WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 479,929: 123,005 106,856 158,532 170,893 165,169 452,430 430,557: 27,499 49,372
Old : 434,190: 118,462 100,330 140,525 151,815 150,407 410,803 391,263: 23,387 42,928
Other: 45,739: 10,827 12,811 11,722 19,078 14,762 41,627 39,295: 4,112 6,444
: : :
: : Changes in Commitments from: July 28, 2020 :
: 17,041: 3,681 4,950 3,966 8,218 5,509 15,865 14,426: 1,176 2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 22.3 33.0 35.6 34.4 94.3 89.7: 5.7 10.3
Old : 100.0: 27.3 23.1 32.4 35.0 34.6 94.6 90.1: 5.4 9.9
Other: 100.0: 23.7 28.0 25.6 41.7 32.3 91.0 85.9: 9.0 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 102 112 120 89 113 266 279:
Old : 350: 108 106 117 89 112 262 275:
Other: 141: 26 33 27 34 63 79 107:
:----------------------------------------------------------------------------------------------------
: 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 11.0 22.5 17.9 11.1 6.3 19.1 11.3
Old : 13.2 10.1 23.0 17.1 11.8 6.4 19.7 11.7
Other: 23.7 28.8 42.6 43.2 22.6 24.8 36.9 32.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 31,602: 15,419 187 692 15,241 29,823 31,352 30,702: 250 900
Old : 31,602: 15,419 187 692 15,241 29,823 31,352 30,702: 250 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -1,413: -2,323 187 -179 1,039 -1,601 -1,463 -1,593: 50 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 0.6 2.2 48.2 94.4 99.2 97.2: 0.8 2.8
Old : 100.0: 48.8 0.6 2.2 48.2 94.4 99.2 97.2: 0.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 1 3 13 22 21 25:
Old : 32: 7 1 3 13 22 21 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 : 57.3 40.1 80.0 60.5 51.1 39.5 63.2 52.3
Old : 57.3 40.1 80.0 60.5 51.1 39.5 63.2 52.3
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, August 04, 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 : 293,675: 58,211 85,998 75,998 135,221 111,018 269,430 273,014: 24,245 20,661
Old : 282,772: 58,621 84,434 71,456 130,102 108,317 260,180 264,207: 22,592 18,565
Other: 10,903: 3,062 5,036 1,070 5,119 2,701 9,250 8,807: 1,653 2,096
: : :
: : Changes in Commitments from: July 28, 2020 :
: 5,464: -899 5,178 -77 4,501 -1,813 3,525 3,288: 1,940 2,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 29.3 25.9 46.0 37.8 91.7 93.0: 8.3 7.0
Old : 100.0: 20.7 29.9 25.3 46.0 38.3 92.0 93.4: 8.0 6.6
Other: 100.0: 28.1 46.2 9.8 46.9 24.8 84.8 80.8: 15.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 72 74 64 84 81 191 186:
Old : 261: 75 70 64 82 79 188 184:
Other: 81: 13 16 12 21 35 42 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 18.2 22.6 27.1 10.6 15.4 17.9 22.1
Old : 13.2 18.9 23.1 28.0 11.0 16.0 18.4 23.0
Other: 39.7 48.0 55.6 64.7 36.0 44.8 51.0 59.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 2,030,923: 295,757 396,307 592,594 933,403 786,575 1,821,754 1,775,475: 209,170 255,448
Old : 658,040: 228,310 240,882 97,544 265,509 269,927 591,363 608,353: 66,677 49,687
Other: 1,372,883: 294,514 382,493 267,982 667,894 516,648 1,230,390 1,167,122: 142,493 205,761
: : :
: : Changes in Commitments from: July 28, 2020 :
: 80,592: 10,732 46,735 32,675 33,956 -3,074 77,363 76,335: 3,228 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.5 29.2 46.0 38.7 89.7 87.4: 10.3 12.6
Old : 100.0: 34.7 36.6 14.8 40.3 41.0 89.9 92.4: 10.1 7.6
Other: 100.0: 21.5 27.9 19.5 48.6 37.6 89.6 85.0: 10.4 15.0
: : :
:# Traders : Number of Traders in Each Category :
All : 805: 173 176 208 369 342 667 627:
Old : 615: 127 126 91 260 232 433 403:
Other: 742: 165 161 152 318 320 570 551:
:----------------------------------------------------------------------------------------------------
: 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 7.9 15.4 14.1 7.7 6.5 12.5 11.1
Old : 14.6 14.1 23.5 22.8 12.1 14.0 20.4 22.1
Other: 11.4 8.6 19.5 15.4 9.8 7.9 16.5 14.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 4,910: 2,170 16 282 1,035 3,678 3,487 3,975: 1,423 935
Old : 4,910: 2,170 16 282 1,035 3,678 3,487 3,975: 1,423 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 52: 34 6 12 102 -29 148 -11: -96 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 0.3 5.7 21.1 74.9 71.0 81.0: 29.0 19.0
Old : 100.0: 44.2 0.3 5.7 21.1 74.9 71.0 81.0: 29.0 19.0
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 : 25: 13 1 3 7 9 21 12:
Old : 25: 13 1 3 7 9 21 12:
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 56.7 46.2 75.4 27.9 53.5 43.6 68.0
Old : 28.2 56.7 46.2 75.4 27.9 53.5 43.6 68.0
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, August 04, 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 : 975,735: 151,214 90,424 273,513 494,147 540,685 918,874 904,622: 56,861 71,113
Old : 946,135: 157,885 90,697 258,015 476,167 528,752 892,068 877,465: 54,067 68,670
Other: 29,600: 6,399 12,798 2,427 17,979 11,932 26,806 27,157: 2,794 2,443
: : :
: : Changes in Commitments from: July 28, 2020 :
: 7,758: -16,037 7,181 -3,196 31,124 714 11,891 4,699: -4,133 3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.3 28.0 50.6 55.4 94.2 92.7: 5.8 7.3
Old : 100.0: 16.7 9.6 27.3 50.3 55.9 94.3 92.7: 5.7 7.3
Other: 100.0: 21.6 43.2 8.2 60.7 40.3 90.6 91.7: 9.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 568: 172 127 186 204 215 468 447:
Old : 568: 174 128 184 203 214 465 446:
Other: 130: 24 27 17 35 60 68 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 16.5 20.0 26.8 7.8 13.3 13.0 20.2
Old : 11.1 16.9 20.0 27.0 7.9 13.4 13.4 20.6
Other: 38.7 38.8 58.9 54.3 38.7 38.8 56.9 52.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 470,078: 96,002 44,779 92,059 239,699 308,035 427,760 444,873: 42,318 25,205
Old : 64,641: 5,554 8,810 8,496 45,061 42,729 59,112 60,035: 5,529 4,606
Other: 405,438: 94,177 39,698 79,834 194,638 265,306 368,649 384,838: 36,789 20,599
: : :
: : Changes in Commitments from: July 28, 2020 :
: 9,347: 13,089 4,244 -9,601 2,851 17,078 6,339 11,720: 3,008 -2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.5 19.6 51.0 65.5 91.0 94.6: 9.0 5.4
Old : 100.0: 8.6 13.6 13.1 69.7 66.1 91.4 92.9: 8.6 7.1
Other: 100.0: 23.2 9.8 19.7 48.0 65.4 90.9 94.9: 9.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 92 59 87 96 97 232 211:
Old : 154: 27 31 21 51 65 93 102:
Other: 272: 88 53 82 84 82 213 189:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 28.2 20.4 38.3 8.7 21.2 14.2 27.6
Old : 42.7 21.8 51.4 33.8 36.8 20.8 45.0 30.6
Other: 11.1 31.4 19.2 42.5 10.4 28.6 16.7 35.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,241,691: 109,781 250,645 120,818 822,420 726,547 1,053,020 1,098,010: 188,671 143,681
Old : 1,241,691: 109,781 250,645 120,818 822,420 726,547 1,053,020 1,098,010: 188,671 143,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 61,027: -4,425 14,184 34,368 27,004 13,254 56,947 61,806: 4,080 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 20.2 9.7 66.2 58.5 84.8 88.4: 15.2 11.6
Old : 100.0: 8.8 20.2 9.7 66.2 58.5 84.8 88.4: 15.2 11.6
