WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 493,573: 120,949 93,475 172,373 171,053 182,188 464,375 448,036: 29,198 45,537
Old : 403,997: 108,167 85,976 131,921 140,231 151,640 380,319 369,536: 23,677 34,461
Other: 89,576: 21,601 16,318 31,633 30,821 30,549 84,055 78,500: 5,521 11,076
: : :
: : Changes in Commitments from: September 15, 2020 :
: 30,754: 1,126 431 22,265 5,660 9,068 29,051 31,763: 1,703 -1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.9 34.9 34.7 36.9 94.1 90.8: 5.9 9.2
Old : 100.0: 26.8 21.3 32.7 34.7 37.5 94.1 91.5: 5.9 8.5
Other: 100.0: 24.1 18.2 35.3 34.4 34.1 93.8 87.6: 6.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 123 115 129 90 127 295 297:
Old : 380: 119 117 122 87 125 282 291:
Other: 169: 41 34 34 46 75 108 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 11.7 23.7 18.9 9.4 6.0 17.4 10.7
Old : 13.5 10.7 24.6 18.2 11.4 6.7 19.5 12.3
Other: 29.0 32.2 40.8 44.7 15.8 19.2 24.7 26.2
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 25,295: 15,634 212 805 8,495 23,365 24,934 24,382: 361 913
Old : 25,295: 15,634 212 805 8,495 23,365 24,934 24,382: 361 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -1,026: -156 12 -23 -1,004 -1,199 -1,183 -1,210: 157 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 0.8 3.2 33.6 92.4 98.6 96.4: 1.4 3.6
Old : 100.0: 61.8 0.8 3.2 33.6 92.4 98.6 96.4: 1.4 3.6
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 : 33: 7 2 3 11 24 19 28:
Old : 33: 7 2 3 11 24 19 28:
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 : 75.3 35.7 88.6 54.9 68.6 34.7 76.7 50.5
Old : 75.3 35.7 88.6 54.9 68.6 34.7 76.7 50.5
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, September 22, 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 : 249,295: 69,619 48,871 61,143 98,687 119,275 229,450 229,290: 19,845 20,004
Old : 225,474: 71,221 49,592 49,386 87,419 110,350 208,026 209,328: 17,448 16,146
Other: 23,821: 6,475 7,357 3,680 11,269 8,925 21,424 19,962: 2,396 3,859
: : :
: : Changes in Commitments from: September 15, 2020 :
: 3,223: 2,334 -5,504 3,640 -3,081 3,700 2,892 1,836: 331 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.6 24.5 39.6 47.8 92.0 92.0: 8.0 8.0
Old : 100.0: 31.6 22.0 21.9 38.8 48.9 92.3 92.8: 7.7 7.2
Other: 100.0: 27.2 30.9 15.4 47.3 37.5 89.9 83.8: 10.1 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 71 58 65 83 89 192 180:
Old : 248: 80 50 61 78 85 183 174:
Other: 117: 18 24 19 30 53 59 87:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 20.1 25.3 29.6 13.6 16.5 22.3 24.1
Old : 16.5 21.6 26.8 31.5 14.3 19.4 23.9 27.3
Other: 33.0 28.6 50.0 47.5 31.1 27.5 45.3 39.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,912,306: 360,697 162,415 538,147 837,806 957,900 1,736,650 1,658,462: 175,656 253,844
Old : 1,698,133: 346,328 201,119 443,126 753,695 824,758 1,543,149 1,469,004: 154,983 229,129
Other: 214,173: 75,931 22,858 33,459 84,111 133,142 193,501 189,458: 20,673 24,715
: : :
: : Changes in Commitments from: September 15, 2020 :
: 74,660: 20,495 -24,086 29,876 24,091 53,570 74,462 59,360: 198 15,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 8.5 28.1 43.8 50.1 90.8 86.7: 9.2 13.3
Old : 100.0: 20.4 11.8 26.1 44.4 48.6 90.9 86.5: 9.1 13.5
Other: 100.0: 35.5 10.7 15.6 39.3 62.2 90.3 88.5: 9.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 812: 201 147 186 348 384 647 627:
Old : 811: 198 153 177 341 380 632 622:
Other: 393: 54 50 36 102 237 174 308:
:----------------------------------------------------------------------------------------------------
: 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 : 10.7 9.8 17.5 16.6 7.9 6.1 12.6 10.7
