WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 490,448: 111,982 100,844 178,675 174,624 167,268 465,281 446,787: 25,167 43,661
Old : 458,309: 110,460 98,964 162,756 163,226 157,220 436,442 418,940: 21,866 39,368
Other: 32,139: 8,102 8,460 9,338 11,398 10,048 28,839 27,846: 3,300 4,293
: : :
: : Changes in Commitments from: July 7, 2020 :
: -6,372: 12,120 -27,021 682 -17,431 15,173 -4,630 -11,166: -1,742 4,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.6 36.4 35.6 34.1 94.9 91.1: 5.1 8.9
Old : 100.0: 24.1 21.6 35.5 35.6 34.3 95.2 91.4: 4.8 8.6
Other: 100.0: 25.2 26.3 29.1 35.5 31.3 89.7 86.6: 10.3 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 103 118 123 92 120 274 291:
Old : 363: 106 117 121 92 120 271 290:
Other: 125: 30 21 24 33 55 75 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.6 21.6 22.7 10.2 10.2 17.1 15.1
Old : 12.2 13.7 21.2 22.9 10.2 10.9 17.2 16.1
Other: 29.3 37.1 45.9 51.0 22.3 29.8 32.6 37.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 30,365: 16,818 79 1,123 12,334 28,498 30,275 29,700: 90 665
Old : 30,365: 16,818 79 1,123 12,334 28,498 30,275 29,700: 90 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,916: 1,513 60 329 1,199 2,677 3,041 3,066: -125 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 0.3 3.7 40.6 93.9 99.7 97.8: 0.3 2.2
Old : 100.0: 55.4 0.3 3.7 40.6 93.9 99.7 97.8: 0.3 2.2
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 : 32: 8 1 4 15 23 24 27:
Old : 32: 8 1 4 15 23 24 27:
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 : 59.1 43.5 79.1 63.7 54.9 38.6 59.5 52.6
Old : 59.1 43.5 79.1 63.7 54.9 38.6 59.5 52.6
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 14, 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 : 269,513: 54,722 80,617 62,548 130,475 107,501 247,745 250,666: 21,768 18,847
Old : 262,731: 56,323 80,498 58,505 127,201 106,325 242,028 245,328: 20,703 17,403
Other: 6,782: 1,951 3,670 492 3,274 1,176 5,717 5,337: 1,065 1,445
: : :
: : Changes in Commitments from: July 7, 2020 :
: 11,860: 2,657 -3,649 5,954 2,594 11,247 11,205 13,552: 654 -1,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 29.9 23.2 48.4 39.9 91.9 93.0: 8.1 7.0
Old : 100.0: 21.4 30.6 22.3 48.4 40.5 92.1 93.4: 7.9 6.6
Other: 100.0: 28.8 54.1 7.3 48.3 17.3 84.3 78.7: 15.7 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 65 62 58 74 81 169 173:
Old : 242: 67 60 57 74 81 168 172:
Other: 71: 13 9 9 15 35 32 50:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 19.5 25.1 28.2 12.8 16.4 20.4 23.6
Old : 15.0 20.0 25.5 28.9 13.1 17.2 20.8 24.5
Other: 48.9 46.7 67.9 64.4 48.9 45.1 67.9 61.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,876,486: 256,234 326,141 508,318 911,103 802,464 1,675,655 1,636,923: 200,830 239,563
Old : 716,587: 216,982 220,205 104,350 320,729 329,571 642,061 654,126: 74,526 62,461
Other: 1,159,899: 230,405 297,088 212,815 590,374 472,894 1,033,594 982,797: 126,305 177,102
: : :
: : Changes in Commitments from: July 7, 2020 :
: 3,741: 9,499 -13,812 -2,826 3,265 9,843 9,937 -6,795: -6,196 10,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.4 27.1 48.6 42.8 89.3 87.2: 10.7 12.8
Old : 100.0: 30.3 30.7 14.6 44.8 46.0 89.6 91.3: 10.4 8.7
Other: 100.0: 19.9 25.6 18.3 50.9 40.8 89.1 84.7: 10.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 763: 160 157 197 364 348 635 607:
Old : 631: 120 131 112 265 267 443 452:
Other: 684: 150 124 132 300 316 508 518:
:----------------------------------------------------------------------------------------------------
: 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 17.2 14.5 9.5 6.7 14.5 11.0
Old : 14.0 12.9 22.6 21.7 12.2 12.0 20.7 20.2
Other: 14.2 9.3 21.9 15.8 12.9 9.0 18.1 15.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 4,645: 2,084 12 282 994 3,504 3,361 3,798: 1,284 846
Old : 4,645: 2,084 12 282 994 3,504 3,361 3,798: 1,284 846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -119: -225 -1 54 119 -72 -52 -19: -68 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.3 6.1 21.4 75.4 72.4 81.8: 27.6 18.2
Old : 100.0: 44.9 0.3 6.1 21.4 75.4 72.4 81.8: 27.6 18.2
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 : 28: 13 1 3 7 12 21 15:
Old : 28: 13 1 3 7 12 21 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 : 30.5 53.4 47.9 72.0 30.5 52.3 45.8 67.4
Old : 30.5 53.4 47.9 72.0 30.5 52.3 45.8 67.4
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 14, 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 : 975,293: 156,861 68,273 293,008 457,927 546,292 907,796 907,572: 67,497 67,721
Old : 97,795: 16,577 7,275 22,413 48,880 56,735 87,870 86,423: 9,925 11,372
Other: 877,498: 152,201 72,915 258,677 409,048 489,557 819,926 821,149: 57,572 56,349
: : :
: : Changes in Commitments from: July 7, 2020 :
: -25,741: -29,783 6,838 -6,376 14,121 -27,759 -22,038 -27,296: -3,703 1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.0 30.0 47.0 56.0 93.1 93.1: 6.9 6.9
Old : 100.0: 17.0 7.4 22.9 50.0 58.0 89.9 88.4: 10.1 11.6
Other: 100.0: 17.3 8.3 29.5 46.6 55.8 93.4 93.6: 6.6 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 186 114 187 214 226 497 441:
Old : 302: 71 49 58 98 132 198 210:
Other: 561: 172 120 174 201 218 473 423:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 16.7 18.1 26.8 7.0 13.4 11.6 20.8
Old : 21.3 19.8 32.7 29.7 20.2 16.5 29.8 25.7
Other: 11.0 17.6 19.6 28.2 8.1 15.9 13.5 23.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 467,484: 71,874 56,300 110,663 248,652 271,359 431,189 438,322: 36,295 29,162
Old : 112,997: 16,343 19,888 15,759 71,984 69,199 104,086 104,846: 8,911 8,151
Other: 354,488: 77,531 58,412 72,905 176,668 202,159 327,103 333,476: 27,384 21,012
: : :
: : Changes in Commitments from: July 7, 2020 :
: -3,921: -8,685 5,630 2,512 2,368 -13,124 -3,804 -4,982: -117 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.0 23.7 53.2 58.0 92.2 93.8: 7.8 6.2
Old : 100.0: 14.5 17.6 13.9 63.7 61.2 92.1 92.8: 7.9 7.2
Other: 100.0: 21.9 16.5 20.6 49.8 57.0 92.3 94.1: 7.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 81 71 100 99 86 241 216:
Old : 171: 40 31 36 70 64 128 114:
Other: 272: 78 69 90 86 69 218 189:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 24.7 19.8 33.3 8.2 19.2 14.0 24.9
Old : 30.1 25.1 42.6 36.6 24.9 22.1 36.0 31.5
Other: 12.2 28.5 20.7 38.6 12.1 26.2 19.6 33.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,210,739: 100,792 225,781 92,565 839,495 753,456 1,032,852 1,071,802: 177,886 138,936
Old : 1,210,739: 100,792 225,781 92,565 839,495 753,456 1,032,852 1,071,802: 177,886 138,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 51,087: 3,912 10,243 11,440 25,635 31,711 40,987 53,394: 10,100 -2,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.6 7.6 69.3 62.2 85.3 88.5: 14.7 11.5
Old : 100.0: 8.3 18.6 7.6 69.3 62.2 85.3 88.5: 14.7 11.5
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 : 186: 35 26 45 97 101 151 153:
Old : 186: 35 26 45 97 101 151 153:
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 : 24.8 25.6 34.4 38.8 18.4 21.1 26.7 30.1
Old : 24.8 25.6 34.4 38.8 18.4 21.1 26.7 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, July 14, 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 : 1,041,864: 56,687 407,374 4,371 833,565 538,420 894,623 950,165: 147,240 91,699
Old : 1,041,864: 56,687 407,374 4,371 833,565 538,420 894,623 950,165: 147,240 91,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15,330: -4,910 -1,547 1,527 -8,634 -10,667 -12,017 -10,687: -3,313 -4,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 39.1 0.4 80.0 51.7 85.9 91.2: 14.1 8.8
Old : 100.0: 5.4 39.1 0.4 80.0 51.7 85.9 91.2: 14.1 8.8
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 : 141: 14 19 12 83 79 101 106:
Old : 141: 14 19 12 83 79 101 106:
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 31.9 37.2 46.6 17.5 30.5 30.1 45.1
Old : 24.0 31.9 37.2 46.6 17.5 30.5 30.1 45.1
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 14, 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 : 463,141: 65,776 72,524 90,589 260,111 274,240 416,476 437,353: 46,666 25,788
Old : 110,690: 17,452 14,089 15,308 62,664 71,566 95,424 100,962: 15,266 9,728
Other: 352,451: 63,157 73,269 60,447 197,447 202,675 321,051 336,391: 31,400 16,060
: : :
: : Changes in Commitments from: July 7, 2020 :
: -12,308: -9,745 -111 311 105 -12,878 -9,329 -12,678: -2,979 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.7 19.6 56.2 59.2 89.9 94.4: 10.1 5.6
Old : 100.0: 15.8 12.7 13.8 56.6 64.7 86.2 91.2: 13.8 8.8
Other: 100.0: 17.9 20.8 17.2 56.0 57.5 91.1 95.4: 8.9 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 73 67 77 116 96 228 208:
Old : 191: 37 29 28 94 74 144 120:
Other: 260: 67 69 63 102 71 206 169:
:----------------------------------------------------------------------------------------------------
: 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 26.6 21.9 35.2 11.0 21.3 15.7 27.7
Old : 15.5 27.1 26.2 36.5 11.2 25.4 18.8 33.3
Other: 15.6 26.9 23.1 36.5 13.4 21.4 19.4 28.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 11,562: 3,383 529 988 5,577 8,963 9,948 10,481: 1,614 1,081
Old : 11,562: 3,383 529 988 5,577 8,963 9,948 10,481: 1,614 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 412: 103 54 -20 430 317 513 350: -101 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 4.6 8.5 48.2 77.5 86.0 90.7: 14.0 9.3
Old : 100.0: 29.3 4.6 8.5 48.2 77.5 86.0 90.7: 14.0 9.3
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 : 57: 23 6 13 18 20 48 34:
Old : 57: 23 6 13 18 20 48 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 : 47.5 54.4 57.7 71.4 43.4 53.0 53.2 68.4
Old : 47.5 54.4 57.7 71.4 43.4 53.0 53.2 68.4
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 14, 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 : 2,118,730: 423,772 707,890 26,974 1,485,581 1,291,262 1,936,327 2,026,126: 182,403 92,604
Old : 2,118,730: 423,772 707,890 26,974 1,485,581 1,291,262 1,936,327 2,026,126: 182,403 92,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 8,567: 11,746 -3,640 -4,634 1,584 18,809 8,697 10,536: -130 -1,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 33.4 1.3 70.1 60.9 91.4 95.6: 8.6 4.4
Old : 100.0: 20.0 33.4 1.3 70.1 60.9 91.4 95.6: 8.6 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 : 296: 60 35 28 153 129 224 181:
Old : 296: 60 35 28 153 129 224 181:
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 29.5 25.9 42.4 14.6 25.6 24.0 38.0
