WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 483,480: 117,531 102,670 171,862 169,146 162,049 458,538 436,581: 24,941 46,898
Old : 448,583: 113,160 98,512 157,142 157,021 151,226 427,323 406,880: 21,259 41,702
Other: 34,897: 7,924 7,712 11,167 12,124 10,822 31,215 29,701: 3,682 5,196
: : :
: : Changes in Commitments from: July 14, 2020 :
: -6,968: 5,549 1,827 -6,813 -5,478 -5,219 -6,743 -10,205: -226 3,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 21.2 35.5 35.0 33.5 94.8 90.3: 5.2 9.7
Old : 100.0: 25.2 22.0 35.0 35.0 33.7 95.3 90.7: 4.7 9.3
Other: 100.0: 22.7 22.1 32.0 34.7 31.0 89.4 85.1: 10.6 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 103 119 119 87 117 271 284:
Old : 362: 104 119 117 85 117 266 282:
Other: 129: 30 24 25 36 56 80 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 : 12.6 12.6 21.8 21.2 10.4 7.9 17.5 13.4
Old : 12.4 12.7 21.6 21.0 10.4 8.6 17.7 14.0
Other: 28.9 31.8 45.5 46.0 20.2 23.9 28.0 31.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 32,061: 17,578 475 448 13,860 30,187 31,886 31,110: 175 951
Old : 32,061: 17,578 475 448 13,860 30,187 31,886 31,110: 175 951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 1,696: 760 396 -675 1,526 1,689 1,611 1,410: 85 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 1.5 1.4 43.2 94.2 99.5 97.0: 0.5 3.0
Old : 100.0: 54.8 1.5 1.4 43.2 94.2 99.5 97.0: 0.5 3.0
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 : 32: 7 2 2 14 23 22 26:
Old : 32: 7 2 2 14 23 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 41.0 82.3 62.0 53.8 38.4 58.7 50.3
Old : 59.5 41.0 82.3 62.0 53.8 38.4 58.7 50.3
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, July 21, 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 : 285,181: 59,392 80,667 75,266 128,253 110,566 262,911 266,500: 22,270 18,681
Old : 277,516: 60,843 80,357 71,012 124,597 109,180 256,453 260,549: 21,063 16,966
Other: 7,665: 2,025 3,787 778 3,656 1,386 6,458 5,951: 1,207 1,714
: : :
: : Changes in Commitments from: July 14, 2020 :
: 15,668: 4,670 50 12,719 -2,222 3,065 15,166 15,834: 502 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 28.3 26.4 45.0 38.8 92.2 93.4: 7.8 6.6
Old : 100.0: 21.9 29.0 25.6 44.9 39.3 92.4 93.9: 7.6 6.1
Other: 100.0: 26.4 49.4 10.1 47.7 18.1 84.3 77.6: 15.7 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 69 67 70 83 78 189 183:
Old : 254: 72 65 68 82 78 187 181:
Other: 73: 11 12 11 16 36 34 54:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 19.0 23.8 27.8 10.9 15.4 17.7 22.2
Old : 13.9 19.5 24.2 28.5 11.1 16.1 18.0 23.0
Other: 46.2 45.1 64.0 59.8 46.1 42.2 63.9 56.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,905,548: 263,916 331,593 536,010 904,162 793,507 1,704,089 1,661,110: 201,459 244,438
Old : 684,390: 214,583 224,668 112,464 286,521 286,882 613,568 624,014: 70,823 60,376
Other: 1,221,158: 248,885 306,476 223,995 617,642 506,625 1,090,522 1,037,096: 130,636 184,062
: : :
: : Changes in Commitments from: July 14, 2020 :
: 29,062: 7,682 5,452 27,693 -6,941 -8,958 28,434 24,187: 628 4,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.4 28.1 47.4 41.6 89.4 87.2: 10.6 12.8
Old : 100.0: 31.4 32.8 16.4 41.9 41.9 89.7 91.2: 10.3 8.8
Other: 100.0: 20.4 25.1 18.3 50.6 41.5 89.3 84.9: 10.7 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 785: 164 173 211 362 348 653 625:
Old : 630: 120 135 106 254 264 428 451:
Other: 713: 165 132 147 310 318 541 539:
:----------------------------------------------------------------------------------------------------
: 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 8.3 16.4 14.2 9.0 6.5 14.0 10.8
Old : 13.8 11.4 22.8 18.8 11.7 10.7 20.4 17.0
Other: 13.7 9.5 21.0 15.9 12.6 9.1 17.2 15.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 4,585: 1,925 11 272 968 3,538 3,165 3,822: 1,420 764
Old : 4,585: 1,925 11 272 968 3,538 3,165 3,822: 1,420 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -60: -159 -1 -10 -26 34 -195 23: 136 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 0.2 5.9 21.1 77.2 69.0 83.3: 31.0 16.7
Old : 100.0: 42.0 0.2 5.9 21.1 77.2 69.0 83.3: 31.0 16.7
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 : 28: 13 1 3 7 12 21 15:
Old : 28: 13 1 3 7 12 21 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 : 30.3 53.2 47.4 73.3 30.3 52.1 44.7 68.9
Old : 30.3 53.2 47.4 73.3 30.3 52.1 44.7 68.9
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, July 21, 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 : 994,119: 166,118 73,165 295,010 468,106 557,300 929,234 925,475: 64,885 68,644
Old : 91,437: 15,669 7,047 23,095 44,805 52,729 83,568 82,871: 7,869 8,566
Other: 902,682: 158,402 74,071 263,963 423,301 504,570 845,665 842,604: 57,017 60,078
: : :
: : Changes in Commitments from: July 14, 2020 :
: 18,826: 9,257 4,893 2,002 10,179 11,008 21,438 17,903: -2,612 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.4 29.7 47.1 56.1 93.5 93.1: 6.5 6.9
Old : 100.0: 17.1 7.7 25.3 49.0 57.7 91.4 90.6: 8.6 9.4
Other: 100.0: 17.5 8.2 29.2 46.9 55.9 93.7 93.3: 6.3 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 192 108 193 209 225 486 450:
Old : 280: 59 58 52 81 123 173 200:
Other: 556: 184 106 184 197 220 464 437:
:----------------------------------------------------------------------------------------------------
: 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 : 9.9 16.7 17.7 26.5 7.1 13.3 12.0 21.2
Old : 24.2 21.7 37.0 32.4 23.2 19.3 34.1 28.9
Other: 10.6 17.4 18.9 27.5 7.8 14.6 13.3 23.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 481,302: 88,715 42,379 108,079 245,518 302,986 442,312 453,444: 38,989 27,858
Old : 106,833: 13,037 12,413 18,506 67,454 68,732 98,997 99,651: 7,836 7,182
Other: 374,469: 87,738 42,025 77,514 178,064 234,254 343,315 353,793: 31,153 20,676
: : :
: : Changes in Commitments from: July 14, 2020 :
: 13,817: 16,841 -13,921 -2,584 -3,134 31,627 11,123 15,122: 2,694 -1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 8.8 22.5 51.0 63.0 91.9 94.2: 8.1 5.8
Old : 100.0: 12.2 11.6 17.3 63.1 64.3 92.7 93.3: 7.3 6.7
Other: 100.0: 23.4 11.2 20.7 47.6 62.6 91.7 94.5: 8.3 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 91 66 99 97 91 245 219:
Old : 178: 39 38 33 67 66 127 119:
Other: 279: 94 61 88 84 77 221 194:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 28.6 19.8 38.2 8.0 21.9 13.4 27.8
Old : 32.1 18.8 43.4 31.0 25.8 14.8 34.8 24.7
Other: 11.7 32.7 19.5 43.5 11.0 30.7 17.9 36.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,232,984: 114,160 223,941 94,337 848,384 774,216 1,056,880 1,092,494: 176,104 140,490
Old : 1,232,984: 114,160 223,941 94,337 848,384 774,216 1,056,880 1,092,494: 176,104 140,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 22,246: 13,368 -1,839 1,771 8,888 20,760 24,028 20,692: -1,782 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 18.2 7.7 68.8 62.8 85.7 88.6: 14.3 11.4
Old : 100.0: 9.3 18.2 7.7 68.8 62.8 85.7 88.6: 14.3 11.4
