WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 496,820: 99,862 127,864 177,994 192,055 152,094 469,911 457,952: 26,909 38,867
Old : 466,733: 102,082 129,506 160,152 180,720 142,091 442,954 431,749: 23,779 34,984
Other: 30,087: 7,838 8,416 7,784 11,335 10,004 26,957 26,203: 3,130 3,883
: : :
: : Changes in Commitments from: June 30, 2020 :
: 11,820: 3,290 1,507 9,330 -659 2,873 11,961 13,710: -141 -1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.7 35.8 38.7 30.6 94.6 92.2: 5.4 7.8
Old : 100.0: 21.9 27.7 34.3 38.7 30.4 94.9 92.5: 5.1 7.5
Other: 100.0: 26.1 28.0 25.9 37.7 33.2 89.6 87.1: 10.4 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 108 126 124 96 108 276 292:
Old : 366: 110 124 120 95 108 272 288:
Other: 116: 20 26 22 31 51 67 88:
:----------------------------------------------------------------------------------------------------
: 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 11.2 20.4 20.2 10.2 8.2 17.2 13.9
Old : 11.4 11.7 20.1 21.0 10.1 8.7 16.9 14.8
Other: 27.1 37.0 45.5 51.0 24.8 32.1 36.8 40.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 27,449: 15,305 18 794 11,135 25,822 27,234 26,634: 215 815
Old : 27,449: 15,305 18 794 11,135 25,822 27,234 26,634: 215 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 1,272: 1,436 18 365 -323 960 1,478 1,343: -206 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 0.1 2.9 40.6 94.1 99.2 97.0: 0.8 3.0
Old : 100.0: 55.8 0.1 2.9 40.6 94.1 99.2 97.0: 0.8 3.0
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 : 30: 7 1 5 14 21 22 26:
Old : 30: 7 1 5 14 21 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 47.0 84.2 66.7 56.0 39.9 61.9 54.5
Old : 60.7 47.0 84.2 66.7 56.0 39.9 61.9 54.5
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, July 07, 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 : 257,653: 52,065 84,266 56,593 127,881 96,254 236,539 237,114: 21,114 20,539
Old : 251,633: 53,635 84,217 52,996 124,891 95,283 231,522 232,496: 20,112 19,137
Other: 6,020: 1,524 3,143 504 2,990 971 5,018 4,618: 1,002 1,402
: : :
: : Changes in Commitments from: June 30, 2020 :
: 7,654: 6,435 320 1,134 45 5,839 7,615 7,293: 39 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 32.7 22.0 49.6 37.4 91.8 92.0: 8.2 8.0
Old : 100.0: 21.3 33.5 21.1 49.6 37.9 92.0 92.4: 8.0 7.6
Other: 100.0: 25.3 52.2 8.4 49.7 16.1 83.4 76.7: 16.6 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 58 62 54 75 77 163 166:
Old : 230: 59 61 54 75 77 162 166:
Other: 58: 9 10 9 16 25 30 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 19.5 27.4 28.2 14.2 16.2 23.3 23.8
Old : 15.8 19.9 27.9 28.8 14.6 16.9 23.7 24.7
Other: 47.4 48.0 66.6 62.9 47.4 46.5 66.6 60.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 1,872,744: 246,736 339,954 511,143 907,839 792,621 1,665,718 1,643,719: 207,027 229,026
Old : 754,857: 210,651 235,551 115,840 346,277 337,473 672,768 688,864: 82,089 65,993
Other: 1,117,888: 221,576 289,894 209,812 561,562 455,148 992,950 954,855: 124,938 163,033
: : :
: : Changes in Commitments from: June 30, 2020 :
: -53,525: -8,871 -67,834 -36,474 -7,616 46,220 -52,961 -58,089: -563 4,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 18.2 27.3 48.5 42.3 88.9 87.8: 11.1 12.2
Old : 100.0: 27.9 31.2 15.3 45.9 44.7 89.1 91.3: 10.9 8.7
Other: 100.0: 19.8 25.9 18.8 50.2 40.7 88.8 85.4: 11.2 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 166 141 192 349 339 610 588:
Old : 620: 122 127 108 262 261 442 438:
Other: 656: 137 122 138 281 306 486 504:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.9 8.0 17.5 14.6 8.9 6.4 13.8 10.6
Old : 15.2 13.3 23.8 20.9 12.9 11.8 21.4 19.2
Other: 13.9 9.0 21.2 15.9 12.2 8.9 17.0 15.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 4,764: 2,309 13 228 875 3,576 3,412 3,817: 1,352 947
Old : 4,764: 2,309 13 228 875 3,576 3,412 3,817: 1,352 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 141: 69 6 47 40 51 156 103: -14 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.3 4.8 18.4 75.1 71.6 80.1: 28.4 19.9
Old : 100.0: 48.5 0.3 4.8 18.4 75.1 71.6 80.1: 28.4 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 : 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 : 30.0 52.0 47.3 69.7 30.0 50.6 46.1 67.2
Old : 30.0 52.0 47.3 69.7 30.0 50.6 46.1 67.2
