WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, March 24, 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 : 359,729: 97,437 62,621 121,381 113,970 133,809 332,788 317,811: 26,941 41,918
Old : 143,604: 71,787 60,709 11,215 49,301 57,757 132,303 129,681: 11,301 13,923
Other: 216,125: 82,055 58,317 53,761 64,669 76,052 200,485 188,130: 15,640 27,995
: : :
: : Changes in Commitments from: March 17, 2020 :
: -34,649: -1,848 -22,163 -21,131 -12,753 9,235 -35,732 -34,059: 1,083 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 17.4 33.7 31.7 37.2 92.5 88.3: 7.5 11.7
Old : 100.0: 50.0 42.3 7.8 34.3 40.2 92.1 90.3: 7.9 9.7
Other: 100.0: 38.0 27.0 24.9 29.9 35.2 92.8 87.0: 7.2 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 97 75 108 77 108 239 244:
Old : 258: 83 66 25 40 74 135 153:
Other: 265: 81 63 75 61 96 186 197:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 10.3 20.1 18.2 10.0 8.4 16.4 13.8
Old : 13.4 19.2 24.2 32.7 12.4 19.2 23.1 32.6
Other: 17.2 14.3 29.3 23.3 16.2 8.7 24.3 15.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, March 24, 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 : 24,100: 9,001 360 890 13,580 22,635 23,471 23,885: 629 215
Old : 7,790: 2,070 850 0 5,595 6,915 7,665 7,765: 125 25
Other: 16,310: 7,481 60 340 7,985 15,720 15,806 16,120: 504 190
: : :
: : Changes in Commitments from: March 17, 2020 :
: 3,705: 2,833 260 40 685 3,615 3,558 3,915: 147 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 1.5 3.7 56.3 93.9 97.4 99.1: 2.6 0.9
Old : 100.0: 26.6 10.9 0.0 71.8 88.8 98.4 99.7: 1.6 0.3
Other: 100.0: 45.9 0.4 2.1 49.0 96.4 96.9 98.8: 3.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 3 15 21 21 24:
Old : 19: 2 1 0 8 13 10 14:
Other: 26: 5 1 2 10 18 16 20:
:----------------------------------------------------------------------------------------------------
: 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 54.8 82.2 74.0 58.0 44.2 63.3 57.1
Old : 75.0 56.7 96.5 90.8 69.8 56.7 87.1 86.9
Other: 65.6 67.8 86.6 82.9 65.6 65.3 77.1 74.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, March 24, 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 : 223,516: 47,440 52,611 46,093 109,281 104,268 202,814 202,972: 20,702 20,544
Old : 99,513: 37,906 43,752 2,915 49,261 44,564 90,082 91,231: 9,431 8,282
Other: 124,003: 37,520 36,845 15,192 60,020 59,704 112,732 111,741: 11,271 12,262
: : :
: : Changes in Commitments from: March 17, 2020 :
: -33,307: -6,789 -13,508 -18,136 -6,655 -241 -31,580 -31,885: -1,727 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 23.5 20.6 48.9 46.6 90.7 90.8: 9.3 9.2
Old : 100.0: 38.1 44.0 2.9 49.5 44.8 90.5 91.7: 9.5 8.3
Other: 100.0: 30.3 29.7 12.3 48.4 48.1 90.9 90.1: 9.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 63 52 68 78 81 182 168:
Old : 201: 53 48 12 52 54 110 109:
Other: 194: 53 41 37 61 71 133 132:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 20.6 22.9 29.4 12.9 19.4 21.6 27.6
Old : 15.9 25.0 28.2 37.0 15.6 25.0 27.9 36.0
Other: 14.1 20.9 23.4 32.7 13.4 18.4 22.1 28.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, March 24, 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 : 1,382,708: 266,809 300,335 247,746 674,712 667,278 1,189,267 1,215,359: 193,441 167,349
Old : 1,024,603: 270,452 318,010 121,559 484,095 478,347 876,106 917,916: 148,497 106,687
Other: 358,105: 108,388 94,356 14,156 190,617 188,931 313,161 297,443: 44,944 60,662
: : :
: : Changes in Commitments from: March 17, 2020 :
: -57,548: -20,120 -4,904 -37,320 9,568 -11,000 -47,872 -53,224: -9,676 -4,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.7 17.9 48.8 48.3 86.0 87.9: 14.0 12.1
Old : 100.0: 26.4 31.0 11.9 47.2 46.7 85.5 89.6: 14.5 10.4
