WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, April 21, 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 : 369,800: 111,663 77,950 95,060 134,059 153,794 340,782 326,804: 29,018 42,996
Old : 38,690: 24,257 16,034 1,258 10,264 16,030 35,779 33,322: 2,911 5,368
Other: 331,110: 102,017 76,527 79,191 123,795 137,764 305,003 293,482: 26,107 37,628
: : :
: : Changes in Commitments from: April 14, 2020 :
: -10,608: 3,711 3,775 -17,318 4,291 4,273 -9,316 -9,270: -1,292 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 21.1 25.7 36.3 41.6 92.2 88.4: 7.8 11.6
Old : 100.0: 62.7 41.4 3.3 26.5 41.4 92.5 86.1: 7.5 13.9
Other: 100.0: 30.8 23.1 23.9 37.4 41.6 92.1 88.6: 7.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 103 87 114 76 114 248 265:
Old : 159: 46 36 7 30 51 81 89:
Other: 328: 96 94 99 67 106 222 251:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 12.4 21.1 20.4 11.0 9.3 19.3 15.2
Old : 26.4 24.4 42.8 38.7 24.8 23.9 41.1 38.2
Other: 12.1 13.6 22.5 21.5 12.1 10.4 21.4 16.4
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, April 21, 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 : 27,532: 13,564 200 1,600 11,902 25,247 27,066 27,047: 466 485
Old : 3,547: 950 650 0 2,597 2,822 3,547 3,472: 0 75
Other: 23,985: 14,214 1,150 0 9,305 22,425 23,519 23,575: 466 410
: : :
: : Changes in Commitments from: April 14, 2020 :
: 3,325: 1,818 0 100 1,745 3,175 3,663 3,275: -338 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 0.7 5.8 43.2 91.7 98.3 98.2: 1.7 1.8
Old : 100.0: 26.8 18.3 0.0 73.2 79.6 100.0 97.9: 0.0 2.1
Other: 100.0: 59.3 4.8 0.0 38.8 93.5 98.1 98.3: 1.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 1 2 12 21 19 24:
Old : 14: 1 1 0 7 6 8 7:
Other: 29: 6 2 0 10 20 16 22:
:----------------------------------------------------------------------------------------------------
: 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 : 64.8 60.3 83.6 75.4 59.7 42.9 65.7 56.8
Old : 84.2 70.5 100.0 97.9 70.8 68.4 86.6 84.5
Other: 68.0 63.4 89.4 79.2 68.0 53.9 77.5 68.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, April 21, 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 : 232,939: 56,358 43,999 56,189 99,630 111,973 212,177 212,161: 20,762 20,778
Old : 27,590: 14,029 5,067 536 9,079 18,478 23,644 24,081: 3,946 3,509
Other: 205,349: 52,428 49,031 45,554 90,551 93,495 188,533 188,080: 16,816 17,269
: : :
: : Changes in Commitments from: April 14, 2020 :
: -1,099: 34 -4,072 -1,480 1,463 3,959 17 -1,593: -1,116 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.9 24.1 42.8 48.1 91.1 91.1: 8.9 8.9
Old : 100.0: 50.8 18.4 1.9 32.9 67.0 85.7 87.3: 14.3 12.7
Other: 100.0: 25.5 23.9 22.2 44.1 45.5 91.8 91.6: 8.2 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 69 51 70 77 83 188 172:
Old : 125: 26 22 2 38 46 65 69:
Other: 235: 71 53 64 69 81 178 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 21.9 23.9 31.6 12.3 19.5 19.9 26.3
Old : 32.6 28.0 46.5 44.8 31.7 26.7 43.1 41.6
Other: 14.4 23.1 24.2 34.2 13.5 20.6 22.0 27.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, April 21, 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 : 1,470,777: 235,020 333,497 274,599 776,587 696,165 1,286,206 1,304,261: 184,571 166,516
Old : 1,009,583: 266,388 328,777 117,221 492,667 469,936 876,276 915,934: 133,307 93,649
Other: 461,194: 101,903 137,991 24,107 283,920 226,229 409,930 388,327: 51,264 72,867
: : :
: : Changes in Commitments from: April 14, 2020 :
