WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, June 09, 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 : 380,528: 119,979 118,818 88,225 144,159 133,122 352,363 340,165: 28,165 40,363
Old : 363,278: 118,468 120,732 80,305 139,207 125,802 337,980 326,839: 25,298 36,439
Other: 17,250: 7,167 3,742 2,264 4,952 7,320 14,383 13,326: 2,867 3,924
: : :
: : Changes in Commitments from: June 2, 2020 :
: -19,674: 2,482 5,878 -6,412 -15,320 -18,339 -19,250 -18,873: -424 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 31.2 23.2 37.9 35.0 92.6 89.4: 7.4 10.6
Old : 100.0: 32.6 33.2 22.1 38.3 34.6 93.0 90.0: 7.0 10.0
Other: 100.0: 41.5 21.7 13.1 28.7 42.4 83.4 77.3: 16.6 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 100 107 115 74 96 244 263:
Old : 338: 102 106 110 73 96 238 260:
Other: 98: 19 22 9 22 40 49 66:
:----------------------------------------------------------------------------------------------------
: 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 11.7 24.1 20.3 14.6 9.5 23.6 17.2
Old : 14.4 12.1 23.8 21.0 14.4 10.2 23.4 18.3
Other: 42.9 39.1 58.5 49.6 38.4 33.1 52.1 40.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, June 09, 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 : 23,887: 13,773 400 260 9,215 22,617 23,248 23,277: 639 610
Old : 23,887: 13,773 400 260 9,215 22,617 23,248 23,277: 639 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -888: 291 140 -640 -798 -299 -1,147 -799: 259 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 1.7 1.1 38.6 94.7 97.3 97.4: 2.7 2.6
Old : 100.0: 57.7 1.7 1.1 38.6 94.7 97.3 97.4: 2.7 2.6
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 : 30: 6 2 1 12 22 19 24:
Old : 30: 6 2 1 12 22 19 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 : 64.5 45.8 85.4 65.0 58.5 37.3 66.9 52.6
Old : 64.5 45.8 85.4 65.0 58.5 37.3 66.9 52.6
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 09, 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 : 224,805: 45,665 66,520 47,789 110,097 87,795 203,551 202,104: 21,254 22,701
Old : 221,545: 45,935 66,377 46,482 108,651 87,053 201,068 199,912: 20,477 21,633
Other: 3,260: 988 1,401 49 1,446 742 2,483 2,192: 777 1,068
: : :
: : Changes in Commitments from: June 2, 2020 :
: -4,481: -1,246 -4,738 85 -4,481 -2,499 -5,642 -7,152: 1,161 2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 29.6 21.3 49.0 39.1 90.5 89.9: 9.5 10.1
Old : 100.0: 20.7 30.0 21.0 49.0 39.3 90.8 90.2: 9.2 9.8
Other: 100.0: 30.3 43.0 1.5 44.4 22.8 76.2 67.2: 23.8 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 63 57 68 71 72 175 166:
Old : 229: 67 55 67 70 72 172 166:
Other: 55: 6 13 3 11 26 19 40:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 21.0 25.5 31.1 14.6 19.6 23.1 27.5
Old : 16.0 21.3 25.9 31.5 14.8 20.0 23.5 28.0
Other: 65.0 38.1 71.6 51.2 65.0 36.7 71.2 49.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, June 09, 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 : 1,534,533: 236,127 471,140 300,211 800,039 602,479 1,336,377 1,373,830: 198,156 160,703
Old : 868,416: 239,764 408,621 84,343 417,095 299,996 741,202 792,960: 127,214 75,456
Other: 666,117: 150,426 216,582 61,805 382,944 302,483 595,175 580,870: 70,942 85,247
: : :
: : Changes in Commitments from: June 2, 2020 :
: 15,607: 256 15,831 -19 12,372 -6,368 12,609 9,444: 2,998 6,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 30.7 19.6 52.1 39.3 87.1 89.5: 12.9 10.5
Old : 100.0: 27.6 47.1 9.7 48.0 34.5 85.4 91.3: 14.6 8.7
Other: 100.0: 22.6 32.5 9.3 57.5 45.4 89.3 87.2: 10.7 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 140 156 160 332 293 579 528:
Old : 662: 139 144 87 272 216 464 400:
Other: 565: 107 110 72 217 244 366 388:
:----------------------------------------------------------------------------------------------------
: 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 : 9.7 9.2 16.0 16.1 8.6 7.3 14.2 13.1
Old : 11.7 11.8 20.3 20.9 11.7 10.4 19.9 17.7
Other: 12.9 14.1 21.0 22.7 12.1 12.1 19.0 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, June 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,995: 2,105 90 143 813 3,147 3,061 3,380: 1,934 1,615
Old : 4,995: 2,105 90 143 813 3,147 3,061 3,380: 1,934 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -509: -141 90 -2 -219 -369 -362 -281: -147 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 1.8 2.9 16.3 63.0 61.3 67.7: 38.7 32.3
Old : 100.0: 42.1 1.8 2.9 16.3 63.0 61.3 67.7: 38.7 32.3
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 : 29: 15 1 3 5 11 20 15:
Old : 29: 15 1 3 5 11 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 : 27.9 45.4 43.6 60.8 27.8 45.4 41.6 60.6
Old : 27.9 45.4 43.6 60.8 27.8 45.4 41.6 60.6
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 09, 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 : 871,756: 187,287 103,178 183,954 432,992 527,011 804,233 814,143: 67,523 57,613
Old : 284,698: 91,964 78,770 19,589 142,746 163,392 254,299 261,751: 30,399 22,947
Other: 587,058: 134,464 63,549 125,224 290,246 363,619 549,934 552,392: 37,124 34,666
: : :
: : Changes in Commitments from: June 2, 2020 :
: -3,889: 8,354 -3,919 2,362 -13,482 -5,721 -2,766 -7,278: -1,123 3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.8 21.1 49.7 60.5 92.3 93.4: 7.7 6.6
Old : 100.0: 32.3 27.7 6.9 50.1 57.4 89.3 91.9: 10.7 8.1
Other: 100.0: 22.9 10.8 21.3 49.4 61.9 93.7 94.1: 6.3 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 533: 170 110 159 180 180 442 386:
Old : 442: 143 93 51 127 129 296 250:
Other: 451: 137 94 122 147 159 356 318:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 19.4 20.3 30.7 8.0 16.8 13.5 26.1
Old : 16.4 23.2 26.7 32.6 14.7 22.3 24.3 31.0
Other: 14.1 23.3 23.6 36.0 11.2 21.4 18.6 31.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, June 09, 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 : 473,515: 73,124 68,430 104,307 259,820 274,074 437,251 446,811: 36,264 26,704
Old : 217,577: 52,350 55,493 29,437 119,124 118,636 200,911 203,566: 16,666 14,011
Other: 255,938: 56,986 49,149 38,658 140,696 155,438 236,340 243,245: 19,598 12,693
: : :
: : Changes in Commitments from: June 2, 2020 :
: -7,965: -6,031 8,562 -7,240 5,146 -6,348 -8,125 -5,026: 160 -2,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.5 22.0 54.9 57.9 92.3 94.4: 7.7 5.6
Old : 100.0: 24.1 25.5 13.5 54.8 54.5 92.3 93.6: 7.7 6.4
Other: 100.0: 22.3 19.2 15.1 55.0 60.7 92.3 95.0: 7.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 76 80 99 107 92 244 233:
Old : 279: 73 74 57 93 80 196 185:
Other: 236: 60 63 56 78 62 177 151:
:----------------------------------------------------------------------------------------------------
: 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 25.3 18.7 35.2 7.0 18.9 13.0 24.8
Old : 18.7 20.8 29.1 30.6 13.7 13.1 21.9 21.0
Other: 13.2 34.9 22.6 47.3 12.8 33.2 21.9 43.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, June 09, 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 : 984,514: 98,868 178,424 10,578 724,624 630,707 834,070 819,709: 150,444 164,805
Old : 984,514: 98,868 178,424 10,578 724,624 630,707 834,070 819,709: 150,444 164,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -26,183: -4,257 495 -6,523 -15,546 -54,341 -26,326 -60,369: 143 34,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.1 1.1 73.6 64.1 84.7 83.3: 15.3 16.7