Old : 11.2 9.6 18.4 16.4 8.2 6.1 13.7 10.9
Other: 24.4 20.1 36.8 33.2 22.7 19.3 33.2 30.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 5,753: 1,824 18 310 1,417 4,793 3,550 5,120: 2,203 633
Old : 5,753: 1,824 18 310 1,417 4,793 3,550 5,120: 2,203 633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 262: 343 15 -1 -176 197 166 212: 97 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.3 5.4 24.6 83.3 61.7 89.0: 38.3 11.0
Old : 100.0: 31.7 0.3 5.4 24.6 83.3 61.7 89.0: 38.3 11.0
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 : 31: 13 2 3 10 13 25 16:
Old : 31: 13 2 3 10 13 25 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 : 19.9 64.5 33.2 80.1 19.6 60.4 31.4 69.8
Old : 19.9 64.5 33.2 80.1 19.6 60.4 31.4 69.8
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, September 22, 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 : 1,218,442: 284,698 46,938 356,860 501,593 717,873 1,143,151 1,121,672: 75,290 96,770
Old : 1,141,759: 272,282 52,908 327,742 474,437 671,878 1,074,461 1,052,528: 67,298 89,231
Other: 76,683: 20,477 2,091 21,057 27,156 45,996 68,690 69,144: 7,992 7,539
: : :
: : Changes in Commitments from: September 15, 2020 :
: 70,816: 13,081 -1,680 45,654 11,977 22,423 70,712 66,397: 105 4,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.9 29.3 41.2 58.9 93.8 92.1: 6.2 7.9
Old : 100.0: 23.8 4.6 28.7 41.6 58.8 94.1 92.2: 5.9 7.8
Other: 100.0: 26.7 2.7 27.5 35.4 60.0 89.6 90.2: 10.4 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 717: 238 139 207 221 288 557 554:
Old : 712: 226 151 198 217 286 546 545:
Other: 293: 51 40 37 63 172 135 233:
:----------------------------------------------------------------------------------------------------
: 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 : 10.6 14.9 18.4 25.0 7.6 12.8 12.2 19.9
Old : 10.4 15.3 17.9 25.1 8.1 13.3 12.7 19.9
Other: 23.2 19.7 36.2 33.9 13.3 17.1 23.4 24.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 24,267: 20,793 1,981 113 2 6,992 20,908 9,086: 3,359 15,181
Old : 22,310: 19,556 1,785 63 2 6,036 19,621 7,884: 2,689 14,426
Other: 1,957: 1,237 196 50 0 956 1,287 1,202: 670 755
: : :
: : Changes in Commitments from: September 15, 2020 :
: 3,268: 2,838 -6 -32 -6 1,312 2,800 1,274: 468 1,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 8.2 0.5 0.0 28.8 86.2 37.4: 13.8 62.6
Old : 100.0: 87.7 8.0 0.3 0.0 27.1 87.9 35.3: 12.1 64.7
Other: 100.0: 63.2 10.0 2.6 0.0 48.9 65.8 61.4: 34.2 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 8 3 1 15 8 25:
Old : 28: 6 7 3 1 15 8 24:
Other: 18: 3 4 1 0 11 3 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 16.9 86.2 23.5 82.0 16.9 85.7 23.5
Old : 85.7 14.3 87.9 21.3 85.5 14.2 87.7 21.3
Other: 65.8 58.1 65.8 60.1 63.2 56.3 63.2 57.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 528,194: 142,842 19,713 114,169 223,920 366,598 480,930 500,480: 47,263 27,714
Old : 501,972: 142,331 26,748 100,334 215,721 349,259 458,386 476,341: 43,586 25,631
Other: 26,221: 8,905 1,359 5,440 8,199 17,339 22,544 24,138: 3,677 2,083
: : :
: : Changes in Commitments from: September 15, 2020 :
: 4,795: 10,546 1,318 2,565 -8,484 1,766 4,628 5,649: 168 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.7 21.6 42.4 69.4 91.1 94.8: 8.9 5.2
Old : 100.0: 28.4 5.3 20.0 43.0 69.6 91.3 94.9: 8.7 5.1
Other: 100.0: 34.0 5.2 20.7 31.3 66.1 86.0 92.1: 14.0 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 128 38 95 99 97 265 207:
Old : 313: 124 48 93 98 97 262 207:
Other: 62: 21 6 15 31 12 57 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.5 31.0 18.3 41.2 8.8 26.8 13.9 33.7
Old : 10.5 30.2 18.1 40.4 8.9 26.1 14.3 33.0
