WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 460,359: 133,924 86,874 141,946 156,378 180,790 432,248 409,610: 28,110 50,749
Old : 391,099: 121,129 82,224 112,556 133,690 156,473 367,376 351,253: 23,724 39,846
Other: 69,259: 19,394 11,248 22,791 22,687 24,317 64,872 58,357: 4,387 10,903
: : :
: : Changes in Commitments from: August 25, 2020 :
: 24,889: 19,159 -12,653 8,809 -2,992 25,405 24,976 21,561: -87 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 18.9 30.8 34.0 39.3 93.9 89.0: 6.1 11.0
Old : 100.0: 31.0 21.0 28.8 34.2 40.0 93.9 89.8: 6.1 10.2
Other: 100.0: 28.0 16.2 32.9 32.8 35.1 93.7 84.3: 6.3 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 117 118 114 80 125 268 294:
Old : 377: 118 118 107 79 123 259 289:
Other: 155: 36 33 31 39 68 93 118:
:----------------------------------------------------------------------------------------------------
: 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 11.7 22.8 19.2 10.8 6.6 19.4 11.7
Old : 13.4 11.8 24.0 19.2 12.4 7.4 21.3 12.8
Other: 30.4 28.0 44.0 40.4 20.7 16.5 30.8 24.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 30,928: 16,485 1,063 892 13,417 27,960 30,794 29,915: 134 1,013
Old : 30,928: 16,485 1,063 892 13,417 27,960 30,794 29,915: 134 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 798: 2,881 36 30 -1,574 724 1,336 790: -538 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 3.4 2.9 43.4 90.4 99.6 96.7: 0.4 3.3
Old : 100.0: 53.3 3.4 2.9 43.4 90.4 99.6 96.7: 0.4 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 : 35: 7 3 2 10 24 18 28:
Old : 35: 7 3 2 10 24 18 28:
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 : 70.0 41.0 89.0 60.0 63.7 40.7 78.2 56.3
Old : 70.0 41.0 89.0 60.0 63.7 40.7 78.2 56.3
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, September 01, 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 : 241,042: 69,808 60,667 39,834 109,392 122,955 219,034 223,457: 22,009 17,586
Old : 223,733: 70,249 60,456 31,952 102,041 116,292 204,242 208,700: 19,490 15,033
Other: 17,310: 5,925 6,578 1,515 7,351 6,663 14,791 14,757: 2,519 2,553
: : :
: : Changes in Commitments from: August 25, 2020 :
: -18,321: 6,151 -17,929 -10,953 -12,229 12,478 -17,032 -16,405: -1,290 -1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.2 16.5 45.4 51.0 90.9 92.7: 9.1 7.3
Old : 100.0: 31.4 27.0 14.3 45.6 52.0 91.3 93.3: 8.7 6.7
Other: 100.0: 34.2 38.0 8.8 42.5 38.5 85.4 85.3: 14.6 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 82 51 60 83 82 192 171:
Old : 251: 86 48 56 79 77 186 163:
Other: 100: 17 20 17 23 48 50 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 18.9 24.2 29.2 14.2 17.7 22.4 26.5
Old : 15.6 20.2 25.6 31.3 15.4 19.5 24.1 29.8
Other: 33.2 38.2 51.0 55.8 33.2 34.4 50.2 51.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,722,881: 312,416 220,948 454,812 771,224 818,187 1,538,452 1,493,947: 184,429 228,934
Old : 1,546,869: 308,873 248,931 372,830 698,786 715,091 1,380,490 1,336,853: 166,379 210,016
Other: 176,013: 54,911 23,385 30,613 72,438 103,096 157,962 157,094: 18,051 18,918
: : :
: : Changes in Commitments from: August 25, 2020 :
: -7,574: 3,412 -69,717 30,163 -27,429 28,208 6,147 -11,345: -13,720 3,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 12.8 26.4 44.8 47.5 89.3 86.7: 10.7 13.3
Old : 100.0: 20.0 16.1 24.1 45.2 46.2 89.2 86.4: 10.8 13.6
Other: 100.0: 31.2 13.3 17.4 41.2 58.6 89.7 89.3: 10.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 783: 175 154 167 336 361 609 593:
Old : 780: 166 166 161 329 358 595 589:
Other: 331: 56 39 31 87 191 157 250:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 8.6 16.5 15.0 8.1 6.4 13.2 11.1
Old : 10.3 8.3 17.4 15.1 8.6 6.8 14.3 11.7