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 : 179: 32 26 38 94 98 144 144:
Old : 179: 32 26 38 94 98 144 144:
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 : 22.3 27.7 31.8 40.7 18.1 22.8 25.9 31.1
Old : 22.3 27.7 31.8 40.7 18.1 22.8 25.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 1,038,745: 65,302 400,229 5,283 817,124 529,032 887,709 934,544: 151,036 104,201
Old : 1,038,745: 65,302 400,229 5,283 817,124 529,032 887,709 934,544: 151,036 104,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,079: 2,511 2,771 220 -7,246 -11,595 -4,515 -8,604: 2,437 6,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 38.5 0.5 78.7 50.9 85.5 90.0: 14.5 10.0
Old : 100.0: 6.3 38.5 0.5 78.7 50.9 85.5 90.0: 14.5 10.0
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 : 135: 14 16 11 83 78 100 102:
Old : 135: 14 16 11 83 78 100 102:
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 : 23.7 32.8 36.8 47.5 16.9 31.3 29.2 45.4
Old : 23.7 32.8 36.8 47.5 16.9 31.3 29.2 45.4
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, August 04, 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 : 476,417: 68,963 72,701 92,498 270,875 281,984 432,337 447,183: 44,081 29,234
Old : 78,890: 14,557 10,434 8,332 46,533 52,692 69,422 71,458: 9,468 7,432
Other: 397,527: 66,741 74,602 71,831 224,342 229,292 362,914 375,725: 34,613 21,802
: : :
: : Changes in Commitments from: July 28, 2020 :
: 9,983: 602 6,862 -37 11,594 2,709 12,159 9,535: -2,176 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.3 19.4 56.9 59.2 90.7 93.9: 9.3 6.1
Old : 100.0: 18.5 13.2 10.6 59.0 66.8 88.0 90.6: 12.0 9.4
Other: 100.0: 16.8 18.8 18.1 56.4 57.7 91.3 94.5: 8.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 63 73 83 121 101 234 218:
Old : 181: 34 24 24 84 68 129 110:
Other: 268: 56 78 70 107 88 208 194:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 25.0 20.7 33.9 11.3 20.4 16.1 26.6
Old : 18.0 27.7 30.5 39.6 17.6 24.7 28.8 36.5
Other: 13.3 25.3 20.5 34.4 11.6 20.2 17.2 27.8
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 10,666: 2,490 617 757 5,457 8,373 8,704 9,747: 1,962 919
Old : 10,666: 2,490 617 757 5,457 8,373 8,704 9,747: 1,962 919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -501: -380 45 -12 -176 -273 -568 -239: 67 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.8 7.1 51.2 78.5 81.6 91.4: 18.4 8.6
Old : 100.0: 23.3 5.8 7.1 51.2 78.5 81.6 91.4: 18.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 6 11 15 18 38 32:
Old : 49: 20 6 11 15 18 38 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 : 48.7 56.5 58.8 72.7 45.1 56.2 54.4 70.3
Old : 48.7 56.5 58.8 72.7 45.1 56.2 54.4 70.3
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, August 04, 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 : 2,243,514: 477,622 742,391 34,100 1,525,268 1,358,984 2,036,989 2,135,474: 206,525 108,040
Old : 2,243,514: 477,622 742,391 34,100 1,525,268 1,358,984 2,036,989 2,135,474: 206,525 108,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 99,123: 27,387 54,423 13,501 32,832 15,474 73,720 83,398: 25,403 15,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 33.1 1.5 68.0 60.6 90.8 95.2: 9.2 4.8
Old : 100.0: 21.3 33.1 1.5 68.0 60.6 90.8 95.2: 9.2 4.8
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 : 308: 71 33 29 158 132 241 182:
Old : 308: 71 33 29 158 132 241 182:
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 : 15.1 28.8 24.9 42.3 14.0 25.3 22.9 37.7
Old : 15.1 28.8 24.9 42.3 14.0 25.3 22.9 37.7
