WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 435,469: 114,765 99,527 133,137 159,370 155,384 407,272 388,049: 28,197 47,420
Old : 370,088: 103,978 90,987 106,702 135,278 133,067 345,958 330,756: 24,130 39,332
Other: 65,382: 17,179 14,932 20,044 24,092 22,318 61,315 57,293: 4,067 8,088
: : :
: : Changes in Commitments from: August 18, 2020 :
: -87,084: 4,373 -5,484 -66,751 -23,804 -13,134 -86,181 -85,369: -903 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 22.9 30.6 36.6 35.7 93.5 89.1: 6.5 10.9
Old : 100.0: 28.1 24.6 28.8 36.6 36.0 93.5 89.4: 6.5 10.6
Other: 100.0: 26.3 22.8 30.7 36.8 34.1 93.8 87.6: 6.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 98 117 119 85 112 264 282:
Old : 357: 98 115 114 85 111 258 277:
Other: 143: 29 33 28 38 61 82 111:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.4 23.3 19.3 11.8 8.2 20.9 13.5
Old : 14.5 11.5 24.3 18.9 13.5 9.2 22.6 15.6
Other: 29.3 29.2 45.1 42.9 24.0 20.8 36.2 29.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 30,130: 13,605 1,026 862 14,991 27,237 29,458 29,125: 672 1,005
Old : 30,130: 13,605 1,026 862 14,991 27,237 29,458 29,125: 672 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 503: 444 693 325 -466 -464 303 554: 200 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 3.4 2.9 49.8 90.4 97.8 96.7: 2.2 3.3
Old : 100.0: 45.2 3.4 2.9 49.8 90.4 97.8 96.7: 2.2 3.3
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 : 31: 5 3 2 11 22 18 25:
Old : 31: 5 3 2 11 22 18 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 : 58.8 42.9 84.8 60.7 54.5 41.9 73.9 57.3
Old : 58.8 42.9 84.8 60.7 54.5 41.9 73.9 57.3
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 25, 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 : 259,364: 63,657 78,596 50,787 121,621 110,478 236,065 239,862: 23,299 19,502
Old : 243,370: 64,774 76,706 43,951 113,953 105,530 222,677 226,187: 20,692 17,182
Other: 15,994: 4,656 7,663 1,064 7,668 4,948 13,388 13,674: 2,607 2,320
: : :
: : Changes in Commitments from: August 18, 2020 :
: -16,145: 6,682 -3,193 -15,124 -8,012 2,546 -16,453 -15,770: 309 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 30.3 19.6 46.9 42.6 91.0 92.5: 9.0 7.5
Old : 100.0: 26.6 31.5 18.1 46.8 43.4 91.5 92.9: 8.5 7.1
Other: 100.0: 29.1 47.9 6.7 47.9 30.9 83.7 85.5: 16.3 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 77 60 65 88 84 199 181:
Old : 254: 82 56 64 84 79 194 175:
Other: 89: 14 16 15 25 41 49 63:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 19.0 23.2 29.0 13.1 17.8 21.0 26.4
Old : 14.4 20.1 24.6 30.6 14.0 18.9 22.0 27.9
Other: 31.1 46.7 48.7 62.5 30.9 43.0 48.4 58.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,730,455: 309,004 290,665 424,649 798,653 789,979 1,532,305 1,505,293: 198,150 225,162
Old : 119,491: 14,338 28,788 837 75,024 74,748 90,199 104,373: 29,292 15,118
Other: 1,610,964: 326,921 294,132 391,557 723,629 715,231 1,442,106 1,400,920: 168,858 210,044
: : :
: : Changes in Commitments from: August 18, 2020 :
: -206,044: 1,260 -52,299 -113,996 -86,962 -30,125 -199,698 -196,419: -6,346 -9,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.8 24.5 46.2 45.7 88.5 87.0: 11.5 13.0
Old : 100.0: 12.0 24.1 0.7 62.8 62.6 75.5 87.3: 24.5 12.7
Other: 100.0: 20.3 18.3 24.3 44.9 44.4 89.5 87.0: 10.5 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 188 150 176 359 357 643 597:
Old : 343: 36 33 3 156 156 194 191:
Other: 778: 194 148 167 330 350 608 584:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 8.4 15.3 14.6 7.8 6.5 13.1 11.7
Old : 25.4 26.4 33.2 42.8 20.9 25.1 27.9 38.9
Other: 9.0 8.6 15.8 14.7 7.7 6.7 13.4 11.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 5,214: 1,430 13 271 1,581 4,284 3,282 4,568: 1,932 646
Old : 5,214: 1,430 13 271 1,581 4,284 3,282 4,568: 1,932 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 170: -109 -2 -27 208 387 72 359: 98 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 0.2 5.2 30.3 82.2 62.9 87.6: 37.1 12.4
Old : 100.0: 27.4 0.2 5.2 30.3 82.2 62.9 87.6: 37.1 12.4
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 : 24: 9 1 2 11 11 21 13:
Old : 24: 9 1 2 11 11 21 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 : 27.7 66.6 42.7 81.6 25.1 62.5 36.9 71.4
Old : 27.7 66.6 42.7 81.6 25.1 62.5 36.9 71.4
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, August 25, 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 : 965,554: 194,708 54,840 244,878 456,208 595,572 895,794 895,291: 69,760 70,263
Old : 921,871: 193,180 56,425 228,207 435,335 570,809 856,722 855,440: 65,149 66,431
Other: 43,682: 9,184 6,071 9,015 20,873 24,764 39,072 39,850: 4,611 3,832
: : :
: : Changes in Commitments from: August 18, 2020 :
: -17,883: 3,504 -7,154 -22,156 -3,839 11,505 -22,491 -17,805: 4,608 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.7 25.4 47.2 61.7 92.8 92.7: 7.2 7.3
Old : 100.0: 21.0 6.1 24.8 47.2 61.9 92.9 92.8: 7.1 7.2
Other: 100.0: 21.0 13.9 20.6 47.8 56.7 89.4 91.2: 10.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 611: 192 124 190 208 236 505 464:
Old : 609: 188 131 185 205 235 499 459:
Other: 170: 40 14 30 40 94 91 133:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 17.7 18.5 28.6 8.0 15.8 13.2 23.8
Old : 10.5 18.4 18.0 29.1 8.3 16.3 13.7 24.3
Other: 25.8 30.7 42.7 45.2 21.8 26.0 35.5 38.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 486,373: 107,841 28,533 94,891 240,355 331,455 443,087 454,879: 43,286 31,494
Old : 21,864: 3,628 728 0 17,050 19,411 20,678 20,139: 1,186 1,725
Other: 464,509: 107,184 30,776 91,920 223,305 312,044 422,409 434,740: 42,100 29,769
: : :
: : Changes in Commitments from: August 18, 2020 :
: -3,016: 8,267 -5,451 -8,749 -3,055 10,312 -3,536 -3,888: 520 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.9 19.5 49.4 68.1 91.1 93.5: 8.9 6.5
Old : 100.0: 16.6 3.3 0.0 78.0 88.8 94.6 92.1: 5.4 7.9
Other: 100.0: 23.1 6.6 19.8 48.1 67.2 90.9 93.6: 9.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 101 51 90 99 91 253 197:
Old : 84: 15 9 0 28 35 43 44:
Other: 295: 100 56 86 92 87 241 192:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 31.8 21.3 42.8 9.6 24.4 15.2 31.7
Old : 54.6 48.7 69.6 68.4 54.6 47.5 69.6 66.2
Other: 12.0 32.9 20.2 44.4 10.0 27.2 15.9 34.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,315,447: 111,231 257,829 146,997 878,043 742,465 1,136,271 1,147,291: 179,176 168,157
Old : 1,315,447: 111,231 257,829 146,997 878,043 742,465 1,136,271 1,147,291: 179,176 168,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -20,161: -1,884 -1,124 -2,721 -21,916 -37,747 -26,521 -41,592: 6,360 21,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 19.6 11.2 66.7 56.4 86.4 87.2: 13.6 12.8
Old : 100.0: 8.5 19.6 11.2 66.7 56.4 86.4 87.2: 13.6 12.8
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 : 169: 34 24 40 83 87 135 135:
Old : 169: 34 24 40 83 87 135 135:
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 23.4 35.3 37.4 19.7 20.5 27.6 31.6
