WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 505,974: 108,565 108,966 189,599 179,695 157,139 477,858 455,704: 28,116 50,270
Old : 447,692: 101,996 99,318 166,464 155,074 138,713 423,534 404,495: 24,158 43,198
Other: 58,282: 12,544 15,624 17,159 24,621 18,427 54,324 51,209: 3,958 7,073
: : :
: : Changes in Commitments from: August 4, 2020 :
: 26,045: -14,440 2,110 31,067 8,802 -8,030 25,428 25,147: 617 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.5 37.5 35.5 31.1 94.4 90.1: 5.6 9.9
Old : 100.0: 22.8 22.2 37.2 34.6 31.0 94.6 90.4: 5.4 9.6
Other: 100.0: 21.5 26.8 29.4 42.2 31.6 93.2 87.9: 6.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 98 129 133 91 106 275 293:
Old : 359: 106 119 128 91 106 269 289:
Other: 144: 23 43 33 36 60 84 114:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 11.0 22.2 17.7 10.5 6.0 18.2 10.8
Old : 13.2 10.0 22.7 16.7 11.3 6.4 18.9 11.4
Other: 28.6 29.3 46.7 44.0 26.4 22.7 40.4 32.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 28,367: 13,760 0 434 13,825 26,853 28,020 27,287: 347 1,080
Old : 28,367: 13,760 0 434 13,825 26,853 28,020 27,287: 347 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,235: -1,659 -187 -258 -1,416 -2,970 -3,332 -3,415: 97 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.0 1.5 48.7 94.7 98.8 96.2: 1.2 3.8
Old : 100.0: 48.5 0.0 1.5 48.7 94.7 98.8 96.2: 1.2 3.8
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 : 32: 8 0 3 12 23 20 26:
Old : 32: 8 0 3 12 23 20 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 42.7 83.7 61.0 56.3 39.8 67.8 53.2
Old : 59.4 42.7 83.7 61.0 56.3 39.8 67.8 53.2
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, August 11, 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 : 286,378: 54,487 89,992 71,874 134,742 103,058 261,102 264,923: 25,275 21,454
Old : 273,404: 55,155 87,703 66,925 128,340 99,352 250,419 253,979: 22,985 19,425
Other: 12,973: 2,996 5,953 1,285 6,402 3,706 10,684 10,944: 2,290 2,029
: : :
: : Changes in Commitments from: August 4, 2020 :
: -7,297: -3,724 3,994 -4,124 -480 -7,961 -8,328 -8,091: 1,031 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 31.4 25.1 47.1 36.0 91.2 92.5: 8.8 7.5
Old : 100.0: 20.2 32.1 24.5 46.9 36.3 91.6 92.9: 8.4 7.1
Other: 100.0: 23.1 45.9 9.9 49.3 28.6 82.3 84.4: 17.7 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 67 71 67 81 81 186 188:
Old : 250: 75 66 66 78 78 182 184:
Other: 85: 10 20 17 24 36 46 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 17.9 22.0 26.9 11.2 15.7 18.4 22.9
Old : 13.5 18.6 22.7 28.0 11.6 16.5 19.0 23.8
Other: 34.8 45.2 53.7 61.4 32.8 42.5 50.3 57.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,990,550: 289,827 388,034 551,421 940,524 800,070 1,781,772 1,739,525: 208,778 251,025
Old : 516,362: 137,072 129,469 102,528 214,797 242,827 454,397 474,824: 61,965 41,538
Other: 1,474,188: 286,463 392,272 315,186 725,727 557,243 1,327,375 1,264,701: 146,813 209,488
: : :
: : Changes in Commitments from: August 4, 2020 :
: -40,374: -5,930 -8,273 -41,173 7,121 13,495 -39,982 -35,951: -392 -4,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.5 27.7 47.2 40.2 89.5 87.4: 10.5 12.6
Old : 100.0: 26.5 25.1 19.9 41.6 47.0 88.0 92.0: 12.0 8.0
Other: 100.0: 19.4 26.6 21.4 49.2 37.8 90.0 85.8: 10.0 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 185 158 201 375 345 672 621:
Old : 574: 120 102 81 253 217 410 363:
Other: 772: 183 159 157 327 329 590 572:
:----------------------------------------------------------------------------------------------------
: 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 7.3 15.8 13.7 8.1 6.5 12.8 11.2
Old : 13.9 11.9 20.2 21.3 12.2 11.5 17.1 19.6
Other: 10.8 8.3 18.0 14.7 9.3 7.6 15.1 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 4,834: 1,824 17 279 1,301 3,579 3,404 3,875: 1,430 959
Old : 4,834: 1,824 17 279 1,301 3,579 3,404 3,875: 1,430 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -76: -346 2 -3 266 -99 -83 -100: 6 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 0.4 5.8 26.9 74.0 70.4 80.2: 29.6 19.8
Old : 100.0: 37.7 0.4 5.8 26.9 74.0 70.4 80.2: 29.6 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 1 2 10 9 22 11:
Old : 24: 11 1 2 10 9 22 11:
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 : 31.1 56.3 48.8 75.0 28.9 52.8 44.5 66.7
Old : 31.1 56.3 48.8 75.0 28.9 52.8 44.5 66.7
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, August 11, 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 : 984,159: 141,907 98,554 264,968 520,454 546,566 927,329 910,089: 56,830 74,070
Old : 951,200: 146,935 99,604 249,300 501,168 531,224 897,402 880,127: 53,798 71,073
Other: 32,959: 6,515 10,493 4,126 19,286 15,343 29,927 29,962: 3,032 2,997
: : :
: : Changes in Commitments from: August 4, 2020 :
: 8,424: -9,307 8,130 -8,545 26,307 5,882 8,456 5,467: -32 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.0 26.9 52.9 55.5 94.2 92.5: 5.8 7.5
Old : 100.0: 15.4 10.5 26.2 52.7 55.8 94.3 92.5: 5.7 7.5
Other: 100.0: 19.8 31.8 12.5 58.5 46.6 90.8 90.9: 9.2 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 571: 172 133 187 202 210 471 447:
Old : 570: 176 133 183 200 209 466 444:
Other: 138: 25 26 22 37 65 77 101:
:----------------------------------------------------------------------------------------------------
: 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 16.7 21.2 26.7 8.3 13.3 14.2 19.6
Old : 12.0 17.1 20.8 26.9 8.3 13.4 14.4 19.7
Other: 36.5 38.7 55.7 53.6 35.9 37.4 51.9 49.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 476,630: 96,659 42,402 98,670 238,452 307,523 433,781 448,595: 42,849 28,035
Old : 55,229: 5,604 6,563 8,929 35,829 35,919 50,362 51,410: 4,867 3,820
Other: 421,400: 96,997 41,781 83,799 202,623 271,605 383,419 397,185: 37,981 24,215
: : :
: : Changes in Commitments from: August 4, 2020 :
: 6,551: 657 -2,377 6,610 -1,247 -512 6,021 3,721: 531 2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.9 20.7 50.0 64.5 91.0 94.1: 9.0 5.9
Old : 100.0: 10.1 11.9 16.2 64.9 65.0 91.2 93.1: 8.8 6.9
Other: 100.0: 23.0 9.9 19.9 48.1 64.5 91.0 94.3: 9.0 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 93 53 90 98 93 241 203:
Old : 141: 32 19 21 50 57 90 89:
Other: 273: 87 54 85 90 81 227 186:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 28.4 20.6 39.1 8.8 21.6 14.2 27.6
Old : 40.4 23.8 50.0 38.3 35.2 23.6 42.6 34.8
Other: 11.8 31.4 19.3 42.5 9.9 28.3 16.1 34.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,301,352: 108,047 260,535 139,884 872,263 747,309 1,120,194 1,147,728: 181,158 153,623
Old : 1,301,352: 108,047 260,535 139,884 872,263 747,309 1,120,194 1,147,728: 181,158 153,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 59,660: -1,734 9,890 19,066 49,842 20,762 67,174 49,718: -7,514 9,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 20.0 10.7 67.0 57.4 86.1 88.2: 13.9 11.8
Old : 100.0: 8.3 20.0 10.7 67.0 57.4 86.1 88.2: 13.9 11.8