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, July 07, 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 : 1,001,034: 186,644 61,434 299,384 443,806 574,051 929,834 934,868: 71,200 66,166
Old : 119,697: 21,688 10,405 28,434 57,890 67,807 108,012 106,645: 11,685 13,052
Other: 881,337: 175,865 61,938 260,041 385,916 506,244 821,821 828,223: 59,516 53,114
: : :
: : Changes in Commitments from: June 30, 2020 :
: 51,390: 13,217 -16,961 27,264 8,604 37,180 49,085 47,483: 2,305 3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.1 29.9 44.3 57.3 92.9 93.4: 7.1 6.6
Old : 100.0: 18.1 8.7 23.8 48.4 56.6 90.2 89.1: 9.8 10.9
Other: 100.0: 20.0 7.0 29.5 43.8 57.4 93.2 94.0: 6.8 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 574: 214 95 189 210 220 503 437:
Old : 325: 88 53 62 102 131 214 222:
Other: 559: 201 98 170 196 211 476 410:
:----------------------------------------------------------------------------------------------------
: 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 : 9.5 16.8 17.3 26.2 7.0 13.8 11.6 21.9
Old : 19.9 22.5 29.6 32.0 19.5 20.5 26.8 28.2
Other: 10.1 17.7 18.5 28.1 7.9 16.4 13.4 25.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 471,406: 80,559 50,670 108,151 246,283 284,483 434,994 443,304: 36,412 28,102
Old : 119,040: 21,736 18,973 17,779 70,511 74,659 110,026 111,411: 9,014 7,630
Other: 352,365: 84,163 57,037 65,032 175,772 209,824 324,968 331,893: 27,398 20,472
: : :
: : Changes in Commitments from: June 30, 2020 :
: 13,841: 7,596 -9,987 4,328 814 18,278 12,737 12,619: 1,103 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.7 22.9 52.2 60.3 92.3 94.0: 7.7 6.0
Old : 100.0: 18.3 15.9 14.9 59.2 62.7 92.4 93.6: 7.6 6.4
Other: 100.0: 23.9 16.2 18.5 49.9 59.5 92.2 94.2: 7.8 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 90 62 103 98 90 243 220:
Old : 188: 52 26 37 74 69 136 123:
Other: 275: 80 74 88 85 72 216 192:
:----------------------------------------------------------------------------------------------------
: 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 26.3 17.8 35.3 8.3 21.1 14.3 27.4
Old : 22.1 23.7 36.4 35.5 18.3 21.5 30.0 30.8
Other: 12.5 30.8 20.6 41.1 12.3 28.6 19.9 36.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 1,159,652: 96,880 215,537 81,126 813,860 721,745 991,865 1,018,408: 167,786 141,244
Old : 1,159,652: 96,880 215,537 81,126 813,860 721,745 991,865 1,018,408: 167,786 141,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 24,994: 1,393 -4,552 10,171 21,256 14,996 32,820 20,615: -7,827 4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 18.6 7.0 70.2 62.2 85.5 87.8: 14.5 12.2
Old : 100.0: 8.4 18.6 7.0 70.2 62.2 85.5 87.8: 14.5 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: 29 30 44 92 94 146 143:
Old : 177: 29 30 44 92 94 146 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 25.0 34.6 37.7 18.8 20.6 27.5 30.2
Old : 24.7 25.0 34.6 37.7 18.8 20.6 27.5 30.2
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, July 07, 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 : 1,057,194: 61,597 408,921 2,844 842,199 549,087 906,640 960,852: 150,553 96,342
Old : 1,057,194: 61,597 408,921 2,844 842,199 549,087 906,640 960,852: 150,553 96,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 16,291: 5,695 3,932 -236 12,796 8,589 18,255 12,285: -1,964 4,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 38.7 0.3 79.7 51.9 85.8 90.9: 14.2 9.1
Old : 100.0: 5.8 38.7 0.3 79.7 51.9 85.8 90.9: 14.2 9.1
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 : 138: 11 21 9 81 77 96 103:
Old : 138: 11 21 9 81 77 96 103:
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 : 23.7 32.0 36.8 46.2 17.6 30.8 30.1 44.7
Old : 23.7 32.0 36.8 46.2 17.6 30.8 30.1 44.7
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, July 07, 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 : 475,449: 75,520 72,635 90,278 260,006 287,118 425,805 450,031: 49,644 25,418
Old : 121,730: 20,557 15,572 15,538 68,204 80,155 104,299 111,265: 17,432 10,465
Other: 353,719: 73,501 75,600 56,202 191,802 206,963 321,506 338,765: 32,213 14,953
: : :
: : Changes in Commitments from: June 30, 2020 :
: -4,815: 5,255 -24,808 454 -9,680 22,311 -3,970 -2,043: -845 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.3 19.0 54.7 60.4 89.6 94.7: 10.4 5.3
Old : 100.0: 16.9 12.8 12.8 56.0 65.8 85.7 91.4: 14.3 8.6
