WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 464,516: 113,951 90,157 152,877 168,929 175,778 435,757 418,812: 28,759 45,704
Old : 370,915: 101,042 86,662 107,548 139,136 142,465 347,726 336,674: 23,189 34,241
Other: 93,601: 25,984 16,571 32,254 29,793 33,313 88,031 82,138: 5,570 11,463
: : :
: : Changes in Commitments from: September 22, 2020 :
: -29,057: -6,998 -3,317 -19,496 -2,124 -6,411 -28,618 -29,224: -439 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.4 32.9 36.4 37.8 93.8 90.2: 6.2 9.8
Old : 100.0: 27.2 23.4 29.0 37.5 38.4 93.7 90.8: 6.3 9.2
Other: 100.0: 27.8 17.7 34.5 31.8 35.6 94.0 87.8: 6.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 104 116 116 89 124 272 286:
Old : 362: 103 115 109 85 123 257 282:
Other: 168: 42 31 31 47 75 106 124:
:----------------------------------------------------------------------------------------------------
: 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 11.4 24.5 18.9 10.0 6.5 18.5 11.7
Old : 14.5 9.7 25.2 16.9 12.3 7.1 21.2 12.9
Other: 28.1 31.3 40.7 43.8 16.8 18.7 25.7 25.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 25,477: 15,029 160 838 9,058 23,611 24,925 24,609: 552 868
Old : 25,327: 14,969 200 798 9,058 23,461 24,825 24,459: 502 868
Other: 150: 100 0 0 0 150 100 150: 50 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 182: -605 -52 33 563 247 -9 227: 191 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 0.6 3.3 35.6 92.7 97.8 96.6: 2.2 3.4
Old : 100.0: 59.1 0.8 3.1 35.8 92.6 98.0 96.6: 2.0 3.4
Other: 100.0: 66.7 0.0 0.0 0.0 100.0 66.7 100.0: 33.3 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 1 4 13 26 22 30:
Old : 35: 8 1 3 13 26 21 30:
Other: 4: 2 0 0 0 2 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 73.8 32.6 86.3 50.9 68.2 30.6 73.7 47.0
Old : 74.3 32.8 86.8 51.0 68.6 30.8 74.3 47.2
Other: 66.7 100.0 66.7 100.0 66.7 100.0 66.7 100.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 239,008: 68,889 51,391 52,368 97,855 113,784 219,113 217,543: 19,895 21,465
Old : 212,809: 72,053 53,820 37,752 86,163 104,342 195,969 195,914: 16,840 16,894
Other: 26,199: 7,623 8,357 3,829 11,692 9,443 23,144 21,629: 3,055 4,570
: : :
: : Changes in Commitments from: September 22, 2020 :
: -10,287: -730 2,519 -8,775 -832 -5,491 -10,337 -11,747: 50 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 21.5 21.9 40.9 47.6 91.7 91.0: 8.3 9.0
Old : 100.0: 33.9 25.3 17.7 40.5 49.0 92.1 92.1: 7.9 7.9
Other: 100.0: 29.1 31.9 14.6 44.6 36.0 88.3 82.6: 11.7 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 74 53 59 83 88 187 175:
Old : 245: 75 52 55 79 84 179 169:
Other: 116: 22 19 18 31 52 63 82:
:----------------------------------------------------------------------------------------------------
: 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 19.8 25.2 29.0 13.9 16.8 23.2 24.9
Old : 16.7 21.4 27.5 31.3 15.4 19.3 25.5 27.7
Other: 27.5 32.4 44.3 50.6 27.5 28.5 43.5 43.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,879,842: 359,287 150,100 513,959 838,726 968,588 1,711,973 1,632,647: 167,869 247,195
Old : 1,661,550: 344,776 191,676 416,663 753,703 832,104 1,515,142 1,440,443: 146,408 221,107
Other: 218,292: 78,966 22,878 32,842 85,023 136,484 196,831 192,204: 21,462 26,088
: : :
: : Changes in Commitments from: September 22, 2020 :
: -32,464: -1,410 -12,316 -24,188 921 10,688 -24,677 -25,816: -7,787 -6,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.0 27.3 44.6 51.5 91.1 86.9: 8.9 13.1
Old : 100.0: 20.8 11.5 25.1 45.4 50.1 91.2 86.7: 8.8 13.3
Other: 100.0: 36.2 10.5 15.0 38.9 62.5 90.2 88.0: 9.8 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 808: 195 149 185 345 382 645 623:
Old : 804: 190 155 179 336 377 628 618:
Other: 396: 53 51 38 102 239 176 310:
:----------------------------------------------------------------------------------------------------
: 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 : 10.9 9.7 17.4 16.5 7.6 6.1 12.5 10.8
Old : 11.4 9.7 18.3 16.6 7.9 6.2 13.5 11.1
Other: 24.0 20.5 35.9 33.2 22.2 19.7 33.0 30.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 5,693: 1,841 4 291 1,605 4,668 3,737 4,962: 1,956 731
Old : 5,689: 1,841 4 291 1,604 4,668 3,736 4,962: 1,953 727
Other: 4: 0 0 0 1 0 1 0: 3 4
: : :
: : Changes in Commitments from: September 22, 2020 :
: -60: 18 -14 -19 188 -125 188 -158: -248 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.1 5.1 28.2 82.0 65.6 87.2: 34.4 12.8
Old : 100.0: 32.4 0.1 5.1 28.2 82.0 65.7 87.2: 34.3 12.8
Other: 100.0: 0.0 0.0 0.0 25.0 0.0 25.0 0.0: 75.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 2 3 9 10 23 13:
Old : 27: 12 2 3 9 10 23 13:
Other: 1: 0 0 0 1 0 1 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 65.5 37.6 82.3 22.5 60.2 35.7 71.1
Old : 22.8 65.5 37.7 82.4 22.5 60.2 35.7 71.1
Other: 25.0 0.0 25.0 0.0 25.0 0.0 25.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,190,425: 297,455 45,928 321,973 499,809 724,196 1,119,237 1,092,098: 71,189 98,328
Old : 1,102,216: 282,488 57,363 288,001 469,365 666,661 1,039,855 1,012,025: 62,361 90,191
Other: 88,209: 28,117 1,717 20,821 30,443 57,535 79,382 80,073: 8,827 8,137
: : :
: : Changes in Commitments from: September 22, 2020 :
: -28,016: 12,756 -1,010 -34,887 -1,784 6,323 -23,915 -29,574: -4,102 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.9 27.0 42.0 60.8 94.0 91.7: 6.0 8.3
Old : 100.0: 25.6 5.2 26.1 42.6 60.5 94.3 91.8: 5.7 8.2
Other: 100.0: 31.9 1.9 23.6 34.5 65.2 90.0 90.8: 10.0 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 682: 232 123 200 225 275 547 527:
Old : 678: 220 133 193 217 274 533 521:
Other: 292: 55 33 38 68 168 143 225:
:----------------------------------------------------------------------------------------------------
: 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 : 10.4 14.8 18.2 24.8 7.5 12.9 12.1 19.9
Old : 10.4 15.1 17.5 24.8 7.7 13.1 12.7 19.7
Other: 23.4 22.9 37.6 37.2 17.1 21.0 27.3 32.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 24,788: 21,895 1,498 142 18 6,680 22,055 8,320: 2,733 16,468
Old : 22,903: 20,699 1,488 91 18 5,715 20,808 7,294: 2,095 15,609
Other: 1,885: 1,196 10 51 0 965 1,247 1,026: 638 859
: : :
: : Changes in Commitments from: September 22, 2020 :
: 521: 1,102 -483 29 16 -312 1,147 -766: -626 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 6.0 0.6 0.1 26.9 89.0 33.6: 11.0 66.4
Old : 100.0: 90.4 6.5 0.4 0.1 25.0 90.9 31.8: 9.1 68.2
Other: 100.0: 63.4 0.5 2.7 0.0 51.2 66.2 54.4: 33.8 45.6
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 4 4 15 10 24:
Old : 26: 5 6 4 4 15 10 24:
Other: 17: 3 3 1 0 11 3 15:
:----------------------------------------------------------------------------------------------------
: 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 : 86.5 16.4 89.0 22.1 86.0 16.3 88.3 22.1
Old : 89.9 13.9 90.8 20.0 89.5 13.8 90.4 20.0
Other: 66.2 51.7 66.2 53.4 63.4 49.7 63.4 51.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 517,491: 134,754 18,505 117,938 223,862 354,952 476,553 491,395: 40,938 26,096
Old : 489,591: 136,100 25,674 101,807 214,385 337,918 452,291 465,399: 37,299 24,192
Other: 27,900: 9,191 3,368 5,593 9,477 17,035 24,262 25,996: 3,638 1,904
: : :
: : Changes in Commitments from: September 22, 2020 :
: -10,703: -8,088 -1,208 3,769 -58 -11,645 -4,377 -9,085: -6,326 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 3.6 22.8 43.3 68.6 92.1 95.0: 7.9 5.0
Old : 100.0: 27.8 5.2 20.8 43.8 69.0 92.4 95.1: 7.6 4.9
Other: 100.0: 32.9 12.1 20.0 34.0 61.1 87.0 93.2: 13.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 121 44 102 93 93 258 208:
