WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,416
COMMITMENTS
105,835 70,095 104,846 129,125 150,737 339,806 325,678 30,610 44,738
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,173)
-1,180 7,942 -2,730 1,580 -7,112 -2,330 -1,900 157 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.9 28.3 34.9 40.7 91.7 87.9 8.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
103 81 103 83 107 248 251
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 22,787
COMMITMENTS
10,601 0 1,750 9,687 20,652 22,038 22,402 749 385
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,705)
425 -150 200 -3,365 -2,905 -2,740 -2,855 35 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 0.0 7.7 42.5 90.6 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 0 4 12 20 19 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 226,234
COMMITMENTS
57,077 50,449 48,064 99,896 108,031 205,037 206,544 21,197 19,690
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -563)
-343 -359 2,156 -2,208 -1,167 -395 630 -168 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 22.3 21.2 44.2 47.8 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
62 52 67 73 82 177 171
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,430,281
COMMITMENTS
227,618 283,393 268,773 741,962 702,219 1238353 1254385 191,928 175,896
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 40,935)
-7,737 9,102 4,747 41,345 27,516 38,355 41,365 2,580 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 19.8 18.8 51.9 49.1 86.6 87.7 13.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717)
118 140 160 328 324 555 544
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 821,968
COMMITMENTS
164,354 71,253 162,295 429,501 527,215 756,150 760,763 65,818 61,205
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 28,766)
6,325 2,635 8,324 9,739 15,886 24,388 26,845 4,378 1,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 8.7 19.7 52.3 64.1 92.0 92.6 8.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
151 92 160 180 187 417 379
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 456,623
COMMITMENTS
64,120 51,800 92,355 267,974 285,108 424,449 429,263 32,174 27,360
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 8,458)
3,206 -5,093 6,583 -2,127 7,233 7,662 8,723 796 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 11.3 20.2 58.7 62.4 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
68 70 93 107 85 237 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,494
COMMITMENTS
70,915 188,408 6,335 786,778 678,740 864,028 873,483 137,466 128,011
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 237)
4,070 15,854 -1,751 4,900 -16,283 7,219 -2,180 -6,982 2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 18.8 0.6 78.6 67.8 86.3 87.2 13.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
20 34 16 85 89 112 132
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,052,353
COMMITMENTS
94,775 360,615 2,572 825,261 598,941 922,608 962,128 129,745 90,225
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 963)
9,402 2,474 670 -7,495 2,450 2,577 5,594 -1,614 -4,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 34.3 0.2 78.4 56.9 87.7 91.4 12.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
12 17 7 74 75 88 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 399,650
COMMITMENTS
71,806 27,367 52,234 227,340 294,231 351,380 373,832 48,270 25,818
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,221)
-12,240 5,488 8,135 -847 -18,510 -4,952 -4,887 3,731 3,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 6.8 13.1 56.9 73.6 87.9 93.5 12.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
77 41 69 97 83 209 166
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,096
COMMITMENTS
3,530 1,009 686 5,686 9,008 9,902 10,703 2,194 1,393
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 505)
354 73 -16 -121 320 217 377 288 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.3 5.7 47.0 74.5 81.9 88.5 18.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 4 4 15 16 37 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,670,340
COMMITMENTS
651,218 801,308 20,289 1839758 1756309 2511265 2577906 159,075 92,434
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -184,487)
-34,899 -53,264 -6,349 -131,044 -128,863 -172,292 -188,476 -12,195 3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 30.0 0.8 68.9 65.8 94.0 96.5 6.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
66 48 24 170 139 246 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,218,062
COMMITMENTS
506,164 567,188 55,771 2280915 2246569 2842850 2869528 375,212 348,534
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -40,625)
-783 7,205 -293 -35,876 -63,066 -36,952 -56,154 -3,673 15,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 17.6 1.7 70.9 69.8 88.3 89.2 11.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
61 59 38 169 166 252 241
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,068
COMMITMENTS
60,626 102,911 5,228 592,491 470,570 658,345 578,709 100,723 180,359
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 3,538)
13,707 -5,575 154 -14,508 -2,141 -647 -7,562 4,185 11,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.6 0.7 78.1 62.0 86.7 76.2 13.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
12 12 8 57 62 73 78
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,760,304
COMMITMENTS
542,119 705,861 38,470 2880204 2746331 3460793 3490662 299,511 269,642
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -86,498)
63,513 -44,619 3,954 -165,087 -49,737 -97,620 -90,402 11,122 3,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 18.8 1.0 76.6 73.0 92.0 92.8 8.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
58 33 21 136 159 199 208
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,567,177
COMMITMENTS
451,901 139,025 196,996 890,401 1198011 1539298 1534032 27,879 33,145
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -125,680)
87,822 59,038 -109,853 -96,511 -65,715 -118,542 -116,530 -7,138 -9,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 8.9 12.6 56.8 76.4 98.2 97.9 1.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
23 24 35 60 69 102 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 26,996
COMMITMENTS
5,681 8,740 165 16,498 10,746 22,343 19,650 4,653 7,346
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,198)
1,963 201 138 -2,718 -2,707 -618 -2,369 -581 1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 32.4 0.6 61.1 39.8 82.8 72.8 17.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 19 6 34 21 56 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,991
COMMITMENTS
11,361 17,480 329 32,996 21,491 44,686 39,300 9,305 14,691
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,396)
3,926 401 275 -5,436 -5,414 -1,235 -4,738 -1,161 2,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 32.4 0.6 61.1 39.8 82.8 72.8 17.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 19 6 34 21 56 43
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 50,732
COMMITMENTS
4,086 1,586 0 44,480 48,385 48,566 49,971 2,166 761
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 4,445)
244 -1,214 0 5,423 5,503 5,667 4,289 -1,222 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 3.1 0.0 87.7 95.4 95.7 98.5 4.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 15 14 17 16
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,381
COMMITMENTS
10,596 14,937 220 5,357 1,208 16,173 16,365 208 16
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 247)
423 207 40 -229 3 234 250 13 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 91.2 1.3 32.7 7.4 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 16 2 4 3 19 19
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 67,144
COMMITMENTS
7,098 18,144 37,027 22,986 11,403 67,111 66,574 33 570
CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 3,147)
22 3,561 636 2,488 -1,024 3,146 3,173 1 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 27.0 55.1 34.2 17.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 5 8 10 14
Updated April 10, 2020