WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 484,999: 96,572 126,357 168,664 192,714 149,221 457,949 444,242: 27,050 40,757
Old : 456,651: 98,173 128,762 151,992 182,590 139,321 432,756 420,075: 23,895 36,576
Other: 28,348: 7,935 7,132 7,135 10,123 9,901 25,193 24,167: 3,155 4,181
: : :
: : Changes in Commitments from: June 23, 2020 :
: -85,037: 3,240 -11,917 -46,746 -38,410 -23,356 -81,915 -82,019: -3,122 -3,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 26.1 34.8 39.7 30.8 94.4 91.6: 5.6 8.4
Old : 100.0: 21.5 28.2 33.3 40.0 30.5 94.8 92.0: 5.2 8.0
Other: 100.0: 28.0 25.2 25.2 35.7 34.9 88.9 85.3: 11.1 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 104 113 117 92 108 260 283:
Old : 350: 107 112 114 92 108 257 281:
Other: 107: 18 22 20 29 50 60 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 13.1 21.2 22.1 10.7 8.6 18.0 13.9
Old : 12.0 13.6 20.7 23.0 10.6 9.2 17.7 15.1
Other: 27.6 35.2 46.9 49.2 25.0 30.4 36.5 38.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 26,177: 13,869 0 429 11,458 24,862 25,756 25,291: 421 886
Old : 26,177: 13,869 0 429 11,458 24,862 25,756 25,291: 421 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,222: 686 -193 149 518 820 1,352 776: -130 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 0.0 1.6 43.8 95.0 98.4 96.6: 1.6 3.4
Old : 100.0: 53.0 0.0 1.6 43.8 95.0 98.4 96.6: 1.6 3.4
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 : 30: 8 0 4 14 20 22 24:
Old : 30: 8 0 4 14 20 22 24:
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 : 57.9 47.8 83.3 69.3 52.1 40.1 60.2 54.1
Old : 57.9 47.8 83.3 69.3 52.1 40.1 60.2 54.1
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 30, 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 : 249,999: 45,630 83,947 55,459 127,836 90,415 228,925 229,821: 21,075 20,178
Old : 244,607: 46,784 83,862 52,364 125,351 89,499 224,499 225,725: 20,108 18,882
Other: 5,392: 1,481 2,720 459 2,485 916 4,426 4,096: 966 1,296
: : :
: : Changes in Commitments from: June 23, 2020 :
: -15,741: 2,325 -689 -10,754 -5,734 -484 -14,163 -11,926: -1,578 -3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 33.6 22.2 51.1 36.2 91.6 91.9: 8.4 8.1
Old : 100.0: 19.1 34.3 21.4 51.2 36.6 91.8 92.3: 8.2 7.7
Other: 100.0: 27.5 50.4 8.5 46.1 17.0 82.1 76.0: 17.9 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 57 62 54 76 73 163 162:
Old : 228: 60 60 54 76 73 162 162:
Other: 63: 9 13 9 16 27 30 45:
:----------------------------------------------------------------------------------------------------
: 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 19.8 27.7 28.6 15.0 16.4 23.2 23.9
Old : 16.6 20.3 28.3 29.2 15.4 17.1 23.8 24.8
Other: 49.5 44.7 66.7 58.8 49.5 43.3 65.5 55.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,926,269: 255,607 407,788 547,617 915,455 746,402 1,718,679 1,701,807: 207,590 224,462
Old : 821,098: 248,386 286,280 126,824 359,627 337,172 734,837 750,277: 86,260 70,821
Other: 1,105,172: 236,747 351,034 191,268 555,828 409,229 983,842 951,530: 121,330 153,641
: : :
: : Changes in Commitments from: June 23, 2020 :
: -108,463: 22,693 -55,875 -61,099 -39,632 691 -78,038 -116,282: -30,425 7,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.2 28.4 47.5 38.7 89.2 88.3: 10.8 11.7
Old : 100.0: 30.3 34.9 15.4 43.8 41.1 89.5 91.4: 10.5 8.6
Other: 100.0: 21.4 31.8 17.3 50.3 37.0 89.0 86.1: 11.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 175 152 208 352 328 636 599:
Old : 632: 129 134 118 259 252 454 445:
Other: 666: 153 127 133 282 291 500 492:
:----------------------------------------------------------------------------------------------------
: 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 8.1 15.1 14.4 7.0 6.2 12.0 10.5
Old : 14.0 12.6 23.6 21.4 12.6 11.4 21.3 19.6
Other: 11.4 9.5 19.7 16.9 9.7 9.1 15.7 15.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 4,623: 2,240 7 181 835 3,525 3,257 3,714: 1,366 909
Old : 4,623: 2,240 7 181 835 3,525 3,257 3,714: 1,366 909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -230: 246 -4 -29 -307 4 -90 -28: -140 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.2 3.9 18.1 76.3 70.5 80.3: 29.5 19.7
Old : 100.0: 48.5 0.2 3.9 18.1 76.3 70.5 80.3: 29.5 19.7
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 : 29: 13 2 3 7 12 22 15:
Old : 29: 13 2 3 7 12 22 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 : 28.8 50.5 46.3 69.6 28.8 49.0 44.9 66.9
Old : 28.8 50.5 46.3 69.6 28.8 49.0 44.9 66.9
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 30, 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 : 949,644: 173,427 78,396 272,120 435,202 536,870 880,749 887,386: 68,896 62,258
Old : 119,522: 24,363 11,741 23,049 59,008 71,218 106,420 106,008: 13,102 13,514
Other: 830,122: 161,512 79,104 236,622 376,195 465,652 774,328 781,377: 55,793 48,744
: : :
: : Changes in Commitments from: June 23, 2020 :
: -95,711: 23,037 -3,674 -45,668 -65,532 -43,899 -88,163 -93,240: -7,548 -2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.3 28.7 45.8 56.5 92.7 93.4: 7.3 6.6
Old : 100.0: 20.4 9.8 19.3 49.4 59.6 89.0 88.7: 11.0 11.3
Other: 100.0: 19.5 9.5 28.5 45.3 56.1 93.3 94.1: 6.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 205 98 185 198 202 482 422:
Old : 306: 87 50 55 97 125 207 207:
Other: 543: 192 109 164 186 188 457 390:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 17.9 18.1 27.3 7.0 14.0 11.7 22.1
Old : 23.9 25.1 32.3 34.4 22.9 24.0 30.4 31.7
Other: 10.7 18.7 19.3 29.0 8.1 17.2 14.0 25.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 457,565: 72,963 60,657 103,823 245,470 266,204 422,257 430,685: 35,309 26,880
Old : 125,065: 19,368 22,471 18,814 77,259 75,811 115,441 117,096: 9,623 7,969
Other: 332,500: 77,897 62,487 60,708 168,211 190,394 306,815 313,589: 25,685 18,911
: : :
: : Changes in Commitments from: June 23, 2020 :
: -48,657: 5,290 1,375 -32,051 -21,224 -16,673 -47,984 -47,349: -673 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.3 22.7 53.6 58.2 92.3 94.1: 7.7 5.9
Old : 100.0: 15.5 18.0 15.0 61.8 60.6 92.3 93.6: 7.7 6.4
Other: 100.0: 23.4 18.8 18.3 50.6 57.3 92.3 94.3: 7.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 80 67 99 99 88 237 219:
Old : 188: 46 27 46 76 71 139 131:
Other: 267: 75 75 78 82 68 205 183:
:----------------------------------------------------------------------------------------------------
: 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 : 10.8 25.3 18.6 33.9 8.3 19.6 14.4 25.0
Old : 24.3 23.4 39.5 34.2 21.1 20.8 31.0 29.9
Other: 12.8 29.9 21.4 39.9 12.6 27.7 20.4 35.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,134,658: 95,486 220,089 70,955 792,604 706,749 959,045 997,793: 175,613 136,865
Old : 1,134,658: 95,486 220,089 70,955 792,604 706,749 959,045 997,793: 175,613 136,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -39,675: -10,165 17,870 -21,392 -22,574 -30,247 -54,131 -33,769: 14,456 -5,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 19.4 6.3 69.9 62.3 84.5 87.9: 15.5 12.1
Old : 100.0: 8.4 19.4 6.3 69.9 62.3 84.5 87.9: 15.5 12.1
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 : 171: 25 30 38 89 92 136 138:
