WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 495,295: 86,115 59,774 218,696 160,899 171,410 465,710 449,880: 29,585 45,414
Old : 207,895: 61,047 60,902 60,088 74,200 71,583 195,335 192,573: 12,560 15,322
Other: 287,400: 78,955 52,758 104,721 86,699 99,827 270,375 257,307: 17,024 30,092
: : :
: : Changes in Commitments from: March 17, 2020 :
: -23,996: 757 -22,218 -18,316 -7,382 16,844 -24,941 -23,689: 945 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.1 44.2 32.5 34.6 94.0 90.8: 6.0 9.2
Old : 100.0: 29.4 29.3 28.9 35.7 34.4 94.0 92.6: 6.0 7.4
Other: 100.0: 27.5 18.4 36.4 30.2 34.7 94.1 89.5: 5.9 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 102 81 127 90 115 265 268:
Old : 268: 81 76 63 70 85 183 192:
Other: 276: 88 65 87 69 105 206 215:
:----------------------------------------------------------------------------------------------------
: 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 10.4 18.4 17.5 7.7 6.3 12.7 10.3
Old : 13.1 15.2 22.4 26.1 11.0 12.8 18.6 22.4
Other: 14.1 12.3 24.1 20.2 12.2 6.5 18.6 11.3
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 25,189: 9,330 300 1,002 14,228 23,672 24,560 24,974: 629 215
Old : 7,790: 2,070 850 0 5,595 6,915 7,665 7,765: 125 25
Other: 17,399: 7,810 0 452 8,633 16,757 16,895 17,209: 504 190
: : :
: : Changes in Commitments from: March 17, 2020 :
: 4,263: 2,976 200 131 1,010 4,142 4,116 4,473: 147 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 1.2 4.0 56.5 94.0 97.5 99.1: 2.5 0.9
Old : 100.0: 26.6 10.9 0.0 71.8 88.8 98.4 99.7: 1.6 0.3
Other: 100.0: 44.9 0.0 2.6 49.6 96.3 97.1 98.9: 2.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 3 15 21 21 24:
Old : 19: 2 1 0 8 13 10 14:
Other: 26: 6 0 2 11 19 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 57.4 54.8 79.0 73.1 54.5 44.7 61.0 57.0
Old : 75.0 56.7 96.5 90.8 69.8 56.7 87.1 86.9
Other: 61.5 67.0 81.5 81.2 60.0 64.6 71.5 72.6
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 252,977: 45,260 51,546 69,206 115,591 110,325 230,057 231,076: 22,920 21,901
Old : 118,599: 36,413 41,834 19,105 52,954 49,078 108,471 110,017: 10,128 8,583
Other: 134,377: 36,007 36,872 22,941 62,637 61,247 121,586 121,059: 12,792 13,318
: : :
: : Changes in Commitments from: March 17, 2020 :
: -28,490: -5,232 -14,565 -15,692 -6,438 3,067 -27,363 -27,191: -1,128 -1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 20.4 27.4 45.7 43.6 90.9 91.3: 9.1 8.7
Old : 100.0: 30.7 35.3 16.1 44.6 41.4 91.5 92.8: 8.5 7.2
Other: 100.0: 26.8 27.4 17.1 46.6 45.6 90.5 90.1: 9.5 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 65 50 71 86 82 192 170:
Old : 203: 57 45 28 65 61 133 123:
Other: 195: 51 43 41 69 72 142 136:
:----------------------------------------------------------------------------------------------------
: 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 18.5 20.7 26.9 11.4 17.4 19.1 24.6
Old : 13.9 21.3 24.9 34.0 13.1 21.2 23.4 30.4
Other: 13.0 19.5 22.4 30.6 12.5 17.2 20.8 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 1,747,679: 212,171 291,986 501,861 796,437 743,677 1,510,469 1,537,524: 237,210 210,156
Old : 1,285,970: 207,418 310,279 321,289 583,163 527,296 1,111,870 1,158,864: 174,100 127,106
Other: 461,709: 110,408 87,361 74,917 213,274 216,381 398,599 378,659: 63,111 83,050
: : :
: : Changes in Commitments from: March 17, 2020 :
: -34,094: -25,539 -6,893 -12,736 13,425 -8,129 -24,850 -27,759: -9,244 -6,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.7 28.7 45.6 42.6 86.4 88.0: 13.6 12.0
Old : 100.0: 16.1 24.1 25.0 45.3 41.0 86.5 90.1: 13.5 9.9
Other: 100.0: 23.9 18.9 16.2 46.2 46.9 86.3 82.0: 13.7 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 726: 135 139 185 372 341 616 569:
