WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 462,819: 119,823 93,044 150,108 165,393 173,120 435,324 416,272: 27,495 46,547
Old : 385,066: 106,973 86,728 116,782 138,598 145,756 362,353 349,266: 22,713 35,800
Other: 77,753: 19,716 13,182 26,460 26,795 27,364 72,971 67,006: 4,782 10,747
: : :
: : Changes in Commitments from: September 8, 2020 :
: -3,821: -7,382 3,969 465 3,184 -8,272 -3,733 -3,838: -88 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.1 32.4 35.7 37.4 94.1 89.9: 5.9 10.1
Old : 100.0: 27.8 22.5 30.3 36.0 37.9 94.1 90.7: 5.9 9.3
Other: 100.0: 25.4 17.0 34.0 34.5 35.2 93.8 86.2: 6.2 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 112 127 128 89 123 291 297:
Old : 379: 108 130 120 85 120 277 290:
Other: 167: 43 29 37 43 74 106 126:
:----------------------------------------------------------------------------------------------------
: 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 11.1 23.7 18.7 10.4 6.7 19.5 11.8
Old : 14.1 11.0 25.5 18.4 12.0 7.3 21.4 13.3
Other: 28.6 29.4 41.8 43.4 19.6 20.6 29.7 28.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 26,321: 15,790 200 828 9,499 24,564 26,117 25,592: 204 729
Old : 26,321: 15,790 200 828 9,499 24,564 26,117 25,592: 204 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -450: 216 -29 116 -832 -537 -500 -450: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 0.8 3.1 36.1 93.3 99.2 97.2: 0.8 2.8
Old : 100.0: 60.0 0.8 3.1 36.1 93.3 99.2 97.2: 0.8 2.8
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 : 35: 8 1 3 10 25 18 29:
Old : 35: 8 1 3 10 25 18 29:
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 : 76.8 35.0 89.8 54.0 69.5 33.4 78.5 49.6
Old : 76.8 35.0 89.8 54.0 69.5 33.4 78.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 246,071: 67,285 54,376 57,503 101,769 115,575 226,558 227,454: 19,514 18,617
Old : 224,631: 67,886 55,108 46,789 93,207 107,391 207,883 209,289: 16,749 15,342
Other: 21,440: 7,096 6,965 3,017 8,562 8,184 18,675 18,166: 2,765 3,274
: : :
: : Changes in Commitments from: September 8, 2020 :
: 3,030: -63 -825 7,785 -2,799 -3,872 4,924 3,089: -1,894 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 22.1 23.4 41.4 47.0 92.1 92.4: 7.9 7.6
Old : 100.0: 30.2 24.5 20.8 41.5 47.8 92.5 93.2: 7.5 6.8
Other: 100.0: 33.1 32.5 14.1 39.9 38.2 87.1 84.7: 12.9 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 69 57 66 86 86 194 177:
Old : 249: 77 51 62 80 82 186 170:
Other: 110: 14 23 21 28 50 56 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 20.0 26.0 29.2 14.0 16.2 22.6 23.8
Old : 16.6 21.4 27.1 30.9 14.6 18.7 24.2 26.1
Other: 37.8 32.4 56.0 50.4 35.6 31.2 51.7 44.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,837,646: 340,202 186,502 508,271 813,715 904,330 1,662,188 1,599,102: 175,458 238,544
Old : 1,639,326: 330,228 217,804 419,102 733,788 786,608 1,483,119 1,423,514: 156,207 215,812
Other: 198,320: 64,331 23,055 34,811 79,927 117,722 179,069 175,588: 19,251 22,732
: : :
: : Changes in Commitments from: September 8, 2020 :
: 86,531: 21,514 -15,842 43,075 26,294 53,726 90,883 80,959: -4,352 5,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.1 27.7 44.3 49.2 90.5 87.0: 9.5 13.0
Old : 100.0: 20.1 13.3 25.6 44.8 48.0 90.5 86.8: 9.5 13.2
Other: 100.0: 32.4 11.6 17.6 40.3 59.4 90.3 88.5: 9.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 817: 199 155 184 341 378 643 623:
Old : 813: 190 169 175 333 374 625 618:
Other: 372: 58 47 33 93 223 169 286:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.3 17.0 16.0 7.9 6.3 12.9 10.7
Old : 10.8 9.4 18.0 16.1 8.3 6.4 13.9 11.1
