WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,589
COMMITMENTS
107,015 62,153 107,576 127,545 157,849 342,136 327,578 30,453 45,011
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 12,860)
9,578 -468 -13,805 13,575 24,040 9,348 9,767 3,512 3,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 16.7 28.9 34.2 42.4 91.8 87.9 8.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
101 87 109 77 106 245 253
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,492
COMMITMENTS
10,176 150 1,550 13,052 23,557 24,778 25,257 714 235
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,392)
1,175 -210 660 -528 922 1,307 1,372 85 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 0.6 6.1 51.2 92.4 97.2 99.1 2.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 3 15 23 21 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,797
COMMITMENTS
57,420 50,808 45,908 102,104 109,198 205,432 205,914 21,365 20,883
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,281)
9,980 -1,803 -185 -7,177 4,930 2,618 2,942 663 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 22.4 20.2 45.0 48.1 90.6 90.8 9.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
61 56 67 71 77 177 165
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,389,346
COMMITMENTS
235,355 274,291 264,026 700,617 674,703 1199998 1213020 189,348 176,326
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,638)
-31,454 -26,044 16,280 25,905 7,425 10,731 -2,339 -4,093 8,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 19.7 19.0 50.4 48.6 86.4 87.3 13.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
112 136 144 324 319 532 523
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,202
COMMITMENTS
158,029 68,618 153,971 419,762 511,329 731,762 733,918 61,440 59,284
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 23,744)
11,828 -17,236 2,345 8,165 36,230 22,338 21,339 1,406 2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 8.7 19.4 52.9 64.5 92.3 92.5 7.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
155 93 157 180 182 413 373
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 448,165
COMMITMENTS
60,914 56,893 85,772 270,101 277,875 416,787 420,540 31,378 27,625
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -2,926)
-4,773 3,798 -3,786 5,425 -3,128 -3,134 -3,116 208 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 12.7 19.1 60.3 62.0 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
61 74 94 107 81 233 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,257
COMMITMENTS
66,845 172,554 8,086 781,878 695,023 856,809 875,663 144,448 125,594
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -81,488)
-18,765 18,062 -491 -64,375 -100,893 -83,631 -83,322 2,143 1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 17.2 0.8 78.1 69.4 85.6 87.5 14.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
18 33 17 84 90 111 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,390
COMMITMENTS
85,373 358,141 1,902 832,756 596,491 920,031 956,534 131,359 94,856
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -20,650)
7,282 23,388 -100 -24,435 -38,965 -17,253 -15,677 -3,397 -4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 34.1 0.2 79.2 56.7 87.5 91.0 12.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
13 17 7 78 77 94 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,871
COMMITMENTS
84,046 21,879 44,099 228,187 312,741 356,332 378,719 44,539 22,152
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -4,826)
-1,402 -4,683 -6,466 -258 7,998 -8,126 -3,151 3,300 -1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 5.5 11.0 56.9 78.0 88.9 94.5 11.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
82 35 66 100 86 216 163
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,591
COMMITMENTS
3,176 936 702 5,807 8,688 9,685 10,326 1,906 1,265
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 427)
-223 41 -84 359 321 52 278 375 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 8.1 6.1 50.1 75.0 83.6 89.1 16.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 5 6 14 16 38 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,854,827
COMMITMENTS
686,117 854,572 26,638 1970802 1885172 2683557 2766382 171,270 88,445
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -228,296)
-40,535 31,346 -8,019 -162,545 -242,124 -211,099 -218,797 -17,197 -9,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 29.9 0.9 69.0 66.0 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
71 45 22 163 149 244 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,258,687
COMMITMENTS
506,947 559,983 56,064 2316791 2309635 2879802 2925682 378,885 333,005
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -155,844)
23,339 -135,654 -7,739 -169,365 -26,948 -153,765 -170,341 -2,079 14,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.2 1.7 71.1 70.9 88.4 89.8 11.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
63 58 36 171 159 253 234
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,530
COMMITMENTS
46,919 108,486 5,074 606,999 472,711 658,992 586,271 96,538 169,259
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -58,244)
4,578 592 -468 -59,774 -59,693 -55,664 -59,569 -2,580 1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 14.4 0.7 80.3 62.6 87.2 77.6 12.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
9 15 9 56 63 70 82
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,846,802
COMMITMENTS
478,606 750,480 34,516 3045291 2796068 3558413 3581064 288,389 265,738
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -168,715)
-58,467 106,343 -11,120 -98,576 -147,971 -168,163 -52,748 -552 -115,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 19.5 0.9 79.2 72.7 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
55 38 21 139 159 202 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,692,857
COMMITMENTS
364,079 79,987 306,849 986,912 1263726 1657840 1650562 35,017 42,295
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 5,932)
6,965 -16,289 -308 4,507 28,348 11,164 11,751 -5,232 -5,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 4.7 18.1 58.3 74.7 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
27 21 34 64 69 106 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 28,194
COMMITMENTS
3,718 8,540 27 19,216 13,453 22,961 22,019 5,233 6,175
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,113)
-673 5,481 -383 5,155 -3,348 4,099 1,751 -986 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 30.3 0.1 68.2 47.7 81.4 78.1 18.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 16 3 35 20 49 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,387
COMMITMENTS
7,435 17,079 54 38,432 26,905 45,921 44,038 10,466 12,349
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,226)
-1,345 10,962 -766 10,309 -6,695 8,198 3,501 -1,972 2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 30.3 0.1 68.2 47.7 81.4 78.1 18.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 16 3 35 20 49 39
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 46,287
COMMITMENTS
3,842 2,800 0 39,057 42,882 42,899 45,682 3,388 605
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 6,574)
171 -2,297 0 5,071 8,927 5,242 6,630 1,332 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 6.0 0.0 84.4 92.6 92.7 98.7 7.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 0 12 14 14 18
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,134
COMMITMENTS
10,173 14,730 180 5,586 1,205 15,939 16,115 195 19
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -522)
123 -70 55 -723 -511 -545 -526 23 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 91.3 1.1 34.6 7.5 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 14 2 4 3 19 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/31/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 63,997
COMMITMENTS
7,076 14,583 36,391 20,498 12,427 63,965 63,401 32 596
CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,782)
102 1,966 1,800 1,881 137 3,783 3,903 -1 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 22.8 56.9 32.0 19.4 99.9 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 1 5 10 10 15
Updated April 03, 2020