WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,929
COMMITMENTS
123,005 106,856 158,532 170,893 165,169 452,430 430,557 27,499 49,372
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 17,041)
3,681 4,950 3,966 8,218 5,509 15,865 14,426 1,176 2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 22.3 33.0 35.6 34.4 94.3 89.7 5.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
102 112 120 89 113 266 279
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 31,602
COMMITMENTS
15,419 187 692 15,241 29,823 31,352 30,702 250 900
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -1,413)
-2,323 187 -179 1,039 -1,601 -1,463 -1,593 50 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 0.6 2.2 48.2 94.4 99.2 97.2 0.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 3 13 22 21 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,675
COMMITMENTS
58,211 85,998 75,998 135,221 111,018 269,430 273,014 24,245 20,661
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 5,464)
-899 5,178 -77 4,501 -1,813 3,525 3,288 1,940 2,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 29.3 25.9 46.0 37.8 91.7 93.0 8.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
72 74 64 84 81 191 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,030,923
COMMITMENTS
295,757 396,307 592,594 933,403 786,575 1821754 1775475 209,170 255,448
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 80,592)
10,732 46,735 32,675 33,956 -3,074 77,363 76,335 3,228 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 19.5 29.2 46.0 38.7 89.7 87.4 10.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
173 176 208 369 342 667 627
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,910
COMMITMENTS
2,170 16 282 1,035 3,678 3,487 3,975 1,423 935
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 52)
34 6 12 102 -29 148 -11 -96 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 0.3 5.7 21.1 74.9 71.0 81.0 29.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 1 3 7 9 21 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 975,735
COMMITMENTS
151,214 90,424 273,513 494,147 540,685 918,874 904,622 56,861 71,113
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 7,758)
-16,037 7,181 -3,196 31,124 714 11,891 4,699 -4,133 3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.3 28.0 50.6 55.4 94.2 92.7 5.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
172 127 186 204 215 468 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,078
COMMITMENTS
96,002 44,779 92,059 239,699 308,035 427,760 444,873 42,318 25,205
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 9,347)
13,089 4,244 -9,601 2,851 17,078 6,339 11,720 3,008 -2,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 9.5 19.6 51.0 65.5 91.0 94.6 9.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
92 59 87 96 97 232 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,241,691
COMMITMENTS
109,781 250,645 120,818 822,420 726,547 1053020 1098010 188,671 143,681
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 61,027)
-4,425 14,184 34,368 27,004 13,254 56,947 61,806 4,080 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 20.2 9.7 66.2 58.5 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
32 26 38 94 98 144 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,038,745
COMMITMENTS
65,302 400,229 5,283 817,124 529,032 887,709 934,544 151,036 104,201
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,079)
2,511 2,771 220 -7,246 -11,595 -4,515 -8,604 2,437 6,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 38.5 0.5 78.7 50.9 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
14 16 11 83 78 100 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 476,417
COMMITMENTS
68,963 72,701 92,498 270,875 281,984 432,337 447,183 44,081 29,234
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 9,983)
602 6,862 -37 11,594 2,709 12,159 9,535 -2,176 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 15.3 19.4 56.9 59.2 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
63 73 83 121 101 234 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,666
COMMITMENTS
2,490 617 757 5,457 8,373 8,704 9,747 1,962 919
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -501)
-380 45 -12 -176 -273 -568 -239 67 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.8 7.1 51.2 78.5 81.6 91.4 18.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 6 11 15 18 38 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,243,514
COMMITMENTS
477,622 742,391 34,100 1525268 1358984 2036989 2135474 206,525 108,040
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 99,123)
27,387 54,423 13,501 32,832 15,474 73,720 83,398 25,403 15,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 33.1 1.5 68.0 60.6 90.8 95.2 9.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
71 33 29 158 132 241 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,962,067
COMMITMENTS
775,450 610,158 297,873 2461557 2662698 3534880 3570729 427,187 391,338
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 86,343)
-1,161 -58,641 101,970 6,559 33,593 107,368 76,922 -21,025 9,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 15.4 7.5 62.1 67.2 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
78 59 79 207 203 323 303
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,002,123
COMMITMENTS
162,287 178,801 4,932 722,695 623,075 889,914 806,808 112,209 195,315
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 2,518)
-8,328 3,052 -4,678 5,767 6,527 -7,239 4,901 9,757 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 17.8 0.5 72.1 62.2 88.8 80.5 11.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
11 12 7 66 69 80 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,715,575
COMMITMENTS
541,336 594,444 174,487 2668990 2668117 3384812 3437048 330,763 278,527
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 47,659)
-84,942 16,809 45,442 84,535 -20,375 45,035 41,876 2,624 5,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 16.0 4.7 71.8 71.8 91.1 92.5 8.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
59 46 48 157 173 244 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,549,299
COMMITMENTS
615,873 412,866 205,617 701,709 892,596 1523200 1511079 26,099 38,220
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -146,376)
-90,352 24,879 -10,953 -47,318 -163,333 -148,623 -149,407 2,247 3,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 26.6 13.3 45.3 57.6 98.3 97.5 1.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
21 21 31 54 53 96 85
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,438
COMMITMENTS
16,244 19,428 180 21,776 18,425 38,199 38,033 7,239 7,405
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 4,050)
2,316 2,363 3 1,855 1,949 4,174 4,315 -125 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 42.8 0.4 47.9 40.5 84.1 83.7 15.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 15 7 35 31 60 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 90,876
COMMITMENTS
32,487 38,856 360 43,551 36,850 76,399 76,066 14,478 14,810
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 8,100)
4,632 4,726 6 3,711 3,898 8,349 8,630 -249 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 42.8 0.4 47.9 40.5 84.1 83.7 15.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 15 7 35 31 60 52
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 35,046
COMMITMENTS
4,413 1,381 0 28,417 32,817 32,830 34,198 2,216 848
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 380)
-438 0 0 1,072 299 634 299 -254 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.9 0.0 81.1 93.6 93.7 97.6 6.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 9 20 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,215
COMMITMENTS
14,713 20,242 436 5,863 490 21,012 21,168 203 47
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: -2,004)
362 -2,043 0 -2,362 44 -2,000 -1,999 -4 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 95.4 2.1 27.6 2.3 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 15 2 4 1 23 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 72,728
COMMITMENTS
11,404 19,999 27,074 34,222 25,269 72,700 72,342 28 386
CHANGES FROM 07/28/20 (CHANGE IN OPEN INTEREST: 1,784)
484 -287 1,298 0 949 1,782 1,960 2 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 27.5 37.2 47.1 34.7 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 1 3 9 11 14
Updated August 07, 2020