Old : 698: 128 134 148 350 318 563 522:
Other: 516: 72 84 71 203 281 318 397:
:----------------------------------------------------------------------------------------------------
: 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 : 7.5 8.2 14.1 14.7 5.9 4.9 10.2 8.4
Old : 9.2 9.2 17.0 16.6 8.7 6.9 14.8 11.5
Other: 14.7 17.4 24.1 24.8 14.2 15.7 21.6 21.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 960,687: 105,696 81,336 306,016 477,658 509,271 889,369 896,623: 71,318 64,064
Old : 589,881: 92,159 81,311 151,479 298,714 316,574 542,351 549,364: 47,529 40,517
Other: 370,806: 50,678 37,167 117,396 178,944 192,697 347,018 347,260: 23,788 23,547
: : :
: : Changes in Commitments from: March 17, 2020 :
: -25,117: -1,513 -27,899 -16,645 -9,382 24,622 -27,540 -19,922: 2,422 -5,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.5 31.9 49.7 53.0 92.6 93.3: 7.4 6.7
Old : 100.0: 15.6 13.8 25.7 50.6 53.7 91.9 93.1: 8.1 6.9
Other: 100.0: 13.7 10.0 31.7 48.3 52.0 93.6 93.6: 6.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 549: 170 107 207 214 203 480 441:
Old : 512: 146 116 159 185 188 402 398:
Other: 398: 109 61 113 154 165 319 297:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 14.6 18.7 24.7 6.1 11.4 10.3 17.9
Old : 11.1 15.5 18.8 26.5 9.2 12.6 15.8 19.5
Other: 16.3 17.1 26.9 29.6 9.7 15.0 16.5 22.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 511,224: 60,919 51,675 133,293 283,510 298,163 477,723 483,132: 33,501 28,092
Old : 375,388: 67,198 58,774 93,420 192,668 201,660 353,286 353,854: 22,102 21,534
Other: 135,836: 15,846 15,025 17,749 90,842 96,504 124,436 129,277: 11,399 6,558
: : :
: : Changes in Commitments from: March 17, 2020 :
: -8,778: -1,587 -73 -10,265 4,834 2,230 -7,018 -8,108: -1,760 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.1 26.1 55.5 58.3 93.4 94.5: 6.6 5.5
Old : 100.0: 17.9 15.7 24.9 51.3 53.7 94.1 94.3: 5.9 5.7
Other: 100.0: 11.7 11.1 13.1 66.9 71.0 91.6 95.2: 8.4 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 71 71 111 113 96 258 234:
Old : 302: 91 69 88 107 89 239 213:
Other: 171: 32 44 36 70 50 128 108:
:----------------------------------------------------------------------------------------------------
: 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 : 10.2 23.3 17.8 32.5 7.5 19.3 13.3 25.3
Old : 10.9 21.8 19.1 29.3 8.4 16.4 15.1 22.5
Other: 17.7 39.7 30.5 50.7 17.3 38.7 30.1 48.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 1,552,441: 68,008 114,579 311,157 1,016,421 987,611 1,395,585 1,413,347: 156,856 139,094
Old : 1,552,441: 68,008 114,579 311,157 1,016,421 987,611 1,395,585 1,413,347: 156,856 139,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -81,252: -28,558 -33,512 3,930 -38,733 -50,583 -63,361 -80,165: -17,891 -1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 7.4 20.0 65.5 63.6 89.9 91.0: 10.1 9.0
Old : 100.0: 4.4 7.4 20.0 65.5 63.6 89.9 91.0: 10.1 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 : 187: 28 28 43 104 107 154 156:
Old : 187: 28 28 43 104 107 154 156:
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 : 19.2 18.5 29.7 29.9 16.1 13.1 22.6 19.9
Old : 19.2 18.5 29.7 29.9 16.1 13.1 22.6 19.9
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 24, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,072,372: 78,109 334,724 2,133 857,292 635,606 937,533 972,463: 134,838 99,909
Old : 1,072,372: 78,109 334,724 2,133 857,292 635,606 937,533 972,463: 134,838 99,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -47,967: 5,279 -28,066 -1,959 -39,872 -24,430 -36,552 -54,454: -11,415 6,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.2 0.2 79.9 59.3 87.4 90.7: 12.6 9.3