Old : 303: 120 51 96 92 93 255 204:
Other: 69: 19 14 17 30 14 58 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 : 11.8 29.4 18.9 40.3 9.0 25.8 14.2 33.4
Old : 11.9 28.6 19.0 39.4 9.2 25.2 14.7 33.0
Other: 33.8 51.4 50.7 71.2 31.0 43.7 44.8 58.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,289,270: 107,002 317,320 75,051 925,610 751,402 1,107,663 1,143,773: 181,608 145,498
Old : 1,289,270: 107,002 317,320 75,051 925,610 751,402 1,107,663 1,143,773: 181,608 145,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -45,578: -5,622 31,292 -34,169 -16,835 -44,268 -56,626 -47,145: 11,047 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 24.6 5.8 71.8 58.3 85.9 88.7: 14.1 11.3
Old : 100.0: 8.3 24.6 5.8 71.8 58.3 85.9 88.7: 14.1 11.3
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 : 181: 32 27 35 97 97 146 142:
Old : 181: 32 27 35 97 97 146 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 26.0 36.8 40.6 21.3 25.0 29.8 37.5
Old : 27.0 26.0 36.8 40.6 21.3 25.0 29.8 37.5
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, September 29, 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 : 992,118: 52,200 341,371 2,581 781,057 531,219 835,838 875,171: 156,280 116,947
Old : 992,118: 52,200 341,371 2,581 781,057 531,219 835,838 875,171: 156,280 116,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 10: -877 6,068 -4,307 1,492 -753 -3,692 1,008: 3,702 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 34.4 0.3 78.7 53.5 84.2 88.2: 15.8 11.8
Old : 100.0: 5.3 34.4 0.3 78.7 53.5 84.2 88.2: 15.8 11.8
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 : 132: 12 17 9 75 78 90 101:
Old : 132: 12 17 9 75 78 90 101:
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 : 24.2 30.4 37.7 45.7 18.8 28.9 29.7 42.3
Old : 24.2 30.4 37.7 45.7 18.8 28.9 29.7 42.3
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 29, 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 : 499,034: 112,335 17,515 113,190 222,063 338,868 447,588 469,573: 51,446 29,461
Old : 472,846: 113,274 17,022 106,334 204,673 320,848 424,282 444,204: 48,565 28,642
Other: 26,188: 3,167 4,600 2,749 17,390 18,020 23,306 25,368: 2,882 819
: : :
: : Changes in Commitments from: September 22, 2020 :
: -40,809: 2,313 -1,923 -22,029 -22,432 -19,540 -42,148 -43,492: 1,339 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 3.5 22.7 44.5 67.9 89.7 94.1: 10.3 5.9
Old : 100.0: 24.0 3.6 22.5 43.3 67.9 89.7 93.9: 10.3 6.1
Other: 100.0: 12.1 17.6 10.5 66.4 68.8 89.0 96.9: 11.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 111 35 80 97 99 236 192:
Old : 278: 111 36 80 96 98 235 191:
Other: 70: 16 11 11 33 18 57 32:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 29.3 19.1 39.4 9.5 26.8 14.2 35.4
Old : 12.4 28.8 18.9 38.9 8.8 27.2 13.7 35.7
Other: 44.8 47.7 61.9 74.2 37.1 45.5 52.5 67.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 10,166: 3,553 617 263 4,628 8,565 8,444 9,445: 1,723 721
Old : 10,153: 3,553 617 263 4,628 8,558 8,444 9,438: 1,710 715
Other: 13: 0 0 0 0 7 0 7: 13 6
: : :
: : Changes in Commitments from: September 22, 2020 :
: -271: -77 9 -61 -177 -325 -315 -377: 44 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.1 2.6 45.5 84.3 83.1 92.9: 16.9 7.1
Old : 100.0: 35.0 6.1 2.6 45.6 84.3 83.2 93.0: 16.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 53.8 0.0 53.8: 100.0 46.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 19 2 2 14 16 33 20:
Old : 44: 19 2 2 14 16 33 20:
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 : 40.5 59.2 53.3 82.0 40.5 57.7 52.7 79.9
Old : 40.6 59.2 53.4 82.1 40.6 57.7 52.8 80.0
Other: 0.0 53.8 0.0 53.8 0.0 53.8 0.0 53.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 2,019,765: 453,532 660,068 40,954 1,362,212 1,230,202 1,856,698 1,931,224: 163,067 88,540
