WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 582,882: 149,487 91,189 198,838 196,582 238,530 544,906 528,556: 37,975 54,325
Old : 443,229: 130,293 85,351 137,486 145,300 184,727 413,080 407,565: 30,149 35,665
Other: 139,653: 42,348 28,992 38,197 51,281 53,803 131,827 120,992: 7,826 18,661
: : :
: : Changes in Commitments from: October 20, 2020 :
: -10,013: 6,356 7,426 -23,030 3,992 6,596 -12,682 -9,008: 2,669 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 15.6 34.1 33.7 40.9 93.5 90.7: 6.5 9.3
Old : 100.0: 29.4 19.3 31.0 32.8 41.7 93.2 92.0: 6.8 8.0
Other: 100.0: 30.3 20.8 27.4 36.7 38.5 94.4 86.6: 5.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 142 118 129 102 137 318 318:
Old : 407: 131 123 119 93 131 295 305:
Other: 211: 55 45 41 56 87 131 157:
:----------------------------------------------------------------------------------------------------
: 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 11.9 20.5 18.9 8.7 6.7 15.0 11.3
Old : 11.4 10.4 19.9 18.1 9.8 7.0 16.6 12.2
Other: 21.9 24.7 33.0 34.6 13.1 15.4 22.6 20.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 23,072: 13,518 553 1,138 7,893 20,618 22,549 22,309: 523 763
Old : 20,724: 12,111 414 1,138 7,125 18,447 20,374 19,999: 350 725
Other: 2,348: 1,407 139 0 768 2,171 2,175 2,310: 173 38
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,170: -566 318 121 1,573 760 1,128 1,199: 42 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 2.4 4.9 34.2 89.4 97.7 96.7: 2.3 3.3
Old : 100.0: 58.4 2.0 5.5 34.4 89.0 98.3 96.5: 1.7 3.5
Other: 100.0: 59.9 5.9 0.0 32.7 92.5 92.6 98.4: 7.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 3 11 24 19 27:
Old : 31: 6 2 3 10 23 18 26:
Other: 12: 2 1 0 3 7 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 39.7 86.7 60.3 71.9 39.7 76.8 55.6
Old : 74.9 42.5 87.6 62.7 73.1 42.5 78.1 60.2
Other: 87.2 71.2 92.6 98.4 75.6 57.9 75.6 81.3
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 274,237: 76,010 37,142 69,880 107,965 145,636 253,856 252,658: 20,381 21,579
Old : 227,052: 78,400 40,470 44,708 86,655 126,641 209,764 211,820: 17,288 15,232
Other: 47,185: 12,715 11,777 10,067 21,310 18,995 44,092 40,838: 3,093 6,347
: : :
: : Changes in Commitments from: October 20, 2020 :
: -5,604: 1,819 -800 -5,437 -467 43 -4,084 -6,194: -1,519 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.5 25.5 39.4 53.1 92.6 92.1: 7.4 7.9
Old : 100.0: 34.5 17.8 19.7 38.2 55.8 92.4 93.3: 7.6 6.7
Other: 100.0: 26.9 25.0 21.3 45.2 40.3 93.4 86.5: 6.6 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 85 51 70 84 99 206 190:
Old : 261: 87 50 63 80 96 196 184:
Other: 148: 28 31 23 39 67 87 105:
:----------------------------------------------------------------------------------------------------
: 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 19.5 23.0 27.7 11.9 17.2 19.8 24.1
Old : 15.5 22.2 25.0 31.3 13.9 21.5 22.4 28.2
Other: 19.8 25.4 34.4 41.1 19.7 20.4 33.6 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 2,157,487: 510,699 86,726 561,943 892,016 1,261,569 1,964,658 1,910,238: 192,829 247,249
Old : 1,911,267: 477,205 119,088 468,474 798,966 1,108,668 1,744,645 1,696,231: 166,622 215,037
Other: 246,220: 87,397 21,541 39,566 93,050 152,901 220,012 214,007: 26,208 32,212
: : :
: : Changes in Commitments from: October 20, 2020 :
: 6,837: 51,492 -16,155 -30,658 -17,316 56,712 3,518 9,899: 3,318 -3,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.0 26.0 41.3 58.5 91.1 88.5: 8.9 11.5
Old : 100.0: 25.0 6.2 24.5 41.8 58.0 91.3 88.7: 8.7 11.3
