WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 592,895: 143,131 83,763 221,868 192,589 231,933 557,588 537,564: 35,306 55,331
Old : 461,887: 125,510 79,394 163,070 145,471 182,135 434,052 424,600: 27,835 37,287
Other: 131,008: 39,701 26,449 36,717 47,118 49,798 123,536 112,965: 7,471 18,043
: : :
: : Changes in Commitments from: October 13, 2020 :
: 56,386: 11,976 5,156 25,089 16,199 22,844 53,265 53,090: 3,122 3,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 14.1 37.4 32.5 39.1 94.0 90.7: 6.0 9.3
Old : 100.0: 27.2 17.2 35.3 31.5 39.4 94.0 91.9: 6.0 8.1
Other: 100.0: 30.3 20.2 28.0 36.0 38.0 94.3 86.2: 5.7 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 135 114 135 103 136 317 317:
Old : 401: 124 124 121 95 132 294 305:
Other: 204: 54 39 41 54 88 127 153:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.4 20.8 19.9 8.2 6.2 14.3 10.6
Old : 11.3 11.3 20.7 19.4 9.6 6.2 15.4 11.0
Other: 23.5 25.9 34.9 36.2 14.0 15.9 22.0 22.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 21,902: 14,084 235 1,017 6,320 19,858 21,421 21,110: 481 792
Old : 19,945: 12,857 246 1,006 5,754 18,037 19,617 19,289: 328 656
Other: 1,957: 1,238 0 0 566 1,821 1,804 1,821: 153 136
: : :
: : Changes in Commitments from: October 13, 2020 :
: 967: 980 -75 326 -309 702 997 953: -30 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 1.1 4.6 28.9 90.7 97.8 96.4: 2.2 3.6
Old : 100.0: 64.5 1.2 5.0 28.8 90.4 98.4 96.7: 1.6 3.3
Other: 100.0: 63.3 0.0 0.0 28.9 93.1 92.2 93.1: 7.8 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 2 10 25 17 28:
Old : 32: 6 2 2 9 24 16 27:
Other: 12: 3 0 0 3 7 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 75.8 39.3 88.1 57.2 73.7 39.3 79.6 55.1
Old : 76.9 41.4 88.5 61.0 74.6 41.4 80.7 59.2
Other: 86.5 75.2 92.2 93.1 76.3 64.4 76.9 77.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 279,840: 74,191 37,942 75,317 108,432 145,593 257,940 258,852: 21,900 20,989
Old : 235,343: 77,427 40,473 50,325 88,614 129,784 216,366 220,582: 18,977 14,762
Other: 44,497: 12,058 12,763 9,698 19,818 15,808 41,574 38,270: 2,923 6,227
: : :
: : Changes in Commitments from: October 13, 2020 :
: 14,610: 1,064 -4,071 7,834 4,999 11,250 13,897 15,012: 713 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 13.6 26.9 38.7 52.0 92.2 92.5: 7.8 7.5
Old : 100.0: 32.9 17.2 21.4 37.7 55.1 91.9 93.7: 8.1 6.3
Other: 100.0: 27.1 28.7 21.8 44.5 35.5 93.4 86.0: 6.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 74 57 70 82 102 197 194:
Old : 256: 81 51 63 78 99 187 188:
Other: 145: 24 30 21 38 69 80 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 19.0 23.3 27.4 11.6 16.4 19.4 23.3
Old : 15.2 21.2 25.1 30.8 13.4 20.1 21.5 26.9
Other: 19.5 25.2 33.9 40.6 19.5 19.1 33.8 29.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 2,150,651: 459,208 102,881 592,601 909,331 1,204,858 1,961,140 1,900,339: 189,511 250,311
Old : 1,910,832: 426,047 138,346 499,190 820,891 1,054,769 1,746,128 1,692,305: 164,703 218,526
Other: 239,819: 87,340 18,715 39,231 88,441 150,088 215,011 208,034: 24,807 31,785
: : :
: : Changes in Commitments from: October 13, 2020 :
: 146,249: 50,088 -14,688 38,831 48,691 121,937 137,610 146,080: 8,639 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.8 27.6 42.3 56.0 91.2 88.4: 8.8 11.6
Old : 100.0: 22.3 7.2 26.1 43.0 55.2 91.4 88.6: 8.6 11.4
Other: 100.0: 36.4 7.8 16.4 36.9 62.6 89.7 86.7: 10.3 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 867: 223 139 199 367 424 690 675:
Old : 863: 213 152 188 357 420 670 668:
Other: 449: 67 50 40 119 276 203 352:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 10.1 17.4 17.4 7.6 6.6 11.9 11.6
Old : 10.9 10.3 17.8 17.1 7.9 6.9 12.7 12.2
