WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 546,604: 114,409 93,010 232,739 168,736 172,529 515,883 498,278: 30,721 48,325
Old : 240,588: 106,562 88,702 53,296 67,595 80,182 227,454 222,180: 13,134 18,408
Other: 306,016: 80,831 77,293 106,458 101,140 92,347 288,429 276,098: 17,587 29,918
: : :
: : Changes in Commitments from: March 3, 2020 :
: 13,309: 925 -697 11,776 1,787 5,238 14,488 16,317: -1,179 -3,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 17.0 42.6 30.9 31.6 94.4 91.2: 5.6 8.8
Old : 100.0: 44.3 36.9 22.2 28.1 33.3 94.5 92.3: 5.5 7.7
Other: 100.0: 26.4 25.3 34.8 33.1 30.2 94.3 90.2: 5.7 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 116 104 146 96 122 294 306:
Old : 320: 102 101 79 75 88 224 221:
Other: 297: 89 79 86 71 108 211 231:
:----------------------------------------------------------------------------------------------------
: 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 10.0 18.7 17.1 6.8 6.3 11.8 10.4
Old : 11.8 15.1 21.2 26.5 11.3 13.6 20.3 23.3
Other: 16.3 14.0 26.5 20.9 12.9 6.6 19.2 12.1
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 20,255: 6,392 0 576 12,906 18,885 19,873 19,460: 382 795
Old : 8,040: 2,070 450 0 5,945 7,385 8,015 7,835: 25 205
Other: 12,215: 4,772 0 126 6,961 11,500 11,858 11,625: 357 590
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,749: -2,336 0 -273 -2,073 -4,816 -4,681 -5,089: -68 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 0.0 2.8 63.7 93.2 98.1 96.1: 1.9 3.9
Old : 100.0: 25.7 5.6 0.0 73.9 91.9 99.7 97.5: 0.3 2.5
Other: 100.0: 39.1 0.0 1.0 57.0 94.1 97.1 95.2: 2.9 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 0 3 10 16 16 19:
Old : 17: 2 1 0 6 11 8 12:
Other: 20: 6 0 2 8 13 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 57.7 51.8 82.0 76.8 49.0 45.9 65.3 64.3
Old : 83.0 58.6 99.7 86.1 79.3 58.6 94.7 85.4
Other: 59.8 69.6 86.8 86.8 57.8 69.1 79.3 82.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 291,084: 60,275 76,586 88,145 117,399 104,426 265,819 269,158: 25,265 21,926
Old : 146,692: 61,016 72,021 19,268 55,391 45,805 135,674 137,094: 11,018 9,598
Other: 144,392: 43,496 48,802 24,641 62,008 58,621 130,144 132,064: 14,248 12,328
: : :
: : Changes in Commitments from: March 3, 2020 :
: 20,408: -3,939 7,064 17,518 6,188 -4,879 19,767 19,703: 641 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.3 30.3 40.3 35.9 91.3 92.5: 8.7 7.5
Old : 100.0: 41.6 49.1 13.1 37.8 31.2 92.5 93.5: 7.5 6.5
Other: 100.0: 30.1 33.8 17.1 42.9 40.6 90.1 91.5: 9.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 81 56 77 90 86 210 187:
Old : 231: 69 54 33 66 64 151 135:
Other: 206: 54 49 41 71 74 152 140:
:----------------------------------------------------------------------------------------------------
: 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 16.9 21.4 26.4 9.8 15.3 17.2 21.9
Old : 19.4 18.9 31.5 31.8 18.7 18.9 29.8 30.7
Other: 13.2 23.3 23.8 34.2 12.7 21.5 22.4 30.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,753,106: 284,026 303,591 489,641 711,621 749,343 1,485,289 1,542,575: 267,817 210,531
Old : 1,312,100: 307,263 335,272 278,029 518,284 568,146 1,103,576 1,181,447: 208,524 130,653
Other: 441,005: 126,126 117,682 62,249 193,337 181,197 381,713 361,127: 59,292 79,878
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,420: -836 -21,461 7,471 -10,982 838 -4,347 -13,152: -7,073 1,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.3 27.9 40.6 42.7 84.7 88.0: 15.3 12.0
Old : 100.0: 23.4 25.6 21.2 39.5 43.3 84.1 90.0: 15.9 10.0
Other: 100.0: 28.6 26.7 14.1 43.8 41.1 86.6 81.9: 13.4 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 150 163 196 350 351 614 606:
Old : 736: 150 161 161 333 327 575 558:
Other: 519: 79 86 73 189 289 307 411:
:----------------------------------------------------------------------------------------------------
: 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 : 7.9 8.6 14.4 14.6 6.6 5.8 11.7 10.2
Old : 10.1 9.2 18.1 16.2 9.2 7.1 16.3 13.0
Other: 15.3 21.3 24.6 30.0 15.1 20.8 22.7 27.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 4,914: 1,403 335 163 1,932 3,403 3,498 3,900: 1,417 1,014
Old : 2,992: 1,437 317 3 561 2,081 2,001 2,401: 991 591
Other: 1,923: 0 52 126 1,371 1,322 1,497 1,499: 426 423
: : :
: : Changes in Commitments from: March 3, 2020 :
: -144: -166 -148 18 140 -32 -8 -162: -135 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.8 3.3 39.3 69.2 71.2 79.4: 28.8 20.6
Old : 100.0: 48.0 10.6 0.1 18.7 69.6 66.9 80.3: 33.1 19.7
Other: 100.0: 0.0 2.7 6.5 71.3 68.7 77.9 78.0: 22.1 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 2 11 12 17 16:
Old : 20: 6 2 2 4 9 10 13:
Other: 13: 0 2 2 9 10 11 12:
:----------------------------------------------------------------------------------------------------
: 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 : 45.9 45.2 59.8 62.3 30.5 31.2 35.5 41.6
Old : 53.8 51.3 66.5 72.8 53.8 51.3 66.5 72.8
Other: 66.7 54.5 76.2 71.5 57.3 51.6 57.3 57.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 956,756: 124,656 120,725 294,372 465,811 474,124 884,839 889,220: 71,917 67,536
Old : 621,722: 125,766 127,310 138,043 306,201 311,613 570,010 576,966: 51,712 44,756
Other: 335,034: 54,058 48,582 101,161 159,610 162,511 314,829 312,254: 20,206 22,780
: : :
: : Changes in Commitments from: March 3, 2020 :
: 35,832: -4,670 -16,013 25,524 16,853 24,362 37,708 33,873: -1,876 1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.6 30.8 48.7 49.6 92.5 92.9: 7.5 7.1
Old : 100.0: 20.2 20.5 22.2 49.3 50.1 91.7 92.8: 8.3 7.2
Other: 100.0: 16.1 14.5 30.2 47.6 48.5 94.0 93.2: 6.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 173 141 214 199 195 480 459:
Old : 550: 160 144 162 177 181 413 416:
Other: 385: 99 79 109 122 156 285 289:
:----------------------------------------------------------------------------------------------------
: 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 14.0 18.9 22.4 6.8 10.3 11.2 16.1
Old : 11.1 14.9 18.9 24.2 10.5 11.8 17.0 19.3
Other: 18.6 16.7 27.5 27.1 12.2 12.6 18.6 20.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 504,736: 78,973 55,911 131,955 261,025 282,126 471,953 469,992: 32,783 34,744
Old : 383,853: 78,384 65,673 93,366 190,069 197,862 361,819 356,901: 22,034 26,952
Other: 120,883: 21,930 11,580 17,248 70,956 84,264 110,134 113,091: 10,749 7,792
: : :
: : Changes in Commitments from: March 3, 2020 :
: 6,132: -2,416 4,657 -432 12,348 2,323 9,500 6,549: -3,368 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.1 26.1 51.7 55.9 93.5 93.1: 6.5 6.9
Old : 100.0: 20.4 17.1 24.3 49.5 51.5 94.3 93.0: 5.7 7.0
Other: 100.0: 18.1 9.6 14.3 58.7 69.7 91.1 93.6: 8.9 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 80 76 107 109 89 255 226:
Old : 309: 87 79 92 104 84 242 214:
Other: 160: 46 27 33 63 42 126 87:
:----------------------------------------------------------------------------------------------------
: 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 : 10.0 21.4 18.2 30.0 8.6 19.5 14.9 26.8
Old : 10.9 19.1 19.9 27.0 10.2 17.5 15.3 24.5
Other: 16.6 37.8 29.2 51.0 16.3 34.8 27.8 45.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,731,997: 128,668 171,972 341,949 1,083,411 1,061,642 1,554,028 1,575,562: 177,968 156,434