Other: 100.0: 30.3 26.3 4.0 53.2 52.8 87.4 83.1: 12.6 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 691: 125 126 146 313 307 528 509:
Old : 668: 121 128 106 285 272 470 449:
Other: 478: 69 69 44 159 254 253 348:
:----------------------------------------------------------------------------------------------------
: 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 : 8.6 9.2 15.5 16.0 7.3 6.0 12.9 10.6
Old : 10.8 11.4 18.6 19.4 10.7 8.6 18.0 14.4
Other: 18.8 22.1 29.0 29.8 18.3 20.4 27.9 27.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, March 24, 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 : 769,458: 146,201 85,854 151,626 411,597 475,099 709,424 712,579: 60,034 56,879
Old : 463,268: 122,185 83,484 45,545 255,386 297,444 423,116 426,473: 40,152 36,795
Other: 306,190: 59,282 37,636 70,815 156,211 177,655 286,308 286,106: 19,882 20,084
: : :
: : Changes in Commitments from: March 17, 2020 :
: -21,202: -3,964 -30,695 -10,819 -7,012 23,909 -21,795 -17,605: 593 -3,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.2 19.7 53.5 61.7 92.2 92.6: 7.8 7.4
Old : 100.0: 26.4 18.0 9.8 55.1 64.2 91.3 92.1: 8.7 7.9
Other: 100.0: 19.4 12.3 23.1 51.0 58.0 93.5 93.4: 6.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 521: 152 96 168 184 189 419 397:
Old : 480: 136 102 109 149 169 335 338:
Other: 372: 92 58 88 134 157 276 269:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 17.5 20.2 28.8 7.8 14.9 13.2 23.3
Old : 12.6 19.4 21.8 31.9 11.8 18.1 20.2 26.8
Other: 18.0 20.4 30.4 34.1 11.5 18.1 19.6 27.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, March 24, 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 : 451,091: 65,687 53,095 89,558 264,676 281,003 419,921 423,656: 31,170 27,435
Old : 321,530: 73,526 60,491 52,789 175,255 187,349 301,570 300,629: 19,960 20,901
Other: 129,561: 16,166 16,609 12,764 89,421 93,654 118,351 123,027: 11,210 6,534
: : :
: : Changes in Commitments from: March 17, 2020 :
: -10,371: -1,989 -1,111 -11,047 4,481 2,545 -8,555 -9,613: -1,816 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.8 19.9 58.7 62.3 93.1 93.9: 6.9 6.1
Old : 100.0: 22.9 18.8 16.4 54.5 58.3 93.8 93.5: 6.2 6.5
Other: 100.0: 12.5 12.8 9.9 69.0 72.3 91.3 95.0: 8.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 69 67 101 110 84 247 216:
Old : 293: 87 68 77 104 74 227 191:
Other: 169: 32 44 27 68 44 118 101:
:----------------------------------------------------------------------------------------------------
: 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 : 10.1 25.7 18.3 35.0 8.5 22.5 15.0 29.4
Old : 10.6 24.4 19.8 32.1 10.0 20.2 17.8 27.8
Other: 18.5 41.5 32.0 52.6 18.1 40.6 31.5 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, March 24, 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 : 1,082,745: 85,610 154,492 8,577 846,253 795,916 940,440 958,985: 142,305 123,760
Old : 1,082,745: 85,610 154,492 8,577 846,253 795,916 940,440 958,985: 142,305 123,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -91,734: -23,126 -32,317 -5,983 -45,595 -54,679 -74,704 -92,979: -17,030 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 14.3 0.8 78.2 73.5 86.9 88.6: 13.1 11.4
Old : 100.0: 7.9 14.3 0.8 78.2 73.5 86.9 88.6: 13.1 11.4
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 : 182: 21 32 18 89 95 120 135:
Old : 182: 21 32 18 89 95 120 135:
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 : 26.8 22.2 38.9 37.4 23.1 17.7 32.4 29.0
Old : 26.8 22.2 38.9 37.4 23.1 17.7 32.4 29.0
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 24, 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 : 1,072,040: 78,091 334,753 2,002 857,191 635,456 937,284 972,211: 134,756 99,829