Other: 25.8 17.8 38.0 31.3 22.8 17.2 33.1 28.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 5,491: 1,481 2 310 1,593 4,596 3,384 4,909: 2,107 583
Old : 5,491: 1,481 2 310 1,593 4,596 3,384 4,909: 2,107 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 68: -54 -3 -3 14 78 -44 72: 112 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 0.0 5.6 29.0 83.7 61.6 89.4: 38.4 10.6
Old : 100.0: 27.0 0.0 5.6 29.0 83.7 61.6 89.4: 38.4 10.6
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 2 10 11 21 13:
Old : 25: 10 1 2 10 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 : 23.1 67.2 36.9 83.7 21.7 63.0 33.7 72.6
Old : 23.1 67.2 36.9 83.7 21.7 63.0 33.7 72.6
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 15, 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 : 1,147,625: 271,617 48,618 311,207 489,616 695,451 1,072,440 1,055,275: 75,186 92,350
Old : 1,084,370: 262,164 51,987 288,592 465,223 657,593 1,015,978 998,171: 68,392 86,199
Other: 63,255: 15,198 2,375 16,870 24,393 37,858 56,461 57,104: 6,794 6,151
: : :
: : Changes in Commitments from: September 8, 2020 :
: 78,537: 16,576 -3,406 33,926 23,608 37,287 74,111 67,807: 4,426 10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.2 27.1 42.7 60.6 93.4 92.0: 6.6 8.0
Old : 100.0: 24.2 4.8 26.6 42.9 60.6 93.7 92.1: 6.3 7.9
Other: 100.0: 24.0 3.8 26.7 38.6 59.8 89.3 90.3: 10.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 693: 226 135 197 223 278 551 525:
Old : 689: 223 138 191 218 277 541 519:
Other: 251: 45 32 33 58 145 120 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.9 15.7 18.2 25.8 7.8 13.6 12.4 21.3
Old : 9.9 16.1 17.8 26.2 8.3 14.3 13.1 21.6
Other: 23.0 21.9 37.9 35.6 14.4 18.3 24.3 28.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 20,999: 17,955 1,987 145 8 5,680 18,108 7,812: 2,891 13,187
Old : 19,661: 17,067 1,985 95 2 5,005 17,164 7,085: 2,497 12,576
Other: 1,338: 888 2 50 6 675 944 727: 394 611
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,534: 2,221 571 53 -1 1,199 2,273 1,823: 261 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 9.5 0.7 0.0 27.0 86.2 37.2: 13.8 62.8
Old : 100.0: 86.8 10.1 0.5 0.0 25.5 87.3 36.0: 12.7 64.0
Other: 100.0: 66.4 0.1 3.7 0.4 50.4 70.6 54.3: 29.4 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 10 3 2 12 9 24:
Old : 28: 6 10 3 1 12 8 24:
Other: 13: 3 1 1 1 8 4 10:
:----------------------------------------------------------------------------------------------------
: 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 : 82.8 16.8 86.2 23.7 82.1 16.8 85.5 23.7
Old : 85.3 14.6 87.3 21.9 84.8 14.6 86.8 21.9
Other: 70.6 52.9 70.6 54.2 66.8 49.7 66.8 50.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 523,398: 132,295 18,395 111,603 232,404 364,832 476,302 494,830: 47,096 28,568
Old : 500,937: 131,186 22,798 101,323 224,950 350,065 457,458 474,186: 43,478 26,751
Other: 22,462: 6,646 1,133 4,744 7,454 14,767 18,844 20,645: 3,618 1,817
: : :
: : Changes in Commitments from: September 8, 2020 :
: 12,460: 13,599 1,788 5,806 -6,171 6,039 13,234 13,633: -773 -1,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.5 21.3 44.4 69.7 91.0 94.5: 9.0 5.5
Old : 100.0: 26.2 4.6 20.2 44.9 69.9 91.3 94.7: 8.7 5.3
Other: 100.0: 29.6 5.0 21.1 33.2 65.7 83.9 91.9: 16.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 127 39 87 100 99 264 202:
Old : 315: 124 43 87 99 99 263 201:
Other: 57: 17 6 13 28 12 49 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.0 31.9 18.5 42.4 9.0 27.2 14.2 35.1
Old : 11.2 31.5 18.6 42.0 9.1 26.7 14.5 34.7
Other: 28.7 51.3 45.9 71.4 23.5 46.3 35.7 60.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,337,655: 114,339 274,457 110,468 942,111 804,810 1,166,918 1,189,735: 170,737 147,920
