WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 570,036: 93,332 138,274 215,409 231,124 172,577 539,865 526,261: 30,171 43,776
Old : 544,972: 92,769 140,102 202,543 222,586 162,865 517,898 505,509: 27,074 39,463
Other: 25,064: 7,747 5,357 5,681 8,538 9,713 21,967 20,752: 3,097 4,313
: : :
: : Changes in Commitments from: June 16, 2020 :
: 31,794: -8,464 17,095 16,534 21,289 -1,117 29,360 32,512: 2,435 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 24.3 37.8 40.5 30.3 94.7 92.3: 5.3 7.7
Old : 100.0: 17.0 25.7 37.2 40.8 29.9 95.0 92.8: 5.0 7.2
Other: 100.0: 30.9 21.4 22.7 34.1 38.8 87.6 82.8: 12.4 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 108 121 141 93 103 281 299:
Old : 361: 112 118 137 93 103 277 296:
Other: 106: 17 24 22 27 46 61 80:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 10.9 21.2 18.2 9.7 6.8 16.0 11.2
Old : 12.9 11.1 21.1 18.7 9.6 7.1 15.7 12.1
Other: 29.3 27.0 49.9 43.8 27.7 22.3 39.3 32.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 24,955: 13,183 193 280 10,940 24,041 24,404 24,515: 551 440
Old : 24,955: 13,183 193 280 10,940 24,041 24,404 24,515: 551 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -209: -448 -366 -45 352 372 -141 -39: -68 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 0.8 1.1 43.8 96.3 97.8 98.2: 2.2 1.8
Old : 100.0: 52.8 0.8 1.1 43.8 96.3 97.8 98.2: 2.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 1 3 13 22 21 25:
Old : 31: 7 1 3 13 22 21 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 : 60.1 47.6 83.4 67.9 53.2 40.0 60.9 53.8
Old : 60.1 47.6 83.4 67.9 53.2 40.0 60.9 53.8
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 23, 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 : 265,741: 43,305 84,635 66,213 133,570 90,899 243,088 241,747: 22,653 23,994
Old : 261,193: 43,830 84,489 63,900 131,667 89,983 239,398 238,373: 21,796 22,820
Other: 4,547: 1,454 2,126 333 1,903 915 3,690 3,374: 857 1,173
: : :
: : Changes in Commitments from: June 16, 2020 :
: 10,771: 1,468 9,094 1,958 6,484 -241 9,910 10,812: 861 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 31.8 24.9 50.3 34.2 91.5 91.0: 8.5 9.0
Old : 100.0: 16.8 32.3 24.5 50.4 34.5 91.7 91.3: 8.3 8.7
Other: 100.0: 32.0 46.7 7.3 41.8 20.1 81.1 74.2: 18.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 59 65 68 80 69 179 169:
Old : 229: 60 65 68 80 68 178 168:
Other: 59: 8 13 11 16 24 30 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 25.8 28.4 14.3 17.0 22.0 24.4
Old : 15.6 19.8 26.2 28.8 14.6 17.5 22.4 25.1
Other: 58.4 38.0 71.1 54.7 58.4 36.7 68.3 51.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 2,034,732: 232,914 463,664 608,716 955,088 745,710 1,796,717 1,818,090: 238,015 216,642
Old : 1,031,390: 228,466 353,051 229,591 443,314 368,851 901,372 951,494: 130,018 79,896
Other: 1,003,342: 209,026 315,191 174,546 511,773 376,859 895,346 866,596: 107,996 136,746
: : :
: : Changes in Commitments from: June 16, 2020 :
: 22,016: 15,066 15,975 -7,277 21,083 7,338 28,872 16,036: -6,856 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.8 29.9 46.9 36.6 88.3 89.4: 11.7 10.6
Old : 100.0: 22.2 34.2 22.3 43.0 35.8 87.4 92.3: 12.6 7.7
Other: 100.0: 20.8 31.4 17.4 51.0 37.6 89.2 86.4: 10.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 771: 170 171 223 369 325 654 621:
Old : 668: 138 159 154 309 258 533 487:
Other: 661: 150 137 133 274 277 477 497:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 8.0 15.0 14.2 6.6 5.8 11.2 10.1
Old : 10.5 10.6 17.8 18.5 8.5 8.9 14.9 15.4