Old : 1,072,040: 78,091 334,753 2,002 857,191 635,456 937,284 972,211: 134,756 99,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -48,082: 5,261 -28,005 -2,081 -39,934 -24,580 -36,754 -54,666: -11,328 6,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.2 0.2 80.0 59.3 87.4 90.7: 12.6 9.3
Old : 100.0: 7.3 31.2 0.2 80.0 59.3 87.4 90.7: 12.6 9.3
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 : 135: 12 15 7 79 77 94 96:
Old : 135: 12 15 7 79 77 94 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 : 25.8 32.2 38.3 47.4 18.9 29.9 29.6 43.6
Old : 25.8 32.2 38.3 47.4 18.9 29.9 29.6 43.6
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 24, 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 : 405,697: 85,448 26,562 50,565 228,445 304,743 364,458 381,870: 41,239 23,827
Old : 280,985: 78,754 34,468 19,912 150,939 207,888 249,605 262,268: 31,380 18,717
Other: 124,712: 20,715 6,115 16,632 77,506 96,855 114,853 119,602: 9,859 5,110
: : :
: : Changes in Commitments from: March 17, 2020 :
: -18,740: 2,178 -16,987 -16,111 -6,247 17,419 -20,180 -15,679: 1,440 -3,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.5 12.5 56.3 75.1 89.8 94.1: 10.2 5.9
Old : 100.0: 28.0 12.3 7.1 53.7 74.0 88.8 93.3: 11.2 6.7
Other: 100.0: 16.6 4.9 13.3 62.1 77.7 92.1 95.9: 7.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 92 38 80 110 90 243 178:
Old : 265: 89 44 64 101 80 220 161:
Other: 167: 47 21 30 76 50 139 87:
:----------------------------------------------------------------------------------------------------
: 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 34.4 18.5 45.0 12.0 33.3 18.1 41.7
Old : 15.0 34.0 22.9 44.8 15.0 33.0 22.7 43.0
Other: 15.7 41.3 27.3 56.8 15.7 38.3 27.0 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, March 24, 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 : 11,164: 3,399 895 786 5,448 8,367 9,633 10,048: 1,531 1,116
Old : 8,778: 3,306 1,388 284 3,789 6,397 7,379 8,069: 1,399 709
Other: 2,386: 588 2 7 1,659 1,970 2,254 1,979: 132 407
: : :
: : Changes in Commitments from: March 17, 2020 :
: 166: -180 -1,268 74 321 1,493 215 299: -49 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 8.0 7.0 48.8 74.9 86.3 90.0: 13.7 10.0
Old : 100.0: 37.7 15.8 3.2 43.2 72.9 84.1 91.9: 15.9 8.1
Other: 100.0: 24.6 0.1 0.3 69.5 82.6 94.5 82.9: 5.5 17.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 25 3 7 13 16 39 26:
Old : 49: 22 7 3 9 13 32 22:
Other: 24: 8 1 1 8 9 16 11:
:----------------------------------------------------------------------------------------------------
: 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 : 42.9 42.9 56.6 66.8 37.1 42.6 49.0 64.7
Old : 43.0 40.7 55.7 67.7 43.0 40.7 55.6 65.1
Other: 73.6 73.9 87.0 81.5 73.6 72.4 87.0 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, March 24, 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 : 3,083,123: 726,652 823,226 34,657 2,133,347 2,127,296 2,894,656 2,985,179: 188,467 97,944
Old : 3,083,123: 726,652 823,226 34,657 2,133,347 2,127,296 2,894,656 2,985,179: 188,467 97,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -139,875: -27,592 19,003 -5,382 -105,760 -148,235 -138,734 -134,614: -1,141 -5,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 26.7 1.1 69.2 69.0 93.9 96.8: 6.1 3.2
Old : 100.0: 23.6 26.7 1.1 69.2 69.0 93.9 96.8: 6.1 3.2
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 : 349: 74 42 21 171 148 257 199:
Old : 349: 74 42 21 171 148 257 199:
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 : 22.3 30.2 35.5 44.4 21.9 29.1 34.0 40.9
Old : 22.3 30.2 35.5 44.4 21.9 29.1 34.0 40.9
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 24, 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 : 3,414,531: 483,608 695,637 63,803 2,486,156 2,336,583 3,033,567 3,096,023: 380,964 318,508