Other: 100.0: 20.8 21.4 15.9 54.2 58.5 90.9 95.8: 9.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 80 68 82 110 92 235 207:
Old : 193: 44 28 33 90 73 147 124:
Other: 259: 73 68 64 95 69 206 167:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 28.2 21.4 36.8 10.8 23.0 15.5 29.1
Old : 16.5 31.3 26.5 40.2 13.0 29.1 21.9 37.4
Other: 14.9 28.0 22.3 37.7 13.5 22.9 19.5 30.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 11,150: 3,280 475 1,009 5,146 8,647 9,435 10,130: 1,715 1,019
Old : 11,150: 3,280 475 1,009 5,146 8,647 9,435 10,130: 1,715 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -5: 257 -25 -49 -119 -50 89 -123: -94 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 4.3 9.0 46.2 77.6 84.6 90.9: 15.4 9.1
Old : 100.0: 29.4 4.3 9.0 46.2 77.6 84.6 90.9: 15.4 9.1
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 : 55: 25 3 12 17 21 46 34:
Old : 55: 25 3 12 17 21 46 34:
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 : 46.5 56.6 57.3 72.3 44.1 55.2 54.0 70.0
Old : 46.5 56.6 57.3 72.3 44.1 55.2 54.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 2,110,163: 412,026 711,530 31,608 1,483,997 1,272,453 1,927,630 2,015,590: 182,533 94,573
Old : 2,110,163: 412,026 711,530 31,608 1,483,997 1,272,453 1,927,630 2,015,590: 182,533 94,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -35,978: -3,648 -7,439 -13,697 -18,235 -14,353 -35,580 -35,488: -398 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.7 1.5 70.3 60.3 91.3 95.5: 8.7 4.5
Old : 100.0: 19.5 33.7 1.5 70.3 60.3 91.3 95.5: 8.7 4.5
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 : 297: 59 37 28 151 131 222 184:
Old : 297: 59 37 28 151 131 222 184:
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 30.3 25.9 42.7 14.9 26.2 24.1 38.2
Old : 15.6 30.3 25.9 42.7 14.9 26.2 24.1 38.2
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, July 07, 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 : 3,905,418: 778,202 698,790 264,911 2,452,199 2,554,932 3,495,312 3,518,633: 410,106 386,785
Old : 3,905,418: 778,202 698,790 264,911 2,452,199 2,554,932 3,495,312 3,518,633: 410,106 386,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -11,106: -3,887 -20,793 -11,413 -6,873 10,855 -22,173 -21,351: 11,068 10,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.9 6.8 62.8 65.4 89.5 90.1: 10.5 9.9
Old : 100.0: 19.9 17.9 6.8 62.8 65.4 89.5 90.1: 10.5 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 : 387: 72 71 83 205 193 321 303:
Old : 387: 72 71 83 205 193 321 303:
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 : 16.6 20.2 24.8 31.7 12.3 15.3 19.6 24.5
Old : 16.6 20.2 24.8 31.7 12.3 15.3 19.6 24.5
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, July 07, 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 : 973,672: 183,324 159,054 12,664 668,959 613,057 864,947 784,775: 108,725 188,897
Old : 973,672: 183,324 159,054 12,664 668,959 613,057 864,947 784,775: 108,725 188,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 3,306: 2,920 -4,506 -2,613 -6,261 14,540 -5,954 7,421: 9,260 -4,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.3 1.3 68.7 63.0 88.8 80.6: 11.2 19.4
Old : 100.0: 18.8 16.3 1.3 68.7 63.0 88.8 80.6: 11.2 19.4
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 : 109: 12 9 8 63 71 77 86:
Old : 109: 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 : 30.6 27.5 45.2 35.8 30.3 27.4 44.4 34.2
Old : 30.6 27.5 45.2 35.8 30.3 27.4 44.4 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, July 07, 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 : 3,641,758: 482,655 635,631 141,210 2,701,043 2,577,726 3,324,907 3,354,566: 316,850 287,191
Old : 3,641,758: 482,655 635,631 141,210 2,701,043 2,577,726 3,324,907 3,354,566: 316,850 287,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -97,680: -49,351 -4,394 -28,528 -29,016 -61,364 -106,895 -94,287: 9,215 -3,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.5 3.9 74.2 70.8 91.3 92.1: 8.7 7.9
Old : 100.0: 13.3 17.5 3.9 74.2 70.8 91.3 92.1: 8.7 7.9
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 : 311: 62 40 53 154 170 241 238:
Old : 311: 62 40 53 154 170 241 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 21.1 42.0 35.0 27.6 21.1 36.5 33.1
