WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 561,714: 121,381 98,808 203,810 198,783 208,155 523,974 510,773: 37,740 50,941
Old : 389,650: 93,161 82,224 133,300 134,619 143,206 361,080 358,730: 28,570 30,920
Other: 172,064: 48,817 37,182 49,913 64,164 64,948 162,894 152,043: 9,170 20,021
: : :
: : Changes in Commitments from: November 10, 2020 :
: -15,398: -15,683 3,415 2,236 -2,047 -19,100 -15,494 -13,449: 96 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.6 36.3 35.4 37.1 93.3 90.9: 6.7 9.1
Old : 100.0: 23.9 21.1 34.2 34.5 36.8 92.7 92.1: 7.3 7.9
Other: 100.0: 28.4 21.6 29.0 37.3 37.7 94.7 88.4: 5.3 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 119 128 143 101 134 313 324:
Old : 390: 109 133 127 94 129 284 310:
Other: 230: 63 51 47 60 93 148 171:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 11.4 22.4 18.3 10.3 5.6 16.1 9.4
Old : 12.3 9.3 21.3 15.9 10.6 6.1 17.8 10.9
Other: 21.5 23.4 32.9 34.6 14.2 13.7 22.0 20.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 23,263: 11,553 420 0 10,715 22,046 22,268 22,466: 995 797
Old : 20,076: 9,632 420 0 9,847 19,075 19,479 19,495: 597 581
Other: 3,187: 1,921 0 0 868 2,971 2,789 2,971: 398 216
: : :
: : Changes in Commitments from: November 10, 2020 :
: 317: -1,465 0 -458 1,800 600 -123 142: 440 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 1.8 0.0 46.1 94.8 95.7 96.6: 4.3 3.4
Old : 100.0: 48.0 2.1 0.0 49.0 95.0 97.0 97.1: 3.0 2.9
Other: 100.0: 60.3 0.0 0.0 27.2 93.2 87.5 93.2: 12.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 0 11 23 16 24:
Old : 29: 5 1 0 10 22 15 23:
Other: 12: 2 0 0 3 8 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 : 72.2 38.5 88.2 61.4 69.9 35.7 78.6 55.8
Old : 73.5 39.8 90.0 65.4 70.8 37.1 80.7 58.9
Other: 83.2 58.7 87.5 93.2 75.0 52.1 75.0 80.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 261,286: 75,445 28,519 65,556 99,157 146,020 240,159 240,094: 21,127 21,192
Old : 207,341: 74,651 30,512 41,359 74,331 121,648 190,340 193,519: 17,000 13,822
Other: 53,945: 14,457 11,668 10,535 24,826 24,371 49,818 46,575: 4,127 7,370
: : :
: : Changes in Commitments from: November 10, 2020 :
: -5,543: -1,720 -3,292 -139 -2,688 -2,028 -4,547 -5,459: -997 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.9 25.1 37.9 55.9 91.9 91.9: 8.1 8.1
Old : 100.0: 36.0 14.7 19.9 35.8 58.7 91.8 93.3: 8.2 6.7
Other: 100.0: 26.8 21.6 19.5 46.0 45.2 92.3 86.3: 7.7 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 76 53 68 87 105 204 193:
Old : 258: 77 50 57 82 100 191 181:
Other: 159: 29 35 27 44 71 94 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 18.9 23.8 27.9 12.4 17.5 20.6 24.9
Old : 15.6 20.6 26.0 30.6 13.8 20.3 22.6 27.8
Other: 18.9 23.2 31.5 40.1 18.6 21.0 29.7 32.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 2,343,213: 513,988 104,943 606,279 1,016,879 1,399,598 2,137,146 2,110,820: 206,067 232,393
Old : 2,047,645: 466,919 135,359 505,242 901,882 1,210,567 1,874,043 1,851,168: 173,602 196,477
Other: 295,568: 94,829 17,344 53,277 114,997 189,031 263,103 259,652: 32,465 35,916
: : :
: : Changes in Commitments from: November 10, 2020 :
: 18,194: -2,286 4,657 2,489 18,066 23,245 18,269 30,391: -75 -12,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.5 25.9 43.4 59.7 91.2 90.1: 8.8 9.9
Old : 100.0: 22.8 6.6 24.7 44.0 59.1 91.5 90.4: 8.5 9.6
Other: 100.0: 32.1 5.9 18.0 38.9 64.0 89.0 87.8: 11.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 923: 238 139 210 413 459 750 725:
Old : 911: 233 146 204 394 451 724 714:
Other: 530: 77 72 55 135 318 239 421:
:----------------------------------------------------------------------------------------------------
