WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 516,193: 104,540 113,338 175,829 204,763 182,667 485,133 471,834: 31,061 44,359
Old : 500,171: 103,146 115,145 168,832 200,216 175,984 472,194 459,961: 27,977 40,210
Other: 16,022: 5,489 2,288 2,902 4,547 6,683 12,939 11,873: 3,083 4,149
: : :
: : Changes in Commitments from: May 26, 2020 :
: 11,616: 8,458 3,713 4,709 -3,992 2,937 9,175 11,360: 2,441 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.0 34.1 39.7 35.4 94.0 91.4: 6.0 8.6
Old : 100.0: 20.6 23.0 33.8 40.0 35.2 94.4 92.0: 5.6 8.0
Other: 100.0: 34.3 14.3 18.1 28.4 41.7 80.8 74.1: 19.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 102 120 133 86 108 270 292:
Old : 351: 103 121 129 85 108 264 289:
Other: 97: 21 21 16 26 37 57 67:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 11.8 22.1 19.6 10.7 7.4 16.6 12.5
Old : 13.6 12.0 22.5 20.0 10.9 7.8 16.9 13.2
Other: 33.5 36.0 50.7 47.6 30.0 29.7 42.2 38.5
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 26,457: 13,883 260 1,208 10,986 24,290 26,077 25,758: 380 699
Old : 26,457: 13,883 260 1,208 10,986 24,290 26,077 25,758: 380 699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -456: -1,627 -144 -58 1,128 -363 -557 -565: 101 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 1.0 4.6 41.5 91.8 98.6 97.4: 1.4 2.6
Old : 100.0: 52.5 1.0 4.6 41.5 91.8 98.6 97.4: 1.4 2.6
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 : 31: 8 1 3 15 21 23 25:
Old : 31: 8 1 3 15 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 46.5 80.9 65.6 57.3 37.9 61.1 52.1
Old : 63.0 46.5 80.9 65.6 57.3 37.9 61.1 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 248,242: 43,784 70,777 63,371 119,845 92,693 227,000 226,841: 21,242 21,401
Old : 245,378: 44,275 71,148 61,988 118,612 91,738 224,876 224,874: 20,502 20,504
Other: 2,864: 615 736 277 1,232 954 2,124 1,966: 740 897
: : :
: : Changes in Commitments from: May 26, 2020 :
: -2,821: 1,411 -236 -2,132 -1,562 -1,393 -2,284 -3,762: -537 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 28.5 25.5 48.3 37.3 91.4 91.4: 8.6 8.6
Old : 100.0: 18.0 29.0 25.3 48.3 37.4 91.6 91.6: 8.4 8.4
Other: 100.0: 21.5 25.7 9.7 43.0 33.3 74.2 68.7: 25.8 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 72 58 69 81 79 189 177:
Old : 242: 73 59 68 81 79 188 177:
Other: 57: 11 8 8 13 28 28 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 19.7 24.2 29.9 12.6 17.3 21.3 24.7
Old : 14.5 20.0 24.2 30.2 12.8 17.6 21.3 25.0
Other: 45.9 40.3 59.2 52.6 45.9 35.3 54.4 46.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 1,905,933: 207,884 449,746 542,966 912,538 712,759 1,663,388 1,705,471: 242,545 200,462
Old : 1,109,924: 214,533 405,687 242,845 503,247 371,547 960,625 1,020,080: 149,298 89,843
Other: 796,010: 138,896 189,604 154,575 409,291 341,211 702,763 685,391: 93,247 110,619
: : :
: : Changes in Commitments from: May 26, 2020 :
: 65,317: 9,075 9,225 34,466 14,238 21,420 57,780 65,111: 7,537 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.6 28.5 47.9 37.4 87.3 89.5: 12.7 10.5
Old : 100.0: 19.3 36.6 21.9 45.3 33.5 86.5 91.9: 13.5 8.1
Other: 100.0: 17.4 23.8 19.4 51.4 42.9 88.3 86.1: 11.7 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 779: 153 176 198 378 336 653 608:
Old : 712: 150 157 139 339 277 556 508:
Other: 612: 115 118 104 265 285 440 451:
:----------------------------------------------------------------------------------------------------
: 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 : 8.5 8.3 14.3 14.5 6.5 6.3 11.1 11.0
Old : 10.5 10.3 17.6 17.4 9.7 7.8 15.9 13.8
Other: 12.2 12.0 19.1 19.6 9.6 10.0 15.4 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 5,864: 2,138 13 321 1,277 3,665 3,736 3,999: 2,128 1,865