Old : 32.0 21.1 42.0 35.0 27.6 21.1 36.5 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, July 07, 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 : 1,678,801: 705,632 395,566 222,873 704,894 1,001,278 1,633,399 1,619,717: 45,402 59,084
Old : 1,678,801: 705,632 395,566 222,873 704,894 1,001,278 1,633,399 1,619,717: 45,402 59,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -114,432: -80,910 -18,476 -2,720 -44,998 -117,835 -128,628 -139,031: 14,196 24,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.6 13.3 42.0 59.6 97.3 96.5: 2.7 3.5
Old : 100.0: 42.0 23.6 13.3 42.0 59.6 97.3 96.5: 2.7 3.5
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 : 108: 22 21 33 53 57 96 92:
Old : 108: 22 21 33 53 57 96 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 37.8 55.7 54.4 41.2 31.7 46.2 42.4
Old : 45.7 37.8 55.7 54.4 41.2 31.7 46.2 42.4
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, July 07, 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 : 36,086: 7,624 18,550 871 21,227 9,364 29,722 28,784: 6,364 7,302
Old : 36,086: 7,624 18,550 871 21,227 9,364 29,722 28,784: 6,364 7,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,559: 669 -1,319 -106 -2,004 556 -1,442 -869: -118 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 51.4 2.4 58.8 25.9 82.4 79.8: 17.6 20.2
Old : 100.0: 21.1 51.4 2.4 58.8 25.9 82.4 79.8: 17.6 20.2
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 : 83: 19 16 10 34 24 57 46:
Old : 83: 19 16 10 34 24 57 46:
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 : 29.8 50.0 43.8 57.7 29.7 48.5 42.4 55.9
Old : 29.8 50.0 43.8 57.7 29.7 48.5 42.4 55.9
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, July 07, 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 : 72,171: 15,248 37,099 1,741 42,454 18,728 59,444 57,568: 12,727 14,603
Old : 72,171: 15,248 37,099 1,741 42,454 18,728 59,444 57,568: 12,727 14,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,118: 1,337 -2,638 -212 -4,008 1,112 -2,883 -1,738: -235 -1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 51.4 2.4 58.8 25.9 82.4 79.8: 17.6 20.2
Old : 100.0: 21.1 51.4 2.4 58.8 25.9 82.4 79.8: 17.6 20.2
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 : 83: 19 16 10 34 24 57 46:
Old : 83: 19 16 10 34 24 57 46:
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 : 29.8 50.0 43.8 57.7 29.7 48.5 42.4 55.9
Old : 29.8 50.0 43.8 57.7 29.7 48.5 42.4 55.9
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, July 07, 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 : 36,961: 4,776 2,095 0 30,237 33,753 35,013 35,848: 1,948 1,113
Old : 36,961: 4,776 2,095 0 30,237 33,753 35,013 35,848: 1,948 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 590: 210 223 0 397 255 607 478: -17 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.7 0.0 81.8 91.3 94.7 97.0: 5.3 3.0
Old : 100.0: 12.9 5.7 0.0 81.8 91.3 94.7 97.0: 5.3 3.0
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 : 28: 4 3 0 16 9 20 12:
Old : 28: 4 3 0 16 9 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 81.2 74.1 95.0 49.5 75.2 71.6 89.0
Old : 49.5 81.2 74.1 95.0 49.5 75.2 71.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 22,754: 14,376 21,938 486 7,653 302 22,515 22,726: 239 28
Old : 22,754: 14,376 21,938 486 7,653 302 22,515 22,726: 239 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: 560: 947 708 0 -369 123 578 831: -18 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 96.4 2.1 33.6 1.3 98.9 99.9: 1.1 0.1
Old : 100.0: 63.2 96.4 2.1 33.6 1.3 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 17 16 3 4 1 24 17:
Old : 37: 17 16 3 4 1 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 : 68.8 70.4 92.1 87.7 68.8 69.1 90.8 86.2
Old : 68.8 70.4 92.1 87.7 68.8 69.1 90.8 86.2
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, July 07, 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 : 70,739: 11,041 17,299 23,005 36,672 29,695 70,718 69,999: 21 740
Old : 70,739: 11,041 17,299 23,005 36,672 29,695 70,718 69,999: 21 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -121: -400 721 1,080 -804 -2,067 -124 -266: 3 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 24.5 32.5 51.8 42.0 100.0 99.0: 0.0 1.0
Old : 100.0: 15.6 24.5 32.5 51.8 42.0 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 88.9 91.2 98.8 97.1 59.5 58.7 67.4 64.5
Old : 88.9 91.2 98.8 97.1 59.5 58.7 67.4 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020