WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 519,290: 85,358 81,992 237,012 168,281 154,566 490,651 473,570: 28,640 45,721 Old : 214,970: 72,058 70,142 62,506 68,537 65,698 203,101 198,346: 11,869 16,625 Other: 304,320: 75,722 74,272 112,084 99,744 88,869 287,550 275,224: 16,770 29,096 : : : : : Changes in Commitments from: March 10, 2020 : : -27,313: -29,050 -11,019 4,273 -455 -17,963 -25,232 -24,708: -2,081 -2,605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 15.8 45.6 32.4 29.8 94.5 91.2: 5.5 8.8 Old : 100.0: 33.5 32.6 29.1 31.9 30.6 94.5 92.3: 5.5 7.7 Other: 100.0: 24.9 24.4 36.8 32.8 29.2 94.5 90.4: 5.5 9.6 : : : :# Traders : Number of Traders in Each Category : All : 357: 102 106 147 93 118 283 299: Old : 296: 100 85 74 71 84 204 210: Other: 290: 82 83 88 68 105 204 229: :---------------------------------------------------------------------------------------------------- : 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 : 10.8 10.5 18.7 17.8 7.3 5.9 11.9 9.6 Old : 11.0 15.4 19.9 27.1 9.2 15.3 16.8 24.7 Other: 15.5 14.0 26.6 20.8 13.5 6.5 20.2 11.7 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 20,926: 6,355 100 872 13,218 19,530 20,444 20,501: 482 425 Old : 8,540: 2,070 800 150 6,195 7,565 8,415 8,515: 125 25 Other: 12,386: 4,985 0 22 7,023 11,965 12,029 11,986: 357 400 : : : : : Changes in Commitments from: March 10, 2020 : : 671: -37 100 296 312 645 571 1,041: 100 -370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 0.5 4.2 63.2 93.3 97.7 98.0: 2.3 2.0 Old : 100.0: 24.2 9.4 1.8 72.5 88.6 98.5 99.7: 1.5 0.3 Other: 100.0: 40.2 0.0 0.2 56.7 96.6 97.1 96.8: 2.9 3.2 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 1 2 11 18 17 20: Old : 19: 2 1 1 7 13 10 14: Other: 22: 6 0 1 8 15 14 16: :---------------------------------------------------------------------------------------------------- : 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 : 56.7 48.9 80.5 73.4 47.8 42.0 62.1 60.3 Old : 79.9 55.2 96.8 87.5 74.6 54.0 88.0 84.0 Other: 60.0 68.3 87.0 86.0 57.2 67.7 79.3 81.1 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 281,467: 50,492 66,111 84,898 122,030 107,258 257,419 258,267: 24,047 23,200 Old : 136,793: 54,175 56,192 20,024 52,806 50,684 127,005 126,900: 9,788 9,893 Other: 144,674: 37,486 51,088 23,705 69,223 56,574 130,414 131,367: 14,259 13,307 : : : : : Changes in Commitments from: March 10, 2020 : : -9,617: -9,783 -10,475 -3,248 4,631 2,832 -8,399 -10,891: -1,218 1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 23.5 30.2 43.4 38.1 91.5 91.8: 8.5 8.2 Old : 100.0: 39.6 41.1 14.6 38.6 37.1 92.8 92.8: 7.2 7.2 Other: 100.0: 25.9 35.3 16.4 47.8 39.1 90.1 90.8: 9.9 9.2 : : : :# Traders : Number of Traders in Each Category : All : 254: 67 64 77 86 82 200 186: Old : 220: 58 58 34 64 62 139 137: Other: 200: 52 44 40 70 73 144 140: :---------------------------------------------------------------------------------------------------- : 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 : 12.7 19.3 22.0 28.0 10.4 15.6 17.8 22.1 Old : 20.0 20.3 31.0 32.4 19.5 19.9 29.5 30.1 Other: 13.2 23.2 22.5 33.7 12.4 20.1 21.4 29.1 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,781,773: 237,710 298,879 514,597 783,012 751,807 1,535,319 1,565,282: 246,454 216,491 Old : 1,329,471: 249,158 330,982 310,476 583,574 555,003 1,143,209 1,196,461: 186,262 133,010 Other: 452,302: 121,973 101,318 70,699 199,438 196,804 392,110 368,821: 60,192 83,481 : : : : : Changes in Commitments from: March 10, 2020 : : 28,668: -46,316 -4,712 24,956 71,391 2,464 50,031 22,708: -21,363 5,960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 16.8 28.9 43.9 42.2 86.2 87.8: 13.8 12.2 Old : 100.0: 18.7 24.9 23.4 43.9 41.7 86.0 90.0: 14.0 10.0 Other: 100.0: 27.0 22.4 15.6 44.1 43.5 86.7 81.5: 13.3 18.5 : : : :# Traders : Number of Traders in Each Category : All : 741: 135 149 188 365 347 610 589: Old : 721: 136 