Other: 24.2 16.7 37.6 28.4 23.5 16.1 34.2 26.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 5,794: 2,246 159 235 1,213 4,520 3,694 4,913: 2,100 880
Old : 5,747: 2,246 138 235 1,212 4,520 3,693 4,892: 2,054 854
Other: 47: 0 21 0 1 0 1 21: 46 26
: : :
: : Changes in Commitments from: October 13, 2020 :
: 91: 99 142 1 -92 -103 8 41: 83 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 2.7 4.1 20.9 78.0 63.8 84.8: 36.2 15.2
Old : 100.0: 39.1 2.4 4.1 21.1 78.7 64.3 85.1: 35.7 14.9
Other: 100.0: 0.0 44.7 0.0 2.1 0.0 2.1 44.7: 97.9 55.3
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 3 2 8 9 23 12:
Old : 27: 13 3 2 8 9 23 12:
Other: 2: 0 1 0 1 0 1 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 : 25.3 65.2 40.8 79.6 23.3 57.9 36.6 68.5
Old : 25.5 65.8 41.2 79.8 23.5 58.4 36.9 69.1
Other: 2.1 44.7 2.1 44.7 2.1 44.7 2.1 44.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,326,365: 303,057 43,960 364,860 578,702 829,439 1,246,619 1,238,259: 79,746 88,105
Old : 1,206,352: 270,736 53,613 326,722 539,429 747,412 1,136,887 1,127,748: 69,465 78,604
Other: 120,012: 45,104 3,130 25,354 39,273 82,027 109,732 110,511: 10,281 9,501
: : :
: : Changes in Commitments from: October 13, 2020 :
: 8,562: -1,946 -6,298 -2,614 8,696 19,565 4,136 10,653: 4,426 -2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.3 27.5 43.6 62.5 94.0 93.4: 6.0 6.6
Old : 100.0: 22.4 4.4 27.1 44.7 62.0 94.2 93.5: 5.8 6.5
Other: 100.0: 37.6 2.6 21.1 32.7 68.3 91.4 92.1: 8.6 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 738: 241 137 226 263 308 600 590:
Old : 730: 236 139 217 250 305 579 579:
Other: 355: 63 52 44 87 198 175 274:
:----------------------------------------------------------------------------------------------------
: 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 14.8 18.0 24.7 7.1 12.0 11.0 18.7
Old : 10.1 14.6 17.9 24.5 7.8 11.8 12.0 18.0
Other: 21.8 25.9 36.2 40.2 19.2 25.2 30.2 37.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 30,260: 24,823 1,086 1,017 287 6,274 26,127 8,377: 4,133 21,883
Old : 27,888: 23,838 855 957 287 5,089 25,082 6,901: 2,806 20,987
Other: 2,372: 985 231 60 0 1,185 1,045 1,476: 1,327 896
: : :
: : Changes in Commitments from: October 13, 2020 :
: 1,174: 687 92 260 267 -1,099 1,214 -747: -40 1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 3.6 3.4 0.9 20.7 86.3 27.7: 13.7 72.3
Old : 100.0: 85.5 3.1 3.4 1.0 18.2 89.9 24.7: 10.1 75.3
Other: 100.0: 41.5 9.7 2.5 0.0 50.0 44.1 62.2: 55.9 37.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 5 4 2 12 8 20:
Old : 21: 5 4 4 2 12 8 19:
Other: 16: 2 3 1 0 11 2 15:
:----------------------------------------------------------------------------------------------------
: 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 : 84.6 14.0 86.3 20.7 81.3 13.0 82.8 18.7
Old : 88.1 12.0 89.9 18.2 84.7 10.9 86.4 16.2
Other: 44.1 57.9 44.1 61.0 41.5 56.6 41.5 58.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 526,968: 120,342 19,160 124,083 240,651 357,729 485,076 500,972: 41,892 25,996
Old : 493,537: 119,929 26,909 108,792 227,687 334,092 456,408 469,794: 37,129 23,743
Other: 33,431: 10,627 2,464 5,077 12,964 23,636 28,668 31,178: 4,763 2,253
: : :
: : Changes in Commitments from: October 13, 2020 :
: -2,692: 2,856 2,250 -6,946 2,565 389 -1,524 -4,306: -1,168 1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.6 23.5 45.7 67.9 92.1 95.1: 7.9 4.9
Old : 100.0: 24.3 5.5 22.0 46.1 67.7 92.5 95.2: 7.5 4.8
Other: 100.0: 31.8 7.4 15.2 38.8 70.7 85.8 93.3: 14.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 119 45 81 100 89 259 184:
Old : 295: 116 50 79 100 89 258 182:
Other: 74: 19 14 16 30 21 58 42:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 32.5 19.7 43.0 9.0 27.9 14.1 34.8
