WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 522,554: 110,392 105,011 199,888 183,174 168,519 493,454 473,418: 29,100 49,136
Old : 457,230: 101,611 94,274 172,671 157,771 148,496 432,053 415,441: 25,177 41,789
Other: 65,324: 15,325 17,281 20,673 25,403 20,023 61,400 57,977: 3,923 7,347
: : :
: : Changes in Commitments from: August 11, 2020 :
: 16,580: 1,827 -3,955 10,289 3,479 11,379 15,595 17,714: 984 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 20.1 38.3 35.1 32.2 94.4 90.6: 5.6 9.4
Old : 100.0: 22.2 20.6 37.8 34.5 32.5 94.5 90.9: 5.5 9.1
Other: 100.0: 23.5 26.5 31.6 38.9 30.7 94.0 88.8: 6.0 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 110 128 145 93 110 300 303:
Old : 377: 116 119 139 93 110 293 299:
Other: 149: 27 42 33 39 62 90 115:
:----------------------------------------------------------------------------------------------------
: 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 12.1 21.9 19.6 10.0 7.3 17.4 11.5
Old : 12.9 11.4 22.6 18.9 11.0 7.8 18.3 12.6
Other: 29.7 31.0 45.6 45.5 24.7 22.4 37.0 31.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 29,627: 13,160 333 537 15,458 27,701 29,155 28,571: 472 1,056
Old : 29,627: 13,160 333 537 15,458 27,701 29,155 28,571: 472 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,260: -600 333 103 1,632 848 1,135 1,284: 125 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 1.1 1.8 52.2 93.5 98.4 96.4: 1.6 3.6
Old : 100.0: 44.4 1.1 1.8 52.2 93.5 98.4 96.4: 1.6 3.6
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 : 31: 5 3 3 12 21 19 25:
Old : 31: 5 3 3 12 21 19 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 44.6 85.1 63.4 54.2 41.3 70.9 55.1
Old : 58.7 44.6 85.1 63.4 54.2 41.3 70.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 275,508: 56,975 81,789 65,911 129,632 107,932 252,518 255,632: 22,990 19,877
Old : 260,816: 58,365 80,268 59,054 122,797 103,502 240,216 242,824: 20,601 17,992
Other: 14,692: 3,921 6,832 1,546 6,835 4,429 12,303 12,808: 2,389 1,884
: : :
: : Changes in Commitments from: August 11, 2020 :
: -10,869: 2,488 -8,203 -5,963 -5,109 4,874 -8,584 -9,292: -2,285 -1,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 29.7 23.9 47.1 39.2 91.7 92.8: 8.3 7.2
Old : 100.0: 22.4 30.8 22.6 47.1 39.7 92.1 93.1: 7.9 6.9
Other: 100.0: 26.7 46.5 10.5 46.5 30.1 83.7 87.2: 16.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 72 60 68 85 83 195 181:
Old : 251: 79 57 66 82 80 191 176:
Other: 92: 14 21 17 25 38 50 66:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 17.5 21.6 26.6 12.2 16.2 19.3 23.8
Old : 13.3 18.3 22.4 27.9 12.8 17.0 19.7 24.9
Other: 32.6 44.8 51.6 62.6 30.8 41.0 48.7 58.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,936,499: 307,743 342,963 538,645 885,615 820,104 1,732,003 1,701,712: 204,496 234,788
Old : 360,271: 55,070 71,655 85,603 171,517 175,768 312,190 333,026: 48,081 27,245
Other: 1,576,229: 313,129 331,764 392,587 714,098 644,335 1,419,813 1,368,686: 156,416 207,543
: : :
: : Changes in Commitments from: August 11, 2020 :
: -54,051: 17,917 -45,070 -12,776 -54,909 20,033 -49,769 -37,813: -4,282 -16,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.7 27.8 45.7 42.3 89.4 87.9: 10.6 12.1
Old : 100.0: 15.3 19.9 23.8 47.6 48.8 86.7 92.4: 13.3 7.6
Other: 100.0: 19.9 21.0 24.9 45.3 40.9 90.1 86.8: 9.9 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 784: 171 166 187 369 349 650 605:
Old : 507: 93 78 68 247 206 375 317:
Other: 760: 161 170 157 325 340 574 582:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 7.9 15.5 14.0 7.5 6.1 12.4 10.6
Old : 12.5 12.2 20.4 22.2 11.0 11.0 15.8 19.7
Other: 9.0 8.0 15.9 14.1 7.7 6.5 13.4 11.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 5,044: 1,539 14 297 1,373 3,897 3,209 4,209: 1,834 835
Old : 5,044: 1,539 14 297 1,373 3,897 3,209 4,209: 1,834 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 210: -285 -3 18 72 319 -195 334: 405 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 0.3 5.9 27.2 77.3 63.6 83.4: 36.4 16.6
Old : 100.0: 30.5 0.3 5.9 27.2 77.3 63.6 83.4: 36.4 16.6
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 : 25: 10 1 3 11 11 22 14:
Old : 25: 10 1 3 11 11 22 14:
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 : 29.7 58.2 44.1 75.7 24.7 54.1 37.9 68.5
Old : 29.7 58.2 44.1 75.7 24.7 54.1 37.9 68.5
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 18, 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 : 983,437: 191,203 61,994 267,034 460,047 584,068 918,285 913,096: 65,152 70,341
Old : 946,524: 194,147 63,305 250,883 439,953 565,192 884,983 879,380: 61,541 67,144
Other: 36,913: 6,706 8,339 6,502 20,094 18,876 33,302 33,716: 3,611 3,197
: : :
: : Changes in Commitments from: August 11, 2020 :
: -722: 49,296 -36,561 2,066 -60,407 37,502 -9,044 3,007: 8,323 -3,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 6.3 27.2 46.8 59.4 93.4 92.8: 6.6 7.2
Old : 100.0: 20.5 6.7 26.5 46.5 59.7 93.5 92.9: 6.5 7.1
Other: 100.0: 18.2 22.6 17.6 54.4 51.1 90.2 91.3: 9.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 209 118 203 202 233 513 471:
Old : 613: 209 122 199 198 232 506 467:
Other: 153: 32 20 28 38 79 86 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 17.2 18.4 28.1 7.7 15.6 12.9 23.4
Old : 10.5 17.7 18.1 28.5 7.9 15.9 13.3 24.0
Other: 30.3 34.1 48.3 49.1 27.4 31.0 42.2 45.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 489,389: 99,574 33,984 103,640 243,410 321,143 446,623 458,767: 42,766 30,622
Old : 48,027: 5,154 3,290 8,941 30,345 32,017 44,440 44,248: 3,587 3,779
Other: 441,362: 97,171 33,446 91,947 213,065 289,126 402,183 414,519: 39,179 26,843
: : :
: : Changes in Commitments from: August 11, 2020 :
: 12,760: 2,914 -8,418 4,971 4,958 13,620 12,842 10,172: -83 2,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.9 21.2 49.7 65.6 91.3 93.7: 8.7 6.3
Old : 100.0: 10.7 6.9 18.6 63.2 66.7 92.5 92.1: 7.5 7.9
Other: 100.0: 22.0 7.6 20.8 48.3 65.5 91.1 93.9: 8.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 97 56 87 100 89 252 194:
Old : 121: 26 21 19 42 47 78 77:
Other: 284: 98 52 86 90 81 239 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 29.6 21.1 40.5 9.1 22.8 14.5 28.8
Old : 41.5 28.5 51.4 42.3 37.7 27.9 44.3 39.1
Other: 11.9 31.1 19.9 43.0 10.0 27.6 16.0 33.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,335,609: 113,115 258,953 149,718 899,959 780,212 1,162,792 1,188,883: 172,816 146,726
Old : 1,335,609: 113,115 258,953 149,718 899,959 780,212 1,162,792 1,188,883: 172,816 146,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 34,257: 5,068 -1,582 9,834 27,696 32,902 42,599 41,154: -8,341 -6,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 19.4 11.2 67.4 58.4 87.1 89.0: 12.9 11.0
Old : 100.0: 8.5 19.4 11.2 67.4 58.4 87.1 89.0: 12.9 11.0
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 : 189: 37 26 39 99 100 153 148:
Old : 189: 37 26 39 99 100 153 148:
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 : 25.3 25.4 34.9 38.9 18.9 20.4 26.8 30.2
Old : 25.3 25.4 34.9 38.9 18.9 20.4 26.8 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, August 18, 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 : 1,089,616: 82,614 403,945 15,124 840,923 562,109 938,661 981,178: 150,956 108,438
Old : 1,089,616: 82,614 403,945 15,124 840,923 562,109 938,661 981,178: 150,956 108,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 37,871: 509 1,395 11,941 23,351 24,020 35,801 37,356: 2,070 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 37.1 1.4 77.2 51.6 86.1 90.0: 13.9 10.0
Old : 100.0: 7.6 37.1 1.4 77.2 51.6 86.1 90.0: 13.9 10.0
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 : 138: 13 20 13 85 80 105 106:
Old : 138: 13 20 13 85 80 105 106:
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 30.6 36.4 44.6 17.7 29.1 29.6 42.2
Old : 24.0 30.6 36.4 44.6 17.7 29.1 29.6 42.2
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 18, 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 : 490,048: 76,599 49,003 104,920 260,915 307,040 442,434 460,964: 47,614 29,085
Old : 53,522: 9,724 7,004 5,127 31,323 35,942 46,173 48,072: 7,349 5,450
Other: 436,526: 78,394 53,519 88,275 229,592 271,098 396,260 412,891: 40,266 23,635
: : :
: : Changes in Commitments from: August 11, 2020 :
: -1,227: 6,677 -30,005 5,190 -13,558 22,000 -1,691 -2,814: 464 1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 10.0 21.4 53.2 62.7 90.3 94.1: 9.7 5.9
Old : 100.0: 18.2 13.1 9.6 58.5 67.2 86.3 89.8: 13.7 10.2
Other: 100.0: 18.0 12.3 20.2 52.6 62.1 90.8 94.6: 9.2 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 78 61 90 114 102 242 214:
Old : 156: 32 21 19 67 61 108 92:
Other: 280: 79 65 78 105 95 228 198:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 26.7 20.2 35.6 10.8 21.5 15.6 28.8
Old : 25.2 25.2 35.7 35.7 25.0 24.3 35.0 34.6
Other: 13.3 27.8 20.3 37.2 11.5 23.4 16.7 31.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 10,686: 2,577 503 685 5,224 8,723 8,485 9,912: 2,201 774
Old : 10,680: 2,577 503 685 5,224 8,717 8,485 9,906: 2,195 774
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 102: 282 -143 -68 -204 342 10 130: 91 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.7 6.4 48.9 81.6 79.4 92.8: 20.6 7.2
Old : 100.0: 24.1 4.7 6.4 48.9 81.6 79.5 92.7: 20.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 18 6 9 14 19 37 29:
Old : 50: 18 6 9 14 19 37 29:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: 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 : 45.4 55.4 56.0 73.2 42.1 55.2 52.4 72.0
Old : 45.4 55.4 56.1 73.2 42.1 55.2 52.4 72.0
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 2,117,811: 402,569 651,153 35,236 1,506,097 1,334,700 1,943,903 2,021,089: 173,908 96,722
Old : 2,117,811: 402,569 651,153 35,236 1,506,097 1,334,700 1,943,903 2,021,089: 173,908 96,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -66,896: -34,036 -47,053 10,516 -40,581 -29,124 -64,101 -65,661: -2,795 -1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 30.7 1.7 71.1 63.0 91.8 95.4: 8.2 4.6
Old : 100.0: 19.0 30.7 1.7 71.1 63.0 91.8 95.4: 8.2 4.6
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 : 303: 66 36 30 156 126 235 179:
Old : 303: 66 36 30 156 126 235 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 28.6 25.8 43.2 14.5 25.1 23.5 38.0
