WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 536,508: 131,154 78,606 196,779 176,390 209,089 504,323 484,474: 32,185 52,034
Old : 416,948: 116,073 73,794 143,389 132,450 164,251 391,912 381,434: 25,036 35,514
Other: 119,561: 31,590 21,321 36,882 43,940 44,838 112,411 103,041: 7,149 16,520
: : :
: : Changes in Commitments from: October 6, 2020 :
: 15,961: 3,461 -2,654 10,869 2,723 7,132 17,052 15,346: -1,091 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.7 36.7 32.9 39.0 94.0 90.3: 6.0 9.7
Old : 100.0: 27.8 17.7 34.4 31.8 39.4 94.0 91.5: 6.0 8.5
Other: 100.0: 26.4 17.8 30.8 36.8 37.5 94.0 86.2: 6.0 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 129 119 134 96 137 310 312:
Old : 397: 124 121 125 90 134 293 303:
Other: 188: 50 31 36 50 86 116 141:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 12.0 21.8 18.9 8.9 6.1 15.8 10.5
Old : 11.7 10.3 21.5 17.8 10.7 6.1 17.2 11.3
Other: 24.9 27.4 37.1 37.5 14.6 16.5 23.9 21.8
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 20,935: 13,104 310 691 6,629 19,156 20,424 20,157: 511 778
Old : 19,900: 12,576 350 552 6,364 18,256 19,492 19,158: 408 742
Other: 1,035: 667 99 0 265 900 932 999: 103 36
: : :
: : Changes in Commitments from: October 6, 2020 :
: -365: -1,131 119 41 811 -130 -279 30: -86 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 1.5 3.3 31.7 91.5 97.6 96.3: 2.4 3.7
Old : 100.0: 63.2 1.8 2.8 32.0 91.7 97.9 96.3: 2.1 3.7
Other: 100.0: 64.4 9.6 0.0 25.6 87.0 90.0 96.5: 10.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 3 9 21 17 25:
Old : 31: 7 2 2 8 21 15 25:
Other: 10: 3 1 0 2 4 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 80.2 38.8 88.4 59.1 79.6 37.7 85.6 57.2
Old : 80.7 40.1 89.3 60.9 80.1 38.7 86.1 59.4
Other: 86.2 91.7 90.0 96.5 86.2 91.7 90.0 96.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 265,231: 73,127 42,013 67,483 103,433 134,343 244,043 243,840: 21,188 21,391
Old : 228,522: 76,180 44,769 47,289 87,102 120,851 210,571 212,908: 17,951 15,614
Other: 36,709: 9,941 10,238 7,201 16,330 13,492 33,472 30,931: 3,237 5,777
: : :
: : Changes in Commitments from: October 6, 2020 :
: 1,887: -130 -750 616 1,642 1,769 2,128 1,634: -241 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.8 25.4 39.0 50.7 92.0 91.9: 8.0 8.1
Old : 100.0: 33.3 19.6 20.7 38.1 52.9 92.1 93.2: 7.9 6.8
Other: 100.0: 27.1 27.9 19.6 44.5 36.8 91.2 84.3: 8.8 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 73 53 63 83 98 194 183:
Old : 250: 78 50 58 79 96 187 178:
Other: 137: 16 31 21 37 66 72 102:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 19.0 23.8 28.3 12.3 16.5 20.7 24.4
Old : 15.6 21.2 26.2 31.2 13.9 19.8 22.4 27.6
Other: 21.0 26.7 36.4 42.7 21.0 19.1 35.6 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 2,004,401: 409,119 117,570 553,769 860,641 1,082,921 1,823,529 1,754,260: 180,872 250,141
Old : 1,775,733: 386,431 152,720 457,840 774,018 944,632 1,618,288 1,555,191: 157,444 220,541
Other: 228,668: 80,403 22,564 38,216 86,622 138,289 205,241 199,068: 23,428 29,600
: : :
: : Changes in Commitments from: October 6, 2020 :
: 30,344: 24,016 -14,630 -2,143 10,072 44,069 31,945 27,297: -1,600 3,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.9 27.6 42.9 54.0 91.0 87.5: 9.0 12.5
Old : 100.0: 21.8 8.6 25.8 43.6 53.2 91.1 87.6: 8.9 12.4
Other: 100.0: 35.2 9.9 16.7 37.9 60.5 89.8 87.1: 10.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 828: 209 139 191 348 407 658 648:
Old : 825: 197 155 182 340 404 641 643:
Other: 420: 66 48 39 107 256 188 329:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 9.6 18.2 17.0 7.9 6.4 12.4 11.6
Old : 11.3 9.8 18.6 17.1 8.0 6.8 13.2 12.3
Other: 24.9 17.2 38.4 29.4 24.3 16.5 35.5 26.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 5,703: 2,147 16 233 1,305 4,623 3,686 4,873: 2,017 830