Other: 26.9 21.6 38.7 34.3 23.3 20.2 32.7 30.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 5,436: 1,631 14 266 1,456 4,487 3,353 4,767: 2,083 669
Old : 5,436: 1,631 14 266 1,456 4,487 3,353 4,767: 2,083 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 222: 201 2 -5 -125 202 71 200: 151 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.3 4.9 26.8 82.5 61.7 87.7: 38.3 12.3
Old : 100.0: 30.0 0.3 4.9 26.8 82.5 61.7 87.7: 38.3 12.3
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 : 27: 12 1 2 10 11 23 13:
Old : 27: 12 1 2 10 11 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 : 25.2 66.2 38.4 81.9 24.1 62.3 33.5 71.6
Old : 25.2 66.2 38.4 81.9 24.1 62.3 33.5 71.6
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, September 01, 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 : 1,033,542: 244,959 48,867 268,454 447,678 639,209 961,090 956,530: 72,452 77,012
Old : 983,171: 241,604 51,216 248,530 425,762 611,227 915,895 910,972: 67,276 72,199
Other: 50,371: 10,077 4,373 13,202 21,916 27,982 45,195 45,558: 5,176 4,814
: : :
: : Changes in Commitments from: August 25, 2020 :
: 67,988: 50,251 -5,973 23,576 -8,530 43,637 65,296 61,239: 2,692 6,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.7 26.0 43.3 61.8 93.0 92.5: 7.0 7.5
Old : 100.0: 24.6 5.2 25.3 43.3 62.2 93.2 92.7: 6.8 7.3
Other: 100.0: 20.0 8.7 26.2 43.5 55.6 89.7 90.4: 10.3 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 649: 223 117 182 211 250 530 469:
Old : 648: 219 123 177 205 250 522 465:
Other: 205: 46 19 27 54 114 110 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.3 17.0 17.7 27.5 7.7 15.2 12.6 23.4
Old : 10.1 17.7 17.4 27.9 8.0 16.2 13.2 24.0
Other: 23.7 26.5 39.9 40.9 18.4 21.0 29.3 30.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 16,372: 13,768 858 239 16 4,136 14,023 5,233: 2,349 11,139
Old : 15,765: 13,441 858 124 16 3,993 13,581 4,975: 2,184 10,790
Other: 607: 439 112 3 0 143 442 258: 165 349
: : :
: : Changes in Commitments from: August 25, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 5.2 1.5 0.1 25.3 85.7 32.0: 14.3 68.0
Old : 100.0: 85.3 5.4 0.8 0.1 25.3 86.1 31.6: 13.9 68.4
Other: 100.0: 72.3 18.5 0.5 0.0 23.6 72.8 42.5: 27.2 57.5
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 4 2 10 9 17:
Old : 20: 6 4 4 2 10 9 17:
Other: 9: 2 1 2 0 6 3 8:
:----------------------------------------------------------------------------------------------------
: 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 : 82.3 15.6 85.6 23.1 80.9 15.5 84.1 23.0
Old : 83.7 15.3 86.1 23.1 82.9 15.2 85.3 22.9
Other: 72.8 41.0 72.8 42.5 72.3 40.9 72.3 42.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 492,985: 115,660 18,705 98,463 231,525 347,192 445,648 464,360: 47,337 28,625
Old : 475,100: 115,022 21,060 91,827 223,856 335,427 430,705 448,314: 44,395 26,786
Other: 17,885: 4,437 1,444 2,837 7,669 11,765 14,943 16,046: 2,942 1,839
: : :
: : Changes in Commitments from: August 25, 2020 :
: 6,612: 7,819 -9,828 3,572 -8,830 15,736 2,561 9,481: 4,051 -2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 3.8 20.0 47.0 70.4 90.4 94.2: 9.6 5.8
Old : 100.0: 24.2 4.4 19.3 47.1 70.6 90.7 94.4: 9.3 5.6
Other: 100.0: 24.8 8.1 15.9 42.9 65.8 83.5 89.7: 16.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 119 38 87 99 96 259 195:
Old : 306: 120 41 87 98 96 258 195:
Other: 54: 11 8 10 28 13 46 25:
:----------------------------------------------------------------------------------------------------
: 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 32.6 20.7 43.7 9.2 26.2 14.4 33.9
Old : 12.5 32.4 20.9 43.6 9.3 26.0 14.7 33.7
Other: 29.5 47.2 47.1 70.2 24.0 40.3 40.6 56.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,275,583: 93,783 266,218 97,857 902,648 752,955 1,094,288 1,117,029: 181,294 158,553
