WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 520,547: 127,693 81,261 185,910 173,667 201,957 487,271 469,128: 33,276 51,419
Old : 411,664: 114,876 81,048 132,389 138,015 161,265 385,281 374,702: 26,383 36,963
Other: 108,883: 31,272 18,667 35,066 35,652 40,693 101,990 94,426: 6,893 14,457
: : :
: : Changes in Commitments from: September 29, 2020 :
: 56,031: 13,743 -8,897 33,033 4,738 26,179 51,514 50,316: 4,517 5,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 15.6 35.7 33.4 38.8 93.6 90.1: 6.4 9.9
Old : 100.0: 27.9 19.7 32.2 33.5 39.2 93.6 91.0: 6.4 9.0
Other: 100.0: 28.7 17.1 32.2 32.7 37.4 93.7 86.7: 6.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 131 104 124 94 134 292 301:
Old : 385: 126 107 115 92 133 281 293:
Other: 183: 46 31 31 48 83 109 135:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 11.9 22.8 18.7 9.3 5.5 16.2 9.9
Old : 12.7 9.7 22.6 16.7 11.1 6.2 18.4 11.3
Other: 25.5 29.6 37.6 40.2 14.2 17.4 24.0 24.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 21,300: 14,235 191 650 5,818 19,286 20,703 20,127: 597 1,173
Old : 20,668: 14,108 231 610 5,513 18,796 20,231 19,637: 437 1,031
Other: 632: 167 0 0 305 490 472 490: 160 142
: : :
: : Changes in Commitments from: September 29, 2020 :
: -4,177: -794 31 -188 -3,240 -4,325 -4,222 -4,482: 45 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 0.9 3.1 27.3 90.5 97.2 94.5: 2.8 5.5
Old : 100.0: 68.3 1.1 3.0 26.7 90.9 97.9 95.0: 2.1 5.0
Other: 100.0: 26.4 0.0 0.0 48.3 77.5 74.7 77.5: 25.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 3 9 23 17 26:
Old : 32: 6 2 2 9 23 16 26:
Other: 7: 2 0 0 1 4 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 82.9 38.1 91.1 58.1 82.4 36.8 87.7 56.6
Old : 83.4 38.9 91.8 58.4 82.8 37.4 88.3 56.9
Other: 74.7 77.5 74.7 77.5 74.7 77.5 74.7 77.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 263,344: 73,257 42,764 66,867 101,791 132,574 241,915 242,205: 21,429 21,138
Old : 231,841: 74,979 44,166 50,326 88,095 121,557 213,401 216,049: 18,440 15,792
Other: 31,503: 9,226 9,547 5,593 13,696 11,017 28,515 26,156: 2,988 5,346
: : :
: : Changes in Commitments from: September 29, 2020 :
: 24,336: 4,368 -8,627 14,499 3,935 18,790 22,802 24,663: 1,534 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 16.2 25.4 38.7 50.3 91.9 92.0: 8.1 8.0
Old : 100.0: 32.3 19.0 21.7 38.0 52.4 92.0 93.2: 8.0 6.8
Other: 100.0: 29.3 30.3 17.8 43.5 35.0 90.5 83.0: 9.5 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 82 53 65 84 95 201 184:
Old : 259: 85 52 62 81 93 195 181:
Other: 129: 23 23 21 32 61 69 94:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 19.7 24.2 29.3 12.5 16.1 20.9 24.4
Old : 16.3 21.8 26.4 32.1 13.9 19.3 22.9 27.9
Other: 24.7 27.9 41.1 44.0 24.7 24.3 40.8 36.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,974,057: 385,104 132,200 555,912 850,569 1,038,851 1,791,585 1,726,963: 182,472 247,094
Old : 1,745,299: 370,323 177,294 450,145 766,657 899,222 1,587,125 1,526,661: 158,174 218,638
Other: 228,758: 82,331 22,455 38,217 83,912 139,629 204,460 200,302: 24,298 28,456
: : :
: : Changes in Commitments from: September 29, 2020 :
: 94,215: 25,816 -17,900 41,953 11,842 70,263 79,612 94,317: 14,603 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.7 28.2 43.1 52.6 90.8 87.5: 9.2 12.5
Old : 100.0: 21.2 10.2 25.8 43.9 51.5 90.9 87.5: 9.1 12.5
Other: 100.0: 36.0 9.8 16.7 36.7 61.0 89.4 87.6: 10.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 830: 203 147 190 351 399 657 644:
Old : 829: 194 162 183 341 396 641 640:
Other: 410: 56 51 37 105 254 178 327:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 9.5 17.4 16.6 7.7 6.1 12.3 11.1
Old : 10.8 9.5 17.8 16.4 8.0 6.4 13.4 11.8