Old : 24.8 23.4 35.3 37.4 19.7 20.5 27.6 31.6
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 25, 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 : 1,170,950: 71,693 357,832 109,024 822,626 581,235 1,003,343 1,048,091: 167,607 122,859
Old : 1,170,950: 71,693 357,832 109,024 822,626 581,235 1,003,343 1,048,091: 167,607 122,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 81,333: -10,921 -46,113 93,900 -18,297 19,126 64,682 66,913: 16,651 14,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 30.6 9.3 70.3 49.6 85.7 89.5: 14.3 10.5
Old : 100.0: 6.1 30.6 9.3 70.3 49.6 85.7 89.5: 14.3 10.5
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 : 134: 15 19 18 82 76 108 102:
Old : 134: 15 19 18 82 76 108 102:
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 : 22.4 31.0 35.7 45.8 16.5 26.2 26.7 37.1
Old : 22.4 31.0 35.7 45.8 16.5 26.2 26.7 37.1
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, August 25, 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 : 483,723: 72,112 49,439 105,852 259,177 300,308 437,142 455,599: 46,582 28,124
Old : 27,296: 3,429 4,192 0 19,839 20,131 23,268 24,323: 4,028 2,973
Other: 456,427: 74,249 50,813 100,286 239,338 280,177 413,874 431,276: 42,554 25,151
: : :
: : Changes in Commitments from: August 18, 2020 :
: -6,325: -4,487 435 932 -1,737 -6,731 -5,292 -5,364: -1,033 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.2 21.9 53.6 62.1 90.4 94.2: 9.6 5.8
Old : 100.0: 12.6 15.4 0.0 72.7 73.8 85.2 89.1: 14.8 10.9
Other: 100.0: 16.3 11.1 22.0 52.4 61.4 90.7 94.5: 9.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 82 52 87 113 102 238 209:
Old : 104: 12 11 0 44 43 56 54:
Other: 282: 83 54 81 106 99 230 201:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 25.7 21.2 34.9 11.2 20.7 16.1 27.9
Old : 30.7 35.3 45.2 51.4 30.7 34.2 44.4 50.2
Other: 13.6 25.9 21.2 35.3 11.5 20.8 16.5 28.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 10,279: 3,488 591 250 4,732 8,743 8,470 9,584: 1,809 695
Old : 10,271: 3,488 591 250 4,732 8,738 8,470 9,579: 1,801 692
Other: 8: 0 0 0 0 5 0 5: 8 3
: : :
: : Changes in Commitments from: August 18, 2020 :
: -407: 911 87 -435 -492 19 -16 -328: -392 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 5.7 2.4 46.0 85.1 82.4 93.2: 17.6 6.8
Old : 100.0: 34.0 5.8 2.4 46.1 85.1 82.5 93.3: 17.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 62.5 0.0 62.5: 100.0 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 3 3 12 19 31 24:
Old : 45: 18 3 3 12 19 31 24:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 45.9 56.7 59.0 78.2 44.7 56.3 57.7 77.3
Old : 46.0 56.7 59.0 78.2 44.7 56.3 57.8 77.3
Other: 0.0 62.5 0.0 62.5 0.0 62.5 0.0 62.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 2,133,891: 414,902 654,762 72,403 1,461,963 1,299,183 1,949,268 2,026,349: 184,623 107,542
Old : 2,133,891: 414,902 654,762 72,403 1,461,963 1,299,183 1,949,268 2,026,349: 184,623 107,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 16,080: 12,332 3,609 37,167 -44,134 -35,516 5,365 5,260: 10,715 10,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.7 3.4 68.5 60.9 91.3 95.0: 8.7 5.0
Old : 100.0: 19.4 30.7 3.4 68.5 60.9 91.3 95.0: 8.7 5.0
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 : 302: 69 32 32 159 131 243 180:
Old : 302: 69 32 32 159 131 243 180:
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 : 14.7 29.3 23.9 43.2 13.1 25.5 21.5 38.3
Old : 14.7 29.3 23.9 43.2 13.1 25.5 21.5 38.3