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, August 04, 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 : 3,962,067: 775,450 610,158 297,873 2,461,557 2,662,698 3,534,880 3,570,729: 427,187 391,338
Old : 3,962,067: 775,450 610,158 297,873 2,461,557 2,662,698 3,534,880 3,570,729: 427,187 391,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 86,343: -1,161 -58,641 101,970 6,559 33,593 107,368 76,922: -21,025 9,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.4 7.5 62.1 67.2 89.2 90.1: 10.8 9.9
Old : 100.0: 19.6 15.4 7.5 62.1 67.2 89.2 90.1: 10.8 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 : 389: 78 59 79 207 203 323 303:
Old : 389: 78 59 79 207 203 323 303:
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 : 15.8 23.3 23.2 32.6 11.3 16.6 18.2 24.1
Old : 15.8 23.3 23.2 32.6 11.3 16.6 18.2 24.1
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, August 04, 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 : 1,002,123: 162,287 178,801 4,932 722,695 623,075 889,914 806,808: 112,209 195,315
Old : 1,002,123: 162,287 178,801 4,932 722,695 623,075 889,914 806,808: 112,209 195,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 2,518: -8,328 3,052 -4,678 5,767 6,527 -7,239 4,901: 9,757 -2,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 17.8 0.5 72.1 62.2 88.8 80.5: 11.2 19.5
Old : 100.0: 16.2 17.8 0.5 72.1 62.2 88.8 80.5: 11.2 19.5
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 : 109: 11 12 7 66 69 80 85:
Old : 109: 11 12 7 66 69 80 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 : 34.0 30.0 48.2 38.2 33.7 29.8 47.2 36.5
Old : 34.0 30.0 48.2 38.2 33.7 29.8 47.2 36.5
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, August 04, 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 : 3,715,575: 541,336 594,444 174,487 2,668,990 2,668,117 3,384,812 3,437,048: 330,763 278,527
Old : 3,715,575: 541,336 594,444 174,487 2,668,990 2,668,117 3,384,812 3,437,048: 330,763 278,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 47,659: -84,942 16,809 45,442 84,535 -20,375 45,035 41,876: 2,624 5,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.0 4.7 71.8 71.8 91.1 92.5: 8.9 7.5
Old : 100.0: 14.6 16.0 4.7 71.8 71.8 91.1 92.5: 8.9 7.5
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 : 315: 59 46 48 157 173 244 239:
Old : 315: 59 46 48 157 173 244 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 20.1 38.5 34.3 25.8 19.7 32.6 32.1
Old : 29.8 20.1 38.5 34.3 25.8 19.7 32.6 32.1
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, August 04, 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 : 1,549,299: 615,873 412,866 205,617 701,709 892,596 1,523,200 1,511,079: 26,099 38,220
Old : 1,549,299: 615,873 412,866 205,617 701,709 892,596 1,523,200 1,511,079: 26,099 38,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -146,376: -90,352 24,879 -10,953 -47,318 -163,333 -148,623 -149,407: 2,247 3,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.6 13.3 45.3 57.6 98.3 97.5: 1.7 2.5
Old : 100.0: 39.8 26.6 13.3 45.3 57.6 98.3 97.5: 1.7 2.5
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 : 107: 21 21 31 54 53 96 85:
Old : 107: 21 21 31 54 53 96 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 : 46.3 36.2 56.5 54.2 40.1 33.5 45.8 44.7
Old : 46.3 36.2 56.5 54.2 40.1 33.5 45.8 44.7
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, August 04, 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 : 45,438: 16,244 19,428 180 21,776 18,425 38,199 38,033: 7,239 7,405
