WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 462,888: 119,324 101,906 154,566 162,675 159,660 436,564 416,132: 26,323 46,756
Old : 425,696: 115,615 98,660 138,026 149,532 147,835 403,173 384,521: 22,524 41,176
Other: 37,191: 8,826 8,362 11,424 13,142 11,825 33,392 31,611: 3,800 5,580
: : :
: : Changes in Commitments from: July 21, 2020 :
: -20,592: 1,793 -765 -17,296 -6,471 -2,389 -21,974 -20,450: 1,382 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 22.0 33.4 35.1 34.5 94.3 89.9: 5.7 10.1
Old : 100.0: 27.2 23.2 32.4 35.1 34.7 94.7 90.3: 5.3 9.7
Other: 100.0: 23.7 22.5 30.7 35.3 31.8 89.8 85.0: 10.2 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 107 107 119 87 114 262 280:
Old : 349: 106 108 117 85 114 257 277:
Other: 139: 28 30 27 37 62 81 107:
:----------------------------------------------------------------------------------------------------
: 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 11.5 22.7 18.8 10.7 6.0 18.1 11.4
Old : 12.7 11.3 22.4 18.3 10.9 6.2 18.5 11.9
Other: 27.9 31.1 43.9 44.1 20.0 23.2 30.5 31.0
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 33,015: 17,742 0 871 14,202 31,424 32,815 32,295: 200 720
Old : 33,015: 17,742 0 871 14,202 31,424 32,815 32,295: 200 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 954: 163 -475 423 343 1,237 929 1,185: 25 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 0.0 2.6 43.0 95.2 99.4 97.8: 0.6 2.2
Old : 100.0: 53.7 0.0 2.6 43.0 95.2 99.4 97.8: 0.6 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 : 32: 8 0 3 15 24 23 27:
Old : 32: 8 0 3 15 24 23 27:
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 : 59.9 41.2 80.1 62.4 53.1 38.6 59.0 50.7
Old : 59.9 41.2 80.1 62.4 53.1 38.6 59.0 50.7
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 28, 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 : 288,210: 59,110 80,820 76,075 130,720 112,832 265,905 269,726: 22,305 18,484
Old : 279,795: 60,875 80,378 71,349 126,523 111,231 258,747 262,958: 21,048 16,837
Other: 8,415: 2,105 4,311 856 4,197 1,600 7,158 6,768: 1,257 1,647
: : :
: : Changes in Commitments from: July 21, 2020 :
: 3,030: -282 152 809 2,467 2,265 2,994 3,226: 35 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 28.0 26.4 45.4 39.1 92.3 93.6: 7.7 6.4
Old : 100.0: 21.8 28.7 25.5 45.2 39.8 92.5 94.0: 7.5 6.0
Other: 100.0: 25.0 51.2 10.2 49.9 19.0 85.1 80.4: 14.9 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 73 68 63 82 82 188 184:
Old : 259: 75 67 61 81 82 186 182:
Other: 79: 14 14 15 17 35 40 58:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 19.1 23.1 27.8 10.8 15.4 18.1 22.0
Old : 13.2 19.6 23.6 28.5 11.0 16.1 18.5 22.9
Other: 43.3 44.6 59.9 59.4 43.2 42.3 59.8 56.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,950,332: 285,024 349,572 559,919 899,447 789,649 1,744,390 1,699,140: 205,942 251,192
Old : 663,104: 244,508 237,291 85,077 262,736 283,887 592,321 606,256: 70,783 56,849
Other: 1,287,228: 276,773 348,538 238,584 636,712 505,762 1,152,069 1,092,884: 135,159 194,343
: : :
: : Changes in Commitments from: July 21, 2020 :
: 44,784: 21,108 17,979 23,908 -4,715 -3,857 40,301 38,030: 4,483 6,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 17.9 28.7 46.1 40.5 89.4 87.1: 10.6 12.9
Old : 100.0: 36.9 35.8 12.8 39.6 42.8 89.3 91.4: 10.7 8.6
Other: 100.0: 21.5 27.1 18.5 49.5 39.3 89.5 84.9: 10.5 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 156 184 211 362 339 652 621:
Old : 614: 115 135 95 255 238 418 420:
Other: 713: 166 137 152 308 312 550 536:
:----------------------------------------------------------------------------------------------------
: 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 : 9.1 8.1 15.5 14.6 7.9 6.4 12.8 10.9
Old : 15.3 13.0 23.9 21.5 13.0 12.9 21.5 20.8
Other: 12.5 9.4 20.2 16.2 10.9 8.9 16.6 15.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 4,858: 2,135 9 270 933 3,707 3,339 3,986: 1,520 872
Old : 4,858: 2,135 9 270 933 3,707 3,339 3,986: 1,520 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 273: 211 -1 -2 -35 168 174 165: 100 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 0.2 5.6 19.2 76.3 68.7 82.0: 31.3 18.0
Old : 100.0: 44.0 0.2 5.6 19.2 76.3 68.7 82.0: 31.3 18.0
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 : 26: 13 1 3 6 10 20 13:
Old : 26: 13 1 3 6 10 20 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 : 28.2 56.6 45.4 76.0 28.2 54.7 43.6 70.5
Old : 28.2 56.6 45.4 76.0 28.2 54.7 43.6 70.5
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 28, 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 : 967,977: 167,251 83,244 276,709 463,023 539,970 906,983 899,923: 60,995 68,054
Old : 26,979: 4,128 1,807 0 18,786 21,850 22,914 23,657: 4,065 3,322
Other: 940,998: 166,462 84,776 273,370 444,237 518,120 884,069 876,266: 56,930 64,732
: : :
: : Changes in Commitments from: July 21, 2020 :
: -26,142: 1,133 10,079 -18,301 -5,083 -17,330 -22,251 -25,552: -3,891 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 8.6 28.6 47.8 55.8 93.7 93.0: 6.3 7.0
Old : 100.0: 15.3 6.7 0.0 69.6 81.0 84.9 87.7: 15.1 12.3
Other: 100.0: 17.7 9.0 29.1 47.2 55.1 94.0 93.1: 6.0 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 564: 186 115 189 206 218 476 449:
Old : 151: 22 23 0 48 68 70 91:
Other: 562: 185 118 184 198 214 465 442:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 16.7 19.0 27.0 7.3 13.4 12.0 21.1
Old : 47.5 37.7 59.8 51.1 47.5 37.7 59.8 51.0
Other: 10.9 16.9 19.1 27.1 7.5 13.6 12.5 22.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 460,732: 82,913 40,535 101,661 236,848 290,957 421,421 433,153: 39,310 27,579
Old : 79,098: 11,003 11,253 9,097 52,906 52,529 73,006 72,879: 6,091 6,218
Other: 381,634: 84,725 42,097 79,748 183,942 238,429 348,415 360,274: 33,219 21,360
: : :
: : Changes in Commitments from: July 21, 2020 :
: -20,570: -5,802 -1,844 -6,418 -8,670 -12,029 -20,891 -20,291: 321 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.8 22.1 51.4 63.2 91.5 94.0: 8.5 6.0
Old : 100.0: 13.9 14.2 11.5 66.9 66.4 92.3 92.1: 7.7 7.9
Other: 100.0: 22.2 11.0 20.9 48.2 62.5 91.3 94.4: 8.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 85 62 93 100 96 239 214:
Old : 165: 33 30 29 62 67 111 111:
Other: 273: 85 61 85 87 78 221 187:
:----------------------------------------------------------------------------------------------------
: 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 26.7 20.6 37.2 8.5 21.2 14.2 27.1
Old : 40.2 21.6 50.8 33.7 35.5 19.0 43.9 29.5
Other: 11.6 30.0 19.5 42.1 10.9 27.7 17.7 34.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,180,664: 114,207 236,461 86,450 795,416 713,293 996,073 1,036,204: 184,591 144,460
Old : 1,180,664: 114,207 236,461 86,450 795,416 713,293 996,073 1,036,204: 184,591 144,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -52,320: 47 12,519 -7,887 -52,967 -60,922 -60,807 -56,290: 8,487 3,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.0 7.3 67.4 60.4 84.4 87.8: 15.6 12.2
Old : 100.0: 9.7 20.0 7.3 67.4 60.4 84.4 87.8: 15.6 12.2