Other: 100.0: 35.5 8.7 16.1 37.8 62.1 89.4 86.9: 10.6 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 887: 234 133 206 367 441 696 699:
Old : 883: 222 149 198 353 436 675 692:
Other: 472: 66 55 39 123 294 207 373:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 8.8 8.9 15.2 15.7 7.7 6.9 12.1 12.2
Old : 9.4 8.8 15.7 15.7 8.2 7.4 13.2 12.9
Other: 23.5 16.9 36.4 28.2 22.1 16.1 32.9 26.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 6,095: 2,437 76 269 1,343 4,809 4,049 5,155: 2,046 940
Old : 6,040: 2,437 55 269 1,332 4,804 4,038 5,129: 2,002 911
Other: 55: 0 21 0 11 5 11 26: 44 29
: : :
: : Changes in Commitments from: October 20, 2020 :
: 301: 191 -82 35 130 289 355 241: -54 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 1.3 4.4 22.0 78.9 66.4 84.6: 33.6 15.4
Old : 100.0: 40.3 0.9 4.5 22.1 79.5 66.9 84.9: 33.1 15.1
Other: 100.0: 0.0 38.2 0.0 20.0 9.1 20.0 47.3: 80.0 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 2 2 11 12 27 14:
Old : 30: 14 2 2 11 12 27 14:
Other: 3: 0 1 0 2 1 2 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 : 25.5 59.8 41.7 75.3 25.5 54.1 38.5 65.7
Old : 25.7 60.3 42.0 75.7 25.7 54.6 38.9 66.3
Other: 20.0 47.3 20.0 47.3 18.2 45.5 18.2 45.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,167,917: 302,947 42,264 295,781 497,031 748,034 1,095,758 1,086,079: 72,159 81,838
Old : 1,041,973: 267,200 52,280 256,435 456,914 661,821 980,549 970,537: 61,424 71,436
Other: 125,944: 48,821 3,057 26,271 40,117 86,213 115,209 115,542: 10,735 10,402
: : :
: : Changes in Commitments from: October 20, 2020 :
: -158,448: -110 -1,697 -69,079 -81,671 -81,405 -150,861 -152,181: -7,587 -6,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 3.6 25.3 42.6 64.0 93.8 93.0: 6.2 7.0
Old : 100.0: 25.6 5.0 24.6 43.9 63.5 94.1 93.1: 5.9 6.9
Other: 100.0: 38.8 2.4 20.9 31.9 68.5 91.5 91.7: 8.5 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 713: 236 128 210 250 291 571 563:
Old : 705: 231 132 199 240 289 552 551:
Other: 354: 68 51 46 84 195 175 275:
:----------------------------------------------------------------------------------------------------
: 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 15.6 18.0 25.9 8.0 13.9 12.4 21.7
Old : 10.0 15.8 18.0 25.7 8.9 13.9 13.9 21.3
Other: 22.6 26.3 36.5 41.3 19.9 26.0 30.9 38.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 532,679: 133,926 17,843 121,500 232,877 368,328 488,302 507,671: 44,376 25,008
Old : 496,532: 133,932 26,964 103,864 219,166 343,247 456,962 474,075: 39,570 22,457
Other: 36,147: 12,170 3,056 5,459 13,711 25,081 31,340 33,596: 4,806 2,551
: : :
: : Changes in Commitments from: October 20, 2020 :
: 5,711: 13,583 -1,317 -2,583 -7,774 10,599 3,227 6,699: 2,484 -988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.3 22.8 43.7 69.1 91.7 95.3: 8.3 4.7
Old : 100.0: 27.0 5.4 20.9 44.1 69.1 92.0 95.5: 8.0 4.5
Other: 100.0: 33.7 8.5 15.1 37.9 69.4 86.7 92.9: 13.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 134 41 86 99 91 263 195:
Old : 307: 132 45 84 98 91 261 193:
Other: 80: 19 17 19 33 21 65 44:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 32.9 18.8 44.1 8.9 29.4 14.3 36.9
Old : 11.7 32.5 19.0 43.6 9.5 29.0 15.0 36.6
Other: 41.4 48.4 55.0 67.7 38.4 46.3 50.0 61.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,377,508: 117,040 358,043 93,913 991,877 767,426 1,202,830 1,219,382: 174,678 158,125
Old : 1,377,508: 117,040 358,043 93,913 991,877 767,426 1,202,830 1,219,382: 174,678 158,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -18,551: 13,660 22,566 -36,159 5,809 4,422 -16,690 -9,171: -1,861 -9,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 26.0 6.8 72.0 55.7 87.3 88.5: 12.7 11.5