Old : 171: 25 30 38 89 92 136 138:
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 25.0 34.3 38.0 18.4 20.8 27.2 30.4
Old : 24.2 25.0 34.3 38.0 18.4 20.8 27.2 30.4
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 30, 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 : 1,040,903: 55,902 404,989 3,080 829,404 540,498 888,386 948,567: 152,517 92,336
Old : 1,040,903: 55,902 404,989 3,080 829,404 540,498 888,386 948,567: 152,517 92,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 13,191: -8,194 44,353 -7,099 26,661 -14,576 11,368 22,677: 1,823 -9,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 38.9 0.3 79.7 51.9 85.3 91.1: 14.7 8.9
Old : 100.0: 5.4 38.9 0.3 79.7 51.9 85.3 91.1: 14.7 8.9
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 : 133: 9 20 9 80 75 93 100:
Old : 133: 9 20 9 80 75 93 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 32.6 36.3 46.6 17.8 31.4 30.0 45.3
Old : 23.6 32.6 36.3 46.6 17.8 31.4 30.0 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 30, 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 : 480,264: 70,265 97,442 89,824 269,686 264,807 429,775 452,074: 50,489 28,191
Old : 125,656: 19,227 20,946 15,414 71,557 77,031 106,198 113,391: 19,458 12,265
Other: 354,609: 68,946 94,405 56,502 198,129 187,776 323,577 338,683: 31,031 15,926
: : :
: : Changes in Commitments from: June 23, 2020 :
: -21,892: 3,566 10,010 -13,006 -8,797 -17,249 -18,237 -20,245: -3,655 -1,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 20.3 18.7 56.2 55.1 89.5 94.1: 10.5 5.9
Old : 100.0: 15.3 16.7 12.3 56.9 61.3 84.5 90.2: 15.5 9.8
Other: 100.0: 19.4 26.6 15.9 55.9 53.0 91.2 95.5: 8.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 70 79 81 115 88 233 209:
Old : 187: 34 33 32 94 71 147 121:
Other: 262: 66 77 63 99 69 201 175:
:----------------------------------------------------------------------------------------------------
: 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 : 13.6 25.3 21.4 32.9 10.6 19.8 15.4 25.1
Old : 16.5 31.1 25.8 40.3 12.8 30.1 21.5 37.8
Other: 15.2 24.3 22.5 33.0 13.4 18.3 19.6 25.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 11,154: 3,023 500 1,057 5,266 8,697 9,345 10,254: 1,809 900
Old : 485: 0 42 0 424 441 424 483: 61 2
Other: 10,669: 3,042 477 1,038 4,842 8,256 8,921 9,771: 1,748 898
: : :
: : Changes in Commitments from: June 23, 2020 :
: -1,195: 462 -24 -1,094 -326 -100 -958 -1,218: -237 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.5 9.5 47.2 78.0 83.8 91.9: 16.2 8.1
Old : 100.0: 0.0 8.7 0.0 87.4 90.9 87.4 99.6: 12.6 0.4
Other: 100.0: 28.5 4.5 9.7 45.4 77.4 83.6 91.6: 16.4 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 4 12 17 19 45 32:
Old : 9: 0 2 0 3 4 3 6:
Other: 53: 24 3 12 16 18 44 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 : 46.1 56.3 56.6 73.0 43.5 54.9 53.2 70.7
Old : 87.4 97.3 87.4 99.6 87.4 97.3 87.4 99.6
Other: 45.4 56.8 56.4 72.9 42.7 55.2 53.1 70.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 2,146,141: 415,673 718,968 45,304 1,502,232 1,286,806 1,963,210 2,051,079: 182,931 95,062
Old : 2,146,141: 415,673 718,968 45,304 1,502,232 1,286,806 1,963,210 2,051,079: 182,931 95,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 10,909: 23,064 15,070 -9,446 -4,427 2,974 9,191 8,598: 1,719 2,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 33.5 2.1 70.0 60.0 91.5 95.6: 8.5 4.4
Old : 100.0: 19.4 33.5 2.1 70.0 60.0 91.5 95.6: 8.5 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 : 294: 59 34 32 154 129 229 179:
Old : 294: 59 34 32 154 129 229 179:
