WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,554
COMMITMENTS
110,392 105,011 199,888 183,174 168,519 493,454 473,418 29,100 49,136
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 16,580)
1,827 -3,955 10,289 3,479 11,379 15,595 17,714 984 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 20.1 38.3 35.1 32.2 94.4 90.6 5.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
110 128 145 93 110 300 303
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 29,627
COMMITMENTS
13,160 333 537 15,458 27,701 29,155 28,571 472 1,056
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,260)
-600 333 103 1,632 848 1,135 1,284 125 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 1.1 1.8 52.2 93.5 98.4 96.4 1.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 3 12 21 19 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,508
COMMITMENTS
56,975 81,789 65,911 129,632 107,932 252,518 255,632 22,990 19,877
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -10,869)
2,488 -8,203 -5,963 -5,109 4,874 -8,584 -9,292 -2,285 -1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 29.7 23.9 47.1 39.2 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
72 60 68 85 83 195 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,936,499
COMMITMENTS
307,743 342,963 538,645 885,615 820,104 1732003 1701712 204,496 234,788
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -54,051)
17,917 -45,070 -12,776 -54,909 20,033 -49,769 -37,813 -4,282 -16,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 17.7 27.8 45.7 42.3 89.4 87.9 10.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
171 166 187 369 349 650 605
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,044
COMMITMENTS
1,539 14 297 1,373 3,897 3,209 4,209 1,834 835
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 210)
-285 -3 18 72 319 -195 334 405 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 0.3 5.9 27.2 77.3 63.6 83.4 36.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 3 11 11 22 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 983,437
COMMITMENTS
191,203 61,994 267,034 460,047 584,068 918,285 913,096 65,152 70,341
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -722)
49,296 -36,561 2,066 -60,407 37,502 -9,044 3,007 8,323 -3,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 6.3 27.2 46.8 59.4 93.4 92.8 6.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
209 118 203 202 233 513 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 489,389
COMMITMENTS
99,574 33,984 103,640 243,410 321,143 446,623 458,767 42,766 30,622
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,760)
2,914 -8,418 4,971 4,958 13,620 12,842 10,172 -83 2,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.9 21.2 49.7 65.6 91.3 93.7 8.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
97 56 87 100 89 252 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,335,609
COMMITMENTS
113,115 258,953 149,718 899,959 780,212 1162792 1188883 172,816 146,726
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 34,257)
5,068 -1,582 9,834 27,696 32,902 42,599 41,154 -8,341 -6,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 19.4 11.2 67.4 58.4 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
37 26 39 99 100 153 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,089,616
COMMITMENTS
82,614 403,945 15,124 840,923 562,109 938,661 981,178 150,956 108,438
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 37,871)
509 1,395 11,941 23,351 24,020 35,801 37,356 2,070 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 37.1 1.4 77.2 51.6 86.1 90.0 13.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
13 20 13 85 80 105 106
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 490,048
COMMITMENTS
76,599 49,003 104,920 260,915 307,040 442,434 460,964 47,614 29,085
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,227)
6,677 -30,005 5,190 -13,558 22,000 -1,691 -2,814 464 1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 10.0 21.4 53.2 62.7 90.3 94.1 9.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
78 61 90 114 102 242 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,686
COMMITMENTS
2,577 503 685 5,224 8,723 8,485 9,912 2,201 774
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 102)
282 -143 -68 -204 342 10 130 91 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.7 6.4 48.9 81.6 79.4 92.8 20.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 6 9 14 19 37 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,117,811
COMMITMENTS
402,569 651,153 35,236 1506097 1334700 1943903 2021089 173,908 96,722
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -66,896)
-34,036 -47,053 10,516 -40,581 -29,124 -64,101 -65,661 -2,795 -1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 30.7 1.7 71.1 63.0 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
66 36 30 156 126 235 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,100,601
COMMITMENTS
733,108 612,354 384,687 2566880 2740166 3684676 3737207 415,926 363,394
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 71,685)
-9,905 -57,274 63,782 30,600 82,002 84,478 88,510 -12,793 -16,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 14.9 9.4 62.6 66.8 89.9 91.1 10.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
87 65 83 224 202 348 313
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,041,668
COMMITMENTS
163,572 172,837 5,688 755,393 670,615 924,653 849,140 117,015 192,528
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 8,228)
-4,599 -2,316 -665 8,200 5,294 2,936 2,313 5,292 5,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 16.6 0.5 72.5 64.4 88.8 81.5 11.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
11 12 8 67 69 81 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,643,838
COMMITMENTS
474,799 529,396 208,296 2628187 2614943 3311282 3352635 332,556 291,203
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 35,193)
5,065 -36,456 25,545 3,874 46,433 34,484 35,522 709 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 14.5 5.7 72.1 71.8 90.9 92.0 9.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
66 36 53 154 164 239 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,507,804
COMMITMENTS
574,375 334,067 199,302 705,871 939,709 1479548 1473078 28,256 34,726
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 6,828)
949 -4,108 -4,434 8,025 17,315 4,540 8,773 2,288 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 22.2 13.2 46.8 62.3 98.1 97.7 1.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
24 19 28 54 56 93 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,571
COMMITMENTS
15,976 17,547 630 22,036 21,691 38,642 39,867 7,929 6,704
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,166)
-856 -851 304 -1,006 -98 -1,558 -645 392 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 37.7 1.4 47.3 46.6 83.0 85.6 17.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 18 9 33 31 63 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,142
COMMITMENTS
31,952 35,093 1,260 44,073 43,381 77,284 79,734 15,857 13,408
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -2,332)
-1,712 -1,702 607 -2,012 -195 -3,117 -1,290 785 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 37.7 1.4 47.3 46.6 83.0 85.6 17.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 18 9 33 31 63 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,604
COMMITMENTS
3,609 1,752 0 29,247 32,180 32,856 33,932 1,748 672
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 27)
-678 371 0 1,281 -147 603 224 -576 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 5.1 0.0 84.5 93.0 94.9 98.1 5.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 3 0 17 9 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,993
COMMITMENTS
14,900 20,053 293 5,460 518 20,653 20,864 340 129
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -237)
-3 -81 -250 -132 0 -385 -331 148 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.0 95.5 1.4 26.0 2.5 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 12 1 4 1 23 13
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 74,705
COMMITMENTS
11,225 20,126 29,226 34,222 25,012 74,673 74,364 32 341
CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,105)
0 117 1,110 0 -96 1,110 1,131 -5 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 26.9 39.1 45.8 33.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 1 3 9 10 14
Updated August 21, 2020