Other: 25.1 18.7 36.6 31.8 23.4 18.0 34.2 28.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 5,683: 1,998 22 238 1,340 4,550 3,576 4,811: 2,107 872
Old : 5,672: 1,998 22 238 1,339 4,550 3,575 4,811: 2,097 861
Other: 11: 0 0 0 1 0 1 0: 10 11
: : :
: : Changes in Commitments from: September 29, 2020 :
: -10: 157 18 -52 -265 -118 -161 -152: 151 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 0.4 4.2 23.6 80.1 62.9 84.7: 37.1 15.3
Old : 100.0: 35.2 0.4 4.2 23.6 80.2 63.0 84.8: 37.0 15.2
Other: 100.0: 0.0 0.0 0.0 9.1 0.0 9.1 0.0: 90.9 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 14 1 3 8 9 23 12:
Old : 27: 14 1 3 8 9 23 12:
Other: 1: 0 0 0 1 0 1 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 : 22.6 66.3 37.9 80.1 22.1 60.6 35.3 70.2
Old : 22.6 66.5 38.0 80.2 22.1 60.7 35.3 70.4
Other: 9.1 0.0 9.1 0.0 9.1 0.0 9.1 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,273,728: 313,210 42,275 350,232 529,593 788,524 1,193,035 1,181,032: 80,693 92,697
Old : 1,169,280: 288,096 50,170 316,053 493,987 719,316 1,098,135 1,085,538: 71,145 83,742
Other: 104,448: 35,412 2,404 23,881 35,607 69,209 94,900 95,494: 9,548 8,955
: : :
: : Changes in Commitments from: September 29, 2020 :
: 83,303: 15,755 -3,653 28,259 29,784 64,328 73,799 88,934: 9,504 -5,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 3.3 27.5 41.6 61.9 93.7 92.7: 6.3 7.3
Old : 100.0: 24.6 4.3 27.0 42.2 61.5 93.9 92.8: 6.1 7.2
Other: 100.0: 33.9 2.3 22.9 34.1 66.3 90.9 91.4: 9.1 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 249 124 210 228 283 566 547:
Old : 699: 239 130 204 220 282 553 538:
Other: 315: 62 37 36 73 181 152 241:
:----------------------------------------------------------------------------------------------------
: 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 15.2 17.7 25.0 7.0 12.5 11.2 19.5
Old : 10.2 15.0 17.5 24.9 7.4 12.6 11.9 19.1
Other: 22.5 23.5 37.6 37.6 18.7 22.4 28.5 33.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 26,967: 23,102 1,765 226 22 7,357 23,350 9,348: 3,617 17,619
Old : 24,899: 22,201 1,567 172 22 6,345 22,395 8,084: 2,504 16,815
Other: 2,068: 901 198 54 0 1,012 955 1,264: 1,113 804
: : :
: : Changes in Commitments from: September 29, 2020 :
: 2,179: 1,207 267 84 4 677 1,295 1,028: 884 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 6.5 0.8 0.1 27.3 86.6 34.7: 13.4 65.3
Old : 100.0: 89.2 6.3 0.7 0.1 25.5 89.9 32.5: 10.1 67.5
Other: 100.0: 43.6 9.6 2.6 0.0 48.9 46.2 61.1: 53.8 38.9
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 8 3 5 16 11 26:
Old : 28: 5 7 3 5 16 11 25:
Other: 18: 2 4 1 0 12 2 17:
:----------------------------------------------------------------------------------------------------
: 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 : 85.8 15.8 86.6 21.2 85.0 15.8 85.7 21.2
Old : 89.1 13.5 89.9 19.2 88.4 13.5 89.2 19.2
Other: 46.2 57.8 46.2 59.9 43.6 55.9 43.6 57.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 525,540: 121,610 19,998 128,420 237,496 352,305 487,526 500,724: 38,015 24,817
Old : 493,939: 122,283 27,150 113,150 224,257 330,636 459,690 470,935: 34,248 23,003
Other: 31,602: 9,561 3,083 5,035 13,238 21,670 27,835 29,789: 3,766 1,813
: : :
: : Changes in Commitments from: September 29, 2020 :
: 8,049: -13,143 1,494 10,482 13,634 -2,647 10,973 9,329: -2,923 -1,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.8 24.4 45.2 67.0 92.8 95.3: 7.2 4.7
Old : 100.0: 24.8 5.5 22.9 45.4 66.9 93.1 95.3: 6.9 4.7
Other: 100.0: 30.3 9.8 15.9 41.9 68.6 88.1 94.3: 11.9 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 115 46 99 97 93 261 205:
Old : 303: 113 53 96 96 93 259 203:
Other: 70: 19 11 16 31 17 58 37:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 29.9 20.4 41.1 9.0 25.3 14.0 32.3
