WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 15, 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 : 371,763: 125,794 97,586 83,658 136,544 147,217 345,996 328,461: 25,767 43,302
Old : 309,905: 109,041 93,447 60,394 119,300 122,695 288,735 276,536: 21,170 33,369
Other: 61,858: 26,968 14,354 13,049 17,244 24,522 57,261 51,925: 4,597 9,933
: : :
: : Changes in Commitments from: September 8, 2020 :
: -2,914: -5,804 1,800 1,112 1,934 -6,201 -2,758 -3,289: -156 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 26.2 22.5 36.7 39.6 93.1 88.4: 6.9 11.6
Old : 100.0: 35.2 30.2 19.5 38.5 39.6 93.2 89.2: 6.8 10.8
Other: 100.0: 43.6 23.2 21.1 27.9 39.6 92.6 83.9: 7.4 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 100 117 101 64 114 234 272:
Old : 353: 99 116 85 58 109 214 258:
Other: 166: 42 29 23 37 70 88 119:
:----------------------------------------------------------------------------------------------------
: 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 11.2 27.7 18.5 13.7 8.2 24.8 14.6
Old : 16.9 11.2 30.8 19.0 15.4 9.0 27.2 16.4
Other: 31.0 33.7 45.3 48.3 21.3 25.8 34.8 35.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, September 15, 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 : 24,709: 14,991 366 615 8,899 22,999 24,505 23,980: 204 729
Old : 24,709: 14,991 366 615 8,899 22,999 24,505 23,980: 204 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -655: -20 -69 153 -838 -739 -705 -655: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 1.5 2.5 36.0 93.1 99.2 97.0: 0.8 3.0
Old : 100.0: 60.7 1.5 2.5 36.0 93.1 99.2 97.0: 0.8 3.0
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 : 35: 6 3 2 9 25 16 29:
Old : 35: 6 3 2 9 25 16 29:
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 : 81.8 37.3 92.4 56.4 78.7 35.6 86.0 53.5
Old : 81.8 37.3 92.4 56.4 78.7 35.6 86.0 53.5
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, September 15, 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 : 229,376: 70,371 54,548 44,000 96,684 112,973 211,055 211,521: 18,321 17,855
Old : 208,642: 71,253 55,111 33,610 88,156 105,152 193,019 193,873: 15,623 14,769
Other: 20,734: 6,882 7,201 2,626 8,528 7,821 18,036 17,648: 2,698 3,086
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,466: -628 -759 7,805 -2,862 -4,535 4,315 2,511: -1,849 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 23.8 19.2 42.2 49.3 92.0 92.2: 8.0 7.8
Old : 100.0: 34.2 26.4 16.1 42.3 50.4 92.5 92.9: 7.5 7.1
Other: 100.0: 33.2 34.7 12.7 41.1 37.7 87.0 85.1: 13.0 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 68 58 59 73 82 178 169:
Old : 246: 77 51 51 67 78 169 159:
Other: 109: 9 27 16 27 50 51 81:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.4 27.0 30.9 14.9 17.4 24.1 25.5
Old : 17.6 23.0 28.8 33.0 15.5 20.3 25.9 28.2
Other: 38.2 33.5 57.2 50.8 36.8 31.2 52.8 44.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 15, 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 : 1,458,330: 339,901 228,067 270,564 712,879 776,348 1,323,344 1,274,979: 134,986 183,351
Old : 1,305,401: 331,390 239,733 213,059 640,478 686,010 1,184,927 1,138,802: 120,474 166,599
Other: 152,929: 59,518 39,341 6,498 72,401 90,338 138,417 136,177: 14,512 16,752
: : :
: : Changes in Commitments from: September 8, 2020 :
: 61,476: 23,210 -4,935 15,240 27,045 46,412 65,495 56,717: -4,019 4,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.6 18.6 48.9 53.2 90.7 87.4: 9.3 12.6
Old : 100.0: 25.4 18.4 16.3 49.1 52.6 90.8 87.2: 9.2 12.8
Other: 100.0: 38.9 25.7 4.2 47.3 59.1 90.5 89.0: 9.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 741: 168 135 140 262 335 517 535:
Old : 739: 166 143 124 247 327 488 524:
Other: 351: 51 46 16 70 201 131 254:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 10.8 19.9 18.1 10.2 7.7 16.7 13.0
