WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,036
COMMITMENTS
93,332 138,274 215,409 231,124 172,577 539,865 526,261 30,171 43,776
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 31,794)
-8,464 17,095 16,534 21,289 -1,117 29,360 32,512 2,435 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 24.3 37.8 40.5 30.3 94.7 92.3 5.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
108 121 141 93 103 281 299
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,955
COMMITMENTS
13,183 193 280 10,940 24,041 24,404 24,515 551 440
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -209)
-448 -366 -45 352 372 -141 -39 -68 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 0.8 1.1 43.8 96.3 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 13 22 21 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,741
COMMITMENTS
43,305 84,635 66,213 133,570 90,899 243,088 241,747 22,653 23,994
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 10,771)
1,468 9,094 1,958 6,484 -241 9,910 10,812 861 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 31.8 24.9 50.3 34.2 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
59 65 68 80 69 179 169
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,034,732
COMMITMENTS
232,914 463,664 608,716 955,088 745,710 1796717 1818090 238,015 216,642
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 22,016)
15,066 15,975 -7,277 21,083 7,338 28,872 16,036 -6,856 5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 22.8 29.9 46.9 36.6 88.3 89.4 11.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771)
170 171 223 369 325 654 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,852
COMMITMENTS
1,995 11 210 1,142 3,522 3,346 3,743 1,506 1,110
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -48)
161 -163 29 -18 200 172 65 -220 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 0.2 4.3 23.5 72.6 69.0 77.1 31.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 1 3 8 12 23 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,045,355
COMMITMENTS
150,390 82,069 317,787 500,735 580,769 968,912 980,626 76,443 64,729
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -18,529)
8,118 -10,295 -4,095 -18,235 -3,304 -14,212 -17,693 -4,318 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.9 30.4 47.9 55.6 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
198 108 197 210 201 499 435
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 506,222
COMMITMENTS
67,673 59,283 135,874 266,693 282,877 470,241 478,034 35,982 28,188
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -2,521)
712 -1,808 -223 -1,273 1,297 -784 -733 -1,738 -1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 11.7 26.8 52.7 55.9 92.9 94.4 7.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
77 78 106 106 101 247 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,174,333
COMMITMENTS
105,651 202,219 92,347 815,178 736,995 1013176 1031561 161,157 142,772
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 23,204)
9,779 19,062 -1,142 18,286 12,447 26,924 30,367 -3,719 -7,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.2 7.9 69.4 62.8 86.3 87.8 13.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
26 32 40 93 96 145 142
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,027,712
COMMITMENTS
64,096 360,636 10,179 802,743 555,074 877,018 925,890 150,694 101,823
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -11,663)
-12,493 -13,386 2,595 -6,526 -3,501 -16,424 -14,291 4,761 2,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 35.1 1.0 78.1 54.0 85.3 90.1 14.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
10 18 9 79 74 94 96
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 502,157
COMMITMENTS
66,699 87,433 102,830 278,483 282,056 448,012 472,319 54,144 29,838
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,815)
362 -824 7,916 372 -702 8,650 6,389 -4,834 -2,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.4 20.5 55.5 56.2 89.2 94.1 10.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
77 65 88 116 98 239 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,350
COMMITMENTS
2,561 524 2,151 5,591 8,797 10,303 11,472 2,046 878
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -422)
241 47 8 -407 -374 -158 -320 -264 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.2 17.4 45.3 71.2 83.4 92.9 16.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 5 13 17 20 47 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,135,231
COMMITMENTS
392,609 703,898 54,750 1506660 1283832 1954019 2042481 181,212 92,750
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -29,562)
-20,575 6,047 1,458 -9,581 -34,552 -28,698 -27,047 -864 -2,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 33.0 2.6 70.6 60.1 91.5 95.7 8.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
57 37 32 162 132 237 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,852,315
COMMITMENTS
693,177 676,650 337,728 2420355 2461863 3451260 3476241 401,056 376,075
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -3,341)
37,761 -4,928 -16,260 -23,621 17,981 -2,120 -3,207 -1,221 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 17.6 8.8 62.8 63.9 89.6 90.2 10.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
76 62 79 205 195 316 301
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 955,748
COMMITMENTS
172,105 150,966 11,544 671,097 606,794 854,746 769,304 101,002 186,444
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -6,481)
12,305 -3,222 -3,343 -14,104 4,629 -5,142 -1,936 -1,339 -4,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 15.8 1.2 70.2 63.5 89.4 80.5 10.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
12 9 8 63 71 77 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,648,908
COMMITMENTS
435,997 580,903 188,398 2719817 2581789 3344212 3351090 304,696 297,818
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,486)
-15,492 -20,981 18,745 4,892 -11,046 8,145 -13,282 -6,659 14,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.9 5.2 74.5 70.8 91.6 91.8 8.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
67 34 48 157 166 241 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,759,945
COMMITMENTS
774,865 322,333 250,092 706,860 1159170 1731817 1731595 28,128 28,350
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 45,740)
11,543 26,520 -5,176 38,509 23,777 44,877 45,121 863 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 18.3 14.2 40.2 65.9 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 23 33 58 60 100 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,810
COMMITMENTS
6,846 21,190 835 23,120 7,831 30,801 29,856 6,009 6,954
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -10,065)
439 416 -1,684 -7,954 -8,094 -9,199 -9,362 -865 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 57.6 2.3 62.8 21.3 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 20 10 33 25 54 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,620
COMMITMENTS
13,693 42,379 1,671 46,239 15,663 61,603 59,712 12,018 13,908
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -20,129)
877 832 -3,369 -15,907 -16,188 -18,399 -18,724 -1,730 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 57.6 2.3 62.8 21.3 83.7 81.1 16.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 20 10 33 25 54 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 32,045
COMMITMENTS
4,191 1,463 0 25,519 29,911 29,710 31,374 2,335 671
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -32,765)
189 -445 0 -32,498 -31,734 -32,309 -32,179 -456 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.6 0.0 79.6 93.3 92.7 97.9 7.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 0 16 7 21 9
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,880
COMMITMENTS
13,198 21,154 486 7,951 179 21,635 21,819 245 61
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -6,783)
-328 -4,644 -2,155 -4,284 0 -6,767 -6,799 -16 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 96.7 2.2 36.3 0.8 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 14 3 4 1 23 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 66,324
COMMITMENTS
10,841 15,201 21,455 34,009 29,076 66,305 65,732 19 592
CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 22.9 32.3 51.3 43.8 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated June 26, 2020