Old : 12.5 29.3 20.8 40.5 9.3 24.7 14.4 31.7
Other: 38.7 52.5 54.6 73.5 36.8 47.8 49.9 64.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,349,248: 98,238 332,386 105,428 976,489 739,554 1,180,155 1,177,369: 169,093 171,879
Old : 1,349,248: 98,238 332,386 105,428 976,489 739,554 1,180,155 1,177,369: 169,093 171,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 59,977: -8,764 15,067 30,377 50,879 -11,847 72,492 33,596: -12,515 26,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 24.6 7.8 72.4 54.8 87.5 87.3: 12.5 12.7
Old : 100.0: 7.3 24.6 7.8 72.4 54.8 87.5 87.3: 12.5 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 : 184: 31 29 40 96 100 150 146:
Old : 184: 31 29 40 96 100 150 146:
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 24.9 37.2 38.2 21.2 23.8 30.5 35.4
Old : 27.3 24.9 37.2 38.2 21.2 23.8 30.5 35.4
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, October 06, 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 : 979,708: 55,332 321,673 3,645 777,016 531,303 835,993 856,621: 143,715 123,087
Old : 979,708: 55,332 321,673 3,645 777,016 531,303 835,993 856,621: 143,715 123,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -12,409: 3,132 -19,698 1,064 -4,041 84 155 -18,550: -12,564 6,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 32.8 0.4 79.3 54.2 85.3 87.4: 14.7 12.6
Old : 100.0: 5.6 32.8 0.4 79.3 54.2 85.3 87.4: 14.7 12.6
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 : 136: 13 18 11 78 80 95 105:
Old : 136: 13 18 11 78 80 95 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 31.1 37.7 44.7 18.6 29.7 29.7 40.6
Old : 24.0 31.1 37.7 44.7 18.6 29.7 29.7 40.6
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, October 06, 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 : 526,287: 121,640 15,214 121,720 228,336 359,592 471,697 496,525: 54,591 29,762
Old : 498,480: 121,409 14,801 114,297 211,027 340,581 446,733 469,679: 51,747 28,801
Other: 27,807: 4,516 4,698 3,138 17,310 19,011 24,964 26,846: 2,843 961
: : :
: : Changes in Commitments from: September 29, 2020 :
: 27,253: 9,306 -2,301 8,530 6,273 20,724 24,109 26,953: 3,144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 2.9 23.1 43.4 68.3 89.6 94.3: 10.4 5.7
Old : 100.0: 24.4 3.0 22.9 42.3 68.3 89.6 94.2: 10.4 5.8
Other: 100.0: 16.2 16.9 11.3 62.2 68.4 89.8 96.5: 10.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 116 32 78 101 103 246 191:
Old : 285: 120 31 78 101 103 246 191:
Other: 73: 18 11 12 34 20 60 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 29.2 19.3 39.9 8.6 27.0 13.4 35.2
Old : 12.7 28.6 19.2 39.3 8.5 27.3 13.1 35.4
Other: 40.3 47.0 59.0 74.0 32.4 44.9 47.3 65.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 10,535: 3,601 678 359 4,497 8,857 8,457 9,894: 2,078 641
Old : 10,520: 3,601 678 359 4,497 8,849 8,457 9,886: 2,063 634
Other: 15: 0 0 0 0 8 0 8: 15 7
: : :
: : Changes in Commitments from: September 29, 2020 :
: 369: 48 61 96 -131 292 13 448: 356 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 6.4 3.4 42.7 84.1 80.3 93.9: 19.7 6.1
Old : 100.0: 34.2 6.4 3.4 42.7 84.1 80.4 94.0: 19.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 53.3 0.0 53.3: 100.0 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 19 3 3 16 18 36 24:
Old : 48: 19 3 3 16 18 36 24:
Other: 2: 0 0 0 0 2 0 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 59.8 51.2 80.0 39.2 58.1 50.3 78.4
Old : 39.2 59.8 51.3 80.1 39.2 58.1 50.4 78.4
Other: 0.0 53.3 0.0 53.3 0.0 53.3 0.0 53.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 1,994,176: 458,279 697,886 22,128 1,343,873 1,178,154 1,824,280 1,898,168: 169,896 96,008
