WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 10, 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 : 434,399: 125,698 93,663 152,392 128,125 143,225 406,215 389,280: 28,184 45,119
Old : 192,787: 117,817 91,275 12,874 50,437 71,502 181,128 175,651: 11,659 17,136
Other: 241,612: 84,139 78,646 63,260 77,688 71,723 225,087 213,629: 16,525 27,983
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,042: 5,135 -161 4,965 -1,197 5,789 8,903 10,593: -861 -2,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 21.6 35.1 29.5 33.0 93.5 89.6: 6.5 10.4
Old : 100.0: 61.1 47.3 6.7 26.2 37.1 94.0 91.1: 6.0 8.9
Other: 100.0: 34.8 32.6 26.2 32.2 29.7 93.2 88.4: 6.8 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 111 97 122 80 113 263 276:
Old : 307: 104 88 33 43 79 166 181:
Other: 285: 83 76 78 64 97 196 211:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 10.6 19.9 19.0 8.1 7.8 14.0 13.0
Old : 13.6 18.6 24.3 31.5 13.6 17.3 23.8 29.6
Other: 17.9 15.2 29.4 23.3 16.1 8.3 24.3 15.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, March 10, 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 : 19,620: 6,268 100 450 12,520 18,275 19,238 18,825: 382 795
Old : 8,040: 2,070 450 0 5,945 7,385 8,015 7,835: 25 205
Other: 11,580: 4,648 100 0 6,575 10,890 11,223 10,990: 357 590
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,686: -2,304 10 -280 -2,034 -4,756 -4,618 -5,026: -68 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 0.5 2.3 63.8 93.1 98.1 95.9: 1.9 4.1
Old : 100.0: 25.7 5.6 0.0 73.9 91.9 99.7 97.5: 0.3 2.5
Other: 100.0: 40.1 0.9 0.0 56.8 94.0 96.9 94.9: 3.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 1 1 10 16 15 18:
Old : 17: 2 1 0 6 11 8 12:
Other: 20: 5 1 0 8 13 13 14:
:----------------------------------------------------------------------------------------------------
: 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 : 59.6 51.6 84.4 77.5 51.4 45.6 67.4 64.9
Old : 83.0 58.6 99.7 86.1 79.3 58.6 94.7 85.4
Other: 63.1 70.4 91.3 88.5 61.0 69.8 84.9 83.9
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 10, 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 : 269,265: 63,745 76,653 69,854 112,053 101,952 245,652 248,459: 23,613 20,806
Old : 132,643: 63,038 72,725 6,517 52,655 43,996 122,210 123,238: 10,433 9,405
Other: 136,622: 45,099 48,320 18,945 59,398 57,956 123,442 125,221: 13,180 11,401
: : :
: : Changes in Commitments from: March 3, 2020 :
: 18,622: -4,239 7,097 15,836 6,502 -4,827 18,099 18,106: 523 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 28.5 25.9 41.6 37.9 91.2 92.3: 8.8 7.7
Old : 100.0: 47.5 54.8 4.9 39.7 33.2 92.1 92.9: 7.9 7.1
Other: 100.0: 33.0 35.4 13.9 43.5 42.4 90.4 91.7: 9.6 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 79 56 70 80 85 197 180:
Old : 227: 67 53 17 52 59 129 119:
Other: 206: 57 46 35 63 71 143 132:
:----------------------------------------------------------------------------------------------------
: 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 18.2 22.6 28.4 10.5 16.6 18.5 23.8
Old : 21.4 20.9 33.7 34.7 20.7 20.9 33.0 33.9
Other: 14.0 24.6 25.2 36.1 13.4 22.7 23.2 32.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 10, 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 : 1,470,043: 314,792 299,940 314,265 618,042 682,091 1,247,099 1,296,296: 222,944 173,747
Old : 1,117,208: 341,167 333,160 148,838 447,278 522,462 937,283 1,004,460: 179,925 112,748
Other: 352,835: 124,321 117,476 14,731 170,764 159,629 309,816 291,836: 43,019 60,999
: : :
: : Changes in Commitments from: March 3, 2020 :
: -30,972: -11,078 -20,365 -1,305 -11,251 -9,573 -23,634 -31,243: -7,338 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.4 21.4 42.0 46.4 84.8 88.2: 15.2 11.8
Old : 100.0: 30.5 29.8 13.3 40.0 46.8 83.9 89.9: 16.1 10.1
Other: 100.0: 35.2 33.3 4.2 48.4 45.2 87.8 82.7: 12.2 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 724: 137 148 166 296 319 534 550:
Old : 710: 148 146 116 274 285 485 487:
Other: 484: 76 71 50 140 265 241 365:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 9.5 16.6 16.4 7.8 6.5 13.9 11.7
Old : 11.6 10.7 20.7 18.5 10.9 8.4 19.3 15.0
Other: 19.0 26.6 29.0 36.5 18.8 26.1 28.6 34.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, March 10, 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 : 4,615: 1,510 317 9 1,696 3,287 3,215 3,613: 1,400 1,002
Old : 2,984: 1,438 317 2 560 2,078 2,000 2,397: 984 587
Other: 1,631: 72 0 7 1,136 1,209 1,215 1,216: 416 415
: : :
: : Changes in Commitments from: March 3, 2020 :
: -138: -158 -121 2 158 -36 2 -155: -140 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.9 0.2 36.7 71.2 69.7 78.3: 30.3 21.7
Old : 100.0: 48.2 10.6 0.1 18.8 69.6 67.0 80.3: 33.0 19.7
Other: 100.0: 4.4 0.0 0.4 69.7 74.1 74.5 74.6: 25.5 25.4
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 2 1 11 10 17 13:
Old : 20: 6 2 1 4 8 10 11:
Other: 12: 2 0 1 9 8 11 9:
:----------------------------------------------------------------------------------------------------
: 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 : 47.8 47.5 61.1 65.7 32.5 34.3 39.8 46.9
Old : 53.9 51.4 66.7 72.9 53.9 51.4 66.7 72.9
Other: 67.7 62.8 73.2 74.2 58.9 59.4 60.8 60.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 10, 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 : 810,750: 155,272 123,804 180,797 412,509 446,205 748,578 750,806: 62,172 59,944
Old : 525,758: 155,304 129,082 58,258 266,991 297,433 480,553 484,773: 45,205 40,985
Other: 284,992: 55,952 50,706 66,555 145,518 148,772 268,025 266,033: 16,967 18,959
: : :
: : Changes in Commitments from: March 3, 2020 :
: 23,727: 6,190 -13,900 11,926 6,850 24,128 24,966 22,154: -1,239 1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.3 22.3 50.9 55.0 92.3 92.6: 7.7 7.4
Old : 100.0: 29.5 24.6 11.1 50.8 56.6 91.4 92.2: 8.6 7.8
Other: 100.0: 19.6 17.8 23.4 51.1 52.2 94.0 93.3: 6.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 158 123 173 168 185 419 414:
Old : 519: 152 130 104 139 168 341 358:
Other: 367: 91 73 86 104 149 250 265:
:----------------------------------------------------------------------------------------------------
: 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 16.2 20.1 25.0 8.1 12.4 13.2 19.8
Old : 12.9 17.5 21.5 28.0 12.4 15.3 19.3 24.6
Other: 20.0 18.0 29.5 30.1 13.9 14.8 21.1 24.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 10, 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 : 457,152: 83,914 56,663 98,251 244,398 268,041 426,563 422,955: 30,589 34,197
Old : 340,335: 83,940 65,732 62,281 174,216 185,914 320,437 313,927: 19,898 26,408
Other: 116,817: 21,706 12,663 14,238 70,182 82,127 106,126 109,028: 10,691 7,789
: : :
: : Changes in Commitments from: March 3, 2020 :
: -950: -3,637 5,740 -6,215 12,198 -149 2,346 -624: -3,296 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.4 21.5 53.5 58.6 93.3 92.5: 6.7 7.5
Old : 100.0: 24.7 19.3 18.3 51.2 54.6 94.2 92.2: 5.8 7.8
Other: 100.0: 18.6 10.8 12.2 60.1 70.3 90.8 93.3: 9.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 77 72 95 104 74 240 204:
Old : 298: 88 73 80 99 66 227 189:
Other: 158: 40 32 21 62 38 116 79:
:----------------------------------------------------------------------------------------------------
: 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 23.2 18.7 32.4 9.6 22.2 16.5 30.2
Old : 11.6 21.4 21.0 29.9 11.6 20.7 17.2 28.5
Other: 17.2 38.9 30.1 52.3 16.9 36.0 28.8 47.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 10, 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 : 1,228,449: 137,883 200,513 20,463 911,670 869,880 1,070,016 1,090,856: 158,433 137,593
Old : 1,228,449: 137,883 200,513 20,463 911,670 869,880 1,070,016 1,090,856: 158,433 137,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,505: -11,989 8,044 -16,280 35,663 4,304 7,394 -3,932: -9,899 1,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.3 1.7 74.2 70.8 87.1 88.8: 12.9 11.2