: 30,795: 3,603 28,786 -2,142 39,087 9,580 40,548 36,224: -9,753 -5,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 22.7 18.7 52.8 47.3 87.5 88.7: 12.5 11.3
Old : 100.0: 26.4 32.6 11.6 48.8 46.5 86.8 90.7: 13.2 9.3
Other: 100.0: 22.1 29.9 5.2 61.6 49.1 88.9 84.2: 11.1 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 122 159 145 354 316 571 546:
Old : 698: 126 157 105 313 278 498 485:
Other: 509: 72 87 52 191 254 295 365:
:----------------------------------------------------------------------------------------------------
: 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 : 8.9 8.9 15.6 15.4 6.6 6.5 11.8 11.1
Old : 10.9 9.6 19.1 17.1 9.9 7.5 17.3 13.9
Other: 14.6 19.3 23.2 28.5 14.1 18.7 21.4 26.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, April 21, 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 : 844,117: 181,825 98,803 158,929 434,718 524,554 775,472 782,286: 68,645 61,831
Old : 444,068: 148,614 80,275 35,907 216,635 290,936 401,156 407,118: 42,912 36,950
Other: 400,049: 78,277 63,594 77,956 218,083 233,618 374,316 375,168: 25,733 24,881
: : :
: : Changes in Commitments from: April 14, 2020 :
: 6,835: 4,691 18,593 -4,717 4,322 -7,684 4,296 6,192: 2,539 643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.7 18.8 51.5 62.1 91.9 92.7: 8.1 7.3
Old : 100.0: 33.5 18.1 8.1 48.8 65.5 90.3 91.7: 9.7 8.3
Other: 100.0: 19.6 15.9 19.5 54.5 58.4 93.6 93.8: 6.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 152 102 154 184 194 421 393:
Old : 478: 143 103 91 140 168 325 325:
Other: 381: 96 62 91 143 154 294 271:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 19.2 20.5 30.4 8.3 16.4 13.5 24.5
Old : 12.4 23.3 21.7 33.9 12.0 21.5 19.4 30.0
Other: 18.4 20.8 28.9 33.7 11.9 17.4 19.8 27.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, April 21, 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 : 457,181: 63,526 64,943 97,061 264,753 265,718 425,340 427,722: 31,841 29,459
Old : 293,662: 72,096 65,512 47,253 156,404 159,445 275,753 272,210: 17,909 21,452
Other: 163,519: 21,404 29,405 19,834 108,349 106,273 149,587 155,512: 13,932 8,007
: : :
: : Changes in Commitments from: April 14, 2020 :
: -12,088: 1,795 9,703 -14,203 2,206 -7,064 -10,202 -11,564: -1,886 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.2 21.2 57.9 58.1 93.0 93.6: 7.0 6.4
Old : 100.0: 24.6 22.3 16.1 53.3 54.3 93.9 92.7: 6.1 7.3
Other: 100.0: 13.1 18.0 12.1 66.3 65.0 91.5 95.1: 8.5 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 70 82 94 107 87 243 222:
Old : 303: 76 86 75 98 80 221 204:
Other: 180: 41 43 31 70 48 131 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 25.5 19.5 34.5 7.7 19.5 14.1 24.9
Old : 14.8 20.8 25.2 28.9 9.8 15.4 16.0 20.6
Other: 17.2 39.8 29.1 53.5 16.6 38.1 27.7 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, April 21, 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 : 994,075: 85,296 197,719 5,883 752,630 667,565 843,809 871,167: 150,266 122,908
Old : 994,075: 85,296 197,719 5,883 752,630 667,565 843,809 871,167: 150,266 122,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -11,297: 4,782 489 -810 -17,998 -9,333 -14,026 -9,654: 2,729 -1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.9 0.6 75.7 67.2 84.9 87.6: 15.1 12.4
Old : 100.0: 8.6 19.9 0.6 75.7 67.2 84.9 87.6: 15.1 12.4
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 : 185: 25 35 16 85 91 118 134:
Old : 185: 25 35 16 85 91 118 134:
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 : 23.0 31.4 35.2 46.2 20.8 23.1 29.8 33.9
Old : 23.0 31.4 35.2 46.2 20.8 23.1 29.8 33.9
