WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,308
COMMITMENTS
121,339 104,681 91,351 135,169 132,639 347,859 328,671 24,449 43,637
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,153)
-1,712 436 -463 -625 -1,494 -2,800 -1,521 1,647 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 28.1 24.5 36.3 35.6 93.4 88.3 6.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
93 105 98 74 107 228 259
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 29,789
COMMITMENTS
17,149 231 120 12,320 28,718 29,589 29,069 200 720
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 227)
72 -189 50 80 597 202 458 25 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 0.8 0.4 41.4 96.4 99.3 97.6 0.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 1 11 24 18 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 267,660
COMMITMENTS
66,522 81,026 57,767 122,578 111,271 246,867 250,064 20,793 17,596
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,719)
1,298 102 2,235 2,061 3,465 5,594 5,802 125 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 30.3 21.6 45.8 41.6 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
77 64 55 77 78 180 175
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,599,450
COMMITMENTS
286,534 388,953 354,131 785,144 667,725 1425809 1410809 173,641 188,641
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 76,230)
19,913 23,478 47,229 3,563 -1,609 70,705 69,098 5,525 7,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 24.3 22.1 49.1 41.7 89.1 88.2 10.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
132 157 168 305 301 554 541
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,548
COMMITMENTS
2,232 0 116 719 3,594 3,067 3,710 1,481 838
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 277)
203 0 2 -25 167 180 169 97 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 0.0 2.6 15.8 79.0 67.4 81.6 32.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 0 2 5 9 19 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,537
COMMITMENTS
201,291 88,248 175,402 403,267 510,682 779,960 774,332 53,577 59,205
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -4,304)
1,325 9,781 1,694 -4,238 -15,114 -1,219 -3,639 -3,085 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 10.6 21.0 48.4 61.3 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
162 101 151 181 202 415 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,099
COMMITMENTS
84,825 41,675 81,800 227,635 281,708 394,260 405,183 37,839 26,916
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -12,816)
-5,945 -3,332 77 -7,604 -9,766 -13,472 -13,021 656 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 9.6 18.9 52.7 65.2 91.2 93.8 8.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
84 60 89 97 87 233 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,660
COMMITMENTS
122,813 245,150 35,261 743,864 659,936 901,938 940,347 170,722 132,313
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 11,967)
-6,542 20,667 23,152 -15,283 -34,070 1,327 9,749 10,640 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 22.9 3.3 69.3 61.5 84.1 87.7 15.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
35 19 23 80 88 125 120
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,799
COMMITMENTS
62,791 397,458 5,063 824,370 540,627 892,224 943,148 148,575 97,651
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,462)
3,684 -9,203 545 -1,062 10,905 3,167 2,247 1,295 2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 38.2 0.5 79.2 51.9 85.7 90.6 14.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
13 17 11 83 79 100 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 429,852
COMMITMENTS
79,064 64,159 66,845 240,279 270,852 386,188 401,856 43,664 27,996
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -3,610)
-2,321 -10,642 4,696 -3,890 523 -1,515 -5,423 -2,095 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 14.9 15.6 55.9 63.0 89.8 93.5 10.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
73 63 72 111 88 224 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,992
COMMITMENTS
2,854 607 174 5,155 8,122 8,183 8,903 1,809 1,089
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -103)
-397 105 -194 260 -137 -331 -226 228 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 6.1 1.7 51.6 81.3 81.9 89.1 18.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 4 14 14 33 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,116,365
COMMITMENTS
450,021 679,332 11,370 1479211 1334368 1940602 2025070 175,763 91,295
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -4,167)
-14,768 5,785 -864 12,579 -2,987 -3,053 1,934 -1,114 -6,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 32.1 0.5 69.9 63.0 91.7 95.7 8.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
65 34 19 148 129 219 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,503,915
COMMITMENTS
768,083 694,891 39,913 2269334 2410029 3077330 3144833 426,585 359,082
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 79,580)
28,565 -15,583 -2,654 40,665 94,776 66,576 76,539 13,004 3,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 19.8 1.1 64.8 68.8 87.8 89.8 12.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
62 60 38 181 175 262 254
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 999,605
COMMITMENTS
170,615 175,749 9,610 716,928 616,548 897,153 801,907 102,452 197,698
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 14,255)
-646 12,438 -2,467 17,107 4,727 13,994 14,698 261 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 17.6 1.0 71.7 61.7 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 11 8 67 69 83 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,504,932
COMMITMENTS
611,101 586,426 48,031 2522343 2601926 3181475 3236383 323,457 268,549
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 41,034)
59,950 -9,548 167 -22,165 47,999 37,952 38,618 3,082 2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.7 1.4 72.0 74.2 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
61 32 29 145 170 218 219
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,695,648
COMMITMENTS
706,225 388,004 216,553 749,018 1055929 1671796 1660486 23,852 35,162
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,290)
-4,338 -13,346 12,963 -3,183 6,149 5,442 5,766 -152 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 22.9 12.8 44.2 62.3 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 20 32 55 54 99 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,117
COMMITMENTS
13,914 17,065 93 19,838 16,430 33,844 33,588 7,273 7,529
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,372)
627 -595 -84 121 2,220 664 1,542 709 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 41.5 0.2 48.2 40.0 82.3 81.7 17.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 14 6 32 30 55 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,234
COMMITMENTS
27,827 34,130 186 39,675 32,860 67,688 67,176 14,546 15,058
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,744)
1,253 -1,190 -167 241 4,440 1,327 3,083 1,417 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 41.5 0.2 48.2 40.0 82.3 81.7 17.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 14 6 32 30 55 48
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,666
COMMITMENTS
4,851 1,381 0 27,345 32,518 32,196 33,899 2,470 767
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -181)
-156 0 0 -47 -168 -203 -168 22 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 4.0 0.0 78.9 93.8 92.9 97.8 7.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 9 20 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,219
COMMITMENTS
14,351 22,285 436 8,225 446 23,012 23,167 207 52
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -890)
-858 -860 0 26 -49 -832 -909 -58 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 96.0 1.9 35.4 1.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 15 2 4 1 23 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,944
COMMITMENTS
10,920 20,286 25,776 34,222 24,320 70,918 70,382 26 562
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 460)
-200 1,162 658 0 -1,185 458 635 2 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 28.6 36.3 48.2 34.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 1 3 9 11 14
Updated July 31, 2020