WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,478
COMMITMENTS
104,003 59,792 188,521 169,122 197,755 461,646 446,069 32,833 48,410
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -816)
17,887 18 -30,175 8,223 26,345 -4,065 -3,812 3,248 2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.1 38.1 34.2 40.0 93.4 90.2 6.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
110 94 123 88 113 274 270
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 26,675
COMMITMENTS
10,451 0 1,761 13,748 24,678 25,961 26,440 714 235
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,485)
1,121 -300 759 -480 1,006 1,400 1,465 85 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 0.0 6.6 51.5 92.5 97.3 99.1 2.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 0 4 15 23 22 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,675
COMMITMENTS
52,155 48,417 69,409 107,745 112,428 229,309 230,255 23,366 22,420
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -302)
6,895 -3,128 203 -7,846 2,104 -748 -822 446 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.2 27.5 42.6 44.5 90.8 91.1 9.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
60 59 71 82 78 191 168
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,717,093
COMMITMENTS
198,516 270,216 475,426 813,170 748,278 1487112 1493920 229,982 223,173
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -30,586)
-13,655 -21,770 -26,435 16,733 4,601 -23,357 -43,603 -7,229 13,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.7 27.7 47.4 43.6 86.6 87.0 13.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
129 144 176 381 353 615 583
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 958,222
COMMITMENTS
112,595 65,685 287,735 486,578 538,783 886,908 892,203 71,314 66,018
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2,465)
6,899 -15,651 -18,280 8,920 29,512 -2,461 -4,420 -4 1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.9 30.0 50.8 56.2 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
178 105 196 205 193 472 419
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,693
COMMITMENTS
56,502 54,124 123,879 287,081 294,499 467,462 472,501 33,231 28,192
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -10,531)
-4,417 2,448 -9,414 3,571 -3,665 -10,260 -10,630 -271 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.8 24.7 57.3 58.8 93.4 94.4 6.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
63 78 101 111 95 244 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,251,042
COMMITMENTS
64,023 150,023 170,348 857,610 794,519 1091982 1114890 159,060 136,152
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -301,399)
-3,985 35,444 -140,808 -158,811 -193,092 -303,604 -298,457 2,204 -2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 12.0 13.6 68.6 63.5 87.3 89.1 12.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
22 30 40 96 96 140 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,446
COMMITMENTS
85,352 358,163 1,923 832,783 596,491 920,058 956,578 131,388 94,868
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -20,926)
7,243 23,439 -209 -24,509 -39,115 -17,475 -15,885 -3,451 -5,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 34.1 0.2 79.2 56.7 87.5 91.0 12.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
12 19 8 78 77 94 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 439,265
COMMITMENTS
77,443 22,317 71,467 242,037 321,869 390,946 415,653 48,319 23,612
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -15,433)
1,607 -3,008 -16,853 -3,557 6,050 -18,804 -13,811 3,371 -1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.1 16.3 55.1 73.3 89.0 94.6 11.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
80 39 71 107 96 225 176
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,885
COMMITMENTS
3,004 908 1,364 6,497 9,234 10,864 11,506 2,021 1,379
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 571)
-35 -6 -208 346 564 102 350 469 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.0 10.6 50.4 71.7 84.3 89.3 15.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 6 9 16 16 40 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,909,485
COMMITMENTS
689,010 853,203 68,928 1979869 1898617 2737808 2820749 171,678 88,737
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -265,652)
-24,424 34,590 -46,952 -176,532 -243,244 -247,908 -255,606 -17,744 -10,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 29.3 2.4 68.0 65.3 94.1 97.0 5.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
77 42 40 171 154 262 222
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,275,074
COMMITMENTS
488,647 501,028 662,021 2729643 2761650 3880311 3924698 394,763 350,376
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -921,109)
17,151 12,830 -475,595 -453,037 -456,512 -911,481 -919,276 -9,628 -1,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.7 15.5 63.9 64.6 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
70 54 79 199 187 304 285
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,550
COMMITMENTS
46,919 108,506 5,074 607,019 472,711 659,012 586,291 96,538 169,259
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -58,245)
4,589 612 -479 -59,775 -59,693 -55,665 -59,559 -2,580 1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 14.4 0.7 80.3 62.6 87.2 77.6 12.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
9 15 10 56 63 70 83
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,557,129
COMMITMENTS
450,644 740,436 541,570 3272838 3003454 4265051 4285459 292,078 271,669
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -464,113)
-61,774 129,183 -189,114 -211,690 -286,674 -462,577 -346,605 -1,536 -117,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 16.2 11.9 71.8 65.9 93.6 94.0 6.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
52 43 57 158 168 235 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,697,558
COMMITMENTS
364,112 81,454 307,305 991,121 1266503 1662539 1655262 35,019 42,296
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,988)
8,308 -14,949 -1,622 4,538 28,381 11,225 11,810 -5,237 -5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.8 18.1 58.4 74.6 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
28 20 34 64 69 106 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 28,533
COMMITMENTS
3,615 8,539 218 19,323 13,517 23,157 22,274 5,377 6,259
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,132)
-653 5,481 -380 5,173 -3,325 4,140 1,776 -1,007 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 29.9 0.8 67.7 47.4 81.2 78.1 18.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 16 4 37 21 52 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,067
COMMITMENTS
7,230 17,078 437 38,647 27,034 46,313 44,549 10,754 12,518
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,265)
-1,306 10,962 -760 10,346 -6,651 8,280 3,551 -2,015 2,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 29.9 0.8 67.7 47.4 81.2 78.1 18.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 16 4 37 21 52 40
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,287
COMMITMENTS
3,842 2,800 0 39,057 42,882 42,899 45,682 3,388 605
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,574)
171 -2,297 0 5,071 8,927 5,242 6,630 1,332 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.0 0.0 84.4 92.6 92.7 98.7 7.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 0 12 14 14 18
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,134
COMMITMENTS
10,173 14,730 180 5,586 1,205 15,939 16,115 195 19
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -522)
123 -70 55 -723 -511 -545 -526 23 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 91.3 1.1 34.6 7.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 14 2 4 3 19 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 63,997
COMMITMENTS
7,076 14,583 36,391 20,498 12,427 63,965 63,401 32 596
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,782)
102 1,966 1,800 1,881 137 3,783 3,903 -1 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 22.8 56.9 32.0 19.4 99.9 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 1 5 10 10 15
Updated April 03, 2020