Old : 11.7 32.0 20.1 42.4 9.4 27.3 14.6 34.4
Other: 39.7 51.7 54.7 71.9 37.8 48.4 50.0 64.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,396,058: 103,380 335,476 130,073 986,067 763,005 1,219,520 1,228,554: 176,538 167,505
Old : 1,396,058: 103,380 335,476 130,073 986,067 763,005 1,219,520 1,228,554: 176,538 167,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 47,736: 150 8,626 26,037 17,383 418 43,570 35,081: 4,166 12,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 24.0 9.3 70.6 54.7 87.4 88.0: 12.6 12.0
Old : 100.0: 7.4 24.0 9.3 70.6 54.7 87.4 88.0: 12.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 32 29 43 104 103 159 152:
Old : 190: 32 29 43 104 103 159 152:
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 : 26.4 25.4 35.8 38.2 20.5 24.1 29.6 35.4
Old : 26.4 25.4 35.8 38.2 20.5 24.1 29.6 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 20, 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 : 983,424: 55,417 311,163 4,631 781,615 549,904 841,663 865,698: 141,761 117,726
Old : 983,424: 55,417 311,163 4,631 781,615 549,904 841,663 865,698: 141,761 117,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -6,976: -4,337 -10,841 841 -3,435 40 -6,931 -9,960: -45 2,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.6 0.5 79.5 55.9 85.6 88.0: 14.4 12.0
Old : 100.0: 5.6 31.6 0.5 79.5 55.9 85.6 88.0: 14.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 13 20 13 81 83 100 110:
Old : 143: 13 20 13 81 83 100 110:
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 : 23.8 30.7 37.4 45.4 18.9 29.1 29.3 41.4
Old : 23.8 30.7 37.4 45.4 18.9 29.1 29.3 41.4
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 20, 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 : 522,739: 125,172 21,204 106,438 235,356 365,475 466,967 493,117: 55,772 29,621
Old : 493,852: 124,184 21,683 99,576 217,769 344,174 441,530 465,432: 52,322 28,419
Other: 28,887: 4,844 3,377 3,006 17,587 21,302 25,437 27,685: 3,450 1,202
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,604: 7,413 2,549 -7,281 2,085 9,493 2,217 4,761: 2,387 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.1 20.4 45.0 69.9 89.3 94.3: 10.7 5.7
Old : 100.0: 25.1 4.4 20.2 44.1 69.7 89.4 94.2: 10.6 5.8
Other: 100.0: 16.8 11.7 10.4 60.9 73.7 88.1 95.8: 11.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 116 39 81 104 101 253 195:
Old : 291: 116 41 80 103 100 252 193:
Other: 82: 19 11 11 42 23 67 39:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 31.2 20.8 42.9 9.2 28.9 14.3 36.6
Old : 14.9 31.4 21.1 42.7 9.2 30.2 14.4 37.1
Other: 35.6 47.2 53.5 70.3 25.5 42.4 40.0 60.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 10,559: 3,481 729 518 5,008 8,659 9,006 9,906: 1,553 653
Old : 10,526: 3,481 729 518 5,008 8,633 9,006 9,880: 1,520 646
Other: 33: 0 0 0 0 26 0 26: 33 7
: : :
: : Changes in Commitments from: October 13, 2020 :
: 103: -94 -11 98 78 22 83 109: 20 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 6.9 4.9 47.4 82.0 85.3 93.8: 14.7 6.2
Old : 100.0: 33.1 6.9 4.9 47.6 82.0 85.6 93.9: 14.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 78.8 0.0 78.8: 100.0 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 5 4 14 19 33 27:
Old : 48: 17 5 4 14 19 33 27:
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 : 39.6 53.6 54.1 73.7 39.6 51.9 52.4 71.2
Old : 39.7 53.5 54.3 73.6 39.7 51.8 52.6 71.2
Other: 0.0 78.8 0.0 78.8 0.0 78.8 0.0 78.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,972,884: 406,933 647,967 19,608 1,385,556 1,205,811 1,812,097 1,873,386: 160,786 99,498
