WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 02, 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 : 400,202: 117,497 112,940 94,637 159,479 151,461 371,613 359,038: 28,589 41,164
Old : 385,314: 115,800 114,350 88,580 155,280 145,084 359,660 348,014: 25,654 37,300
Other: 14,888: 5,510 2,403 2,244 4,199 6,377 11,953 11,024: 2,935 3,864
: : :
: : Changes in Commitments from: May 26, 2020 :
: 12,986: 8,139 4,130 5,534 -3,095 3,283 10,578 12,947: 2,408 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 28.2 23.6 39.8 37.8 92.9 89.7: 7.1 10.3
Old : 100.0: 30.1 29.7 23.0 40.3 37.7 93.3 90.3: 6.7 9.7
Other: 100.0: 37.0 16.1 15.1 28.2 42.8 80.3 74.0: 19.7 26.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 104 107 113 73 103 242 271:
Old : 339: 105 108 109 71 103 235 268:
Other: 95: 20 20 9 25 35 50 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 13.4 24.0 22.7 13.6 9.3 21.4 16.6
Old : 15.4 13.8 24.6 23.5 13.8 9.9 21.9 17.6
Other: 36.1 38.7 54.4 51.3 32.3 32.0 45.7 41.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 02, 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 : 24,775: 13,482 260 900 10,013 22,916 24,395 24,076: 380 699
Old : 24,775: 13,482 260 900 10,013 22,916 24,395 24,076: 380 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -645: -1,805 -270 40 1,019 -524 -746 -754: 101 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 1.0 3.6 40.4 92.5 98.5 97.2: 1.5 2.8
Old : 100.0: 54.4 1.0 3.6 40.4 92.5 98.5 97.2: 1.5 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 : 31: 8 1 2 15 21 23 24:
Old : 31: 8 1 2 15 21 23 24:
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 : 65.6 48.2 84.7 67.1 61.7 40.1 65.6 55.3
Old : 65.6 48.2 84.7 67.1 61.7 40.1 65.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, June 02, 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 : 229,286: 46,911 71,258 47,704 114,578 90,294 209,193 209,256: 20,093 20,030
Old : 226,744: 47,484 71,498 46,522 113,374 89,541 207,380 207,561: 19,364 19,183
Other: 2,542: 565 898 44 1,204 753 1,813 1,695: 729 847
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,123: 895 103 -1,596 -883 -1,583 -1,584 -3,076: -539 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 31.1 20.8 50.0 39.4 91.2 91.3: 8.8 8.7
Old : 100.0: 20.9 31.5 20.5 50.0 39.5 91.5 91.5: 8.5 8.5
Other: 100.0: 22.2 35.3 1.7 47.4 29.6 71.3 66.7: 28.7 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 72 58 65 70 76 176 172:
Old : 241: 74 58 63 70 76 175 171:
Other: 56: 8 10 2 12 28 22 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 21.4 26.1 32.2 13.7 18.7 23.0 26.6
Old : 15.7 21.6 26.2 32.5 13.8 19.1 23.0 27.0
Other: 51.7 39.9 61.8 51.5 51.7 38.2 61.3 49.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 02, 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 : 1,518,926: 235,871 455,309 300,230 787,667 608,847 1,323,768 1,364,386: 195,158 154,540
Old : 896,316: 252,707 403,307 96,843 419,110 321,925 768,660 822,075: 127,656 74,241
Other: 622,610: 134,987 203,825 51,564 368,557 286,922 555,108 542,311: 67,502 80,299
: : :
: : Changes in Commitments from: May 26, 2020 :
: 53,187: 12,510 11,873 22,089 14,202 19,784 48,801 53,746: 4,386 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 30.0 19.8 51.9 40.1 87.2 89.8: 12.8 10.2
Old : 100.0: 28.2 45.0 10.8 46.8 35.9 85.8 91.7: 14.2 8.3
Other: 100.0: 21.7 32.7 8.3 59.2 46.1 89.2 87.1: 10.8 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 728: 139 152 158 336 301 575 537:
Old : 666: 141 139 79 275 221 455 403:
Other: 562: 98 108 72 217 252 362 391:
:----------------------------------------------------------------------------------------------------
: 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 : 9.3 9.4 15.3 16.5 8.4 7.8 13.8 13.3
Old : 12.2 12.7 19.9 21.3 11.7 10.0 18.7 17.6