Old : 100.0: 7.3 31.2 0.2 79.9 59.3 87.4 90.7: 12.6 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 : 136: 13 15 10 79 77 97 97:
Old : 136: 13 15 10 79 77 97 97:
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 : 25.8 32.2 38.3 47.4 18.9 29.9 29.6 43.6
Old : 25.8 32.2 38.3 47.4 18.9 29.9 29.6 43.6
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 24, 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 : 454,698: 75,836 25,326 88,320 245,594 315,818 409,750 429,464: 44,948 25,234
Old : 322,852: 70,577 32,375 53,307 164,718 217,126 288,603 302,808: 34,249 20,044
Other: 131,846: 18,658 6,351 21,613 80,876 98,692 121,147 126,656: 10,699 5,190
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,424: 475 -18,342 -5,800 -4,724 19,257 -10,049 -4,885: 2,625 -2,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.6 19.4 54.0 69.5 90.1 94.5: 9.9 5.5
Old : 100.0: 21.9 10.0 16.5 51.0 67.3 89.4 93.8: 10.6 6.2
Other: 100.0: 14.2 4.8 16.4 61.3 74.9 91.9 96.1: 8.1 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 94 39 89 115 100 252 196:
Old : 272: 90 46 77 106 96 231 187:
Other: 170: 44 25 36 80 53 145 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 31.0 17.8 41.1 10.3 29.7 15.7 37.0
Old : 13.1 30.1 20.8 40.0 12.7 28.3 19.4 36.9
Other: 14.8 39.9 25.9 55.1 14.8 36.6 25.6 50.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 12,314: 3,039 914 1,572 6,151 8,670 10,762 11,156: 1,552 1,158
Old : 9,685: 2,990 1,420 917 4,367 6,596 8,274 8,934: 1,410 751
Other: 2,630: 587 31 117 1,784 2,073 2,488 2,222: 141 408
: : :
: : Changes in Commitments from: March 17, 2020 :
: -115: -347 -1,217 -21 327 1,250 -41 12: -74 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.4 12.8 50.0 70.4 87.4 90.6: 12.6 9.4
Old : 100.0: 30.9 14.7 9.5 45.1 68.1 85.4 92.2: 14.6 7.8
Other: 100.0: 22.3 1.2 4.5 67.8 78.9 94.6 84.5: 5.4 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 5 12 15 16 42 31:
Old : 50: 20 10 10 12 13 37 28:
Other: 26: 8 3 7 9 10 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 41.0 39.1 53.8 62.0 34.3 38.6 45.2 56.6
Old : 38.9 37.1 52.6 63.0 38.9 36.8 50.4 57.8
Other: 71.1 67.1 83.4 79.6 67.4 65.7 79.6 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 3,175,138: 713,434 818,613 115,881 2,156,401 2,141,861 2,985,716 3,076,355: 189,422 98,783
Old : 3,175,138: 713,434 818,613 115,881 2,156,401 2,141,861 2,985,716 3,076,355: 189,422 98,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -133,331: -24,427 21,731 -4,203 -103,529 -145,662 -132,159 -128,134: -1,172 -5,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 25.8 3.6 67.9 67.5 94.0 96.9: 6.0 3.1
Old : 100.0: 22.5 25.8 3.6 67.9 67.5 94.0 96.9: 6.0 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 : 354: 69 49 39 180 154 271 220:
Old : 354: 69 49 39 180 154 271 220:
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 : 21.7 29.4 34.5 43.6 21.3 27.7 33.0 39.8
Old : 21.7 29.4 34.5 43.6 21.3 27.7 33.0 39.8
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 24, 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 : 5,196,183: 471,496 488,197 1,137,616 3,182,680 3,218,161 4,791,792 4,843,974: 404,391 352,209
Old : 5,196,183: 471,496 488,197 1,137,616 3,182,680 3,218,161 4,791,792 4,843,974: 404,391 352,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -243,121: -39,030 -79,455 -6,266 -165,752 -140,741 -211,049 -226,463: -32,072 -16,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 9.4 21.9 61.3 61.9 92.2 93.2: 7.8 6.8
Old : 100.0: 9.1 9.4 21.9 61.3 61.9 92.2 93.2: 7.8 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 : 391: 75 59 91 215 206 329 317:
Old : 391: 75 59 91 215 206 329 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 15.9 25.5 25.2 8.8 9.1 13.7 14.0
Old : 16.7 15.9 25.5 25.2 8.8 9.1 13.7 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 24, 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 : 813,795: 42,330 107,894 5,553 666,794 532,404 714,677 645,851: 99,118 167,945
Old : 813,795: 42,330 107,894 5,553 666,794 532,404 714,677 645,851: 99,118 167,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -48,361: -10,886 -46,885 -1,697 -24,329 5,076 -36,912 -43,506: -11,449 -4,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 13.3 0.7 81.9 65.4 87.8 79.4: 12.2 20.6
Old : 100.0: 5.2 13.3 0.7 81.9 65.4 87.8 79.4: 12.2 20.6
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 : 107: 9 13 11 60 68 74 87:
Old : 107: 9 13 11 60 68 74 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 18.6 48.5 28.4 29.2 16.0 45.0 24.4
Old : 30.4 18.6 48.5 28.4 29.2 16.0 45.0 24.4
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 24, 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 : 5,021,242: 512,417 611,253 730,683 3,484,527 3,290,128 4,727,628 4,632,065: 293,614 389,178
Old : 5,021,242: 512,417 611,253 730,683 3,484,527 3,290,128 4,727,628 4,632,065: 293,614 389,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -272,209: -40,598 -36,209 43,243 -245,217 -269,766 -242,572 -262,732: -29,637 -9,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.2 14.6 69.4 65.5 94.2 92.2: 5.8 7.8
Old : 100.0: 10.2 12.2 14.6 69.4 65.5 94.2 92.2: 5.8 7.8
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 : 309: 54 38 57 158 171 234 244:
Old : 309: 54 38 57 158 171 234 244:
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 : 29.8 19.3 41.4 29.0 24.9 17.3 35.0 26.2
Old : 29.8 19.3 41.4 29.0 24.9 17.3 35.0 26.2
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 24, 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 : 1,691,570: 355,804 96,403 308,927 986,583 1,238,122 1,651,314 1,643,452: 40,256 48,118
Old : 1,691,570: 355,804 96,403 308,927 986,583 1,238,122 1,651,314 1,643,452: 40,256 48,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -117,788: -58,058 -6,789 -29,683 -25,215 -84,660 -112,956 -121,131: -4,832 3,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.7 18.3 58.3 73.2 97.6 97.2: 2.4 2.8
Old : 100.0: 21.0 5.7 18.3 58.3 73.2 97.6 97.2: 2.4 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 : 120: 25 23 31 63 66 101 108:
Old : 120: 25 23 31 63 66 101 108:
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 : 27.8 31.9 44.2 46.6 16.1 20.1 25.0 25.6
Old : 27.8 31.9 44.2 46.6 16.1 20.1 25.0 25.6
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 24, 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 : 25,401: 4,268 3,058 599 14,150 16,842 19,017 20,499: 6,384 4,902
Old : 25,401: 4,268 3,058 599 14,150 16,842 19,017 20,499: 6,384 4,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -16,633: -3,070 151 -343 -12,522 -14,806 -15,936 -14,998: -698 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.0 2.4 55.7 66.3 74.9 80.7: 25.1 19.3
Old : 100.0: 16.8 12.0 2.4 55.7 66.3 74.9 80.7: 25.1 19.3
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 : 81: 20 12 8 31 27 54 45:
Old : 81: 20 12 8 31 27 54 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 : 32.0 34.2 42.0 50.0 30.6 34.2 39.9 50.0
Old : 32.0 34.2 42.0 50.0 30.6 34.2 39.9 50.0
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 with Delta-adjusted Options and Futures Combined, March 24, 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 : 50,802: 8,536 6,116 1,197 28,300 33,685 38,034 40,998: 12,768 9,804