Old : 15.2 28.6 25.8 43.2 14.5 25.1 23.5 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, August 18, 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 : 4,100,601: 733,108 612,354 384,687 2,566,880 2,740,166 3,684,676 3,737,207: 415,926 363,394
Old : 4,100,601: 733,108 612,354 384,687 2,566,880 2,740,166 3,684,676 3,737,207: 415,926 363,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 71,685: -9,905 -57,274 63,782 30,600 82,002 84,478 88,510: -12,793 -16,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.9 9.4 62.6 66.8 89.9 91.1: 10.1 8.9
Old : 100.0: 17.9 14.9 9.4 62.6 66.8 89.9 91.1: 10.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 87 65 83 224 202 348 313:
Old : 413: 87 65 83 224 202 348 313:
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 : 13.9 24.0 21.9 33.3 10.3 16.2 17.2 24.6
Old : 13.9 24.0 21.9 33.3 10.3 16.2 17.2 24.6
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 18, 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 : 1,041,668: 163,572 172,837 5,688 755,393 670,615 924,653 849,140: 117,015 192,528
Old : 1,041,668: 163,572 172,837 5,688 755,393 670,615 924,653 849,140: 117,015 192,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 8,228: -4,599 -2,316 -665 8,200 5,294 2,936 2,313: 5,292 5,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 16.6 0.5 72.5 64.4 88.8 81.5: 11.2 18.5
Old : 100.0: 15.7 16.6 0.5 72.5 64.4 88.8 81.5: 11.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 11 12 8 67 69 81 86:
Old : 110: 11 12 8 67 69 81 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 : 35.2 29.3 49.1 37.8 34.9 29.1 47.7 36.2
Old : 35.2 29.3 49.1 37.8 34.9 29.1 47.7 36.2
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, August 18, 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 : 3,643,838: 474,799 529,396 208,296 2,628,187 2,614,943 3,311,282 3,352,635: 332,556 291,203
Old : 3,643,838: 474,799 529,396 208,296 2,628,187 2,614,943 3,311,282 3,352,635: 332,556 291,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 35,193: 5,065 -36,456 25,545 3,874 46,433 34,484 35,522: 709 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.5 5.7 72.1 71.8 90.9 92.0: 9.1 8.0
Old : 100.0: 13.0 14.5 5.7 72.1 71.8 90.9 92.0: 9.1 8.0
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 : 304: 66 36 53 154 164 239 234:
Old : 304: 66 36 53 154 164 239 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 19.8 39.9 33.4 26.8 19.4 33.6 30.7
Old : 31.0 19.8 39.9 33.4 26.8 19.4 33.6 30.7
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 18, 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 : 1,507,804: 574,375 334,067 199,302 705,871 939,709 1,479,548 1,473,078: 28,256 34,726
Old : 1,507,804: 574,375 334,067 199,302 705,871 939,709 1,479,548 1,473,078: 28,256 34,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 6,828: 949 -4,108 -4,434 8,025 17,315 4,540 8,773: 2,288 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 22.2 13.2 46.8 62.3 98.1 97.7: 1.9 2.3
Old : 100.0: 38.1 22.2 13.2 46.8 62.3 98.1 97.7: 1.9 2.3
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 : 110: 24 19 28 54 56 93 89:
Old : 110: 24 19 28 54 56 93 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 : 45.5 35.3 56.1 52.0 38.4 30.6 44.3 43.2
Old : 45.5 35.3 56.1 52.0 38.4 30.6 44.3 43.2
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 18, 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 : 46,571: 15,976 17,547 630 22,036 21,691 38,642 39,867: 7,929 6,704
