WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 411,197: 127,253 93,202 120,934 132,689 151,895 380,876 366,031: 30,321 45,166
Old : 269,920: 117,581 103,676 43,673 87,765 93,274 249,019 240,623: 20,901 29,297
Other: 141,277: 61,741 41,595 25,192 44,924 58,621 131,857 125,408: 9,420 15,869
: : :
: : Changes in Commitments from: December 24, 2019 :
: 11,118: 3,786 -2,189 268 5,800 10,477 9,854 8,556: 1,264 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 22.7 29.4 32.3 36.9 92.6 89.0: 7.4 11.0
Old : 100.0: 43.6 38.4 16.2 32.5 34.6 92.3 89.1: 7.7 10.9
Other: 100.0: 43.7 29.4 17.8 31.8 41.5 93.3 88.8: 6.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 132 87 112 67 119 253 276:
Old : 341: 124 84 79 58 106 220 233:
Other: 220: 64 51 40 41 82 130 153:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 10.4 17.9 18.1 8.7 8.8 14.4 14.6
Old : 9.8 14.6 18.1 22.7 8.9 13.8 16.5 21.6
Other: 21.9 18.6 34.4 32.3 20.8 16.4 32.0 26.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 15,209: 4,834 100 220 10,092 14,502 15,146 14,822: 63 387
Old : 14,309: 4,654 320 0 9,592 13,602 14,246 13,922: 63 387
Other: 900: 400 0 0 500 900 900 900: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -50: 50 -100 0 -105 -93 -55 -193: 5 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 0.7 1.4 66.4 95.4 99.6 97.5: 0.4 2.5
Old : 100.0: 32.5 2.2 0.0 67.0 95.1 99.6 97.3: 0.4 2.7
Other: 100.0: 44.4 0.0 0.0 55.6 100.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 1 10 21 14 23:
Old : 27: 3 2 0 8 20 11 22:
Other: 8: 1 0 0 3 4 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 49.3 87.2 71.6 49.4 39.6 65.2 55.0
Old : 63.7 49.6 92.6 72.6 54.6 43.4 73.5 61.3
Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,957: 68,232 59,784 72,479 98,209 114,657 238,920 246,920: 26,037 18,037
Old : 190,667: 66,496 66,279 38,616 66,803 72,679 171,915 177,574: 18,752 13,093
Other: 74,290: 28,296 20,065 7,303 31,406 41,978 67,005 69,346: 7,285 4,944
: : :
: : Changes in Commitments from: December 24, 2019 :
: -6,328: -5,858 -9,038 -1,577 1,284 4,389 -6,151 -6,226: -177 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.6 27.4 37.1 43.3 90.2 93.2: 9.8 6.8
Old : 100.0: 34.9 34.8 20.3 35.0 38.1 90.2 93.1: 9.8 6.9
Other: 100.0: 38.1 27.0 9.8 42.3 56.5 90.2 93.3: 9.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 101 52 79 78 83 221 183:
Old : 271: 96 55 54 70 73 195 155:
Other: 178: 50 36 32 44 62 114 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 19.1 19.7 29.4 10.0 16.1 16.6 23.6
Old : 12.0 17.2 20.9 30.4 11.4 13.8 19.7 23.5
Other: 20.1 39.5 32.7 53.5 20.1 39.4 32.7 50.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,472,855: 315,107 278,858 287,309 623,103 746,248 1,225,519 1,312,415: 247,336 160,440
Old : 1,284,240: 303,712 296,850 220,051 532,888 645,321 1,056,651 1,162,222: 227,589 122,018
Other: 188,615: 76,088 46,701 2,565 90,215 100,927 168,868 150,193: 19,747 38,422
: : :
: : Changes in Commitments from: December 24, 2019 :
: 7,054: 10,577 962 -2,903 2,447 5,133 10,121 3,192: -3,067 3,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.9 19.5 42.3 50.7 83.2 89.1: 16.8 10.9
Old : 100.0: 23.6 23.1 17.1 41.5 50.2 82.3 90.5: 17.7 9.5
Other: 100.0: 40.3 24.8 1.4 47.8 53.5 89.5 79.6: 10.5 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 159 125 141 323 347 562 548:
Old : 756: 161 134 109 312 327 539 508:
Other: 441: 62 57 24 96 262 175 329:
:----------------------------------------------------------------------------------------------------
