WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 493,604: 100,485 68,519 187,879 171,928 188,927 460,293 445,326: 33,312 48,278
Old : 153,297: 51,989 45,275 37,705 52,313 60,084 142,007 143,064: 11,290 10,233
Other: 340,307: 81,313 56,061 117,358 119,615 128,844 318,286 302,262: 22,021 38,045
: : :
: : Changes in Commitments from: March 31, 2020 :
: -874: -3,517 8,727 -641 2,806 -8,828 -1,353 -742: 479 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.9 38.1 34.8 38.3 93.3 90.2: 6.7 9.8
Old : 100.0: 33.9 29.5 24.6 34.1 39.2 92.6 93.3: 7.4 6.7
Other: 100.0: 23.9 16.5 34.5 35.1 37.9 93.5 88.8: 6.5 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 106 95 119 94 114 278 268:
Old : 265: 82 75 58 63 84 182 180:
Other: 310: 96 79 90 82 108 235 230:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 11.9 20.2 19.1 8.2 5.6 13.5 9.3
Old : 14.2 20.8 24.6 30.5 12.6 19.5 21.9 27.0
Other: 13.6 12.8 23.1 20.6 12.3 5.9 18.3 10.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Metric Tons :
: : :
All : 23,992: 11,074 0 1,809 10,360 21,798 23,243 23,607: 749 385
Old : 3,247: 700 650 0 2,447 2,522 3,147 3,172: 100 75
Other: 20,745: 11,724 700 459 7,913 19,276 20,096 20,435: 649 310
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,683: 623 0 48 -3,388 -2,880 -2,718 -2,833: 35 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 0.0 7.5 43.2 90.9 96.9 98.4: 3.1 1.6
Old : 100.0: 21.6 20.0 0.0 75.4 77.7 96.9 97.7: 3.1 2.3
Other: 100.0: 56.5 3.4 2.2 38.1 92.9 96.9 98.5: 3.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 4 13 21 20 25:
Old : 14: 1 1 0 7 6 8 7:
Other: 28: 6 1 2 11 21 17 24:
:----------------------------------------------------------------------------------------------------
: 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 55.9 74.6 72.1 53.7 44.2 61.3 57.9
Old : 82.7 77.0 96.9 97.7 68.1 71.5 82.3 83.1
Other: 64.8 57.9 84.4 74.1 63.2 55.6 73.2 69.4
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 253,638: 52,035 48,506 72,099 106,442 111,691 230,576 232,295: 23,063 21,343
Old : 89,355: 34,198 29,544 12,642 33,769 40,772 80,609 82,957: 8,746 6,398
Other: 164,284: 38,634 39,759 38,661 72,673 70,919 149,967 149,339: 14,317 14,945
: : :
: : Changes in Commitments from: March 31, 2020 :
: 963: -120 88 2,690 -1,304 -737 1,266 2,041: -303 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.1 28.4 42.0 44.0 90.9 91.6: 9.1 8.4
Old : 100.0: 38.3 33.1 14.1 37.8 45.6 90.2 92.8: 9.8 7.2
Other: 100.0: 23.5 24.2 23.5 44.2 43.2 91.3 90.9: 8.7 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 61 55 74 85 83 194 176:
Old : 192: 52 43 25 61 63 125 119:
Other: 217: 55 53 57 74 74 169 151:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 18.6 21.6 27.1 11.0 16.7 18.1 23.1
Old : 15.8 21.4 26.8 33.4 15.1 21.3 25.7 32.5
Other: 13.3 22.0 22.9 31.7 13.0 19.1 20.6 27.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 1,798,814: 199,495 280,474 500,278 866,243 791,560 1,566,017 1,572,312: 232,797 226,501
Old : 1,272,814: 205,715 307,867 294,224 609,778 543,018 1,109,718 1,145,109: 163,096 127,706
Other: 525,999: 109,263 88,090 90,571 256,465 248,542 456,299 427,204: 69,701 98,796
: : :
: : Changes in Commitments from: March 31, 2020 :
: 81,720: 979 10,258 24,852 53,073 43,281 78,905 78,392: 2,816 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.6 27.8 48.2 44.0 87.1 87.4: 12.9 12.6
Old : 100.0: 16.2 24.2 23.1 47.9 42.7 87.2 90.0: 12.8 10.0
