WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 577,112: 137,064 95,393 201,575 200,830 227,255 539,468 524,222: 37,644 52,890
Old : 416,482: 111,918 80,040 136,438 139,397 166,569 387,753 383,046: 28,729 33,436
Other: 160,630: 43,587 33,796 46,695 61,433 60,686 151,716 141,176: 8,914 19,454
: : :
: : Changes in Commitments from: November 3, 2020 :
: -16,110: -5,569 7,214 -1,710 -9,531 -19,821 -16,809 -14,317: 699 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 16.5 34.9 34.8 39.4 93.5 90.8: 6.5 9.2
Old : 100.0: 26.9 19.2 32.8 33.5 40.0 93.1 92.0: 6.9 8.0
Other: 100.0: 27.1 21.0 29.1 38.2 37.8 94.5 87.9: 5.5 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 130 111 133 109 139 320 313:
Old : 392: 117 119 118 103 134 293 301:
Other: 226: 63 45 44 60 93 145 164:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 11.7 22.0 18.7 10.0 5.7 15.8 9.8
Old : 11.9 9.4 20.6 16.5 10.2 5.6 17.4 10.7
Other: 22.6 24.1 34.5 35.2 14.4 13.8 22.6 20.9
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 22,946: 13,018 420 458 8,915 21,446 22,391 22,324: 555 622
Old : 20,049: 11,291 460 393 8,047 18,675 19,731 19,528: 318 521
Other: 2,897: 1,767 0 25 868 2,771 2,660 2,796: 237 101
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,163: -1,092 -390 -594 474 -197 -1,212 -1,181: 49 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 1.8 2.0 38.9 93.5 97.6 97.3: 2.4 2.7
Old : 100.0: 56.3 2.3 2.0 40.1 93.1 98.4 97.4: 1.6 2.6
Other: 100.0: 61.0 0.0 0.9 30.0 95.7 91.8 96.5: 8.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 1 1 11 22 17 24:
Old : 30: 5 2 1 10 20 16 22:
Other: 13: 3 0 1 3 8 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 76.5 38.6 88.8 61.6 76.5 38.6 80.9 56.9
Old : 78.5 41.8 90.0 65.8 78.5 41.8 83.3 61.9
Other: 83.9 57.7 91.8 95.7 74.6 50.4 77.1 81.8
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 266,829: 77,165 31,810 65,694 101,846 148,048 244,705 245,553: 22,124 21,276
Old : 215,073: 77,716 33,718 41,400 77,584 125,490 196,700 200,608: 18,373 14,465
Other: 51,756: 12,933 11,576 10,811 24,262 22,558 48,005 44,945: 3,751 6,811
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,682: -429 -1,896 -7,494 -3,695 -401 -11,618 -9,792: 936 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.9 24.6 38.2 55.5 91.7 92.0: 8.3 8.0
Old : 100.0: 36.1 15.7 19.2 36.1 58.3 91.5 93.3: 8.5 6.7
Other: 100.0: 25.0 22.4 20.9 46.9 43.6 92.8 86.8: 7.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 77 53 70 83 105 202 196:
Old : 260: 80 51 59 78 100 188 186:
Other: 156: 29 33 24 42 71 92 110:
:----------------------------------------------------------------------------------------------------
: 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 19.4 23.4 28.3 12.1 17.6 20.0 24.7
Old : 15.3 21.7 25.0 31.5 13.8 20.9 22.4 28.0
Other: 18.6 23.1 31.6 40.0 18.1 19.0 29.2 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 2,325,019: 516,274 100,286 603,790 998,813 1,376,354 2,118,878 2,080,430: 206,142 244,589
Old : 2,044,772: 475,945 134,440 501,564 891,874 1,197,447 1,869,384 1,833,451: 175,388 211,321
Other: 280,247: 93,244 18,761 49,311 106,939 178,907 249,494 246,979: 30,753 33,268
: : :
: : Changes in Commitments from: November 3, 2020 :
: 136,078: 15,411 19,124 29,643 72,095 86,413 117,149 135,180: 18,929 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.3 26.0 43.0 59.2 91.1 89.5: 8.9 10.5
Old : 100.0: 23.3 6.6 24.5 43.6 58.6 91.4 89.7: 8.6 10.3
Other: 100.0: 33.3 6.7 17.6 38.2 63.8 89.0 88.1: 11.0 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 913: 233 142 204 397 455 733 715:
Old : 905: 225 154 198 379 449 708 707:
Other: 511: 78 64 52 132 310 230 407:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.7 10.1 17.6 17.3 8.1 6.9 12.7 11.8
Old : 11.1 9.8 18.2 17.3 8.8 7.8 13.9 12.7
Other: 23.0 20.7 35.0 31.0 21.7 19.4 31.8 27.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 6,282: 2,191 39 288 1,917 5,105 4,396 5,432: 1,886 850
Old : 6,220: 2,192 14 287 1,874 5,100 4,353 5,401: 1,867 819
Other: 62: 0 26 0 43 5 43 31: 19 31
: : :
: : Changes in Commitments from: November 3, 2020 :
: 220: 10 -4 71 174 230 255 297: -35 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 0.6 4.6 30.5 81.3 70.0 86.5: 30.0 13.5
Old : 100.0: 35.2 0.2 4.6 30.1 82.0 70.0 86.8: 30.0 13.2
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 : 27: 12 2 2 11 11 25 13:
Old : 27: 13 1 2 11 11 25 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 : 26.6 64.0 44.9 80.7 23.7 52.0 36.0 62.5
Old : 26.9 64.6 45.4 81.1 24.0 52.5 36.2 63.2
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 10, 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 : 1,212,671: 297,555 38,498 337,635 497,801 757,497 1,132,990 1,133,629: 79,681 79,041
Old : 1,063,430: 253,490 50,142 288,165 453,771 658,419 995,425 996,726: 68,005 66,704
Other: 149,241: 60,726 5,017 32,809 44,030 99,078 137,565 136,904: 11,676 12,337
: : :
: : Changes in Commitments from: November 3, 2020 :
: 86,138: 18,245 -1,038 58,383 -1,281 25,271 75,348 82,616: 10,790 3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.2 27.8 41.0 62.5 93.4 93.5: 6.6 6.5
Old : 100.0: 23.8 4.7 27.1 42.7 61.9 93.6 93.7: 6.4 6.3
Other: 100.0: 40.7 3.4 22.0 29.5 66.4 92.2 91.7: 7.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 742: 236 138 211 248 316 566 596:
Old : 732: 227 146 194 239 313 546 578:
Other: 392: 83 47 56 90 219 193 310:
:----------------------------------------------------------------------------------------------------
: 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 : 11.0 15.6 18.9 26.0 7.5 14.2 11.8 21.4
Old : 11.0 15.8 19.4 26.3 8.4 14.3 13.5 21.2
Other: 23.8 25.0 36.4 39.0 21.3 24.2 30.2 34.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 553,732: 136,609 19,100 133,462 237,136 374,456 507,208 527,018: 46,524 26,714
Old : 506,650: 136,591 29,815 112,641 215,740 339,996 464,971 482,452: 41,679 24,199
Other: 47,082: 14,662 3,929 6,178 21,397 34,460 42,237 44,567: 4,845 2,515
: : :
: : Changes in Commitments from: November 3, 2020 :
: 18,570: 3,365 2,252 10,001 2,768 6,670 16,134 18,922: 2,436 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 24.1 42.8 67.6 91.6 95.2: 8.4 4.8
Old : 100.0: 27.0 5.9 22.2 42.6 67.1 91.8 95.2: 8.2 4.8
Other: 100.0: 31.1 8.3 13.1 45.4 73.2 89.7 94.7: 10.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 132 44 93 106 92 275 202:
Old : 311: 136 44 90 105 91 273 198:
Other: 84: 18 17 19 37 21 69 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 32.2 18.4 43.5 9.0 28.5 14.2 36.4
Old : 11.0 31.5 18.3 42.2 9.4 27.6 14.9 35.3
Other: 40.8 48.0 56.8 70.4 38.1 46.3 53.0 65.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,404,501: 131,882 358,644 122,395 989,656 762,546 1,243,933 1,243,585: 160,568 160,916
Old : 1,404,501: 131,882 358,644 122,395 989,656 762,546 1,243,933 1,243,585: 160,568 160,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -16,530: 5,417 -780 4,890 -19,207 -15,648 -8,900 -11,537: -7,630 -4,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 25.5 8.7 70.5 54.3 88.6 88.5: 11.4 11.5
Old : 100.0: 9.4 25.5 8.7 70.5 54.3 88.6 88.5: 11.4 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 : 198: 36 32 45 106 103 163 159:
Old : 198: 36 32 45 106 103 163 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 26.1 38.6 38.5 23.9 24.7 32.7 35.2