Old : 12.4 10.8 21.3 18.8 10.6 8.0 17.9 13.6
Other: 30.7 21.0 44.2 34.8 28.8 20.1 42.3 33.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 15, 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 : 5,202: 1,577 0 161 1,392 4,502 3,130 4,663: 2,072 539
Old : 5,202: 1,577 0 161 1,392 4,502 3,130 4,663: 2,072 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 76: -58 0 0 22 79 -36 79: 112 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 0.0 3.1 26.8 86.5 60.2 89.6: 39.8 10.4
Old : 100.0: 30.3 0.0 3.1 26.8 86.5 60.2 89.6: 39.8 10.4
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: 11 0 1 9 10 20 11:
Old : 25: 11 0 1 9 10 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 : 23.4 70.9 37.5 85.6 22.9 66.5 35.8 79.6
Old : 23.4 70.9 37.5 85.6 22.9 66.5 35.8 79.6
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, September 15, 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 : 939,247: 272,182 62,047 169,484 433,014 628,813 874,680 860,344: 64,567 78,903
Old : 883,863: 264,570 64,523 150,925 410,312 595,187 825,807 810,635: 58,056 73,228
Other: 55,384: 13,741 3,653 12,430 22,702 33,626 48,873 49,709: 6,511 5,675
: : :
: : Changes in Commitments from: September 8, 2020 :
: 47,342: 17,764 58 9,887 15,390 28,863 43,041 38,808: 4,301 8,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.6 18.0 46.1 66.9 93.1 91.6: 6.9 8.4
Old : 100.0: 29.9 7.3 17.1 46.4 67.3 93.4 91.7: 6.6 8.3
Other: 100.0: 24.8 6.6 22.4 41.0 60.7 88.2 89.8: 11.8 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 628: 201 103 139 189 255 465 445:
Old : 624: 201 104 130 185 252 454 436:
Other: 241: 39 36 24 43 137 96 187:
:----------------------------------------------------------------------------------------------------
: 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 18.8 19.8 30.5 9.9 17.2 15.9 26.7
Old : 11.6 19.4 19.8 31.0 10.6 18.3 17.0 27.3
Other: 23.6 24.6 40.3 40.2 15.0 21.0 26.5 32.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 20,999: 17,955 1,987 145 8 5,680 18,108 7,812: 2,891 13,187
Old : 19,661: 17,067 1,985 95 2 5,005 17,164 7,085: 2,497 12,576
Other: 1,338: 888 2 50 6 675 944 727: 394 611
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,534: 2,221 571 53 -1 1,199 2,273 1,823: 261 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 9.5 0.7 0.0 27.0 86.2 37.2: 13.8 62.8
Old : 100.0: 86.8 10.1 0.5 0.0 25.5 87.3 36.0: 12.7 64.0
Other: 100.0: 66.4 0.1 3.7 0.4 50.4 70.6 54.3: 29.4 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 10 3 2 12 9 24:
Old : 28: 6 10 3 1 12 8 24:
Other: 13: 3 1 1 1 8 4 10:
:----------------------------------------------------------------------------------------------------
: 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 : 82.8 16.8 86.2 23.7 82.1 16.8 85.5 23.7
Old : 85.3 14.6 87.3 21.9 84.8 14.6 86.8 21.9
Other: 70.6 52.9 70.6 54.2 66.8 49.7 66.8 50.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 15, 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 : 477,751: 138,387 17,769 81,809 211,911 350,525 432,107 450,103: 45,644 27,648
Old : 455,292: 137,630 22,525 71,177 204,457 335,758 413,264 429,460: 42,028 25,832
Other: 22,459: 6,646 1,133 4,743 7,454 14,767 18,843 20,643: 3,616 1,816
: : :
: : Changes in Commitments from: September 8, 2020 :
: 9,695: 12,069 1,661 5,055 -6,680 4,191 10,444 10,907: -749 -1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.7 17.1 44.4 73.4 90.4 94.2: 9.6 5.8
Old : 100.0: 30.2 4.9 15.6 44.9 73.7 90.8 94.3: 9.2 5.7
Other: 100.0: 29.6 5.0 21.1 33.2 65.8 83.9 91.9: 16.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 129 31 82 92 92 252 189:
Old : 304: 125 37 82 91 92 251 188:
Other: 56: 17 5 12 28 12 48 27:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 33.6 18.1 44.6 9.7 29.9 15.3 38.7
Old : 11.2 33.1 18.4 44.6 9.9 29.4 15.8 38.3