: 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 : 8.3 8.7 15.1 15.5 7.8 6.3 13.0 11.1
Old : 9.3 10.0 16.6 17.4 8.8 7.4 14.6 12.5
Other: 23.8 25.2 34.7 34.4 23.5 23.7 34.1 32.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 713,516: 132,134 102,555 146,272 379,619 399,870 658,025 648,697: 55,491 64,819
Old : 606,839: 127,881 115,794 93,043 337,694 345,920 558,618 554,757: 48,221 52,082
Other: 106,677: 34,794 17,302 22,688 41,925 53,950 99,407 93,940: 7,270 12,737
: : :
: : Changes in Commitments from: December 24, 2019 :
: -48,894: -9,559 -19,897 -14,036 -19,192 -14,419 -42,787 -48,352: -6,107 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 14.4 20.5 53.2 56.0 92.2 90.9: 7.8 9.1
Old : 100.0: 21.1 19.1 15.3 55.6 57.0 92.1 91.4: 7.9 8.6
Other: 100.0: 32.6 16.2 21.3 39.3 50.6 93.2 88.1: 6.8 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 154 116 163 155 215 395 428:
Old : 538: 153 123 133 147 204 372 396:
Other: 302: 56 53 46 61 155 147 231:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 15.0 19.7 23.5 10.6 13.8 17.3 21.1
Old : 13.2 16.9 21.2 26.2 12.6 15.5 20.3 23.2
Other: 15.0 18.4 27.4 32.0 14.1 16.5 24.3 25.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 500,613: 163,450 30,464 98,954 205,154 350,333 467,558 479,751: 33,055 20,862
Old : 451,080: 161,457 32,916 88,186 173,392 311,431 423,035 432,533: 28,045 18,547
Other: 49,533: 8,016 3,571 4,745 31,762 38,902 44,523 47,218: 5,010 2,315
: : :
: : Changes in Commitments from: December 24, 2019 :
: -14,687: -4,088 1,601 -3,009 -7,339 -11,388 -14,436 -12,796: -251 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 6.1 19.8 41.0 70.0 93.4 95.8: 6.6 4.2
Old : 100.0: 35.8 7.3 19.5 38.4 69.0 93.8 95.9: 6.2 4.1
Other: 100.0: 16.2 7.2 9.6 64.1 78.5 89.9 95.3: 10.1 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 126 50 101 82 77 259 201:
Old : 317: 136 50 96 79 74 254 195:
Other: 101: 21 23 12 40 26 70 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 31.8 19.0 42.4 11.7 31.3 18.4 41.8
Old : 12.6 33.5 19.5 43.0 12.6 33.3 19.0 42.6
Other: 30.7 31.5 47.7 53.1 30.7 31.5 46.0 51.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,005,197: 106,872 203,958 13,236 721,035 661,666 841,143 878,860: 164,054 126,337
Old : 1,005,197: 106,872 203,958 13,236 721,035 661,666 841,143 878,860: 164,054 126,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -31,812: -12,979 -26,016 -3,430 -13,446 -2,691 -29,855 -32,137: -1,957 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 20.3 1.3 71.7 65.8 83.7 87.4: 16.3 12.6
Old : 100.0: 10.6 20.3 1.3 71.7 65.8 83.7 87.4: 16.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 28 25 15 82 85 113 122:
Old : 176: 28 25 15 82 85 113 122:
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 : 28.0 32.3 38.5 44.1 22.2 29.4 31.8 38.9
Old : 28.0 32.3 38.5 44.1 22.2 29.4 31.8 38.9
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,245,241: 80,850 501,364 7,000 1,004,981 651,762 1,092,831 1,160,126: 152,410 85,115
Old : 1,245,241: 80,850 501,364 7,000 1,004,981 651,762 1,092,831 1,160,126: 152,410 85,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,367: -5,321 5,691 903 9,328 -4,784 4,910 1,810: -2,543 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 40.3 0.6 80.7 52.3 87.8 93.2: 12.2 6.8
Old : 100.0: 6.5 40.3 0.6 80.7 52.3 87.8 93.2: 12.2 6.8
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 : 143: 20 16 12 86 73 111 96:
Old : 143: 20 16 12 86 73 111 96:
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 : 25.4 36.8 37.7 52.4 22.8 35.5 32.9 47.4