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 : 183: 30 30 40 94 101 146 149:
Old : 183: 30 30 40 94 101 146 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 25.9 33.8 38.7 18.7 21.2 26.8 29.8
Old : 24.5 25.9 33.8 38.7 18.7 21.2 26.8 29.8
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, August 11, 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 : 1,051,745: 82,105 402,550 3,183 817,571 538,089 902,859 943,822: 148,886 107,923
Old : 1,051,745: 82,105 402,550 3,183 817,571 538,089 902,859 943,822: 148,886 107,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 13,000: 16,803 2,321 -2,100 447 9,057 15,150 9,278: -2,150 3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 38.3 0.3 77.7 51.2 85.8 89.7: 14.2 10.3
Old : 100.0: 7.8 38.3 0.3 77.7 51.2 85.8 89.7: 14.2 10.3
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 : 137: 15 19 11 81 77 100 103:
Old : 137: 15 19 11 81 77 100 103:
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 : 23.3 31.4 36.2 45.5 16.8 30.1 28.8 43.3
Old : 23.3 31.4 36.2 45.5 16.8 30.1 28.8 43.3
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, August 11, 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 : 491,275: 69,922 79,008 99,730 274,473 285,039 444,125 463,778: 47,150 27,498
Old : 67,255: 11,302 8,920 6,846 39,881 44,877 58,028 60,642: 9,227 6,613
Other: 424,020: 70,029 81,497 81,476 234,592 240,163 386,096 403,135: 37,924 20,885
: : :
: : Changes in Commitments from: August 4, 2020 :
: 14,858: 959 6,307 7,232 3,598 3,056 11,788 16,595: 3,070 -1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 16.1 20.3 55.9 58.0 90.4 94.4: 9.6 5.6
Old : 100.0: 16.8 13.3 10.2 59.3 66.7 86.3 90.2: 13.7 9.8
Other: 100.0: 16.5 19.2 19.2 55.3 56.6 91.1 95.1: 8.9 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 69 69 81 121 101 238 214:
Old : 171: 27 26 18 80 68 115 104:
Other: 282: 69 72 70 111 91 220 196:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 24.2 20.9 32.7 11.4 19.5 16.1 25.7
Old : 19.8 23.0 31.6 33.1 19.3 19.9 31.0 30.0
Other: 13.7 25.1 21.2 34.1 11.9 20.1 17.1 27.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 10,584: 2,294 647 753 5,428 8,382 8,475 9,781: 2,109 803
Old : 10,584: 2,294 647 753 5,428 8,382 8,475 9,781: 2,109 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -81: -196 29 -4 -29 9 -228 34: 147 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 6.1 7.1 51.3 79.2 80.1 92.4: 19.9 7.6
Old : 100.0: 21.7 6.1 7.1 51.3 79.2 80.1 92.4: 19.9 7.6
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 : 50: 21 5 11 16 19 39 33:
Old : 50: 21 5 11 16 19 39 33:
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 : 47.4 56.0 56.2 72.3 43.8 54.6 51.6 69.5
Old : 47.4 56.0 56.2 72.3 43.8 54.6 51.6 69.5
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, August 11, 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 : 2,184,707: 436,605 698,206 24,720 1,546,679 1,363,824 2,008,004 2,086,750: 176,703 97,957
Old : 2,184,707: 436,605 698,206 24,720 1,546,679 1,363,824 2,008,004 2,086,750: 176,703 97,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -58,807: -41,017 -44,185 -9,379 21,411 4,840 -28,985 -48,724: -29,822 -10,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 32.0 1.1 70.8 62.4 91.9 95.5: 8.1 4.5
Old : 100.0: 20.0 32.0 1.1 70.8 62.4 91.9 95.5: 8.1 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 : 306: 70 33 31 154 132 234 186:
Old : 306: 70 33 31 154 132 234 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 28.3 26.4 42.2 15.4 25.1 24.2 37.7