Other: 12.0 10.4 19.0 18.1 10.3 9.4 15.4 16.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 4,852: 1,995 11 210 1,142 3,522 3,346 3,743: 1,506 1,110
Old : 4,852: 1,995 11 210 1,142 3,522 3,346 3,743: 1,506 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -48: 161 -163 29 -18 200 172 65: -220 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 0.2 4.3 23.5 72.6 69.0 77.1: 31.0 22.9
Old : 100.0: 41.1 0.2 4.3 23.5 72.6 69.0 77.1: 31.0 22.9
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 : 29: 14 1 3 8 12 23 15:
Old : 29: 14 1 3 8 12 23 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 : 27.2 47.6 45.5 65.5 26.5 41.8 38.5 56.2
Old : 27.2 47.6 45.5 65.5 26.5 41.8 38.5 56.2
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 23, 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 : 1,045,355: 150,390 82,069 317,787 500,735 580,769 968,912 980,626: 76,443 64,729
Old : 262,237: 39,442 27,320 73,992 122,988 140,890 236,421 242,202: 25,816 20,036
Other: 783,118: 136,826 80,627 217,918 377,746 439,879 732,490 738,424: 50,627 44,694
: : :
: : Changes in Commitments from: June 16, 2020 :
: -18,529: 8,118 -10,295 -4,095 -18,235 -3,304 -14,212 -17,693: -4,318 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.9 30.4 47.9 55.6 92.7 93.8: 7.3 6.2
Old : 100.0: 15.0 10.4 28.2 46.9 53.7 90.2 92.4: 9.8 7.6
Other: 100.0: 17.5 10.3 27.8 48.2 56.2 93.5 94.3: 6.5 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 198 108 197 210 201 499 435:
Old : 395: 121 72 101 152 147 312 281:
Other: 520: 169 118 159 179 177 430 381:
:----------------------------------------------------------------------------------------------------
: 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 17.1 18.3 26.5 6.6 13.0 10.6 20.0
Old : 17.5 20.2 26.7 30.1 16.8 17.0 22.8 23.2
Other: 11.5 19.5 20.1 29.3 9.2 17.9 14.8 25.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 506,222: 67,673 59,283 135,874 266,693 282,877 470,241 478,034: 35,982 28,188
Old : 193,054: 26,176 27,125 46,262 108,664 109,565 181,102 182,952: 11,952 10,102
Other: 313,168: 67,265 57,926 63,845 158,029 173,312 289,139 295,082: 24,029 18,086
: : :
: : Changes in Commitments from: June 16, 2020 :
: -2,521: 712 -1,808 -223 -1,273 1,297 -784 -733: -1,738 -1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.7 26.8 52.7 55.9 92.9 94.4: 7.1 5.6
Old : 100.0: 13.6 14.1 24.0 56.3 56.8 93.8 94.8: 6.2 5.2
Other: 100.0: 21.5 18.5 20.4 50.5 55.3 92.3 94.2: 7.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 77 78 106 106 101 247 240:
Old : 226: 56 44 59 87 88 170 167:
Other: 260: 70 73 76 77 70 194 181:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 24.6 18.5 33.5 6.7 17.6 12.6 22.6
Old : 20.9 21.9 32.7 32.2 15.3 13.3 23.5 19.6
Other: 12.5 30.1 21.6 39.9 12.4 27.9 20.7 34.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,174,333: 105,651 202,219 92,347 815,178 736,995 1,013,176 1,031,561: 161,157 142,772
Old : 1,174,333: 105,651 202,219 92,347 815,178 736,995 1,013,176 1,031,561: 161,157 142,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 23,204: 9,779 19,062 -1,142 18,286 12,447 26,924 30,367: -3,719 -7,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.2 7.9 69.4 62.8 86.3 87.8: 13.7 12.2
Old : 100.0: 9.0 17.2 7.9 69.4 62.8 86.3 87.8: 13.7 12.2
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 : 177: 26 32 40 93 96 145 142:
Old : 177: 26 32 40 93 96 145 142:
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 : 24.5 25.7 34.2 37.9 18.6 21.4 27.2 30.1