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 : 174: 35 21 36 91 97 141 139:
Old : 174: 35 21 36 91 97 141 139:
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 : 22.7 26.9 32.6 40.3 18.7 23.1 26.9 31.5
Old : 22.7 26.9 32.6 40.3 18.7 23.1 26.9 31.5
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 28, 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 : 1,040,824: 62,791 397,458 5,063 824,371 540,627 892,225 943,148: 148,599 97,676
Old : 1,040,824: 62,791 397,458 5,063 824,371 540,627 892,225 943,148: 148,599 97,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 4,465: 3,684 -9,192 534 -1,065 10,905 3,153 2,247: 1,312 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 38.2 0.5 79.2 51.9 85.7 90.6: 14.3 9.4
Old : 100.0: 6.0 38.2 0.5 79.2 51.9 85.7 90.6: 14.3 9.4
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 : 137: 13 17 11 83 79 100 103:
Old : 137: 13 17 11 83 79 100 103:
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 : 23.6 33.0 36.7 48.1 16.7 32.0 29.2 46.2
Old : 23.6 33.0 36.7 48.1 16.7 32.0 29.2 46.2
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 28, 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 : 466,434: 68,361 65,838 92,535 259,281 279,274 420,177 437,648: 46,257 28,786
Old : 91,180: 16,330 12,700 9,205 52,667 59,922 78,202 81,827: 12,977 9,353
Other: 375,255: 65,324 66,432 70,037 206,614 219,353 341,975 355,822: 33,280 19,433
: : :
: : Changes in Commitments from: July 21, 2020 :
: -6,970: 272 -9,794 1,193 -6,150 -245 -4,685 -8,847: -2,284 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.1 19.8 55.6 59.9 90.1 93.8: 9.9 6.2
Old : 100.0: 17.9 13.9 10.1 57.8 65.7 85.8 89.7: 14.2 10.3
Other: 100.0: 17.4 17.7 18.7 55.1 58.5 91.1 94.8: 8.9 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 66 72 82 115 95 231 208:
Old : 174: 33 27 27 86 69 132 112:
Other: 265: 65 69 69 103 81 210 182:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 26.6 20.2 34.4 11.5 21.7 16.2 27.7
Old : 14.7 31.0 25.5 40.4 14.5 29.3 23.7 38.6
Other: 13.6 26.4 20.5 35.2 12.0 21.4 17.7 29.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 11,166: 2,870 572 769 5,633 8,645 9,271 9,986: 1,895 1,180
Old : 11,166: 2,870 572 769 5,633 8,645 9,271 9,986: 1,895 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -266: -267 50 -309 75 -153 -501 -413: 234 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.1 6.9 50.4 77.4 83.0 89.4: 17.0 10.6
Old : 100.0: 25.7 5.1 6.9 50.4 77.4 83.0 89.4: 17.0 10.6
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 : 47: 18 7 10 16 17 39 29:
Old : 47: 18 7 10 16 17 39 29:
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 : 46.8 54.4 58.7 72.4 42.2 53.4 53.5 69.4
Old : 46.8 54.4 58.7 72.4 42.2 53.4 53.5 69.4
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 28, 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 : 2,144,391: 450,234 687,968 20,599 1,492,436 1,343,510 1,963,270 2,052,076: 181,121 92,315
Old : 2,144,391: 450,234 687,968 20,599 1,492,436 1,343,510 1,963,270 2,052,076: 181,121 92,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -8,674: -8,173 11,013 -9,333 11,277 -4,204 -6,228 -2,524: -2,446 -6,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.1 1.0 69.6 62.7 91.6 95.7: 8.4 4.3
Old : 100.0: 21.0 32.1 1.0 69.6 62.7 91.6 95.7: 8.4 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 : 304: 68 33 27 153 130 232 179:
Old : 304: 68 33 27 153 130 232 179:
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 : 15.7 28.7 26.3 43.0 14.8 25.4 24.1 38.2
Old : 15.7 28.7 26.3 43.0 14.8 25.4 24.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 3,875,724: 776,611 668,799 195,903 2,454,998 2,629,105 3,427,512 3,493,807: 448,212 381,917
Old : 3,875,724: 776,611 668,799 195,903 2,454,998 2,629,105 3,427,512 3,493,807: 448,212 381,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -2,199: 30,403 9,598 -52,208 -405 31,434 -22,210 -11,177: 20,011 8,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.3 5.1 63.3 67.8 88.4 90.1: 11.6 9.9
Old : 100.0: 20.0 17.3 5.1 63.3 67.8 88.4 90.1: 11.6 9.9
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 : 376: 71 55 74 208 195 314 289:
Old : 376: 71 55 74 208 195 314 289:
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 : 16.6 23.7 24.4 33.1 12.2 17.0 19.4 24.7
Old : 16.6 23.7 24.4 33.1 12.2 17.0 19.4 24.7
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 28, 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 : 999,605: 170,615 175,749 9,610 716,928 616,548 897,153 801,907: 102,452 197,698
Old : 999,605: 170,615 175,749 9,610 716,928 616,548 897,153 801,907: 102,452 197,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 14,255: -646 12,438 -2,467 17,107 4,727 13,994 14,698: 261 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.6 1.0 71.7 61.7 89.8 80.2: 10.2 19.8
Old : 100.0: 17.1 17.6 1.0 71.7 61.7 89.8 80.2: 10.2 19.8
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 : 109: 13 11 8 67 69 83 85:
Old : 109: 13 11 8 67 69 83 85:
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 : 33.8 30.0 48.0 38.4 33.6 29.6 46.9 36.3
Old : 33.8 30.0 48.0 38.4 33.6 29.6 46.9 36.3
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 28, 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 : 3,667,916: 626,278 577,635 129,044 2,584,455 2,688,492 3,339,778 3,395,172: 328,138 272,744
Old : 3,667,916: 626,278 577,635 129,044 2,584,455 2,688,492 3,339,778 3,395,172: 328,138 272,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 9,783: 60,298 2,906 -23,515 -29,774 29,277 7,009 8,668: 2,774 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.7 3.5 70.5 73.3 91.1 92.6: 8.9 7.4
Old : 100.0: 17.1 15.7 3.5 70.5 73.3 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 : 311: 65 36 50 159 175 249 236:
Old : 311: 65 36 50 159 175 249 236:
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 : 30.2 20.9 38.9 35.1 26.0 20.7 33.3 33.1
Old : 30.2 20.9 38.9 35.1 26.0 20.7 33.3 33.1
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 28, 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 : 1,695,675: 706,225 387,987 216,570 749,027 1,055,929 1,671,823 1,660,486: 23,852 35,189
Old : 1,695,675: 706,225 387,987 216,570 749,027 1,055,929 1,671,823 1,660,486: 23,852 35,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 5,293: -4,338 -13,349 12,966 -3,183 6,149 5,445 5,766: -152 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 22.9 12.8 44.2 62.3 98.6 97.9: 1.4 2.1
Old : 100.0: 41.6 22.9 12.8 44.2 62.3 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 : 109: 24 20 32 55 54 99 87:
Old : 109: 24 20 32 55 54 99 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 37.5 55.5 54.7 40.9 31.4 45.9 43.2
Old : 45.4 37.5 55.5 54.7 40.9 31.4 45.9 43.2
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 28, 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 : 41,388: 13,928 17,065 177 19,920 16,476 34,025 33,718: 7,364 7,670