Old : 25.4 36.8 37.7 52.4 22.8 35.5 32.9 47.4
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 429,144: 88,110 83,864 67,555 231,407 251,881 387,072 403,300: 42,072 25,844
Old : 387,343: 87,751 84,563 57,486 203,450 221,587 348,687 363,636: 38,656 23,707
Other: 41,801: 5,629 4,571 4,799 27,957 30,294 38,385 39,664: 3,416 2,137
: : :
: : Changes in Commitments from: December 24, 2019 :
: -20,434: -1,153 812 -8,367 -7,558 -11,101 -17,078 -18,656: -3,356 -1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.5 15.7 53.9 58.7 90.2 94.0: 9.8 6.0
Old : 100.0: 22.7 21.8 14.8 52.5 57.2 90.0 93.9: 10.0 6.1
Other: 100.0: 13.5 10.9 11.5 66.9 72.5 91.8 94.9: 8.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 86 61 73 109 79 243 186:
Old : 298: 90 61 72 108 74 242 180:
Other: 108: 21 16 15 54 24 86 47:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 26.5 18.4 35.9 10.9 24.4 16.4 32.8
Old : 12.8 27.7 19.6 36.6 11.9 26.0 18.7 33.9
Other: 27.6 35.0 41.5 54.2 26.1 32.2 37.4 50.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,766: 4,845 1,868 138 3,494 7,373 8,477 9,379: 2,289 1,387
Old : 10,625: 4,845 1,947 59 3,490 7,265 8,394 9,271: 2,231 1,354
Other: 141: 79 0 0 4 108 83 108: 58 33
: : :
: : Changes in Commitments from: December 24, 2019 :
: -73: 526 -21 27 -837 -276 -284 -270: 211 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 17.4 1.3 32.5 68.5 78.7 87.1: 21.3 12.9
Old : 100.0: 45.6 18.3 0.6 32.8 68.4 79.0 87.3: 21.0 12.7
Other: 100.0: 56.0 0.0 0.0 2.8 76.6 58.9 76.6: 41.1 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 25 8 3 13 14 41 23:
Old : 57: 25 8 3 12 14 40 23:
Other: 6: 1 0 0 2 3 3 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 : 36.3 50.5 47.7 73.5 36.3 50.1 47.7 73.2
Old : 36.8 50.3 48.3 73.5 36.8 49.9 48.3 73.1
Other: 58.9 76.6 58.9 76.6 58.9 76.6 58.9 76.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,580,082: 802,173 1,121,500 33,798 2,573,490 2,316,308 3,409,461 3,471,606: 170,621 108,476
Old : 3,580,082: 802,173 1,121,500 33,798 2,573,490 2,316,308 3,409,461 3,471,606: 170,621 108,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -59,066: -23,023 24,090 -14,196 -16,789 -68,318 -54,008 -58,424: -5,058 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 31.3 0.9 71.9 64.7 95.2 97.0: 4.8 3.0
Old : 100.0: 22.4 31.3 0.9 71.9 64.7 95.2 97.0: 4.8 3.0
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 : 362: 71 44 26 193 137 277 194:
Old : 362: 71 44 26 193 137 277 194:
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 31.7 38.3 49.5 23.3 30.9 36.4 48.2
Old : 23.8 31.7 38.3 49.5 23.3 30.9 36.4 48.2
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,624,029: 575,008 809,758 116,962 2,551,907 2,298,819 3,243,877 3,225,539: 380,152 398,490
Old : 3,624,029: 575,008 809,758 116,962 2,551,907 2,298,819 3,243,877 3,225,539: 380,152 398,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: -29,720: 15,061 -18,875 -7,429 -40,334 -27,232 -32,702 -53,536: 2,982 23,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.3 3.2 70.4 63.4 89.5 89.0: 10.5 11.0
Old : 100.0: 15.9 22.3 3.2 70.4 63.4 89.5 89.0: 10.5 11.0
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 : 389: 62 68 42 186 181 271 268:
Old : 389: 62 68 42 186 181 271 268:
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 : 21.0 19.2 29.5 29.9 13.4 16.4 20.5 24.7
Old : 21.0 19.2 29.5 29.9 13.4 16.4 20.5 24.7
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 923,376: 121,015 124,590 5,554 686,520 605,948 813,089 736,092: 110,287 187,284
