WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,116
COMMITMENTS
104,204 76,116 187,839 180,381 193,390 472,423 457,344 31,693 46,772
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -677)
2,991 4,689 -9,644 7,216 5,611 563 656 -1,240 -1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.1 37.3 35.8 38.4 93.7 90.7 6.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
114 95 127 91 118 285 277
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 29,084
COMMITMENTS
13,911 0 1,860 12,847 26,739 28,618 28,599 466 485
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 3,452)
1,865 0 108 1,818 3,294 3,790 3,402 -338 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 0.0 6.4 44.2 91.9 98.4 98.3 1.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 0 4 13 22 21 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,103
COMMITMENTS
52,581 43,520 79,727 106,884 116,158 239,193 239,406 22,910 22,698
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 639)
1,670 -2,263 -2,169 2,265 4,537 1,766 104 -1,126 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 16.6 30.4 40.8 44.3 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
70 52 73 89 86 202 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,908,967
COMMITMENTS
205,481 335,101 551,291 925,068 803,001 1681841 1689393 227,126 219,574
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 79,686)
6,156 29,297 30,925 52,004 23,862 89,085 84,084 -9,399 -4,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.6 28.9 48.5 42.1 88.1 88.5 11.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
135 176 184 393 362 640 628
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,059,115
COMMITMENTS
115,223 96,310 334,641 530,986 558,014 980,850 988,965 78,265 70,151
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 30,092)
934 20,807 12,279 14,166 -4,163 27,379 28,923 2,713 1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.1 31.6 50.1 52.7 92.6 93.4 7.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
177 121 195 209 204 485 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 520,367
COMMITMENTS
58,771 62,569 142,487 285,410 285,329 486,668 490,385 33,699 29,982
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -6,320)
301 10,423 -9,494 4,908 -6,630 -4,284 -5,702 -2,036 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.0 27.4 54.8 54.8 93.5 94.2 6.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
76 85 102 113 102 257 245
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,269,083
COMMITMENTS
83,339 170,615 181,256 840,291 783,586 1104886 1135458 164,198 133,626
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 7,367)
7,614 -3,691 8,401 -13,218 3,152 2,797 7,862 4,571 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 13.4 14.3 66.2 61.7 87.1 89.5 12.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
31 31 41 98 103 149 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,043,994
COMMITMENTS
111,482 373,764 2,970 800,168 580,846 914,620 957,579 129,374 86,414
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -630)
8,402 10,662 -704 -4,868 -7,940 2,829 2,018 -3,460 -2,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 35.8 0.3 76.6 55.6 87.6 91.7 12.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
14 19 11 75 77 93 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 454,460
COMMITMENTS
55,772 50,215 83,337 265,651 291,764 404,760 425,316 49,701 29,145
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,634)
308 2,670 -943 4,747 393 4,112 2,120 -2,477 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.0 18.3 58.5 64.2 89.1 93.6 10.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
67 57 77 112 88 227 183
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,998
COMMITMENTS
3,687 980 1,963 7,077 10,653 12,727 13,596 2,271 1,402
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,509)
269 40 415 890 1,147 1,574 1,603 -65 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.5 13.1 47.2 71.0 84.9 90.6 15.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 6 13 20 19 47 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,663,160
COMMITMENTS
524,792 761,125 138,877 1830154 1671789 2493823 2571791 169,338 91,370
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -71,316)
-71,957 -26,252 32,814 -40,379 -72,934 -79,522 -66,371 8,206 -4,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 28.6 5.2 68.7 62.8 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
65 43 42 171 150 251 220
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,320,168
COMMITMENTS
573,809 519,718 698,426 2630919 2735075 3903153 3953218 417,015 366,950
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 122,836)
45,023 -15,567 67,405 6,526 73,604 118,954 125,442 3,882 -2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.0 16.2 60.9 63.3 90.3 91.5 9.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
71 65 91 209 197 322 311
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,723
COMMITMENTS
64,158 107,758 5,769 619,283 497,801 689,210 611,328 100,513 178,395
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 15,694)
-1,708 7,942 -2,038 18,897 16,524 15,151 22,428 543 -6,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 13.6 0.7 78.4 63.0 87.3 77.4 12.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
10 10 7 64 67 77 81
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,245,583
COMMITMENTS
504,667 662,360 413,331 3009269 2879018 3927267 3954710 318,315 290,873
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 14,234)
3,440 -20,545 30,323 -31,153 -3,906 2,610 5,873 11,624 8,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.6 9.7 70.9 67.8 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
52 35 53 158 173 233 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,692,564
COMMITMENTS
581,395 192,703 198,775 883,873 1268706 1664043 1660184 28,521 32,380
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 102,101)
103,411 45,405 10,435 -13,347 47,309 100,499 103,149 1,602 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 11.4 11.7 52.2 75.0 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 21 34 61 73 102 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 31,073
COMMITMENTS
6,339 12,008 367 19,546 10,994 26,252 23,368 4,821 7,705
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 549)
169 1,813 -72 779 -991 876 749 -327 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 38.6 1.2 62.9 35.4 84.5 75.2 15.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
16 29 9 39 21 60 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,146
COMMITMENTS
12,677 24,016 733 39,093 21,987 52,504 46,736 9,643 15,410
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,098)
338 3,625 -144 1,559 -1,982 1,753 1,498 -655 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 38.6 1.2 62.9 35.4 84.5 75.2 15.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
16 29 9 39 21 60 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,885
COMMITMENTS
5,029 1,397 0 35,374 41,262 40,403 42,659 2,482 226
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -2,967)
-833 -75 0 -3,240 -2,656 -4,073 -2,731 1,106 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.3 0.0 82.5 96.2 94.2 99.5 5.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 0 12 13 17 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,629
COMMITMENTS
13,573 17,517 513 5,370 1,564 19,456 19,594 173 35
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,084)
941 716 0 155 358 1,096 1,074 -12 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 89.2 2.6 27.4 8.0 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 16 3 4 3 23 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 68,634
COMMITMENTS
3,431 9,747 44,964 20,215 13,355 68,610 68,066 24 568
CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -746)
-936 -3,953 4,308 -3,450 -360 -78 -5 -668 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 14.2 65.5 29.5 19.5 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 2 4 8 9 14
Updated April 24, 2020