Old : 1,275,583: 93,783 266,218 97,857 902,648 752,955 1,094,288 1,117,029: 181,294 158,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -39,865: -17,447 8,389 -49,140 24,605 10,490 -41,983 -30,261: 2,118 -9,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 20.9 7.7 70.8 59.0 85.8 87.6: 14.2 12.4
Old : 100.0: 7.4 20.9 7.7 70.8 59.0 85.8 87.6: 14.2 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 : 173: 29 29 39 84 93 134 140:
Old : 173: 29 29 39 84 93 134 140:
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 : 27.4 24.4 36.9 36.9 21.5 21.6 29.7 31.1
Old : 27.4 24.4 36.9 36.9 21.5 21.6 29.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 1,018,568: 41,696 363,673 38,778 796,591 486,828 877,065 889,279: 141,503 129,289
Old : 1,018,568: 41,696 363,673 38,778 796,591 486,828 877,065 889,279: 141,503 129,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -152,382: -29,997 5,841 -70,246 -26,035 -94,407 -126,278 -158,812: -26,104 6,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.7 3.8 78.2 47.8 86.1 87.3: 13.9 12.7
Old : 100.0: 4.1 35.7 3.8 78.2 47.8 86.1 87.3: 13.9 12.7
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 : 129: 11 20 13 76 73 94 99:
Old : 129: 11 20 13 76 73 94 99:
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 30.5 38.1 44.7 18.5 27.2 30.5 39.1
Old : 24.8 30.5 38.1 44.7 18.5 27.2 30.5 39.1
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, September 01, 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 : 491,520: 78,311 41,917 119,423 244,613 301,535 442,347 462,875: 49,173 28,644
Old : 468,092: 81,160 41,868 109,292 230,107 288,973 420,559 440,134: 47,533 27,958
Other: 23,428: 1,738 4,636 5,543 14,506 12,562 21,787 22,742: 1,640 686
: : :
: : Changes in Commitments from: August 25, 2020 :
: 7,797: 6,198 -7,522 13,571 -14,564 1,227 5,205 7,276: 2,592 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.5 24.3 49.8 61.3 90.0 94.2: 10.0 5.8
Old : 100.0: 17.3 8.9 23.3 49.2 61.7 89.8 94.0: 10.2 6.0
Other: 100.0: 7.4 19.8 23.7 61.9 53.6 93.0 97.1: 7.0 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 89 52 93 104 100 240 213:
Old : 290: 90 53 93 104 100 240 213:
Other: 62: 13 10 15 29 14 50 33:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 26.1 20.9 35.6 11.0 21.2 15.8 28.4
Old : 13.1 26.4 20.1 35.4 11.1 23.1 16.1 29.9
Other: 52.0 38.7 68.6 67.1 38.7 32.9 48.5 55.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 10,614: 3,684 586 248 4,786 9,050 8,718 9,883: 1,896 730
Old : 10,605: 3,684 586 248 4,786 9,045 8,718 9,878: 1,887 726
Other: 9: 0 0 0 0 5 0 5: 9 4
: : :
: : Changes in Commitments from: August 25, 2020 :
: 335: 197 -5 -2 53 307 248 300: 87 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 5.5 2.3 45.1 85.3 82.1 93.1: 17.9 6.9
Old : 100.0: 34.7 5.5 2.3 45.1 85.3 82.2 93.2: 17.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 55.6 0.0 55.6: 100.0 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 19 3 2 13 18 33 22:
Old : 46: 19 3 2 13 18 33 22:
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 : 42.5 56.8 55.8 78.9 41.1 56.4 54.4 78.5
Old : 42.5 56.8 55.9 79.0 41.1 56.4 54.5 78.5
Other: 0.0 55.6 0.0 55.6 0.0 55.6 0.0 55.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 2,050,080: 427,257 636,919 66,780 1,387,611 1,252,522 1,881,648 1,956,221: 168,432 93,859
Old : 2,050,080: 427,257 636,919 66,780 1,387,611 1,252,522 1,881,648 1,956,221: 168,432 93,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -83,811: 12,355 -17,843 -5,623 -74,352 -46,662 -67,620 -70,128: -16,192 -13,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.1 3.3 67.7 61.1 91.8 95.4: 8.2 4.6