Old : 15.6 29.5 25.9 42.4 14.6 25.6 24.0 38.0
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 14, 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 : 3,890,371: 753,860 640,067 276,533 2,434,315 2,600,404 3,464,709 3,517,004: 425,662 373,367
Old : 3,890,371: 753,860 640,067 276,533 2,434,315 2,600,404 3,464,709 3,517,004: 425,662 373,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15,048: -24,342 -58,723 11,622 -17,883 45,472 -30,603 -1,629: 15,556 -13,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.5 7.1 62.6 66.8 89.1 90.4: 10.9 9.6
Old : 100.0: 19.4 16.5 7.1 62.6 66.8 89.1 90.4: 10.9 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 : 388: 78 64 80 204 196 314 308:
Old : 388: 78 64 80 204 196 314 308:
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 : 16.3 21.8 23.9 32.0 11.7 15.8 18.6 23.9
Old : 16.3 21.8 23.9 32.0 11.7 15.8 18.6 23.9
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 14, 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 : 975,924: 174,139 165,753 11,719 683,594 608,199 869,452 785,671: 106,472 190,253
Old : 975,924: 174,139 165,753 11,719 683,594 608,199 869,452 785,671: 106,472 190,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,252: -9,185 6,699 -945 14,635 -4,858 4,505 896: -2,253 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.0 1.2 70.0 62.3 89.1 80.5: 10.9 19.5
Old : 100.0: 17.8 17.0 1.2 70.0 62.3 89.1 80.5: 10.9 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 : 111: 11 11 8 65 72 79 88:
Old : 111: 11 11 8 65 72 79 88:
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 : 32.8 27.5 47.4 35.9 32.6 27.3 46.5 34.1
Old : 32.8 27.5 47.4 35.9 32.6 27.3 46.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 3,665,162: 542,790 609,837 138,625 2,664,525 2,642,514 3,345,940 3,390,976: 319,222 274,186
Old : 3,665,162: 542,790 609,837 138,625 2,664,525 2,642,514 3,345,940 3,390,976: 319,222 274,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 23,404: 60,134 -25,794 -2,584 -36,518 64,788 21,032 36,409: 2,372 -13,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.6 3.8 72.7 72.1 91.3 92.5: 8.7 7.5
Old : 100.0: 14.8 16.6 3.8 72.7 72.1 91.3 92.5: 8.7 7.5
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 : 312: 66 36 54 155 175 245 241:
Old : 312: 66 36 54 155 175 245 241:
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 : 31.5 20.5 40.7 34.0 27.0 20.5 35.3 32.0
Old : 31.5 20.5 40.7 34.0 27.0 20.5 35.3 32.0
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 14, 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 : 1,683,334: 709,909 413,212 215,282 735,053 1,020,544 1,660,244 1,649,038: 23,090 34,296
Old : 1,683,334: 709,909 413,212 215,282 735,053 1,020,544 1,660,244 1,649,038: 23,090 34,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,533: 4,277 17,646 -7,591 30,159 19,266 26,845 29,321: -22,312 -24,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 24.5 12.8 43.7 60.6 98.6 98.0: 1.4 2.0
Old : 100.0: 42.2 24.5 12.8 43.7 60.6 98.6 98.0: 1.4 2.0
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 : 110: 23 20 33 54 58 97 93:
Old : 110: 23 20 33 54 58 97 93:
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 39.3 56.0 55.8 41.4 32.7 46.7 43.7
Old : 46.0 39.3 56.0 55.8 41.4 32.7 46.7 43.7
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,300: 14,209 17,862 408 19,345 14,162 33,962 32,432: 6,338 7,868