Old : 16.2 28.3 26.4 42.2 15.4 25.1 24.2 37.7
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, August 11, 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 : 4,028,917: 743,012 669,628 320,905 2,536,280 2,658,164 3,600,198 3,648,697: 428,719 380,220
Old : 4,028,917: 743,012 669,628 320,905 2,536,280 2,658,164 3,600,198 3,648,697: 428,719 380,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 66,850: -32,437 59,470 23,033 74,723 -4,534 65,318 77,968: 1,532 -11,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.6 8.0 63.0 66.0 89.4 90.6: 10.6 9.4
Old : 100.0: 18.4 16.6 8.0 63.0 66.0 89.4 90.6: 10.6 9.4
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 : 400: 73 67 84 218 205 331 316:
Old : 400: 73 67 84 218 205 331 316:
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 : 15.4 23.8 23.4 32.8 11.6 16.0 18.7 24.4
Old : 15.4 23.8 23.4 32.8 11.6 16.0 18.7 24.4
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, August 11, 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 : 1,033,440: 168,171 175,153 6,353 747,193 665,321 921,717 846,827: 111,723 186,613
Old : 1,033,440: 168,171 175,153 6,353 747,193 665,321 921,717 846,827: 111,723 186,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 31,317: 5,884 -3,648 1,421 24,498 42,246 31,803 40,019: -486 -8,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.9 0.6 72.3 64.4 89.2 81.9: 10.8 18.1
Old : 100.0: 16.3 16.9 0.6 72.3 64.4 89.2 81.9: 10.8 18.1
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 : 111: 12 13 9 67 69 82 88:
Old : 111: 12 13 9 67 69 82 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 : 35.4 29.6 49.4 38.3 35.1 29.5 47.9 37.1
Old : 35.4 29.6 49.4 38.3 35.1 29.5 47.9 37.1
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, August 11, 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 : 3,608,645: 469,734 565,853 182,751 2,624,313 2,568,509 3,276,798 3,317,113: 331,847 291,532
Old : 3,608,645: 469,734 565,853 182,751 2,624,313 2,568,509 3,276,798 3,317,113: 331,847 291,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -106,930: -71,603 -28,592 8,265 -44,676 -99,608 -108,014 -119,935: 1,084 13,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.7 5.1 72.7 71.2 90.8 91.9: 9.2 8.1
Old : 100.0: 13.0 15.7 5.1 72.7 71.2 90.8 91.9: 9.2 8.1
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 : 311: 56 46 51 159 171 244 239:
Old : 311: 56 46 51 159 171 244 239:
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 19.5 39.6 33.6 26.3 19.4 33.2 31.4
Old : 30.5 19.5 39.6 33.6 26.3 19.4 33.2 31.4
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, August 11, 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 : 1,500,976: 573,426 338,175 203,736 697,846 922,394 1,475,008 1,464,305: 25,968 36,671
Old : 1,500,976: 573,426 338,175 203,736 697,846 922,394 1,475,008 1,464,305: 25,968 36,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -48,323: -42,447 -74,691 -1,881 -3,864 29,798 -48,192 -46,774: -131 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 22.5 13.6 46.5 61.5 98.3 97.6: 1.7 2.4
Old : 100.0: 38.2 22.5 13.6 46.5 61.5 98.3 97.6: 1.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 22 22 29 51 55 91 89:
Old : 109: 22 22 29 51 55 91 89:
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 35.2 56.2 52.6 38.6 31.1 44.8 43.4
Old : 46.0 35.2 56.2 52.6 38.6 31.1 44.8 43.4