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, April 21, 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 : 1,043,901: 111,505 373,746 2,947 800,148 580,846 914,600 957,539: 129,301 86,362
Old : 1,043,901: 111,505 373,746 2,947 800,148 580,846 914,600 957,539: 129,301 86,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -691: 8,407 10,626 -689 -4,886 -7,940 2,832 1,997: -3,523 -2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 35.8 0.3 76.6 55.6 87.6 91.7: 12.4 8.3
Old : 100.0: 10.7 35.8 0.3 76.6 55.6 87.6 91.7: 12.4 8.3
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 : 138: 14 18 10 75 77 93 101:
Old : 138: 14 18 10 75 77 93 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 33.2 40.3 47.6 22.0 32.1 34.0 46.5
Old : 26.6 33.2 40.3 47.6 22.0 32.1 34.0 46.5
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, April 21, 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 : 404,468: 71,337 49,185 45,569 242,210 281,948 359,116 376,702: 45,352 27,766
Old : 250,902: 60,153 56,278 15,097 141,990 157,723 217,240 229,098: 33,662 21,804
Other: 153,566: 27,201 8,924 14,455 100,220 124,225 141,876 147,604: 11,690 5,962
: : :
: : Changes in Commitments from: April 14, 2020 :
: -4,047: 2,928 2,766 -5,564 1,060 -683 -1,576 -3,481: -2,471 -566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.2 11.3 59.9 69.7 88.8 93.1: 11.2 6.9
Old : 100.0: 24.0 22.4 6.0 56.6 62.9 86.6 91.3: 13.4 8.7
Other: 100.0: 17.7 5.8 9.4 65.3 80.9 92.4 96.1: 7.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 74 48 71 100 85 212 177:
Old : 243: 68 51 50 94 76 190 153:
Other: 175: 48 29 33 77 55 143 100:
:----------------------------------------------------------------------------------------------------
: 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 33.2 20.6 43.3 12.3 30.2 18.4 38.1
Old : 15.9 27.8 23.0 37.4 15.7 25.3 22.8 33.4
Other: 16.9 43.1 29.4 58.5 16.3 39.2 28.5 51.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, April 21, 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 : 12,918: 3,813 1,052 757 6,152 9,813 10,722 11,622: 2,196 1,296
Old : 8,857: 3,673 1,726 14 3,391 6,186 7,078 7,926: 1,779 931
Other: 4,061: 879 65 4 2,761 3,627 3,644 3,696: 417 365
: : :
: : Changes in Commitments from: April 14, 2020 :
: 861: 171 41 41 711 884 923 966: -62 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.1 5.9 47.6 76.0 83.0 90.0: 17.0 10.0
Old : 100.0: 41.5 19.5 0.2 38.3 69.8 79.9 89.5: 20.1 10.5
Other: 100.0: 21.6 1.6 0.1 68.0 89.3 89.7 91.0: 10.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 22 5 9 19 18 44 30:
Old : 50: 18 10 2 15 12 34 23:
Other: 30: 10 1 1 9 12 19 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 : 35.5 41.8 48.3 62.9 29.2 40.0 40.2 59.0
Old : 33.0 38.9 48.2 65.3 33.0 37.4 48.2 61.7
Other: 65.9 72.1 81.9 84.4 65.9 71.3 81.1 83.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,561,519: 552,663 792,021 27,513 1,812,384 1,650,910 2,392,560 2,470,444: 168,959 91,075
Old : 2,561,519: 552,663 792,021 27,513 1,812,384 1,650,910 2,392,560 2,470,444: 168,959 91,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -93,493: -63,959 -14,747 6,459 -44,237 -80,480 -101,737 -88,768: 8,244 -4,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 30.9 1.1 70.8 64.5 93.4 96.4: 6.6 3.6
Old : 100.0: 21.6 30.9 1.1 70.8 64.5 93.4 96.4: 6.6 3.6
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 : 327: 55 50 25 163 145 228 210:
Old : 327: 55 50 25 163 145 228 210:
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 : 25.7 33.5 36.2 45.6 25.3 30.3 33.6 40.9