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 25, 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 : 4,010,333: 648,498 574,028 401,274 2,514,000 2,594,931 3,563,772 3,570,232: 446,560 440,100
Old : 4,010,333: 648,498 574,028 401,274 2,514,000 2,594,931 3,563,772 3,570,232: 446,560 440,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -90,269: -84,610 -38,326 16,587 -52,880 -145,235 -120,903 -166,975: 30,635 76,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.3 10.0 62.7 64.7 88.9 89.0: 11.1 11.0
Old : 100.0: 16.2 14.3 10.0 62.7 64.7 88.9 89.0: 11.1 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 : 369: 72 63 78 198 187 310 289:
Old : 369: 72 63 78 198 187 310 289:
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 : 13.4 23.2 21.2 32.7 9.1 15.7 16.0 24.1
Old : 13.4 23.2 21.2 32.7 9.1 15.7 16.0 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,087,583: 172,612 172,505 31,906 753,132 694,096 957,650 898,507: 129,933 189,076
Old : 1,087,583: 172,612 172,505 31,906 753,132 694,096 957,650 898,507: 129,933 189,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 45,915: 9,040 -332 26,218 -2,261 23,481 32,997 49,367: 12,918 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.9 2.9 69.2 63.8 88.1 82.6: 11.9 17.4
Old : 100.0: 15.9 15.9 2.9 69.2 63.8 88.1 82.6: 11.9 17.4
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 : 112: 12 14 11 65 72 82 92:
Old : 112: 12 14 11 65 72 82 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 26.9 46.7 35.6 32.5 26.2 44.3 33.8
Old : 33.7 26.9 46.7 35.6 32.5 26.2 44.3 33.8
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 25, 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 : 3,604,779: 471,252 500,906 274,608 2,494,615 2,511,017 3,240,475 3,286,531: 364,304 318,248
Old : 3,604,779: 471,252 500,906 274,608 2,494,615 2,511,017 3,240,475 3,286,531: 364,304 318,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -39,059: -3,547 -28,490 66,312 -133,572 -103,926 -70,807 -66,104: 31,748 27,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.9 7.6 69.2 69.7 89.9 91.2: 10.1 8.8
Old : 100.0: 13.1 13.9 7.6 69.2 69.7 89.9 91.2: 10.1 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 : 275: 59 30 45 139 150 212 211:
Old : 275: 59 30 45 139 150 212 211:
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 : 26.7 23.7 37.1 36.9 22.7 19.2 29.2 30.2
Old : 26.7 23.7 37.1 36.9 22.7 19.2 29.2 30.2
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 25, 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 : 1,528,617: 571,389 344,371 198,982 727,101 950,804 1,497,472 1,494,157: 31,145 34,460
Old : 1,528,617: 571,389 344,371 198,982 727,101 950,804 1,497,472 1,494,157: 31,145 34,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 20,813: -2,986 10,304 -320 21,230 11,095 17,924 21,079: 2,889 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 22.5 13.0 47.6 62.2 98.0 97.7: 2.0 2.3
Old : 100.0: 37.4 22.5 13.0 47.6 62.2 98.0 97.7: 2.0 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 : 109: 21 21 28 54 58 92 91:
Old : 109: 21 21 28 54 58 92 91:
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 : 46.3 37.4 56.7 54.1 37.7 32.3 43.4 43.6
Old : 46.3 37.4 56.7 54.1 37.7 32.3 43.4 43.6
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 25, 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 : 42,476: 12,932 17,330 797 20,519 17,628 34,248 35,755: 8,227 6,721