Old : 1,337,655: 114,339 274,457 110,468 942,111 804,810 1,166,918 1,189,735: 170,737 147,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 28,007: 16,961 6,688 4,052 10,518 24,409 31,530 35,149: -3,524 -7,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 20.5 8.3 70.4 60.2 87.2 88.9: 12.8 11.1
Old : 100.0: 8.5 20.5 8.3 70.4 60.2 87.2 88.9: 12.8 11.1
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 : 189: 32 28 37 98 100 150 145:
Old : 189: 32 28 37 98 100 150 145:
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 : 26.1 24.7 35.6 37.9 20.5 22.6 28.4 33.3
Old : 26.1 24.7 35.6 37.9 20.5 22.6 28.4 33.3
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 15, 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 : 1,007,377: 48,345 345,389 19,128 797,582 519,584 865,055 884,101: 142,322 123,276
Old : 1,007,377: 48,345 345,389 19,128 797,582 519,584 865,055 884,101: 142,322 123,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 10,264: -259 -76 -12,424 17,036 30,347 4,353 17,847: 5,911 -7,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.3 1.9 79.2 51.6 85.9 87.8: 14.1 12.2
Old : 100.0: 4.8 34.3 1.9 79.2 51.6 85.9 87.8: 14.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 13 18 11 77 79 95 103:
Old : 136: 13 18 11 77 79 95 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 29.6 38.6 44.5 19.5 27.2 31.0 39.8
Old : 25.0 29.6 38.6 44.5 19.5 27.2 31.0 39.8
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 15, 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 : 510,033: 89,454 26,166 123,563 245,052 333,636 458,069 483,365: 51,964 26,668
Old : 485,231: 91,042 25,864 115,345 229,152 318,220 435,539 459,428: 49,693 25,803
Other: 24,802: 2,899 4,789 3,732 15,900 15,416 22,531 23,937: 2,271 865
: : :
: : Changes in Commitments from: September 8, 2020 :
: 8,161: 3,725 -4,271 -1,117 4,398 15,697 7,006 10,309: 1,154 -2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.1 24.2 48.0 65.4 89.8 94.8: 10.2 5.2
Old : 100.0: 18.8 5.3 23.8 47.2 65.6 89.8 94.7: 10.2 5.3
Other: 100.0: 11.7 19.3 15.0 64.1 62.2 90.8 96.5: 9.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 98 47 85 98 93 234 198:
Old : 278: 96 52 85 98 93 234 198:
Other: 61: 16 7 13 30 14 50 31:
:----------------------------------------------------------------------------------------------------
: 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 28.1 19.7 38.0 9.4 22.9 14.0 30.3
Old : 12.4 28.0 19.5 37.8 9.3 24.4 13.9 31.2
Other: 46.4 41.8 63.6 68.7 37.6 39.4 51.7 61.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 10,401: 3,380 666 331 4,944 8,813 8,655 9,811: 1,745 590
Old : 10,391: 3,380 666 331 4,944 8,808 8,655 9,806: 1,735 585
Other: 10: 0 0 0 0 5 0 5: 10 5
: : :
: : Changes in Commitments from: September 8, 2020 :
: -405: -226 64 89 63 -473 -74 -320: -332 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 6.4 3.2 47.5 84.7 83.2 94.3: 16.8 5.7
Old : 100.0: 32.5 6.4 3.2 47.6 84.8 83.3 94.4: 16.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 3 2 13 18 32 22:
Old : 46: 18 3 2 13 18 32 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 : 43.0 55.6 55.8 78.5 41.6 54.5 54.4 77.1
Old : 43.1 55.6 55.9 78.5 41.7 54.5 54.5 77.1
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,995,162: 421,884 660,841 45,639 1,359,855 1,201,746 1,827,378 1,908,226: 167,784 86,937
Old : 1,995,162: 421,884 660,841 45,639 1,359,855 1,201,746 1,827,378 1,908,226: 167,784 86,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,705: 31,900 19,018 -13,237 -12,872 4,891 5,790 10,673: -3,086 -7,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.1 2.3 68.2 60.2 91.6 95.6: 8.4 4.4