Old : 28.7 26.1 38.6 38.5 23.9 24.7 32.7 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,012,221: 75,896 321,706 4,142 793,514 554,947 873,552 880,795: 138,669 131,426
Old : 1,012,221: 75,896 321,706 4,142 793,514 554,947 873,552 880,795: 138,669 131,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 28,830: 3,173 7,649 287 19,653 3,609 23,113 11,545: 5,717 17,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 31.8 0.4 78.4 54.8 86.3 87.0: 13.7 13.0
Old : 100.0: 7.5 31.8 0.4 78.4 54.8 86.3 87.0: 13.7 13.0
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 : 132: 14 19 10 73 72 91 97:
Old : 132: 14 19 10 73 72 91 97:
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 : 23.1 30.6 36.4 45.7 18.5 29.1 28.7 40.1
Old : 23.1 30.6 36.4 45.7 18.5 29.1 28.7 40.1
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, November 10, 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 : 547,724: 126,105 18,759 119,545 243,767 379,571 489,418 517,875: 58,306 29,849
Old : 513,255: 126,002 22,601 108,585 224,377 353,362 458,963 484,547: 54,292 28,708
Other: 34,469: 6,892 2,947 4,172 19,390 26,209 30,454 33,328: 4,015 1,141
: : :
: : Changes in Commitments from: November 3, 2020 :
: 16,724: 360 -465 8,902 3,962 8,403 13,224 16,840: 3,500 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.4 21.8 44.5 69.3 89.4 94.6: 10.6 5.4
Old : 100.0: 24.5 4.4 21.2 43.7 68.8 89.4 94.4: 10.6 5.6
Other: 100.0: 20.0 8.5 12.1 56.3 76.0 88.4 96.7: 11.6 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 112 41 84 113 107 261 204:
Old : 298: 113 43 84 112 106 260 203:
Other: 92: 25 10 15 45 23 78 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 : 12.4 30.8 19.6 41.9 7.2 27.2 12.0 35.1
Old : 12.8 30.2 20.0 41.5 7.1 27.8 11.9 35.4
Other: 30.3 49.9 48.5 74.3 22.2 46.2 37.8 64.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 9,191: 3,251 753 183 4,415 7,627 7,849 8,564: 1,342 627
Old : 9,157: 3,251 753 183 4,415 7,600 7,849 8,537: 1,308 620
Other: 34: 0 0 0 0 27 0 27: 34 7
: : :
: : Changes in Commitments from: November 3, 2020 :
: -183: 29 -49 -90 -131 -164 -192 -304: 9 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.2 2.0 48.0 83.0 85.4 93.2: 14.6 6.8
Old : 100.0: 35.5 8.2 2.0 48.2 83.0 85.7 93.2: 14.3 6.8
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 : 42: 16 4 3 10 15 26 22:
Old : 42: 16 4 3 10 15 26 22:
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 : 48.6 58.7 63.5 79.2 48.6 57.5 63.5 78.0
Old : 48.8 58.6 63.7 79.2 48.8 57.4 63.7 78.0
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 10, 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 : 2,023,855: 374,879 717,941 54,399 1,439,106 1,143,031 1,868,385 1,915,371: 155,470 108,484
Old : 2,023,855: 374,879 717,941 54,399 1,439,106 1,143,031 1,868,385 1,915,371: 155,470 108,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 45,653: 16,830 46,009 17,513 17,873 -29,292 52,216 34,230: -6,564 11,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 35.5 2.7 71.1 56.5 92.3 94.6: 7.7 5.4
Old : 100.0: 18.5 35.5 2.7 71.1 56.5 92.3 94.6: 7.7 5.4
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 : 270: 57 35 27 145 112 215 161:
Old : 270: 57 35 27 145 112 215 161:
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 36.3 24.1 51.2 13.8 33.2 22.0 44.8
Old : 15.0 36.3 24.1 51.2 13.8 33.2 22.0 44.8
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 10, 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 : 4,214,947: 533,289 470,044 503,146 2,778,652 2,795,366 3,815,087 3,768,556: 399,860 446,391
