.5
Old : 12.7 11.7 20.8 19.2 9.9 7.8 16.0 13.2
Other: 39.6 38.2 56.4 48.8 36.7 32.6 48.0 39.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 25,163: 13,631 559 325 10,588 23,670 24,544 24,553: 619 610
Old : 25,163: 13,631 559 325 10,588 23,670 24,544 24,553: 619 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -672: -414 299 -393 169 -578 -638 -672: -34 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 2.2 1.3 42.1 94.1 97.5 97.6: 2.5 2.4
Old : 100.0: 54.2 2.2 1.3 42.1 94.1 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: 6 2 2 13 23 20 26:
Old : 31: 6 2 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 : 61.6 43.4 82.2 63.3 54.3 35.2 62.8 49.3
Old : 61.6 43.4 82.2 63.3 54.3 35.2 62.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 254,969: 41,837 75,541 64,255 127,086 91,139 233,177 230,936: 21,792 24,034
Old : 250,945: 42,137 75,514 62,374 125,400 90,199 229,912 228,087: 21,032 22,857
Other: 4,025: 1,293 1,621 287 1,686 941 3,265 2,848: 760 1,177
: : :
: : Changes in Commitments from: June 9, 2020 :
: 10,227: -1,670 9,314 957 11,662 77 10,949 10,348: -723 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 29.6 25.2 49.8 35.7 91.5 90.6: 8.5 9.4
Old : 100.0: 16.8 30.1 24.9 50.0 35.9 91.6 90.9: 8.4 9.1
Other: 100.0: 32.1 40.3 7.1 41.9 23.4 81.1 70.8: 18.9 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 66 63 69 82 70 187 170:
Old : 236: 67 63 69 82 70 186 170:
Other: 59: 9 13 10 13 25 28 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 19.5 25.0 28.8 14.0 17.4 21.4 24.8
Old : 15.6 19.8 25.4 29.2 14.3 17.9 21.8 25.4
Other: 58.5 35.9 72.1 53.1 58.5 34.9 68.4 49.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 2,012,716: 217,848 447,688 615,993 934,004 738,373 1,767,845 1,802,054: 244,871 210,662
Old : 1,090,096: 201,229 373,870 261,611 483,592 369,213 946,432 1,004,694: 143,665 85,403
Other: 922,619: 201,098 258,298 169,903 450,412 369,159 821,413 797,360: 101,206 125,259
: : :
: : Changes in Commitments from: June 9, 2020 :
: 73,930: 10,025 -17,236 61,830 4,940 26,232 76,795 70,826: -2,865 3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 22.2 30.6 46.4 36.7 87.8 89.5: 12.2 10.5
Old : 100.0: 18.5 34.3 24.0 44.4 33.9 86.8 92.2: 13.2 7.8
Other: 100.0: 21.8 28.0 18.4 48.8 40.0 89.0 86.4: 11.0 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 787: 175 168 225 379 333 675 628:
Old : 705: 148 164 158 328 264 563 504:
Other: 646: 147 124 124 266 284 466 481:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.7 7.7 14.7 13.5 6.5 5.8 10.9 10.3
Old : 9.2 8.9 16.0 16.3 8.3 7.8 14.1 13.7
Other: 11.9 10.6 18.5 18.4 9.5 8.8 14.8 16.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 4,900: 1,833 174 181 1,159 3,322 3,174 3,677: 1,726 1,223
Old : 4,900: 1,833 174 181 1,159 3,322 3,174 3,677: 1,726 1,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -479: -176 74 -143 106 40 -213 -29: -266 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.6 3.7 23.7 67.8 64.8 75.0: 35.2 25.0
Old : 100.0: 37.4 3.6 3.7 23.7 67.8 64.8 75.0: 35.2 25.0
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 : 27: 11 2 2 7 11 19 14:
Old : 27: 11 2 2 7 11 19 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 : 25.2 46.8 43.5 63.3 25.2 43.2 40.8 56.1
Old : 25.2 46.8 43.5 63.3 25.2 43.2 40.8 56.1
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, June 16, 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 : 1,063,884: 142,272 92,364 321,882 518,969 584,073 983,123 998,319: 80,761 65,565
Old : 323,361: 48,483 56,246 77,232 164,807 165,185 290,522 298,662: 32,839 24,699
Other: 740,523: 127,255 69,584 211,185 354,162 418,888 692,601 699,657: 47,922 40,866
: : :
: : Changes in Commitments from: June 9, 2020 :
: 19,266: -1,050 -5,599 -2,184 20,028 26,403 16,793 18,620: 2,473 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.7 30.3 48.8 54.9 92.4 93.8: 7.6 6.2
Old : 100.0: 15.0 17.4 23.9 51.0 51.1 89.8 92.4: 10.2 7.6