145 155 348 324 570 544: Other: 518: 74 84 72 195 289 313 402: :---------------------------------------------------------------------------------------------------- : 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 : 7.1 8.1 13.7 14.6 6.1 5.4 10.3 8.9 Old : 9.2 9.5 16.7 16.6 8.1 7.2 14.8 12.1 Other: 15.2 20.4 24.6 28.4 14.8 18.9 22.6 25.4 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,696: 1,370 330 205 2,065 3,166 3,640 3,701: 1,056 995 Old : 2,797: 1,426 320 0 651 1,881 2,077 2,201: 720 596 Other: 1,899: 0 66 149 1,414 1,285 1,563 1,500: 336 399 : : : : : Changes in Commitments from: March 10, 2020 : : -218: -33 -5 42 133 -236 143 -199: -361 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 7.0 4.4 44.0 67.4 77.5 78.8: 22.5 21.2 Old : 100.0: 51.0 11.4 0.0 23.3 67.2 74.3 78.7: 25.7 21.3 Other: 100.0: 0.0 3.5 7.9 74.5 67.7 82.3 79.0: 17.7 21.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 3 2 11 12 16 16: Old : 19: 5 2 1 5 8 10 11: Other: 14: 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 : 49.9 44.6 64.5 61.7 31.9 31.3 38.4 40.0 Old : 59.7 52.3 73.1 75.4 59.7 52.3 73.1 75.4 Other: 64.1 51.7 79.0 72.2 57.7 48.2 57.7 54.2 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 985,804: 107,209 109,235 322,661 487,039 484,649 916,909 916,545: 68,895 69,259 Old : 628,390: 102,168 110,972 168,562 310,366 303,703 581,096 583,237: 47,294 45,153 Other: 357,415: 48,883 42,105 110,258 176,673 180,946 335,813 333,309: 21,601 24,106 : : : : : Changes in Commitments from: March 10, 2020 : : 29,048: -17,447 -11,489 28,289 21,228 10,526 32,070 27,325: -3,022 1,723 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 11.1 32.7 49.4 49.2 93.0 93.0: 7.0 7.0 Old : 100.0: 16.3 17.7 26.8 49.4 48.3 92.5 92.8: 7.5 7.2 Other: 100.0: 13.7 11.8 30.8 49.4 50.6 94.0 93.3: 6.0 6.7 : : : :# Traders : Number of Traders in Each Category : All : 557: 174 114 205 205 203 469 449: Old : 537: 162 123 164 186 191 418 412: Other: 383: 93 78 108 132 164 283 297: :---------------------------------------------------------------------------------------------------- : 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 : 10.8 13.9 18.4 22.1 5.7 10.2 10.0 16.2 Old : 9.9 13.6 17.7 22.8 8.2 9.7 13.7 16.9 Other: 17.3 18.3 26.3 29.9 10.9 14.7 17.4 22.4 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 520,002: 62,507 51,748 143,558 278,676 295,933 484,741 491,240: 35,261 28,763 Old : 387,622: 70,249 59,840 100,208 193,867 205,778 364,324 365,826: 23,298 21,796 Other: 132,380: 16,942 16,593 18,666 84,809 90,155 120,417 125,414: 11,963 6,966 : : : : : Changes in Commitments from: March 10, 2020 : : 15,266: -16,467 -4,163 11,603 17,651 13,807 12,788 21,247: 2,478 -5,981 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 10.0 27.6 53.6 56.9 93.2 94.5: 6.8 5.5 Old : 100.0: 18.1 15.4 25.9 50.0 53.1 94.0 94.4: 6.0 5.6 Other: 100.0: 12.8 12.5 14.1 64.1 68.1 91.0 94.7: 9.0 5.3 : : : :# Traders : Number of Traders in Each Category : All : 308: 69 72 115 114 92 260 231: Old : 305: 80 73 96 109 88 244 216: Other: 161: 40 29 36 65 44 125 95: :---------------------------------------------------------------------------------------------------- : 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 22.4 19.0 32.4 7.6 18.9 13.1 25.4 Old : 12.4 21.0 20.7 29.4 8.7 17.4 14.5 23.9 Other: 17.9 37.7 30.7 51.4 16.1 36.9 27.9 47.6 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,633,693: 96,566 148,092 307,226 1,055,154 1,038,194 1,458,946 1,493,512: 174,747 140,181 Old : 1,633,693: 96,566 148,092 307,226 1,055,154 1,038,194 1,458,946 1,493,512: 174,747 140,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -98,303: -32,103 -23,880 -34,722 -28,257 -23,448 -95,082 -82,050: -3,221 -16,253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 9.1 18.8 64.6 63.5 89.3 91.4: 10.7 8.6 Old : 100.0: 5.9 9.1 18.8 64.6 63.5 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 : 200: 30 37 51 106 107 165 166: Old : 200: 30 37 51 106 107 165 166: 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 : 19.1 18.5 28.9 30.5 16.2 13.7 22.8 20.7 Old : 19.1 18.5 28.9 30.5 16.2 13.7 22.8 20.7 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 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 : 1,120,338: 72,830 362,790 4,091 897,164 660,036 974,086 1,026,917: 146,253 93,421 Old : 1,120,338: 72,830 362,790 4,091 897,164 660,036 974,086 1,026,917: 146,253 93,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -19,517: 14,924 -21,110 -2,558 -19,029 -6,152 -6,663 -29,820: -12,854 10,303 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 32.4 0.4 80.1 58.9 86.9 91.7: 13.1 8.3 Old : 100.0: 6.5 32.4 0.4 80.1 58.9 86.9 91.7: 13.1 8.3 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 : 145: 16 19 12 84 78 107 102: Old : 145: 16 19 12 84 78 107 102: 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 : 25.3 34.1 36.2 50.8 17.7 32.6 27.3 46.6 Old : 25.3 34.1 36.2 50.8 17.7 32.6 27.3 46.6 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 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 : 462,122: 75,361 43,668 94,120 250,318 296,561 419,799 434,349: 42,323 27,773 Old : 329,388: 74,591 60,251 45,379 176,926 200,979 296,897 306,609: 32,491 22,779 Other: 132,735: 28,314 10,962 21,196 73,392 95,582 122,902 127,740: 9,832 4,995 : : : : : Changes in Commitments from: March 10, 2020 : : -23,049: -2,633 -17,912 -16,374 -4,931 10,059 -23,938 -24,227: 889 1,177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 9.4 20.4 54.2 64.2 90.8 94.0: 9.2 6.0 Old : 100.0: 22.6 18.3 13.8 53.7 61.0 90.1 93.1: 9.9 6.9 Other: 100.0: 21.3 8.3 16.0 55.3 72.0 92.6 96.2: 7.4 3.8 : : : :# Traders : Number of Traders in Each Category : All : 286: 78 55 102 115 99 257 211: Old : 282: 85 60 91 111 92 244 201: Other: 169: 44 28 33 77 47 144 89: :---------------------------------------------------------------------------------------------------- : 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 : 12.2 28.6 18.3 37.1 10.4 27.1 15.7 33.5 Old : 14.1 26.8 21.6 35.7 12.8 25.3 19.6 33.1 Other: 15.8 39.5 28.4 55.5 15.4 36.4 27.4 51.7 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 12,429: 3,386 2,131 1,593 5,824 7,420 10,804 11,144: 1,626 1,285 Old : 10,042: 3,331 2,558 1,026 4,256 5,614 8,612 9,198: 1,430 844 Other: 2,387: 494 11 129 1,569 1,806 2,192 1,946: 196 441 : : : : : Changes in Commitments from: March 10, 2020 : : -790: -700 -147 78 -226 -109 -848 -178: 58 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 17.1 12.8 46.9 59.7 86.9 89.7: 13.1 10.3 Old : 100.0: 33.2 25.5 10.2 42.4 55.9 85.8 91.6: 14.2 8.4 Other: 100.0: 20.7 0.5 5.4 65.7 75.7 91.8 81.5: 8.2 18.5 : : : :# Traders : Number of Traders in Each Category : All : 51: 22 9 13 14 14 40 33: Old : 50: 21 11 11 12 12 36 31: Other: 23: 6 4 7 8 9 18 16: :---------------------------------------------------------------------------------------------------- : 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 : 40.5 36.5 55.5 59.2 34.5 35.7 48.4 54.9 Old : 39.9 35.0 56.1 60.3 39.9 34.4 54.7 54.3 Other: 68.8 67.0 83.1 77.7 63.9 64.1 76.2 68.0 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 3,308,468: 737,860 796,882 120,083 2,259,931 2,287,523 3,117,874 3,204,489: 190,594 103,979 Old : 3,308,468: 737,860 796,882 120,083 2,259,931 2,287,523 3,117,874 3,204,489: 190,594 103,979 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -131,031: -26,952 -12,756 -24,729 -70,063 -105,881 -121,743 -143,366: -9,288 12,335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 24.1 3.6 68.3 69.1 94.2 96.9: 5.8 3.1 Old : 100.0: 22.3 24.1 3.6 68.3 69.1 94.2 96.9: 5.8 3.1 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 : 372: 72 51 45 196 157 291 230: Old : 372: 72 51 45 196 157 291 230: 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 : 19.8 30.5 30.6 44.8 19.4 28.9 