Old : 4,214,947: 533,289 470,044 503,146 2,778,652 2,795,366 3,815,087 3,768,556: 399,860 446,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 263,944: 21,004 5,139 88,129 154,241 145,554 263,374 238,822: 569 25,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 11.2 11.9 65.9 66.3 90.5 89.4: 9.5 10.6
Old : 100.0: 12.7 11.2 11.9 65.9 66.3 90.5 89.4: 9.5 10.6
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 : 384: 78 62 77 201 192 313 297:
Old : 384: 78 62 77 201 192 313 297:
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 : 13.8 19.8 22.5 29.1 8.8 11.8 15.0 18.8
Old : 13.8 19.8 22.5 29.1 8.8 11.8 15.0 18.8
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 10, 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 : 946,568: 233,598 57,340 7,693 592,577 691,847 833,868 756,880: 112,700 189,688
Old : 946,568: 233,598 57,340 7,693 592,577 691,847 833,868 756,880: 112,700 189,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 23,568: 18,974 12,982 -7,702 14,296 16,972 25,568 22,252: -2,000 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.1 0.8 62.6 73.1 88.1 80.0: 11.9 20.0
Old : 100.0: 24.7 6.1 0.8 62.6 73.1 88.1 80.0: 11.9 20.0
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 : 119: 14 11 8 66 72 85 86:
Old : 119: 14 11 8 66 72 85 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 : 26.7 23.8 41.2 32.3 26.4 23.3 40.0 30.7
Old : 26.7 23.8 41.2 32.3 26.4 23.3 40.0 30.7
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 10, 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 : 3,327,532: 388,088 803,470 201,219 2,433,033 2,027,671 3,022,340 3,032,360: 305,193 295,172
Old : 3,327,532: 388,088 803,470 201,219 2,433,033 2,027,671 3,022,340 3,032,360: 305,193 295,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 65,344: 28,949 -4,579 54,461 -13,942 2,312 69,467 52,194: -4,123 13,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.1 6.0 73.1 60.9 90.8 91.1: 9.2 8.9
Old : 100.0: 11.7 24.1 6.0 73.1 60.9 90.8 91.1: 9.2 8.9
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 : 299: 53 47 49 146 151 218 228:
Old : 299: 53 47 49 146 151 218 228:
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 18.0 37.8 30.2 23.2 17.0 31.1 28.0
Old : 27.1 18.0 37.8 30.2 23.2 17.0 31.1 28.0
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 10, 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 : 1,103,327: 319,178 219,197 165,719 593,062 691,437 1,077,959 1,076,353: 25,368 26,974
Old : 1,103,327: 319,178 219,197 165,719 593,062 691,437 1,077,959 1,076,353: 25,368 26,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 39,128: 14,780 51,554 9,934 11,791 -20,824 36,505 40,664: 2,623 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 19.9 15.0 53.8 62.7 97.7 97.6: 2.3 2.4
Old : 100.0: 28.9 19.9 15.0 53.8 62.7 97.7 97.6: 2.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 23 12 25 54 58 85 87:
Old : 99: 23 12 25 54 58 85 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 : 33.5 40.9 47.8 55.9 27.3 38.0 35.2 47.6
Old : 33.5 40.9 47.8 55.9 27.3 38.0 35.2 47.6
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 10, 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 : 47,090: 16,667 17,101 345 22,108 23,917 39,120 41,363: 7,970 5,727
Old : 47,090: 16,667 17,101 345 22,108 23,917 39,120 41,363: 7,970 5,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,295: 2,339 1,032 -181 51 1,282 2,209 2,132: 87 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 36.3 0.7 46.9 50.8 83.1 87.8: 16.9 12.2
Old : 100.0: 35.4 36.3 0.7 46.9 50.8 83.1 87.8: 16.9 12.2
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 : 91: 29 13 10 37 23 71 41:
Old : 91: 29 13 10 37 23 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 45.9 46.5 61.4 33.1 43.9 44.3 55.4