Other: 100.0: 17.2 9.4 28.5 47.8 56.6 93.5 94.5: 6.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 205 103 204 205 196 498 438:
Old : 432: 138 85 111 156 155 338 309:
Other: 500: 162 110 166 173 173 421 374:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 17.1 19.8 27.0 6.6 13.2 11.0 20.3
Old : 18.9 21.3 29.2 29.8 16.0 14.7 22.6 20.3
Other: 12.0 19.9 21.5 30.5 9.6 18.2 15.8 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 508,744: 66,961 61,090 136,097 267,966 281,580 471,024 478,767: 37,720 29,977
Old : 215,269: 33,827 37,645 52,359 113,694 111,379 199,880 201,383: 15,390 13,887
Other: 293,474: 62,067 52,378 54,806 154,272 170,201 271,145 277,385: 22,330 16,090
: : :
: : Changes in Commitments from: June 9, 2020 :
: -9,277: -3,089 120 -3,198 -3,037 -8,666 -9,323 -11,744: 46 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.0 26.8 52.7 55.3 92.6 94.1: 7.4 5.9
Old : 100.0: 15.7 17.5 24.3 52.8 51.7 92.9 93.5: 7.1 6.5
Other: 100.0: 21.1 17.8 18.7 52.6 58.0 92.4 94.5: 7.6 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 78 75 106 109 102 250 242:
Old : 243: 62 56 68 89 92 185 184:
Other: 250: 65 70 67 78 69 185 172:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 23.5 18.4 33.1 6.4 17.1 12.1 22.3
Old : 18.4 19.5 28.7 28.9 12.9 11.5 21.5 18.1
Other: 12.4 31.3 22.0 42.0 12.2 29.3 20.8 37.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 1,151,129: 95,872 183,157 93,489 796,891 724,548 986,252 1,001,195: 164,876 149,934
Old : 1,151,129: 95,872 183,157 93,489 796,891 724,548 986,252 1,001,195: 164,876 149,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 25,970: 9,829 3,922 7,269 9,331 43,486 26,429 54,677: -459 -28,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 15.9 8.1 69.2 62.9 85.7 87.0: 14.3 13.0
Old : 100.0: 8.3 15.9 8.1 69.2 62.9 85.7 87.0: 14.3 13.0
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 : 165: 29 23 40 92 90 140 134:
Old : 165: 29 23 40 92 90 140 134:
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 : 24.2 25.3 33.2 37.7 17.9 20.7 26.1 29.5
Old : 24.2 25.3 33.2 37.7 17.9 20.7 26.1 29.5
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 16, 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 : 1,039,375: 76,589 374,022 7,584 809,269 558,575 893,442 940,181: 145,933 99,194
Old : 1,039,375: 76,589 374,022 7,584 809,269 558,575 893,442 940,181: 145,933 99,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -23,705: -20,762 -14,005 5,168 -4,924 613 -20,518 -8,224: -3,186 -15,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 36.0 0.7 77.9 53.7 86.0 90.5: 14.0 9.5
Old : 100.0: 7.4 36.0 0.7 77.9 53.7 86.0 90.5: 14.0 9.5
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 : 130: 10 20 9 79 72 94 96:
Old : 130: 10 20 9 79 72 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 33.1 36.3 46.7 18.1 31.6 30.5 44.6
Old : 23.6 33.1 36.3 46.7 18.1 31.6 30.5 44.6
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, June 16, 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 : 498,341: 66,337 88,257 94,914 278,111 282,758 439,363 465,929: 58,979 32,412
Old : 194,068: 28,572 48,063 31,913 101,593 95,616 162,078 175,592: 31,990 18,477
Other: 304,273: 54,465 56,893 46,302 176,518 187,142 277,285 290,338: 26,988 13,935
: : :
: : Changes in Commitments from: June 9, 2020 :
: 3,590: -1,019 -4,655 4,399 451 3,559 3,831 3,302: -242 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.7 19.0 55.8 56.7 88.2 93.5: 11.8 6.5
Old : 100.0: 14.7 24.8 16.4 52.3 49.3 83.5 90.5: 16.5 9.5
Other: 100.0: 17.9 18.7 15.2 58.0 61.5 91.1 95.4: 8.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 73 62 78 114 94 226 203:
Old : 219: 50 42 47 103 82 174 153:
Other: 229: 54 64 50 91 66 176 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 24.8 21.9 32.9 10.2 19.8 14.9 25.3
Old : 17.7 19.2 25.7 28.5 14.2 18.6 20.7 27.4
Other: 15.3 29.6 23.3 40.2 14.4 24.4 21.6 32.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 12,772: 2,320 477 2,144 5,998 9,171 10,462 11,792: 2,310 980