Old : 100.0: 21.1 33.1 2.3 68.2 60.2 91.6 95.6: 8.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 69 25 28 154 126 235 167:
Old : 289: 69 25 28 154 126 235 167:
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 30.4 25.1 46.3 14.0 26.4 22.2 39.9
Old : 15.3 30.4 25.1 46.3 14.0 26.4 22.2 39.9
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 15, 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 : 3,731,637: 621,246 577,648 288,692 2,410,131 2,496,046 3,320,070 3,362,386: 411,568 369,252
Old : 3,731,637: 621,246 577,648 288,692 2,410,131 2,496,046 3,320,070 3,362,386: 411,568 369,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -103,350: -27,970 -23,586 -45,250 -39,890 -5,961 -113,110 -74,798: 9,760 -28,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.5 7.7 64.6 66.9 89.0 90.1: 11.0 9.9
Old : 100.0: 16.6 15.5 7.7 64.6 66.9 89.0 90.1: 11.0 9.9
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 : 390: 75 67 73 204 197 311 305:
Old : 390: 75 67 73 204 197 311 305:
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 : 14.6 23.2 22.9 33.0 9.9 14.4 17.1 23.9
Old : 14.6 23.2 22.9 33.0 9.9 14.4 17.1 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 925,176: 175,865 89,412 18,141 608,268 629,903 802,274 737,456: 122,902 187,720
Old : 925,176: 175,865 89,412 18,141 608,268 629,903 802,274 737,456: 122,902 187,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -48,347: 4,005 -40,104 -1,086 -55,526 -421 -52,607 -41,611: 4,260 -6,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.7 2.0 65.7 68.1 86.7 79.7: 13.3 20.3
Old : 100.0: 19.0 9.7 2.0 65.7 68.1 86.7 79.7: 13.3 20.3
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 : 108: 14 11 11 65 64 83 82:
Old : 108: 14 11 11 65 64 83 82:
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 : 26.1 24.2 41.8 33.5 25.6 24.1 39.4 31.8
Old : 26.1 24.2 41.8 33.5 25.6 24.1 39.4 31.8
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, September 15, 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 : 3,458,422: 487,185 730,467 190,759 2,427,132 2,252,323 3,105,076 3,173,550: 353,346 284,873
Old : 3,458,422: 487,185 730,467 190,759 2,427,132 2,252,323 3,105,076 3,173,550: 353,346 284,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 96,553: 56,696 117,584 10,308 16,299 -26,046 83,302 101,845: 13,251 -5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.1 5.5 70.2 65.1 89.8 91.8: 10.2 8.2
Old : 100.0: 14.1 21.1 5.5 70.2 65.1 89.8 91.8: 10.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 62 34 53 144 153 227 219:
Old : 290: 62 34 53 144 153 227 219:
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 : 26.2 18.9 35.8 35.1 22.8 18.8 30.0 33.2
Old : 26.2 18.9 35.8 35.1 22.8 18.8 30.0 33.2
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, September 15, 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 : 1,412,213: 500,174 300,922 202,527 679,743 877,214 1,382,444 1,380,663: 29,769 31,550
Old : 1,412,213: 500,174 300,922 202,527 679,743 877,214 1,382,444 1,380,663: 29,769 31,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -6,610: 8,504 18,285 -16,979 1,278 -7,027 -7,197 -5,721: 587 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 21.3 14.3 48.1 62.1 97.9 97.8: 2.1 2.2
Old : 100.0: 35.4 21.3 14.3 48.1 62.1 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 25 16 26 53 58 88 90:
Old : 106: 25 16 26 53 58 88 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 : 43.3 31.7 54.7 48.9 35.1 28.6 41.6 40.1
Old : 43.3 31.7 54.7 48.9 35.1 28.6 41.6 40.1
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 15, 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 : 44,357: 9,965 17,876 1,425 24,498 19,153 35,887 38,454: 8,469 5,903