Old : 100.0: 20.8 31.1 3.3 67.7 61.1 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 : 292: 66 29 29 161 124 241 168:
Old : 292: 66 29 29 161 124 241 168:
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 : 15.3 30.3 24.6 45.1 13.9 25.1 21.9 38.5
Old : 15.3 30.3 24.6 45.1 13.9 25.1 21.9 38.5
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, September 01, 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 : 3,808,388: 642,983 637,894 336,129 2,436,349 2,439,651 3,415,461 3,413,674: 392,927 394,715
Old : 3,808,388: 642,983 637,894 336,129 2,436,349 2,439,651 3,415,461 3,413,674: 392,927 394,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -201,944: -5,515 63,867 -65,145 -77,651 -155,280 -148,311 -156,559: -53,633 -45,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.7 8.8 64.0 64.1 89.7 89.6: 10.3 10.4
Old : 100.0: 16.9 16.7 8.8 64.0 64.1 89.7 89.6: 10.3 10.4
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 : 382: 71 73 80 197 191 313 299:
Old : 382: 71 73 80 197 191 313 299:
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 : 15.1 23.2 23.7 33.4 10.5 14.4 17.8 24.1
Old : 15.1 23.2 23.7 33.4 10.5 14.4 17.8 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, September 01, 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 : 1,000,189: 164,403 132,441 31,208 690,894 625,138 886,505 788,787: 113,684 211,402
Old : 1,000,189: 164,403 132,441 31,208 690,894 625,138 886,505 788,787: 113,684 211,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -87,394: -8,209 -40,064 -698 -62,238 -68,958 -71,145 -109,720: -16,249 22,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 13.2 3.1 69.1 62.5 88.6 78.9: 11.4 21.1
Old : 100.0: 16.4 13.2 3.1 69.1 62.5 88.6 78.9: 11.4 21.1
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 : 109: 15 9 13 66 68 85 86:
Old : 109: 15 9 13 66 68 85 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 : 29.8 27.3 45.8 35.6 28.1 26.0 42.5 33.3
Old : 29.8 27.3 45.8 35.6 28.1 26.0 42.5 33.3
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, September 01, 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 : 3,390,412: 462,380 613,442 192,219 2,397,302 2,277,634 3,051,902 3,083,295: 338,510 307,117
Old : 3,390,412: 462,380 613,442 192,219 2,397,302 2,277,634 3,051,902 3,083,295: 338,510 307,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -214,367: -8,871 112,536 -82,388 -97,313 -233,383 -188,573 -203,235: -25,794 -11,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.1 5.7 70.7 67.2 90.0 90.9: 10.0 9.1
Old : 100.0: 13.6 18.1 5.7 70.7 67.2 90.0 90.9: 10.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 59 38 50 143 149 225 214:
Old : 286: 59 38 50 143 149 225 214:
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 : 27.3 20.0 37.1 35.0 23.6 19.6 30.3 32.7
Old : 27.3 20.0 37.1 35.0 23.6 19.6 30.3 32.7
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, September 01, 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 : 1,360,929: 482,609 269,164 200,951 649,764 857,666 1,333,324 1,327,781: 27,605 33,148
Old : 1,360,929: 482,609 269,164 200,951 649,764 857,666 1,333,324 1,327,781: 27,605 33,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -167,688: -88,780 -75,207 1,969 -77,337 -93,138 -164,148 -166,376: -3,540 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 19.8 14.8 47.7 63.0 98.0 97.6: 2.0 2.4
Old : 100.0: 35.5 19.8 14.8 47.7 63.0 98.0 97.6: 2.0 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 : 106: 22 22 30 51 55 90 90:
Old : 106: 22 22 30 51 55 90 90:
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 31.6 56.3 50.2 36.5 27.6 43.1 40.9
Old : 45.5 31.6 56.3 50.2 36.5 27.6 43.1 40.9
