WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,604
COMMITMENTS
100,485 68,519 187,879 171,928 188,927 460,293 445,326 33,312 48,278
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -874)
-3,517 8,727 -641 2,806 -8,828 -1,353 -742 479 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.9 38.1 34.8 38.3 93.3 90.2 6.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
106 95 119 94 114 278 268
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,992
COMMITMENTS
11,074 0 1,809 10,360 21,798 23,243 23,607 749 385
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,683)
623 0 48 -3,388 -2,880 -2,718 -2,833 35 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 0.0 7.5 43.2 90.9 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 0 4 13 21 20 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,638
COMMITMENTS
52,035 48,506 72,099 106,442 111,691 230,576 232,295 23,063 21,343
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 963)
-120 88 2,690 -1,304 -737 1,266 2,041 -303 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.1 28.4 42.0 44.0 90.9 91.6 9.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
61 55 74 85 83 194 176
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,798,814
COMMITMENTS
199,495 280,474 500,278 866,243 791,560 1566017 1572312 232,797 226,501
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 81,720)
979 10,258 24,852 53,073 43,281 78,905 78,392 2,816 3,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 15.6 27.8 48.2 44.0 87.1 87.4 12.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759)
131 153 190 380 362 632 609
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,003,031
COMMITMENTS
108,426 68,057 310,406 509,021 556,045 927,854 934,508 75,177 68,523
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 44,810)
-4,168 2,372 22,671 22,443 17,262 40,946 42,304 3,864 2,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.8 30.9 50.7 55.4 92.5 93.2 7.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
169 112 200 207 198 475 431
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 511,947
COMMITMENTS
60,357 49,017 131,712 285,682 303,171 477,752 483,900 34,195 28,047
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 11,254)
3,855 -5,106 7,833 -1,399 8,672 10,289 11,399 965 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 9.6 25.7 55.8 59.2 93.3 94.5 6.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
71 74 99 111 100 246 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,265,363
COMMITMENTS
67,581 163,301 175,964 867,961 786,194 1111506 1125458 153,857 139,904
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 14,321)
3,558 13,277 5,616 10,351 -8,325 19,524 10,568 -5,203 3,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 12.9 13.9 68.6 62.1 87.8 88.9 12.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
20 35 43 98 98 146 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,389
COMMITMENTS
94,756 360,620 2,591 825,268 598,941 922,615 962,152 129,774 90,237
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 943)
9,404 2,457 668 -7,516 2,450 2,556 5,574 -1,613 -4,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 34.3 0.2 78.4 56.9 87.7 91.4 12.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
12 18 8 74 75 88 99
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 439,783
COMMITMENTS
62,870 28,206 81,239 243,606 303,444 387,715 412,889 52,068 26,894
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 517)
-14,573 5,888 9,772 1,570 -18,424 -3,232 -2,764 3,749 3,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 6.4 18.5 55.4 69.0 88.2 93.9 11.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
73 48 76 105 90 222 177
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,516
COMMITMENTS
3,346 940 1,432 6,432 9,619 11,210 11,992 2,306 1,524
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 630)
343 32 69 -65 385 346 486 284 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 7.0 10.6 47.6 71.2 82.9 88.7 17.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 6 9 17 17 40 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,717,554
COMMITMENTS
647,564 796,012 62,398 1847867 1766426 2557829 2624836 159,725 92,718
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -191,931)
-41,446 -57,191 -6,531 -132,002 -132,191 -179,978 -195,913 -11,953 3,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 29.3 2.3 68.0 65.0 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
69 49 42 175 146 263 218
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,211,789
COMMITMENTS
494,629 504,488 624,006 2697757 2712885 3816392 3841379 395,397 370,410
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -63,285)
5,982 3,460 -38,015 -31,886 -48,765 -63,919 -83,319 634 20,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.0 14.8 64.1 64.4 90.6 91.2 9.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
69 55 84 204 196 310 298
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,080
COMMITMENTS
60,620 102,917 5,234 592,503 470,570 658,357 578,721 100,723 180,359
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 3,529)
13,701 -5,590 160 -14,517 -2,141 -656 -7,571 4,185 11,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.6 0.7 78.1 62.0 86.7 76.2 13.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
12 12 9 57 62 73 79
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,321,715
COMMITMENTS
496,318 699,187 420,377 3100599 2926487 4017294 4046050 304,421 275,665
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -235,413)
45,674 -41,249 -121,192 -172,238 -76,967 -247,756 -239,409 12,343 3,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 16.2 9.7 71.7 67.7 93.0 93.6 7.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
51 43 59 154 171 234 244
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,572,060
COMMITMENTS
451,880 140,430 197,671 894,628 1200813 1544179 1538914 27,881 33,146
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -125,498)
87,767 58,976 -109,634 -96,493 -65,690 -118,360 -116,348 -7,138 -9,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.9 12.6 56.9 76.4 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
24 23 35 60 69 102 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 27,335
COMMITMENTS
5,588 8,739 349 16,610 10,816 22,548 19,905 4,787 7,430
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,198)
1,973 201 131 -2,713 -2,701 -609 -2,370 -590 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 32.0 1.3 60.8 39.6 82.5 72.8 17.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 19 7 36 21 59 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,670
COMMITMENTS
11,176 17,479 699 33,221 21,632 45,096 39,809 9,574 14,861
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,397)
3,947 401 262 -5,426 -5,402 -1,217 -4,740 -1,180 2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 32.0 1.3 60.8 39.6 82.5 72.8 17.5 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 19 7 36 21 59 43
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 50,732
COMMITMENTS
4,086 1,586 0 44,480 48,385 48,566 49,971 2,166 761
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,445)
244 -1,214 0 5,423 5,503 5,667 4,289 -1,222 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.1 0.0 87.7 95.4 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 15 14 17 16
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,381
COMMITMENTS
10,596 14,937 220 5,357 1,208 16,173 16,365 208 16
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 247)
423 207 40 -229 3 234 250 13 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 91.2 1.3 32.7 7.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 16 2 4 3 19 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 67,144
COMMITMENTS
7,098 18,144 37,027 22,986 11,403 67,111 66,574 33 570
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 3,147)
22 3,561 636 2,488 -1,024 3,146 3,173 1 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 27.0 55.1 34.2 17.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 5 8 10 14
Updated April 10, 2020