Old : 1,972,884: 406,933 647,967 19,608 1,385,556 1,205,811 1,812,097 1,873,386: 160,786 99,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -21,547: -17,343 -20,922 -4,087 4,152 -6,235 -17,278 -31,244: -4,270 9,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 32.8 1.0 70.2 61.1 91.9 95.0: 8.1 5.0
Old : 100.0: 20.6 32.8 1.0 70.2 61.1 91.9 95.0: 8.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 59 34 23 146 116 214 164:
Old : 281: 59 34 23 146 116 214 164:
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 : 15.6 33.2 25.3 48.5 13.7 29.6 22.6 43.0
Old : 15.6 33.2 25.3 48.5 13.7 29.6 22.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 3,919,887: 575,649 497,537 363,957 2,577,746 2,678,957 3,517,352 3,540,451: 402,535 379,436
Old : 3,919,887: 575,649 497,537 363,957 2,577,746 2,678,957 3,517,352 3,540,451: 402,535 379,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 142,813: -10,810 16,074 63,486 89,543 64,984 142,219 144,543: 595 -1,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.7 9.3 65.8 68.3 89.7 90.3: 10.3 9.7
Old : 100.0: 14.7 12.7 9.3 65.8 68.3 89.7 90.3: 10.3 9.7
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 : 399: 79 73 86 201 191 324 306:
Old : 399: 79 73 86 201 191 324 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 21.3 20.9 31.0 9.1 13.7 15.6 22.9
Old : 13.3 21.3 20.9 31.0 9.1 13.7 15.6 22.9
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, October 20, 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 : 914,253: 199,680 43,660 18,630 568,415 673,525 786,725 735,815: 127,528 178,438
Old : 914,253: 199,680 43,660 18,630 568,415 673,525 786,725 735,815: 127,528 178,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 11,918: 26,473 -1,043 -4,500 -11,218 28,481 10,755 22,938: 1,163 -11,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.8 2.0 62.2 73.7 86.1 80.5: 13.9 19.5
Old : 100.0: 21.8 4.8 2.0 62.2 73.7 86.1 80.5: 13.9 19.5
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 : 115: 15 9 9 70 69 89 83:
Old : 115: 15 9 9 70 69 89 83:
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 : 25.5 26.2 38.8 34.9 25.2 25.4 37.8 33.0
Old : 25.5 26.2 38.8 34.9 25.2 25.4 37.8 33.0
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 20, 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 : 3,235,446: 392,528 755,832 136,052 2,372,798 2,055,239 2,901,379 2,947,124: 334,067 288,322
Old : 3,235,446: 392,528 755,832 136,052 2,372,798 2,055,239 2,901,379 2,947,124: 334,067 288,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -15,465: 25,170 -14,609 -6,185 -39,400 2,323 -20,415 -18,471: 4,950 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 23.4 4.2 73.3 63.5 89.7 91.1: 10.3 8.9
Old : 100.0: 12.1 23.4 4.2 73.3 63.5 89.7 91.1: 10.3 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 55 32 44 145 153 214 215:
Old : 285: 55 32 44 145 153 214 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 19.0 37.3 34.0 24.0 18.7 30.5 31.7
Old : 27.7 19.0 37.3 34.0 24.0 18.7 30.5 31.7
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, October 20, 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 : 1,344,863: 458,691 240,412 199,833 662,446 877,262 1,320,970 1,317,507: 23,893 27,356
Old : 1,344,863: 458,691 240,412 199,833 662,446 877,262 1,320,970 1,317,507: 23,893 27,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 4,276: 5,611 9,172 -17,012 17,860 14,187 6,459 6,347: -2,183 -2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 17.9 14.9 49.3 65.2 98.2 98.0: 1.8 2.0
Old : 100.0: 34.1 17.9 14.9 49.3 65.2 98.2 98.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 22 16 27 59 61 92 93:
Old : 106: 22 16 27 59 61 92 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 : 38.1 36.2 51.8 52.1 32.6 31.8 40.6 41.5
Old : 38.1 36.2 51.8 52.1 32.6 31.8 40.6 41.5