Old : 100.0: 8.5 26.0 6.8 72.0 55.7 87.3 88.5: 12.7 11.5
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 : 190: 31 28 39 105 104 155 152:
Old : 190: 31 28 39 105 104 155 152:
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 : 27.8 27.1 37.7 40.7 21.6 25.8 31.0 37.3
Old : 27.8 27.1 37.7 40.7 21.6 25.8 31.0 37.3
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, October 27, 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 : 1,001,448: 67,119 314,783 4,540 790,273 566,649 861,932 885,972: 139,515 115,475
Old : 1,001,448: 67,119 314,783 4,540 790,273 566,649 861,932 885,972: 139,515 115,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 18,023: 11,702 3,620 -91 8,658 16,745 20,269 20,274: -2,246 -2,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 31.4 0.5 78.9 56.6 86.1 88.5: 13.9 11.5
Old : 100.0: 6.7 31.4 0.5 78.9 56.6 86.1 88.5: 13.9 11.5
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 : 141: 14 18 14 82 82 102 108:
Old : 141: 14 18 14 82 82 102 108:
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 30.4 36.4 45.8 18.7 28.9 28.3 41.4
Old : 23.1 30.4 36.4 45.8 18.7 28.9 28.3 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 27, 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 : 532,715: 129,581 19,086 110,570 237,515 374,991 477,666 504,648: 55,049 28,068
Old : 503,091: 129,422 20,614 102,946 219,424 352,644 451,792 476,203: 51,298 26,887
Other: 29,625: 4,377 2,691 3,406 18,090 22,348 25,874 28,444: 3,751 1,180
: : :
: : Changes in Commitments from: October 20, 2020 :
: 9,977: 4,409 -2,118 4,132 2,158 9,516 10,699 11,531: -723 -1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.6 20.8 44.6 70.4 89.7 94.7: 10.3 5.3
Old : 100.0: 25.7 4.1 20.5 43.6 70.1 89.8 94.7: 10.2 5.3
Other: 100.0: 14.8 9.1 11.5 61.1 75.4 87.3 96.0: 12.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 121 36 78 107 105 256 197:
Old : 298: 121 37 78 106 103 255 195:
Other: 85: 19 14 12 40 23 68 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 31.7 21.1 43.5 8.9 29.1 13.9 37.4
Old : 15.2 31.3 21.5 43.2 9.0 30.1 14.0 37.9
Other: 34.3 47.0 51.5 71.8 25.9 43.3 38.2 59.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 9,804: 3,537 758 135 4,700 8,320 8,373 9,213: 1,431 591
Old : 9,770: 3,537 758 135 4,700 8,293 8,373 9,186: 1,397 584
Other: 34: 0 0 0 0 27 0 27: 34 7
: : :
: : Changes in Commitments from: October 20, 2020 :
: -755: 57 29 -382 -308 -340 -634 -693: -121 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 7.7 1.4 47.9 84.9 85.4 94.0: 14.6 6.0
Old : 100.0: 36.2 7.8 1.4 48.1 84.9 85.7 94.0: 14.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 79.4 0.0 79.4: 100.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 4 3 13 19 30 26:
Old : 46: 17 4 3 13 19 30 26:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 44.6 55.3 59.4 77.4 44.0 54.5 55.8 75.2
Old : 44.8 55.2 59.6 77.4 44.1 54.4 55.9 75.2
Other: 0.0 79.4 0.0 79.4 0.0 79.4 0.0 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,002,728: 414,493 653,594 32,713 1,391,751 1,218,419 1,838,958 1,904,727: 163,770 98,001
Old : 2,002,728: 414,493 653,594 32,713 1,391,751 1,218,419 1,838,958 1,904,727: 163,770 98,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 29,844: 7,560 5,627 13,105 6,195 12,608 26,860 31,341: 2,984 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 32.6 1.6 69.5 60.8 91.8 95.1: 8.2 4.9