: 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 11.1 18.1 18.3 7.9 6.7 12.5 11.9
Old : 11.4 10.8 18.9 18.3 8.5 7.5 13.8 12.0
Other: 22.2 21.5 33.0 31.6 21.0 20.4 30.9 28.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 6,298: 2,100 88 215 2,017 5,043 4,332 5,346: 1,966 951
Old : 6,227: 2,100 62 215 1,973 5,038 4,288 5,315: 1,939 911
Other: 71: 0 26 0 44 5 44 31: 27 40
: : :
: : Changes in Commitments from: November 10, 2020 :
: 16: -91 48 -72 100 -61 -64 -85: 80 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 1.4 3.4 32.0 80.1 68.8 84.9: 31.2 15.1
Old : 100.0: 33.7 1.0 3.5 31.7 80.9 68.9 85.4: 31.1 14.6
Other: 100.0: 0.0 36.6 0.0 62.0 7.0 62.0 43.7: 38.0 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 1 2 10 11 23 13:
Old : 27: 12 1 2 10 11 23 13:
Other: 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 : 31.3 63.3 47.4 80.5 22.9 51.2 36.6 62.2
Old : 31.7 64.0 47.2 81.0 23.2 51.8 36.4 62.5
Other: 62.0 43.7 62.0 43.7 59.2 40.8 59.2 40.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 1,249,960: 296,540 42,437 358,848 508,415 766,190 1,163,803 1,167,475: 86,157 82,485
Old : 1,088,412: 254,593 53,517 301,233 459,527 665,697 1,015,352 1,020,446: 73,059 67,965
Other: 161,548: 60,008 6,981 39,554 48,888 100,493 148,450 147,029: 13,098 14,519
: : :
: : Changes in Commitments from: November 10, 2020 :
: 37,289: -1,015 3,939 21,213 10,614 8,694 30,812 33,846: 6,477 3,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.4 28.7 40.7 61.3 93.1 93.4: 6.9 6.6
Old : 100.0: 23.4 4.9 27.7 42.2 61.2 93.3 93.8: 6.7 6.2
Other: 100.0: 37.1 4.3 24.5 30.3 62.2 91.9 91.0: 8.1 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 246 127 202 241 308 561 576:
Old : 725: 236 138 185 231 303 539 559:
Other: 396: 78 54 57 94 227 195 320:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 15.2 18.7 25.4 7.1 13.4 11.2 20.5
Old : 11.0 15.9 19.6 26.3 7.7 14.2 12.7 20.8
Other: 20.9 20.7 33.8 34.0 17.6 19.2 26.8 28.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 576,395: 143,764 17,206 144,747 238,076 385,371 526,587 547,324: 49,808 29,071
Old : 523,745: 141,130 27,864 122,485 216,138 347,409 479,753 497,758: 43,992 25,988
Other: 52,650: 17,339 4,047 7,557 21,938 37,962 46,834 49,566: 5,816 3,083
: : :
: : Changes in Commitments from: November 10, 2020 :
: 22,663: 7,155 -1,894 11,285 939 10,915 19,379 20,306: 3,284 2,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.0 25.1 41.3 66.9 91.4 95.0: 8.6 5.0
Old : 100.0: 26.9 5.3 23.4 41.3 66.3 91.6 95.0: 8.4 5.0
Other: 100.0: 32.9 7.7 14.4 41.7 72.1 89.0 94.1: 11.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 137 40 86 102 96 272 198:
Old : 310: 139 41 82 101 96 269 195:
Other: 89: 22 18 21 39 21 75 46:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 33.2 18.4 44.4 8.7 28.0 13.9 36.1
Old : 10.9 32.4 18.5 43.1 9.2 26.9 14.5 34.9
Other: 37.1 48.2 52.7 70.4 34.7 46.6 48.1 64.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 1,412,926: 116,011 341,148 147,374 998,083 773,929 1,261,468 1,262,450: 151,458 150,476
Old : 1,412,926: 116,011 341,148 147,374 998,083 773,929 1,261,468 1,262,450: 151,458 150,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,426: -15,871 -17,497 24,979 8,427 11,383 17,536 18,866: -9,110 -10,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.1 10.4 70.6 54.8 89.3 89.4: 10.7 10.6
Old : 100.0: 8.2 24.1 10.4 70.6 54.8 89.3 89.4: 10.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 36 30 44 111 104 168 157:
Old : 198: 36 30 44 111 104 168 157:
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 : 28.5 26.5 38.7 40.7 22.2 25.5 30.8 36.6
Old : 28.5 26.5 38.7 40.7 22.2 25.5 30.8 36.6