Old : 1,731,997: 128,668 171,972 341,949 1,083,411 1,061,642 1,554,028 1,575,562: 177,968 156,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 132,272: -13,786 6,947 76,626 76,895 46,569 139,734 130,141: -7,462 2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 19.7 62.6 61.3 89.7 91.0: 10.3 9.0
Old : 100.0: 7.4 9.9 19.7 62.6 61.3 89.7 91.0: 10.3 9.0
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 : 210: 37 37 52 110 109 173 172:
Old : 210: 37 37 52 110 109 173 172:
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 : 19.4 18.7 29.3 30.0 16.9 14.2 22.9 21.1
Old : 19.4 18.7 29.3 30.0 16.9 14.2 22.9 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,139,855: 57,906 383,900 6,649 916,194 666,188 980,749 1,056,737: 159,106 83,118
Old : 1,139,855: 57,906 383,900 6,649 916,194 666,188 980,749 1,056,737: 159,106 83,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -35,715: -4,840 -75,981 -16,759 -7,741 66,258 -29,341 -26,482: -6,374 -9,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.7 0.6 80.4 58.4 86.0 92.7: 14.0 7.3
Old : 100.0: 5.1 33.7 0.6 80.4 58.4 86.0 92.7: 14.0 7.3
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 : 147: 16 22 14 84 78 107 107:
Old : 147: 16 22 14 84 78 107 107:
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 : 23.8 36.7 34.8 52.8 17.3 34.6 26.2 47.6
Old : 23.8 36.7 34.8 52.8 17.3 34.6 26.2 47.6
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 485,172: 77,993 61,580 110,494 255,250 286,501 443,737 458,576: 41,434 26,596
Old : 357,242: 78,978 75,319 62,435 182,968 197,055 324,382 334,809: 32,860 22,433
Other: 127,929: 27,180 14,425 19,895 72,281 89,447 119,355 123,767: 8,574 4,163
: : :
: : Changes in Commitments from: March 3, 2020 :
: 3,629: -781 -16,300 11,821 -339 13,029 10,702 8,551: -7,073 -4,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.7 22.8 52.6 59.1 91.5 94.5: 8.5 5.5
Old : 100.0: 22.1 21.1 17.5 51.2 55.2 90.8 93.7: 9.2 6.3
Other: 100.0: 21.2 11.3 15.6 56.5 69.9 93.3 96.7: 6.7 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 80 69 110 117 100 271 228:
Old : 306: 87 75 99 114 93 259 216:
Other: 179: 46 34 37 79 46 150 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 : 12.1 25.3 18.0 33.6 10.5 23.6 15.8 30.2
Old : 13.4 24.5 20.7 32.3 12.9 23.1 20.2 29.5
Other: 20.6 38.2 32.8 57.1 20.5 35.1 32.4 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 13,219: 4,086 2,278 1,515 6,050 7,529 11,652 11,323: 1,567 1,896
Old : 11,196: 4,007 2,591 1,075 4,763 5,990 9,845 9,657: 1,351 1,539
Other: 2,023: 404 13 115 1,287 1,538 1,806 1,666: 217 357
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,276: -2,117 103 465 783 -1,558 -870 -990: -406 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 17.2 11.5 45.8 57.0 88.1 85.7: 11.9 14.3
Old : 100.0: 35.8 23.1 9.6 42.5 53.5 87.9 86.3: 12.1 13.7
Other: 100.0: 20.0 0.6 5.7 63.6 76.0 89.3 82.4: 10.7 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 9 11 13 15 37 33:
Old : 50: 20 11 9 11 14 33 32:
Other: 22: 7 2 5 6 9 14 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 32.0 56.9 52.7 36.3 31.1 50.0 49.9
Old : 41.6 30.8 58.0 53.3 39.8 30.0 54.2 49.8
Other: 65.4 69.6 81.9 79.2 60.2 64.7 75.6 69.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 3,439,499: 764,812 809,638 144,812 2,329,993 2,393,405 3,239,618 3,347,855: 199,881 91,644
Old : 3,439,499: 764,812 809,638 144,812 2,329,993 2,393,405 3,239,618 3,347,855: 199,881 91,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 91,135: -55,506 -59,472 33,578 114,181 130,850 92,253 104,955: -1,118 -13,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 23.5 4.2 67.7 69.6 94.2 97.3: 5.8 2.7
Old : 100.0: 22.2 23.5 4.2 67.7 69.6 94.2 97.3: 5.8 2.7
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 : 369: 76 48 48 193 157 287 235:
Old : 369: 76 48 48 193 157 287 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 29.4 29.3 42.3 17.5 27.8 28.2 38.8
Old : 17.9 29.4 29.3 42.3 17.5 27.8 28.2 38.8
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 5,736,552: 644,053 665,299 1,296,779 3,334,978 3,339,356 5,275,810 5,301,434: 460,742 435,118
Old : 5,736,552: 644,053 665,299 1,296,779 3,334,978 3,339,356 5,275,810 5,301,434: 460,742 435,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 318,502: -80,256 -35,288 226,170 194,113 143,701 340,026 334,583: -21,524 -16,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.6 22.6 58.1 58.2 92.0 92.4: 8.0 7.6
Old : 100.0: 11.2 11.6 22.6 58.1 58.2 92.0 92.4: 8.0 7.6
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 : 438: 77 77 100 242 225 371 350:
Old : 438: 77 77 100 242 225 371 350:
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 : 13.8 15.5 22.6 25.1 7.2 8.1 12.0 13.4
Old : 13.8 15.5 22.6 25.1 7.2 8.1 12.0 13.4
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 887,766: 46,934 152,283 7,384 697,885 552,072 752,203 711,739: 135,563 176,027
Old : 887,766: 46,934 152,283 7,384 697,885 552,072 752,203 711,739: 135,563 176,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,857: -3,430 4,614 -3,834 -6,071 -4,933 -13,335 -4,153: 4,478 -4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 17.2 0.8 78.6 62.2 84.7 80.2: 15.3 19.8
Old : 100.0: 5.3 17.2 0.8 78.6 62.2 84.7 80.2: 15.3 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 : 105: 8 12 12 60 70 74 88:
Old : 105: 8 12 12 60 70 74 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 25.5 44.4 37.1 26.5 24.2 40.4 33.6
Old : 27.5 25.5 44.4 37.1 26.5 24.2 40.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 5,580,720: 668,126 602,743 950,600 3,618,930 3,737,885 5,237,656 5,291,228: 343,064 289,492
Old : 5,580,720: 668,126 602,743 950,600 3,618,930 3,737,885 5,237,656 5,291,228: 343,064 289,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 364,099: -58,795 -188,905 452,562 -26,994 119,792 366,773 383,449: -2,674 -19,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.8 17.0 64.8 67.0 93.9 94.8: 6.1 5.2
Old : 100.0: 12.0 10.8 17.0 64.8 67.0 93.9 94.8: 6.1 5.2
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 : 329: 72 34 59 165 174 254 250:
Old : 329: 72 34 59 165 174 254 250:
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 : 25.4 23.3 36.9 34.9 19.9 21.0 29.6 30.0
Old : 25.4 23.3 36.9 34.9 19.9 21.0 29.6 30.0
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 1,921,326: 532,122 189,202 339,519 1,011,984 1,338,811 1,883,625 1,867,532: 37,701 53,794
Old : 1,921,326: 532,122 189,202 339,519 1,011,984 1,338,811 1,883,625 1,867,532: 37,701 53,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 185,268: 7,919 -46,489 90,522 85,340 139,035 183,781 183,068: 1,487 2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 9.8 17.7 52.7 69.7 98.0 97.2: 2.0 2.8
Old : 100.0: 27.7 9.8 17.7 52.7 69.7 98.0 97.2: 2.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 27 26 37 65 71 113 115:
Old : 132: 27 26 37 65 71 113 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 29.9 46.4 46.1 22.5 20.0 30.5 28.0
Old : 32.0 29.9 46.4 46.1 22.5 20.0 30.5 28.0
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 43,309: 11,475 3,600 1,846 22,655 31,901 35,976 37,347: 7,333 5,961
Old : 43,309: 11,475 3,600 1,846 22,655 31,901 35,976 37,347: 7,333 5,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,084: -964 -1,708 -450 -336 260 -1,750 -1,899: -334 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 4.3 52.3 73.7 83.1 86.2: 16.9 13.8
Old : 100.0: 26.5 8.3 4.3 52.3 73.7 83.1 86.2: 16.9 13.8
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 : 87: 26 10 9 34 29 63 45:
Old : 87: 26 10 9 34 29 63 45:
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 : 38.9 32.5 49.7 49.6 35.6 32.4 45.8 49.2
Old : 38.9 32.5 49.7 49.6 35.6 32.4 45.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 86,617: 22,950 7,201 3,692 45,310 63,802 71,952 74,695: 14,665 11,923
Old : 86,617: 22,950 7,201 3,692 45,310 63,802 71,952 74,695: 14,665 11,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,169: -1,928 -3,416 -900 -673 519 -3,501 -3,797: -668 -372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.3 4.3 52.3 73.7 83.1 86.2: 16.9 13.8
Old : 100.0: 26.5 8.3 4.3 52.3 73.7 83.1 86.2: 16.9 13.8
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 : 87: 26 10 9 34 29 63 45:
Old : 87: 26 10 9 34 29 63 45:
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 : 38.9 32.5 49.7 49.6 35.6 32.4 45.8 49.2
Old : 38.9 32.5 49.7 49.6 35.6 32.4 45.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 40,211: 3,205 2,851 0 34,592 36,239 37,797 39,090: 2,414 1,121
Old : 40,211: 3,205 2,851 0 34,592 36,239 37,797 39,090: 2,414 1,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,389: -108 0 0 -902 -1,239 -1,010 -1,239: -379 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.1 0.0 86.0 90.1 94.0 97.2: 6.0 2.8
Old : 100.0: 8.0 7.1 0.0 86.0 90.1 94.0 97.2: 6.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 14 10 17 12:
Old : 27: 3 2 0 14 10 17 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 : 68.6 74.4 83.3 94.3 68.4 74.4 83.1 94.3
Old : 68.6 74.4 83.3 94.3 68.4 74.4 83.1 94.3
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 with Delta-adjusted Options and Futures Combined, March 10, 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 : 19,769: 10,539 15,408 2,482 6,487 1,793 19,508 19,683: 261 86
Old : 19,769: 10,539 15,408 2,482 6,487 1,793 19,508 19,683: 261 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 188: -1,376 -2,876 1,694 -147 1,417 171 235: 17 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 77.9 12.6 32.8 9.1 98.7 99.6: 1.3 0.4
Old : 100.0: 53.3 77.9 12.6 32.8 9.1 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 23 13 4 4 3 30 17:
Old : 41: 23 13 4 4 3 30 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 : 58.1 54.9 83.2 79.4 54.9 44.8 70.3 65.1
Old : 58.1 54.9 83.2 79.4 54.9 44.8 70.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 111,345: 20,502 7,170 59,785 31,053 43,465 111,340 110,420: 5 925
Old : 111,345: 20,502 7,170 59,785 31,053 43,465 111,340 110,420: 5 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 8,024: -8,845 -1,439 10,776 6,095 -766 8,026 8,571: -2 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 53.7 27.9 39.0 100.0 99.2: 0.0 0.8
Old : 100.0: 18.4 6.4 53.7 27.9 39.0 100.0 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 : 29: 7 5 4 5 13 14 20:
Old : 29: 7 5 4 5 13 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.2 91.9 99.7 95.9 42.6 39.6 46.1 43.0
Old : 96.2 91.9 99.7 95.9 42.6 39.6 46.1 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100,000 USD notional principal :
: : :
All : 47,625: 15,416 15,391 32,209 0 0 47,625 47,600: 0 25
Old : 47,625: 15,416 15,391 32,209 0 0 47,625 47,600: 0 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 723: 190 -312 1,038 0 0 1,228 726: -505 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 32.3 67.6 0.0 0.0 100.0 99.9: 0.0 0.1
Old : 100.0: 32.4 32.3 67.6 0.0 0.0 100.0 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 : 20: 7 12 5 0 0 10 15:
Old : 20: 7 12 5 0 0 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 : 87.3 82.5 99.3 94.1 29.6 22.2 32.4 30.7
Old : 87.3 82.5 99.3 94.1 29.6 22.2 32.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020