Other: 30.4 55.3 46.2 73.5 27.2 47.9 40.1 61.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,334,849: 112,624 286,028 109,220 942,445 795,670 1,164,289 1,190,917: 170,560 143,931
Old : 1,334,849: 112,624 286,028 109,220 942,445 795,670 1,164,289 1,190,917: 170,560 143,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,806: -1,716 11,571 -1,248 335 -9,141 -2,629 1,183: -177 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.4 8.2 70.6 59.6 87.2 89.2: 12.8 10.8
Old : 100.0: 8.4 21.4 8.2 70.6 59.6 87.2 89.2: 12.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 34 30 39 101 103 156 151:
Old : 194: 34 30 39 101 103 156 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.5 35.3 37.7 20.3 22.7 28.3 34.2
Old : 26.0 24.5 35.3 37.7 20.3 22.7 28.3 34.2
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, September 22, 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 : 992,108: 53,077 335,303 6,888 779,565 531,972 839,530 874,163: 152,578 117,945
Old : 992,108: 53,077 335,303 6,888 779,565 531,972 839,530 874,163: 152,578 117,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -15,269: 4,732 -10,086 -12,240 -18,017 12,388 -25,525 -9,938: 10,256 -5,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 33.8 0.7 78.6 53.6 84.6 88.1: 15.4 11.9
Old : 100.0: 5.3 33.8 0.7 78.6 53.6 84.6 88.1: 15.4 11.9
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 : 132: 13 18 8 73 77 88 101:
Old : 132: 13 18 8 73 77 88 101:
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 : 24.8 30.5 38.7 45.6 19.3 29.1 30.5 41.8
Old : 24.8 30.5 38.7 45.6 19.3 29.1 30.5 41.8
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, September 22, 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 : 539,843: 110,022 19,438 135,219 244,495 358,408 489,736 513,065: 50,108 26,778
Old : 516,785: 109,892 18,217 130,550 228,687 341,976 469,129 490,743: 47,656 26,042
Other: 23,058: 2,305 3,397 2,494 15,808 16,432 20,606 22,322: 2,452 736
: : :
: : Changes in Commitments from: September 15, 2020 :
: 29,810: 20,568 -6,728 11,656 -557 24,772 31,667 29,700: -1,856 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 3.6 25.0 45.3 66.4 90.7 95.0: 9.3 5.0
Old : 100.0: 21.3 3.5 25.3 44.3 66.2 90.8 95.0: 9.2 5.0
Other: 100.0: 10.0 14.7 10.8 68.6 71.3 89.4 96.8: 10.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 108 47 96 105 101 256 214:
Old : 298: 107 50 95 105 101 256 213:
Other: 67: 17 8 15 31 17 54 36:
:----------------------------------------------------------------------------------------------------
: 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 : 11.9 28.1 19.5 38.9 8.4 24.1 12.9 32.2
Old : 12.0 27.6 19.3 38.6 8.2 25.1 12.6 32.4
Other: 44.8 48.5 61.8 73.7 36.3 46.4 50.3 67.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 10,437: 3,630 608 324 4,804 8,890 8,758 9,823: 1,679 614
Old : 10,427: 3,630 608 324 4,804 8,885 8,758 9,818: 1,669 609
Other: 10: 0 0 0 0 5 0 5: 10 5
: : :
: : Changes in Commitments from: September 15, 2020 :
: 36: 250 -58 -7 -140 77 103 12: -67 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 5.8 3.1 46.0 85.2 83.9 94.1: 16.1 5.9
Old : 100.0: 34.8 5.8 3.1 46.1 85.2 84.0 94.2: 16.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 20 2 2 14 17 34 21:
Old : 47: 20 2 2 14 17 34 21:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 40.8 55.3 55.5 78.3 39.5 54.0 50.4 76.5
Old : 40.8 55.3 55.5 78.4 39.6 54.0 50.5 76.5
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 2,031,596: 456,747 711,823 50,065 1,356,966 1,178,340 1,863,778 1,940,227: 167,818 91,369