Other: 28.7 51.3 45.9 71.4 23.5 46.3 35.7 60.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 15, 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 : 1,174,506: 124,812 272,479 34,485 855,697 731,370 1,014,994 1,038,334: 159,512 136,172
Old : 1,174,506: 124,812 272,479 34,485 855,697 731,370 1,014,994 1,038,334: 159,512 136,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 21,724: 20,307 7,597 1,090 2,597 18,203 23,994 26,890: -2,270 -5,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 23.2 2.9 72.9 62.3 86.4 88.4: 13.6 11.6
Old : 100.0: 10.6 23.2 2.9 72.9 62.3 86.4 88.4: 13.6 11.6
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 : 185: 37 21 21 84 90 129 124:
Old : 185: 37 21 21 84 90 129 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 27.5 37.1 41.9 21.1 25.8 30.2 38.2
Old : 26.6 27.5 37.1 41.9 21.1 25.8 30.2 38.2
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, September 15, 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 : 1,007,376: 48,345 345,389 19,128 797,582 519,584 865,055 884,101: 142,321 123,275
Old : 1,007,376: 48,345 345,389 19,128 797,582 519,584 865,055 884,101: 142,321 123,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 10,266: -259 -76 -12,424 17,036 30,347 4,353 17,847: 5,913 -7,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.3 1.9 79.2 51.6 85.9 87.8: 14.1 12.2
Old : 100.0: 4.8 34.3 1.9 79.2 51.6 85.9 87.8: 14.1 12.2
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 : 136: 13 18 11 77 79 95 103:
Old : 136: 13 18 11 77 79 95 103:
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 : 25.0 29.6 38.6 44.5 19.5 27.2 31.0 39.8
Old : 25.0 29.6 38.6 44.5 19.5 27.2 31.0 39.8
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, September 15, 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 : 454,013: 96,667 27,197 85,066 225,222 317,709 406,955 429,972: 47,058 24,041
Old : 429,490: 98,125 26,778 77,131 209,329 302,375 384,585 406,284: 44,905 23,206
Other: 24,523: 2,989 4,866 3,488 15,893 15,334 22,370 23,688: 2,153 835
: : :
: : Changes in Commitments from: September 8, 2020 :
: 3,091: 2,189 -4,068 -3,176 3,927 13,291 2,940 6,047: 151 -2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.0 18.7 49.6 70.0 89.6 94.7: 10.4 5.3
Old : 100.0: 22.8 6.2 18.0 48.7 70.4 89.5 94.6: 10.5 5.4
Other: 100.0: 12.2 19.8 14.2 64.8 62.5 91.2 96.6: 8.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 97 43 73 92 85 222 179:
Old : 272: 96 47 73 92 85 222 179:
Other: 61: 15 8 10 30 14 49 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 30.7 19.3 40.8 10.4 25.9 15.6 34.0
Old : 11.5 30.7 18.9 40.7 10.4 27.8 15.7 35.3
Other: 46.9 42.2 64.3 69.1 38.3 39.8 52.6 62.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 15, 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 : 9,675: 3,320 617 15 4,690 8,481 8,025 9,113: 1,650 562
Old : 9,665: 3,320 617 15 4,690 8,476 8,025 9,108: 1,640 557
Other: 10: 0 0 0 0 5 0 5: 10 5
: : :
: : Changes in Commitments from: September 8, 2020 :
: -555: -94 -61 14 -138 -419 -218 -466: -337 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.4 0.2 48.5 87.7 82.9 94.2: 17.1 5.8
Old : 100.0: 34.4 6.4 0.2 48.5 87.7 83.0 94.2: 17.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 3 1 12 16 30 19:
Old : 45: 17 3 1 12 16 30 19:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 59.4 59.2 84.0 45.4 59.1 59.2 83.6
Old : 45.5 59.5 59.2 84.0 45.5 59.1 59.2 83.7
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 15, 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 : 1,991,623: 421,841 661,374 43,829 1,359,145 1,199,798 1,824,815 1,905,001: 166,808 86,622
Old : 1,991,623: 421,841 661,374 43,829 1,359,145 1,199,798 1,824,815 1,905,001: 166,808 86,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 1,945: 31,904 19,635 -13,914 -13,005 4,061 4,985 9,782: -3,040 -7,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 33.2 2.2 68.2 60.2 91.6 95.7: 8.4 4.3