Other: 100.0: 20.8 16.7 17.2 48.8 47.3 86.7 81.2: 13.3 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 759: 131 153 190 380 362 632 609:
Old : 725: 123 157 152 353 324 570 550:
Other: 543: 84 78 84 212 298 344 421:
:----------------------------------------------------------------------------------------------------
: 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 : 8.4 9.1 15.2 15.8 5.7 4.9 10.0 8.4
Old : 10.3 9.7 18.4 16.9 8.8 6.3 14.9 11.2
Other: 14.4 17.1 22.7 25.2 12.9 15.3 18.9 20.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 1,003,031: 108,426 68,057 310,406 509,021 556,045 927,854 934,508: 75,177 68,523
Old : 584,390: 98,537 68,024 144,982 294,440 329,949 537,959 542,956: 46,431 41,435
Other: 418,641: 55,891 46,034 119,423 214,581 226,095 389,894 391,552: 28,746 27,089
: : :
: : Changes in Commitments from: March 31, 2020 :
: 44,810: -4,168 2,372 22,671 22,443 17,262 40,946 42,304: 3,864 2,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.8 30.9 50.7 55.4 92.5 93.2: 7.5 6.8
Old : 100.0: 16.9 11.6 24.8 50.4 56.5 92.1 92.9: 7.9 7.1
Other: 100.0: 13.4 11.0 28.5 51.3 54.0 93.1 93.5: 6.9 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 169 112 200 207 198 475 431:
Old : 495: 149 111 144 180 181 391 379:
Other: 391: 102 73 110 152 153 315 287:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 15.8 19.9 26.2 5.9 11.7 10.1 18.1
Old : 12.7 17.8 21.3 29.3 9.6 11.8 15.9 18.5
Other: 16.5 18.3 26.5 30.6 10.8 15.7 17.5 24.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 511,947: 60,357 49,017 131,712 285,682 303,171 477,752 483,900: 34,195 28,047
Old : 358,602: 65,209 55,849 85,811 185,710 196,005 336,730 337,665: 21,872 20,938
Other: 153,344: 19,437 17,458 21,612 99,972 107,166 141,021 146,236: 12,323 7,109
: : :
: : Changes in Commitments from: March 31, 2020 :
: 11,254: 3,855 -5,106 7,833 -1,399 8,672 10,289 11,399: 965 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 9.6 25.7 55.8 59.2 93.3 94.5: 6.7 5.5
Old : 100.0: 18.2 15.6 23.9 51.8 54.7 93.9 94.2: 6.1 5.8
Other: 100.0: 12.7 11.4 14.1 65.2 69.9 92.0 95.4: 8.0 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 71 74 99 111 100 246 233:
Old : 301: 80 73 83 103 95 226 220:
Other: 173: 38 38 35 71 51 134 104:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 25.0 18.7 34.0 6.9 19.7 12.7 25.2
Old : 11.5 21.8 20.1 29.5 8.0 15.4 13.8 20.8
Other: 17.6 40.8 29.8 53.4 17.5 39.1 29.3 50.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 1,265,363: 67,581 163,301 175,964 867,961 786,194 1,111,506 1,125,458: 153,857 139,904
Old : 1,265,363: 67,581 163,301 175,964 867,961 786,194 1,111,506 1,125,458: 153,857 139,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 14,321: 3,558 13,277 5,616 10,351 -8,325 19,524 10,568: -5,203 3,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.9 13.9 68.6 62.1 87.8 88.9: 12.2 11.1
Old : 100.0: 5.3 12.9 13.9 68.6 62.1 87.8 88.9: 12.2 11.1
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 : 181: 20 35 43 98 98 146 148:
Old : 181: 20 35 43 98 98 146 148:
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 : 20.9 26.0 30.6 37.9 17.8 18.9 25.2 27.1
Old : 20.9 26.0 30.6 37.9 17.8 18.9 25.2 27.1
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, April 07, 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 : 1,052,389: 94,756 360,620 2,591 825,268 598,941 922,615 962,152: 129,774 90,237