Old : 100.0: 10.0 18.1 1.1 73.6 64.1 84.7 83.3: 15.3 16.7
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 : 159: 33 18 16 72 81 112 108:
Old : 159: 33 18 16 72 81 112 108:
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 : 25.0 29.0 35.4 41.4 19.9 23.9 29.6 34.1
Old : 25.0 29.0 35.4 41.4 19.9 23.9 29.6 34.1
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 09, 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 : 1,062,910: 97,351 388,027 2,416 814,112 557,880 913,879 948,323: 149,031 114,587
Old : 1,062,910: 97,351 388,027 2,416 814,112 557,880 913,879 948,323: 149,031 114,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 5,713: -129 28,049 -4,009 13,835 -18,846 9,697 5,194: -3,984 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 36.5 0.2 76.6 52.5 86.0 89.2: 14.0 10.8
Old : 100.0: 9.2 36.5 0.2 76.6 52.5 86.0 89.2: 14.0 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 : 134: 11 20 7 77 74 91 98:
Old : 134: 11 20 7 77 74 91 98:
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 : 24.9 34.2 38.6 47.0 20.3 33.1 33.0 45.3
Old : 24.9 34.2 38.6 47.0 20.3 33.1 33.0 45.3
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 09, 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 : 445,736: 83,846 91,870 54,911 252,019 268,063 390,776 414,844: 54,960 30,892
Old : 198,706: 53,999 72,375 12,214 100,634 95,313 166,847 179,902: 31,859 18,804
Other: 247,030: 43,192 32,840 29,352 151,385 172,750 223,929 234,942: 23,101 12,088
: : :
: : Changes in Commitments from: June 2, 2020 :
: -9,713: 556 3,331 -4,751 -8,760 -8,024 -12,955 -9,444: 3,242 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.6 12.3 56.5 60.1 87.7 93.1: 12.3 6.9
Old : 100.0: 27.2 36.4 6.1 50.6 48.0 84.0 90.5: 16.0 9.5
Other: 100.0: 17.5 13.3 11.9 61.3 69.9 90.6 95.1: 9.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 72 57 65 107 90 210 192:
Old : 247: 64 55 34 96 76 175 153:
Other: 207: 55 43 47 85 66 164 133:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 27.1 22.1 34.6 11.7 22.1 17.5 28.8
Old : 16.6 19.2 24.6 28.5 16.3 16.9 23.2 25.9
Other: 15.7 35.7 25.2 47.3 14.6 30.1 23.5 40.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, June 09, 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 : 11,779: 3,700 824 579 4,916 9,353 9,195 10,756: 2,584 1,023
Old : 3,750: 2,218 1,064 0 405 2,196 2,623 3,260: 1,127 490
Other: 8,029: 2,027 305 34 4,511 7,157 6,572 7,496: 1,457 533
: : :
: : Changes in Commitments from: June 2, 2020 :
: -272: -90 -30 35 109 183 54 188: -326 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 7.0 4.9 41.7 79.4 78.1 91.3: 21.9 8.7
Old : 100.0: 59.1 28.4 0.0 10.8 58.6 69.9 86.9: 30.1 13.1
Other: 100.0: 25.2 3.8 0.4 56.2 89.1 81.9 93.4: 18.1 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 6 12 16 20 45 34:
Old : 40: 11 13 0 3 14 14 27:
Other: 47: 22 1 4 16 15 38 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 : 41.9 53.1 51.6 72.7 41.1 52.5 49.9 71.3
Old : 47.2 46.1 59.5 65.3 47.2 46.1 59.5 65.3
Other: 46.2 69.3 56.8 84.6 46.2 68.4 56.8 83.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, June 09, 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 : 2,122,515: 427,355 669,720 47,644 1,473,205 1,271,113 1,948,204 1,988,477: 174,311 134,038
Old : 2,122,515: 427,355 669,720 47,644 1,473,205 1,271,113 1,948,204 1,988,477: 174,311 134,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -103,521: -52,489 -42,013 -37,276 -17,763 -62,169 -107,528 -141,458: 4,007 37,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 31.6 2.2 69.4 59.9 91.8 93.7: 8.2 6.3
