WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 17, 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 : 432,714: 127,007 108,586 108,258 162,186 168,899 397,451 385,743: 35,263 46,971
Old : 290,010: 100,877 91,806 55,396 107,265 114,199 263,538 261,401: 26,472 28,609
Other: 142,704: 49,751 40,401 29,241 54,921 54,700 133,913 124,342: 8,791 18,362
: : :
: : Changes in Commitments from: November 10, 2020 :
: -8,804: -14,010 1,027 6,421 -1,417 -14,619 -9,006 -7,171: 202 -1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 25.1 25.0 37.5 39.0 91.9 89.1: 8.1 10.9
Old : 100.0: 34.8 31.7 19.1 37.0 39.4 90.9 90.1: 9.1 9.9
Other: 100.0: 34.9 28.3 20.5 38.5 38.3 93.8 87.1: 6.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 113 120 114 83 127 268 301:
Old : 373: 106 121 89 73 122 233 281:
Other: 223: 54 55 39 49 87 128 161:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 12.4 25.5 19.5 14.1 8.2 21.6 13.4
Old : 15.9 9.2 25.9 17.1 15.4 8.0 25.1 14.9
Other: 24.4 27.7 36.3 37.9 17.3 16.3 26.4 23.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders - Futures Only, November 17, 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 : 23,262: 11,553 420 0 10,715 22,046 22,268 22,466: 994 796
Old : 20,075: 9,632 420 0 9,847 19,075 19,479 19,495: 596 580
Other: 3,187: 1,921 0 0 868 2,971 2,789 2,971: 398 216
: : :
: : Changes in Commitments from: November 10, 2020 :
: 320: -1,465 0 -458 1,800 600 -123 142: 443 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 1.8 0.0 46.1 94.8 95.7 96.6: 4.3 3.4
Old : 100.0: 48.0 2.1 0.0 49.1 95.0 97.0 97.1: 3.0 2.9
Other: 100.0: 60.3 0.0 0.0 27.2 93.2 87.5 93.2: 12.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 0 11 23 16 24:
Old : 29: 5 1 0 10 22 15 23:
Other: 12: 2 0 0 3 8 5 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 38.5 88.2 61.4 69.9 35.7 78.6 55.8
Old : 73.5 39.8 90.0 65.4 70.8 37.1 80.7 58.9
Other: 83.2 58.7 87.5 93.2 75.0 52.1 75.0 80.7
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 17, 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 : 231,577: 82,063 29,789 41,252 88,615 140,950 211,930 211,991: 19,647 19,586
Old : 181,982: 80,345 30,832 20,567 65,277 117,709 166,189 169,108: 15,793 12,874
Other: 49,595: 15,361 12,600 7,042 23,338 23,241 45,741 42,883: 3,854 6,712
: : :
: : Changes in Commitments from: November 10, 2020 :
: -3,778: -2,416 -3,375 1,082 -1,549 -1,519 -2,883 -3,812: -895 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.9 17.8 38.3 60.9 91.5 91.5: 8.5 8.5
Old : 100.0: 44.1 16.9 11.3 35.9 64.7 91.3 92.9: 8.7 7.1
Other: 100.0: 31.0 25.4 14.2 47.1 46.9 92.2 86.5: 7.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 80 49 65 72 99 186 187:
Old : 254: 79 48 52 64 96 170 175:
Other: 155: 30 33 24 38 68 86 110:
:----------------------------------------------------------------------------------------------------
: 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 20.7 25.0 30.1 13.7 19.7 22.9 27.8
Old : 16.7 23.3 27.6 33.6 15.3 23.2 25.4 31.8
Other: 20.6 25.2 34.3 42.2 20.3 21.6 32.3 33.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 17, 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 : 1,783,436: 535,886 124,386 253,451 849,459 1,219,662 1,638,796 1,597,499: 144,640 185,937
Old : 1,564,616: 500,962 146,424 191,740 751,050 1,067,983 1,443,752 1,406,147: 120,864 158,469
Other: 218,820: 83,112 26,150 13,523 98,409 151,679 195,044 191,352: 23,776 27,468
: : :
: : Changes in Commitments from: November 10, 2020 :
: 23,116: -1,428 9,731 -1,207 22,343 21,125 19,708 29,649: 3,408 -6,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 7.0 14.2 47.6 68.4 91.9 89.6: 8.1 10.4
Old : 100.0: 32.0 9.4 12.3 48.0 68.3 92.3 89.9: 7.7 10.1
Other: 100.0: 38.0 12.0 6.2 45.0 69.3 89.1 87.4: 10.9 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 865: 217 123 168 341 409 641 637:
Old : 854: 220 122 152 324 400 613 619:
Other: 498: 61 78 29 88 297 168 389:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 12.1 20.0 19.7 10.4 8.3 16.5 14.2
Old : 13.4 11.7 21.5 19.1 11.2 9.6 18.2 15.3
Other: 27.5 27.2 39.4 38.2 27.4 26.1 38.4 36.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 17, 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 : 6,086: 2,154 193 30 1,992 4,973 4,176 5,196: 1,910 890
Old : 6,015: 2,154 167 30 1,948 4,968 4,132 5,165: 1,883 850
Other: 71: 0 26 0 44 5 44 31: 27 40
: : :
: : Changes in Commitments from: November 10, 2020 :
: 114: -106 32 4 122 -19 20 17: 94 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.2 0.5 32.7 81.7 68.6 85.4: 31.4 14.6
Old : 100.0: 35.8 2.8 0.5 32.4 82.6 68.7 85.9: 31.3 14.1
Other: 100.0: 0.0 36.6 0.0 62.0 7.0 62.0 43.7: 38.0 56.3
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 1 1 10 11 23 12:
Old : 27: 12 1 1 10 10 23 11:
Other: 3: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 65.5 49.0 82.9 23.7 53.0 38.0 66.1
Old : 32.8 66.3 48.9 83.4 24.0 53.6 37.8 66.5
Other: 62.0 43.7 62.0 43.7 59.2 40.8 59.2 40.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 17, 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 : 929,300: 320,400 44,057 117,433 423,244 697,743 861,077 859,233: 68,223 70,067
Old : 796,288: 280,301 54,290 75,905 383,459 608,595 739,665 738,790: 56,623 57,498
Other: 133,012: 56,887 6,555 24,740 39,785 89,148 121,412 120,443: 11,600 12,569
: : :
: : Changes in Commitments from: November 10, 2020 :
: 4,018: 573 6,305 -7,757 6,183 3,185 -1,001 1,733: 5,019 2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 4.7 12.6 45.5 75.1 92.7 92.5: 7.3 7.5
Old : 100.0: 35.2 6.8 9.5 48.2 76.4 92.9 92.8: 7.1 7.2
Other: 100.0: 42.8 4.9 18.6 29.9 67.0 91.3 90.6: 8.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 677: 222 103 143 206 284 488 488:
Old : 670: 220 109 120 196 279 466 466:
Other: 383: 72 54 37 72 216 161 295:
:----------------------------------------------------------------------------------------------------
: 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 : 10.5 19.9 18.1 31.4 9.2 19.3 15.1 29.7
Old : 11.3 21.5 19.8 32.7 10.7 21.0 17.6 31.1
Other: 22.6 24.8 37.4 38.9 20.1 23.3 30.4 34.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 17, 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 : 497,851: 144,975 21,441 92,474 211,806 355,977 449,255 469,892: 48,596 27,959
Old : 447,530: 143,656 33,503 70,488 190,469 318,604 404,613 422,595: 42,917 24,935
Other: 50,321: 17,354 3,973 5,951 21,337 37,373 44,642 47,297: 5,679 3,024
: : :
: : Changes in Commitments from: November 10, 2020 :
: 13,244: 6,562 -542 3,213 -144 8,152 9,631 10,823: 3,613 2,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.3 18.6 42.5 71.5 90.2 94.4: 9.8 5.6
Old : 100.0: 32.1 7.5 15.8 42.6 71.2 90.4 94.4: 9.6 5.6
Other: 100.0: 34.5 7.9 11.8 42.4 74.3 88.7 94.0: 11.3 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 135 36 72 98 86 259 177:
Old : 301: 134 40 69 96 86 255 175:
Other: 88: 27 13 13 38 19 73 37:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 35.5 18.5 47.0 9.9 32.0 15.6 41.5
Old : 11.9 34.7 18.9 46.3 10.4 30.8 16.2 40.4
Other: 38.8 50.3 53.5 72.4 36.3 49.4 50.3 68.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 17, 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 : 1,250,306: 118,013 352,422 67,086 921,449 688,230 1,106,548 1,107,738: 143,758 142,568
Old : 1,250,306: 118,013 352,422 67,086 921,449 688,230 1,106,548 1,107,738: 143,758 142,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 31,872: -6,753 -8,971 29,280 15,184 14,471 37,711 34,780: -5,839 -2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 28.2 5.4 73.7 55.0 88.5 88.6: 11.5 11.4
Old : 100.0: 9.4 28.2 5.4 73.7 55.0 88.5 88.6: 11.5 11.4