Old : 2,019,765: 453,532 660,068 40,954 1,362,212 1,230,202 1,856,698 1,931,224: 163,067 88,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -11,832: -3,216 -51,755 -9,110 5,246 51,862 -7,080 -9,003: -4,752 -2,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 32.7 2.0 67.4 60.9 91.9 95.6: 8.1 4.4
Old : 100.0: 22.5 32.7 2.0 67.4 60.9 91.9 95.6: 8.1 4.4
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 : 294: 65 32 24 150 126 228 169:
Old : 294: 65 32 24 150 126 228 169:
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 : 15.0 31.7 24.6 46.7 13.8 27.5 22.1 40.4
Old : 15.0 31.7 24.6 46.7 13.8 27.5 22.1 40.4
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 29, 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 : 3,746,057: 673,204 519,349 245,218 2,410,202 2,621,367 3,328,624 3,385,935: 417,433 360,122
Old : 3,746,057: 673,204 519,349 245,218 2,410,202 2,621,367 3,328,624 3,385,935: 417,433 360,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,582: 33,811 -14,174 -48,713 15,659 63,241 756 354: 1,826 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.9 6.5 64.3 70.0 88.9 90.4: 11.1 9.6
Old : 100.0: 18.0 13.9 6.5 64.3 70.0 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 : 381: 80 59 71 197 192 308 291:
Old : 381: 80 59 71 197 192 308 291:
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 : 14.0 23.2 21.7 33.1 9.3 15.0 16.1 24.3
Old : 14.0 23.2 21.7 33.1 9.3 15.0 16.1 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 900,709: 168,252 43,350 17,969 589,225 647,471 775,446 708,790: 125,263 191,919
Old : 900,709: 168,252 43,350 17,969 589,225 647,471 775,446 708,790: 125,263 191,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 9,965: -20,051 -14,595 7,261 20,652 16,273 7,862 8,939: 2,103 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 4.8 2.0 65.4 71.9 86.1 78.7: 13.9 21.3
Old : 100.0: 18.7 4.8 2.0 65.4 71.9 86.1 78.7: 13.9 21.3
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 : 105: 12 9 9 68 62 84 76:
Old : 105: 12 9 9 68 62 84 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 26.0 40.8 34.8 27.1 25.0 39.2 33.0
Old : 27.3 26.0 40.8 34.8 27.1 25.0 39.2 33.0
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 29, 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 : 3,436,626: 495,708 759,338 156,767 2,447,886 2,219,733 3,100,360 3,135,837: 336,265 300,789
Old : 3,436,626: 495,708 759,338 156,767 2,447,886 2,219,733 3,100,360 3,135,837: 336,265 300,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -56,389: 9,389 57,013 -73,687 19,994 -57,411 -44,304 -74,084: -12,085 17,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.1 4.6 71.2 64.6 90.2 91.2: 9.8 8.8
Old : 100.0: 14.4 22.1 4.6 71.2 64.6 90.2 91.2: 9.8 8.8
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 : 300: 64 32 47 152 156 236 215:
Old : 300: 64 32 47 152 156 236 215:
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 34.9 22.8 18.6 29.8 33.1
Old : 26.3 18.8 35.7 34.9 22.8 18.6 29.8 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, September 29, 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 : 1,499,350: 506,062 308,629 225,161 737,506 932,943 1,468,729 1,466,733: 30,621 32,617
Old : 1,499,350: 506,062 308,629 225,161 737,506 932,943 1,468,729 1,466,733: 30,621 32,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 43,587: 4,426 3,039 14,174 26,430 28,865 45,030 46,078: -1,443 -2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 20.6 15.0 49.2 62.2 98.0 97.8: 2.0 2.2
Old : 100.0: 33.8 20.6 15.0 49.2 62.2 98.0 97.8: 2.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 23 14 23 55 58 86 87:
Old : 101: 23 14 23 55 58 86 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 : 38.5 32.7 51.9 49.4 33.5 29.0 41.3 42.3