Old : 2,031,596: 456,747 711,823 50,065 1,356,966 1,178,340 1,863,778 1,940,227: 167,818 91,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 36,434: 34,863 50,982 4,426 -2,889 -23,406 36,400 32,001: 34 4,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 35.0 2.5 66.8 58.0 91.7 95.5: 8.3 4.5
Old : 100.0: 22.5 35.0 2.5 66.8 58.0 91.7 95.5: 8.3 4.5
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 : 291: 68 27 28 151 126 232 168:
Old : 291: 68 27 28 151 126 232 168:
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 : 14.9 33.6 24.6 48.3 13.8 29.3 22.1 42.2
Old : 14.9 33.6 24.6 48.3 13.8 29.3 22.1 42.2
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, September 22, 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 : 3,743,475: 639,394 533,523 293,931 2,394,543 2,558,127 3,327,868 3,385,581: 415,607 357,894
Old : 3,743,475: 639,394 533,523 293,931 2,394,543 2,558,127 3,327,868 3,385,581: 415,607 357,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 11,837: 18,147 -44,124 5,239 -15,588 62,080 7,798 23,195: 4,039 -11,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.3 7.9 64.0 68.3 88.9 90.4: 11.1 9.6
Old : 100.0: 17.1 14.3 7.9 64.0 68.3 88.9 90.4: 11.1 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 : 400: 76 68 72 212 200 321 307:
Old : 400: 76 68 72 212 200 321 307:
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 : 14.3 23.4 21.9 33.4 9.1 14.5 16.1 24.2
Old : 14.3 23.4 21.9 33.4 9.1 14.5 16.1 24.2
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, September 22, 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 : 890,744: 188,303 57,945 10,708 568,573 631,198 767,584 699,851: 123,160 190,893
Old : 890,744: 188,303 57,945 10,708 568,573 631,198 767,584 699,851: 123,160 190,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -34,432: 12,438 -31,467 -7,433 -39,695 1,295 -34,690 -37,605: 258 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.5 1.2 63.8 70.9 86.2 78.6: 13.8 21.4
Old : 100.0: 21.1 6.5 1.2 63.8 70.9 86.2 78.6: 13.8 21.4
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 : 109: 14 10 9 67 64 85 79:
Old : 109: 14 10 9 67 64 85 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 23.9 40.9 32.5 26.6 23.1 39.6 30.6
Old : 26.8 23.9 40.9 32.5 26.6 23.1 39.6 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 3,493,014: 486,318 702,324 230,454 2,427,892 2,277,143 3,144,664 3,209,921: 348,350 283,093
Old : 3,493,014: 486,318 702,324 230,454 2,427,892 2,277,143 3,144,664 3,209,921: 348,350 283,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 34,592: -866 -28,143 39,694 760 24,820 39,588 36,372: -4,996 -1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.1 6.6 69.5 65.2 90.0 91.9: 10.0 8.1
Old : 100.0: 13.9 20.1 6.6 69.5 65.2 90.0 91.9: 10.0 8.1
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 : 295: 65 32 51 147 157 234 218:
Old : 295: 65 32 51 147 157 234 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 18.8 35.7 34.5 22.8 18.6 29.8 32.9
Old : 26.3 18.8 35.7 34.5 22.8 18.6 29.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,455,763: 501,636 305,590 210,987 711,076 904,078 1,423,699 1,420,655: 32,064 35,108
Old : 1,455,763: 501,636 305,590 210,987 711,076 904,078 1,423,699 1,420,655: 32,064 35,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 43,550: 1,462 4,668 8,460 31,333 26,864 41,255 39,992: 2,295 3,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 21.0 14.5 48.8 62.1 97.8 97.6: 2.2 2.4
Old : 100.0: 34.5 21.0 14.5 48.8 62.1 97.8 97.6: 2.2 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 : 104: 26 12 24 54 58 86 88:
Old : 104: 26 12 24 54 58 86 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 33.4 52.6 49.4 33.7 29.4 41.4 41.2
Old : 39.7 33.4 52.6 49.4 33.7 29.4 41.4 41.2