Old : 5,658: 2,154 6 227 1,304 4,623 3,685 4,856: 1,973 802
Other: 45: 0 17 0 1 0 1 17: 44 28
: : :
: : Changes in Commitments from: October 6, 2020 :
: 20: 150 -6 -5 -35 73 110 62: -90 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 0.3 4.1 22.9 81.1 64.6 85.4: 35.4 14.6
Old : 100.0: 38.1 0.1 4.0 23.0 81.7 65.1 85.8: 34.9 14.2
Other: 100.0: 0.0 37.8 0.0 2.2 0.0 2.2 37.8: 97.8 62.2
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 2 3 8 10 23 13:
Old : 27: 14 1 3 8 10 23 13:
Other: 2: 0 1 0 1 0 1 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 : 24.5 66.1 40.6 79.8 23.9 60.0 37.5 69.8
Old : 24.7 66.7 41.0 80.2 24.1 60.4 37.8 70.3
Other: 2.2 37.8 2.2 37.8 2.2 37.8 2.2 37.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,317,802: 305,003 50,259 367,474 570,006 809,874 1,242,483 1,227,607: 75,319 90,196
Old : 1,204,558: 278,034 60,529 329,231 531,780 733,684 1,139,045 1,123,444: 65,513 81,115
Other: 113,244: 40,650 3,411 24,562 38,225 76,190 103,438 104,163: 9,806 9,081
: : :
: : Changes in Commitments from: October 6, 2020 :
: 44,074: -8,207 7,984 17,242 40,413 21,350 49,448 46,575: -5,374 -2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.8 27.9 43.3 61.5 94.3 93.2: 5.7 6.8
Old : 100.0: 23.1 5.0 27.3 44.1 60.9 94.6 93.3: 5.4 6.7
Other: 100.0: 35.9 3.0 21.7 33.8 67.3 91.3 92.0: 8.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 247 149 236 255 300 609 599:
Old : 747: 239 153 226 244 299 589 589:
Other: 343: 62 52 40 81 191 164 267:
:----------------------------------------------------------------------------------------------------
: 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 15.1 18.2 24.6 7.2 12.0 11.3 18.3
Old : 10.4 15.2 18.3 24.4 7.8 11.8 12.3 17.6
Other: 22.6 25.6 37.0 39.3 19.0 24.6 30.1 35.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 29,086: 24,136 994 757 20 7,373 24,913 9,124: 4,173 19,962
Old : 26,819: 23,155 818 699 20 6,204 23,874 7,721: 2,945 19,098
Other: 2,267: 981 176 58 0 1,169 1,039 1,403: 1,228 864
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,119: 1,034 -771 531 -2 16 1,563 -224: 556 2,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 3.4 2.6 0.1 25.3 85.7 31.4: 14.3 68.6
Old : 100.0: 86.3 3.1 2.6 0.1 23.1 89.0 28.8: 11.0 71.2
Other: 100.0: 43.3 7.8 2.6 0.0 51.6 45.8 61.9: 54.2 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 5 2 3 14 8 21:
Old : 23: 5 4 2 3 14 8 20:
Other: 16: 2 2 1 0 12 2 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 : 85.0 16.3 85.7 22.6 82.4 15.7 83.0 21.1
Old : 88.3 13.8 89.0 20.2 85.7 13.2 86.3 18.6
Other: 45.8 58.2 45.8 60.4 43.3 56.5 43.3 58.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 529,660: 117,486 16,910 131,028 238,086 357,339 486,600 505,278: 43,060 24,382
Old : 496,861: 115,936 23,226 117,208 224,816 334,229 457,960 474,663: 38,901 22,198
Other: 32,799: 10,167 2,301 5,204 13,270 23,110 28,640 30,615: 4,158 2,184
: : :
: : Changes in Commitments from: October 6, 2020 :
: 4,120: -4,124 -3,088 2,608 590 5,034 -925 4,554: 5,045 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 3.2 24.7 45.0 67.5 91.9 95.4: 8.1 4.6
Old : 100.0: 23.3 4.7 23.6 45.2 67.3 92.2 95.5: 7.8 4.5
Other: 100.0: 31.0 7.0 15.9 40.5 70.5 87.3 93.3: 12.7 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 117 37 88 100 92 256 189:
Old : 291: 115 42 86 100 92 255 187:
Other: 72: 19 13 16 31 20 59 40:
:----------------------------------------------------------------------------------------------------
: 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 : 11.2 31.3 19.7 42.0 8.9 26.8 13.9 33.4
Old : 11.5 30.8 20.0 41.4 9.2 26.3 14.3 33.0