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 : 187: 33 32 42 92 100 149 150:
Old : 187: 33 32 42 92 100 149 150:
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 : 24.5 25.3 34.0 38.2 17.9 20.7 26.0 29.6
Old : 24.5 25.3 34.0 38.2 17.9 20.7 26.0 29.6
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, July 21, 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 : 1,036,359: 59,107 406,650 4,529 825,435 529,722 889,071 940,901: 147,288 95,458
Old : 1,036,359: 59,107 406,650 4,529 825,435 529,722 889,071 940,901: 147,288 95,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -5,504: 2,420 -724 158 -8,130 -8,698 -5,552 -9,264: 47 3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 39.2 0.4 79.6 51.1 85.8 90.8: 14.2 9.2
Old : 100.0: 5.7 39.2 0.4 79.6 51.1 85.8 90.8: 14.2 9.2
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 : 136: 13 18 11 82 77 99 102:
Old : 136: 13 18 11 82 77 99 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 32.8 37.1 47.4 17.7 31.4 30.1 45.9
Old : 24.2 32.8 37.1 47.4 17.7 31.4 30.1 45.9
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, July 21, 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 : 473,404: 68,089 75,633 91,343 265,431 279,520 424,862 446,495: 48,542 26,909
Old : 107,783: 16,547 14,839 14,144 61,525 69,418 92,216 98,401: 15,568 9,382
Other: 365,621: 63,259 72,510 65,482 203,906 210,102 332,647 348,094: 32,974 17,527
: : :
: : Changes in Commitments from: July 14, 2020 :
: 10,263: 2,313 3,109 754 5,320 5,279 8,387 9,142: 1,876 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.0 19.3 56.1 59.0 89.7 94.3: 10.3 5.7
Old : 100.0: 15.4 13.8 13.1 57.1 64.4 85.6 91.3: 14.4 8.7
Other: 100.0: 17.3 19.8 17.9 55.8 57.5 91.0 95.2: 9.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 66 75 81 120 98 231 216:
Old : 190: 33 32 29 96 75 144 122:
Other: 265: 62 72 68 107 79 209 183:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 26.5 21.1 34.8 11.0 21.6 15.7 27.4
Old : 13.4 27.8 23.6 37.0 13.1 26.2 20.8 34.0
Other: 15.3 26.7 22.4 35.6 12.6 21.6 18.4 28.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 11,432: 3,137 522 1,077 5,558 8,799 9,772 10,399: 1,661 1,034
Old : 11,432: 3,137 522 1,077 5,558 8,799 9,772 10,399: 1,661 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -129: -246 -7 89 -19 -164 -176 -82: 47 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.6 9.4 48.6 77.0 85.5 91.0: 14.5 9.0
Old : 100.0: 27.4 4.6 9.4 48.6 77.0 85.5 91.0: 14.5 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 : 55: 24 6 12 17 19 47 32:
Old : 55: 24 6 12 17 19 47 32:
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 : 46.0 54.1 57.3 71.7 41.5 52.7 52.0 68.5
Old : 46.0 54.1 57.3 71.7 41.5 52.7 52.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 2,153,065: 458,407 676,955 29,932 1,481,159 1,347,714 1,969,498 2,054,600: 183,567 98,465
Old : 2,153,065: 458,407 676,955 29,932 1,481,159 1,347,714 1,969,498 2,054,600: 183,567 98,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 34,335: 34,635 -30,935 2,958 -4,422 56,451 33,170 28,474: 1,165 5,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 31.4 1.4 68.8 62.6 91.5 95.4: 8.5 4.6
Old : 100.0: 21.3 31.4 1.4 68.8 62.6 91.5 95.4: 8.5 4.6
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 : 300: 66 32 29 153 131 230 181:
Old : 300: 66 32 29 153 131 230 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 28.4 25.8 42.0 14.6 25.1 23.9 37.5
Old : 15.3 28.4 25.8 42.0 14.6 25.1 23.9 37.5