Old : 40,300: 14,209 17,862 408 19,345 14,162 33,962 32,432: 6,338 7,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 4,214: 6,585 -688 -463 -1,882 4,798 4,240 3,647: -26 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 44.3 1.0 48.0 35.1 84.3 80.5: 15.7 19.5
Old : 100.0: 35.3 44.3 1.0 48.0 35.1 84.3 80.5: 15.7 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 : 98: 24 19 8 36 29 62 54:
Old : 98: 24 19 8 36 29 62 54:
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 : 34.3 45.6 45.7 55.7 34.0 45.6 45.2 55.6
Old : 34.3 45.6 45.7 55.7 34.0 45.6 45.2 55.6
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 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 80,600: 28,419 35,724 816 38,690 28,324 67,924 64,863: 12,676 15,736
Old : 80,600: 28,419 35,724 816 38,690 28,324 67,924 64,863: 12,676 15,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 8,428: 13,170 -1,375 -925 -3,765 9,595 8,480 7,295: -52 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 44.3 1.0 48.0 35.1 84.3 80.5: 15.7 19.5
Old : 100.0: 35.3 44.3 1.0 48.0 35.1 84.3 80.5: 15.7 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 : 98: 24 19 8 36 29 62 54:
Old : 98: 24 19 8 36 29 62 54:
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 : 34.3 45.6 45.7 55.7 34.0 45.6 45.2 55.6
Old : 34.3 45.6 45.7 55.7 34.0 45.6 45.2 55.6
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 14, 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 : 35,920: 5,310 1,381 0 28,505 33,504 33,815 34,885: 2,105 1,035
Old : 35,920: 5,310 1,381 0 28,505 33,504 33,815 34,885: 2,105 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,041: 534 -714 0 -1,732 -249 -1,198 -963: 157 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.8 0.0 79.4 93.3 94.1 97.1: 5.9 2.9
Old : 100.0: 14.8 3.8 0.0 79.4 93.3 94.1 97.1: 5.9 2.9
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 : 27: 4 2 0 16 8 20 10:
Old : 27: 4 2 0 16 8 20 10:
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 : 48.2 83.2 71.2 96.4 48.2 77.3 69.4 90.5
Old : 48.2 83.2 71.2 96.4 48.2 77.3 69.4 90.5
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 14, 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 : 23,377: 14,409 22,406 436 8,271 495 23,116 23,337: 261 40
Old : 23,377: 14,409 22,406 436 8,271 495 23,116 23,337: 261 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 623: 33 468 -50 618 193 601 611: 22 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 95.8 1.9 35.4 2.1 98.9 99.8: 1.1 0.2
Old : 100.0: 61.6 95.8 1.9 35.4 2.1 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 14 2 4 1 23 15:
Old : 35: 17 14 2 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 : 68.5 72.6 92.3 90.1 68.5 71.3 90.2 88.9
Old : 68.5 72.6 92.3 90.1 68.5 71.3 90.2 88.9
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 14, 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 : 69,646: 11,120 19,225 24,281 34,222 25,418 69,623 68,924: 23 722
Old : 69,646: 11,120 19,225 24,281 34,222 25,418 69,623 68,924: 23 722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,093: 79 1,926 1,276 -2,450 -4,277 -1,095 -1,075: 2 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 27.6 34.9 49.1 36.5 100.0 99.0: 0.0 1.0
Old : 100.0: 16.0 27.6 34.9 49.1 36.5 100.0 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 : 22: 7 4 1 3 9 11 13:
Old : 22: 7 4 1 3 9 11 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 : 88.6 92.0 98.7 97.1 56.9 57.2 65.0 62.2
Old : 88.6 92.0 98.7 97.1 56.9 57.2 65.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020