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, November 17, 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 : 1,023,417: 76,606 313,881 9,774 794,986 574,363 881,366 898,018: 142,051 125,399
Old : 1,023,417: 76,606 313,881 9,774 794,986 574,363 881,366 898,018: 142,051 125,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 11,196: 710 -7,825 5,632 1,472 19,416 7,814 17,223: 3,382 -6,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.7 1.0 77.7 56.1 86.1 87.7: 13.9 12.3
Old : 100.0: 7.5 30.7 1.0 77.7 56.1 86.1 87.7: 13.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 13 18 11 73 75 91 99:
Old : 130: 13 18 11 73 75 91 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 30.1 35.3 45.4 17.7 28.7 27.3 39.6
Old : 22.7 30.1 35.3 45.4 17.7 28.7 27.3 39.6
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, November 17, 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 : 557,002: 117,328 14,762 129,150 250,404 381,910 496,882 525,822: 60,121 31,180
Old : 516,714: 117,353 19,504 116,619 226,704 350,829 460,675 486,951: 56,038 29,762
Other: 40,289: 8,246 3,529 4,261 23,700 31,081 36,206 38,871: 4,082 1,418
: : :
: : Changes in Commitments from: November 10, 2020 :
: 9,279: -8,777 -3,997 9,605 6,636 2,339 7,464 7,947: 1,814 1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.7 23.2 45.0 68.6 89.2 94.4: 10.8 5.6
Old : 100.0: 22.7 3.8 22.6 43.9 67.9 89.2 94.2: 10.8 5.8
Other: 100.0: 20.5 8.8 10.6 58.8 77.1 89.9 96.5: 10.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 109 44 87 111 108 258 210:
Old : 296: 110 44 87 110 106 257 208:
Other: 96: 25 9 14 50 28 82 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 30.5 19.5 41.1 6.3 26.1 10.9 33.5
Old : 12.4 29.8 20.0 40.7 6.2 26.3 11.0 33.7
Other: 31.6 50.2 48.4 71.9 24.9 47.0 39.6 64.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 9,132: 3,208 746 278 4,349 7,463 7,835 8,487: 1,297 644
Old : 9,097: 3,208 746 278 4,349 7,435 7,835 8,459: 1,262 637
Other: 35: 0 0 0 0 28 0 28: 35 7
: : :
: : Changes in Commitments from: November 10, 2020 :
: -59: -43 -7 95 -66 -165 -14 -76: -46 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 8.2 3.0 47.6 81.7 85.8 92.9: 14.2 7.1
Old : 100.0: 35.3 8.2 3.1 47.8 81.7 86.1 93.0: 13.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 80.0 0.0 80.0: 100.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 6 2 10 16 26 22:
Old : 43: 14 6 2 10 16 26 22:
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 : 47.9 58.5 63.6 76.7 47.9 56.1 63.6 74.3
Old : 48.1 58.4 63.9 76.7 48.1 56.0 63.9 74.3
Other: 0.0 80.0 0.0 80.0 0.0 80.0 0.0 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 2,034,723: 377,989 747,947 43,958 1,452,020 1,138,176 1,873,967 1,930,081: 160,756 104,642
Old : 2,034,723: 377,989 747,947 43,958 1,452,020 1,138,176 1,873,967 1,930,081: 160,756 104,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 10,868: 3,110 30,006 -10,441 12,913 -4,856 5,582 14,709: 5,286 -3,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 36.8 2.2 71.4 55.9 92.1 94.9: 7.9 5.1
Old : 100.0: 18.6 36.8 2.2 71.4 55.9 92.1 94.9: 7.9 5.1
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 : 281: 60 38 33 145 117 219 174:
Old : 281: 60 38 33 145 117 219 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 36.3 24.2 50.6 14.0 32.6 22.0 44.7
Old : 15.1 36.3 24.2 50.6 14.0 32.6 22.0 44.7
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, November 17, 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 : 3,954,135: 565,125 427,234 384,450 2,601,946 2,695,347 3,551,520 3,507,031: 402,614 447,103