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, September 01, 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 : 41,278: 12,134 16,485 1,259 19,487 16,672 32,880 34,416: 8,397 6,862
Old : 41,278: 12,134 16,485 1,259 19,487 16,672 32,880 34,416: 8,397 6,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -1,198: -798 -845 461 -1,031 -956 -1,368 -1,339: 170 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 39.9 3.0 47.2 40.4 79.7 83.4: 20.3 16.6
Old : 100.0: 29.4 39.9 3.0 47.2 40.4 79.7 83.4: 20.3 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 : 89: 27 12 11 32 26 61 47:
Old : 89: 27 12 11 32 26 61 47:
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 : 26.9 46.4 39.7 56.9 26.7 46.0 38.5 55.2
Old : 26.9 46.4 39.7 56.9 26.7 46.0 38.5 55.2
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, September 01, 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 : 82,555: 24,269 32,970 2,517 38,975 33,344 65,761 68,832: 16,794 13,724
Old : 82,555: 24,269 32,970 2,517 38,975 33,344 65,761 68,832: 16,794 13,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,396: -1,596 -1,689 923 -2,063 -1,912 -2,736 -2,678: 340 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 39.9 3.0 47.2 40.4 79.7 83.4: 20.3 16.6
Old : 100.0: 29.4 39.9 3.0 47.2 40.4 79.7 83.4: 20.3 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 : 89: 27 12 11 32 26 61 47:
Old : 89: 27 12 11 32 26 61 47:
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 : 26.9 46.4 39.7 56.9 26.7 46.0 38.5 55.2
Old : 26.9 46.4 39.7 56.9 26.7 46.0 38.5 55.2
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, September 01, 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 : 31,334: 4,212 1,508 0 24,883 29,035 29,095 30,543: 2,239 791
Old : 31,334: 4,212 1,508 0 24,883 29,035 29,095 30,543: 2,239 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: -2,759: 321 -298 0 -3,532 -2,595 -3,211 -2,893: 452 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.8 0.0 79.4 92.7 92.9 97.5: 7.1 2.5
Old : 100.0: 13.4 4.8 0.0 79.4 92.7 92.9 97.5: 7.1 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 10 22 12:
Old : 29: 5 2 0 17 10 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 : 43.9 83.1 65.8 96.3 42.8 77.4 62.9 90.6
Old : 43.9 83.1 65.8 96.3 42.8 77.4 62.9 90.6
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, September 01, 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 : 21,577: 15,922 20,930 55 5,402 518 21,379 21,503: 198 74
Old : 21,577: 15,922 20,930 55 5,402 518 21,379 21,503: 198 74
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 311: 364 273 -10 -55 0 299 263: 12 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 97.0 0.3 25.0 2.4 99.1 99.7: 0.9 0.3
Old : 100.0: 73.8 97.0 0.3 25.0 2.4 99.1 99.7: 0.9 0.3
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 : 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 : 73.5 75.8 89.1 94.9 73.5 75.8 89.1 94.7
Old : 73.5 75.8 89.1 94.9 73.5 75.8 89.1 94.7
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, September 01, 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 : 92,820: 12,039 36,893 31,144 49,617 24,502 92,800 92,539: 20 281
Old : 92,820: 12,039 36,893 31,144 49,617 24,502 92,800 92,539: 20 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2020 :
: 16,797: 664 16,862 741 15,395 -766 16,800 16,837: -3 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 39.7 33.6 53.5 26.4 100.0 99.7: 0.0 0.3
Old : 100.0: 13.0 39.7 33.6 53.5 26.4 100.0 99.7: 0.0 0.3
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 : 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 : 90.5 94.5 99.0 98.2 59.8 61.0 66.4 64.6
Old : 90.5 94.5 99.0 98.2 59.8 61.0 66.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 04, 2020