WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 593,222: 142,632 88,179 203,285 210,361 247,076 556,277 538,540: 36,945 54,683
Old : 442,754: 121,999 78,861 138,941 153,173 189,658 414,113 407,460: 28,641 35,294
Other: 150,468: 42,314 30,999 42,663 57,188 57,418 142,165 131,079: 8,304 19,389
: : :
: : Changes in Commitments from: October 27, 2020 :
: 10,341: -6,854 -3,009 4,446 13,779 8,546 11,371 9,983: -1,031 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.9 34.3 35.5 41.6 93.8 90.8: 6.2 9.2
Old : 100.0: 27.6 17.8 31.4 34.6 42.8 93.5 92.0: 6.5 8.0
Other: 100.0: 28.1 20.6 28.4 38.0 38.2 94.5 87.1: 5.5 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 135 111 129 110 140 322 313:
Old : 403: 122 121 118 101 133 298 302:
Other: 210: 56 41 42 61 88 137 154:
:----------------------------------------------------------------------------------------------------
: 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 21.0 19.3 9.1 6.0 15.1 10.3
Old : 11.4 10.3 20.1 18.2 9.5 6.2 16.4 11.0
Other: 21.9 24.8 33.8 35.2 13.3 14.2 21.9 20.7
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 24,109: 14,110 810 1,052 8,441 21,643 23,603 23,505: 506 604
Old : 21,721: 12,879 810 876 7,673 19,472 21,428 21,158: 293 563
Other: 2,388: 1,407 176 0 768 2,171 2,175 2,347: 213 41
: : :
: : Changes in Commitments from: October 27, 2020 :
: 1,037: 592 257 -86 548 1,025 1,054 1,196: -17 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 3.4 4.4 35.0 89.8 97.9 97.5: 2.1 2.5
Old : 100.0: 59.3 3.7 4.0 35.3 89.6 98.6 97.4: 1.4 2.6
Other: 100.0: 58.9 7.4 0.0 32.2 90.9 91.1 98.3: 8.9 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 3 2 11 23 18 28:
Old : 33: 7 3 2 10 22 17 27:
Other: 12: 2 1 0 3 7 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 74.8 39.2 87.4 59.3 74.3 39.2 79.1 55.5
Old : 76.4 41.8 88.5 62.3 75.8 41.8 80.7 59.9
Other: 85.7 70.0 91.1 98.3 74.3 57.0 74.3 81.5
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 277,511: 77,594 33,706 73,189 105,541 148,449 256,323 255,344: 21,188 22,167
Old : 228,074: 80,147 37,100 47,075 83,000 128,552 210,223 212,727: 17,851 15,347
Other: 49,437: 12,876 12,036 10,683 22,541 19,897 46,100 42,617: 3,337 6,820
: : :
: : Changes in Commitments from: October 27, 2020 :
: 3,275: 1,583 -3,436 3,308 -2,424 2,813 2,468 2,686: 807 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 12.1 26.4 38.0 53.5 92.4 92.0: 7.6 8.0
Old : 100.0: 35.1 16.3 20.6 36.4 56.4 92.2 93.3: 7.8 6.7
Other: 100.0: 26.0 24.3 21.6 45.6 40.2 93.3 86.2: 6.7 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 80 50 68 86 99 203 187:
Old : 257: 84 48 61 81 95 193 180:
Other: 147: 24 30 24 43 66 88 104:
:----------------------------------------------------------------------------------------------------
: 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 19.2 23.3 27.6 11.5 16.9 19.5 23.8
Old : 15.5 21.7 25.3 31.0 13.5 21.0 22.1 27.7
Other: 18.9 24.9 32.3 40.8 18.9 20.2 32.0 30.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 2,188,941: 500,863 81,162 574,147 926,718 1,289,941 2,001,728 1,945,249: 187,213 243,692
Old : 1,925,631: 461,726 117,371 475,410 829,065 1,121,007 1,766,201 1,713,789: 159,430 211,843
Other: 263,310: 96,094 20,748 41,779 97,654 168,933 235,527 231,461: 27,783 31,849
: : :
: : Changes in Commitments from: October 27, 2020 :
: 31,454: -9,836 -5,564 12,204 34,703 28,371 37,070 35,011: -5,616 -3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.7 26.2 42.3 58.9 91.4 88.9: 8.6 11.1
Old : 100.0: 24.0 6.1 24.7 43.1 58.2 91.7 89.0: 8.3 11.0
Other: 100.0: 36.5 7.9 15.9 37.1 64.2 89.4 87.9: 10.6 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 895: 232 138 202 381 444 711 704:
Old : 890: 221 156 195 364 438 689 696:
Other: 484: 76 56 46 125 292 221 378:
:----------------------------------------------------------------------------------------------------
: 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 : 10.3 9.4 17.1 16.5 8.2 7.1 12.8 12.1
Old : 11.1 9.0 18.0 15.9 8.9 7.4 14.1 12.9
Other: 22.2 21.5 35.2 31.6 20.9 20.4 31.3 29.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 6,061: 2,181 43 217 1,743 4,875 4,140 5,135: 1,921 927
Old : 5,999: 2,181 17 217 1,700 4,870 4,097 5,104: 1,902 896
Other: 62: 0 26 0 43 5 43 31: 19 31
: : :
: : Changes in Commitments from: October 27, 2020 :
: -34: -256 -34 -52 400 66 91 -20: -125 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 0.7 3.6 28.8 80.4 68.3 84.7: 31.7 15.3
Old : 100.0: 36.3 0.3 3.6 28.3 81.2 68.3 85.1: 31.7 14.9
Other: 100.0: 0.0 41.9 0.0 69.4 8.1 69.4 50.0: 30.6 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 1 2 10 11 23 13:
Old : 26: 12 1 2 10 11 23 13:
Other: 3: 0 1 0 2 1 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 : 27.5 65.4 46.0 80.3 24.8 53.4 38.0 63.8
Old : 27.8 66.1 46.5 80.7 25.0 54.0 38.1 64.4
Other: 69.4 50.0 69.4 50.0 67.7 48.4 67.7 48.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,126,533: 279,310 39,536 279,252 499,081 732,225 1,057,643 1,051,013: 68,891 75,520
Old : 993,942: 241,597 50,739 236,875 457,797 641,719 936,268 929,333: 57,674 64,609
Other: 132,591: 51,909 2,993 28,181 41,285 90,506 121,375 121,680: 11,217 10,911
: : :
: : Changes in Commitments from: October 27, 2020 :
: -41,384: -23,637 -2,728 -16,529 2,050 -15,809 -38,116 -35,065: -3,268 -6,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 3.5 24.8 44.3 65.0 93.9 93.3: 6.1 6.7
Old : 100.0: 24.3 5.1 23.8 46.1 64.6 94.2 93.5: 5.8 6.5
Other: 100.0: 39.1 2.3 21.3 31.1 68.3 91.5 91.8: 8.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 719: 229 135 198 249 302 559 566:
Old : 708: 214 145 186 239 301 536 555:
Other: 370: 74 47 50 90 205 184 289:
:----------------------------------------------------------------------------------------------------
: 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 : 11.1 16.1 18.7 26.6 8.6 14.6 13.1 22.0
Old : 10.9 16.3 19.2 26.5 9.7 13.7 14.8 21.5
Other: 23.5 27.3 36.8 41.5 20.8 26.9 31.5 38.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 535,163: 133,244 16,848 123,462 234,368 367,786 491,074 508,096: 44,089 27,067
Old : 492,677: 133,794 26,931 103,770 216,402 337,498 453,966 468,199: 38,712 24,478
Other: 42,485: 13,069 3,536 6,073 17,966 30,288 37,108 39,897: 5,377 2,589
: : :
: : Changes in Commitments from: October 27, 2020 :
: 2,484: -682 -995 1,962 1,491 -542 2,771 425: -287 2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.1 23.1 43.8 68.7 91.8 94.9: 8.2 5.1
Old : 100.0: 27.2 5.5 21.1 43.9 68.5 92.1 95.0: 7.9 5.0
Other: 100.0: 30.8 8.3 14.3 42.3 71.3 87.3 93.9: 12.7 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 125 38 80 103 93 258 188:
Old : 294: 126 38 77 102 92 256 184:
Other: 82: 17 17 18 37 21 67 43:
:----------------------------------------------------------------------------------------------------
: 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 32.1 18.8 43.7 8.9 29.3 14.2 36.9
Old : 12.0 31.7 19.1 42.7 9.5 28.8 14.9 36.4
Other: 40.1 45.2 56.2 69.2 37.2 43.4 51.5 63.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,421,031: 126,465 359,424 117,505 1,008,863 778,194 1,252,833 1,255,122: 168,198 165,908
Old : 1,421,031: 126,465 359,424 117,505 1,008,863 778,194 1,252,833 1,255,122: 168,198 165,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 43,523: 9,425 1,381 23,591 16,987 10,767 50,003 35,740: -6,480 7,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 25.3 8.3 71.0 54.8 88.2 88.3: 11.8 11.7
Old : 100.0: 8.9 25.3 8.3 71.0 54.8 88.2 88.3: 11.8 11.7
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 : 199: 34 30 44 109 105 166 156:
Old : 199: 34 30 44 109 105 166 156:
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 : 27.9 26.7 37.6 38.8 22.3 25.3 30.8 35.6
Old : 27.9 26.7 37.6 38.8 22.3 25.3 30.8 35.6
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, November 03, 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 : 983,391: 72,723 314,057 3,855 773,861 551,338 850,439 869,250: 132,952 114,141
Old : 983,391: 72,723 314,057 3,855 773,861 551,338 850,439 869,250: 132,952 114,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -18,057: 5,604 -726 -686 -16,412 -15,311 -11,494 -16,722: -6,563 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 31.9 0.4 78.7 56.1 86.5 88.4: 13.5 11.6
Old : 100.0: 7.4 31.9 0.4 78.7 56.1 86.5 88.4: 13.5 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 : 137: 15 17 14 76 81 97 106:
Old : 137: 15 17 14 76 81 97 106:
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 : 23.4 30.9 36.7 46.1 18.7 29.5 28.3 41.7
Old : 23.4 30.9 36.7 46.1 18.7 29.5 28.3 41.7
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, November 03, 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 : 531,000: 125,745 19,224 110,643 239,806 371,167 476,193 501,035: 54,806 29,965
Old : 499,058: 125,789 22,081 101,384 221,148 346,930 448,321 470,395: 50,737 28,663
Other: 31,942: 5,468 2,656 3,746 18,658 24,237 27,872 30,639: 4,069 1,302
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,716: -3,836 138 73 2,291 -3,824 -1,473 -3,613: -243 1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.6 20.8 45.2 69.9 89.7 94.4: 10.3 5.6
Old : 100.0: 25.2 4.4 20.3 44.3 69.5 89.8 94.3: 10.2 5.7
Other: 100.0: 17.1 8.3 11.7 58.4 75.9 87.3 95.9: 12.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 112 44 77 115 108 262 200:
Old : 299: 116 42 77 114 106 261 198:
Other: 86: 20 11 12 43 24 69 41:
:----------------------------------------------------------------------------------------------------
: 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 30.7 20.9 42.2 8.5 28.2 13.4 36.2
Old : 14.8 30.2 21.3 41.8 8.6 28.9 13.6 36.9
Other: 33.3 47.0 50.0 72.1 23.5 43.1 36.4 61.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 9,374: 3,222 802 273 4,546 7,792 8,041 8,867: 1,333 507
Old : 9,340: 3,222 802 273 4,546 7,765 8,041 8,840: 1,299 500
Other: 34: 0 0 0 0 27 0 27: 34 7
: : :
: : Changes in Commitments from: October 27, 2020 :
: -430: -316 44 138 -154 -528 -332 -346: -98 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.6 2.9 48.5 83.1 85.8 94.6: 14.2 5.4
Old : 100.0: 34.5 8.6 2.9 48.7 83.1 86.1 94.6: 13.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 79.4 0.0 79.4: 100.0 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 6 3 10 17 26 24:
Old : 43: 14 6 3 10 17 26 24:
Other: 3: 0 0 0 0 3 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 56.9 61.7 77.9 46.5 55.0 59.8 74.4
Old : 46.7 56.8 61.9 77.9 46.7 55.0 60.0 74.4
Other: 0.0 79.4 0.0 79.4 0.0 79.4 0.0 79.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 1,978,202: 358,049 671,932 36,886 1,421,234 1,172,324 1,816,168 1,881,141: 162,034 97,061
Old : 1,978,202: 358,049 671,932 36,886 1,421,234 1,172,324 1,816,168 1,881,141: 162,034 97,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -24,526: -56,444 18,338 4,172 29,482 -46,096 -22,789 -23,585: -1,736 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.0 1.9 71.8 59.3 91.8 95.1: 8.2 4.9
Old : 100.0: 18.1 34.0 1.9 71.8 59.3 91.8 95.1: 8.2 4.9
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 : 283: 63 34 28 146 117 219 169:
Old : 283: 63 34 28 146 117 219 169:
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 : 15.7 34.6 25.8 49.8 14.5 31.8 22.9 44.0
Old : 15.7 34.6 25.8 49.8 14.5 31.8 22.9 44.0
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, November 03, 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 : 3,951,004: 512,285 464,905 415,017 2,624,411 2,649,812 3,551,713 3,529,734: 399,291 421,269