29.3 41.2 Old : 19.8 30.5 30.6 44.8 19.4 28.9 29.3 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 5,439,304: 510,526 567,653 1,143,882 3,348,433 3,358,902 5,002,841 5,070,437: 436,463 368,867 Old : 5,439,304: 510,526 567,653 1,143,882 3,348,433 3,358,902 5,002,841 5,070,437: 436,463 368,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -297,248: -133,527 -97,646 -152,897 13,455 19,546 -272,969 -230,997: -24,279 -66,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 10.4 21.0 61.6 61.8 92.0 93.2: 8.0 6.8 Old : 100.0: 9.4 10.4 21.0 61.6 61.8 92.0 93.2: 8.0 6.8 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 : 420: 82 63 98 234 217 358 336: Old : 420: 82 63 98 234 217 358 336: 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 : 15.9 15.5 24.4 24.7 9.4 9.1 13.9 14.0 Old : 15.9 15.5 24.4 24.7 9.4 9.1 13.9 14.0 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 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 : 862,156: 53,217 154,779 7,249 691,123 527,328 751,589 689,356: 110,567 172,800 Old : 862,156: 53,217 154,779 7,249 691,123 527,328 751,589 689,356: 110,567 172,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -25,609: 6,283 2,496 -135 -6,761 -24,744 -613 -22,382: -24,996 -3,227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 18.0 0.8 80.2 61.2 87.2 80.0: 12.8 20.0 Old : 100.0: 6.2 18.0 0.8 80.2 61.2 87.2 80.0: 12.8 20.0 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 : 106: 10 12 11 59 68 74 86: Old : 106: 10 12 11 59 68 74 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.3 24.3 46.7 35.1 28.3 22.3 43.3 31.4 Old : 29.3 24.3 46.7 35.1 28.3 22.3 43.3 31.4 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 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 : 5,293,452: 553,015 647,462 687,441 3,729,745 3,559,894 4,970,200 4,894,797: 323,252 398,655 Old : 5,293,452: 553,015 647,462 687,441 3,729,745 3,559,894 4,970,200 4,894,797: 323,252 398,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -287,268: -115,111 44,719 -263,159 110,814 -177,991 -267,456 -396,431: -19,812 109,163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 12.2 13.0 70.5 67.3 93.9 92.5: 6.1 7.5 Old : 100.0: 10.4 12.2 13.0 70.5 67.3 93.9 92.5: 6.1 7.5 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 : 333: 60 46 57 165 178 247 259: Old : 333: 60 46 57 165 178 247 259: 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 : 28.7 20.7 40.8 29.8 24.6 18.0 34.4 26.4 Old : 28.7 20.7 40.8 29.8 24.6 18.0 34.4 26.4 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 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 : 1,809,358: 413,862 103,191 338,610 1,011,798 1,322,782 1,764,270 1,764,583: 45,088 44,775 Old : 1,809,358: 413,862 103,191 338,610 1,011,798 1,322,782 1,764,270 1,764,583: 45,088 44,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -111,968: -118,260 -86,011 -909 -186 -16,029 -119,355 -102,949: 7,387 -9,019 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 5.7 18.7 55.9 73.1 97.5 97.5: 2.5 2.5 Old : 100.0: 22.9 5.7 18.7 55.9 73.1 97.5 97.5: 2.5 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 : 128: 24 26 39 65 71 110 118: Old : 128: 24 26 39 65 71 110 118: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 31.7 45.9 45.6 18.1 18.7 26.3 23.6 Old : 29.1 31.7 45.9 45.6 18.1 18.7 26.3 23.6 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 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 : 42,034: 7,339 2,907 942 26,672 31,649 34,953 35,497: 7,082 6,537 Old : 42,034: 7,339 2,907 942 26,672 31,649 34,953 35,497: 7,082 6,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -1,274: -4,137 -694 -904 4,017 -252 -1,024 -1,850: -251 576 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 6.9 2.2 63.5 75.3 83.2 84.4: 16.8 15.6 Old : 100.0: 17.5 6.9 2.2 63.5 75.3 83.2 84.4: 16.8 15.6 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 : 88: 22 11 12 41 37 65 58: Old : 88: 22 