WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, July 28, 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 : 372,308: 121,339 104,681 91,351 135,169 132,639 347,859 328,671: 24,449 43,637
Old : 343,649: 117,300 104,504 78,362 127,194 122,351 322,856 305,217: 20,793 38,432
Other: 28,659: 13,375 9,513 3,653 7,975 10,288 25,003 23,454: 3,656 5,205
: : :
: : Changes in Commitments from: July 21, 2020 :
: -1,153: -1,712 436 -463 -625 -1,494 -2,800 -1,521: 1,647 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 28.1 24.5 36.3 35.6 93.4 88.3: 6.6 11.7
Old : 100.0: 34.1 30.4 22.8 37.0 35.6 93.9 88.8: 6.1 11.2
Other: 100.0: 46.7 33.2 12.7 27.8 35.9 87.2 81.8: 12.8 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 93 105 98 74 107 228 259:
Old : 334: 93 106 94 67 107 216 256:
Other: 139: 30 28 14 33 59 71 97:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 11.2 25.2 18.7 13.8 7.2 23.0 13.6
Old : 14.6 10.9 25.5 18.6 13.8 7.4 23.2 14.3
Other: 34.6 32.9 52.1 47.2 30.6 30.0 45.2 41.6
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, July 28, 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 : 29,789: 17,149 231 120 12,320 28,718 29,589 29,069: 200 720
Old : 29,789: 17,149 231 120 12,320 28,718 29,589 29,069: 200 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 227: 72 -189 50 80 597 202 458: 25 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 0.8 0.4 41.4 96.4 99.3 97.6: 0.7 2.4
Old : 100.0: 57.6 0.8 0.4 41.4 96.4 99.3 97.6: 0.7 2.4
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 : 32: 6 2 1 11 24 18 26:
Old : 32: 6 2 1 11 24 18 26:
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 : 63.9 43.6 86.3 63.6 59.6 41.8 66.4 54.7
Old : 63.9 43.6 86.3 63.6 59.6 41.8 66.4 54.7
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, July 28, 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 : 267,660: 66,522 81,026 57,767 122,578 111,271 246,867 250,064: 20,793 17,596
Old : 259,644: 68,452 80,544 53,201 118,416 109,880 240,069 243,625: 19,575 16,019
Other: 8,016: 2,085 4,497 551 4,162 1,391 6,798 6,439: 1,218 1,577
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,719: 1,298 102 2,235 2,061 3,465 5,594 5,802: 125 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.3 21.6 45.8 41.6 92.2 93.4: 7.8 6.6
Old : 100.0: 26.4 31.0 20.5 45.6 42.3 92.5 93.8: 7.5 6.2
Other: 100.0: 26.0 56.1 6.9 51.9 17.4 84.8 80.3: 15.2 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 77 64 55 77 78 180 175:
Old : 258: 78 63 52 76 78 178 172:
Other: 77: 11 15 8 16 35 33 55:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 20.5 23.6 29.9 11.3 16.6 19.1 23.8
Old : 14.2 21.1 24.1 30.8 11.5 17.5 19.5 24.9
Other: 45.5 46.8 62.8 60.0 45.4 44.4 62.7 57.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, July 28, 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 : 1,599,450: 286,534 388,953 354,131 785,144 667,725 1,425,809 1,410,809: 173,641 188,641
Old : 551,611: 256,227 238,892 16,903 214,035 245,349 487,165 501,144: 64,446 50,467
Other: 1,047,839: 267,319 387,073 100,216 571,109 422,376 938,644 909,665: 109,195 138,174
: : :
: : Changes in Commitments from: July 21, 2020 :
: 76,230: 19,913 23,478 47,229 3,563 -1,609 70,705 69,098: 5,525 7,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 24.3 22.1 49.1 41.7 89.1 88.2: 10.9 11.8
Old : 100.0: 46.5 43.3 3.1 38.8 44.5 88.3 90.9: 11.7 9.1
Other: 100.0: 25.5 36.9 9.6 54.5 40.3 89.6 86.8: 10.4 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 132 157 168 305 301 554 541:
Old : 573: 105 123 22 189 197 302 334:
Other: 644: 135 127 109 246 267 446 449:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 9.7 17.8 17.3 9.8 8.0 15.6 13.5
Old : 17.8 15.5 28.2 25.2 15.8 15.5 26.1 25.0
Other: 14.7 11.4 23.6 19.8 13.5 11.1 20.4 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, July 28, 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 : 4,548: 2,232 0 116 719 3,594 3,067 3,710: 1,481 838
Old : 4,548: 2,232 0 116 719 3,594 3,067 3,710: 1,481 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 277: 203 0 2 -25 167 180 169: 97 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 0.0 2.6 15.8 79.0 67.4 81.6: 32.6 18.4
Old : 100.0: 49.1 0.0 2.6 15.8 79.0 67.4 81.6: 32.6 18.4
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 : 25: 14 0 2 5 9 19 11:
Old : 25: 14 0 2 5 9 19 11:
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 60.2 46.8 79.1 30.1 58.1 46.6 76.1
Old : 30.1 60.2 46.8 79.1 30.1 58.1 46.6 76.1
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, July 28, 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 : 833,537: 201,291 88,248 175,402 403,267 510,682 779,960 774,332: 53,577 59,205
Old : 26,979: 4,128 1,807 0 18,786 21,850 22,914 23,657: 4,065 3,322
Other: 806,558: 200,612 89,890 171,953 384,481 488,832 757,046 750,675: 49,512 55,883
: : :
: : Changes in Commitments from: July 21, 2020 :
: -4,304: 1,325 9,781 1,694 -4,238 -15,114 -1,219 -3,639: -3,085 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 10.6 21.0 48.4 61.3 93.6 92.9: 6.4 7.1
Old : 100.0: 15.3 6.7 0.0 69.6 81.0 84.9 87.7: 15.1 12.3
Other: 100.0: 24.9 11.1 21.3 47.7 60.6 93.9 93.1: 6.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 522: 162 101 151 181 202 415 399:
Old : 151: 22 23 0 48 68 70 91:
Other: 520: 162 104 143 170 196 399 389:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 19.2 20.1 30.4 8.5 17.3 14.0 26.5
Old : 47.5 37.7 59.8 51.1 47.5 37.7 59.8 51.0
Other: 11.5 19.5 20.1 30.5 8.8 17.7 14.5 27.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, July 28, 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 : 432,099: 84,825 41,675 81,800 227,635 281,708 394,260 405,183: 37,839 26,916
Old : 68,927: 11,912 11,803 1,713 50,157 49,470 63,782 62,986: 5,145 5,941
Other: 363,172: 85,820 42,779 67,180 177,478 232,238 330,478 342,197: 32,694 20,975
: : :
: : Changes in Commitments from: July 21, 2020 :
: -12,816: -5,945 -3,332 77 -7,604 -9,766 -13,472 -13,021: 656 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.6 18.9 52.7 65.2 91.2 93.8: 8.8 6.2
Old : 100.0: 17.3 17.1 2.5 72.8 71.8 92.5 91.4: 7.5 8.6
Other: 100.0: 23.6 11.8 18.5 48.9 63.9 91.0 94.2: 9.0 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 84 60 89 97 87 233 201:
Old : 158: 30 29 15 58 60 98 95:
Other: 267: 88 55 78 84 70 215 172:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 27.8 20.5 38.2 9.0 22.6 15.0 29.0
Old : 43.6 24.5 55.6 38.4 41.0 21.7 50.6 33.8
Other: 12.0 31.0 19.8 43.0 11.3 29.5 18.5 36.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, July 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,072,660: 122,813 245,150 35,261 743,864 659,936 901,938 940,347: 170,722 132,313
Old : 1,072,660: 122,813 245,150 35,261 743,864 659,936 901,938 940,347: 170,722 132,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 11,967: -6,542 20,667 23,152 -15,283 -34,070 1,327 9,749: 10,640 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.9 3.3 69.3 61.5 84.1 87.7: 15.9 12.3
Old : 100.0: 11.4 22.9 3.3 69.3 61.5 84.1 87.7: 15.9 12.3