Old : 100.0: 20.1 31.6 2.2 69.4 59.9 91.8 93.7: 8.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 56 36 26 149 128 220 175:
Old : 287: 56 36 26 149 128 220 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 31.1 26.4 43.3 15.2 26.0 24.2 37.2
Old : 16.2 31.1 26.4 43.3 15.2 26.0 24.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, June 09, 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 : 3,306,051: 701,546 699,292 73,126 2,159,946 2,167,247 2,934,618 2,939,665: 371,433 366,386
Old : 3,306,051: 701,546 699,292 73,126 2,159,946 2,167,247 2,934,618 2,939,665: 371,433 366,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -24,197: 23,695 -31,479 -44,790 18,087 43,886 -3,008 -32,383: -21,189 8,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.2 2.2 65.3 65.6 88.8 88.9: 11.2 11.1
Old : 100.0: 21.2 21.2 2.2 65.3 65.6 88.8 88.9: 11.2 11.1
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 : 352: 74 53 35 158 181 248 253:
Old : 352: 74 53 35 158 181 248 253:
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 : 23.1 20.3 32.4 32.7 17.5 16.7 25.9 26.2
Old : 23.1 20.3 32.4 32.7 17.5 16.7 25.9 26.2
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 09, 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 : 972,264: 173,263 164,908 17,557 682,154 596,920 872,974 779,385: 99,290 192,879
Old : 972,264: 173,263 164,908 17,557 682,154 596,920 872,974 779,385: 99,290 192,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 67,117: 36,151 8,335 192 27,133 46,990 63,476 55,517: 3,641 11,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.0 1.8 70.2 61.4 89.8 80.2: 10.2 19.8
Old : 100.0: 17.8 17.0 1.8 70.2 61.4 89.8 80.2: 10.2 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 16 10 10 63 68 81 86:
Old : 114: 16 10 10 63 68 81 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 27.9 43.4 36.8 28.8 27.4 41.8 35.1
Old : 29.0 27.9 43.4 36.8 28.8 27.4 41.8 35.1
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 09, 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 : 3,466,509: 401,227 607,032 85,011 2,683,447 2,430,318 3,169,685 3,122,361: 296,824 344,148
Old : 3,466,509: 401,227 607,032 85,011 2,683,447 2,430,318 3,169,685 3,122,361: 296,824 344,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -67,922: -67,503 -5,371 -40,493 50,494 -72,799 -57,502 -118,663: -10,420 50,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.5 2.5 77.4 70.1 91.4 90.1: 8.6 9.9
Old : 100.0: 11.6 17.5 2.5 77.4 70.1 91.4 90.1: 8.6 9.9
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 : 302: 61 31 28 143 166 218 211:
Old : 302: 61 31 28 143 166 218 211:
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 : 34.7 21.2 45.6 35.2 30.1 21.0 38.6 33.2
Old : 34.7 21.2 45.6 35.2 30.1 21.0 38.6 33.2
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, June 09, 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 : 1,591,846: 722,610 237,019 237,158 607,557 1,093,849 1,567,325 1,568,026: 24,521 23,820
Old : 1,591,846: 722,610 237,019 237,158 607,557 1,093,849 1,567,325 1,568,026: 24,521 23,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 6,900: 97,920 23,726 -50,296 -39,827 36,326 7,797 9,756: -897 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 14.9 14.9 38.2 68.7 98.5 98.5: 1.5 1.5
Old : 100.0: 45.4 14.9 14.9 38.2 68.7 98.5 98.5: 1.5 1.5
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 : 114: 22 22 32 61 61 101 97:
Old : 114: 22 22 32 61 61 101 97:
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 : 45.7 38.3 54.4 53.5 42.9 29.5 47.8 41.4
Old : 45.7 38.3 54.4 53.5 42.9 29.5 47.8 41.4
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 09, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,723: 8,106 15,200 826 24,008 15,569 32,940 31,595: 6,784 8,129
