WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,800
COMMITMENTS
111,663 77,950 95,060 134,059 153,794 340,782 326,804 29,018 42,996
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -10,608)
3,711 3,775 -17,318 4,291 4,273 -9,316 -9,270 -1,292 -1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 21.1 25.7 36.3 41.6 92.2 88.4 7.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
103 87 114 76 114 248 265
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 27,532
COMMITMENTS
13,564 200 1,600 11,902 25,247 27,066 27,047 466 485
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,325)
1,818 0 100 1,745 3,175 3,663 3,275 -338 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 0.7 5.8 43.2 91.7 98.3 98.2 1.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 1 2 12 21 19 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,939
COMMITMENTS
56,358 43,999 56,189 99,630 111,973 212,177 212,161 20,762 20,778
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -1,099)
34 -4,072 -1,480 1,463 3,959 17 -1,593 -1,116 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 18.9 24.1 42.8 48.1 91.1 91.1 8.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
69 51 70 77 83 188 172
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,470,777
COMMITMENTS
235,020 333,497 274,599 776,587 696,165 1286206 1304261 184,571 166,516
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 30,795)
3,603 28,786 -2,142 39,087 9,580 40,548 36,224 -9,753 -5,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 22.7 18.7 52.8 47.3 87.5 88.7 12.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
122 159 145 354 316 571 546
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 844,117
COMMITMENTS
181,825 98,803 158,929 434,718 524,554 775,472 782,286 68,645 61,831
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 6,835)
4,691 18,593 -4,717 4,322 -7,684 4,296 6,192 2,539 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.7 18.8 51.5 62.1 91.9 92.7 8.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
152 102 154 184 194 421 393
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,181
COMMITMENTS
63,526 64,943 97,061 264,753 265,718 425,340 427,722 31,841 29,459
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -12,088)
1,795 9,703 -14,203 2,206 -7,064 -10,202 -11,564 -1,886 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.2 21.2 57.9 58.1 93.0 93.6 7.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
70 82 94 107 87 243 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 994,075
COMMITMENTS
85,296 197,719 5,883 752,630 667,565 843,809 871,167 150,266 122,908
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -11,297)
4,782 489 -810 -17,998 -9,333 -14,026 -9,654 2,729 -1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 19.9 0.6 75.7 67.2 84.9 87.6 15.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
25 35 16 85 91 118 134
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,043,901
COMMITMENTS
111,505 373,746 2,947 800,148 580,846 914,600 957,539 129,301 86,362
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -691)
8,407 10,626 -689 -4,886 -7,940 2,832 1,997 -3,523 -2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 35.8 0.3 76.6 55.6 87.6 91.7 12.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
14 18 10 75 77 93 101
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 404,468
COMMITMENTS
71,337 49,185 45,569 242,210 281,948 359,116 376,702 45,352 27,766
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -4,047)
2,928 2,766 -5,564 1,060 -683 -1,576 -3,481 -2,471 -566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.2 11.3 59.9 69.7 88.8 93.1 11.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
74 48 71 100 85 212 177
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,918
COMMITMENTS
3,813 1,052 757 6,152 9,813 10,722 11,622 2,196 1,296
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 861)
171 41 41 711 884 923 966 -62 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 8.1 5.9 47.6 76.0 83.0 90.0 17.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 5 9 19 18 44 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,561,519
COMMITMENTS
552,663 792,021 27,513 1812384 1650910 2392560 2470444 168,959 91,075
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -93,493)
-63,959 -14,747 6,459 -44,237 -80,480 -101,737 -88,768 8,244 -4,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 30.9 1.1 70.8 64.5 93.4 96.4 6.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
55 50 25 163 145 228 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,231,814
COMMITMENTS
578,737 612,835 81,644 2174343 2189727 2834724 2884206 397,090 347,608
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -3,384)
27,520 -9,180 19,196 -51,260 -9,921 -4,544 95 1,160 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 19.0 2.5 67.3 67.8 87.7 89.2 12.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
61 70 42 170 171 253 261
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,714
COMMITMENTS
64,158 107,749 5,769 619,274 497,801 689,201 611,319 100,513 178,395
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 15,689)
-1,710 7,935 -2,036 18,892 16,524 15,146 22,423 543 -6,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 13.6 0.7 78.4 63.0 87.3 77.4 12.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
10 10 7 64 67 77 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,694,907
COMMITMENTS
528,247 684,748 47,948 2806082 2676266 3382277 3408962 312,630 285,945
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -29,862)
-10,680 -11,458 12,972 -42,483 -39,814 -40,191 -38,300 10,329 8,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.5 1.3 75.9 72.4 91.5 92.3 8.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
47 38 18 138 165 194 212
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,687,588
COMMITMENTS
581,570 191,458 197,870 879,629 1265880 1659069 1655208 28,519 32,380
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 102,046)
103,666 45,662 10,135 -13,357 47,297 100,444 103,094 1,602 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 11.3 11.7 52.1 75.0 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 21 34 61 73 102 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 30,798
COMMITMENTS
6,399 12,009 242 19,428 10,934 26,069 23,184 4,730 7,614
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 599)
178 1,813 -47 775 -969 906 798 -307 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 39.0 0.8 63.1 35.5 84.6 75.3 15.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
16 29 7 37 21 57 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,596
COMMITMENTS
12,798 24,017 483 38,856 21,868 52,137 46,368 9,459 15,228
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,197)
355 3,625 -93 1,549 -1,937 1,811 1,595 -614 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 39.0 0.8 63.1 35.5 84.6 75.3 15.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
16 29 7 37 21 57 53
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,885
COMMITMENTS
5,029 1,397 0 35,374 41,262 40,403 42,659 2,482 226
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -2,967)
-833 -75 0 -3,240 -2,656 -4,073 -2,731 1,106 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 3.3 0.0 82.5 96.2 94.2 99.5 5.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 0 12 13 17 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,629
COMMITMENTS
13,573 17,517 513 5,370 1,564 19,456 19,594 173 35
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,084)
941 716 0 155 358 1,096 1,074 -12 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 89.2 2.6 27.4 8.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 16 3 4 3 23 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 68,634
COMMITMENTS
3,431 9,747 44,964 20,215 13,355 68,610 68,066 24 568
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -746)
-936 -3,953 4,308 -3,450 -360 -78 -5 -668 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 14.2 65.5 29.5 19.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 2 4 8 9 14
Updated April 24, 2020