Old : 923,376: 121,015 124,590 5,554 686,520 605,948 813,089 736,092: 110,287 187,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 13,654: -2,617 5,592 -266 12,129 7,398 9,246 12,724: 4,408 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.5 0.6 74.3 65.6 88.1 79.7: 11.9 20.3
Old : 100.0: 13.1 13.5 0.6 74.3 65.6 88.1 79.7: 11.9 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 10 17 8 60 70 75 90:
Old : 113: 10 17 8 60 70 75 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 : 28.9 19.6 45.9 32.6 27.4 19.1 40.6 29.9
Old : 28.9 19.6 45.9 32.6 27.4 19.1 40.6 29.9
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,278,094: 440,292 738,182 87,040 3,461,738 3,145,151 3,989,070 3,970,373: 289,024 307,721
Old : 4,278,094: 440,292 738,182 87,040 3,461,738 3,145,151 3,989,070 3,970,373: 289,024 307,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 27,041: 17,016 -11,076 6,494 8,402 36,066 31,912 31,484: -4,871 -4,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 17.3 2.0 80.9 73.5 93.2 92.8: 6.8 7.2
Old : 100.0: 10.3 17.3 2.0 80.9 73.5 93.2 92.8: 6.8 7.2
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 : 322: 58 48 30 146 157 219 220:
Old : 322: 58 48 30 146 157 219 220:
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 : 39.9 27.3 51.1 39.3 30.3 22.7 40.5 33.3
Old : 39.9 27.3 51.1 39.3 30.3 22.7 40.5 33.3
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,911,620: 483,979 147,905 345,182 1,033,380 1,380,371 1,862,541 1,873,458: 49,079 38,162
Old : 1,911,620: 483,979 147,905 345,182 1,033,380 1,380,371 1,862,541 1,873,458: 49,079 38,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 16,436: 4,574 12,374 -12,389 17,290 12,426 9,475 12,411: 6,961 4,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.7 18.1 54.1 72.2 97.4 98.0: 2.6 2.0
Old : 100.0: 25.3 7.7 18.1 54.1 72.2 97.4 98.0: 2.6 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 : 145: 48 18 41 66 65 130 111:
Old : 145: 48 18 41 66 65 130 111:
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 : 31.9 37.3 46.4 54.1 22.6 28.2 29.4 37.3
Old : 31.9 37.3 46.4 54.1 22.6 28.2 29.4 37.3
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,616: 23,784 10,692 707 20,864 34,162 45,354 45,560: 8,262 8,056
Old : 53,616: 23,784 10,692 707 20,864 34,162 45,354 45,560: 8,262 8,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,098: 1,510 1,293 215 156 1,701 1,881 3,209: 218 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 19.9 1.3 38.9 63.7 84.6 85.0: 15.4 15.0
Old : 100.0: 44.4 19.9 1.3 38.9 63.7 84.6 85.0: 15.4 15.0
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 : 102: 37 18 8 24 29 65 51:
Old : 102: 37 18 8 24 29 65 51:
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 : 33.0 36.2 47.3 53.3 31.8 36.0 46.0 52.3
Old : 33.0 36.2 47.3 53.3 31.8 36.0 46.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,231: 47,567 21,383 1,413 41,727 68,323 90,707 91,119: 16,524 16,112
Old : 107,231: 47,567 21,383 1,413 41,727 68,323 90,707 91,119: 16,524 16,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,196: 3,019 2,586 430 312 3,402 3,761 6,418: 435 -2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 19.9 1.3 38.9 63.7 84.6 85.0: 15.4 15.0
Old : 100.0: 44.4 19.9 1.3 38.9 63.7 84.6 85.0: 15.4 15.0
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 : 102: 37 18 8 24 29 65 51:
Old : 102: 37 18 8 24 29 65 51:
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 : 33.0 36.2 47.3 53.3 31.8 36.0 46.0 52.3