Old : 25.7 33.5 36.2 45.6 25.3 30.3 33.6 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, April 21, 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 : 3,231,814: 578,737 612,835 81,644 2,174,343 2,189,727 2,834,724 2,884,206: 397,090 347,608
Old : 3,231,814: 578,737 612,835 81,644 2,174,343 2,189,727 2,834,724 2,884,206: 397,090 347,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -3,384: 27,520 -9,180 19,196 -51,260 -9,921 -4,544 95: 1,160 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 19.0 2.5 67.3 67.8 87.7 89.2: 12.3 10.8
Old : 100.0: 17.9 19.0 2.5 67.3 67.8 87.7 89.2: 12.3 10.8
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 : 364: 61 70 42 170 171 253 261:
Old : 364: 61 70 42 170 171 253 261:
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 : 21.6 20.6 30.5 29.5 14.8 14.2 22.6 22.0
Old : 21.6 20.6 30.5 29.5 14.8 14.2 22.6 22.0
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, April 21, 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 : 789,714: 64,158 107,749 5,769 619,274 497,801 689,201 611,319: 100,513 178,395
Old : 789,714: 64,158 107,749 5,769 619,274 497,801 689,201 611,319: 100,513 178,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 15,689: -1,710 7,935 -2,036 18,892 16,524 15,146 22,423: 543 -6,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 13.6 0.7 78.4 63.0 87.3 77.4: 12.7 22.6
Old : 100.0: 8.1 13.6 0.7 78.4 63.0 87.3 77.4: 12.7 22.6
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 : 105: 10 10 7 64 67 77 81:
Old : 105: 10 10 7 64 67 77 81:
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 22.5 47.1 32.8 29.6 20.8 43.1 29.0
Old : 30.1 22.5 47.1 32.8 29.6 20.8 43.1 29.0
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, April 21, 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 : 3,694,907: 528,247 684,748 47,948 2,806,082 2,676,266 3,382,277 3,408,962: 312,630 285,945
Old : 3,694,907: 528,247 684,748 47,948 2,806,082 2,676,266 3,382,277 3,408,962: 312,630 285,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -29,862: -10,680 -11,458 12,972 -42,483 -39,814 -40,191 -38,300: 10,329 8,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.5 1.3 75.9 72.4 91.5 92.3: 8.5 7.7
Old : 100.0: 14.3 18.5 1.3 75.9 72.4 91.5 92.3: 8.5 7.7
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 : 298: 47 38 18 138 165 194 212:
Old : 298: 47 38 18 138 165 194 212:
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 : 34.1 20.5 47.5 33.6 30.1 18.8 42.3 29.1
Old : 34.1 20.5 47.5 33.6 30.1 18.8 42.3 29.1
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, April 21, 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 : 1,687,588: 581,570 191,458 197,870 879,629 1,265,880 1,659,069 1,655,208: 28,519 32,380
Old : 1,687,588: 581,570 191,458 197,870 879,629 1,265,880 1,659,069 1,655,208: 28,519 32,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 102,046: 103,666 45,662 10,135 -13,357 47,297 100,444 103,094: 1,602 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.3 11.7 52.1 75.0 98.3 98.1: 1.7 1.9
Old : 100.0: 34.5 11.3 11.7 52.1 75.0 98.3 98.1: 1.7 1.9
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 : 123: 24 21 34 61 73 102 112:
Old : 123: 24 21 34 61 73 102 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 41.2 51.5 55.5 32.0 34.1 41.2 39.3
Old : 38.8 41.2 51.5 55.5 32.0 34.1 41.2 39.3
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, April 21, 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 : 30,798: 6,399 12,009 242 19,428 10,934 26,069 23,184: 4,730 7,614