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, July 21, 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 : 3,877,923: 746,208 659,201 248,111 2,455,403 2,597,671 3,449,722 3,504,983: 428,201 372,939
Old : 3,877,923: 746,208 659,201 248,111 2,455,403 2,597,671 3,449,722 3,504,983: 428,201 372,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -12,448: -7,653 19,134 -28,422 21,088 -2,732 -14,987 -12,020: 2,539 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.0 6.4 63.3 67.0 89.0 90.4: 11.0 9.6
Old : 100.0: 19.2 17.0 6.4 63.3 67.0 89.0 90.4: 11.0 9.6
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 : 397: 71 73 78 209 203 321 313:
Old : 397: 71 73 78 209 203 321 313:
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 : 16.3 22.4 24.1 32.2 11.8 15.8 18.9 23.8
Old : 16.3 22.4 24.1 32.2 11.8 15.8 18.9 23.8
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, July 21, 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 : 985,350: 171,261 163,311 12,077 699,821 611,821 883,159 787,209: 102,191 198,141
Old : 985,350: 171,261 163,311 12,077 699,821 611,821 883,159 787,209: 102,191 198,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 9,426: -2,878 -2,442 358 16,227 3,622 13,707 1,538: -4,281 7,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.6 1.2 71.0 62.1 89.6 79.9: 10.4 20.1
Old : 100.0: 17.4 16.6 1.2 71.0 62.1 89.6 79.9: 10.4 20.1
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 : 112: 13 10 8 68 73 83 89:
Old : 112: 13 10 8 68 73 83 89:
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 : 32.6 27.9 47.0 36.1 32.3 27.7 45.9 34.4
Old : 32.6 27.9 47.0 36.1 32.3 27.7 45.9 34.4
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, July 21, 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 : 3,658,133: 565,981 574,729 152,559 2,614,229 2,659,216 3,332,769 3,386,504: 325,364 271,629
Old : 3,658,133: 565,981 574,729 152,559 2,614,229 2,659,216 3,332,769 3,386,504: 325,364 271,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -7,029: 23,191 -35,108 13,934 -50,296 16,702 -13,171 -4,472: 6,142 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 15.7 4.2 71.5 72.7 91.1 92.6: 8.9 7.4
Old : 100.0: 15.5 15.7 4.2 71.5 72.7 91.1 92.6: 8.9 7.4
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 : 315: 71 35 53 158 175 250 242:
Old : 315: 71 35 53 158 175 250 242:
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 : 30.5 20.5 39.3 34.2 26.0 20.4 33.3 32.0
Old : 30.5 20.5 39.3 34.2 26.0 20.4 33.3 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,690,381: 710,563 401,336 203,604 752,210 1,049,780 1,666,377 1,654,720: 24,004 35,661
Old : 1,690,381: 710,563 401,336 203,604 752,210 1,049,780 1,666,377 1,654,720: 24,004 35,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 7,047: 654 -11,876 -11,678 17,157 29,236 6,133 5,682: 914 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 23.7 12.0 44.5 62.1 98.6 97.9: 1.4 2.1
Old : 100.0: 42.0 23.7 12.0 44.5 62.1 98.6 97.9: 1.4 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 : 110: 23 20 34 55 57 99 92:
Old : 110: 23 20 34 55 57 99 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 : 46.1 39.2 56.2 55.9 41.0 32.8 46.1 43.4
Old : 46.1 39.2 56.2 55.9 41.0 32.8 46.1 43.4
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, July 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 39,980: 13,319 17,660 244 19,751 14,237 33,314 32,141: 6,665 7,839