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, August 11, 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 : 47,737: 16,832 18,398 326 23,042 21,788 40,201 40,512: 7,536 7,225
Old : 47,737: 16,832 18,398 326 23,042 21,788 40,201 40,512: 7,536 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 2,299: 589 -1,031 146 1,267 3,363 2,001 2,479: 297 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 38.5 0.7 48.3 45.6 84.2 84.9: 15.8 15.1
Old : 100.0: 35.3 38.5 0.7 48.3 45.6 84.2 84.9: 15.8 15.1
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 : 99: 24 19 9 37 29 63 55:
Old : 99: 24 19 9 37 29 63 55:
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 : 36.0 41.5 48.1 56.6 35.8 41.0 47.8 55.5
Old : 36.0 41.5 48.1 56.6 35.8 41.0 47.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 95,473: 33,664 36,795 653 46,084 43,576 80,401 81,024: 15,072 14,450
Old : 95,473: 33,664 36,795 653 46,084 43,576 80,401 81,024: 15,072 14,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 4,597: 1,177 -2,061 292 2,533 6,726 4,002 4,958: 595 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 38.5 0.7 48.3 45.6 84.2 84.9: 15.8 15.1
Old : 100.0: 35.3 38.5 0.7 48.3 45.6 84.2 84.9: 15.8 15.1
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 : 99: 24 19 9 37 29 63 55:
Old : 99: 24 19 9 37 29 63 55:
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 : 36.0 41.5 48.1 56.6 35.8 41.0 47.8 55.5
Old : 36.0 41.5 48.1 56.6 35.8 41.0 47.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 34,577: 4,287 1,381 0 27,966 32,327 32,253 33,708: 2,324 869
Old : 34,577: 4,287 1,381 0 27,966 32,327 32,253 33,708: 2,324 869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -469: -126 0 0 -451 -490 -577 -490: 108 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.0 0.0 80.9 93.5 93.3 97.5: 6.7 2.5
Old : 100.0: 12.4 4.0 0.0 80.9 93.5 93.3 97.5: 6.7 2.5
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 : 29: 5 2 0 17 9 22 11:
Old : 29: 5 2 0 17 9 22 11:
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 : 47.7 83.7 69.2 96.9 47.1 78.4 68.2 91.6
Old : 47.7 83.7 69.2 96.9 47.1 78.4 68.2 91.6
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,230: 14,903 20,134 543 5,592 518 21,038 21,195: 192 35
Old : 21,230: 14,903 20,134 543 5,592 518 21,038 21,195: 192 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 15: 190 -108 107 -271 28 26 27: -11 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 94.8 2.6 26.3 2.4 99.1 99.8: 0.9 0.2
Old : 100.0: 70.2 94.8 2.6 26.3 2.4 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 15 3 4 1 24 16:
Old : 36: 17 15 3 4 1 24 16:
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 : 73.2 70.9 90.2 90.3 73.2 69.5 88.0 88.4
Old : 73.2 70.9 90.2 90.3 73.2 69.5 88.0 88.4
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, August 11, 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 : 73,600: 11,225 20,009 28,116 34,222 25,108 73,563 73,233: 37 367
Old : 73,600: 11,225 20,009 28,116 34,222 25,108 73,563 73,233: 37 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: 872: -179 10 1,042 0 -161 863 891: 9 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 27.2 38.2 46.5 34.1 99.9 99.5: 0.1 0.5
Old : 100.0: 15.3 27.2 38.2 46.5 34.1 99.9 99.5: 0.1 0.5
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 : 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 : 89.1 92.5 99.0 97.7 53.7 54.3 61.7 59.5
Old : 89.1 92.5 99.0 97.7 53.7 54.3 61.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020