WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,935
COMMITMENTS
105,056 118,254 173,382 192,752 166,715 471,190 458,351 30,745 43,584
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -14,258)
516 4,917 -2,448 -12,012 -15,953 -13,943 -13,484 -315 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 23.6 34.5 38.4 33.2 93.9 91.3 6.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
110 112 134 90 105 274 290
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,836
COMMITMENTS
14,046 260 718 10,419 24,248 25,182 25,226 654 610
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -621)
163 0 -490 -568 -42 -895 -532 274 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 1.0 2.8 40.3 93.9 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 2 13 23 20 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,743
COMMITMENTS
43,507 66,228 63,297 115,423 91,062 222,228 220,588 22,515 24,155
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,499)
-277 -4,550 -74 -4,421 -1,630 -4,772 -6,253 1,273 2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 27.1 25.9 47.2 37.2 90.8 90.1 9.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
61 60 71 81 75 188 170
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,938,786
COMMITMENTS
207,823 464,925 554,163 929,064 712,140 1691050 1731228 247,736 207,558
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 32,853)
-61 15,179 11,197 16,526 -618 27,662 25,757 5,190 7,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 24.0 28.6 47.9 36.7 87.2 89.3 12.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
161 177 204 373 329 655 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,380
COMMITMENTS
2,010 100 324 1,054 3,282 3,387 3,706 1,992 1,673
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -485)
-129 87 3 -223 -383 -349 -293 -136 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 1.9 6.0 19.6 61.0 63.0 68.9 37.0 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 3 5 12 20 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,044,618
COMMITMENTS
143,322 97,963 324,066 498,942 557,669 966,330 979,699 78,288 64,919
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,042)
14,546 -5,678 2,599 -19,577 -3,583 -2,432 -6,662 -610 3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 9.4 31.0 47.8 53.4 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
207 111 206 204 196 506 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 518,021
COMMITMENTS
70,050 60,970 139,295 271,003 290,246 480,348 490,511 37,673 27,510
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -7,243)
-5,814 7,166 -6,181 4,417 -5,608 -7,578 -4,623 335 -2,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.8 26.9 52.3 56.0 92.7 94.7 7.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
74 87 107 111 104 256 250
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,125,159
COMMITMENTS
86,043 179,235 86,221 787,560 681,062 959,824 946,518 165,335 178,641
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 15,934)
-4,118 -171 16,419 -1,522 -38,722 10,779 -22,474 5,156 38,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.9 7.7 70.0 60.5 85.3 84.1 14.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
28 24 39 82 86 131 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,063,079
COMMITMENTS
97,351 388,027 2,416 814,193 557,962 913,960 948,405 149,119 114,675
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 5,752)
-129 28,049 -4,009 13,897 -18,814 9,759 5,226 -4,007 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 36.5 0.2 76.6 52.5 86.0 89.2 14.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
11 20 7 78 74 92 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 494,752
COMMITMENTS
67,356 92,912 90,515 277,660 279,199 435,531 462,627 59,220 32,125
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -8,456)
523 3,323 -4,223 -8,436 -7,393 -12,137 -8,293 3,680 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.8 18.3 56.1 56.4 88.0 93.5 12.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
68 66 76 115 98 223 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,507
COMMITMENTS
2,980 604 2,595 6,257 10,161 11,831 13,359 2,676 1,148
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 38)
-400 -128 439 324 116 364 428 -326 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.2 17.9 43.1 70.0 81.6 92.1 18.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 6 15 19 21 49 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,144,151
COMMITMENTS
424,750 667,988 61,315 1482299 1279743 1968364 2009045 175,787 135,106
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -101,242)
-50,573 -39,093 -39,711 -14,733 -60,695 -105,018 -139,499 3,776 38,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 31.2 2.9 69.1 59.7 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
56 37 33 152 130 228 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,915,969
COMMITMENTS
667,160 712,846 371,860 2483369 2442008 3522389 3526714 393,580 389,254
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 211,488)
19,704 -18,321 58,944 147,398 155,649 226,045 196,272 -14,558 15,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 18.2 9.5 63.4 62.4 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
72 63 80 190 192 301 296
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 972,264
COMMITMENTS
173,263 164,908 17,557 682,154 596,920 872,974 779,385 99,290 192,879
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 67,117)
36,151 8,335 192 27,133 46,990 63,476 55,517 3,641 11,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 17.0 1.8 70.2 61.4 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
16 10 10 63 68 81 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,673,981
COMMITMENTS
383,127 605,157 216,049 2770547 2501897 3369724 3323103 304,258 350,878
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,692)
-69,272 -10,291 -7,509 85,050 -37,236 8,270 -55,036 -12,962 50,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 16.5 5.9 75.4 68.1 91.7 90.4 8.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
60 35 53 160 171 242 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,591,971
COMMITMENTS
722,610 237,005 237,172 607,667 1093849 1567449 1568026 24,522 23,945
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 6,900)
97,905 23,712 -50,282 -39,826 36,326 7,797 9,756 -897 -2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 14.9 14.9 38.2 68.7 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 22 32 61 61 101 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,323
COMMITMENTS
8,158 15,200 964 24,300 15,825 33,422 31,989 6,902 8,335
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 859)
1,048 -743 -52 -970 1,849 26 1,053 834 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 37.7 2.4 60.3 39.2 82.9 79.3 17.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 25 10 36 26 62 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,647
COMMITMENTS
16,315 30,399 1,928 48,600 31,650 66,843 63,977 13,804 16,669
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,719)
2,096 -1,486 -105 -1,940 3,697 51 2,106 1,667 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 37.7 2.4 60.3 39.2 82.9 79.3 17.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 25 10 36 26 62 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 55,530
COMMITMENTS
4,555 454 0 46,220 54,199 50,775 54,653 4,755 877
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -2,865)
850 -987 0 -6,323 -1,911 -5,473 -2,898 2,608 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.8 0.0 83.2 97.6 91.4 98.4 8.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 0 15 11 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 27,162
COMMITMENTS
13,470 26,614 486 12,900 26 26,856 27,126 306 36
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 4,519)
313 4,718 -18 4,179 -190 4,474 4,510 45 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 98.0 1.8 47.5 0.1 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 18 3 5 1 21 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 106,406
COMMITMENTS
9,402 21,738 57,117 39,870 26,926 106,389 105,781 17 625
CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 20,837)
3,646 7,534 3,911 13,283 9,134 20,840 20,579 -3 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 20.4 53.7 37.5 25.3 100.0 99.4 0.0 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 2 5 7 14 13
Updated June 12, 2020