Old : 1,052,389: 94,756 360,620 2,591 825,268 598,941 922,615 962,152: 129,774 90,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 943: 9,404 2,457 668 -7,516 2,450 2,556 5,574: -1,613 -4,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.3 0.2 78.4 56.9 87.7 91.4: 12.3 8.6
Old : 100.0: 9.0 34.3 0.2 78.4 56.9 87.7 91.4: 12.3 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 : 134: 12 18 8 74 75 88 99:
Old : 134: 12 18 8 74 75 88 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 32.2 38.8 47.7 20.9 31.0 32.2 46.0
Old : 25.7 32.2 38.8 47.7 20.9 31.0 32.2 46.0
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, April 07, 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 : 439,783: 62,870 28,206 81,239 243,606 303,444 387,715 412,889: 52,068 26,894
Old : 288,457: 57,057 38,869 45,096 147,555 183,983 249,708 267,949: 38,749 20,508
Other: 151,326: 23,187 6,710 18,769 96,051 119,461 138,007 144,940: 13,319 6,386
: : :
: : Changes in Commitments from: March 31, 2020 :
: 517: -14,573 5,888 9,772 1,570 -18,424 -3,232 -2,764: 3,749 3,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 6.4 18.5 55.4 69.0 88.2 93.9: 11.8 6.1
Old : 100.0: 19.8 13.5 15.6 51.2 63.8 86.6 92.9: 13.4 7.1
Other: 100.0: 15.3 4.4 12.4 63.5 78.9 91.2 95.8: 8.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 73 48 76 105 90 222 177:
Old : 238: 70 48 62 97 86 198 167:
Other: 170: 43 29 32 76 55 141 94:
:----------------------------------------------------------------------------------------------------
: 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 33.4 19.6 42.3 11.4 31.9 17.4 38.1
Old : 15.2 27.8 22.9 37.6 13.8 27.3 20.8 34.7
Other: 16.6 44.1 28.3 58.0 16.1 40.6 27.2 53.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 13,516: 3,346 940 1,432 6,432 9,619 11,210 11,992: 2,306 1,524
Old : 9,758: 3,230 1,598 644 3,901 6,398 7,775 8,640: 1,982 1,118
Other: 3,758: 775 1 129 2,531 3,221 3,435 3,352: 323 406
: : :
: : Changes in Commitments from: March 31, 2020 :
: 630: 343 32 69 -65 385 346 486: 284 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 7.0 10.6 47.6 71.2 82.9 88.7: 17.1 11.3
Old : 100.0: 33.1 16.4 6.6 40.0 65.6 79.7 88.5: 20.3 11.5
Other: 100.0: 20.6 0.0 3.4 67.3 85.7 91.4 89.2: 8.6 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 6 9 17 17 40 29:
Old : 46: 17 9 7 13 13 34 25:
Other: 25: 6 2 5 10 11 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 : 36.6 39.9 48.1 61.6 28.6 38.0 38.2 54.9
Old : 32.4 37.6 46.3 61.7 32.4 35.2 45.6 55.7
Other: 67.0 68.4 83.5 81.6 63.9 67.4 79.4 79.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 2,717,554: 647,564 796,012 62,398 1,847,867 1,766,426 2,557,829 2,624,836: 159,725 92,718
Old : 2,717,554: 647,564 796,012 62,398 1,847,867 1,766,426 2,557,829 2,624,836: 159,725 92,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -191,931: -41,446 -57,191 -6,531 -132,002 -132,191 -179,978 -195,913: -11,953 3,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 29.3 2.3 68.0 65.0 94.1 96.6: 5.9 3.4
Old : 100.0: 23.8 29.3 2.3 68.0 65.0 94.1 96.6: 5.9 3.4
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 : 346: 69 49 42 175 146 263 218:
Old : 346: 69 49 42 175 146 263 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 31.9 34.9 44.0 23.4 28.9 33.3 40.0
Old : 23.9 31.9 34.9 44.0 23.4 28.9 33.3 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 4,211,789: 494,629 504,488 624,006 2,697,757 2,712,885 3,816,392 3,841,379: 395,397 370,410