Other: 38.9 52.3 54.7 72.3 37.1 47.6 49.4 63.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,348,322: 103,230 326,851 104,036 968,684 762,587 1,175,949 1,193,473: 172,372 154,849
Old : 1,348,322: 103,230 326,851 104,036 968,684 762,587 1,175,949 1,193,473: 172,372 154,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -926: 4,992 -5,536 -1,392 -7,805 23,032 -4,206 16,104: 3,280 -17,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 24.2 7.7 71.8 56.6 87.2 88.5: 12.8 11.5
Old : 100.0: 7.7 24.2 7.7 71.8 56.6 87.2 88.5: 12.8 11.5
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 : 191: 36 26 41 101 105 156 153:
Old : 191: 36 26 41 101 105 156 153:
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 : 27.2 25.1 37.1 38.1 20.9 23.8 30.2 35.3
Old : 27.2 25.1 37.1 38.1 20.9 23.8 30.2 35.3
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, October 13, 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 : 990,401: 59,754 322,004 3,790 785,050 549,864 848,594 875,658: 141,807 114,743
Old : 990,401: 59,754 322,004 3,790 785,050 549,864 848,594 875,658: 141,807 114,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 10,692: 4,422 331 145 8,034 18,561 12,601 19,037: -1,909 -8,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 32.5 0.4 79.3 55.5 85.7 88.4: 14.3 11.6
Old : 100.0: 6.0 32.5 0.4 79.3 55.5 85.7 88.4: 14.3 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 : 141: 12 21 11 79 83 96 110:
Old : 141: 12 21 11 79 83 96 110:
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 : 23.9 31.0 37.4 45.4 18.7 29.5 29.2 41.1
Old : 23.9 31.0 37.4 45.4 18.7 29.5 29.2 41.1
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, October 13, 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 : 518,135: 117,760 18,655 113,719 233,271 355,982 464,750 488,356: 53,385 29,779
Old : 489,597: 116,923 18,612 106,940 215,384 335,243 439,248 460,795: 50,349 28,802
Other: 28,538: 4,793 3,999 2,822 17,887 20,739 25,502 27,560: 3,036 977
: : :
: : Changes in Commitments from: October 6, 2020 :
: -8,152: -3,880 3,441 -8,001 4,935 -3,610 -6,947 -8,170: -1,205 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.6 21.9 45.0 68.7 89.7 94.3: 10.3 5.7
Old : 100.0: 23.9 3.8 21.8 44.0 68.5 89.7 94.1: 10.3 5.9
Other: 100.0: 16.8 14.0 9.9 62.7 72.7 89.4 96.6: 10.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 111 38 81 108 103 256 198:
Old : 293: 109 42 81 107 103 255 198:
Other: 80: 19 10 12 40 21 66 37:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 30.2 19.7 40.6 9.2 27.7 14.4 35.8
Old : 13.6 29.7 19.8 40.4 9.1 28.4 14.2 36.1
Other: 36.8 46.9 55.6 71.7 27.9 44.2 43.4 63.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 10,456: 3,575 740 419 4,930 8,637 8,924 9,796: 1,532 660
Old : 10,433: 3,575 740 419 4,930 8,621 8,924 9,780: 1,509 653
Other: 23: 0 0 0 0 16 0 16: 23 7
: : :
: : Changes in Commitments from: October 6, 2020 :
: -79: -26 62 60 433 -220 467 -98: -546 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.1 4.0 47.1 82.6 85.3 93.7: 14.7 6.3
Old : 100.0: 34.3 7.1 4.0 47.3 82.6 85.5 93.7: 14.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 69.6 0.0 69.6: 100.0 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 5 3 15 19 35 26:
Old : 49: 18 5 3 15 19 35 26:
Other: 2: 0 0 0 0 2 0 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 : 40.6 57.5 52.9 77.8 40.6 55.8 52.6 75.9
Old : 40.7 57.4 53.1 77.8 40.7 55.7 52.7 75.9
Other: 0.0 69.6 0.0 69.6 0.0 69.6 0.0 69.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,994,431: 424,276 668,889 23,695 1,381,404 1,212,046 1,829,375 1,904,630: 165,056 89,801
Old : 1,994,431: 424,276 668,889 23,695 1,381,404 1,212,046 1,829,375 1,904,630: 165,056 89,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 255: -34,003 -28,997 1,567 37,531 33,892 5,095 6,462: -4,840 -6,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 33.5 1.2 69.3 60.8 91.7 95.5: 8.3 4.5