Old : 100.0: 11.2 16.3 1.7 74.2 70.8 87.1 88.8: 12.9 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 : 202: 28 39 25 93 97 132 151:
Old : 202: 28 39 25 93 97 132 151:
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 : 26.7 22.6 37.2 36.9 23.9 19.3 32.3 30.3
Old : 26.7 22.6 37.2 36.9 23.9 19.3 32.3 30.3
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 - Futures Only, March 10, 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 : 1,139,764: 57,905 383,922 6,613 916,180 666,188 980,698 1,056,723: 159,066 83,041
Old : 1,139,764: 57,905 383,922 6,613 916,180 666,188 980,698 1,056,723: 159,066 83,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -35,750: -4,840 -75,976 -16,776 -7,754 66,258 -29,370 -26,494: -6,380 -9,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.7 0.6 80.4 58.4 86.0 92.7: 14.0 7.3
Old : 100.0: 5.1 33.7 0.6 80.4 58.4 86.0 92.7: 14.0 7.3
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 : 145: 16 20 13 84 78 107 104:
Old : 145: 16 20 13 84 78 107 104:
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 36.7 34.8 52.8 17.3 34.6 26.2 47.6
Old : 23.8 36.7 34.8 52.8 17.3 34.6 26.2 47.6
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 - Futures Only, March 10, 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 : 451,780: 84,557 60,716 86,927 241,349 278,324 412,833 425,967: 38,947 25,813
Old : 328,931: 83,626 73,844 42,823 171,501 190,582 297,950 307,249: 30,981 21,682
Other: 122,849: 28,407 14,348 16,628 69,848 87,742 114,883 118,718: 7,966 4,131
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,228: -580 -15,022 9,251 160 12,585 8,831 6,814: -6,603 -4,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.4 19.2 53.4 61.6 91.4 94.3: 8.6 5.7
Old : 100.0: 25.4 22.4 13.0 52.1 57.9 90.6 93.4: 9.4 6.6
Other: 100.0: 23.1 11.7 13.5 56.9 71.4 93.5 96.6: 6.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 79 66 98 108 89 257 207:
Old : 299: 87 72 83 105 79 242 191:
Other: 175: 50 30 28 73 42 142 86:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 26.6 18.7 35.5 11.4 25.4 16.9 32.5
Old : 14.3 26.2 22.2 34.6 14.3 25.2 22.2 32.2
Other: 21.5 38.9 34.0 58.4 21.4 36.2 33.7 54.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 10, 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 : 11,823: 4,726 2,228 543 5,016 7,294 10,285 10,065: 1,538 1,758
Old : 10,031: 4,632 2,528 232 3,834 5,870 8,698 8,630: 1,333 1,401
Other: 1,792: 397 3 8 1,182 1,424 1,587 1,435: 205 357
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,712: -1,625 9 59 227 -1,457 -1,339 -1,389: -373 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 18.8 4.6 42.4 61.7 87.0 85.1: 13.0 14.9
Old : 100.0: 46.2 25.2 2.3 38.2 58.5 86.7 86.0: 13.3 14.0
Other: 100.0: 22.2 0.2 0.4 66.0 79.5 88.6 80.1: 11.4 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 22 8 7 11 15 34 29:
Old : 48: 20 10 3 8 14 29 26:
Other: 19: 6 1 2 6 7 12 10:
:----------------------------------------------------------------------------------------------------
: 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 : 42.7 35.7 58.4 58.4 39.9 34.8 54.8 56.3
Old : 44.4 34.3 61.1 58.5 44.4 33.8 61.1 57.0
Other: 68.0 75.0 85.4 79.7 68.0 73.0 85.4 77.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 10, 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 : 3,332,334: 778,021 814,086 55,430 2,302,491 2,373,824 3,135,942 3,243,340: 196,392 88,994
Old : 3,332,334: 778,021 814,086 55,430 2,302,491 2,373,824 3,135,942 3,243,340: 196,392 88,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 43,328: -49,504 -55,240 -6,002 102,163 120,293 46,657 59,051: -3,329 -15,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 24.4 1.7 69.1 71.2 94.1 97.3: 5.9 2.7
Old : 100.0: 23.3 24.4 1.7 69.1 71.2 94.1 97.3: 5.9 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 : 361: 72 48 27 187 147 273 208:
Old : 361: 72 48 27 187 147 273 208:
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 : 18.4 30.3 30.2 43.7 18.2 29.1 29.2 40.4
