WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 538,242
COMMITMENTS
101,796 121,179 198,875 209,835 173,694 510,505 493,748 27,737 44,494
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 36,307)
-3,261 2,925 25,493 17,083 6,980 39,316 35,398 -3,009 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 22.5 36.9 39.0 32.3 94.8 91.7 5.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
104 120 142 92 101 285 293
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,163
COMMITMENTS
13,631 559 325 10,588 23,670 24,544 24,553 619 610
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -672)
-414 299 -393 169 -578 -638 -672 -34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 2.2 1.3 42.1 94.1 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 13 23 20 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,969
COMMITMENTS
41,837 75,541 64,255 127,086 91,139 233,177 230,936 21,792 24,034
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 10,227)
-1,670 9,314 957 11,662 77 10,949 10,348 -723 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 29.6 25.2 49.8 35.7 91.5 90.6 8.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
66 63 69 82 70 187 170
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,012,716
COMMITMENTS
217,848 447,688 615,993 934,004 738,373 1767845 1802054 244,871 210,662
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 73,930)
10,025 -17,236 61,830 4,940 26,232 76,795 70,826 -2,865 3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 22.2 30.6 46.4 36.7 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
175 168 225 379 333 675 628
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,900
COMMITMENTS
1,833 174 181 1,159 3,322 3,174 3,677 1,726 1,223
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -479)
-176 74 -143 106 40 -213 -29 -266 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 3.6 3.7 23.7 67.8 64.8 75.0 35.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 2 2 7 11 19 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,063,884
COMMITMENTS
142,272 92,364 321,882 518,969 584,073 983,123 998,319 80,761 65,565
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 19,266)
-1,050 -5,599 -2,184 20,028 26,403 16,793 18,620 2,473 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.7 30.3 48.8 54.9 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
205 103 204 205 196 498 438
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,744
COMMITMENTS
66,961 61,090 136,097 267,966 281,580 471,024 478,767 37,720 29,977
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -9,277)
-3,089 120 -3,198 -3,037 -8,666 -9,323 -11,744 46 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.0 26.8 52.7 55.3 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
78 75 106 109 102 250 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,151,129
COMMITMENTS
95,872 183,157 93,489 796,891 724,548 986,252 1001195 164,876 149,934
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 25,970)
9,829 3,922 7,269 9,331 43,486 26,429 54,677 -459 -28,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 15.9 8.1 69.2 62.9 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
29 23 40 92 90 140 134
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,375
COMMITMENTS
76,589 374,022 7,584 809,269 558,575 893,442 940,181 145,933 99,194
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -23,705)
-20,762 -14,005 5,168 -4,924 613 -20,518 -8,224 -3,186 -15,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 36.0 0.7 77.9 53.7 86.0 90.5 14.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
10 20 9 79 72 94 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 498,341
COMMITMENTS
66,337 88,257 94,914 278,111 282,758 439,363 465,929 58,979 32,412
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,590)
-1,019 -4,655 4,399 451 3,559 3,831 3,302 -242 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.7 19.0 55.8 56.7 88.2 93.5 11.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
73 62 78 114 94 226 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,772
COMMITMENTS
2,320 477 2,144 5,998 9,171 10,462 11,792 2,310 980
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,735)
-660 -126 -451 -259 -990 -1,370 -1,567 -366 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 3.7 16.8 47.0 71.8 81.9 92.3 18.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
25 2 12 16 19 42 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,164,793
COMMITMENTS
413,184 697,851 53,292 1516241 1318385 1982718 2069528 182,076 95,265
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 20,642)
-11,566 29,863 -8,022 33,942 38,642 14,354 60,483 6,288 -39,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 32.2 2.5 70.0 60.9 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
53 36 30 157 127 228 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,855,656
COMMITMENTS
655,416 681,578 353,988 2443976 2443882 3453379 3479448 402,277 376,208
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -60,312)
-11,744 -31,269 -17,872 -39,393 1,874 -69,010 -47,267 8,697 -13,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.7 9.2 63.4 63.4 89.6 90.2 10.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
75 66 82 199 192 310 304
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 962,229
COMMITMENTS
159,800 154,188 14,887 685,201 602,165 859,888 771,240 102,341 190,989
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -10,035)
-13,463 -10,720 -2,670 3,047 5,245 -13,086 -8,145 3,051 -1,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 16.0 1.5 71.2 62.6 89.4 80.2 10.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 9 7 63 68 78 82
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,647,422
COMMITMENTS
451,489 601,885 169,654 2714925 2592834 3336067 3364372 311,355 283,050
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -26,559)
68,362 -3,273 -46,396 -55,623 90,937 -33,656 41,269 7,097 -67,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 16.5 4.7 74.4 71.1 91.5 92.2 8.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
65 38 49 155 166 243 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,714,205
COMMITMENTS
763,322 295,813 255,268 668,350 1135393 1686940 1686474 27,265 27,731
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 122,234)
40,712 58,808 18,096 60,683 41,544 119,491 118,448 2,743 3,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 17.3 14.9 39.0 66.2 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
22 22 33 58 59 99 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,875
COMMITMENTS
6,408 20,773 2,520 31,073 15,925 40,001 39,218 6,874 7,656
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,552)
-1,750 5,574 1,556 6,773 100 6,579 7,230 -28 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 44.3 5.4 66.3 34.0 85.3 83.7 14.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 18 16 40 31 63 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,750
COMMITMENTS
12,815 41,547 5,039 62,147 31,851 80,002 78,437 13,748 15,313
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 13,103)
-3,500 11,147 3,112 13,546 200 13,159 14,460 -56 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 44.3 5.4 66.3 34.0 85.3 83.7 14.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 18 16 40 31 63 57
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 64,810
COMMITMENTS
4,002 1,908 0 58,017 61,645 62,019 63,553 2,791 1,257
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 9,280)
-553 1,454 0 11,797 7,446 11,244 8,900 -1,964 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.9 0.0 89.5 95.1 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 0 21 14 24 17
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 28,663
COMMITMENTS
13,526 25,798 2,641 12,235 179 28,402 28,618 261 45
CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,501)
56 -816 2,155 -665 153 1,546 1,492 -45 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 90.0 9.2 42.7 0.6 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 18 6 5 1 26 19
Updated June 19, 2020