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 20, 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 : 47,695: 20,734 17,535 302 18,513 24,517 39,549 42,354: 8,146 5,341
Old : 47,695: 20,734 17,535 302 18,513 24,517 39,549 42,354: 8,146 5,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 2,543: 3,596 697 -7 -1,441 3,005 2,149 3,695: 394 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.8 0.6 38.8 51.4 82.9 88.8: 17.1 11.2
Old : 100.0: 43.5 36.8 0.6 38.8 51.4 82.9 88.8: 17.1 11.2
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 : 92: 32 14 9 30 26 63 48:
Old : 92: 32 14 9 30 26 63 48:
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 : 35.5 47.7 47.8 63.2 35.4 46.5 47.0 60.9
Old : 35.5 47.7 47.8 63.2 35.4 46.5 47.0 60.9
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 20, 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 : 95,389: 41,468 35,069 604 37,026 49,034 79,098 84,707: 16,292 10,682
Old : 95,389: 41,468 35,069 604 37,026 49,034 79,098 84,707: 16,292 10,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 5,085: 7,193 1,394 -14 -2,881 6,010 4,298 7,390: 788 -2,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 36.8 0.6 38.8 51.4 82.9 88.8: 17.1 11.2
Old : 100.0: 43.5 36.8 0.6 38.8 51.4 82.9 88.8: 17.1 11.2
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 : 92: 32 14 9 30 26 63 48:
Old : 92: 32 14 9 30 26 63 48:
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 : 35.5 47.7 47.8 63.2 35.4 46.5 47.0 60.9
Old : 35.5 47.7 47.8 63.2 35.4 46.5 47.0 60.9
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 20, 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 : 35,046: 3,881 431 0 29,070 33,756 32,951 34,187: 2,095 859
Old : 35,046: 3,881 431 0 29,070 33,756 32,951 34,187: 2,095 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 128: 757 0 0 -710 39 47 39: 81 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 0.0 82.9 96.3 94.0 97.5: 6.0 2.5
Old : 100.0: 11.1 1.2 0.0 82.9 96.3 94.0 97.5: 6.0 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 : 27: 3 1 0 17 10 20 11:
Old : 27: 3 1 0 17 10 20 11:
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 : 52.5 67.1 75.1 95.3 43.9 60.5 63.6 82.3
Old : 52.5 67.1 75.1 95.3 43.9 60.5 63.6 82.3
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 20, 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 : 20,541: 15,943 19,216 24 4,343 1,248 20,310 20,488: 231 53
Old : 20,541: 15,943 19,216 24 4,343 1,248 20,310 20,488: 231 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: -29: 68 -50 0 -95 0 -27 -50: -2 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 93.5 0.1 21.1 6.1 98.9 99.7: 1.1 0.3
Old : 100.0: 77.6 93.5 0.1 21.1 6.1 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 : 34: 19 11 2 3 2 23 14:
Old : 34: 19 11 2 3 2 23 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 : 67.8 73.8 90.0 91.5 67.8 73.8 88.4 91.5
Old : 67.8 73.8 90.0 91.5 67.8 73.8 88.4 91.5
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 20, 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 : 135,323: 14,078 10,230 69,714 51,514 55,219 135,306 135,163: 17 160
Old : 135,323: 14,078 10,230 69,714 51,514 55,219 135,306 135,163: 17 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2020 :
: 3,447: -81 2,903 3,220 308 -2,666 3,447 3,457: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.6 51.5 38.1 40.8 100.0 99.9: 0.0 0.1
Old : 100.0: 10.4 7.6 51.5 38.1 40.8 100.0 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 : 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 : 92.8 95.8 99.2 98.6 43.8 44.3 48.5 47.1
Old : 92.8 95.8 99.2 98.6 43.8 44.3 48.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2020