Old : 4,211,789: 494,629 504,488 624,006 2,697,757 2,712,885 3,816,392 3,841,379: 395,397 370,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -63,285: 5,982 3,460 -38,015 -31,886 -48,765 -63,919 -83,319: 634 20,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.0 14.8 64.1 64.4 90.6 91.2: 9.4 8.8
Old : 100.0: 11.7 12.0 14.8 64.1 64.4 90.6 91.2: 9.4 8.8
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 : 365: 69 55 84 204 196 310 298:
Old : 365: 69 55 84 204 196 310 298:
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 : 17.6 17.2 25.1 24.9 11.0 12.0 17.2 18.4
Old : 17.6 17.2 25.1 24.9 11.0 12.0 17.2 18.4
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, April 07, 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 : 759,080: 60,620 102,917 5,234 592,503 470,570 658,357 578,721: 100,723 180,359
Old : 759,080: 60,620 102,917 5,234 592,503 470,570 658,357 578,721: 100,723 180,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 3,529: 13,701 -5,590 160 -14,517 -2,141 -656 -7,571: 4,185 11,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.6 0.7 78.1 62.0 86.7 76.2: 13.3 23.8
Old : 100.0: 8.0 13.6 0.7 78.1 62.0 86.7 76.2: 13.3 23.8
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 : 101: 12 12 9 57 62 73 79:
Old : 101: 12 12 9 57 62 73 79:
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 21.7 46.5 32.3 27.9 18.5 41.5 27.0
Old : 29.3 21.7 46.5 32.3 27.9 18.5 41.5 27.0
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, April 07, 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 : 4,321,715: 496,318 699,187 420,377 3,100,599 2,926,487 4,017,294 4,046,050: 304,421 275,665
Old : 4,321,715: 496,318 699,187 420,377 3,100,599 2,926,487 4,017,294 4,046,050: 304,421 275,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -235,413: 45,674 -41,249 -121,192 -172,238 -76,967 -247,756 -239,409: 12,343 3,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.2 9.7 71.7 67.7 93.0 93.6: 7.0 6.4
Old : 100.0: 11.5 16.2 9.7 71.7 67.7 93.0 93.6: 7.0 6.4
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 : 306: 51 43 59 154 171 234 244:
Old : 306: 51 43 59 154 171 234 244:
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 : 31.9 20.4 44.2 31.1 28.3 18.8 39.1 27.9
Old : 31.9 20.4 44.2 31.1 28.3 18.8 39.1 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 1,572,060: 451,880 140,430 197,671 894,628 1,200,813 1,544,179 1,538,914: 27,881 33,146
Old : 1,572,060: 451,880 140,430 197,671 894,628 1,200,813 1,544,179 1,538,914: 27,881 33,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -125,498: 87,767 58,976 -109,634 -96,493 -65,690 -118,360 -116,348: -7,138 -9,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.9 12.6 56.9 76.4 98.2 97.9: 1.8 2.1
Old : 100.0: 28.7 8.9 12.6 56.9 76.4 98.2 97.9: 1.8 2.1
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 : 121: 24 23 35 60 69 102 109:
Old : 121: 24 23 35 60 69 102 109:
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 : 34.8 38.4 49.6 53.5 26.5 30.3 35.6 35.9
Old : 34.8 38.4 49.6 53.5 26.5 30.3 35.6 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 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 : 27,335: 5,588 8,739 349 16,610 10,816 22,548 19,905: 4,787 7,430
Old : 27,335: 5,588 8,739 349 16,610 10,816 22,548 19,905: 4,787 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,198: 1,973 201 131 -2,713 -2,701 -609 -2,370: -590 1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 32.0 1.3 60.8 39.6 82.5 72.8: 17.5 27.2