Old : 18.4 30.3 30.2 43.7 18.2 29.1 29.2 40.4
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, March 10, 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 : 3,765,093: 661,338 875,921 80,399 2,596,496 2,422,268 3,338,233 3,378,588: 426,860 386,505
Old : 3,765,093: 661,338 875,921 80,399 2,596,496 2,422,268 3,338,233 3,378,588: 426,860 386,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -148,015: -91,158 -33,259 -112,474 79,091 15,836 -124,541 -129,897: -23,474 -18,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 23.3 2.1 69.0 64.3 88.7 89.7: 11.3 10.3
Old : 100.0: 17.6 23.3 2.1 69.0 64.3 88.7 89.7: 11.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 69 80 47 210 187 304 289:
Old : 424: 69 80 47 210 187 304 289:
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 : 16.4 16.8 25.4 25.8 10.2 12.3 18.0 19.6
Old : 16.4 16.8 25.4 25.8 10.2 12.3 18.0 19.6
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, March 10, 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 : 887,515: 47,116 152,214 7,202 697,634 552,072 751,952 711,488: 135,563 176,027
Old : 887,515: 47,116 152,214 7,202 697,634 552,072 751,952 711,488: 135,563 176,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -9,099: -3,252 4,550 -4,012 -6,313 -4,933 -13,577 -4,395: 4,478 -4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.2 0.8 78.6 62.2 84.7 80.2: 15.3 19.8
Old : 100.0: 5.3 17.2 0.8 78.6 62.2 84.7 80.2: 15.3 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 : 105: 8 12 9 60 70 73 86:
Old : 105: 8 12 9 60 70 73 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 : 27.5 25.5 44.4 37.1 26.5 24.2 40.4 33.6
Old : 27.5 25.5 44.4 37.1 26.5 24.2 40.4 33.6
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 - Futures Only, March 10, 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 : 4,441,959: 705,761 653,798 87,393 3,309,500 3,419,552 4,102,654 4,160,743: 339,305 281,216
Old : 4,441,959: 705,761 653,798 87,393 3,309,500 3,419,552 4,102,654 4,160,743: 339,305 281,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -199,328: -35,045 -218,798 -5,732 -156,104 46,642 -196,881 -177,888: -2,447 -21,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.7 2.0 74.5 77.0 92.4 93.7: 7.6 6.3
Old : 100.0: 15.9 14.7 2.0 74.5 77.0 92.4 93.7: 7.6 6.3
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 : 324: 61 42 30 153 163 227 222:
Old : 324: 61 42 30 153 163 227 222:
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 : 30.1 28.0 43.9 41.0 24.0 25.4 36.2 36.8
Old : 30.1 28.0 43.9 41.0 24.0 25.4 36.2 36.8
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, March 10, 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 : 1,916,950: 532,093 187,725 339,228 1,007,950 1,336,203 1,879,271 1,863,156: 37,679 53,794
Old : 1,916,950: 532,093 187,725 339,228 1,007,950 1,336,203 1,879,271 1,863,156: 37,679 53,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 185,242: 7,919 -46,515 90,522 85,314 139,035 183,755 183,042: 1,487 2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.8 17.7 52.6 69.7 98.0 97.2: 2.0 2.8
Old : 100.0: 27.8 9.8 17.7 52.6 69.7 98.0 97.2: 2.0 2.8
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 : 131: 26 26 37 65 71 113 114:
Old : 131: 26 26 37 65 71 113 114:
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 : 32.1 30.0 46.6 46.2 22.5 20.2 30.6 28.2
Old : 32.1 30.0 46.6 46.2 22.5 20.2 30.6 28.2
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, March 10, 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 : 42,743: 11,575 3,604 1,626 22,391 31,672 35,592 36,902: 7,151 5,841
Old : 42,743: 11,575 3,604 1,626 22,391 31,672 35,592 36,902: 7,151 5,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,106: -964 -1,751 -410 -435 213 -1,808 -1,948: -298 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.4 3.8 52.4 74.1 83.3 86.3: 16.7 13.7
Old : 100.0: 27.1 8.4 3.8 52.4 74.1 83.3 86.3: 16.7 13.7