Old : 1,994,176: 458,279 697,886 22,128 1,343,873 1,178,154 1,824,280 1,898,168: 169,896 96,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -25,588: 4,747 37,818 -18,826 -18,339 -52,048 -32,418 -33,056: 6,830 7,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 35.0 1.1 67.4 59.1 91.5 95.2: 8.5 4.8
Old : 100.0: 23.0 35.0 1.1 67.4 59.1 91.5 95.2: 8.5 4.8
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 : 291: 67 30 24 150 122 225 168:
Old : 291: 67 30 24 150 122 225 168:
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 32.0 24.4 48.5 13.4 29.1 21.5 43.1
Old : 15.3 32.0 24.4 48.5 13.4 29.1 21.5 43.1
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, October 06, 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 : 3,802,758: 642,605 537,503 287,457 2,460,605 2,587,447 3,390,667 3,412,408: 412,091 390,350
Old : 3,802,758: 642,605 537,503 287,457 2,460,605 2,587,447 3,390,667 3,412,408: 412,091 390,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 56,701: -30,599 18,154 42,239 50,403 -33,920 62,043 26,473: -5,342 30,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.1 7.6 64.7 68.0 89.2 89.7: 10.8 10.3
Old : 100.0: 16.9 14.1 7.6 64.7 68.0 89.2 89.7: 10.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 79 71 80 198 186 320 294:
Old : 386: 79 71 80 198 186 320 294:
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 : 14.4 22.1 22.4 31.1 10.0 13.9 17.2 22.4
Old : 14.4 22.1 22.4 31.1 10.0 13.9 17.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 898,902: 167,036 46,628 18,044 588,112 644,789 773,192 709,461: 125,710 189,441
Old : 898,902: 167,036 46,628 18,044 588,112 644,789 773,192 709,461: 125,710 189,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -1,807: -1,216 3,278 75 -1,113 -2,682 -2,254 671: 447 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.2 2.0 65.4 71.7 86.0 78.9: 14.0 21.1
Old : 100.0: 18.6 5.2 2.0 65.4 71.7 86.0 78.9: 14.0 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 : 110: 12 11 10 70 64 87 80:
Old : 110: 12 11 10 70 64 87 80:
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 : 27.2 24.7 40.6 33.2 26.9 24.0 39.1 31.8
Old : 27.2 24.7 40.6 33.2 26.9 24.0 39.1 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, October 06, 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 : 3,297,259: 386,533 809,245 146,332 2,440,159 2,055,026 2,973,023 3,010,603: 324,235 286,656
Old : 3,297,259: 386,533 809,245 146,332 2,440,159 2,055,026 2,973,023 3,010,603: 324,235 286,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -139,367: -109,175 49,908 -10,435 -7,727 -164,707 -127,337 -125,234: -12,030 -14,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.5 4.4 74.0 62.3 90.2 91.3: 9.8 8.7
Old : 100.0: 11.7 24.5 4.4 74.0 62.3 90.2 91.3: 9.8 8.7
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 : 292: 53 40 48 148 152 220 221:
Old : 292: 53 40 48 148 152 220 221:
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 19.5 36.9 35.9 23.7 19.3 30.5 33.0
Old : 27.4 19.5 36.9 35.9 23.7 19.3 30.5 33.0
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, October 06, 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 : 1,331,637: 433,699 278,330 222,736 650,770 800,600 1,307,205 1,301,666: 24,432 29,971
Old : 1,331,637: 433,699 278,330 222,736 650,770 800,600 1,307,205 1,301,666: 24,432 29,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: -167,714: -72,363 -30,299 -2,425 -86,736 -132,343 -161,525 -165,067: -6,189 -2,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 20.9 16.7 48.9 60.1 98.2 97.7: 1.8 2.3
Old : 100.0: 32.6 20.9 16.7 48.9 60.1 98.2 97.7: 1.8 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 : 105: 21 20 28 56 59 91 93:
Old : 105: 21 20 28 56 59 91 93:
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 : 38.5 33.7 52.4 49.2 32.9 29.6 40.9 40.1