Old : 30,798: 6,399 12,009 242 19,428 10,934 26,069 23,184: 4,730 7,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 599: 178 1,813 -47 775 -969 906 798: -307 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.0 0.8 63.1 35.5 84.6 75.3: 15.4 24.7
Old : 100.0: 20.8 39.0 0.8 63.1 35.5 84.6 75.3: 15.4 24.7
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 : 93: 16 29 7 37 21 57 53:
Old : 93: 16 29 7 37 21 57 53:
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 : 33.6 32.6 43.3 43.7 32.7 32.3 42.5 43.0
Old : 33.6 32.6 43.3 43.7 32.7 32.3 42.5 43.0
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, April 21, 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 : 61,596: 12,798 24,017 483 38,856 21,868 52,137 46,368: 9,459 15,228
Old : 61,596: 12,798 24,017 483 38,856 21,868 52,137 46,368: 9,459 15,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,197: 355 3,625 -93 1,549 -1,937 1,811 1,595: -614 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.0 0.8 63.1 35.5 84.6 75.3: 15.4 24.7
Old : 100.0: 20.8 39.0 0.8 63.1 35.5 84.6 75.3: 15.4 24.7
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 : 93: 16 29 7 37 21 57 53:
Old : 93: 16 29 7 37 21 57 53:
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 : 33.6 32.6 43.3 43.7 32.7 32.3 42.5 43.0
Old : 33.6 32.6 43.3 43.7 32.7 32.3 42.5 43.0
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, April 21, 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 : 42,885: 5,029 1,397 0 35,374 41,262 40,403 42,659: 2,482 226
Old : 42,885: 5,029 1,397 0 35,374 41,262 40,403 42,659: 2,482 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -2,967: -833 -75 0 -3,240 -2,656 -4,073 -2,731: 1,106 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.3 0.0 82.5 96.2 94.2 99.5: 5.8 0.5
Old : 100.0: 11.7 3.3 0.0 82.5 96.2 94.2 99.5: 5.8 0.5
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 : 30: 5 2 0 12 13 17 15:
Old : 30: 5 2 0 12 13 17 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 : 67.6 77.2 83.0 93.2 65.7 77.2 81.0 93.2
Old : 67.6 77.2 83.0 93.2 65.7 77.2 81.0 93.2
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, April 21, 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 : 19,629: 13,573 17,517 513 5,370 1,564 19,456 19,594: 173 35
Old : 19,629: 13,573 17,517 513 5,370 1,564 19,456 19,594: 173 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,084: 941 716 0 155 358 1,096 1,074: -12 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 89.2 2.6 27.4 8.0 99.1 99.8: 0.9 0.2
Old : 100.0: 69.1 89.2 2.6 27.4 8.0 99.1 99.8: 0.9 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 : 37: 16 16 3 4 3 23 19:
Old : 37: 16 16 3 4 3 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 55.8 90.3 76.8 71.5 54.3 86.6 72.3
Old : 72.6 55.8 90.3 76.8 71.5 54.3 86.6 72.3
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, April 21, 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 : 68,634: 3,431 9,747 44,964 20,215 13,355 68,610 68,066: 24 568
Old : 68,634: 3,431 9,747 44,964 20,215 13,355 68,610 68,066: 24 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -746: -936 -3,953 4,308 -3,450 -360 -78 -5: -668 -741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 14.2 65.5 29.5 19.5 100.0 99.2: 0.0 0.8
Old : 100.0: 5.0 14.2 65.5 29.5 19.5 100.0 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 : 20: 4 5 2 4 8 9 14:
Old : 20: 4 5 2 4 8 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.8 87.6 99.9 96.0 33.5 23.4 34.4 30.6
Old : 97.8 87.6 99.9 96.0 33.5 23.4 34.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2020