Old : 100.0: 20.4 32.0 1.3 60.8 39.6 82.5 72.8: 17.5 27.2
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 : 83: 19 19 7 36 21 59 43:
Old : 83: 19 19 7 36 21 59 43:
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 : 31.8 36.1 41.2 46.7 31.2 35.8 39.9 45.5
Old : 31.8 36.1 41.2 46.7 31.2 35.8 39.9 45.5
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, April 07, 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 : 54,670: 11,176 17,479 699 33,221 21,632 45,096 39,809: 9,574 14,861
Old : 54,670: 11,176 17,479 699 33,221 21,632 45,096 39,809: 9,574 14,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,397: 3,947 401 262 -5,426 -5,402 -1,217 -4,740: -1,180 2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 32.0 1.3 60.8 39.6 82.5 72.8: 17.5 27.2
Old : 100.0: 20.4 32.0 1.3 60.8 39.6 82.5 72.8: 17.5 27.2
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 : 83: 19 19 7 36 21 59 43:
Old : 83: 19 19 7 36 21 59 43:
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 : 31.8 36.1 41.2 46.7 31.2 35.8 39.9 45.5
Old : 31.8 36.1 41.2 46.7 31.2 35.8 39.9 45.5
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, April 07, 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 : 50,732: 4,086 1,586 0 44,480 48,385 48,566 49,971: 2,166 761
Old : 50,732: 4,086 1,586 0 44,480 48,385 48,566 49,971: 2,166 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 4,445: 244 -1,214 0 5,423 5,503 5,667 4,289: -1,222 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.1 0.0 87.7 95.4 95.7 98.5: 4.3 1.5
Old : 100.0: 8.1 3.1 0.0 87.7 95.4 95.7 98.5: 4.3 1.5
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 : 30: 2 2 0 15 14 17 16:
Old : 30: 2 2 0 15 14 17 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 : 62.1 73.7 85.1 89.5 44.7 66.4 67.7 76.2
Old : 62.1 73.7 85.1 89.5 44.7 66.4 67.7 76.2
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, April 07, 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 : 16,381: 10,596 14,937 220 5,357 1,208 16,173 16,365: 208 16
Old : 16,381: 10,596 14,937 220 5,357 1,208 16,173 16,365: 208 16
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 247: 423 207 40 -229 3 234 250: 13 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 91.2 1.3 32.7 7.4 98.7 99.9: 1.3 0.1
Old : 100.0: 64.7 91.2 1.3 32.7 7.4 98.7 99.9: 1.3 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 : 34: 13 16 2 4 3 19 19:
Old : 34: 13 16 2 4 3 19 19:
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 : 71.7 53.0 92.9 74.9 70.2 53.0 86.8 73.1
Old : 71.7 53.0 92.9 74.9 70.2 53.0 86.8 73.1
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, April 07, 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 : 67,144: 7,098 18,144 37,027 22,986 11,403 67,111 66,574: 33 570
Old : 67,144: 7,098 18,144 37,027 22,986 11,403 67,111 66,574: 33 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 3,147: 22 3,561 636 2,488 -1,024 3,146 3,173: 1 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 27.0 55.1 34.2 17.0 100.0 99.2: 0.0 0.8
Old : 100.0: 10.6 27.0 55.1 34.2 17.0 100.0 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 : 22: 4 6 1 5 8 10 14:
Old : 22: 4 6 1 5 8 10 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 : 89.3 90.7 99.9 96.7 39.7 35.6 44.8 41.5
Old : 89.3 90.7 99.9 96.7 39.7 35.6 44.8 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020