WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,999
COMMITMENTS
96,572 126,357 168,664 192,714 149,221 457,949 444,242 27,050 40,757
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -85,037)
3,240 -11,917 -46,746 -38,410 -23,356 -81,915 -82,019 -3,122 -3,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 26.1 34.8 39.7 30.8 94.4 91.6 5.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
104 113 117 92 108 260 283
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 26,177
COMMITMENTS
13,869 0 429 11,458 24,862 25,756 25,291 421 886
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,222)
686 -193 149 518 820 1,352 776 -130 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 0.0 1.6 43.8 95.0 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 0 4 14 20 22 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,999
COMMITMENTS
45,630 83,947 55,459 127,836 90,415 228,925 229,821 21,075 20,178
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -15,741)
2,325 -689 -10,754 -5,734 -484 -14,163 -11,926 -1,578 -3,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 33.6 22.2 51.1 36.2 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 62 54 76 73 163 162
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,926,269
COMMITMENTS
255,607 407,788 547,617 915,455 746,402 1718679 1701807 207,590 224,462
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -108,463)
22,693 -55,875 -61,099 -39,632 691 -78,038 -116,282 -30,425 7,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.2 28.4 47.5 38.7 89.2 88.3 10.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
175 152 208 352 328 636 599
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,623
COMMITMENTS
2,240 7 181 835 3,525 3,257 3,714 1,366 909
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -230)
246 -4 -29 -307 4 -90 -28 -140 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 0.2 3.9 18.1 76.3 70.5 80.3 29.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 2 3 7 12 22 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 949,644
COMMITMENTS
173,427 78,396 272,120 435,202 536,870 880,749 887,386 68,896 62,258
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -95,711)
23,037 -3,674 -45,668 -65,532 -43,899 -88,163 -93,240 -7,548 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 8.3 28.7 45.8 56.5 92.7 93.4 7.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
205 98 185 198 202 482 422
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,565
COMMITMENTS
72,963 60,657 103,823 245,470 266,204 422,257 430,685 35,309 26,880
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -48,657)
5,290 1,375 -32,051 -21,224 -16,673 -47,984 -47,349 -673 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 13.3 22.7 53.6 58.2 92.3 94.1 7.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
80 67 99 99 88 237 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,134,658
COMMITMENTS
95,486 220,089 70,955 792,604 706,749 959,045 997,793 175,613 136,865
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -39,675)
-10,165 17,870 -21,392 -22,574 -30,247 -54,131 -33,769 14,456 -5,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 19.4 6.3 69.9 62.3 84.5 87.9 15.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
25 30 38 89 92 136 138
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,903
COMMITMENTS
55,902 404,989 3,080 829,404 540,498 888,386 948,567 152,517 92,336
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 13,191)
-8,194 44,353 -7,099 26,661 -14,576 11,368 22,677 1,823 -9,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 38.9 0.3 79.7 51.9 85.3 91.1 14.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
9 20 9 80 75 93 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 480,264
COMMITMENTS
70,265 97,442 89,824 269,686 264,807 429,775 452,074 50,489 28,191
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -21,892)
3,566 10,010 -13,006 -8,797 -17,249 -18,237 -20,245 -3,655 -1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 20.3 18.7 56.2 55.1 89.5 94.1 10.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
70 79 81 115 88 233 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,154
COMMITMENTS
3,023 500 1,057 5,266 8,697 9,345 10,254 1,809 900
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -1,195)
462 -24 -1,094 -326 -100 -958 -1,218 -237 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.5 9.5 47.2 78.0 83.8 91.9 16.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 4 12 17 19 45 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,146,141
COMMITMENTS
415,673 718,968 45,304 1502232 1286806 1963210 2051079 182,931 95,062
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 10,909)
23,064 15,070 -9,446 -4,427 2,974 9,191 8,598 1,719 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 33.5 2.1 70.0 60.0 91.5 95.6 8.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
59 34 32 154 129 229 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,916,524
COMMITMENTS
782,089 719,583 276,324 2459071 2544077 3517485 3539984 399,039 376,540
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 64,208)
88,912 42,933 -61,403 38,716 82,214 66,226 63,743 -2,017 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.4 7.1 62.8 65.0 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
77 68 79 199 186 312 297
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,366
COMMITMENTS
180,404 163,560 15,277 675,220 598,517 870,901 777,354 99,465 193,012
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 14,618)
8,299 12,594 3,733 4,123 -8,277 16,155 8,050 -1,537 6,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.9 1.6 69.6 61.7 89.7 80.1 10.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
13 10 8 63 71 78 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,739,438
COMMITMENTS
532,006 640,025 169,738 2730059 2639090 3431803 3448853 307,635 290,585
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 90,530)
96,009 59,122 -18,661 10,242 57,302 87,590 97,763 2,940 -7,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.1 4.5 73.0 70.6 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
67 39 50 155 166 245 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,793,233
COMMITMENTS
786,542 414,042 225,593 749,892 1119113 1762027 1758748 31,206 34,485
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 33,289)
11,677 91,709 -24,499 43,032 -40,057 30,211 27,153 3,078 6,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 23.1 12.6 41.8 62.4 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
20 23 31 57 61 98 94
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,645
COMMITMENTS
6,956 19,869 977 23,231 8,808 31,164 29,653 6,481 7,992
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 835)
109 -1,321 141 112 977 362 -203 472 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 52.8 2.6 61.7 23.4 82.8 78.8 17.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 10 34 23 55 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,290
COMMITMENTS
13,911 39,737 1,953 46,463 17,616 62,327 59,306 12,963 15,984
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,669)
219 -2,642 282 224 1,953 725 -406 945 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 52.8 2.6 61.7 23.4 82.8 78.8 17.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 10 34 23 55 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,371
COMMITMENTS
4,566 1,872 0 29,840 33,498 34,406 35,370 1,965 1,001
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,326)
375 409 0 4,321 3,587 4,696 3,996 -370 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.1 0.0 82.0 92.1 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 0 16 9 19 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,194
COMMITMENTS
13,429 21,230 486 8,022 179 21,937 21,895 257 299
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 314)
231 76 0 71 0 302 76 12 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 95.7 2.2 36.1 0.8 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 16 3 4 1 23 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,860
COMMITMENTS
11,441 16,578 21,925 37,476 31,762 70,842 70,265 18 595
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,536)
600 1,377 470 3,467 2,686 4,537 4,533 -1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 23.4 30.9 52.9 44.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated July 06, 2020