Old : 100.0: 20.7 32.6 1.6 69.5 60.8 91.8 95.1: 8.2 4.9
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 : 281: 66 30 24 143 117 216 164:
Old : 281: 66 30 24 143 117 216 164:
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 : 15.2 33.4 24.9 49.1 13.5 30.2 22.0 43.7
Old : 15.2 33.4 24.9 49.1 13.5 30.2 22.0 43.7
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 27, 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 : 3,731,121: 538,904 473,123 305,217 2,500,615 2,533,570 3,344,735 3,311,909: 386,386 419,212
Old : 3,731,121: 538,904 473,123 305,217 2,500,615 2,533,570 3,344,735 3,311,909: 386,386 419,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -188,766: -36,746 -24,414 -58,741 -77,131 -145,387 -172,618 -228,542: -16,149 39,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.7 8.2 67.0 67.9 89.6 88.8: 10.4 11.2
Old : 100.0: 14.4 12.7 8.2 67.0 67.9 89.6 88.8: 10.4 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 : 391: 76 70 76 200 187 313 296:
Old : 391: 76 70 76 200 187 313 296:
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 : 13.9 22.2 21.8 31.2 9.6 14.3 16.0 22.7
Old : 13.9 22.2 21.8 31.2 9.6 14.3 16.0 22.7
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 27, 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 : 947,513: 215,184 41,695 16,214 586,605 702,360 818,003 760,269: 129,510 187,244
Old : 947,513: 215,184 41,695 16,214 586,605 702,360 818,003 760,269: 129,510 187,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 33,260: 15,504 -1,965 -2,416 18,190 28,835 31,278 24,454: 1,982 8,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.4 1.7 61.9 74.1 86.3 80.2: 13.7 19.8
Old : 100.0: 22.7 4.4 1.7 61.9 74.1 86.3 80.2: 13.7 19.8
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 : 118: 16 8 9 71 71 90 85:
Old : 118: 16 8 9 71 71 90 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 26.6 38.7 34.9 25.0 26.0 37.9 33.9
Old : 25.2 26.6 38.7 34.9 25.0 26.0 37.9 33.9
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 27, 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 : 3,198,575: 410,218 763,638 124,250 2,338,411 2,022,638 2,872,879 2,910,525: 325,697 288,050
Old : 3,198,575: 410,218 763,638 124,250 2,338,411 2,022,638 2,872,879 2,910,525: 325,697 288,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -36,871: 17,689 7,805 -11,803 -34,387 -32,601 -28,500 -36,599: -8,371 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.9 3.9 73.1 63.2 89.8 91.0: 10.2 9.0
Old : 100.0: 12.8 23.9 3.9 73.1 63.2 89.8 91.0: 10.2 9.0
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 : 286: 49 39 39 143 152 209 213:
Old : 286: 49 39 39 143 152 209 213:
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 : 27.0 19.0 36.7 33.3 22.7 18.4 29.1 30.9
Old : 27.0 19.0 36.7 33.3 22.7 18.4 29.1 30.9
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 27, 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 : 1,337,417: 467,056 242,529 185,757 659,287 879,990 1,312,100 1,308,276: 25,317 29,141
Old : 1,337,417: 467,056 242,529 185,757 659,287 879,990 1,312,100 1,308,276: 25,317 29,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -7,445: 8,365 2,116 -14,075 -3,159 2,728 -8,869 -9,231: 1,424 1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 18.1 13.9 49.3 65.8 98.1 97.8: 1.9 2.2
Old : 100.0: 34.9 18.1 13.9 49.3 65.8 98.1 97.8: 1.9 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 : 105: 23 15 27 59 61 92 93:
Old : 105: 23 15 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 37.4 51.1 54.1 33.0 33.5 40.7 43.9