Old : 24.5 25.7 34.2 37.9 18.6 21.4 27.2 30.1
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 23, 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 : 1,027,712: 64,096 360,636 10,179 802,743 555,074 877,018 925,890: 150,694 101,823
Old : 1,027,712: 64,096 360,636 10,179 802,743 555,074 877,018 925,890: 150,694 101,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -11,663: -12,493 -13,386 2,595 -6,526 -3,501 -16,424 -14,291: 4,761 2,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 35.1 1.0 78.1 54.0 85.3 90.1: 14.7 9.9
Old : 100.0: 6.2 35.1 1.0 78.1 54.0 85.3 90.1: 14.7 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 : 130: 10 18 9 79 74 94 96:
Old : 130: 10 18 9 79 74 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 : 24.0 32.4 36.1 46.0 18.7 30.4 30.4 43.7
Old : 24.0 32.4 36.1 46.0 18.7 30.4 30.4 43.7
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 23, 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 : 502,157: 66,699 87,433 102,830 278,483 282,056 448,012 472,319: 54,144 29,838
Old : 168,573: 20,414 24,799 33,016 89,622 95,704 143,052 153,518: 25,521 15,055
Other: 333,584: 60,739 77,088 55,361 188,861 186,352 304,960 318,801: 28,624 14,783
: : :
: : Changes in Commitments from: June 16, 2020 :
: 3,815: 362 -824 7,916 372 -702 8,650 6,389: -4,834 -2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.4 20.5 55.5 56.2 89.2 94.1: 10.8 5.9
Old : 100.0: 12.1 14.7 19.6 53.2 56.8 84.9 91.1: 15.1 8.9
Other: 100.0: 18.2 23.1 16.6 56.6 55.9 91.4 95.6: 8.6 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 77 65 88 116 98 239 215:
Old : 203: 49 28 47 98 82 163 145:
Other: 251: 64 72 63 97 71 201 167:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 24.3 21.5 32.3 10.1 19.2 14.6 24.7
Old : 16.4 23.0 25.0 32.5 12.5 22.1 18.9 30.9
Other: 15.4 26.0 23.3 35.5 14.3 20.8 20.7 28.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 12,350: 2,561 524 2,151 5,591 8,797 10,303 11,472: 2,046 878
Old : 2,341: 189 89 1,137 705 1,060 2,031 2,286: 310 56
Other: 10,008: 2,413 477 973 4,886 7,737 8,272 9,186: 1,736 822
: : :
: : Changes in Commitments from: June 16, 2020 :
: -422: 241 47 8 -407 -374 -158 -320: -264 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.2 17.4 45.3 71.2 83.4 92.9: 16.6 7.1
Old : 100.0: 8.1 3.8 48.6 30.1 45.3 86.8 97.6: 13.2 2.4
Other: 100.0: 24.1 4.8 9.7 48.8 77.3 82.7 91.8: 17.3 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 5 13 17 20 47 34:
Old : 25: 9 4 9 6 10 18 20:
Other: 55: 25 5 13 17 17 47 31:
:----------------------------------------------------------------------------------------------------
: 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 : 44.3 50.6 54.1 69.9 36.5 48.4 43.0 61.4
Old : 59.0 57.0 72.5 82.5 14.7 27.8 19.6 30.8
Other: 45.1 58.8 54.9 74.3 42.8 57.4 51.2 71.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 2,135,231: 392,609 703,898 54,750 1,506,660 1,283,832 1,954,019 2,042,481: 181,212 92,750
Old : 2,135,231: 392,609 703,898 54,750 1,506,660 1,283,832 1,954,019 2,042,481: 181,212 92,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -29,562: -20,575 6,047 1,458 -9,581 -34,552 -28,698 -27,047: -864 -2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 33.0 2.6 70.6 60.1 91.5 95.7: 8.5 4.3
Old : 100.0: 18.4 33.0 2.6 70.6 60.1 91.5 95.7: 8.5 4.3
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 : 301: 57 37 32 162 132 237 183:
Old : 301: 57 37 32 162 132 237 183:
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 : 15.6 31.8 25.9 44.6 15.1 27.1 24.0 39.2
Old : 15.6 31.8 25.9 44.6 15.1 27.1 24.0 39.2
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 23, 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 : 3,852,315: 693,177 676,650 337,728 2,420,355 2,461,863 3,451,260 3,476,241: 401,056 376,075
Old : 3,852,315: 693,177 676,650 337,728 2,420,355 2,461,863 3,451,260 3,476,241: 401,056 376,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -3,341: 37,761 -4,928 -16,260 -23,621 17,981 -2,120 -3,207: -1,221 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.6 8.8 62.8 63.9 89.6 90.2: 10.4 9.8
Old : 100.0: 18.0 17.6 8.8 62.8 63.9 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 : 380: 76 62 79 205 195 316 301:
Old : 380: 76 62 79 205 195 316 301:
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 : 16.2 18.1 24.2 29.8 12.3 14.6 19.4 23.7
Old : 16.2 18.1 24.2 29.8 12.3 14.6 19.4 23.7
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 23, 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 : 955,748: 172,105 150,966 11,544 671,097 606,794 854,746 769,304: 101,002 186,444
Old : 955,748: 172,105 150,966 11,544 671,097 606,794 854,746 769,304: 101,002 186,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -6,481: 12,305 -3,222 -3,343 -14,104 4,629 -5,142 -1,936: -1,339 -4,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.8 1.2 70.2 63.5 89.4 80.5: 10.6 19.5
Old : 100.0: 18.0 15.8 1.2 70.2 63.5 89.4 80.5: 10.6 19.5
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 : 110: 12 9 8 63 71 77 86:
Old : 110: 12 9 8 63 71 77 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 : 30.2 27.0 45.7 35.9 29.7 26.9 43.8 34.2
Old : 30.2 27.0 45.7 35.9 29.7 26.9 43.8 34.2
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, June 23, 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 : 3,648,908: 435,997 580,903 188,398 2,719,817 2,581,789 3,344,212 3,351,090: 304,696 297,818
Old : 3,648,908: 435,997 580,903 188,398 2,719,817 2,581,789 3,344,212 3,351,090: 304,696 297,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 1,486: -15,492 -20,981 18,745 4,892 -11,046 8,145 -13,282: -6,659 14,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.9 5.2 74.5 70.8 91.6 91.8: 8.4 8.2
Old : 100.0: 11.9 15.9 5.2 74.5 70.8 91.6 91.8: 8.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 67 34 48 157 166 241 231:
Old : 309: 67 34 48 157 166 241 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 20.9 42.7 33.8 27.7 20.9 37.2 31.9
Old : 32.5 20.9 42.7 33.8 27.7 20.9 37.2 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 23, 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 : 1,759,945: 774,865 322,333 250,092 706,860 1,159,170 1,731,817 1,731,595: 28,128 28,350
Old : 1,759,945: 774,865 322,333 250,092 706,860 1,159,170 1,731,817 1,731,595: 28,128 28,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: 45,740: 11,543 26,520 -5,176 38,509 23,777 44,877 45,121: 863 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 18.3 14.2 40.2 65.9 98.4 98.4: 1.6 1.6
Old : 100.0: 44.0 18.3 14.2 40.2 65.9 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 : 113: 22 23 33 58 60 100 96:
Old : 113: 22 23 33 58 60 100 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 : 46.0 40.1 55.8 54.7 41.6 30.2 46.4 41.7
Old : 46.0 40.1 55.8 54.7 41.6 30.2 46.4 41.7
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 23, 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 : 36,810: 6,846 21,190 835 23,120 7,831 30,801 29,856: 6,009 6,954