Old : 100.0: 21.2 33.2 2.2 68.2 60.2 91.6 95.7: 8.4 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 : 288: 68 25 26 154 125 233 165:
Old : 288: 68 25 26 154 125 233 165:
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 : 15.3 30.4 25.1 46.4 14.0 26.5 22.3 40.0
Old : 15.3 30.4 25.1 46.4 14.0 26.5 22.3 40.0
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, September 15, 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 : 3,267,812: 625,714 610,937 73,105 2,176,536 2,235,892 2,875,355 2,919,934: 392,457 347,878
Old : 3,267,812: 625,714 610,937 73,105 2,176,536 2,235,892 2,875,355 2,919,934: 392,457 347,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -65,699: -28,978 -34,248 -22,218 -22,362 17,245 -73,558 -39,221: 7,859 -26,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 18.7 2.2 66.6 68.4 88.0 89.4: 12.0 10.6
Old : 100.0: 19.1 18.7 2.2 66.6 68.4 88.0 89.4: 12.0 10.6
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 : 377: 64 75 36 170 174 250 269:
Old : 377: 64 75 36 170 174 250 269:
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 : 16.7 25.8 25.9 36.3 11.3 16.4 19.5 26.7
Old : 16.7 25.8 25.9 36.3 11.3 16.4 19.5 26.7
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, September 15, 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 : 925,176: 175,865 89,412 18,141 608,268 629,903 802,274 737,456: 122,902 187,720
Old : 925,176: 175,865 89,412 18,141 608,268 629,903 802,274 737,456: 122,902 187,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -48,347: 4,005 -40,104 -1,086 -55,526 -421 -52,607 -41,611: 4,260 -6,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.7 2.0 65.7 68.1 86.7 79.7: 13.3 20.3
Old : 100.0: 19.0 9.7 2.0 65.7 68.1 86.7 79.7: 13.3 20.3
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 : 108: 14 11 11 65 64 83 82:
Old : 108: 14 11 11 65 64 83 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 24.2 41.8 33.5 25.6 24.1 39.4 31.8
Old : 26.1 24.2 41.8 33.5 25.6 24.1 39.4 31.8
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, September 15, 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 : 3,268,577: 486,516 736,918 88,124 2,345,293 2,164,033 2,919,933 2,989,075: 348,644 279,502
Old : 3,268,577: 486,516 736,918 88,124 2,345,293 2,164,033 2,919,933 2,989,075: 348,644 279,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 53,191: 58,944 117,629 -9,822 -9,172 -49,101 39,950 58,706: 13,241 -5,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.5 2.7 71.8 66.2 89.3 91.4: 10.7 8.6
Old : 100.0: 14.9 22.5 2.7 71.8 66.2 89.3 91.4: 10.7 8.6
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 : 289: 58 37 31 134 147 205 202:
Old : 289: 58 37 31 134 147 205 202:
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 19.8 37.7 36.5 24.1 19.8 31.7 34.9
Old : 27.6 19.8 37.7 36.5 24.1 19.8 31.7 34.9
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, September 15, 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 : 1,412,189: 500,174 300,936 202,513 679,733 877,214 1,382,420 1,380,663: 29,769 31,526
Old : 1,412,189: 500,174 300,936 202,513 679,733 877,214 1,382,420 1,380,663: 29,769 31,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: -6,610: 8,504 18,285 -16,979 1,278 -7,027 -7,197 -5,721: 587 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 21.3 14.3 48.1 62.1 97.9 97.8: 2.1 2.2
Old : 100.0: 35.4 21.3 14.3 48.1 62.1 97.9 97.8: 2.1 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 : 106: 25 16 26 53 58 88 90:
Old : 106: 25 16 26 53 58 88 90:
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 : 43.3 31.7 54.7 48.9 35.1 28.6 41.6 40.1
Old : 43.3 31.7 54.7 48.9 35.1 28.6 41.6 40.1