Old : 39,723: 8,106 15,200 826 24,008 15,569 32,940 31,595: 6,784 8,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 665: 1,026 -743 -109 -1,039 1,799 -122 947: 787 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 38.3 2.1 60.4 39.2 82.9 79.5: 17.1 20.5
Old : 100.0: 20.4 38.3 2.1 60.4 39.2 82.9 79.5: 17.1 20.5
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 : 94: 20 25 8 35 25 60 53:
Old : 94: 20 25 8 35 25 60 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 : 32.1 40.3 44.2 50.5 31.5 38.8 43.4 49.0
Old : 32.1 40.3 44.2 50.5 31.5 38.8 43.4 49.0
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, June 09, 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 : 79,446: 16,212 30,400 1,651 48,016 31,138 65,879 63,189: 13,567 16,257
Old : 79,446: 16,212 30,400 1,651 48,016 31,138 65,879 63,189: 13,567 16,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 1,330: 2,052 -1,486 -218 -2,078 3,598 -244 1,894: 1,574 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 38.3 2.1 60.4 39.2 82.9 79.5: 17.1 20.5
Old : 100.0: 20.4 38.3 2.1 60.4 39.2 82.9 79.5: 17.1 20.5
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 : 94: 20 25 8 35 25 60 53:
Old : 94: 20 25 8 35 25 60 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 : 32.1 40.3 44.2 50.5 31.5 38.8 43.4 49.0
Old : 32.1 40.3 44.2 50.5 31.5 38.8 43.4 49.0
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, June 09, 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 : 55,530: 4,555 454 0 46,220 54,199 50,775 54,653: 4,755 877
Old : 55,530: 4,555 454 0 46,220 54,199 50,775 54,653: 4,755 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: -2,865: 850 -987 0 -6,323 -1,911 -5,473 -2,898: 2,608 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.8 0.0 83.2 97.6 91.4 98.4: 8.6 1.6
Old : 100.0: 8.2 0.8 0.0 83.2 97.6 91.4 98.4: 8.6 1.6
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 : 28: 5 1 0 15 11 20 12:
Old : 28: 5 1 0 15 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 78.1 81.0 97.3 68.1 72.6 77.5 91.9
Old : 69.8 78.1 81.0 97.3 68.1 72.6 77.5 91.9
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 09, 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 : 27,162: 13,470 26,614 486 12,900 26 26,856 27,126: 306 36
Old : 27,162: 13,470 26,614 486 12,900 26 26,856 27,126: 306 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 4,519: 313 4,718 -18 4,179 -190 4,474 4,510: 45 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 98.0 1.8 47.5 0.1 98.9 99.9: 1.1 0.1
Old : 100.0: 49.6 98.0 1.8 47.5 0.1 98.9 99.9: 1.1 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 : 37: 13 18 3 5 1 21 19:
Old : 37: 13 18 3 5 1 21 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 : 60.4 60.8 88.6 81.5 60.4 60.8 88.6 81.5
Old : 60.4 60.8 88.6 81.5 60.4 60.8 88.6 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, June 09, 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 : 106,406: 9,402 21,738 57,117 39,870 26,926 106,389 105,781: 17 625
Old : 106,406: 9,402 21,738 57,117 39,870 26,926 106,389 105,781: 17 625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2020 :
: 20,837: 3,646 7,534 3,911 13,283 9,134 20,840 20,579: -3 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.4 53.7 37.5 25.3 100.0 99.4: 0.0 0.6
Old : 100.0: 8.8 20.4 53.7 37.5 25.3 100.0 99.4: 0.0 0.6
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 : 22: 7 6 2 5 7 14 13:
Old : 22: 7 6 2 5 7 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 : 94.1 94.2 99.3 98.1 35.3 32.3 38.0 36.1
Old : 94.1 94.2 99.3 98.1 35.3 32.3 38.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2020