Old : 3,192: 450 43 1,363 717 1,481 2,530 2,887: 662 305
Other: 9,579: 1,935 499 715 5,282 7,690 7,932 8,904: 1,647 675
: : :
: : Changes in Commitments from: June 9, 2020 :
: -1,735: -660 -126 -451 -259 -990 -1,370 -1,567: -366 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.7 16.8 47.0 71.8 81.9 92.3: 18.1 7.7
Old : 100.0: 14.1 1.4 42.7 22.5 46.4 79.2 90.4: 20.8 9.6
Other: 100.0: 20.2 5.2 7.5 55.1 80.3 82.8 93.0: 17.2 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 25 2 12 16 19 42 32:
Old : 25: 9 4 9 5 9 16 20:
Other: 50: 20 7 10 16 16 42 27:
:----------------------------------------------------------------------------------------------------
: 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 : 44.4 49.2 54.5 68.7 36.1 46.9 42.1 59.7
Old : 53.0 47.2 70.3 73.7 17.6 25.4 19.1 30.3
Other: 48.0 61.1 57.8 77.5 45.5 59.6 54.1 74.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 2,164,793: 413,184 697,851 53,292 1,516,241 1,318,385 1,982,718 2,069,528: 182,076 95,265
Old : 2,164,793: 413,184 697,851 53,292 1,516,241 1,318,385 1,982,718 2,069,528: 182,076 95,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 20,642: -11,566 29,863 -8,022 33,942 38,642 14,354 60,483: 6,288 -39,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 32.2 2.5 70.0 60.9 91.6 95.6: 8.4 4.4
Old : 100.0: 19.1 32.2 2.5 70.0 60.9 91.6 95.6: 8.4 4.4
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 : 288: 53 36 30 157 127 228 175:
Old : 288: 53 36 30 157 127 228 175:
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 : 15.8 31.8 25.9 44.3 14.8 27.0 23.4 38.5
Old : 15.8 31.8 25.9 44.3 14.8 27.0 23.4 38.5
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 16, 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 : 3,855,656: 655,416 681,578 353,988 2,443,976 2,443,882 3,453,379 3,479,448: 402,277 376,208
Old : 3,855,656: 655,416 681,578 353,988 2,443,976 2,443,882 3,453,379 3,479,448: 402,277 376,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -60,312: -11,744 -31,269 -17,872 -39,393 1,874 -69,010 -47,267: 8,697 -13,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.7 9.2 63.4 63.4 89.6 90.2: 10.4 9.8
Old : 100.0: 17.0 17.7 9.2 63.4 63.4 89.6 90.2: 10.4 9.8
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 : 377: 75 66 82 199 192 310 304:
Old : 377: 75 66 82 199 192 310 304:
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 : 17.7 19.3 26.1 30.7 12.9 14.6 19.9 23.3
Old : 17.7 19.3 26.1 30.7 12.9 14.6 19.9 23.3
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 16, 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 : 962,229: 159,800 154,188 14,887 685,201 602,165 859,888 771,240: 102,341 190,989
Old : 962,229: 159,800 154,188 14,887 685,201 602,165 859,888 771,240: 102,341 190,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -10,035: -13,463 -10,720 -2,670 3,047 5,245 -13,086 -8,145: 3,051 -1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.0 1.5 71.2 62.6 89.4 80.2: 10.6 19.8
Old : 100.0: 16.6 16.0 1.5 71.2 62.6 89.4 80.2: 10.6 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 : 109: 13 9 7 63 68 78 82:
Old : 109: 13 9 7 63 68 78 82:
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 : 29.9 27.1 45.4 36.0 29.4 27.0 43.7 34.7
Old : 29.9 27.1 45.4 36.0 29.4 27.0 43.7 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 3,647,422: 451,489 601,885 169,654 2,714,925 2,592,834 3,336,067 3,364,372: 311,355 283,050
Old : 3,647,422: 451,489 601,885 169,654 2,714,925 2,592,834 3,336,067 3,364,372: 311,355 283,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -26,559: 68,362 -3,273 -46,396 -55,623 90,937 -33,656 41,269: 7,097 -67,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.5 4.7 74.4 71.1 91.5 92.2: 8.5 7.8
Old : 100.0: 12.4 16.5 4.7 74.4 71.1 91.5 92.2: 8.5 7.8
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 : 307: 65 38 49 155 166 243 230:
Old : 307: 65 38 49 155 166 243 230:
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 20.7 43.3 34.1 28.6 20.6 37.7 31.9
Old : 33.3 20.7 43.3 34.1 28.6 20.6 37.7 31.9
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, June 16, 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 : 1,714,205: 763,322 295,813 255,268 668,350 1,135,393 1,686,940 1,686,474: 27,265 27,731
Old : 1,714,205: 763,322 295,813 255,268 668,350 1,135,393 1,686,940 1,686,474: 27,265 27,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 122,234: 40,712 58,808 18,096 60,683 41,544 119,491 118,448: 2,743 3,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 17.3 14.9 39.0 66.2 98.4 98.4: 1.6 1.6
Old : 100.0: 44.5 17.3 14.9 39.0 66.2 98.4 98.4: 1.6 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 : 111: 22 22 33 58 59 99 95:
Old : 111: 22 22 33 58 59 99 95:
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 : 46.7 39.8 55.7 55.0 42.5 29.6 47.2 41.4
Old : 46.7 39.8 55.7 55.0 42.5 29.6 47.2 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 16, 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 : 46,875: 6,408 20,773 2,520 31,073 15,925 40,001 39,218: 6,874 7,656
Old : 46,875: 6,408 20,773 2,520 31,073 15,925 40,001 39,218: 6,874 7,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 6,552: -1,750 5,574 1,556 6,773 100 6,579 7,230: -28 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 44.3 5.4 66.3 34.0 85.3 83.7: 14.7 16.3
Old : 100.0: 13.7 44.3 5.4 66.3 34.0 85.3 83.7: 14.7 16.3
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 : 85: 14 18 16 40 31 63 57:
Old : 85: 14 18 16 40 31 63 57:
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 : 27.7 52.1 41.8 59.7 27.4 50.0 39.6 55.5
Old : 27.7 52.1 41.8 59.7 27.4 50.0 39.6 55.5
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, June 16, 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 : 93,750: 12,815 41,547 5,039 62,147 31,851 80,002 78,437: 13,748 15,313
Old : 93,750: 12,815 41,547 5,039 62,147 31,851 80,002 78,437: 13,748 15,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 13,103: -3,500 11,147 3,112 13,546 200 13,159 14,460: -56 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 44.3 5.4 66.3 34.0 85.3 83.7: 14.7 16.3
Old : 100.0: 13.7 44.3 5.4 66.3 34.0 85.3 83.7: 14.7 16.3
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 : 85: 14 18 16 40 31 63 57:
Old : 85: 14 18 16 40 31 63 57:
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 : 27.7 52.1 41.8 59.7 27.4 50.0 39.6 55.5
Old : 27.7 52.1 41.8 59.7 27.4 50.0 39.6 55.5
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, June 16, 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 : 64,810: 4,002 1,908 0 58,017 61,645 62,019 63,553: 2,791 1,257
Old : 64,810: 4,002 1,908 0 58,017 61,645 62,019 63,553: 2,791 1,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 9,280: -553 1,454 0 11,797 7,446 11,244 8,900: -1,964 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 0.0 89.5 95.1 95.7 98.1: 4.3 1.9
Old : 100.0: 6.2 2.9 0.0 89.5 95.1 95.7 98.1: 4.3 1.9
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: 3 3 0 21 14 24 17:
Old : 30: 3 3 0 21 14 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 73.0 79.4 93.5 57.9 58.3 66.9 73.7
Old : 66.6 73.0 79.4 93.5 57.9 58.3 66.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 28,663: 13,526 25,798 2,641 12,235 179 28,402 28,618: 261 45
Old : 28,663: 13,526 25,798 2,641 12,235 179 28,402 28,618: 261 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,501: 56 -816 2,155 -665 153 1,546 1,492: -45 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 90.0 9.2 42.7 0.6 99.1 99.8: 0.9 0.2
Old : 100.0: 47.2 90.0 9.2 42.7 0.6 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 18 6 5 1 26 19:
Old : 38: 15 18 6 5 1 26 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 : 57.8 60.3 84.2 81.0 57.5 52.8 81.0 72.4
Old : 57.8 60.3 84.2 81.0 57.5 52.8 81.0 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020