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, September 15, 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 : 44,088: 9,935 17,876 1,354 24,432 19,114 35,720 38,343: 8,368 5,745
Old : 44,088: 9,935 17,876 1,354 24,432 19,114 35,720 38,343: 8,368 5,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 7,405: 498 329 745 5,727 6,341 6,969 7,414: 436 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.5 3.1 55.4 43.4 81.0 87.0: 19.0 13.0
Old : 100.0: 22.5 40.5 3.1 55.4 43.4 81.0 87.0: 19.0 13.0
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 : 88: 26 14 13 31 31 62 54:
Old : 88: 26 14 13 31 31 62 54:
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 : 32.6 44.9 43.0 57.4 23.7 42.0 31.8 50.3
Old : 32.6 44.9 43.0 57.4 23.7 42.0 31.8 50.3
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, September 15, 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 : 88,175: 19,869 35,751 2,708 48,863 38,227 71,440 76,686: 16,735 11,489
Old : 88,175: 19,869 35,751 2,708 48,863 38,227 71,440 76,686: 16,735 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 14,809: 995 657 1,489 11,453 12,681 13,937 14,827: 872 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 40.5 3.1 55.4 43.4 81.0 87.0: 19.0 13.0
Old : 100.0: 22.5 40.5 3.1 55.4 43.4 81.0 87.0: 19.0 13.0
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 : 88: 26 14 13 31 31 62 54:
Old : 88: 26 14 13 31 31 62 54:
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 : 32.6 44.9 43.0 57.4 23.7 42.0 31.8 50.3
Old : 32.6 44.9 43.0 57.4 23.7 42.0 31.8 50.3
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, September 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X DJ US REAL ESTATE INDEX) :
: : :
All : 42,928: 4,503 2,408 692 35,494 39,147 40,689 42,247: 2,239 681
Old : 42,928: 4,503 2,408 692 35,494 39,147 40,689 42,247: 2,239 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 12,266: 353 1,471 692 11,401 9,957 12,446 12,120: -180 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.6 1.6 82.7 91.2 94.8 98.4: 5.2 1.6
Old : 100.0: 10.5 5.6 1.6 82.7 91.2 94.8 98.4: 5.2 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 : 32: 4 4 1 21 13 26 17:
Old : 32: 4 4 1 21 13 26 17:
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 : 40.7 65.6 62.2 86.9 29.8 55.0 46.6 66.1
Old : 40.7 65.6 62.2 86.9 29.8 55.0 46.6 66.1
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, September 15, 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 : 23,584: 15,806 20,834 1,598 5,914 1,073 23,318 23,505: 266 79
Old : 23,584: 15,806 20,834 1,598 5,914 1,073 23,318 23,505: 266 79
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 2,119: 238 131 1,157 650 792 2,045 2,080: 74 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 88.3 6.8 25.1 4.5 98.9 99.7: 1.1 0.3
Old : 100.0: 67.0 88.3 6.8 25.1 4.5 98.9 99.7: 1.1 0.3
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 : 33: 16 13 1 4 2 21 15:
Old : 33: 16 13 1 4 2 21 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 : 62.9 75.2 86.3 92.1 62.9 68.5 78.9 84.8
Old : 62.9 75.2 86.3 92.1 62.9 68.5 78.9 84.8
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, September 15, 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 : 102,290: 12,117 27,685 37,214 52,936 37,121 102,267 102,020: 23 270
Old : 102,290: 12,117 27,685 37,214 52,936 37,121 102,267 102,020: 23 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2020 :
: 7,343: -72 -8,366 3,348 4,070 12,372 7,346 7,354: -3 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 27.1 36.4 51.8 36.3 100.0 99.7: 0.0 0.3
Old : 100.0: 11.8 27.1 36.4 51.8 36.3 100.0 99.7: 0.0 0.3
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 : 23: 6 5 1 3 10 10 15:
Old : 23: 6 5 1 3 10 10 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 : 91.3 92.9 99.0 97.9 57.4 56.6 63.6 61.5
Old : 91.3 92.9 99.0 97.9 57.4 56.6 63.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2020