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 : 15.3 30.6 25.4 43.3 14.7 26.2 23.7 38.4
Old : 15.3 30.6 25.4 43.3 14.7 26.2 23.7 38.4
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 30, 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 : 3,916,524: 782,089 719,583 276,324 2,459,071 2,544,077 3,517,485 3,539,984: 399,039 376,540
Old : 3,916,524: 782,089 719,583 276,324 2,459,071 2,544,077 3,517,485 3,539,984: 399,039 376,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 64,208: 88,912 42,933 -61,403 38,716 82,214 66,226 63,743: -2,017 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.4 7.1 62.8 65.0 89.8 90.4: 10.2 9.6
Old : 100.0: 20.0 18.4 7.1 62.8 65.0 89.8 90.4: 10.2 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 : 383: 77 68 79 199 186 312 297:
Old : 383: 77 68 79 199 186 312 297:
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 : 17.3 19.8 25.1 31.7 12.8 15.0 19.8 24.1
Old : 17.3 19.8 25.1 31.7 12.8 15.0 19.8 24.1
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 30, 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 : 970,366: 180,404 163,560 15,277 675,220 598,517 870,901 777,354: 99,465 193,012
Old : 970,366: 180,404 163,560 15,277 675,220 598,517 870,901 777,354: 99,465 193,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 14,618: 8,299 12,594 3,733 4,123 -8,277 16,155 8,050: -1,537 6,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.9 1.6 69.6 61.7 89.7 80.1: 10.3 19.9
Old : 100.0: 18.6 16.9 1.6 69.6 61.7 89.7 80.1: 10.3 19.9
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 : 111: 13 10 8 63 71 78 87:
Old : 111: 13 10 8 63 71 78 87:
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 : 29.4 27.5 44.3 36.2 28.8 27.4 43.0 34.4
Old : 29.4 27.5 44.3 36.2 28.8 27.4 43.0 34.4
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 30, 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 : 3,739,438: 532,006 640,025 169,738 2,730,059 2,639,090 3,431,803 3,448,853: 307,635 290,585
Old : 3,739,438: 532,006 640,025 169,738 2,730,059 2,639,090 3,431,803 3,448,853: 307,635 290,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 90,530: 96,009 59,122 -18,661 10,242 57,302 87,590 97,763: 2,940 -7,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.1 4.5 73.0 70.6 91.8 92.2: 8.2 7.8
Old : 100.0: 14.2 17.1 4.5 73.0 70.6 91.8 92.2: 8.2 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 : 312: 67 39 50 155 166 245 232:
Old : 312: 67 39 50 155 166 245 232:
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 : 31.0 21.1 41.7 34.9 26.7 21.1 36.2 33.1
Old : 31.0 21.1 41.7 34.9 26.7 21.1 36.2 33.1
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 30, 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 : 1,793,233: 786,542 414,042 225,593 749,892 1,119,113 1,762,027 1,758,748: 31,206 34,485
Old : 1,793,233: 786,542 414,042 225,593 749,892 1,119,113 1,762,027 1,758,748: 31,206 34,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 33,289: 11,677 91,709 -24,499 43,032 -40,057 30,211 27,153: 3,078 6,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 23.1 12.6 41.8 62.4 98.3 98.1: 1.7 1.9
Old : 100.0: 43.9 23.1 12.6 41.8 62.4 98.3 98.1: 1.7 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 : 111: 20 23 31 57 61 98 94:
Old : 111: 20 23 31 57 61 98 94:
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 : 46.6 40.8 56.3 56.4 42.3 31.7 47.2 44.3
Old : 46.6 40.8 56.3 56.4 42.3 31.7 47.2 44.3
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 30, 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 : 37,645: 6,956 19,869 977 23,231 8,808 31,164 29,653: 6,481 7,992