Old : 38.5 33.7 52.4 49.2 32.9 29.6 40.9 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, October 06, 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 : 43,041: 16,704 17,359 501 18,528 19,556 35,733 37,416: 7,308 5,625
Old : 43,041: 16,704 17,359 501 18,528 19,556 35,733 37,416: 7,308 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 5,851: 4,882 -11 -137 1,386 5,931 6,131 5,782: -280 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 40.3 1.2 43.0 45.4 83.0 86.9: 17.0 13.1
Old : 100.0: 38.8 40.3 1.2 43.0 45.4 83.0 86.9: 17.0 13.1
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 : 93: 28 20 11 31 26 64 52:
Old : 93: 28 20 11 31 26 64 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 49.0 45.7 61.5 34.9 47.4 45.3 59.3
Old : 35.0 49.0 45.7 61.5 34.9 47.4 45.3 59.3
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, October 06, 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 : 86,082: 33,409 34,717 1,003 37,055 39,112 71,467 74,832: 14,615 11,250
Old : 86,082: 33,409 34,717 1,003 37,055 39,112 71,467 74,832: 14,615 11,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 11,702: 9,764 -22 -274 2,772 11,861 12,262 11,565: -560 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 40.3 1.2 43.0 45.4 83.0 86.9: 17.0 13.1
Old : 100.0: 38.8 40.3 1.2 43.0 45.4 83.0 86.9: 17.0 13.1
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 : 93: 28 20 11 31 26 64 52:
Old : 93: 28 20 11 31 26 64 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 49.0 45.7 61.5 34.9 47.4 45.3 59.3
Old : 35.0 49.0 45.7 61.5 34.9 47.4 45.3 59.3
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, October 06, 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 : 35,887: 4,531 1,936 0 29,282 32,913 33,813 34,849: 2,074 1,038
Old : 35,887: 4,531 1,936 0 29,282 32,913 33,813 34,849: 2,074 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 338: 691 -342 0 -321 282 370 -60: -32 398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.4 0.0 81.6 91.7 94.2 97.1: 5.8 2.9
Old : 100.0: 12.6 5.4 0.0 81.6 91.7 94.2 97.1: 5.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 0 16 10 19 13:
Old : 28: 3 3 0 16 10 19 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 : 50.7 64.7 74.3 90.7 42.3 58.6 64.2 79.4
Old : 50.7 64.7 74.3 90.7 42.3 58.6 64.2 79.4
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, October 06, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 20,586: 15,791 19,113 164 4,416 1,276 20,371 20,553: 215 33
Old : 20,586: 15,791 19,113 164 4,416 1,276 20,371 20,553: 215 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 154: -481 887 102 538 -857 159 132: -5 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 92.8 0.8 21.5 6.2 99.0 99.8: 1.0 0.2
Old : 100.0: 76.7 92.8 0.8 21.5 6.2 99.0 99.8: 1.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 18 12 2 3 2 22 15:
Old : 34: 18 12 2 3 2 22 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 : 67.8 73.8 89.7 91.4 67.8 73.8 88.0 91.4
Old : 67.8 73.8 89.7 91.4 67.8 73.8 88.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 131,243: 13,305 9,851 63,810 54,111 57,421 131,226 131,082: 17 161
Old : 131,243: 13,305 9,851 63,810 54,111 57,421 131,226 131,082: 17 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2020 :
: 8,893: 838 -1,866 7,235 830 3,631 8,903 9,000: -10 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.5 48.6 41.2 43.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.1 7.5 48.6 41.2 43.8 100.0 99.9: 0.0 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 : 24: 7 5 1 3 10 11 15:
Old : 24: 7 5 1 3 10 11 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 : 92.6 95.2 99.2 98.6 46.6 46.6 51.3 50.0
Old : 92.6 95.2 99.2 98.6 46.6 46.6 51.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 09, 2020