Old : 46,571: 15,976 17,547 630 22,036 21,691 38,642 39,867: 7,929 6,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -1,166: -856 -851 304 -1,006 -98 -1,558 -645: 392 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 37.7 1.4 47.3 46.6 83.0 85.6: 17.0 14.4
Old : 100.0: 34.3 37.7 1.4 47.3 46.6 83.0 85.6: 17.0 14.4
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 : 98: 27 18 9 33 31 63 55:
Old : 98: 27 18 9 33 31 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 : 32.1 44.0 45.7 57.8 32.0 42.3 45.4 56.1
Old : 32.1 44.0 45.7 57.8 32.0 42.3 45.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 93,142: 31,952 35,093 1,260 44,073 43,381 77,284 79,734: 15,857 13,408
Old : 93,142: 31,952 35,093 1,260 44,073 43,381 77,284 79,734: 15,857 13,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -2,332: -1,712 -1,702 607 -2,012 -195 -3,117 -1,290: 785 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 37.7 1.4 47.3 46.6 83.0 85.6: 17.0 14.4
Old : 100.0: 34.3 37.7 1.4 47.3 46.6 83.0 85.6: 17.0 14.4
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 : 98: 27 18 9 33 31 63 55:
Old : 98: 27 18 9 33 31 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 : 32.1 44.0 45.7 57.8 32.0 42.3 45.4 56.1
Old : 32.1 44.0 45.7 57.8 32.0 42.3 45.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 34,604: 3,609 1,752 0 29,247 32,180 32,856 33,932: 1,748 672
Old : 34,604: 3,609 1,752 0 29,247 32,180 32,856 33,932: 1,748 672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 27: -678 371 0 1,281 -147 603 224: -576 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.1 0.0 84.5 93.0 94.9 98.1: 5.1 1.9
Old : 100.0: 10.4 5.1 0.0 84.5 93.0 94.9 98.1: 5.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 0 17 9 20 12:
Old : 28: 3 3 0 17 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 : 48.2 82.5 72.4 96.4 47.7 76.2 70.8 90.1
Old : 48.2 82.5 72.4 96.4 47.7 76.2 70.8 90.1
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 18, 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 : 20,993: 14,900 20,053 293 5,460 518 20,653 20,864: 340 129
Old : 20,993: 14,900 20,053 293 5,460 518 20,653 20,864: 340 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: -237: -3 -81 -250 -132 0 -385 -331: 148 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 95.5 1.4 26.0 2.5 98.4 99.4: 1.6 0.6
Old : 100.0: 71.0 95.5 1.4 26.0 2.5 98.4 99.4: 1.6 0.6
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 : 34: 18 12 1 4 1 23 13:
Old : 34: 18 12 1 4 1 23 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 : 73.4 74.4 88.7 94.1 73.4 73.0 87.5 92.7
Old : 73.4 74.4 88.7 94.1 73.4 73.0 87.5 92.7
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 18, 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 : 74,705: 11,225 20,126 29,226 34,222 25,012 74,673 74,364: 32 341
Old : 74,705: 11,225 20,126 29,226 34,222 25,012 74,673 74,364: 32 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2020 :
: 1,105: 0 117 1,110 0 -96 1,110 1,131: -5 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.9 39.1 45.8 33.5 100.0 99.5: 0.0 0.5
Old : 100.0: 15.0 26.9 39.1 45.8 33.5 100.0 99.5: 0.0 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 : 22: 6 5 1 3 9 10 14:
Old : 22: 6 5 1 3 9 10 14:
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 : 89.3 92.7 99.0 97.5 52.9 53.5 60.8 58.4
Old : 89.3 92.7 99.0 97.5 52.9 53.5 60.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020