Old : 5,864: 2,138 13 321 1,277 3,665 3,736 3,999: 2,128 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 440: 287 -10 34 149 287 470 312: -31 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 0.2 5.5 21.8 62.5 63.7 68.2: 36.3 31.8
Old : 100.0: 36.5 0.2 5.5 21.8 62.5 63.7 68.2: 36.3 31.8
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 : 32: 16 1 3 5 13 22 16:
Old : 32: 16 1 3 5 13 22 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 : 26.3 42.2 42.3 57.1 26.0 42.2 38.5 55.1
Old : 26.3 42.2 42.3 57.1 26.0 42.2 38.5 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 1,047,660: 128,777 103,641 321,467 518,518 561,252 968,762 986,361: 78,898 61,299
Old : 426,227: 90,670 97,418 87,867 209,463 212,996 388,000 398,281: 38,227 27,946
Other: 621,432: 94,299 62,416 177,407 309,055 348,256 580,762 588,080: 40,671 33,353
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,961: -1,277 3,446 1,968 5,641 -651 6,332 4,763: -1,371 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 9.9 30.7 49.5 53.6 92.5 94.1: 7.5 5.9
Old : 100.0: 21.3 22.9 20.6 49.1 50.0 91.0 93.4: 9.0 6.6
Other: 100.0: 15.2 10.0 28.5 49.7 56.0 93.5 94.6: 6.5 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 558: 181 121 203 207 195 489 437:
Old : 486: 139 122 119 162 161 357 348:
Other: 450: 136 88 146 174 169 385 340:
:----------------------------------------------------------------------------------------------------
: 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 16.3 19.5 26.4 6.7 13.0 11.8 20.5
Old : 13.7 18.4 22.7 26.8 10.6 14.7 16.7 21.8
Other: 14.8 20.0 23.4 31.6 10.9 17.5 17.2 27.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 525,264: 75,864 53,804 145,476 266,586 295,853 487,926 495,133: 37,338 30,130
Old : 288,545: 77,038 61,311 59,801 133,488 148,245 270,327 269,357: 18,218 19,188
Other: 236,719: 41,183 34,850 43,319 133,098 147,608 217,599 225,776: 19,120 10,943
: : :
: : Changes in Commitments from: May 26, 2020 :
: 6,232: 4,887 -3,788 146 634 9,004 5,667 5,363: 564 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 27.7 50.8 56.3 92.9 94.3: 7.1 5.7
Old : 100.0: 26.7 21.2 20.7 46.3 51.4 93.7 93.4: 6.3 6.6
Other: 100.0: 17.4 14.7 18.3 56.2 62.4 91.9 95.4: 8.1 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 81 78 110 113 103 265 246:
Old : 304: 87 81 73 100 94 227 209:
Other: 229: 62 49 55 81 67 177 145:
:----------------------------------------------------------------------------------------------------
: 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 23.3 17.8 33.9 6.0 19.0 11.6 24.6
Old : 14.7 17.2 23.6 27.1 11.0 12.4 17.6 20.1
Other: 13.2 33.9 23.1 48.4 12.7 32.6 21.7 43.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 1,109,225: 90,161 179,405 69,802 789,083 719,785 949,045 968,992: 160,180 140,233
Old : 1,109,225: 90,161 179,405 69,802 789,083 719,785 949,045 968,992: 160,180 140,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -144,077: -3,702 -20,650 -109,417 -20,419 -21,264 -133,538 -151,331: -10,539 7,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 16.2 6.3 71.1 64.9 85.6 87.4: 14.4 12.6
Old : 100.0: 8.1 16.2 6.3 71.1 64.9 85.6 87.4: 14.4 12.6
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 : 166: 29 26 40 86 86 136 131:
Old : 166: 29 26 40 86 86 136 131:
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 : 23.2 27.2 33.5 39.3 18.3 21.8 27.3 30.9
Old : 23.2 27.2 33.5 39.3 18.3 21.8 27.3 30.9
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, June 02, 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 : 1,057,327: 97,480 359,978 6,425 800,296 576,775 904,201 943,178: 153,126 114,149
