WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 474,540
COMMITMENTS
93,443 95,918 159,650 193,764 175,957 446,857 431,526 27,682 43,014
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 6,570)
-3,818 2,706 4,564 6,510 -515 7,256 6,755 -686 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 20.2 33.6 40.8 37.1 94.2 90.9 5.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
115 100 122 93 114 275 281
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 26,188
COMMITMENTS
15,119 0 988 9,690 24,595 25,797 25,583 391 605
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,131)
-62 0 73 -1,244 -1,269 -1,232 -1,196 101 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.7 0.0 3.8 37.0 93.9 98.5 97.7 1.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 0 3 13 22 20 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,126
COMMITMENTS
43,799 44,102 58,657 105,451 104,517 207,907 207,275 21,219 21,850
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -9,412)
-4,146 1,127 -5,907 240 -6,103 -9,813 -10,883 401 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 19.2 25.6 46.0 45.6 90.7 90.5 9.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
55 58 71 84 79 184 172
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,814,501
COMMITMENTS
193,605 381,843 515,379 880,988 709,820 1589972 1607042 224,529 207,459
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 39,195)
-2,953 20,539 23,627 13,404 -3,964 34,078 40,202 5,117 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 21.0 28.4 48.6 39.1 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 789)
149 180 197 377 343 638 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,160
COMMITMENTS
1,173 17 183 1,209 2,898 2,565 3,098 1,595 1,062
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 416)
270 1 -10 15 395 275 386 141 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 0.4 4.4 29.1 69.7 61.7 74.5 38.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 1 2 8 12 17 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,025,674
COMMITMENTS
140,617 81,149 312,376 493,694 570,088 946,687 963,613 78,987 62,061
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 52,418)
14,967 -6,171 11,630 21,051 47,249 47,648 52,708 4,770 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 7.9 30.5 48.1 55.6 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
199 107 199 218 202 506 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,840
COMMITMENTS
61,808 64,403 136,898 273,533 279,611 472,239 480,912 38,601 29,928
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 10,041)
604 3,295 5,724 3,255 1,375 9,583 10,394 459 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.6 26.8 53.5 54.7 92.4 94.1 7.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
77 77 103 110 97 248 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,135
COMMITMENTS
92,476 206,662 105,622 813,988 716,799 1012085 1029084 162,050 145,051
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 36,311)
11,444 19,185 18,147 5,897 5,462 35,488 42,794 822 -6,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.6 9.0 69.3 61.0 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
31 27 40 96 97 146 145
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,088,862
COMMITMENTS
129,336 367,966 24,156 790,278 601,542 943,770 993,664 145,092 95,198
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 39,781)
-8,884 -17,768 21,696 14,236 27,151 27,048 31,079 12,733 8,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 33.8 2.2 72.6 55.2 86.7 91.3 13.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
12 19 17 79 76 103 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 479,565
COMMITMENTS
58,781 55,062 95,275 275,761 300,693 429,816 451,030 49,749 28,536
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 20,150)
3,043 5 7,807 8,601 11,858 19,451 19,670 699 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.5 19.9 57.5 62.7 89.6 94.0 10.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
76 55 79 105 89 225 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,508
COMMITMENTS
3,849 863 1,704 5,665 9,645 11,219 12,213 2,289 1,295
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 167)
-79 76 206 -66 -159 61 123 106 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.4 12.6 41.9 71.4 83.1 90.4 16.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
23 6 13 17 18 44 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,539,739
COMMITMENTS
501,190 723,296 209,915 1649424 1513328 2360530 2446539 179,209 93,200
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 37,227)
-11,833 7,864 57,850 -13,007 -24,260 33,009 41,454 4,217 -4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 28.5 8.3 64.9 59.6 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
62 41 43 173 147 256 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,146,260
COMMITMENTS
590,167 680,679 527,567 2596215 2561999 3713949 3770245 432,311 376,015
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 95,189)
24,312 36,276 49,091 19,023 10,797 92,426 96,163 2,763 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.4 12.7 62.6 61.8 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
70 65 87 205 191 317 302
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,486
COMMITMENTS
85,067 148,137 10,535 715,766 578,789 811,368 737,461 97,118 171,025
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 37,781)
-4,418 3,424 2,386 48,064 49,245 46,032 55,055 -8,251 -17,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 16.3 1.2 78.8 63.7 89.3 81.2 10.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 12 10 69 73 89 90
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,055,966
COMMITMENTS
403,393 622,435 452,773 2876673 2682413 3732839 3757621 323,127 298,345
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 71,698)
-39,747 -51,321 127,569 -11,815 -11,707 76,007 64,540 -4,309 7,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 15.3 11.2 70.9 66.1 92.0 92.6 8.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
52 45 58 160 168 245 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,770,145
COMMITMENTS
662,940 293,251 308,966 772,138 1136099 1744044 1738316 26,101 31,829
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 174,161)
61,521 77,833 78,146 58,562 43,663 198,229 199,642 -24,068 -25,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 16.6 17.5 43.6 64.2 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 24 34 60 66 104 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 35,075
COMMITMENTS
6,254 14,584 564 22,622 11,608 29,439 26,755 5,636 8,320
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 1,581)
-16 145 255 1,230 1,164 1,469 1,564 113 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 41.6 1.6 64.5 33.1 83.9 76.3 16.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 24 11 38 24 62 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,151
COMMITMENTS
12,508 29,168 1,127 45,244 23,216 58,879 53,511 11,272 16,640
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 3,163)
-33 290 510 2,460 2,328 2,938 3,127 225 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 41.6 1.6 64.5 33.1 83.9 76.3 16.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 24 11 38 24 62 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,467
COMMITMENTS
3,502 1,350 0 33,666 37,247 37,168 38,597 2,299 870
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -524)
61 -203 0 -697 -724 -636 -927 112 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.4 0.0 85.3 94.4 94.2 97.8 5.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 13 13 16 15
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,870
COMMITMENTS
12,376 17,903 530 6,756 1,383 19,662 19,816 208 54
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -164)
-46 -221 40 -162 -2 -168 -183 4 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 90.1 2.7 34.0 7.0 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 16 3 4 3 21 19
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 43,149
COMMITMENTS
14,182 14,172 28,967 0 0 43,149 43,139 0 10
CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 32.8 67.1 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 11 6 0 0 13 14
Updated May 15, 2020