Old : 36,810: 6,846 21,190 835 23,120 7,831 30,801 29,856: 6,009 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -10,065: 439 416 -1,684 -7,954 -8,094 -9,199 -9,362: -865 -702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 57.6 2.3 62.8 21.3 83.7 81.1: 16.3 18.9
Old : 100.0: 18.6 57.6 2.3 62.8 21.3 83.7 81.1: 16.3 18.9
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 : 85: 17 20 10 33 25 54 51:
Old : 85: 17 20 10 33 25 54 51:
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 : 32.7 51.1 45.9 58.3 32.6 49.7 45.4 56.5
Old : 32.7 51.1 45.9 58.3 32.6 49.7 45.4 56.5
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 23, 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 : 73,620: 13,693 42,379 1,671 46,239 15,663 61,603 59,712: 12,018 13,908
Old : 73,620: 13,693 42,379 1,671 46,239 15,663 61,603 59,712: 12,018 13,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -20,129: 877 832 -3,369 -15,907 -16,188 -18,399 -18,724: -1,730 -1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 57.6 2.3 62.8 21.3 83.7 81.1: 16.3 18.9
Old : 100.0: 18.6 57.6 2.3 62.8 21.3 83.7 81.1: 16.3 18.9
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 : 85: 17 20 10 33 25 54 51:
Old : 85: 17 20 10 33 25 54 51:
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 : 32.7 51.1 45.9 58.3 32.6 49.7 45.4 56.5
Old : 32.7 51.1 45.9 58.3 32.6 49.7 45.4 56.5
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 23, 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 : 32,045: 4,191 1,463 0 25,519 29,911 29,710 31,374: 2,335 671
Old : 32,045: 4,191 1,463 0 25,519 29,911 29,710 31,374: 2,335 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -32,765: 189 -445 0 -32,498 -31,734 -32,309 -32,179: -456 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.6 0.0 79.6 93.3 92.7 97.9: 7.3 2.1
Old : 100.0: 13.1 4.6 0.0 79.6 93.3 92.7 97.9: 7.3 2.1
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 : 27: 5 2 0 16 7 21 9:
Old : 27: 5 2 0 16 7 21 9:
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 : 50.7 89.0 71.8 97.8 45.9 78.7 64.9 87.2
Old : 50.7 89.0 71.8 97.8 45.9 78.7 64.9 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 21,880: 13,198 21,154 486 7,951 179 21,635 21,819: 245 61
Old : 21,880: 13,198 21,154 486 7,951 179 21,635 21,819: 245 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: -6,783: -328 -4,644 -2,155 -4,284 0 -6,767 -6,799: -16 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 96.7 2.2 36.3 0.8 98.9 99.7: 1.1 0.3
Old : 100.0: 60.3 96.7 2.2 36.3 0.8 98.9 99.7: 1.1 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 : 34: 16 14 3 4 1 23 15:
Old : 34: 16 14 3 4 1 23 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 : 67.5 70.8 92.8 88.8 67.5 69.5 92.0 87.3
Old : 67.5 70.8 92.8 88.8 67.5 69.5 92.0 87.3
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 23, 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 : 66,324: 10,841 15,201 21,455 34,009 29,076 66,305 65,732: 19 592
Old : 66,324: 10,841 15,201 21,455 34,009 29,076 66,305 65,732: 19 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.9 32.3 51.3 43.8 100.0 99.1: 0.0 0.9
Old : 100.0: 16.3 22.9 32.3 51.3 43.8 100.0 99.1: 0.0 0.9
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 : 21: 6 4 1 3 9 10 13:
Old : 21: 6 4 1 3 9 10 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 : 88.5 90.7 98.5 97.2 59.4 58.3 67.6 64.8
Old : 88.5 90.7 98.5 97.2 59.4 58.3 67.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2020