Old : 3,954,135: 565,125 427,234 384,450 2,601,946 2,695,347 3,551,520 3,507,031: 402,614 447,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -260,813: 31,836 -42,810 -118,696 -176,706 -100,019 -263,566 -261,525: 2,754 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 10.8 9.7 65.8 68.2 89.8 88.7: 10.2 11.3
Old : 100.0: 14.3 10.8 9.7 65.8 68.2 89.8 88.7: 10.2 11.3
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: 73 68 76 203 191 311 300:
Old : 386: 73 68 76 203 191 311 300:
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 : 13.4 21.7 21.3 30.3 9.0 13.4 16.1 20.1
Old : 13.4 21.7 21.3 30.3 9.0 13.4 16.1 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 973,592: 236,867 63,534 8,116 610,172 712,848 855,155 784,498: 118,437 189,094
Old : 973,592: 236,867 63,534 8,116 610,172 712,848 855,155 784,498: 118,437 189,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 27,024: 3,269 6,194 423 17,595 21,001 21,287 27,618: 5,737 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.5 0.8 62.7 73.2 87.8 80.6: 12.2 19.4
Old : 100.0: 24.3 6.5 0.8 62.7 73.2 87.8 80.6: 12.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 15 10 9 67 76 87 90:
Old : 123: 15 10 9 67 76 87 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 24.7 40.6 33.2 26.2 23.9 39.1 31.6
Old : 26.4 24.7 40.6 33.2 26.2 23.9 39.1 31.6
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, November 17, 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 : 3,344,950: 408,788 783,864 200,169 2,435,076 2,059,211 3,044,033 3,043,244: 300,917 301,705
Old : 3,344,950: 408,788 783,864 200,169 2,435,076 2,059,211 3,044,033 3,043,244: 300,917 301,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 17,417: 20,699 -19,606 -1,050 2,043 31,540 21,693 10,884: -4,276 6,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.4 6.0 72.8 61.6 91.0 91.0: 9.0 9.0
Old : 100.0: 12.2 23.4 6.0 72.8 61.6 91.0 91.0: 9.0 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 : 302: 53 51 48 146 150 222 226:
Old : 302: 53 51 48 146 150 222 226:
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 : 26.6 18.4 38.1 30.1 23.0 17.4 31.0 27.5
Old : 26.6 18.4 38.1 30.1 23.0 17.4 31.0 27.5
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, November 17, 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 : 1,100,949: 308,439 212,625 170,614 600,588 690,237 1,079,641 1,073,476: 21,308 27,473
Old : 1,100,949: 308,439 212,625 170,614 600,588 690,237 1,079,641 1,073,476: 21,308 27,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -2,378: -10,739 -6,572 4,895 7,526 -1,200 1,682 -2,877: -4,060 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.3 15.5 54.6 62.7 98.1 97.5: 1.9 2.5
Old : 100.0: 28.0 19.3 15.5 54.6 62.7 98.1 97.5: 1.9 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 : 99: 23 12 25 55 57 86 86:
Old : 99: 23 12 25 55 57 86 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.6 47.2 55.0 27.2 38.8 35.2 46.9
Old : 33.1 41.6 47.2 55.0 27.2 38.8 35.2 46.9
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, November 17, 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 : 48,252: 14,985 17,308 288 24,452 24,096 39,724 41,691: 8,528 6,561
Old : 48,252: 14,985 17,308 288 24,452 24,096 39,724 41,691: 8,528 6,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,162: -1,682 207 -57 2,343 178 604 328: 558 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 35.9 0.6 50.7 49.9 82.3 86.4: 17.7 13.6
Old : 100.0: 31.1 35.9 0.6 50.7 49.9 82.3 86.4: 17.7 13.6
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 : 88: 28 14 6 32 25 62 43:
Old : 88: 28 14 6 32 25 62 43:
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 : 30.5 47.3 44.7 61.3 29.2 43.6 40.6 55.8
Old : 30.5 47.3 44.7 61.3 29.2 43.6 40.6 55.8
