WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,871
COMMITMENTS
122,527 137,170 115,275 167,917 139,844 405,719 392,289 27,152 40,582
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 19,450)
-22 16,597 4,985 12,337 -1,475 17,300 20,107 2,150 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 31.7 26.6 38.8 32.3 93.7 90.6 6.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
99 110 120 78 98 247 274
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,967
COMMITMENTS
12,987 200 100 10,329 23,227 23,416 23,527 551 440
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 209)
-466 -430 100 634 709 268 379 -59 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 0.8 0.4 43.1 96.9 97.7 98.2 2.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 12 21 18 23
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,093
COMMITMENTS
49,924 84,714 46,591 124,141 88,063 220,656 219,368 21,437 22,725
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 9,481)
3,190 9,067 479 5,051 -224 8,720 9,322 761 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 35.0 19.2 51.3 36.4 91.1 90.6 8.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
60 63 65 76 65 171 165
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,609,523
COMMITMENTS
257,634 479,610 338,541 818,066 624,365 1414241 1442516 195,282 167,007
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 25,723)
14,343 21,661 -7,331 20,552 6,965 27,564 21,295 -1,841 4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 29.8 21.0 50.8 38.8 87.9 89.6 12.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
145 161 171 333 288 583 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,479
COMMITMENTS
2,063 31 6 928 3,370 2,997 3,407 1,482 1,072
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -78)
158 -117 -27 -15 184 116 40 -194 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 0.7 0.1 20.7 75.2 66.9 76.1 33.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 1 2 8 11 23 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 862,796
COMMITMENTS
195,154 87,140 174,855 426,584 543,780 796,593 805,775 66,203 57,021
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -24,274)
7,659 -10,153 -5,218 -22,738 -7,730 -20,297 -23,101 -3,977 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 10.1 20.3 49.4 63.0 92.3 93.4 7.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
158 99 159 194 182 439 384
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,250
COMMITMENTS
71,889 66,363 99,302 254,520 267,476 425,711 433,141 34,539 27,109
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -3,415)
2,055 -402 -1,477 -2,216 425 -1,638 -1,454 -1,777 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.4 21.6 55.3 58.1 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
73 77 99 101 90 235 224
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,022,752
COMMITMENTS
125,942 199,311 11,873 735,538 678,853 873,353 890,037 149,399 132,715
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 31,245)
14,566 15,680 1,937 16,337 16,661 32,840 34,278 -1,595 -3,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.5 1.2 71.9 66.4 85.4 87.0 14.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
40 18 18 82 85 128 115
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,661
COMMITMENTS
64,096 360,645 10,167 802,721 555,057 876,984 925,869 150,677 101,792
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -11,605)
-12,493 -13,377 2,583 -6,487 -3,483 -16,397 -14,277 4,792 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 35.1 1.0 78.1 54.0 85.3 90.1 14.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
10 18 9 78 74 93 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 453,600
COMMITMENTS
83,015 86,185 67,250 252,899 271,348 403,164 424,783 50,436 28,817
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,664)
490 -895 8,110 521 -175 9,121 7,040 -4,457 -2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.0 14.8 55.8 59.8 88.9 93.6 11.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
80 59 76 108 93 226 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,051
COMMITMENTS
3,211 618 420 4,456 8,209 8,087 9,247 1,964 804
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -93)
224 -46 233 -278 -220 179 -33 -272 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 6.1 4.2 44.3 81.7 80.5 92.0 19.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 4 11 15 18 44 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,101,874
COMMITMENTS
397,287 700,961 35,554 1492505 1273524 1925346 2010039 176,528 91,835
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -38,450)
-17,760 4,916 -4,580 -13,924 -36,636 -36,264 -36,300 -2,186 -2,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 33.3 1.7 71.0 60.6 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
57 35 23 158 128 227 174
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,302,898
COMMITMENTS
686,764 680,248 68,217 2161502 2194910 2916483 2943375 386,415 359,523
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 36,306)
17,883 482 7,701 8,028 24,710 33,612 32,893 2,694 3,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 20.6 2.1 65.4 66.5 88.3 89.1 11.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
78 54 34 173 172 268 243
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,748
COMMITMENTS
172,105 150,966 11,544 671,097 606,794 854,746 769,304 101,002 186,444
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -6,481)
12,305 -3,222 -3,343 -14,104 4,629 -5,142 -1,936 -1,339 -4,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 15.8 1.2 70.2 63.5 89.4 80.5 10.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
12 9 8 63 71 77 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,447,476
COMMITMENTS
429,021 594,770 73,297 2645876 2487237 3148194 3155304 299,282 292,172
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 9,087)
-22,195 -11,750 18,702 17,635 -12,745 14,142 -5,793 -5,055 14,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 17.3 2.1 76.7 72.1 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
60 36 26 139 160 209 212
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,759,820
COMMITMENTS
774,865 322,347 250,078 706,750 1159170 1731693 1731595 28,127 28,225
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 45,740)
11,543 26,520 -5,176 38,510 23,777 44,877 45,121 863 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 18.3 14.2 40.2 65.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 23 33 58 60 100 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,461
COMMITMENTS
6,842 21,190 778 22,905 7,614 30,524 29,581 5,937 6,881
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -9,719)
444 416 -1,536 -7,903 -8,046 -8,996 -9,167 -724 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 58.1 2.1 62.8 20.9 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 20 9 32 24 53 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,922
COMMITMENTS
13,683 42,379 1,555 45,810 15,227 61,048 59,161 11,874 13,761
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -19,438)
887 831 -3,072 -15,806 -16,092 -17,991 -18,333 -1,447 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 58.1 2.1 62.8 20.9 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 20 9 32 24 53 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,045
COMMITMENTS
4,191 1,463 0 25,519 29,911 29,710 31,374 2,335 671
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -32,765)
189 -445 0 -32,498 -31,734 -32,309 -32,179 -456 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 4.6 0.0 79.6 93.3 92.7 97.9 7.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 0 16 7 21 9
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,880
COMMITMENTS
13,198 21,154 486 7,951 179 21,635 21,819 245 61
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -6,783)
-328 -4,644 -2,155 -4,284 0 -6,767 -6,799 -16 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 96.7 2.2 36.3 0.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 14 3 4 1 23 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 66,324
COMMITMENTS
10,841 15,201 21,455 34,009 29,076 66,305 65,732 19 592
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 22.9 32.3 51.3 43.8 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated June 26, 2020