Old : 37,645: 6,956 19,869 977 23,231 8,808 31,164 29,653: 6,481 7,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 835: 109 -1,321 141 112 977 362 -203: 472 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 52.8 2.6 61.7 23.4 82.8 78.8: 17.2 21.2
Old : 100.0: 18.5 52.8 2.6 61.7 23.4 82.8 78.8: 17.2 21.2
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 : 80: 17 16 10 34 23 55 45:
Old : 80: 17 16 10 34 23 55 45:
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 : 31.8 49.6 44.6 56.8 31.5 48.3 44.1 55.1
Old : 31.8 49.6 44.6 56.8 31.5 48.3 44.1 55.1
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 30, 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 : 75,290: 13,911 39,737 1,953 46,463 17,616 62,327 59,306: 12,963 15,984
Old : 75,290: 13,911 39,737 1,953 46,463 17,616 62,327 59,306: 12,963 15,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 1,669: 219 -2,642 282 224 1,953 725 -406: 945 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 52.8 2.6 61.7 23.4 82.8 78.8: 17.2 21.2
Old : 100.0: 18.5 52.8 2.6 61.7 23.4 82.8 78.8: 17.2 21.2
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 : 80: 17 16 10 34 23 55 45:
Old : 80: 17 16 10 34 23 55 45:
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 : 31.8 49.6 44.6 56.8 31.5 48.3 44.1 55.1
Old : 31.8 49.6 44.6 56.8 31.5 48.3 44.1 55.1
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 30, 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 : 36,371: 4,566 1,872 0 29,840 33,498 34,406 35,370: 1,965 1,001
Old : 36,371: 4,566 1,872 0 29,840 33,498 34,406 35,370: 1,965 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,326: 375 409 0 4,321 3,587 4,696 3,996: -370 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.1 0.0 82.0 92.1 94.6 97.2: 5.4 2.8
Old : 100.0: 12.6 5.1 0.0 82.0 92.1 94.6 97.2: 5.4 2.8
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 : 27: 3 3 0 16 9 19 12:
Old : 27: 3 3 0 16 9 19 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 : 50.2 83.6 75.1 95.1 49.9 77.5 72.3 88.9
Old : 50.2 83.6 75.1 95.1 49.9 77.5 72.3 88.9
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 30, 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 : 22,194: 13,429 21,230 486 8,022 179 21,937 21,895: 257 299
Old : 22,194: 13,429 21,230 486 8,022 179 21,937 21,895: 257 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 314: 231 76 0 71 0 302 76: 12 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 95.7 2.2 36.1 0.8 98.8 98.7: 1.2 1.3
Old : 100.0: 60.5 95.7 2.2 36.1 0.8 98.8 98.7: 1.2 1.3
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 : 36: 16 16 3 4 1 23 17:
Old : 36: 16 16 3 4 1 23 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 : 67.8 68.8 92.8 86.6 67.8 67.5 92.0 85.0
Old : 67.8 68.8 92.8 86.6 67.8 67.5 92.0 85.0
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 30, 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 : 70,860: 11,441 16,578 21,925 37,476 31,762 70,842 70,265: 18 595
Old : 70,860: 11,441 16,578 21,925 37,476 31,762 70,842 70,265: 18 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,536: 600 1,377 470 3,467 2,686 4,537 4,533: -1 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.4 30.9 52.9 44.8 100.0 99.2: 0.0 0.8
Old : 100.0: 16.1 23.4 30.9 52.9 44.8 100.0 99.2: 0.0 0.8
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 : 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 : 88.4 91.0 98.3 97.3 60.5 60.0 69.0 66.4
Old : 88.4 91.0 98.3 97.3 60.5 60.0 69.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020