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 : 189: 35 29 30 91 90 137 138:
Old : 189: 35 29 30 91 90 137 138:
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 : 30.6 29.7 42.1 43.6 25.5 28.8 35.2 41.6
Old : 30.6 29.7 42.1 43.6 25.5 28.8 35.2 41.6
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, November 17, 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 : 1,023,209: 76,606 313,820 9,753 794,986 574,363 881,345 897,936: 141,864 125,273
Old : 1,023,209: 76,606 313,820 9,753 794,986 574,363 881,345 897,936: 141,864 125,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 11,221: 710 -7,886 5,611 1,472 19,416 7,793 17,141: 3,428 -5,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.7 1.0 77.7 56.1 86.1 87.8: 13.9 12.2
Old : 100.0: 7.5 30.7 1.0 77.7 56.1 86.1 87.8: 13.9 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 : 130: 13 18 11 73 75 91 99:
Old : 130: 13 18 11 73 75 91 99:
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 : 22.7 30.1 35.3 45.4 17.7 28.7 27.3 39.6
Old : 22.7 30.1 35.3 45.4 17.7 28.7 27.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 17, 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 : 454,952: 118,529 16,975 60,224 223,382 350,370 402,135 427,569: 52,817 27,383
Old : 416,468: 118,351 21,882 48,812 200,144 319,669 367,307 390,363: 49,161 26,105
Other: 38,484: 8,507 3,422 3,083 23,238 30,701 34,828 37,206: 3,656 1,278
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,747: -8,228 -4,129 8,295 6,629 2,683 6,696 6,849: 2,051 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 3.7 13.2 49.1 77.0 88.4 94.0: 11.6 6.0
Old : 100.0: 28.4 5.3 11.7 48.1 76.8 88.2 93.7: 11.8 6.3
Other: 100.0: 22.1 8.9 8.0 60.4 79.8 90.5 96.7: 9.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 108 42 68 104 97 244 184:
Old : 288: 108 43 68 100 95 240 182:
Other: 94: 27 6 11 48 26 80 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 : 10.3 35.9 16.6 46.5 8.8 31.3 14.5 40.4
Old : 10.1 35.5 16.7 46.2 8.5 32.5 14.6 41.3
Other: 33.1 52.1 50.6 74.4 26.3 49.3 42.0 67.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 17, 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 : 8,804: 3,433 749 2 4,117 7,426 7,552 8,177: 1,252 627
Old : 8,769: 3,433 749 2 4,117 7,398 7,552 8,149: 1,217 620
Other: 35: 0 0 0 0 28 0 28: 35 7
: : :
: : Changes in Commitments from: November 10, 2020 :
: -157: 59 -13 0 -179 -160 -120 -173: -37 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 8.5 0.0 46.8 84.3 85.8 92.9: 14.2 7.1
Old : 100.0: 39.1 8.5 0.0 46.9 84.4 86.1 92.9: 13.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 80.0 0.0 80.0: 100.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 5 1 9 14 25 19:
Old : 42: 15 5 1 9 14 25 19:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: 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 : 49.7 60.6 66.0 79.5 49.7 60.6 66.0 79.4
Old : 49.9 60.6 66.2 79.5 49.9 60.5 66.2 79.4
Other: 0.0 80.0 0.0 80.0 0.0 80.0 0.0 80.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 17, 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 : 2,018,179: 370,406 743,766 35,601 1,451,511 1,135,370 1,857,518 1,914,737: 160,661 103,442
Old : 2,018,179: 370,406 743,766 35,601 1,451,511 1,135,370 1,857,518 1,914,737: 160,661 103,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 11,310: 2,946 30,251 -9,529 12,663 -4,900 6,080 15,822: 5,230 -4,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 36.9 1.8 71.9 56.3 92.0 94.9: 8.0 5.1
Old : 100.0: 18.4 36.9 1.8 71.9 56.3 92.0 94.9: 8.0 5.1
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 : 281: 62 36 31 145 116 219 171:
Old : 281: 62 36 31 145 116 219 171:
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 : 15.2 36.6 24.4 50.9 14.1 32.9 22.2 44.9