Other: 13.7 14.4 21.7 23.4 12.7 12.9 20.1 21.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 02, 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 : 5,504: 2,246 0 145 1,032 3,516 3,423 3,661: 2,081 1,843
Old : 5,504: 2,246 0 145 1,032 3,516 3,423 3,661: 2,081 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 452: 293 0 33 159 295 485 328: -33 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 2.6 18.8 63.9 62.2 66.5: 37.8 33.5
Old : 100.0: 40.8 0.0 2.6 18.8 63.9 62.2 66.5: 37.8 33.5
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 : 31: 17 0 2 5 12 22 14:
Old : 31: 17 0 2 5 12 22 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 : 27.8 44.7 42.2 59.6 27.7 44.7 41.0 59.5
Old : 27.8 44.7 42.2 59.6 27.7 44.7 41.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, June 02, 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 : 875,645: 178,933 107,097 181,592 446,474 532,732 806,999 821,421: 68,646 54,224
Old : 347,071: 119,291 96,015 20,514 173,198 205,009 313,003 321,538: 34,068 25,533
Other: 528,574: 112,622 64,062 108,098 273,276 327,723 493,996 499,883: 34,578 28,691
: : :
: : Changes in Commitments from: May 26, 2020 :
: 3,391: -3,169 3,854 2,434 5,914 -2,691 5,179 3,597: -1,788 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.2 20.7 51.0 60.8 92.2 93.8: 7.8 6.2
Old : 100.0: 34.4 27.7 5.9 49.9 59.1 90.2 92.6: 9.8 7.4
Other: 100.0: 21.3 12.1 20.5 51.7 62.0 93.5 94.6: 6.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 519: 154 110 160 182 180 425 389:
Old : 456: 139 102 57 127 140 288 280:
Other: 418: 116 83 114 151 154 332 301:
:----------------------------------------------------------------------------------------------------
: 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 19.4 21.2 30.6 7.8 17.1 14.2 26.3
Old : 15.8 22.2 25.0 31.5 12.9 22.0 20.6 30.7
Other: 16.6 23.4 26.0 36.9 12.6 20.5 20.0 32.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 02, 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 : 481,480: 79,155 59,868 111,547 254,674 280,422 445,376 451,837: 36,104 29,643
Old : 255,992: 79,188 64,804 35,252 124,289 137,169 238,729 237,225: 17,263 18,767
Other: 225,488: 41,505 36,602 34,757 130,385 143,253 206,647 214,612: 18,841 10,876
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,727: 4,439 -1,289 -2,293 2,098 7,601 4,244 4,019: 483 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 23.2 52.9 58.2 92.5 93.8: 7.5 6.2
Old : 100.0: 30.9 25.3 13.8 48.6 53.6 93.3 92.7: 6.7 7.3
Other: 100.0: 18.4 16.2 15.4 57.8 63.5 91.6 95.2: 8.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 83 72 101 108 90 251 229:
Old : 295: 89 75 60 92 78 208 187:
Other: 224: 61 49 47 79 61 170 135:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.6 24.8 17.9 35.3 6.8 20.8 12.9 26.9
Old : 15.2 19.0 25.2 29.3 13.0 13.7 20.2 23.0
Other: 13.8 35.4 23.4 49.8 13.4 34.2 22.7 45.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 02, 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 : 1,010,697: 103,125 177,929 17,101 740,170 685,048 860,396 880,078: 150,301 130,619
Old : 1,010,697: 103,125 177,929 17,101 740,170 685,048 860,396 880,078: 150,301 130,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -175,081: -1,823 -21,500 -125,907 -35,787 -33,254 -163,517 -180,661: -11,564 5,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 17.6 1.7 73.2 67.8 85.1 87.1: 14.9 12.9
Old : 100.0: 10.2 17.6 1.7 73.2 67.8 85.1 87.1: 14.9 12.9
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 : 164: 34 21 20 76 80 116 115:
Old : 164: 34 21 20 76 80 116 115:
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 : 23.4 29.5 34.6 41.9 19.7 23.9 28.8 34.0
Old : 23.4 29.5 34.6 41.9 19.7 23.9 28.8 34.0