Old : 1,057,327: 97,480 359,978 6,425 800,296 576,775 904,201 943,178: 153,126 114,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -99,244: -27,360 -16,819 -40,871 -25,763 -46,373 -93,995 -104,064: -5,250 4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 34.0 0.6 75.7 54.6 85.5 89.2: 14.5 10.8
Old : 100.0: 9.2 34.0 0.6 75.7 54.6 85.5 89.2: 14.5 10.8
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 : 124: 9 17 9 75 70 88 92:
Old : 124: 9 17 9 75 70 88 92:
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 34.3 39.0 48.1 20.6 33.3 32.8 46.6
Old : 25.3 34.3 39.0 48.1 20.6 33.3 32.8 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, June 02, 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 : 503,208: 66,833 89,590 94,738 286,096 286,592 447,668 470,920: 55,540 32,288
Old : 261,773: 54,909 88,721 33,786 139,417 117,425 228,112 239,932: 33,661 21,841
Other: 241,434: 34,720 23,665 38,157 146,679 169,167 219,556 230,988: 21,879 10,446
: : :
: : Changes in Commitments from: May 26, 2020 :
: 7,748: 2,902 7,965 1,238 3,355 -2,595 7,495 6,608: 253 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.8 18.8 56.9 57.0 89.0 93.6: 11.0 6.4
Old : 100.0: 21.0 33.9 12.9 53.3 44.9 87.1 91.7: 12.9 8.3
Other: 100.0: 14.4 9.8 15.8 60.8 70.1 90.9 95.7: 9.1 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 69 63 74 111 97 222 205:
Old : 264: 67 65 52 100 85 191 181:
Other: 199: 44 46 45 87 68 161 130:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 25.6 22.4 33.4 10.2 20.5 15.3 25.7
Old : 17.4 17.6 24.2 25.7 14.7 15.6 20.7 23.2
Other: 16.5 36.9 26.6 50.0 15.2 30.2 23.9 40.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 14,469: 3,380 732 2,155 5,933 10,044 11,468 12,931: 3,002 1,538
Old : 6,807: 2,675 1,240 1,070 1,529 3,609 5,275 5,919: 1,532 887
Other: 7,663: 1,295 82 495 4,403 6,435 6,193 7,012: 1,469 651
: : :
: : Changes in Commitments from: May 26, 2020 :
: 913: -315 -18 362 438 271 485 615: 428 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.1 14.9 41.0 69.4 79.3 89.4: 20.7 10.6
Old : 100.0: 39.3 18.2 15.7 22.5 53.0 77.5 87.0: 22.5 13.0
Other: 100.0: 16.9 1.1 6.5 57.5 84.0 80.8 91.5: 19.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 26 4 12 18 18 48 31:
Old : 46: 18 9 9 8 15 31 28:
Other: 43: 16 3 8 17 16 34 26:
:----------------------------------------------------------------------------------------------------
: 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 : 37.4 43.9 46.4 63.5 32.1 42.9 38.7 59.3
Old : 32.3 33.4 48.3 55.9 30.1 32.4 39.3 48.0
Other: 48.2 65.2 60.0 78.0 44.6 64.2 55.0 74.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 2,245,393: 475,323 707,081 101,026 1,497,033 1,340,438 2,073,382 2,148,545: 172,011 96,848
Old : 2,245,393: 475,323 707,081 101,026 1,497,033 1,340,438 2,073,382 2,148,545: 172,011 96,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -151,682: -5,923 36,820 -42,450 -67,340 -77,770 -115,714 -83,400: -35,969 -68,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.5 4.5 66.7 59.7 92.3 95.7: 7.7 4.3
Old : 100.0: 21.2 31.5 4.5 66.7 59.7 92.3 95.7: 7.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 59 40 35 160 134 239 189:
Old : 301: 59 40 35 160 134 239 189:
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 : 17.8 32.8 27.6 44.0 17.2 26.1 24.6 36.8
Old : 17.8 32.8 27.6 44.0 17.2 26.1 24.6 36.8
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,704,481: 647,456 731,167 312,917 2,335,971 2,286,358 3,296,344 3,330,442: 408,137 374,039