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, September 22, 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 : 35,035: 8,703 17,346 510 17,990 11,058 27,204 28,914: 7,831 6,121
Old : 35,035: 8,703 17,346 510 17,990 11,058 27,204 28,914: 7,831 6,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -9,321: -1,261 -530 -914 -6,508 -8,095 -8,683 -9,540: -638 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 49.5 1.5 51.3 31.6 77.6 82.5: 22.4 17.5
Old : 100.0: 24.8 49.5 1.5 51.3 31.6 77.6 82.5: 22.4 17.5
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 : 81: 21 16 7 29 20 52 41:
Old : 81: 21 16 7 29 20 52 41:
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 : 36.6 53.5 46.0 63.2 36.4 52.2 45.7 61.5
Old : 36.6 53.5 46.0 63.2 36.4 52.2 45.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 70,070: 17,407 34,691 1,021 35,981 22,116 54,408 57,828: 15,662 12,242
Old : 70,070: 17,407 34,691 1,021 35,981 22,116 54,408 57,828: 15,662 12,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -18,643: -2,523 -1,060 -1,829 -13,015 -16,190 -17,367 -19,079: -1,276 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 49.5 1.5 51.3 31.6 77.6 82.5: 22.4 17.5
Old : 100.0: 24.8 49.5 1.5 51.3 31.6 77.6 82.5: 22.4 17.5
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 : 81: 21 16 7 29 20 52 41:
Old : 81: 21 16 7 29 20 52 41:
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 : 36.6 53.5 46.0 63.2 36.4 52.2 45.7 61.5
Old : 36.6 53.5 46.0 63.2 36.4 52.2 45.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 34,062: 4,012 1,944 0 27,905 31,718 31,917 33,662: 2,145 400
Old : 34,062: 4,012 1,944 0 27,905 31,718 31,917 33,662: 2,145 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -8,866: -491 -464 -692 -7,589 -7,429 -8,772 -8,585: -94 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.7 0.0 81.9 93.1 93.7 98.8: 6.3 1.2
Old : 100.0: 11.8 5.7 0.0 81.9 93.1 93.7 98.8: 6.3 1.2
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 : 29: 4 3 0 16 11 20 14:
Old : 29: 4 3 0 16 11 20 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 : 49.0 68.7 71.8 92.1 39.4 61.5 61.6 80.5
Old : 49.0 68.7 71.8 92.1 39.4 61.5 61.6 80.5
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, September 22, 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 : 21,190: 16,976 20,060 38 3,982 1,073 20,996 21,171: 194 19
Old : 21,190: 16,976 20,060 38 3,982 1,073 20,996 21,171: 194 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: -2,394: 1,170 -774 -1,560 -1,932 0 -2,322 -2,334: -72 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 94.7 0.2 18.8 5.1 99.1 99.9: 0.9 0.1
Old : 100.0: 80.1 94.7 0.2 18.8 5.1 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 20 10 1 3 2 24 12:
Old : 34: 20 10 1 3 2 24 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 : 69.9 77.2 87.8 94.4 69.9 77.2 87.3 94.4
Old : 69.9 77.2 87.8 94.4 69.9 77.2 87.3 94.4
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, September 22, 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 : 112,055: 12,467 20,535 46,870 52,701 44,382 112,038 111,787: 17 268
Old : 112,055: 12,467 20,535 46,870 52,701 44,382 112,038 111,787: 17 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2020 :
: 9,765: 350 -7,150 9,656 -235 7,261 9,771 9,767: -6 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.3 41.8 47.0 39.6 100.0 99.8: 0.0 0.2
Old : 100.0: 11.1 18.3 41.8 47.0 39.6 100.0 99.8: 0.0 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 : 23: 6 5 1 3 10 10 15:
Old : 23: 6 5 1 3 10 10 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 : 92.1 93.6 99.1 98.1 52.5 51.7 58.1 56.3
Old : 92.1 93.6 99.1 98.1 52.5 51.7 58.1 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2020