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, June 02, 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 : 1,057,197: 97,480 359,978 6,425 800,277 576,726 904,182 943,129: 153,015 114,068
Old : 1,057,197: 97,480 359,978 6,425 800,277 576,726 904,182 943,129: 153,015 114,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -99,319: -27,360 -16,817 -40,855 -25,752 -46,400 -93,967 -104,072: -5,352 4,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 34.1 0.6 75.7 54.6 85.5 89.2: 14.5 10.8
Old : 100.0: 9.2 34.1 0.6 75.7 54.6 85.5 89.2: 14.5 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 : 124: 9 17 9 75 70 88 92:
Old : 124: 9 17 9 75 70 88 92:
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 : 25.3 34.4 39.0 48.1 20.6 33.3 32.8 46.6
Old : 25.3 34.4 39.0 48.1 20.6 33.3 32.8 46.6
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, June 02, 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 : 455,449: 83,290 88,539 59,662 260,779 276,087 403,731 424,288: 51,718 31,161
Old : 233,366: 63,458 88,719 13,149 125,403 110,575 202,010 212,443: 31,356 20,923
Other: 222,083: 40,959 20,947 25,386 135,376 165,512 201,721 211,845: 20,362 10,238
: : :
: : Changes in Commitments from: May 26, 2020 :
: 6,571: 3,760 8,137 181 2,345 -2,877 6,286 5,441: 285 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.4 13.1 57.3 60.6 88.6 93.2: 11.4 6.8
Old : 100.0: 27.2 38.0 5.6 53.7 47.4 86.6 91.0: 13.4 9.0
Other: 100.0: 18.4 9.4 11.4 61.0 74.5 90.8 95.4: 9.2 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 73 56 66 103 89 209 191:
Old : 255: 68 61 41 92 71 178 158:
Other: 195: 53 36 40 83 65 157 121:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 27.8 22.7 35.3 11.5 22.9 17.1 28.8
Old : 17.7 19.5 25.3 28.3 17.7 17.4 24.4 26.0
Other: 17.1 39.5 27.6 52.7 15.9 33.3 25.4 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 02, 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 : 12,051: 3,790 854 544 4,807 9,170 9,141 10,568: 2,910 1,483
Old : 5,099: 2,770 1,320 0 840 2,912 3,610 4,232: 1,489 867
Other: 6,952: 1,560 74 4 3,967 6,258 5,531 6,336: 1,421 616
: : :
: : Changes in Commitments from: May 26, 2020 :
: 245: -210 -34 -81 97 40 -194 -75: 439 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.1 4.5 39.9 76.1 75.9 87.7: 24.1 12.3
Old : 100.0: 54.3 25.9 0.0 16.5 57.1 70.8 83.0: 29.2 17.0
Other: 100.0: 22.4 1.1 0.1 57.1 90.0 79.6 91.1: 20.4 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 4 7 17 18 45 27:
Old : 44: 18 9 0 4 14 22 23:
Other: 41: 16 1 3 16 15 32 19:
:----------------------------------------------------------------------------------------------------
: 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 : 38.5 51.4 47.8 71.0 37.1 51.1 45.4 70.4
Old : 40.1 42.3 52.4 62.3 40.1 42.3 52.4 62.3
Other: 47.9 71.9 60.1 84.4 47.9 71.2 60.1 83.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 02, 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 : 2,226,036: 479,844 711,733 84,920 1,490,968 1,333,282 2,055,732 2,129,935: 170,304 96,101
Old : 2,226,036: 479,844 711,733 84,920 1,490,968 1,333,282 2,055,732 2,129,935: 170,304 96,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -163,191: -1,241 41,411 -54,080 -70,850 -82,013 -126,171 -94,682: -37,020 -68,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 32.0 3.8 67.0 59.9 92.3 95.7: 7.7 4.3
Old : 100.0: 21.6 32.0 3.8 67.0 59.9 92.3 95.7: 7.7 4.3
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 : 300: 57 41 27 158 132 230 185:
Old : 300: 57 41 27 158 132 230 185:
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 : 17.9 33.1 27.8 44.4 17.6 26.3 25.0 37.1
Old : 17.9 33.1 27.8 44.4 17.6 26.3 25.0 37.1
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, June 02, 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 : 3,330,248: 677,851 730,771 117,916 2,141,859 2,123,361 2,937,626 2,972,048: 392,622 358,200
