WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,882
COMMITMENTS
149,487 91,189 198,838 196,582 238,530 544,906 528,556 37,975 54,325
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -10,013)
6,356 7,426 -23,030 3,992 6,596 -12,682 -9,008 2,669 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 15.6 34.1 33.7 40.9 93.5 90.7 6.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
142 118 129 102 137 318 318
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,072
COMMITMENTS
13,518 553 1,138 7,893 20,618 22,549 22,309 523 763
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,170)
-566 318 121 1,573 760 1,128 1,199 42 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 2.4 4.9 34.2 89.4 97.7 96.7 2.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 3 11 24 19 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,237
COMMITMENTS
76,010 37,142 69,880 107,965 145,636 253,856 252,658 20,381 21,579
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5,604)
1,819 -800 -5,437 -467 43 -4,084 -6,194 -1,519 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 13.5 25.5 39.4 53.1 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
85 51 70 84 99 206 190
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,157,487
COMMITMENTS
510,699 86,726 561,943 892,016 1261569 1964658 1910238 192,829 247,249
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 6,837)
51,492 -16,155 -30,658 -17,316 56,712 3,518 9,899 3,318 -3,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.0 26.0 41.3 58.5 91.1 88.5 8.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 887)
234 133 206 367 441 696 699
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,095
COMMITMENTS
2,437 76 269 1,343 4,809 4,049 5,155 2,046 940
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 301)
191 -82 35 130 289 355 241 -54 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 1.3 4.4 22.0 78.9 66.4 84.6 33.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 2 11 12 27 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,167,917
COMMITMENTS
302,947 42,264 295,781 497,031 748,034 1095758 1086079 72,159 81,838
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -158,448)
-110 -1,697 -69,079 -81,671 -81,405 -150,861 -152,181 -7,587 -6,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 3.6 25.3 42.6 64.0 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
236 128 210 250 291 571 563
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 532,679
COMMITMENTS
133,926 17,843 121,500 232,877 368,328 488,302 507,671 44,376 25,008
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,711)
13,583 -1,317 -2,583 -7,774 10,599 3,227 6,699 2,484 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 3.3 22.8 43.7 69.1 91.7 95.3 8.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
134 41 86 99 91 263 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,377,508
COMMITMENTS
117,040 358,043 93,913 991,877 767,426 1202830 1219382 174,678 158,125
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -18,551)
13,660 22,566 -36,159 5,809 4,422 -16,690 -9,171 -1,861 -9,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 26.0 6.8 72.0 55.7 87.3 88.5 12.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
31 28 39 105 104 155 152
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,448
COMMITMENTS
67,119 314,783 4,540 790,273 566,649 861,932 885,972 139,515 115,475
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 18,023)
11,702 3,620 -91 8,658 16,745 20,269 20,274 -2,246 -2,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 31.4 0.5 78.9 56.6 86.1 88.5 13.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
14 18 14 82 82 102 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 532,715
COMMITMENTS
129,581 19,086 110,570 237,515 374,991 477,666 504,648 55,049 28,068
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 9,977)
4,409 -2,118 4,132 2,158 9,516 10,699 11,531 -723 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.6 20.8 44.6 70.4 89.7 94.7 10.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
121 36 78 107 105 256 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,804
COMMITMENTS
3,537 758 135 4,700 8,320 8,373 9,213 1,431 591
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -755)
57 29 -382 -308 -340 -634 -693 -121 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 7.7 1.4 47.9 84.9 85.4 94.0 14.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 4 3 13 19 30 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,002,728
COMMITMENTS
414,493 653,594 32,713 1391751 1218419 1838958 1904727 163,770 98,001
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 29,844)
7,560 5,627 13,105 6,195 12,608 26,860 31,341 2,984 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 32.6 1.6 69.5 60.8 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
66 30 24 143 117 216 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,731,121
COMMITMENTS
538,904 473,123 305,217 2500615 2533570 3344735 3311909 386,386 419,212
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -188,766)
-36,746 -24,414 -58,741 -77,131 -145,387 -172,618 -228,542 -16,149 39,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.7 8.2 67.0 67.9 89.6 88.8 10.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
76 70 76 200 187 313 296
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,513
COMMITMENTS
215,184 41,695 16,214 586,605 702,360 818,003 760,269 129,510 187,244
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 33,260)
15,504 -1,965 -2,416 18,190 28,835 31,278 24,454 1,982 8,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.4 1.7 61.9 74.1 86.3 80.2 13.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 8 9 71 71 90 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,198,575
COMMITMENTS
410,218 763,638 124,250 2338411 2022638 2872879 2910525 325,697 288,050
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -36,871)
17,689 7,805 -11,803 -34,387 -32,601 -28,500 -36,599 -8,371 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 23.9 3.9 73.1 63.2 89.8 91.0 10.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
49 39 39 143 152 209 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,337,417
COMMITMENTS
467,056 242,529 185,757 659,287 879,990 1312100 1308276 25,317 29,141
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -7,445)
8,365 2,116 -14,075 -3,159 2,728 -8,869 -9,231 1,424 1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 18.1 13.9 49.3 65.8 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
23 15 27 59 61 92 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,785
COMMITMENTS
18,817 17,498 583 20,106 25,045 39,505 43,125 9,280 5,660
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,091)
-1,917 -37 281 1,592 527 -44 771 1,134 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 35.9 1.2 41.2 51.3 81.0 88.4 19.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 16 10 31 27 62 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,570
COMMITMENTS
37,634 34,995 1,165 40,211 50,089 79,010 86,249 18,560 11,321
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,181)
-3,833 -74 561 3,185 1,055 -88 1,542 2,269 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 35.9 1.2 41.2 51.3 81.0 88.4 19.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 16 10 31 27 62 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,740
COMMITMENTS
3,860 431 0 28,526 33,880 32,386 34,311 2,354 429
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -306)
-21 0 0 -544 124 -565 124 259 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 1.2 0.0 82.1 97.5 93.2 98.8 6.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 11 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,550
COMMITMENTS
15,973 19,225 23 4,340 1,248 20,336 20,496 214 54
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 9)
30 9 -1 -3 0 26 8 -17 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.7 93.6 0.1 21.1 6.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
20 10 1 3 2 23 13
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 138,802
COMMITMENTS
14,279 8,357 73,899 50,614 56,385 138,792 138,641 10 161
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,479)
201 -1,873 4,185 -900 1,166 3,486 3,478 -7 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.0 53.2 36.5 40.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 1 3 10 12 14
Updated October 30, 2020