WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,729
COMMITMENTS
97,437 62,621 121,381 113,970 133,809 332,788 317,811 26,941 41,918
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -34,649)
-1,848 -22,163 -21,131 -12,753 9,235 -35,732 -34,059 1,083 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 17.4 33.7 31.7 37.2 92.5 88.3 7.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
97 75 108 77 108 239 244
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,100
COMMITMENTS
9,001 360 890 13,580 22,635 23,471 23,885 629 215
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 3,705)
2,833 260 40 685 3,615 3,558 3,915 147 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 1.5 3.7 56.3 93.9 97.4 99.1 2.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 15 21 21 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 223,516
COMMITMENTS
47,440 52,611 46,093 109,281 104,268 202,814 202,972 20,702 20,544
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -33,307)
-6,789 -13,508 -18,136 -6,655 -241 -31,580 -31,885 -1,727 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 23.5 20.6 48.9 46.6 90.7 90.8 9.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
63 52 68 78 81 182 168
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,382,708
COMMITMENTS
266,809 300,335 247,746 674,712 667,278 1189267 1215359 193,441 167,349
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -57,548)
-20,120 -4,904 -37,320 9,568 -11,000 -47,872 -53,224 -9,676 -4,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 21.7 17.9 48.8 48.3 86.0 87.9 14.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691)
125 126 146 313 307 528 509
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,458
COMMITMENTS
146,201 85,854 151,626 411,597 475,099 709,424 712,579 60,034 56,879
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -21,202)
-3,964 -30,695 -10,819 -7,012 23,909 -21,795 -17,605 593 -3,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 11.2 19.7 53.5 61.7 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521)
152 96 168 184 189 419 397
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 451,091
COMMITMENTS
65,687 53,095 89,558 264,676 281,003 419,921 423,656 31,170 27,435
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -10,371)
-1,989 -1,111 -11,047 4,481 2,545 -8,555 -9,613 -1,816 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 11.8 19.9 58.7 62.3 93.1 93.9 6.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
69 67 101 110 84 247 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,082,745
COMMITMENTS
85,610 154,492 8,577 846,253 795,916 940,440 958,985 142,305 123,760
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -91,734)
-23,126 -32,317 -5,983 -45,595 -54,679 -74,704 -92,979 -17,030 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 14.3 0.8 78.2 73.5 86.9 88.6 13.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
21 32 18 89 95 120 135
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,040
COMMITMENTS
78,091 334,753 2,002 857,191 635,456 937,284 972,211 134,756 99,829
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -48,082)
5,261 -28,005 -2,081 -39,934 -24,580 -36,754 -54,666 -11,328 6,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 31.2 0.2 80.0 59.3 87.4 90.7 12.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
12 15 7 79 77 94 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 405,697
COMMITMENTS
85,448 26,562 50,565 228,445 304,743 364,458 381,870 41,239 23,827
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -18,740)
2,178 -16,987 -16,111 -6,247 17,419 -20,180 -15,679 1,440 -3,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 6.5 12.5 56.3 75.1 89.8 94.1 10.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
92 38 80 110 90 243 178
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,164
COMMITMENTS
3,399 895 786 5,448 8,367 9,633 10,048 1,531 1,116
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 166)
-180 -1,268 74 321 1,493 215 299 -49 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 8.0 7.0 48.8 74.9 86.3 90.0 13.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 3 7 13 16 39 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,083,123
COMMITMENTS
726,652 823,226 34,657 2133347 2127296 2894656 2985179 188,467 97,944
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -139,875)
-27,592 19,003 -5,382 -105,760 -148,235 -138,734 -134,614 -1,141 -5,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 26.7 1.1 69.2 69.0 93.9 96.8 6.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
74 42 21 171 148 257 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,414,531
COMMITMENTS
483,608 695,637 63,803 2486156 2336583 3033567 3096023 380,964 318,508
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -244,502)
-43,637 -82,721 -13,756 -156,361 -139,197 -213,754 -235,674 -30,748 -8,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 20.4 1.9 72.8 68.4 88.8 90.7 11.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
58 72 39 174 173 256 260
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 813,774
COMMITMENTS
42,341 107,894 5,542 666,773 532,404 714,656 645,840 99,118 167,934
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -48,372)
-10,881 -46,880 -1,702 -24,340 5,076 -36,923 -43,506 -11,449 -4,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 13.3 0.7 81.9 65.4 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
9 13 9 60 68 74 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,015,517
COMMITMENTS
537,073 644,137 45,636 3143867 2944039 3726576 3633812 288,941 381,705
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -340,294)
-77,871 -11,947 -13,292 -219,023 -306,337 -310,186 -331,576 -30,108 -8,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 16.0 1.1 78.3 73.3 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
50 40 25 140 160 201 214
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,686,925
COMMITMENTS
357,114 96,276 307,157 982,405 1235378 1646676 1638811 40,249 48,114
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -117,801)
-58,349 -7,082 -29,397 -25,223 -84,668 -112,969 -121,147 -4,832 3,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 5.7 18.2 58.2 73.2 97.6 97.1 2.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
26 21 31 63 66 101 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 25,081
COMMITMENTS
4,390 3,059 410 14,062 16,800 18,862 20,269 6,219 4,812
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -16,260)
-3,076 152 -244 -12,207 -14,529 -15,526 -14,621 -734 -1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 12.2 1.6 56.1 67.0 75.2 80.8 24.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 12 7 29 27 51 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,161
COMMITMENTS
8,780 6,117 820 28,123 33,600 37,723 40,537 12,438 9,624
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -32,520)
-6,151 304 -488 -24,413 -29,057 -31,052 -29,241 -1,468 -3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 12.2 1.6 56.1 67.0 75.2 80.8 24.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 12 7 29 27 51 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,713
COMMITMENTS
3,671 5,097 0 33,986 33,955 37,657 39,052 2,056 661
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,061)
845 1,727 -434 -7,629 -6,507 -7,218 -5,214 157 -1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 12.8 0.0 85.6 85.5 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 0 12 9 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,656
COMMITMENTS
10,050 14,800 125 6,309 1,716 16,484 16,641 172 15
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,928)
-2,908 -1,846 0 1,204 532 -1,704 -1,314 -1,224 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 88.9 0.8 37.9 10.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 12 2 4 3 20 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 60,215
COMMITMENTS
6,974 12,617 34,591 18,617 12,290 60,182 59,498 33 717
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -6,346)
279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163 -7 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 21.0 57.4 30.9 20.4 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 1 5 10 10 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 43,850
COMMITMENTS
17,221 17,203 26,629 0 0 43,850 43,832 0 18
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -738)
1,805 1,804 -2,543 0 0 -738 -739 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 39.2 60.7 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 10 5 0 0 12 13
Updated March 27, 2020