Old : 3,330,248: 677,851 730,771 117,916 2,141,859 2,123,361 2,937,626 2,972,048: 392,622 358,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -298,688: 19,225 34,089 -138,619 -105,581 -130,873 -224,975 -235,403: -73,713 -63,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 21.9 3.5 64.3 63.8 88.2 89.2: 11.8 10.8
Old : 100.0: 20.4 21.9 3.5 64.3 63.8 88.2 89.2: 11.8 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 : 355: 80 45 41 164 175 260 245:
Old : 355: 80 45 41 164 175 260 245:
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 : 20.8 21.4 29.6 34.0 14.9 16.6 23.0 26.1
Old : 20.8 21.4 29.6 34.0 14.9 16.6 23.0 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders - Futures Only, June 02, 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 : 905,147: 137,112 156,573 17,365 655,021 549,930 809,498 723,868: 95,649 181,279
Old : 905,147: 137,112 156,573 17,365 655,021 549,930 809,498 723,868: 95,649 181,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -101,424: 28,233 -6,130 -11,544 -91,584 -67,503 -74,895 -85,177: -26,529 -16,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.3 1.9 72.4 60.8 89.4 80.0: 10.6 20.0
Old : 100.0: 15.1 17.3 1.9 72.4 60.8 89.4 80.0: 10.6 20.0
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 : 117: 15 11 9 67 70 84 88:
Old : 117: 15 11 9 67 70 84 88:
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 26.2 44.2 35.5 29.8 25.4 42.5 33.6
Old : 30.1 26.2 44.2 35.5 29.8 25.4 42.5 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, June 02, 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 : 3,534,431: 468,730 612,403 125,504 2,632,953 2,503,117 3,227,187 3,241,024: 307,244 293,407
Old : 3,534,431: 468,730 612,403 125,504 2,632,953 2,503,117 3,227,187 3,241,024: 307,244 293,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -420,856: 83,876 71,882 -356,744 -106,406 -83,246 -379,274 -368,108: -41,582 -52,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.3 3.6 74.5 70.8 91.3 91.7: 8.7 8.3
Old : 100.0: 13.3 17.3 3.6 74.5 70.8 91.3 91.7: 8.7 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 : 297: 62 33 28 137 162 215 207:
Old : 297: 62 33 28 137 162 215 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 20.7 44.1 34.4 28.7 20.2 38.2 31.9
Old : 33.0 20.7 44.1 34.4 28.7 20.2 38.2 31.9
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, June 02, 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 : 1,584,946: 624,690 213,293 287,454 647,384 1,057,523 1,559,528 1,558,270: 25,418 26,676
Old : 1,584,946: 624,690 213,293 287,454 647,384 1,057,523 1,559,528 1,558,270: 25,418 26,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -236,390: -72,114 5,501 -54,325 -106,728 -189,933 -233,167 -238,757: -3,223 2,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 13.5 18.1 40.8 66.7 98.4 98.3: 1.6 1.7
Old : 100.0: 39.4 13.5 18.1 40.8 66.7 98.4 98.3: 1.6 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 : 114: 19 29 34 58 61 101 100:
Old : 114: 19 29 34 58 61 101 100:
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 36.1 50.9 51.6 36.6 25.3 41.4 35.7
Old : 39.4 36.1 50.9 51.6 36.6 25.3 41.4 35.7
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, June 02, 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 : 39,058: 7,080 15,943 935 25,047 13,770 33,062 30,648: 5,997 8,411
Old : 39,058: 7,080 15,943 935 25,047 13,770 33,062 30,648: 5,997 8,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 269: 855 2,526 -244 -484 -973 128 1,309: 142 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 40.8 2.4 64.1 35.3 84.6 78.5: 15.4 21.5
Old : 100.0: 18.1 40.8 2.4 64.1 35.3 84.6 78.5: 15.4 21.5
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 : 95: 22 27 8 35 21 61 52:
Old : 95: 22 27 8 35 21 61 52:
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 : 27.6 42.1 38.8 52.9 27.1 40.6 37.9 51.2
Old : 27.6 42.1 38.8 52.9 27.1 40.6 37.9 51.2
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, June 02, 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 : 78,116: 14,160 31,886 1,869 50,094 27,540 66,123 61,295: 11,993 16,821
Old : 78,116: 14,160 31,886 1,869 50,094 27,540 66,123 61,295: 11,993 16,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 538: 1,710 5,051 -487 -968 -1,946 255 2,618: 283 -2,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 40.8 2.4 64.1 35.3 84.6 78.5: 15.4 21.5
Old : 100.0: 18.1 40.8 2.4 64.1 35.3 84.6 78.5: 15.4 21.5
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 : 95: 22 27 8 35 21 61 52:
Old : 95: 22 27 8 35 21 61 52:
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 : 27.6 42.1 38.8 52.9 27.1 40.6 37.9 51.2
Old : 27.6 42.1 38.8 52.9 27.1 40.6 37.9 51.2
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, June 02, 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 : 58,395: 3,705 1,441 0 52,543 56,110 56,248 57,551: 2,147 844
Old : 58,395: 3,705 1,441 0 52,543 56,110 56,248 57,551: 2,147 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -3,024: -5 750 0 -2,835 -4,039 -2,840 -3,289: -184 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.5 0.0 90.0 96.1 96.3 98.6: 3.7 1.4
Old : 100.0: 6.3 2.5 0.0 90.0 96.1 96.3 98.6: 3.7 1.4
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 : 27: 3 3 0 14 10 17 13:
Old : 27: 3 3 0 14 10 17 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 : 74.9 86.7 86.8 96.6 73.0 81.2 83.1 91.1
Old : 74.9 86.7 86.8 96.6 73.0 81.2 83.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 22,643: 13,157 21,896 504 8,721 216 22,382 22,616: 261 27
Old : 22,643: 13,157 21,896 504 8,721 216 22,382 22,616: 261 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,246: 720 2,893 15 1,472 -661 2,207 2,247: 39 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 96.7 2.2 38.5 1.0 98.8 99.9: 1.2 0.1
Old : 100.0: 58.1 96.7 2.2 38.5 1.0 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 18 3 4 2 20 20:
Old : 36: 13 18 3 4 2 20 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 : 65.9 54.6 91.8 79.3 65.9 54.6 91.0 79.1
Old : 65.9 54.6 91.8 79.3 65.9 54.6 91.0 79.1
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, June 02, 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 : 85,569: 5,756 14,204 53,206 26,587 17,792 85,549 85,202: 20 367
Old : 85,569: 5,756 14,204 53,206 26,587 17,792 85,549 85,202: 20 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,071: 974 588 1,090 2,009 2,393 4,073 4,071: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.6 62.2 31.1 20.8 100.0 99.6: 0.0 0.4
Old : 100.0: 6.7 16.6 62.2 31.1 20.8 100.0 99.6: 0.0 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 : 23: 6 6 2 4 8 12 14:
Old : 23: 6 6 2 4 8 12 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 : 96.9 92.8 99.9 97.8 35.9 30.7 37.7 35.6
Old : 96.9 92.8 99.9 97.8 35.9 30.7 37.7 35.6
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, June 02, 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 : 42,397: 16,092 16,085 26,305 0 0 42,397 42,390: 0 7
Old : 42,397: 16,092 16,085 26,305 0 0 42,397 42,390: 0 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -893: 0 -7 -893 0 0 -893 -900: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 37.9 62.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 38.0 37.9 62.0 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 : 21: 10 10 5 0 0 13 13:
Old : 21: 10 10 5 0 0 13 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 : 85.4 89.1 97.8 97.5 27.9 33.0 37.1 37.5
Old : 85.4 89.1 97.8 97.5 27.9 33.0 37.1 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020