Old : 33.0 36.2 47.3 53.3 31.8 36.0 46.0 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,696: 2,719 862 0 34,911 36,798 37,630 37,660: 1,066 1,036
Old : 38,696: 2,719 862 0 34,911 36,798 37,630 37,660: 1,066 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 4,691: 855 398 0 4,792 3,617 5,647 4,015: -956 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.2 0.0 90.2 95.1 97.2 97.3: 2.8 2.7
Old : 100.0: 7.0 2.2 0.0 90.2 95.1 97.2 97.3: 2.8 2.7
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 : 27: 3 2 0 13 11 16 13:
Old : 27: 3 2 0 13 11 16 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 : 70.4 72.6 88.0 94.1 70.2 72.6 87.6 94.1
Old : 70.4 72.6 88.0 94.1 70.2 72.6 87.6 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 15,326: 7,952 13,886 536 6,451 892 14,939 15,314: 387 12
Old : 15,326: 7,952 13,886 536 6,451 892 14,939 15,314: 387 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 611: 520 755 -143 82 0 459 612: 152 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 90.6 3.5 42.1 5.8 97.5 99.9: 2.5 0.1
Old : 100.0: 51.9 90.6 3.5 42.1 5.8 97.5 99.9: 2.5 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: 19 12 2 5 2 25 15:
Old : 36: 19 12 2 5 2 25 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 : 57.9 62.0 82.1 83.0 54.5 62.0 76.3 82.3
Old : 57.9 62.0 82.1 83.0 54.5 62.0 76.3 82.3
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 - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 68,075: 21,568 6,059 25,362 21,099 33,019 68,029 64,440: 46 3,635
Old : 68,075: 21,568 6,059 25,362 21,099 33,019 68,029 64,440: 46 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 6,426: -162 307 1,107 5,481 4,630 6,426 6,044: 0 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.9 37.3 31.0 48.5 99.9 94.7: 0.1 5.3
Old : 100.0: 31.7 8.9 37.3 31.0 48.5 99.9 94.7: 0.1 5.3
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 : 30: 5 4 2 7 15 13 20:
Old : 30: 5 4 2 7 15 13 20:
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 : 94.2 80.1 99.1 88.7 57.3 46.1 62.2 52.7
Old : 94.2 80.1 99.1 88.7 57.3 46.1 62.2 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: 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 : 16,503: 9,284 1,247 5,586 1,633 7,849 16,503 14,682: 0 1,821
Old : 16,503: 9,284 1,247 5,586 1,633 7,849 16,503 14,682: 0 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 2,283: 1,928 -352 355 0 2,274 2,283 2,277: 0 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 7.6 33.8 9.9 47.6 100.0 89.0: 0.0 11.0
Old : 100.0: 56.3 7.6 33.8 9.9 47.6 100.0 89.0: 0.0 11.0
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 : 22: 6 3 2 1 12 8 16:
Old : 22: 6 3 2 1 12 8 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 : 95.4 69.4 100.0 83.6 62.2 42.3 66.2 51.7
Old : 95.4 69.4 100.0 83.6 62.2 42.3 66.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders - Futures Only, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 47,643: 15,309 15,241 32,324 0 0 47,633 47,565: 10 78
Old : 47,643: 15,309 15,241 32,324 0 0 47,633 47,565: 10 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 431: 0 70 431 0 0 431 501: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 32.0 67.8 0.0 0.0 100.0 99.8: 0.0 0.2
Old : 100.0: 32.1 32.0 67.8 0.0 0.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 18 5 0 0 8 21:
Old : 24: 5 18 5 0 0 8 21:
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 : 91.2 78.8 100.0 92.7 31.5 20.2 32.1 29.1
Old : 91.2 78.8 100.0 92.7 31.5 20.2 32.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020