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 : 87: 26 10 8 31 28 59 44:
Old : 87: 26 10 8 31 28 59 44:
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 : 39.4 32.9 50.1 50.1 36.1 32.8 46.6 50.0
Old : 39.4 32.9 50.1 50.1 36.1 32.8 46.6 50.0
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, March 10, 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 : 85,485: 23,150 7,208 3,252 44,781 63,344 71,183 73,804: 14,302 11,681
Old : 85,485: 23,150 7,208 3,252 44,781 63,344 71,183 73,804: 14,302 11,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,211: -1,927 -3,502 -819 -870 426 -3,616 -3,895: -595 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.4 3.8 52.4 74.1 83.3 86.3: 16.7 13.7
Old : 100.0: 27.1 8.4 3.8 52.4 74.1 83.3 86.3: 16.7 13.7
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 : 87: 26 10 8 31 28 59 44:
Old : 87: 26 10 8 31 28 59 44:
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 : 39.4 32.9 50.1 50.1 36.1 32.8 46.6 50.0
Old : 39.4 32.9 50.1 50.1 36.1 32.8 46.6 50.0
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, March 10, 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 : 40,211: 3,205 2,851 0 34,592 36,239 37,797 39,090: 2,414 1,121
Old : 40,211: 3,205 2,851 0 34,592 36,239 37,797 39,090: 2,414 1,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,389: -108 0 0 -902 -1,239 -1,010 -1,239: -379 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.1 0.0 86.0 90.1 94.0 97.2: 6.0 2.8
Old : 100.0: 8.0 7.1 0.0 86.0 90.1 94.0 97.2: 6.0 2.8
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 : 27: 3 2 0 14 10 17 12:
Old : 27: 3 2 0 14 10 17 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 : 68.6 74.4 83.3 94.3 68.4 74.4 83.1 94.3
Old : 68.6 74.4 83.3 94.3 68.4 74.4 83.1 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, March 10, 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 : 19,769: 10,539 15,408 2,482 6,487 1,793 19,508 19,683: 261 86
Old : 19,769: 10,539 15,408 2,482 6,487 1,793 19,508 19,683: 261 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 188: -1,376 -2,876 1,694 -147 1,417 171 235: 17 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 77.9 12.6 32.8 9.1 98.7 99.6: 1.3 0.4
Old : 100.0: 53.3 77.9 12.6 32.8 9.1 98.7 99.6: 1.3 0.4
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 : 41: 23 13 4 4 3 30 17:
Old : 41: 23 13 4 4 3 30 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 : 58.1 54.9 83.2 79.4 54.9 44.8 70.3 65.1
Old : 58.1 54.9 83.2 79.4 54.9 44.8 70.3 65.1
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, March 10, 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 : 111,345: 20,502 7,170 59,785 31,053 43,465 111,340 110,420: 5 925
Old : 111,345: 20,502 7,170 59,785 31,053 43,465 111,340 110,420: 5 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,024: -8,845 -1,439 10,776 6,095 -766 8,026 8,571: -2 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 53.7 27.9 39.0 100.0 99.2: 0.0 0.8
Old : 100.0: 18.4 6.4 53.7 27.9 39.0 100.0 99.2: 0.0 0.8
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 : 29: 7 5 4 5 13 14 20:
Old : 29: 7 5 4 5 13 14 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 : 96.2 91.9 99.7 95.9 42.6 39.6 46.1 43.0
Old : 96.2 91.9 99.7 95.9 42.6 39.6 46.1 43.0
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, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,625: 15,416 15,391 32,209 0 0 47,625 47,600: 0 25
Old : 47,625: 15,416 15,391 32,209 0 0 47,625 47,600: 0 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 723: 190 -312 1,038 0 0 1,228 726: -505 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 32.3 67.6 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 32.4 32.3 67.6 0.0 0.0 100.0 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 : 20: 7 12 5 0 0 10 15:
Old : 20: 7 12 5 0 0 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.3 82.5 99.3 94.1 29.6 22.2 32.4 30.7
Old : 87.3 82.5 99.3 94.1 29.6 22.2 32.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020