Old : 3,414,531: 483,608 695,637 63,803 2,486,156 2,336,583 3,033,567 3,096,023: 380,964 318,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -244,502: -43,637 -82,721 -13,756 -156,361 -139,197 -213,754 -235,674: -30,748 -8,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.4 1.9 72.8 68.4 88.8 90.7: 11.2 9.3
Old : 100.0: 14.2 20.4 1.9 72.8 68.4 88.8 90.7: 11.2 9.3
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 : 378: 58 72 39 174 173 256 260:
Old : 378: 58 72 39 174 173 256 260:
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 : 21.1 18.1 30.1 27.4 13.0 14.5 21.3 21.4
Old : 21.1 18.1 30.1 27.4 13.0 14.5 21.3 21.4
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 24, 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 : 813,774: 42,341 107,894 5,542 666,773 532,404 714,656 645,840: 99,118 167,934
Old : 813,774: 42,341 107,894 5,542 666,773 532,404 714,656 645,840: 99,118 167,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -48,372: -10,881 -46,880 -1,702 -24,340 5,076 -36,923 -43,506: -11,449 -4,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.3 0.7 81.9 65.4 87.8 79.4: 12.2 20.6
Old : 100.0: 5.2 13.3 0.7 81.9 65.4 87.8 79.4: 12.2 20.6
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 : 107: 9 13 9 60 68 74 85:
Old : 107: 9 13 9 60 68 74 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 18.6 48.5 28.4 29.2 16.0 45.0 24.4
Old : 30.4 18.6 48.5 28.4 29.2 16.0 45.0 24.4
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 24, 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 : 4,015,517: 537,073 644,137 45,636 3,143,867 2,944,039 3,726,576 3,633,812: 288,941 381,705
Old : 4,015,517: 537,073 644,137 45,636 3,143,867 2,944,039 3,726,576 3,633,812: 288,941 381,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -340,294: -77,871 -11,947 -13,292 -219,023 -306,337 -310,186 -331,576: -30,108 -8,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.0 1.1 78.3 73.3 92.8 90.5: 7.2 9.5
Old : 100.0: 13.4 16.0 1.1 78.3 73.3 92.8 90.5: 7.2 9.5
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 : 304: 50 40 25 140 160 201 214:
Old : 304: 50 40 25 140 160 201 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 22.0 49.6 33.6 30.4 21.1 43.2 32.2
Old : 35.2 22.0 49.6 33.6 30.4 21.1 43.2 32.2
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 24, 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 : 1,686,925: 357,114 96,276 307,157 982,405 1,235,378 1,646,676 1,638,811: 40,249 48,114
Old : 1,686,925: 357,114 96,276 307,157 982,405 1,235,378 1,646,676 1,638,811: 40,249 48,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -117,801: -58,349 -7,082 -29,397 -25,223 -84,668 -112,969 -121,147: -4,832 3,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.7 18.2 58.2 73.2 97.6 97.1: 2.4 2.9
Old : 100.0: 21.2 5.7 18.2 58.2 73.2 97.6 97.1: 2.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 26 21 31 63 66 101 107:
Old : 119: 26 21 31 63 66 101 107:
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 : 27.9 32.0 44.2 46.7 16.1 20.2 25.1 25.8
Old : 27.9 32.0 44.2 46.7 16.1 20.2 25.1 25.8
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 24, 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 : 25,081: 4,390 3,059 410 14,062 16,800 18,862 20,269: 6,219 4,812
Old : 25,081: 4,390 3,059 410 14,062 16,800 18,862 20,269: 6,219 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -16,260: -3,076 152 -244 -12,207 -14,529 -15,526 -14,621: -734 -1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.2 1.6 56.1 67.0 75.2 80.8: 24.8 19.2
Old : 100.0: 17.5 12.2 1.6 56.1 67.0 75.2 80.8: 24.8 19.2
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 : 81: 20 12 7 29 27 51 45:
Old : 81: 20 12 7 29 27 51 45:
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 : 32.4 34.6 42.3 50.7 31.0 34.6 40.9 50.7
Old : 32.4 34.6 42.3 50.7 31.0 34.6 40.9 50.7
