WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,777 COMMITMENTS 119,201 88,638 197,204 176,223 190,460 492,628 476,303 32,149 48,474 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 8,471) 6,226 -4,176 -4,139 5,063 13,646 7,150 5,331 1,321 3,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 16.9 37.6 33.6 36.3 93.9 90.8 6.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 130 100 124 79 126 274 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 18,628 COMMITMENTS 6,318 0 628 11,619 17,614 18,565 18,241 63 387 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 92) 187 0 -94 -6 43 87 -51 5 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 0.0 3.4 62.4 94.6 99.7 97.9 0.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 3 12 23 18 26 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,139 COMMITMENTS 64,149 57,776 93,744 102,518 118,696 260,411 270,216 28,729 18,924 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -7,774) -4,467 -9,141 -3,349 320 4,721 -7,497 -7,770 -278 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 20.0 32.4 35.5 41.1 90.1 93.5 9.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 108 50 88 95 88 244 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,756,379 COMMITMENTS 251,385 278,983 479,942 721,170 806,632 1452497 1565557 303,882 190,822 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -31,154) 8,683 538 -28,962 -7,281 -5,907 -27,559 -34,331 -3,595 3,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.9 27.3 41.1 45.9 82.7 89.1 17.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795) 169 136 184 399 384 666 618 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 848,230 COMMITMENTS 121,225 100,078 243,303 416,662 432,351 781,190 775,732 67,040 72,497 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -83,567) 3,777 -23,164 -40,994 -38,980 -18,968 -76,196 -83,126 -7,370 -441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 11.8 28.7 49.1 51.0 92.1 91.5 7.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 156 136 205 197 228 470 470 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 540,191 COMMITMENTS 162,610 29,208 124,853 218,601 363,975 506,064 518,036 34,128 22,156 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -21,324) -3,837 3,513 -9,610 -7,020 -12,516 -20,467 -18,613 -857 -2,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 5.4 23.1 40.5 67.4 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 132 55 112 93 88 282 219 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,172,897 COMMITMENTS 106,685 195,617 96,684 796,349 743,462 999,718 1035764 173,179 137,134 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -69,027) -11,710 -3,741 -40,625 -14,371 -25,429 -66,706 -69,795 -2,321 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 16.7 8.2 67.9 63.4 85.2 88.3 14.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 38 22 40 99 97 150 146 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,245,420 COMMITMENTS 80,838 501,275 7,114 1005042 651,907 1092994 1160296 152,426 85,124 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,157) -5,243 5,680 816 9,325 -4,640 4,899 1,857 -2,741 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 40.2 0.6 80.7 52.3 87.8 93.2 12.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 19 17 14 86 75 112 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 454,476 COMMITMENTS 79,093 84,419 86,324 243,931 257,112 409,348 427,855 45,128 26,620 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -28,263) 1,983 1,037 -15,245 -11,190 -12,259 -24,452 -26,467 -3,812 -1,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 18.6 19.0 53.7 56.6 90.1 94.1 9.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 86 68 90 114 93 253 218 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,002 COMMITMENTS 4,781 1,854 267 3,546 7,373 8,594 9,494 2,407 1,508 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -1,329) 576 48 -685 -1,320 -913 -1,429 -1,549 100 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 16.8 2.4 32.2 67.0 78.1 86.3 21.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 25 10 6 14 14 44 25 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,610,706 COMMITMENTS 795,388 1120903 59,543 2584213 2321379 3439144 3501824 171,561 108,882 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -80,896) -20,171 25,683 -34,043 -21,571 -71,024 -75,785 -79,384 -5,110 -1,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 31.0 1.6 71.6 64.3 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 72 45 37 196 142 285 207 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,175,966 COMMITMENTS 527,430 767,985 450,230 2798579 2531404 3776239 3749619 399,727 426,347 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -324,667) -53,500 -24,514 -113,988 -157,865 -215,053 -325,354 -353,555 686 28,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 18.4 10.8 67.0 60.6 90.4 89.8 9.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 65 74 80 217 207 325 318 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 923,376 COMMITMENTS 121,015 124,590 5,554 686,520 605,948 813,089 736,092 110,287 187,284 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 13,654) -2,617 5,592 -266 12,129 7,398 9,246 12,724 4,408 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 13.5 0.6 74.3 65.6 88.1 79.7 11.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 10 17 9 60 70 76 90 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,486,187 COMMITMENTS 418,445 730,137 218,019 3556987 3226157 4193450 4174313 292,737 311,874 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: -65,772) 28,975 -10,207 -43,246 -46,641 -7,238 -60,912 -60,691 -4,860 -5,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 16.3 4.9 79.3 71.9 93.5 93.0 6.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 59 51 51 160 162 243 240 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,911,802 COMMITMENTS 483,986 147,875 345,308 1033429 1380399 1862723 1873582 49,079 38,220 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 16,272) 4,463 12,340 -12,444 17,315 12,427 9,334 12,323 6,938 3,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 7.7 18.1 54.1 72.2 97.4 98.0 2.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 48 18 41 66 65 130 111 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 53,811 COMMITMENTS 23,784 10,630 799 20,902 34,190 45,485 45,620 8,326 8,191 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,110) 1,510 1,293 219 157 1,702 1,886 3,214 224 -1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 19.8 1.5 38.8 63.5 84.5 84.8 15.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 37 18 8 26 30 67 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 107,622 COMMITMENTS 47,567 21,260 1,599 41,804 68,381 90,970 91,240 16,652 16,383 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,221) 3,019 2,585 438 315 3,405 3,772 6,428 449 -2,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 19.8 1.5 38.8 63.5 84.5 84.8 15.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 37 18 8 26 30 67 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 38,696 COMMITMENTS 2,719 862 0 34,911 36,798 37,630 37,660 1,066 1,036 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 4,691) 855 398 0 4,792 3,617 5,647 4,015 -956 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.2 0.0 90.2 95.1 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 13 11 16 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 15,326 COMMITMENTS 7,952 13,886 536 6,451 892 14,939 15,314 387 12 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 611) 520 755 -143 82 0 459 612 152 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 90.6 3.5 42.1 5.8 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 19 12 2 5 2 25 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 68,075 COMMITMENTS 21,568 6,059 25,362 21,099 33,019 68,029 64,440 46 3,635 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 6,426) -162 307 1,107 5,481 4,630 6,426 6,044 0 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 8.9 37.3 31.0 48.5 99.9 94.7 0.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 4 2 7 15 13 20 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,503 COMMITMENTS 9,284 1,247 5,586 1,633 7,849 16,503 14,682 0 1,821 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 2,283) 1,928 -352 355 0 2,274 2,283 2,277 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.3 7.6 33.8 9.9 47.6 100.0 89.0 0.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 2 1 12 8 16 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 47,643 COMMITMENTS 15,309 15,241 32,324 0 0 47,633 47,565 10 78 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: 431) 0 70 431 0 0 431 501 0 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 32.0 67.8 0.0 0.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 18 5 0 0 8 21
Updated January 06, 2020