Old : 45,438: 16,244 19,428 180 21,776 18,425 38,199 38,033: 7,239 7,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 4,050: 2,316 2,363 3 1,855 1,949 4,174 4,315: -125 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 42.8 0.4 47.9 40.5 84.1 83.7: 15.9 16.3
Old : 100.0: 35.7 42.8 0.4 47.9 40.5 84.1 83.7: 15.9 16.3
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 : 94: 24 15 7 35 31 60 52:
Old : 94: 24 15 7 35 31 60 52:
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 : 32.7 42.6 45.9 55.0 32.5 42.4 45.5 54.8
Old : 32.7 42.6 45.9 55.0 32.5 42.4 45.5 54.8
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, August 04, 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 : 90,876: 32,487 38,856 360 43,551 36,850 76,399 76,066: 14,478 14,810
Old : 90,876: 32,487 38,856 360 43,551 36,850 76,399 76,066: 14,478 14,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 8,100: 4,632 4,726 6 3,711 3,898 8,349 8,630: -249 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 42.8 0.4 47.9 40.5 84.1 83.7: 15.9 16.3
Old : 100.0: 35.7 42.8 0.4 47.9 40.5 84.1 83.7: 15.9 16.3
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 : 94: 24 15 7 35 31 60 52:
Old : 94: 24 15 7 35 31 60 52:
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 : 32.7 42.6 45.9 55.0 32.5 42.4 45.5 54.8
Old : 32.7 42.6 45.9 55.0 32.5 42.4 45.5 54.8
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, August 04, 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 : 35,046: 4,413 1,381 0 28,417 32,817 32,830 34,198: 2,216 848
Old : 35,046: 4,413 1,381 0 28,417 32,817 32,830 34,198: 2,216 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 380: -438 0 0 1,072 299 634 299: -254 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.9 0.0 81.1 93.6 93.7 97.6: 6.3 2.4
Old : 100.0: 12.6 3.9 0.0 81.1 93.6 93.7 97.6: 6.3 2.4
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: 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 : 49.8 83.6 72.0 97.0 49.3 78.5 70.3 91.9
Old : 49.8 83.6 72.0 97.0 49.3 78.5 70.3 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, August 04, 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 : 21,215: 14,713 20,242 436 5,863 490 21,012 21,168: 203 47
Old : 21,215: 14,713 20,242 436 5,863 490 21,012 21,168: 203 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: -2,004: 362 -2,043 0 -2,362 44 -2,000 -1,999: -4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 95.4 2.1 27.6 2.3 99.0 99.8: 1.0 0.2
Old : 100.0: 69.4 95.4 2.1 27.6 2.3 99.0 99.8: 1.0 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 : 73.3 70.9 91.5 90.4 73.3 69.5 89.4 89.0
Old : 73.3 70.9 91.5 90.4 73.3 69.5 89.4 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, August 04, 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 : 72,728: 11,404 19,999 27,074 34,222 25,269 72,700 72,342: 28 386
Old : 72,728: 11,404 19,999 27,074 34,222 25,269 72,700 72,342: 28 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2020 :
: 1,784: 484 -287 1,298 0 949 1,782 1,960: 2 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 27.5 37.2 47.1 34.7 100.0 99.5: 0.0 0.5
Old : 100.0: 15.7 27.5 37.2 47.1 34.7 100.0 99.5: 0.0 0.5
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 : 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 : 88.7 92.2 98.7 97.4 54.4 55.0 62.6 60.2
Old : 88.7 92.2 98.7 97.4 54.4 55.0 62.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 07, 2020