Old : 33.1 45.9 46.5 61.4 33.1 43.9 44.3 55.4
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, November 10, 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 : 94,180: 33,333 34,201 690 44,217 47,835 78,240 82,726: 15,939 11,454
Old : 94,180: 33,333 34,201 690 44,217 47,835 78,240 82,726: 15,939 11,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 4,590: 4,677 2,063 -363 103 2,563 4,417 4,263: 173 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 36.3 0.7 46.9 50.8 83.1 87.8: 16.9 12.2
Old : 100.0: 35.4 36.3 0.7 46.9 50.8 83.1 87.8: 16.9 12.2
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 : 91: 29 13 10 37 23 71 41:
Old : 91: 29 13 10 37 23 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 45.9 46.5 61.4 33.1 43.9 44.3 55.4
Old : 33.1 45.9 46.5 61.4 33.1 43.9 44.3 55.4
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, November 10, 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 : 32,794: 2,973 730 0 27,854 31,558 30,827 32,288: 1,967 506
Old : 32,794: 2,973 730 0 27,854 31,558 30,827 32,288: 1,967 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -774: -413 299 0 -240 -442 -653 -143: -121 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.2 0.0 84.9 96.2 94.0 98.5: 6.0 1.5
Old : 100.0: 9.1 2.2 0.0 84.9 96.2 94.0 98.5: 6.0 1.5
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 : 28: 2 2 0 18 10 20 12:
Old : 28: 2 2 0 18 10 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 : 55.3 68.1 77.3 95.0 44.9 60.3 64.2 80.4
Old : 55.3 68.1 77.3 95.0 44.9 60.3 64.2 80.4
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, November 10, 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 : 20,983: 16,095 19,846 97 4,546 1,006 20,738 20,949: 245 34
Old : 20,983: 16,095 19,846 97 4,546 1,006 20,738 20,949: 245 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 46: -90 401 -51 221 -279 80 71: -34 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 94.6 0.5 21.7 4.8 98.8 99.8: 1.2 0.2
Old : 100.0: 76.7 94.6 0.5 21.7 4.8 98.8 99.8: 1.2 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 : 66.5 73.9 90.7 92.5 66.5 73.9 90.3 92.5
Old : 66.5 73.9 90.7 92.5 66.5 73.9 90.3 92.5
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 10, 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 : 145,120: 15,154 13,122 75,843 54,109 55,842 145,106 144,807: 14 313
Old : 145,120: 15,154 13,122 75,843 54,109 55,842 145,106 144,807: 14 313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,969: -203 1,591 1,006 2,165 224 2,968 2,821: 1 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.0 52.3 37.3 38.5 100.0 99.8: 0.0 0.2
Old : 100.0: 10.4 9.0 52.3 37.3 38.5 100.0 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 : 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 : 92.4 96.5 98.6 98.7 42.5 44.3 47.0 46.5
Old : 92.4 96.5 98.6 98.7 42.5 44.3 47.0 46.5
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 10, 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 : 2,690: 905 465 45 1,635 2,030 2,585 2,540: 105 150
Old : 2,690: 905 465 45 1,635 2,030 2,585 2,540: 105 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 390: 15 0 15 360 435 390 450: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 17.3 1.7 60.8 75.5 96.1 94.4: 3.9 5.6
Old : 100.0: 33.6 17.3 1.7 60.8 75.5 96.1 94.4: 3.9 5.6
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 : 22: 4 7 3 7 9 13 17:
Old : 22: 4 7 3 7 9 13 17:
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 : 81.0 52.0 92.4 74.3 80.5 49.8 84.4 66.0
Old : 81.0 52.0 92.4 74.3 80.5 49.8 84.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020