Old : 100.0: 21.3 33.5 1.2 69.3 60.8 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 : 285: 63 35 25 144 118 217 168:
Old : 285: 63 35 25 144 118 217 168:
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 : 15.3 33.1 24.8 48.0 13.4 30.1 22.2 42.6
Old : 15.3 33.1 24.8 48.0 13.4 30.1 22.2 42.6
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, October 13, 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 : 3,777,074: 586,459 481,463 300,472 2,488,203 2,613,973 3,375,134 3,395,908: 401,940 381,166
Old : 3,777,074: 586,459 481,463 300,472 2,488,203 2,613,973 3,375,134 3,395,908: 401,940 381,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -25,684: -56,146 -56,040 13,015 27,598 26,526 -15,533 -16,500: -10,151 -9,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 12.7 8.0 65.9 69.2 89.4 89.9: 10.6 10.1
Old : 100.0: 15.5 12.7 8.0 65.9 69.2 89.4 89.9: 10.6 10.1
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 : 394: 79 67 82 204 196 323 305:
Old : 394: 79 67 82 204 196 323 305:
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 22.9 22.1 32.6 9.6 14.6 16.6 23.9
Old : 14.3 22.9 22.1 32.6 9.6 14.6 16.6 23.9
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, October 13, 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 : 902,335: 173,207 44,703 23,130 579,633 645,044 775,970 712,877: 126,365 189,458
Old : 902,335: 173,207 44,703 23,130 579,633 645,044 775,970 712,877: 126,365 189,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 3,433: 6,171 -1,925 5,086 -8,479 255 2,778 3,416: 655 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.0 2.6 64.2 71.5 86.0 79.0: 14.0 21.0
Old : 100.0: 19.2 5.0 2.6 64.2 71.5 86.0 79.0: 14.0 21.0
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 : 111: 13 10 10 73 65 91 80:
Old : 111: 13 10 10 73 65 91 80:
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 : 25.9 25.3 39.5 33.6 25.6 24.5 38.3 32.0
Old : 25.9 25.3 39.5 33.6 25.6 24.5 38.3 32.0
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, October 13, 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 : 3,250,911: 367,358 770,441 142,237 2,412,198 2,052,916 2,921,794 2,965,595: 329,118 285,317
Old : 3,250,911: 367,358 770,441 142,237 2,412,198 2,052,916 2,921,794 2,965,595: 329,118 285,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -46,347: -19,175 -38,804 -4,094 -27,961 -2,110 -51,230 -45,008: 4,882 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 23.7 4.4 74.2 63.1 89.9 91.2: 10.1 8.8
Old : 100.0: 11.3 23.7 4.4 74.2 63.1 89.9 91.2: 10.1 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 : 289: 52 39 44 146 152 215 218:
Old : 289: 52 39 44 146 152 215 218:
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 : 27.7 19.4 37.3 34.8 23.9 19.3 30.5 32.4
Old : 27.7 19.4 37.3 34.8 23.9 19.3 30.5 32.4
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, October 13, 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 : 1,340,587: 453,080 231,240 216,845 644,586 863,075 1,314,511 1,311,160: 26,076 29,427
Old : 1,340,587: 453,080 231,240 216,845 644,586 863,075 1,314,511 1,311,160: 26,076 29,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 8,950: 19,381 -47,090 -5,891 -6,184 62,475 7,306 9,494: 1,644 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 17.2 16.2 48.1 64.4 98.1 97.8: 1.9 2.2
Old : 100.0: 33.8 17.2 16.2 48.1 64.4 98.1 97.8: 1.9 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 : 102: 22 15 26 57 60 89 91:
Old : 102: 22 15 26 57 60 89 91:
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 : 38.3 34.3 52.1 50.9 32.5 29.8 40.3 41.2