Old : 44,357: 9,965 17,876 1,425 24,498 19,153 35,887 38,454: 8,469 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 7,364: 499 329 734 5,720 6,320 6,954 7,383: 411 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.3 3.2 55.2 43.2 80.9 86.7: 19.1 13.3
Old : 100.0: 22.5 40.3 3.2 55.2 43.2 80.9 86.7: 19.1 13.3
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 : 88: 26 14 14 32 31 63 55:
Old : 88: 26 14 14 32 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 : 32.4 44.6 42.7 57.2 23.5 41.7 31.6 50.0
Old : 32.4 44.6 42.7 57.2 23.5 41.7 31.6 50.0
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 15, 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 : 88,713: 19,929 35,751 2,850 48,996 38,306 71,775 76,907: 16,938 11,806
Old : 88,713: 19,929 35,751 2,850 48,996 38,306 71,775 76,907: 16,938 11,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 14,729: 998 657 1,469 11,441 12,640 13,907 14,765: 822 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.3 3.2 55.2 43.2 80.9 86.7: 19.1 13.3
Old : 100.0: 22.5 40.3 3.2 55.2 43.2 80.9 86.7: 19.1 13.3
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 : 88: 26 14 14 32 31 63 55:
Old : 88: 26 14 14 32 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 : 32.4 44.6 42.7 57.2 23.5 41.7 31.6 50.0
Old : 32.4 44.6 42.7 57.2 23.5 41.7 31.6 50.0
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 15, 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 : 42,928: 4,503 2,408 692 35,494 39,147 40,689 42,247: 2,239 681
Old : 42,928: 4,503 2,408 692 35,494 39,147 40,689 42,247: 2,239 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 12,266: 353 1,471 692 11,401 9,957 12,446 12,120: -180 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.6 1.6 82.7 91.2 94.8 98.4: 5.2 1.6
Old : 100.0: 10.5 5.6 1.6 82.7 91.2 94.8 98.4: 5.2 1.6
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 : 32: 4 4 1 21 13 26 17:
Old : 32: 4 4 1 21 13 26 17:
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 : 40.7 65.6 62.2 86.9 29.8 55.0 46.6 66.1
Old : 40.7 65.6 62.2 86.9 29.8 55.0 46.6 66.1
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, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 23,584: 15,806 20,834 1,598 5,914 1,073 23,318 23,505: 266 79
Old : 23,584: 15,806 20,834 1,598 5,914 1,073 23,318 23,505: 266 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,119: 238 131 1,157 650 792 2,045 2,080: 74 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 88.3 6.8 25.1 4.5 98.9 99.7: 1.1 0.3
Old : 100.0: 67.0 88.3 6.8 25.1 4.5 98.9 99.7: 1.1 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 : 33: 16 13 1 4 2 21 15:
Old : 33: 16 13 1 4 2 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 75.2 86.3 92.1 62.9 68.5 78.9 84.8
Old : 62.9 75.2 86.3 92.1 62.9 68.5 78.9 84.8
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 15, 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 : 102,290: 12,117 27,685 37,214 52,936 37,121 102,267 102,020: 23 270
Old : 102,290: 12,117 27,685 37,214 52,936 37,121 102,267 102,020: 23 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 7,343: -72 -8,366 3,348 4,070 12,372 7,346 7,354: -3 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 27.1 36.4 51.8 36.3 100.0 99.7: 0.0 0.3
Old : 100.0: 11.8 27.1 36.4 51.8 36.3 100.0 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 : 23: 6 5 1 3 10 10 15:
Old : 23: 6 5 1 3 10 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.3 92.9 99.0 97.9 57.4 56.6 63.6 61.5
Old : 91.3 92.9 99.0 97.9 57.4 56.6 63.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020