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 24, 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 : 50,161: 8,780 6,117 820 28,123 33,600 37,723 40,537: 12,438 9,624
Old : 50,161: 8,780 6,117 820 28,123 33,600 37,723 40,537: 12,438 9,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -32,520: -6,151 304 -488 -24,413 -29,057 -31,052 -29,241: -1,468 -3,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 12.2 1.6 56.1 67.0 75.2 80.8: 24.8 19.2
Old : 100.0: 17.5 12.2 1.6 56.1 67.0 75.2 80.8: 24.8 19.2
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 : 81: 20 12 7 29 27 51 45:
Old : 81: 20 12 7 29 27 51 45:
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 : 32.4 34.6 42.3 50.7 31.0 34.6 40.9 50.7
Old : 32.4 34.6 42.3 50.7 31.0 34.6 40.9 50.7
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 24, 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 : 39,713: 3,671 5,097 0 33,986 33,955 37,657 39,052: 2,056 661
Old : 39,713: 3,671 5,097 0 33,986 33,955 37,657 39,052: 2,056 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,061: 845 1,727 -434 -7,629 -6,507 -7,218 -5,214: 157 -1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.8 0.0 85.6 85.5 94.8 98.3: 5.2 1.7
Old : 100.0: 9.2 12.8 0.0 85.6 85.5 94.8 98.3: 5.2 1.7
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 : 25: 2 4 0 12 9 14 13:
Old : 25: 2 4 0 12 9 14 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 : 69.3 70.6 87.7 90.2 63.8 70.6 81.8 88.0
Old : 69.3 70.6 87.7 90.2 63.8 70.6 81.8 88.0
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 24, 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 : 16,656: 10,050 14,800 125 6,309 1,716 16,484 16,641: 172 15
Old : 16,656: 10,050 14,800 125 6,309 1,716 16,484 16,641: 172 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -2,928: -2,908 -1,846 0 1,204 532 -1,704 -1,314: -1,224 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 88.9 0.8 37.9 10.3 99.0 99.9: 1.0 0.1
Old : 100.0: 60.3 88.9 0.8 37.9 10.3 99.0 99.9: 1.0 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 : 31: 14 12 2 4 3 20 15:
Old : 31: 14 12 2 4 3 20 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 : 69.4 61.3 93.1 86.7 67.9 61.3 85.0 81.5
Old : 69.4 61.3 93.1 86.7 67.9 61.3 85.0 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, March 24, 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 : 60,215: 6,974 12,617 34,591 18,617 12,290 60,182 59,498: 33 717
Old : 60,215: 6,974 12,617 34,591 18,617 12,290 60,182 59,498: 33 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -6,346: 279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163: -7 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.0 57.4 30.9 20.4 99.9 98.8: 0.1 1.2
Old : 100.0: 11.6 21.0 57.4 30.9 20.4 99.9 98.8: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 6 1 5 10 10 16:
Old : 24: 4 6 1 5 10 10 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 : 88.2 88.2 99.8 95.1 36.9 30.7 42.4 37.6
Old : 88.2 88.2 99.8 95.1 36.9 30.7 42.4 37.6
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 24, 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 : 43,850: 17,221 17,203 26,629 0 0 43,850 43,832: 0 18
Old : 43,850: 17,221 17,203 26,629 0 0 43,850 43,832: 0 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -738: 1,805 1,804 -2,543 0 0 -738 -739: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 39.2 60.7 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 39.3 39.2 60.7 0.0 0.0 100.0 100.0: 0.0 0.0
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 : 20: 9 10 5 0 0 12 13:
Old : 20: 9 10 5 0 0 12 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 : 85.3 85.0 97.9 96.8 33.3 32.3 39.0 38.8
Old : 85.3 85.0 97.9 96.8 33.3 32.3 39.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020