Old : 3,704,481: 647,456 731,167 312,917 2,335,971 2,286,358 3,296,344 3,330,442: 408,137 374,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -230,156: 22,653 34,401 -101,894 -75,513 -98,739 -154,755 -166,232: -75,401 -63,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.7 8.4 63.1 61.7 89.0 89.9: 11.0 10.1
Old : 100.0: 17.5 19.7 8.4 63.1 61.7 89.0 89.9: 11.0 10.1
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 : 362: 77 52 77 193 187 302 284:
Old : 362: 77 52 77 193 187 302 284:
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 : 18.8 19.9 27.4 31.4 13.4 14.9 20.7 23.3
Old : 18.8 19.9 27.4 31.4 13.4 14.9 20.7 23.3
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, June 02, 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 : 905,147: 137,112 156,573 17,365 655,021 549,930 809,498 723,868: 95,649 181,279
Old : 905,147: 137,112 156,573 17,365 655,021 549,930 809,498 723,868: 95,649 181,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -101,424: 28,233 -6,130 -11,544 -91,584 -67,503 -74,895 -85,177: -26,529 -16,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 17.3 1.9 72.4 60.8 89.4 80.0: 10.6 20.0
Old : 100.0: 15.1 17.3 1.9 72.4 60.8 89.4 80.0: 10.6 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 : 117: 15 11 9 67 70 84 88:
Old : 117: 15 11 9 67 70 84 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.2 44.2 35.5 29.8 25.4 42.5 33.6
Old : 30.1 26.2 44.2 35.5 29.8 25.4 42.5 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,678,674: 452,398 615,448 223,558 2,685,497 2,539,132 3,361,454 3,378,139: 317,220 300,535
Old : 3,678,674: 452,398 615,448 223,558 2,685,497 2,539,132 3,361,454 3,378,139: 317,220 300,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -397,283: 80,076 73,131 -344,078 -92,340 -73,745 -356,342 -344,692: -40,941 -52,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.7 6.1 73.0 69.0 91.4 91.8: 8.6 8.2
Old : 100.0: 12.3 16.7 6.1 73.0 69.0 91.4 91.8: 8.6 8.2
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 : 303: 59 38 48 152 168 234 231:
Old : 303: 59 38 48 152 168 234 231:
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 20.0 42.8 33.3 27.7 19.5 37.0 30.7
Old : 32.0 20.0 42.8 33.3 27.7 19.5 37.0 30.7
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, June 02, 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 : 1,585,071: 624,705 213,293 287,454 647,493 1,057,523 1,559,652 1,558,270: 25,419 26,801
Old : 1,585,071: 624,705 213,293 287,454 647,493 1,057,523 1,559,652 1,558,270: 25,419 26,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -236,860: -71,645 5,501 -54,794 -106,729 -189,933 -233,168 -239,226: -3,692 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 13.5 18.1 40.8 66.7 98.4 98.3: 1.6 1.7
Old : 100.0: 39.4 13.5 18.1 40.8 66.7 98.4 98.3: 1.6 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 : 114: 19 29 34 58 61 101 100:
Old : 114: 19 29 34 58 61 101 100:
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 : 39.4 36.1 50.9 51.6 36.6 25.3 41.4 35.7
Old : 39.4 36.1 50.9 51.6 36.6 25.3 41.4 35.7
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, June 02, 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 : 39,464: 7,110 15,943 1,016 25,270 13,977 33,396 30,935: 6,068 8,529
Old : 39,464: 7,110 15,943 1,016 25,270 13,977 33,396 30,935: 6,068 8,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 320: 878 2,525 -247 -454 -920 177 1,359: 143 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 40.4 2.6 64.0 35.4 84.6 78.4: 15.4 21.6
Old : 100.0: 18.0 40.4 2.6 64.0 35.4 84.6 78.4: 15.4 21.6
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 : 95: 22 27 10 37 22 64 54:
Old : 95: 22 27 10 37 22 64 54:
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 : 27.4 41.7 38.6 52.4 26.8 39.9 37.6 50.4