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 : 170: 35 19 23 80 88 125 120:
Old : 170: 35 19 23 80 88 125 120:
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 : 24.4 29.1 35.3 42.5 20.6 25.3 29.6 34.6
Old : 24.4 29.1 35.3 42.5 20.6 25.3 29.6 34.6
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, July 28, 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 : 1,040,799: 62,791 397,458 5,063 824,370 540,627 892,224 943,148: 148,575 97,651
Old : 1,040,799: 62,791 397,458 5,063 824,370 540,627 892,224 943,148: 148,575 97,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,462: 3,684 -9,203 545 -1,062 10,905 3,167 2,247: 1,295 2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 38.2 0.5 79.2 51.9 85.7 90.6: 14.3 9.4
Old : 100.0: 6.0 38.2 0.5 79.2 51.9 85.7 90.6: 14.3 9.4
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 : 137: 13 17 11 83 79 100 103:
Old : 137: 13 17 11 83 79 100 103:
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 : 23.6 33.0 36.7 48.1 16.7 32.0 29.2 46.2
Old : 23.6 33.0 36.7 48.1 16.7 32.0 29.2 46.2
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, July 28, 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 : 429,852: 79,064 64,159 66,845 240,279 270,852 386,188 401,856: 43,664 27,996
Old : 82,406: 19,786 13,167 1,785 48,328 58,469 69,899 73,421: 12,507 8,985
Other: 347,446: 72,500 64,214 51,838 191,951 212,383 316,289 328,435: 31,157 19,011
: : :
: : Changes in Commitments from: July 21, 2020 :
: -3,610: -2,321 -10,642 4,696 -3,890 523 -1,515 -5,423: -2,095 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 14.9 15.6 55.9 63.0 89.8 93.5: 10.2 6.5
Old : 100.0: 24.0 16.0 2.2 58.6 71.0 84.8 89.1: 15.2 10.9
Other: 100.0: 20.9 18.5 14.9 55.2 61.1 91.0 94.5: 9.0 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 73 63 72 111 88 224 193:
Old : 172: 34 24 11 82 58 124 87:
Other: 260: 71 61 60 97 75 201 168:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 28.4 20.1 36.2 12.1 23.8 17.2 30.4
Old : 15.6 34.3 27.0 44.1 15.6 33.1 26.2 42.8
Other: 13.6 28.0 20.5 36.7 12.6 23.4 18.8 31.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, July 28, 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 : 9,992: 2,854 607 174 5,155 8,122 8,183 8,903: 1,809 1,089
Old : 9,992: 2,854 607 174 5,155 8,122 8,183 8,903: 1,809 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -103: -397 105 -194 260 -137 -331 -226: 228 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.1 1.7 51.6 81.3 81.9 89.1: 18.1 10.9
Old : 100.0: 28.6 6.1 1.7 51.6 81.3 81.9 89.1: 18.1 10.9
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 : 44: 17 6 4 14 14 33 22:
Old : 44: 17 6 4 14 14 33 22:
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 : 48.7 60.7 62.0 79.6 48.7 60.2 61.3 78.1
Old : 48.7 60.7 62.0 79.6 48.7 60.2 61.3 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, July 28, 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 : 2,116,365: 450,021 679,332 11,370 1,479,211 1,334,368 1,940,602 2,025,070: 175,763 91,295
Old : 2,116,365: 450,021 679,332 11,370 1,479,211 1,334,368 1,940,602 2,025,070: 175,763 91,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -4,167: -14,768 5,785 -864 12,579 -2,987 -3,053 1,934: -1,114 -6,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.1 0.5 69.9 63.0 91.7 95.7: 8.3 4.3
Old : 100.0: 21.3 32.1 0.5 69.9 63.0 91.7 95.7: 8.3 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 : 301: 65 34 19 148 129 219 176:
Old : 301: 65 34 19 148 129 219 176:
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 : 16.0 29.0 26.7 43.2 15.0 25.7 24.5 38.6
Old : 16.0 29.0 26.7 43.2 15.0 25.7 24.5 38.6
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, July 28, 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 : 3,503,915: 768,083 694,891 39,913 2,269,334 2,410,029 3,077,330 3,144,833: 426,585 359,082
Old : 3,503,915: 768,083 694,891 39,913 2,269,334 2,410,029 3,077,330 3,144,833: 426,585 359,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 79,580: 28,565 -15,583 -2,654 40,665 94,776 66,576 76,539: 13,004 3,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.8 1.1 64.8 68.8 87.8 89.8: 12.2 10.2
Old : 100.0: 21.9 19.8 1.1 64.8 68.8 87.8 89.8: 12.2 10.2
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 : 367: 62 60 38 181 175 262 254:
Old : 367: 62 60 38 181 175 262 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 25.6 26.8 36.0 13.6 18.7 21.4 27.2
Old : 18.3 25.6 26.8 36.0 13.6 18.7 21.4 27.2
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, July 28, 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 : 999,605: 170,615 175,749 9,610 716,928 616,548 897,153 801,907: 102,452 197,698
Old : 999,605: 170,615 175,749 9,610 716,928 616,548 897,153 801,907: 102,452 197,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 14,255: -646 12,438 -2,467 17,107 4,727 13,994 14,698: 261 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.6 1.0 71.7 61.7 89.8 80.2: 10.2 19.8
Old : 100.0: 17.1 17.6 1.0 71.7 61.7 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 : 109: 13 11 8 67 69 83 85:
Old : 109: 13 11 8 67 69 83 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 30.0 48.0 38.4 33.6 29.6 46.9 36.3
Old : 33.8 30.0 48.0 38.4 33.6 29.6 46.9 36.3
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, July 28, 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 : 3,504,932: 611,101 586,426 48,031 2,522,343 2,601,926 3,181,475 3,236,383: 323,457 268,549
Old : 3,504,932: 611,101 586,426 48,031 2,522,343 2,601,926 3,181,475 3,236,383: 323,457 268,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 41,034: 59,950 -9,548 167 -22,165 47,999 37,952 38,618: 3,082 2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.7 1.4 72.0 74.2 90.8 92.3: 9.2 7.7
Old : 100.0: 17.4 16.7 1.4 72.0 74.2 90.8 92.3: 9.2 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 : 300: 61 32 29 145 170 218 219:
Old : 300: 61 32 29 145 170 218 219:
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 : 31.5 21.7 40.7 36.1 27.1 21.6 34.7 34.3
Old : 31.5 21.7 40.7 36.1 27.1 21.6 34.7 34.3
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, July 28, 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 : 1,695,648: 706,225 388,004 216,553 749,018 1,055,929 1,671,796 1,660,486: 23,852 35,162
Old : 1,695,648: 706,225 388,004 216,553 749,018 1,055,929 1,671,796 1,660,486: 23,852 35,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,290: -4,338 -13,346 12,963 -3,183 6,149 5,442 5,766: -152 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 22.9 12.8 44.2 62.3 98.6 97.9: 1.4 2.1
Old : 100.0: 41.6 22.9 12.8 44.2 62.3 98.6 97.9: 1.4 2.1
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 : 109: 24 20 32 55 54 99 87:
Old : 109: 24 20 32 55 54 99 87:
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 : 45.4 37.5 55.5 54.7 40.9 31.4 45.9 43.2
Old : 45.4 37.5 55.5 54.7 40.9 31.4 45.9 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, July 28, 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 : 41,117: 13,914 17,065 93 19,838 16,430 33,844 33,588: 7,273 7,529