Old : 42,476: 12,932 17,330 797 20,519 17,628 34,248 35,755: 8,227 6,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -4,095: -3,044 -217 167 -1,518 -4,062 -4,394 -4,112: 299 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 40.8 1.9 48.3 41.5 80.6 84.2: 19.4 15.8
Old : 100.0: 30.4 40.8 1.9 48.3 41.5 80.6 84.2: 19.4 15.8
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 : 91: 27 15 12 32 26 61 51:
Old : 91: 27 15 12 32 26 61 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 47.3 41.9 57.5 28.5 45.4 41.7 55.6
Old : 28.8 47.3 41.9 57.5 28.5 45.4 41.7 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, August 25, 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 : 84,951: 25,865 34,659 1,594 41,037 35,257 68,497 71,510: 16,455 13,441
Old : 84,951: 25,865 34,659 1,594 41,037 35,257 68,497 71,510: 16,455 13,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -8,190: -6,087 -434 335 -3,035 -8,125 -8,788 -8,224: 597 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 40.8 1.9 48.3 41.5 80.6 84.2: 19.4 15.8
Old : 100.0: 30.4 40.8 1.9 48.3 41.5 80.6 84.2: 19.4 15.8
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 : 91: 27 15 12 32 26 61 51:
Old : 91: 27 15 12 32 26 61 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 47.3 41.9 57.5 28.5 45.4 41.7 55.6
Old : 28.8 47.3 41.9 57.5 28.5 45.4 41.7 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, August 25, 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 : 34,093: 3,891 1,806 0 28,415 31,630 32,306 33,436: 1,787 657
Old : 34,093: 3,891 1,806 0 28,415 31,630 32,306 33,436: 1,787 657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: -511: 282 54 0 -832 -550 -550 -496: 39 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 5.3 0.0 83.3 92.8 94.8 98.1: 5.2 1.9
Old : 100.0: 11.4 5.3 0.0 83.3 92.8 94.8 98.1: 5.2 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 : 30: 4 3 0 18 9 22 12:
Old : 30: 4 3 0 18 9 22 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 : 48.0 82.7 71.0 96.8 47.6 76.8 69.0 90.8
Old : 48.0 82.7 71.0 96.8 47.6 76.8 69.0 90.8
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 25, 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 : 21,266: 15,558 20,657 65 5,457 518 21,080 21,240: 186 26
Old : 21,266: 15,558 20,657 65 5,457 518 21,080 21,240: 186 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 273: 658 604 -228 -3 0 427 376: -154 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 97.1 0.3 25.7 2.4 99.1 99.9: 0.9 0.1
Old : 100.0: 73.2 97.1 0.3 25.7 2.4 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 20 12 2 4 1 25 14:
Old : 36: 20 12 2 4 1 25 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 : 72.5 75.1 88.3 94.6 72.5 75.1 88.3 94.3
Old : 72.5 75.1 88.3 94.6 72.5 75.1 88.3 94.3
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 25, 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 : 76,023: 11,375 20,031 30,403 34,222 25,268 76,000 75,702: 23 321
Old : 76,023: 11,375 20,031 30,403 34,222 25,268 76,000 75,702: 23 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2020 :
: 1,318: 150 -95 1,177 0 256 1,327 1,338: -9 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.3 40.0 45.0 33.2 100.0 99.6: 0.0 0.4
Old : 100.0: 15.0 26.3 40.0 45.0 33.2 100.0 99.6: 0.0 0.4
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 : 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 93.3 98.8 97.7 52.0 53.3 60.0 57.7
Old : 89.3 93.3 98.8 97.7 52.0 53.3 60.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2020