Old : 27.4 41.7 38.6 52.4 26.8 39.9 37.6 50.4
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, June 02, 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 : 78,928: 14,220 31,885 2,032 50,540 27,953 66,792 61,871: 12,136 17,057
Old : 78,928: 14,220 31,885 2,032 50,540 27,953 66,792 61,871: 12,136 17,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 640: 1,756 5,051 -493 -908 -1,840 355 2,718: 286 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 40.4 2.6 64.0 35.4 84.6 78.4: 15.4 21.6
Old : 100.0: 18.0 40.4 2.6 64.0 35.4 84.6 78.4: 15.4 21.6
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 : 95: 22 27 10 37 22 64 54:
Old : 95: 22 27 10 37 22 64 54:
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 : 27.4 41.7 38.6 52.4 26.8 39.9 37.6 50.4
Old : 27.4 41.7 38.6 52.4 26.8 39.9 37.6 50.4
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, June 02, 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 : 58,395: 3,705 1,441 0 52,543 56,110 56,248 57,551: 2,147 844
Old : 58,395: 3,705 1,441 0 52,543 56,110 56,248 57,551: 2,147 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -3,024: -5 750 0 -2,835 -4,039 -2,840 -3,289: -184 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.5 0.0 90.0 96.1 96.3 98.6: 3.7 1.4
Old : 100.0: 6.3 2.5 0.0 90.0 96.1 96.3 98.6: 3.7 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 : 27: 3 3 0 14 10 17 13:
Old : 27: 3 3 0 14 10 17 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 : 74.9 86.7 86.8 96.6 73.0 81.2 83.1 91.1
Old : 74.9 86.7 86.8 96.6 73.0 81.2 83.1 91.1
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 22,643: 13,157 21,896 504 8,721 216 22,382 22,616: 261 27
Old : 22,643: 13,157 21,896 504 8,721 216 22,382 22,616: 261 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,246: 720 2,893 15 1,472 -661 2,207 2,247: 39 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 96.7 2.2 38.5 1.0 98.8 99.9: 1.2 0.1
Old : 100.0: 58.1 96.7 2.2 38.5 1.0 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 18 3 4 2 20 20:
Old : 36: 13 18 3 4 2 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 54.6 91.8 79.3 65.9 54.6 91.0 79.1
Old : 65.9 54.6 91.8 79.3 65.9 54.6 91.0 79.1
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, June 02, 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 : 85,569: 5,756 14,204 53,206 26,587 17,792 85,549 85,202: 20 367
Old : 85,569: 5,756 14,204 53,206 26,587 17,792 85,549 85,202: 20 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 4,071: 974 588 1,090 2,009 2,393 4,073 4,071: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 16.6 62.2 31.1 20.8 100.0 99.6: 0.0 0.4
Old : 100.0: 6.7 16.6 62.2 31.1 20.8 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 6 2 4 8 12 14:
Old : 23: 6 6 2 4 8 12 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 : 96.9 92.8 99.9 97.8 35.9 30.7 37.7 35.6
Old : 96.9 92.8 99.9 97.8 35.9 30.7 37.7 35.6
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, June 02, 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 : 42,397: 16,092 16,085 26,305 0 0 42,397 42,390: 0 7
Old : 42,397: 16,092 16,085 26,305 0 0 42,397 42,390: 0 7
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -893: 0 -7 -893 0 0 -893 -900: 0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 37.9 62.0 0.0 0.0 100.0 100.0: 0.0 0.0
Old : 100.0: 38.0 37.9 62.0 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 : 21: 10 10 5 0 0 13 13:
Old : 21: 10 10 5 0 0 13 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 : 85.4 89.1 97.8 97.5 27.9 33.0 37.1 37.5
Old : 85.4 89.1 97.8 97.5 27.9 33.0 37.1 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020