Old : 41,117: 13,914 17,065 93 19,838 16,430 33,844 33,588: 7,273 7,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,372: 627 -595 -84 121 2,220 664 1,542: 709 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 41.5 0.2 48.2 40.0 82.3 81.7: 17.7 18.3
Old : 100.0: 33.8 41.5 0.2 48.2 40.0 82.3 81.7: 17.7 18.3
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 : 88: 21 14 6 32 30 55 48:
Old : 88: 21 14 6 32 30 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 46.7 48.0 56.2 34.9 46.5 47.8 56.0
Old : 35.0 46.7 48.0 56.2 34.9 46.5 47.8 56.0
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, July 28, 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 : 82,234: 27,827 34,130 186 39,675 32,860 67,688 67,176: 14,546 15,058
Old : 82,234: 27,827 34,130 186 39,675 32,860 67,688 67,176: 14,546 15,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,744: 1,253 -1,190 -167 241 4,440 1,327 3,083: 1,417 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 41.5 0.2 48.2 40.0 82.3 81.7: 17.7 18.3
Old : 100.0: 33.8 41.5 0.2 48.2 40.0 82.3 81.7: 17.7 18.3
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 : 88: 21 14 6 32 30 55 48:
Old : 88: 21 14 6 32 30 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 46.7 48.0 56.2 34.9 46.5 47.8 56.0
Old : 35.0 46.7 48.0 56.2 34.9 46.5 47.8 56.0
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, July 28, 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 : 34,666: 4,851 1,381 0 27,345 32,518 32,196 33,899: 2,470 767
Old : 34,666: 4,851 1,381 0 27,345 32,518 32,196 33,899: 2,470 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -181: -156 0 0 -47 -168 -203 -168: 22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.0 0.0 78.9 93.8 92.9 97.8: 7.1 2.2
Old : 100.0: 14.0 4.0 0.0 78.9 93.8 92.9 97.8: 7.1 2.2
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 : 27: 4 2 0 16 9 20 11:
Old : 27: 4 2 0 16 9 20 11:
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 : 49.5 83.5 70.8 97.1 49.3 78.4 68.6 91.9
Old : 49.5 83.5 70.8 97.1 49.3 78.4 68.6 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, July 28, 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 : 23,219: 14,351 22,285 436 8,225 446 23,012 23,167: 207 52
Old : 23,219: 14,351 22,285 436 8,225 446 23,012 23,167: 207 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -890: -858 -860 0 26 -49 -832 -909: -58 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 96.0 1.9 35.4 1.9 99.1 99.8: 0.9 0.2
Old : 100.0: 61.8 96.0 1.9 35.4 1.9 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 : 36: 17 15 2 4 1 23 16:
Old : 36: 17 15 2 4 1 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 72.6 92.7 90.2 68.8 71.3 90.8 89.0
Old : 68.8 72.6 92.7 90.2 68.8 71.3 90.8 89.0
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, July 28, 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 : 70,944: 10,920 20,286 25,776 34,222 24,320 70,918 70,382: 26 562
Old : 70,944: 10,920 20,286 25,776 34,222 24,320 70,918 70,382: 26 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 460: -200 1,162 658 0 -1,185 458 635: 2 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.6 36.3 48.2 34.3 100.0 99.2: 0.0 0.8
Old : 100.0: 15.4 28.6 36.3 48.2 34.3 100.0 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 : 23: 7 5 1 3 9 11 14:
Old : 23: 7 5 1 3 9 11 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 : 89.1 92.1 98.7 97.1 55.7 55.8 63.5 60.7
Old : 89.1 92.1 98.7 97.1 55.7 55.8 63.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020