Old : 50,802: 8,536 6,116 1,197 28,300 33,685 38,034 40,998: 12,768 9,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -33,267: -6,141 303 -687 -25,044 -29,613 -31,872 -29,997: -1,395 -3,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 12.0 2.4 55.7 66.3 74.9 80.7: 25.1 19.3
Old : 100.0: 16.8 12.0 2.4 55.7 66.3 74.9 80.7: 25.1 19.3
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 : 81: 20 12 8 31 27 54 45:
Old : 81: 20 12 8 31 27 54 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 : 32.0 34.2 42.0 50.0 30.6 34.2 39.9 50.0
Old : 32.0 34.2 42.0 50.0 30.6 34.2 39.9 50.0
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 with Delta-adjusted Options and Futures Combined, March 24, 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 : 39,713: 3,671 5,097 0 33,986 33,955 37,657 39,052: 2,056 661
Old : 39,713: 3,671 5,097 0 33,986 33,955 37,657 39,052: 2,056 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -7,061: 845 1,727 -434 -7,629 -6,507 -7,218 -5,214: 157 -1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 12.8 0.0 85.6 85.5 94.8 98.3: 5.2 1.7
Old : 100.0: 9.2 12.8 0.0 85.6 85.5 94.8 98.3: 5.2 1.7
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 : 25: 2 4 0 12 9 14 13:
Old : 25: 2 4 0 12 9 14 13:
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 : 69.3 70.6 87.7 90.2 63.8 70.6 81.8 88.0
Old : 69.3 70.6 87.7 90.2 63.8 70.6 81.8 88.0
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 24, 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 : 16,656: 10,050 14,800 125 6,309 1,716 16,484 16,641: 172 15
Old : 16,656: 10,050 14,800 125 6,309 1,716 16,484 16,641: 172 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -2,928: -2,908 -1,846 0 1,204 532 -1,704 -1,314: -1,224 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 88.9 0.8 37.9 10.3 99.0 99.9: 1.0 0.1
Old : 100.0: 60.3 88.9 0.8 37.9 10.3 99.0 99.9: 1.0 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 : 31: 14 12 2 4 3 20 15:
Old : 31: 14 12 2 4 3 20 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 : 69.4 61.3 93.1 86.7 67.9 61.3 85.0 81.5
Old : 69.4 61.3 93.1 86.7 67.9 61.3 85.0 81.5
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 24, 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 : 60,215: 6,974 12,617 34,591 18,617 12,290 60,182 59,498: 33 717
Old : 60,215: 6,974 12,617 34,591 18,617 12,290 60,182 59,498: 33 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -6,346: 279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163: -7 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 21.0 57.4 30.9 20.4 99.9 98.8: 0.1 1.2
Old : 100.0: 11.6 21.0 57.4 30.9 20.4 99.9 98.8: 0.1 1.2
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 : 24: 4 6 1 5 10 10 16:
Old : 24: 4 6 1 5 10 10 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 : 88.2 88.2 99.8 95.1 36.9 30.7 42.4 37.6
Old : 88.2 88.2 99.8 95.1 36.9 30.7 42.4 37.6
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 24, 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 : 43,850: 17,221 17,203 26,629 0 0 43,850 43,832: 0 18
Old : 43,850: 17,221 17,203 26,629 0 0 43,850 43,832: 0 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2020 :
: -738: 1,805 1,804 -2,543 0 0 -738 -739: 0 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 39.2 60.7 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 39.3 39.2 60.7 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: 9 10 5 0 0 12 13:
Old : 20: 9 10 5 0 0 12 13:
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 : 85.3 85.0 97.9 96.8 33.3 32.3 39.0 38.8
Old : 85.3 85.0 97.9 96.8 33.3 32.3 39.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2020