Old : 15.2 36.6 24.4 50.9 14.1 32.9 22.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 17, 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 : 3,249,449: 587,470 435,151 109,356 2,181,114 2,284,683 2,877,940 2,829,190: 371,509 420,259
Old : 3,249,449: 587,470 435,151 109,356 2,181,114 2,284,683 2,877,940 2,829,190: 371,509 420,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 42,234: 30,059 -27,644 -17,947 22,102 72,614 34,214 27,023: 8,020 15,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.4 3.4 67.1 70.3 88.6 87.1: 11.4 12.9
Old : 100.0: 18.1 13.4 3.4 67.1 70.3 88.6 87.1: 11.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 72 63 48 168 169 264 256:
Old : 371: 72 63 48 168 169 264 256:
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 25.4 25.6 33.7 11.2 16.0 20.0 23.8
Old : 16.2 25.4 25.6 33.7 11.2 16.0 20.0 23.8
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, November 17, 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 : 973,592: 236,867 63,534 8,116 610,172 712,848 855,155 784,498: 118,437 189,094
Old : 973,592: 236,867 63,534 8,116 610,172 712,848 855,155 784,498: 118,437 189,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 27,024: 3,269 6,194 423 17,595 21,001 21,287 27,618: 5,737 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 6.5 0.8 62.7 73.2 87.8 80.6: 12.2 19.4
Old : 100.0: 24.3 6.5 0.8 62.7 73.2 87.8 80.6: 12.2 19.4
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 : 123: 15 10 9 67 76 87 90:
Old : 123: 15 10 9 67 76 87 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 : 26.4 24.7 40.6 33.2 26.2 23.9 39.1 31.6
Old : 26.4 24.7 40.6 33.2 26.2 23.9 39.1 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 17, 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 : 3,190,461: 412,393 794,642 103,514 2,379,263 1,995,274 2,895,170 2,893,430: 295,291 297,031
Old : 3,190,461: 412,393 794,642 103,514 2,379,263 1,995,274 2,895,170 2,893,430: 295,291 297,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 15,446: 18,128 -14,595 -6,193 9,631 26,928 21,566 6,140: -6,120 9,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.9 3.2 74.6 62.5 90.7 90.7: 9.3 9.3
Old : 100.0: 12.9 24.9 3.2 74.6 62.5 90.7 90.7: 9.3 9.3
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: 55 48 37 140 148 210 218:
Old : 301: 55 48 37 140 148 210 218:
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 19.2 39.6 31.3 24.4 18.2 32.9 28.9
Old : 27.6 19.2 39.6 31.3 24.4 18.2 32.9 28.9
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, November 17, 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 : 1,100,938: 308,439 212,628 170,611 600,580 690,237 1,079,630 1,073,476: 21,308 27,462
Old : 1,100,938: 308,439 212,628 170,611 600,580 690,237 1,079,630 1,073,476: 21,308 27,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -2,378: -10,739 -6,572 4,895 7,526 -1,200 1,682 -2,877: -4,060 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.3 15.5 54.6 62.7 98.1 97.5: 1.9 2.5
Old : 100.0: 28.0 19.3 15.5 54.6 62.7 98.1 97.5: 1.9 2.5
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 : 99: 23 12 25 55 57 86 86:
Old : 99: 23 12 25 55 57 86 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 : 33.1 41.6 47.2 55.0 27.2 38.8 35.2 46.9
Old : 33.1 41.6 47.2 55.0 27.2 38.8 35.2 46.9
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, November 17, 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 : 47,984: 14,922 17,308 238 24,371 24,031 39,530 41,576: 8,454 6,408
Old : 47,984: 14,922 17,308 238 24,371 24,031 39,530 41,576: 8,454 6,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,142: -1,691 207 -63 2,336 173 582 318: 560 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 36.1 0.5 50.8 50.1 82.4 86.6: 17.6 13.4
Old : 100.0: 31.1 36.1 0.5 50.8 50.1 82.4 86.6: 17.6 13.4
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 : 88: 28 14 5 31 25 61 42:
Old : 88: 28 14 5 31 25 61 42:
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 : 30.7 47.4 44.9 61.5 29.3 43.8 40.8 56.0
Old : 30.7 47.4 44.9 61.5 29.3 43.8 40.8 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, November 17, 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 : 95,967: 29,843 34,615 475 48,741 48,062 79,059 83,152: 16,908 12,815
Old : 95,967: 29,843 34,615 475 48,741 48,062 79,059 83,152: 16,908 12,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,284: -3,382 414 -125 4,671 346 1,164 635: 1,120 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 36.1 0.5 50.8 50.1 82.4 86.6: 17.6 13.4
Old : 100.0: 31.1 36.1 0.5 50.8 50.1 82.4 86.6: 17.6 13.4
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 : 88: 28 14 5 31 25 61 42:
Old : 88: 28 14 5 31 25 61 42:
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 : 30.7 47.4 44.9 61.5 29.3 43.8 40.8 56.0
Old : 30.7 47.4 44.9 61.5 29.3 43.8 40.8 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, November 17, 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 : 32,593: 3,238 431 0 26,749 31,729 29,987 32,160: 2,606 433
Old : 32,593: 3,238 431 0 26,749 31,729 29,987 32,160: 2,606 433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -201: 265 -299 0 -1,105 171 -840 -128: 639 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 1.3 0.0 82.1 97.3 92.0 98.7: 8.0 1.3
Old : 100.0: 9.9 1.3 0.0 82.1 97.3 92.0 98.7: 8.0 1.3
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: 3 1 0 18 11 21 12:
Old : 29: 3 1 0 18 11 21 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 : 54.3 60.0 75.5 90.4 43.6 53.0 62.8 80.5
Old : 54.3 60.0 75.5 90.4 43.6 53.0 62.8 80.5
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, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 22,908: 17,469 21,791 79 5,192 1,006 22,740 22,876: 168 32
Old : 22,908: 17,469 21,791 79 5,192 1,006 22,740 22,876: 168 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,925: 1,374 1,945 -18 646 0 2,002 1,927: -77 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 95.1 0.3 22.7 4.4 99.3 99.9: 0.7 0.1
Old : 100.0: 76.3 95.1 0.3 22.7 4.4 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 20 12 1 3 2 24 14:
Old : 36: 20 12 1 3 2 24 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 : 63.4 75.6 88.6 92.3 63.4 75.6 88.3 92.0
Old : 63.4 75.6 88.6 92.3 63.4 75.6 88.3 92.0
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, November 17, 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 : 151,649: 17,937 16,735 79,131 54,559 55,618 151,627 151,484: 22 165
Old : 151,649: 17,937 16,735 79,131 54,559 55,618 151,627 151,484: 22 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 6,529: 2,783 3,613 3,288 450 -224 6,521 6,677: 8 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.0 52.2 36.0 36.7 100.0 99.9: 0.0 0.1
Old : 100.0: 11.8 11.0 52.2 36.0 36.7 100.0 99.9: 0.0 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 : 27: 8 6 1 3 11 12 17:
Old : 27: 8 6 1 3 11 12 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 : 91.4 96.4 98.2 98.7 41.5 44.2 46.7 46.6
Old : 91.4 96.4 98.2 98.7 41.5 44.2 46.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders - Futures Only, November 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,890: 1,065 345 90 1,630 2,260 2,785 2,695: 105 195
Old : 2,890: 1,065 345 90 1,630 2,260 2,785 2,695: 105 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 200: 160 -120 45 -5 230 200 155: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 11.9 3.1 56.4 78.2 96.4 93.3: 3.6 6.7
Old : 100.0: 36.9 11.9 3.1 56.4 78.2 96.4 93.3: 3.6 6.7
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 : 22: 5 6 4 7 9 15 16:
Old : 22: 5 6 4 7 9 15 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 : 72.5 53.3 88.8 76.6 71.5 48.1 81.8 65.7
Old : 72.5 53.3 88.8 76.6 71.5 48.1 81.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020