Old : 38.3 34.3 52.1 50.9 32.5 29.8 40.3 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, October 13, 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 : 45,152: 17,137 16,838 309 19,954 21,512 37,400 38,659: 7,752 6,493
Old : 45,152: 17,137 16,838 309 19,954 21,512 37,400 38,659: 7,752 6,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 2,111: 433 -521 -192 1,426 1,956 1,667 1,243: 444 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 37.3 0.7 44.2 47.6 82.8 85.6: 17.2 14.4
Old : 100.0: 38.0 37.3 0.7 44.2 47.6 82.8 85.6: 17.2 14.4
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 : 93: 34 13 10 31 25 66 47:
Old : 93: 34 13 10 31 25 66 47:
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 : 32.1 47.9 43.6 61.0 32.0 46.5 43.3 59.4
Old : 32.1 47.9 43.6 61.0 32.0 46.5 43.3 59.4
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, October 13, 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 : 90,304: 34,275 33,675 618 39,908 43,025 74,800 77,318: 15,504 12,986
Old : 90,304: 34,275 33,675 618 39,908 43,025 74,800 77,318: 15,504 12,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 4,222: 866 -1,042 -385 2,853 3,913 3,334 2,486: 889 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 37.3 0.7 44.2 47.6 82.8 85.6: 17.2 14.4
Old : 100.0: 38.0 37.3 0.7 44.2 47.6 82.8 85.6: 17.2 14.4
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 : 93: 34 13 10 31 25 66 47:
Old : 93: 34 13 10 31 25 66 47:
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 : 32.1 47.9 43.6 61.0 32.0 46.5 43.3 59.4
Old : 32.1 47.9 43.6 61.0 32.0 46.5 43.3 59.4
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, October 13, 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 : 34,918: 3,124 431 0 29,780 33,717 32,904 34,148: 2,014 770
Old : 34,918: 3,124 431 0 29,780 33,717 32,904 34,148: 2,014 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -969: -1,407 -1,505 0 498 804 -909 -701: -60 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.2 0.0 85.3 96.6 94.2 97.8: 5.8 2.2
Old : 100.0: 8.9 1.2 0.0 85.3 96.6 94.2 97.8: 5.8 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 : 28: 3 1 0 17 11 20 12:
Old : 28: 3 1 0 17 11 20 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 : 49.0 66.5 73.4 93.8 40.4 59.9 62.4 81.2
Old : 49.0 66.5 73.4 93.8 40.4 59.9 62.4 81.2
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, October 13, 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 : 20,570: 15,875 19,266 24 4,438 1,248 20,337 20,538: 233 32
Old : 20,570: 15,875 19,266 24 4,438 1,248 20,337 20,538: 233 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: -16: 84 153 -140 22 -28 -34 -15: 18 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 93.7 0.1 21.6 6.1 98.9 99.8: 1.1 0.2
Old : 100.0: 77.2 93.7 0.1 21.6 6.1 98.9 99.8: 1.1 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 : 34: 19 11 2 3 2 23 14:
Old : 34: 19 11 2 3 2 23 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 : 68.3 74.2 90.4 91.7 68.3 74.2 88.8 91.7
Old : 68.3 74.2 90.4 91.7 68.3 74.2 88.8 91.7
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, October 13, 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 : 131,876: 14,159 7,327 66,494 51,206 57,885 131,859 131,706: 17 170
Old : 131,876: 14,159 7,327 66,494 51,206 57,885 131,859 131,706: 17 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2020 :
: 633: 854 -2,524 2,684 -2,905 464 633 624: 0 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.6 50.4 38.8 43.9 100.0 99.9: 0.0 0.1
Old : 100.0: 10.7 5.6 50.4 38.8 43.9 100.0 99.9: 0.0 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 : 23: 7 4 1 3 10 11 14:
Old : 23: 7 4 1 3 10 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 : 92.6 95.8 99.2 98.6 44.7 45.4 49.5 48.2
Old : 92.6 95.8 99.2 98.6 44.7 45.4 49.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2020