11 12 41 37 65 58: 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 : 41.8 32.7 52.5 50.0 41.6 31.9 50.2 48.5 Old : 41.8 32.7 52.5 50.0 41.6 31.9 50.2 48.5 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 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 : 84,069: 14,677 5,813 1,884 53,344 63,298 69,905 70,994: 14,164 13,075 Old : 84,069: 14,677 5,813 1,884 53,344 63,298 69,905 70,994: 14,164 13,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -2,548: -8,273 -1,388 -1,808 8,034 -504 -2,047 -3,700: -501 1,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 6.9 2.2 63.5 75.3 83.2 84.4: 16.8 15.6 Old : 100.0: 17.5 6.9 2.2 63.5 75.3 83.2 84.4: 16.8 15.6 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 : 88: 22 11 12 41 37 65 58: Old : 88: 22 11 12 41 37 65 58: 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 : 41.8 32.7 52.5 50.0 41.6 31.9 50.2 48.5 Old : 41.8 32.7 52.5 50.0 41.6 31.9 50.2 48.5 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 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 : 46,774: 2,826 3,370 434 41,615 40,462 44,875 44,266: 1,899 2,508 Old : 46,774: 2,826 3,370 434 41,615 40,462 44,875 44,266: 1,899 2,508 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 6,563: -379 519 434 7,023 4,223 7,078 5,176: -515 1,387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 7.2 0.9 89.0 86.5 95.9 94.6: 4.1 5.4 Old : 100.0: 6.0 7.2 0.9 89.0 86.5 95.9 94.6: 4.1 5.4 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 : 27: 3 3 1 15 10 18 14: Old : 27: 3 3 1 15 10 18 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 : 59.0 69.3 82.9 85.0 54.9 55.3 69.5 68.2 Old : 59.0 69.3 82.9 85.0 54.9 55.3 69.5 68.2 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 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 : 19,584: 12,958 16,646 125 5,105 1,184 18,188 17,955: 1,396 1,629 Old : 19,584: 12,958 16,646 125 5,105 1,184 18,188 17,955: 1,396 1,629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -185: 2,419 1,238 -2,357 -1,382 -609 -1,320 -1,728: 1,135 1,543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 85.0 0.6 26.1 6.0 92.9 91.7: 7.1 8.3 Old : 100.0: 66.2 85.0 0.6 26.1 6.0 92.9 91.7: 7.1 8.3 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 : 37: 20 12 2 4 4 26 16: Old : 37: 20 12 2 4 4 26 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 : 58.2 54.3 84.9 74.6 57.0 54.3 79.0 73.2 Old : 58.2 54.3 84.9 74.6 57.0 54.3 79.0 73.2 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 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 : 66,561: 6,695 14,159 32,197 27,629 19,305 66,521 65,661: 40 900 Old : 66,561: 6,695 14,159 32,197 27,629 19,305 66,521 65,661: 40 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -44,784: -13,807 6,989 -27,588 -3,424 -24,160 -44,819 -44,759: 35 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 21.3 48.4 41.5 29.0 99.9 98.6: 0.1 1.4 Old : 100.0: 10.1 21.3 48.4 41.5 29.0 99.9 98.6: 0.1 1.4 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 : 26: 5 6 1 4 12 10 18: Old : 26: 5 6 1 4 12 10 18: 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 : 95.3 83.3 99.8 93.8 49.9 34.8 51.5 45.3 Old : 95.3 83.3 99.8 93.8 49.9 34.8 51.5 45.3 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 17, 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 : 44,588: 15,416 15,399 29,172 0 0 44,588 44,571: 0 17 Old : 44,588: 15,416 15,399 29,172 0 0 44,588 44,571: 0 17 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -3,037: 0 8 -3,037 0 0 -3,037 -3,029: 0 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 34.5 65.4 0.0 0.0 100.0 100.0: 0.0 0.0 Old : 100.0: 34.6 34.5 65.4 0.0 0.0 100.0 100.0: 0.0 0.0 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 : 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 : 88.4 83.9 99.2 95.4 31.6 26.3 34.6 32.8 Old : 88.4 83.9 99.2 95.4 31.6 26.3 34.6 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020