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, November 17, 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 : 96,503: 29,969 34,615 576 48,903 48,191 79,448 83,382: 17,055 13,121
Old : 96,503: 29,969 34,615 576 48,903 48,191 79,448 83,382: 17,055 13,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,324: -3,364 414 -114 4,687 357 1,208 656: 1,116 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 35.9 0.6 50.7 49.9 82.3 86.4: 17.7 13.6
Old : 100.0: 31.1 35.9 0.6 50.7 49.9 82.3 86.4: 17.7 13.6
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 : 88: 28 14 6 32 25 62 43:
Old : 88: 28 14 6 32 25 62 43:
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 : 30.5 47.3 44.7 61.3 29.2 43.6 40.6 55.8
Old : 30.5 47.3 44.7 61.3 29.2 43.6 40.6 55.8
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, November 17, 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 : 32,593: 3,238 431 0 26,749 31,729 29,987 32,160: 2,606 433
Old : 32,593: 3,238 431 0 26,749 31,729 29,987 32,160: 2,606 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -201: 265 -299 0 -1,105 171 -840 -128: 639 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.3 0.0 82.1 97.3 92.0 98.7: 8.0 1.3
Old : 100.0: 9.9 1.3 0.0 82.1 97.3 92.0 98.7: 8.0 1.3
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 : 29: 3 1 0 18 11 21 12:
Old : 29: 3 1 0 18 11 21 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 : 54.3 60.0 75.5 90.4 43.6 53.0 62.8 80.5
Old : 54.3 60.0 75.5 90.4 43.6 53.0 62.8 80.5
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, November 17, 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 : 22,908: 17,469 21,791 79 5,192 1,006 22,740 22,876: 168 32
Old : 22,908: 17,469 21,791 79 5,192 1,006 22,740 22,876: 168 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,925: 1,374 1,945 -18 646 0 2,002 1,927: -77 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 95.1 0.3 22.7 4.4 99.3 99.9: 0.7 0.1
Old : 100.0: 76.3 95.1 0.3 22.7 4.4 99.3 99.9: 0.7 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 : 36: 20 12 1 3 2 24 14:
Old : 36: 20 12 1 3 2 24 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 : 63.4 75.6 88.6 92.3 63.4 75.6 88.3 92.0
Old : 63.4 75.6 88.6 92.3 63.4 75.6 88.3 92.0
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, November 17, 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 : 151,649: 17,937 16,735 79,131 54,559 55,618 151,627 151,484: 22 165
Old : 151,649: 17,937 16,735 79,131 54,559 55,618 151,627 151,484: 22 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 6,529: 2,783 3,613 3,288 450 -224 6,521 6,677: 8 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.0 52.2 36.0 36.7 100.0 99.9: 0.0 0.1
Old : 100.0: 11.8 11.0 52.2 36.0 36.7 100.0 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 : 27: 8 6 1 3 11 12 17:
Old : 27: 8 6 1 3 11 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 91.4 96.4 98.2 98.7 41.5 44.2 46.7 46.6
Old : 91.4 96.4 98.2 98.7 41.5 44.2 46.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,890: 1,065 345 90 1,630 2,260 2,785 2,695: 105 195
Old : 2,890: 1,065 345 90 1,630 2,260 2,785 2,695: 105 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 200: 160 -120 45 -5 230 200 155: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 11.9 3.1 56.4 78.2 96.4 93.3: 3.6 6.7
Old : 100.0: 36.9 11.9 3.1 56.4 78.2 96.4 93.3: 3.6 6.7
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 : 22: 5 6 4 7 9 15 16:
Old : 22: 5 6 4 7 9 15 16:
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 : 72.5 53.3 88.8 76.6 71.5 48.1 81.8 65.7
Old : 72.5 53.3 88.8 76.6 71.5 48.1 81.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020