Old : 3,951,004: 512,285 464,905 415,017 2,624,411 2,649,812 3,551,713 3,529,734: 399,291 421,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 219,883: -26,618 -8,217 109,800 123,796 116,242 206,978 217,825: 12,905 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.8 10.5 66.4 67.1 89.9 89.3: 10.1 10.7
Old : 100.0: 13.0 11.8 10.5 66.4 67.1 89.9 89.3: 10.1 10.7
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 : 395: 79 65 79 207 195 323 302:
Old : 395: 79 65 79 207 195 323 302:
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 : 13.1 20.2 20.2 28.2 9.0 12.3 14.7 19.4
Old : 13.1 20.2 20.2 28.2 9.0 12.3 14.7 19.4
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, November 03, 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 : 923,000: 214,624 44,358 15,395 578,281 674,875 808,300 734,628: 114,700 188,372
Old : 923,000: 214,624 44,358 15,395 578,281 674,875 808,300 734,628: 114,700 188,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -24,513: -560 2,663 -819 -8,324 -27,485 -9,703 -25,641: -14,810 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.8 1.7 62.7 73.1 87.6 79.6: 12.4 20.4
Old : 100.0: 23.3 4.8 1.7 62.7 73.1 87.6 79.6: 12.4 20.4
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 : 122: 16 9 10 70 70 90 85:
Old : 122: 16 9 10 70 70 90 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 25.7 41.3 33.7 26.8 24.8 40.5 31.9
Old : 27.1 25.7 41.3 33.7 26.8 24.8 40.5 31.9
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, November 03, 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 : 3,262,188: 359,140 808,050 146,758 2,446,975 2,025,359 2,952,872 2,980,166: 309,316 282,022
Old : 3,262,188: 359,140 808,050 146,758 2,446,975 2,025,359 2,952,872 2,980,166: 309,316 282,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 63,613: -51,078 44,412 22,508 108,564 2,721 79,994 69,641: -16,380 -6,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 24.8 4.5 75.0 62.1 90.5 91.4: 9.5 8.6
Old : 100.0: 11.0 24.8 4.5 75.0 62.1 90.5 91.4: 9.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 49 44 44 146 152 212 223:
Old : 292: 49 44 44 146 152 212 223:
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 19.6 38.0 32.6 23.3 19.0 30.9 30.4
Old : 27.7 19.6 38.0 32.6 23.3 19.0 30.9 30.4
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, November 03, 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 : 1,064,199: 304,398 167,643 155,785 581,271 712,261 1,041,454 1,035,689: 22,745 28,510
Old : 1,064,199: 304,398 167,643 155,785 581,271 712,261 1,041,454 1,035,689: 22,745 28,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -273,218: -162,658 -74,886 -29,972 -78,016 -167,729 -270,646 -272,587: -2,572 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 15.8 14.6 54.6 66.9 97.9 97.3: 2.1 2.7
Old : 100.0: 28.6 15.8 14.6 54.6 66.9 97.9 97.3: 2.1 2.7
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 : 99: 21 14 24 56 57 86 86:
Old : 99: 21 14 24 56 57 86 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 38.9 48.4 55.8 27.6 35.0 35.8 44.6
Old : 33.4 38.9 48.4 55.8 27.6 35.0 35.8 44.6
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, November 03, 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 : 44,795: 14,328 16,069 527 22,057 22,636 36,912 39,231: 7,883 5,563
Old : 44,795: 14,328 16,069 527 22,057 22,636 36,912 39,231: 7,883 5,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -3,990: -4,489 -1,429 -56 1,951 -2,409 -2,593 -3,893: -1,397 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 35.9 1.2 49.2 50.5 82.4 87.6: 17.6 12.4
Old : 100.0: 32.0 35.9 1.2 49.2 50.5 82.4 87.6: 17.6 12.4
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 : 86: 27 13 8 32 25 63 42:
Old : 86: 27 13 8 32 25 63 42:
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 : 32.3 48.3 45.5 63.5 32.2 45.3 43.8 59.2
Old : 32.3 48.3 45.5 63.5 32.2 45.3 43.8 59.2
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, November 03, 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 : 89,590: 28,656 32,138 1,053 44,114 45,272 73,823 78,463: 15,766 11,127
Old : 89,590: 28,656 32,138 1,053 44,114 45,272 73,823 78,463: 15,766 11,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -7,981: -8,978 -2,857 -112 3,903 -4,818 -5,187 -7,787: -2,794 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 35.9 1.2 49.2 50.5 82.4 87.6: 17.6 12.4
Old : 100.0: 32.0 35.9 1.2 49.2 50.5 82.4 87.6: 17.6 12.4
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 : 86: 27 13 8 32 25 63 42:
Old : 86: 27 13 8 32 25 63 42:
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 : 32.3 48.3 45.5 63.5 32.2 45.3 43.8 59.2
Old : 32.3 48.3 45.5 63.5 32.2 45.3 43.8 59.2
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, November 03, 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 : 33,568: 3,386 431 0 28,094 32,000 31,480 32,431: 2,088 1,137
Old : 33,568: 3,386 431 0 28,094 32,000 31,480 32,431: 2,088 1,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: -1,172: -474 0 0 -432 -1,880 -906 -1,880: -266 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.3 0.0 83.7 95.3 93.8 96.6: 6.2 3.4
Old : 100.0: 10.1 1.3 0.0 83.7 95.3 93.8 96.6: 6.2 3.4
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 : 26: 2 1 0 17 10 19 11:
Old : 26: 2 1 0 17 10 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 66.6 77.9 94.1 46.0 59.3 65.7 80.0
Old : 56.4 66.6 77.9 94.1 46.0 59.3 65.7 80.0
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, November 03, 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 : 20,937: 16,185 19,445 148 4,325 1,285 20,658 20,878: 279 59
Old : 20,937: 16,185 19,445 148 4,325 1,285 20,658 20,878: 279 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 387: 212 220 125 -15 37 322 382: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 92.9 0.7 20.7 6.1 98.7 99.7: 1.3 0.3
Old : 100.0: 77.3 92.9 0.7 20.7 6.1 98.7 99.7: 1.3 0.3
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 : 32: 18 10 2 3 2 22 13:
Old : 32: 18 10 2 3 2 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 71.8 89.8 89.8 66.9 71.2 88.1 89.2
Old : 66.9 71.8 89.8 89.8 66.9 71.2 88.1 89.2
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, November 03, 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 : 142,151: 15,357 11,531 74,837 51,944 55,618 142,138 141,986: 13 165
Old : 142,151: 15,357 11,531 74,837 51,944 55,618 142,138 141,986: 13 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: 3,349: 1,078 3,174 938 1,330 -767 3,346 3,345: 3 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.1 52.6 36.5 39.1 100.0 99.9: 0.0 0.1
Old : 100.0: 10.8 8.1 52.6 36.5 39.1 100.0 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 : 24: 7 4 1 3 11 11 15:
Old : 24: 7 4 1 3 11 11 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 96.3 99.0 98.8 42.5 43.7 47.1 46.1
Old : 92.7 96.3 99.0 98.8 42.5 43.7 47.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UREA (GRANULAR) FOB US GULF - CHICAGO BOARD OF TRADE Code-251607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 METRIC TONS) :
: : :
All : 2,300: 890 465 30 1,275 1,595 2,195 2,090: 105 210
Old : 2,300: 890 465 30 1,275 1,595 2,195 2,090: 105 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 20.2 1.3 55.4 69.3 95.4 90.9: 4.6 9.1
Old : 100.0: 38.7 20.2 1.3 55.4 69.3 95.4 90.9: 4.6 9.1
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 : 20: 4 6 2 5 8 11 14:
Old : 20: 4 6 2 5 8 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 : 82.0 51.1 93.9 75.9 81.5 50.9 86.1 67.8
Old : 82.0 51.1 93.9 75.9 81.5 50.9 86.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 06, 2020