Old : 38.5 32.7 51.9 49.4 33.5 29.0 41.3 42.3
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 29, 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 : 37,190: 11,822 17,370 639 17,141 13,626 29,602 31,634: 7,588 5,556
Old : 37,190: 11,822 17,370 639 17,141 13,626 29,602 31,634: 7,588 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 2,155: 3,119 24 128 -849 2,567 2,398 2,720: -243 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 46.7 1.7 46.1 36.6 79.6 85.1: 20.4 14.9
Old : 100.0: 31.8 46.7 1.7 46.1 36.6 79.6 85.1: 20.4 14.9
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 : 79: 24 16 11 26 20 53 44:
Old : 79: 24 16 11 26 20 53 44:
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 : 34.8 54.5 46.2 63.5 34.6 52.6 45.8 61.7
Old : 34.8 54.5 46.2 63.5 34.6 52.6 45.8 61.7
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 29, 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 : 74,379: 23,645 34,739 1,277 34,283 27,251 59,204 63,267: 15,175 11,112
Old : 74,379: 23,645 34,739 1,277 34,283 27,251 59,204 63,267: 15,175 11,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 4,309: 6,238 48 256 -1,698 5,135 4,796 5,439: -487 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 46.7 1.7 46.1 36.6 79.6 85.1: 20.4 14.9
Old : 100.0: 31.8 46.7 1.7 46.1 36.6 79.6 85.1: 20.4 14.9
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 : 79: 24 16 11 26 20 53 44:
Old : 79: 24 16 11 26 20 53 44:
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 : 34.8 54.5 46.2 63.5 34.6 52.6 45.8 61.7
Old : 34.8 54.5 46.2 63.5 34.6 52.6 45.8 61.7
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 29, 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 : 35,549: 3,840 2,278 0 29,603 32,631 33,443 34,909: 2,106 640
Old : 35,549: 3,840 2,278 0 29,603 32,631 33,443 34,909: 2,106 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 1,487: -172 334 0 1,698 913 1,526 1,247: -39 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 6.4 0.0 83.3 91.8 94.1 98.2: 5.9 1.8
Old : 100.0: 10.8 6.4 0.0 83.3 91.8 94.1 98.2: 5.9 1.8
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 : 28: 3 3 0 16 11 19 14:
Old : 28: 3 3 0 16 11 19 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 : 50.2 65.4 74.5 90.8 41.7 58.4 64.4 79.4
Old : 50.2 65.4 74.5 90.8 41.7 58.4 64.4 79.4
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 29, 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 : 20,432: 16,272 18,226 62 3,878 2,133 20,212 20,421: 220 11
Old : 20,432: 16,272 18,226 62 3,878 2,133 20,212 20,421: 220 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: -758: -704 -1,834 24 -104 1,060 -784 -750: 26 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 89.2 0.3 19.0 10.4 98.9 99.9: 1.1 0.1
Old : 100.0: 79.6 89.2 0.3 19.0 10.4 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 21 11 2 3 2 25 14:
Old : 36: 21 11 2 3 2 25 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 : 72.5 72.7 89.2 91.5 72.5 72.7 87.0 89.3
Old : 72.5 72.7 89.2 91.5 72.5 72.7 87.0 89.3
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 29, 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 : 122,350: 12,467 11,717 56,575 53,281 53,790 122,323 122,082: 27 268
Old : 122,350: 12,467 11,717 56,575 53,281 53,790 122,323 122,082: 27 268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2020 :
: 10,295: 0 -8,818 9,705 580 9,408 10,285 10,295: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.6 46.2 43.5 44.0 100.0 99.8: 0.0 0.2
Old : 100.0: 10.2 9.6 46.2 43.5 44.0 100.0 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 : 92.7 93.9 99.1 98.2 48.6 47.6 53.7 52.0
Old : 92.7 93.9 99.1 98.2 48.6 47.6 53.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 02, 2020