Old : 38.1 37.4 51.1 54.1 33.0 33.5 40.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 48,785: 18,817 17,498 583 20,106 25,045 39,505 43,125: 9,280 5,660
Old : 48,785: 18,817 17,498 583 20,106 25,045 39,505 43,125: 9,280 5,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 1,091: -1,917 -37 281 1,592 527 -44 771: 1,134 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 35.9 1.2 41.2 51.3 81.0 88.4: 19.0 11.6
Old : 100.0: 38.6 35.9 1.2 41.2 51.3 81.0 88.4: 19.0 11.6
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 : 91: 28 16 10 31 27 62 50:
Old : 91: 28 16 10 31 27 62 50:
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 : 35.3 47.2 46.6 63.5 35.2 46.0 45.4 60.6
Old : 35.3 47.2 46.6 63.5 35.2 46.0 45.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 97,570: 37,634 34,995 1,165 40,211 50,089 79,010 86,249: 18,560 11,321
Old : 97,570: 37,634 34,995 1,165 40,211 50,089 79,010 86,249: 18,560 11,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 2,181: -3,833 -74 561 3,185 1,055 -88 1,542: 2,269 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 35.9 1.2 41.2 51.3 81.0 88.4: 19.0 11.6
Old : 100.0: 38.6 35.9 1.2 41.2 51.3 81.0 88.4: 19.0 11.6
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 : 91: 28 16 10 31 27 62 50:
Old : 91: 28 16 10 31 27 62 50:
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 : 35.3 47.2 46.6 63.5 35.2 46.0 45.4 60.6
Old : 35.3 47.2 46.6 63.5 35.2 46.0 45.4 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 34,740: 3,860 431 0 28,526 33,880 32,386 34,311: 2,354 429
Old : 34,740: 3,860 431 0 28,526 33,880 32,386 34,311: 2,354 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: -306: -21 0 0 -544 124 -565 124: 259 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 1.2 0.0 82.1 97.5 93.2 98.8: 6.8 1.2
Old : 100.0: 11.1 1.2 0.0 82.1 97.5 93.2 98.8: 6.8 1.2
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 : 28: 3 1 0 17 11 20 12:
Old : 28: 3 1 0 17 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 67.7 74.3 95.9 43.1 60.9 62.6 82.7
Old : 52.6 67.7 74.3 95.9 43.1 60.9 62.6 82.7
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 27, 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 : 20,550: 15,973 19,225 23 4,340 1,248 20,336 20,496: 214 54
Old : 20,550: 15,973 19,225 23 4,340 1,248 20,336 20,496: 214 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 9: 30 9 -1 -3 0 26 8: -17 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 93.6 0.1 21.1 6.1 99.0 99.7: 1.0 0.3
Old : 100.0: 77.7 93.6 0.1 21.1 6.1 99.0 99.7: 1.0 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 : 34: 20 10 1 3 2 23 13:
Old : 34: 20 10 1 3 2 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 74.0 90.0 91.8 67.8 74.0 88.4 91.8
Old : 67.8 74.0 90.0 91.8 67.8 74.0 88.4 91.8
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, October 27, 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 : 138,802: 14,279 8,357 73,899 50,614 56,385 138,792 138,641: 10 161
Old : 138,802: 14,279 8,357 73,899 50,614 56,385 138,792 138,641: 10 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2020 :
: 3,479: 201 -1,873 4,185 -900 1,166 3,486 3,478: -7 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.0 53.2 36.5 40.6 100.0 99.9: 0.0 0.1
Old : 100.0: 10.3 6.0 53.2 36.5 40.6 100.0 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: 8 4 1 3 10 12 14:
Old : 24: 8 4 1 3 10 12 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 : 92.9 96.1 98.9 98.8 42.1 42.9 46.4 45.5
Old : 92.9 96.1 98.9 98.8 42.1 42.9 46.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020