WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,480
COMMITMENTS
117,531 102,670 171,862 169,146 162,049 458,538 436,581 24,941 46,898
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -6,968)
5,549 1,827 -6,813 -5,478 -5,219 -6,743 -10,205 -226 3,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 21.2 35.5 35.0 33.5 94.8 90.3 5.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
103 119 119 87 117 271 284
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 32,061
COMMITMENTS
17,578 475 448 13,860 30,187 31,886 31,110 175 951
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,696)
760 396 -675 1,526 1,689 1,611 1,410 85 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 1.5 1.4 43.2 94.2 99.5 97.0 0.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 2 2 14 23 22 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 285,181
COMMITMENTS
59,392 80,667 75,266 128,253 110,566 262,911 266,500 22,270 18,681
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 15,668)
4,670 50 12,719 -2,222 3,065 15,166 15,834 502 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 28.3 26.4 45.0 38.8 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
69 67 70 83 78 189 183
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,905,548
COMMITMENTS
263,916 331,593 536,010 904,162 793,507 1704089 1661110 201,459 244,438
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 29,062)
7,682 5,452 27,693 -6,941 -8,958 28,434 24,187 628 4,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 17.4 28.1 47.4 41.6 89.4 87.2 10.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
164 173 211 362 348 653 625
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,585
COMMITMENTS
1,925 11 272 968 3,538 3,165 3,822 1,420 764
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -60)
-159 -1 -10 -26 34 -195 23 136 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 0.2 5.9 21.1 77.2 69.0 83.3 31.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 1 3 7 12 21 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 994,119
COMMITMENTS
166,118 73,165 295,010 468,106 557,300 929,234 925,475 64,885 68,644
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 18,826)
9,257 4,893 2,002 10,179 11,008 21,438 17,903 -2,612 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.4 29.7 47.1 56.1 93.5 93.1 6.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
192 108 193 209 225 486 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 481,302
COMMITMENTS
88,715 42,379 108,079 245,518 302,986 442,312 453,444 38,989 27,858
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 13,817)
16,841 -13,921 -2,584 -3,134 31,627 11,123 15,122 2,694 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 8.8 22.5 51.0 63.0 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
91 66 99 97 91 245 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,232,984
COMMITMENTS
114,160 223,941 94,337 848,384 774,216 1056880 1092494 176,104 140,490
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 22,246)
13,368 -1,839 1,771 8,888 20,760 24,028 20,692 -1,782 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.2 7.7 68.8 62.8 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
33 32 42 92 100 149 150
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,359
COMMITMENTS
59,107 406,650 4,529 825,435 529,722 889,071 940,901 147,288 95,458
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,504)
2,420 -724 158 -8,130 -8,698 -5,552 -9,264 47 3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 39.2 0.4 79.6 51.1 85.8 90.8 14.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
13 18 11 82 77 99 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 473,404
COMMITMENTS
68,089 75,633 91,343 265,431 279,520 424,862 446,495 48,542 26,909
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 10,263)
2,313 3,109 754 5,320 5,279 8,387 9,142 1,876 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 16.0 19.3 56.1 59.0 89.7 94.3 10.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
66 75 81 120 98 231 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,432
COMMITMENTS
3,137 522 1,077 5,558 8,799 9,772 10,399 1,661 1,034
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -129)
-246 -7 89 -19 -164 -176 -82 47 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.6 9.4 48.6 77.0 85.5 91.0 14.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 6 12 17 19 47 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,153,065
COMMITMENTS
458,407 676,955 29,932 1481159 1347714 1969498 2054600 183,567 98,465
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 34,335)
34,635 -30,935 2,958 -4,422 56,451 33,170 28,474 1,165 5,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 31.4 1.4 68.8 62.6 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
66 32 29 153 131 230 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,877,923
COMMITMENTS
746,208 659,201 248,111 2455403 2597671 3449722 3504983 428,201 372,939
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -12,448)
-7,653 19,134 -28,422 21,088 -2,732 -14,987 -12,020 2,539 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 17.0 6.4 63.3 67.0 89.0 90.4 11.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
71 73 78 209 203 321 313
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,350
COMMITMENTS
171,261 163,311 12,077 699,821 611,821 883,159 787,209 102,191 198,141
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 9,426)
-2,878 -2,442 358 16,227 3,622 13,707 1,538 -4,281 7,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.6 1.2 71.0 62.1 89.6 79.9 10.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 10 8 68 73 83 89
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,658,133
COMMITMENTS
565,981 574,729 152,559 2614229 2659216 3332769 3386504 325,364 271,629
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -7,029)
23,191 -35,108 13,934 -50,296 16,702 -13,171 -4,472 6,142 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 15.7 4.2 71.5 72.7 91.1 92.6 8.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
71 35 53 158 175 250 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,690,381
COMMITMENTS
710,563 401,336 203,604 752,210 1049780 1666377 1654720 24,004 35,661
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,047)
654 -11,876 -11,678 17,157 29,236 6,133 5,682 914 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 23.7 12.0 44.5 62.1 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
23 20 34 55 57 99 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,980
COMMITMENTS
13,319 17,660 244 19,751 14,237 33,314 32,141 6,665 7,839
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -320)
-890 -202 -164 406 75 -648 -291 328 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 44.2 0.6 49.4 35.6 83.3 80.4 16.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 18 9 33 27 59 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,959
COMMITMENTS
26,638 35,320 488 39,502 28,474 66,629 64,282 13,331 15,677
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -640)
-1,780 -404 -328 813 151 -1,295 -581 655 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 44.2 0.6 49.4 35.6 83.3 80.4 16.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 18 9 33 27 59 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,847
COMMITMENTS
5,007 1,381 0 27,392 32,686 32,399 34,067 2,448 780
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,073)
-303 0 0 -1,113 -818 -1,416 -818 343 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 4.0 0.0 78.6 93.8 93.0 97.8 7.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 8 20 10
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 24,109
COMMITMENTS
15,209 23,145 436 8,199 495 23,844 24,076 265 33
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 732)
800 739 0 -72 0 728 739 4 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 96.0 1.8 34.0 2.1 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 15 2 4 1 24 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,484
COMMITMENTS
11,120 19,124 25,118 34,222 25,505 70,460 69,747 24 737
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 838)
0 -101 837 0 87 837 823 1 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 27.1 35.6 48.6 36.2 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 1 3 9 11 13
Updated July 24, 2020