Old : 39,980: 13,319 17,660 244 19,751 14,237 33,314 32,141: 6,665 7,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -320: -890 -202 -164 406 75 -648 -291: 328 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 44.2 0.6 49.4 35.6 83.3 80.4: 16.7 19.6
Old : 100.0: 33.3 44.2 0.6 49.4 35.6 83.3 80.4: 16.7 19.6
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 : 92: 23 18 9 33 27 59 51:
Old : 92: 23 18 9 33 27 59 51:
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 45.6 44.6 56.0 31.7 45.6 44.2 55.9
Old : 31.9 45.6 44.6 56.0 31.7 45.6 44.2 55.9
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, July 21, 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 : 79,959: 26,638 35,320 488 39,502 28,474 66,629 64,282: 13,331 15,677
Old : 79,959: 26,638 35,320 488 39,502 28,474 66,629 64,282: 13,331 15,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -640: -1,780 -404 -328 813 151 -1,295 -581: 655 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 44.2 0.6 49.4 35.6 83.3 80.4: 16.7 19.6
Old : 100.0: 33.3 44.2 0.6 49.4 35.6 83.3 80.4: 16.7 19.6
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 : 92: 23 18 9 33 27 59 51:
Old : 92: 23 18 9 33 27 59 51:
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 45.6 44.6 56.0 31.7 45.6 44.2 55.9
Old : 31.9 45.6 44.6 56.0 31.7 45.6 44.2 55.9
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, July 21, 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 : 34,847: 5,007 1,381 0 27,392 32,686 32,399 34,067: 2,448 780
Old : 34,847: 5,007 1,381 0 27,392 32,686 32,399 34,067: 2,448 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: -1,073: -303 0 0 -1,113 -818 -1,416 -818: 343 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.0 0.0 78.6 93.8 93.0 97.8: 7.0 2.2
Old : 100.0: 14.4 4.0 0.0 78.6 93.8 93.0 97.8: 7.0 2.2
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 : 27: 4 2 0 16 8 20 10:
Old : 27: 4 2 0 16 8 20 10:
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 : 49.4 83.7 71.2 97.1 49.4 78.6 69.4 92.0
Old : 49.4 83.7 71.2 97.1 49.4 78.6 69.4 92.0
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, July 21, 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 : 24,109: 15,209 23,145 436 8,199 495 23,844 24,076: 265 33
Old : 24,109: 15,209 23,145 436 8,199 495 23,844 24,076: 265 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 732: 800 739 0 -72 0 728 739: 4 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 96.0 1.8 34.0 2.1 98.9 99.9: 1.1 0.1
Old : 100.0: 63.1 96.0 1.8 34.0 2.1 98.9 99.9: 1.1 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 : 37: 18 15 2 4 1 24 16:
Old : 37: 18 15 2 4 1 24 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 : 66.1 73.3 89.2 90.3 66.1 72.1 87.1 89.1
Old : 66.1 73.3 89.2 90.3 66.1 72.1 87.1 89.1
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, July 21, 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 : 70,484: 11,120 19,124 25,118 34,222 25,505 70,460 69,747: 24 737
Old : 70,484: 11,120 19,124 25,118 34,222 25,505 70,460 69,747: 24 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2020 :
: 838: 0 -101 837 0 87 837 823: 1 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 27.1 35.6 48.6 36.2 100.0 99.0: 0.0 1.0
Old : 100.0: 15.8 27.1 35.6 48.6 36.2 100.0 99.0: 0.0 1.0
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 : 22: 7 4 1 3 9 11 13:
Old : 22: 7 4 1 3 9 11 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 : 88.8 92.2 98.7 97.1 56.2 56.5 64.2 61.4
Old : 88.8 92.2 98.7 97.1 56.2 56.5 64.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2020