Old : 41,388: 13,928 17,065 177 19,920 16,476 34,025 33,718: 7,364 7,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 1,409: 609 -595 -67 169 2,239 711 1,577: 698 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 41.2 0.4 48.1 39.8 82.2 81.5: 17.8 18.5
Old : 100.0: 33.7 41.2 0.4 48.1 39.8 82.2 81.5: 17.8 18.5
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 : 88: 21 14 7 34 30 57 49:
Old : 88: 21 14 7 34 30 57 49:
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 : 34.7 46.4 47.7 55.8 34.6 46.2 47.4 55.6
Old : 34.7 46.4 47.7 55.8 34.6 46.2 47.4 55.6
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 28, 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 : 82,777: 27,855 34,130 354 39,840 32,952 68,050 67,436: 14,727 15,340
Old : 82,777: 27,855 34,130 354 39,840 32,952 68,050 67,436: 14,727 15,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 2,817: 1,217 -1,190 -134 338 4,478 1,421 3,154: 1,396 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 41.2 0.4 48.1 39.8 82.2 81.5: 17.8 18.5
Old : 100.0: 33.7 41.2 0.4 48.1 39.8 82.2 81.5: 17.8 18.5
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 : 88: 21 14 7 34 30 57 49:
Old : 88: 21 14 7 34 30 57 49:
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 : 34.7 46.4 47.7 55.8 34.6 46.2 47.4 55.6
Old : 34.7 46.4 47.7 55.8 34.6 46.2 47.4 55.6
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 28, 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 : 34,666: 4,851 1,381 0 27,345 32,518 32,196 33,899: 2,470 767
Old : 34,666: 4,851 1,381 0 27,345 32,518 32,196 33,899: 2,470 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -181: -156 0 0 -47 -168 -203 -168: 22 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.0 0.0 78.9 93.8 92.9 97.8: 7.1 2.2
Old : 100.0: 14.0 4.0 0.0 78.9 93.8 92.9 97.8: 7.1 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 9 20 11:
Old : 27: 4 2 0 16 9 20 11:
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 : 49.5 83.5 70.8 97.1 49.3 78.4 68.6 91.9
Old : 49.5 83.5 70.8 97.1 49.3 78.4 68.6 91.9
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 28, 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 : 23,219: 14,351 22,285 436 8,225 446 23,012 23,167: 207 52
Old : 23,219: 14,351 22,285 436 8,225 446 23,012 23,167: 207 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: -890: -858 -860 0 26 -49 -832 -909: -58 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 96.0 1.9 35.4 1.9 99.1 99.8: 0.9 0.2
Old : 100.0: 61.8 96.0 1.9 35.4 1.9 99.1 99.8: 0.9 0.2
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 : 36: 17 15 2 4 1 23 16:
Old : 36: 17 15 2 4 1 23 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 : 68.8 72.6 92.7 90.2 68.8 71.3 90.8 89.0
Old : 68.8 72.6 92.7 90.2 68.8 71.3 90.8 89.0
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 28, 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 : 70,944: 10,920 20,286 25,776 34,222 24,320 70,918 70,382: 26 562
Old : 70,944: 10,920 20,286 25,776 34,222 24,320 70,918 70,382: 26 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2020 :
: 460: -200 1,162 658 0 -1,185 458 635: 2 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.6 36.3 48.2 34.3 100.0 99.2: 0.0 0.8
Old : 100.0: 15.4 28.6 36.3 48.2 34.3 100.0 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 : 23: 7 5 1 3 9 11 14:
Old : 23: 7 5 1 3 9 11 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 : 89.1 92.1 98.7 97.1 55.7 55.8 63.5 60.7
Old : 89.1 92.1 98.7 97.1 55.7 55.8 63.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2020