WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,391
COMMITMENTS
101,924 97,138 76,912 152,191 142,835 331,027 316,885 25,364 39,506
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 4,895)
-2,528 3,389 1,937 6,024 -220 5,433 5,106 -538 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 27.3 21.6 42.7 40.1 92.9 88.9 7.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
107 91 109 78 107 246 259
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,250
COMMITMENTS
15,065 200 750 9,044 23,695 24,859 24,645 391 605
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -950)
50 -25 100 -1,201 -1,090 -1,051 -1,015 101 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 0.8 3.0 35.8 93.8 98.5 97.6 1.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 1 2 12 22 19 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,147
COMMITMENTS
46,741 44,446 43,541 100,117 102,036 190,399 190,023 19,748 20,124
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -7,867)
-4,714 1,077 -4,616 1,026 -5,722 -8,304 -9,261 437 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 21.1 20.7 47.6 48.6 90.6 90.4 9.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
56 54 63 71 79 165 168
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,421,348
COMMITMENTS
210,833 388,404 271,900 758,783 603,070 1241516 1263374 179,832 157,974
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 23,736)
-2,913 21,568 14,979 9,146 -10,844 21,212 25,703 2,524 -1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 27.3 19.1 53.4 42.4 87.3 88.9 12.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
136 159 152 333 300 561 541
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,807
COMMITMENTS
1,297 0 2 946 2,759 2,245 2,761 1,562 1,046
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 0.0 0.1 24.8 72.5 59.0 72.5 41.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 0 1 8 11 17 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,557
COMMITMENTS
188,262 85,035 168,758 423,150 540,871 780,170 794,664 69,387 54,893
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 46,846)
15,126 -5,318 7,122 20,519 45,267 42,767 47,071 4,079 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 10.0 19.9 49.8 63.7 91.8 93.5 8.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
161 97 155 190 189 435 389
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 466,094
COMMITMENTS
63,560 67,763 104,751 260,455 264,077 428,766 436,591 37,328 29,503
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 9,654)
1,188 3,265 5,130 2,881 1,596 9,199 9,991 455 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.5 22.5 55.9 56.7 92.0 93.7 8.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
75 74 95 104 84 238 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,009,339
COMMITMENTS
96,135 214,257 11,244 753,417 651,914 860,796 877,415 148,543 131,924
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 19,816)
12,544 21,833 5,632 -231 -1,355 17,945 26,110 1,871 -6,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 21.2 1.1 74.6 64.6 85.3 86.9 14.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
29 28 25 88 89 131 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,088,841
COMMITMENTS
129,350 367,964 24,142 790,276 601,542 943,768 993,648 145,073 95,193
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 39,782)
-8,884 -17,767 21,696 14,237 27,151 27,049 31,080 12,733 8,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 33.8 2.2 72.6 55.2 86.7 91.3 13.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
12 18 14 79 76 101 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 433,626
COMMITMENTS
74,555 53,987 61,825 251,194 290,362 387,574 406,174 46,052 27,452
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 19,145)
4,475 458 6,389 7,719 11,841 18,583 18,688 562 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.5 14.3 57.9 67.0 89.4 93.7 10.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 47 71 97 81 212 175
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,960
COMMITMENTS
4,128 966 616 4,997 9,141 9,741 10,723 2,219 1,237
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -113)
-155 84 33 -91 -276 -213 -159 100 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 8.1 5.2 41.8 76.4 81.4 89.7 18.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
22 5 7 16 17 40 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,424,126
COMMITMENTS
548,168 769,920 74,101 1623550 1487668 2245819 2331689 178,307 92,437
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 17,243)
4,790 24,870 23,990 -15,616 -27,268 13,164 21,592 4,079 -4,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 31.8 3.1 67.0 61.4 92.6 96.2 7.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
55 47 30 167 142 238 203
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,422,881
COMMITMENTS
597,109 748,596 135,546 2278960 2181693 3011615 3065835 411,266 357,046
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 37,651)
22,140 31,356 29,972 -16,195 -23,364 35,917 37,964 1,734 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 21.9 4.0 66.6 63.7 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
62 67 59 180 169 281 256
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,486
COMMITMENTS
85,067 148,137 10,535 715,766 578,789 811,368 737,461 97,118 171,025
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 37,781)
-4,418 3,424 2,386 48,064 49,245 46,032 55,055 -8,251 -17,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 16.3 1.2 78.8 63.7 89.3 81.2 10.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 12 10 69 73 89 90
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,631,664
COMMITMENTS
421,156 647,146 170,726 2728288 2520975 3320170 3338847 311,494 292,817
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 14,002)
-35,682 -49,155 85,693 -29,428 -29,257 20,583 7,281 -6,581 6,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.8 4.7 75.1 69.4 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
57 37 35 146 161 222 214
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,769,692
COMMITMENTS
663,260 293,251 308,630 772,038 1136099 1743928 1737980 25,764 31,712
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 174,129)
61,551 77,833 78,115 58,562 43,663 198,228 199,611 -24,099 -25,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 16.6 17.4 43.6 64.2 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 24 34 60 66 104 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 34,803
COMMITMENTS
6,303 14,585 442 22,507 11,546 29,252 26,573 5,551 8,230
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,569)
-20 145 258 1,216 1,154 1,454 1,556 116 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 41.9 1.3 64.7 33.2 84.1 76.4 15.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 24 9 37 24 60 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,605
COMMITMENTS
12,606 29,169 884 45,014 23,092 58,504 53,145 11,101 16,460
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,138)
-40 290 515 2,432 2,307 2,907 3,112 231 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 41.9 1.3 64.7 33.2 84.1 76.4 15.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 24 9 37 24 60 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,467
COMMITMENTS
3,502 1,350 0 33,666 37,247 37,168 38,597 2,299 870
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -524)
61 -203 0 -697 -724 -636 -927 112 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 3.4 0.0 85.3 94.4 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 13 13 16 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,870
COMMITMENTS
12,376 17,903 530 6,756 1,383 19,662 19,816 208 54
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -164)
-46 -221 40 -162 -2 -168 -183 4 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 90.1 2.7 34.0 7.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 16 3 4 3 21 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
FUTURES ONLY POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 43,149
COMMITMENTS
14,182 14,172 28,967 0 0 43,149 43,139 0 10
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 32.8 67.1 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 11 6 0 0 13 14
Updated May 15, 2020