WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 344,450 COMMITMENTS 107,043 86,870 71,441 139,362 146,302 317,846 304,613 26,604 39,837 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -25,350) -4,620 8,920 -23,619 5,303 -7,492 -22,936 -22,191 -2,414 -3,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 25.2 20.7 40.5 42.5 92.3 88.4 7.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 96 94 105 76 108 238 258 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 28,047 COMMITMENTS 14,445 250 1,400 11,842 25,712 27,687 27,362 360 685 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 515) 881 50 -200 -60 465 621 315 -106 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 0.9 5.0 42.2 91.7 98.7 97.6 1.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 1 2 12 21 20 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 221,005 COMMITMENTS 52,817 46,289 48,389 99,806 106,651 201,012 201,329 19,993 19,676 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -11,934) -3,541 2,290 -7,800 176 -5,322 -11,165 -10,832 -769 -1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 20.9 21.9 45.2 48.3 91.0 91.1 9.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 61 47 60 79 84 179 162 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,423,461 COMMITMENTS 226,320 344,768 267,562 749,111 650,233 1242993 1262563 180,468 160,898 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -47,316) -8,700 11,271 -7,037 -27,476 -45,932 -43,213 -41,698 -4,103 -5,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 24.2 18.8 52.6 45.7 87.3 88.7 12.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 718) 120 162 145 334 300 548 534 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,337 COMMITMENTS 166,678 90,049 165,014 414,363 502,706 746,055 757,769 68,282 56,568 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -29,780) -15,147 -8,754 6,085 -20,355 -21,848 -29,417 -24,517 -363 -5,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 11.1 20.3 50.9 61.7 91.6 93.1 8.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519) 152 103 151 189 191 423 389 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 464,042 COMMITMENTS 63,441 67,608 100,113 267,220 267,371 430,774 435,092 33,268 28,950 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,861) -85 2,665 3,052 2,467 1,653 5,434 7,370 1,427 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 14.6 21.6 57.6 57.6 92.8 93.8 7.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 78 69 98 113 87 254 221 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 981,100 COMMITMENTS 93,060 188,625 6,963 738,337 652,189 838,360 847,777 142,740 133,323 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -12,975) 7,764 -9,094 1,080 -14,293 -15,376 -5,449 -23,390 -7,526 10,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 19.2 0.7 75.3 66.5 85.5 86.4 14.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 26 29 16 86 88 119 126 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,033,198 COMMITMENTS 122,146 375,865 4,574 772,276 557,799 898,996 938,238 134,202 94,960 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -10,703) 10,641 2,119 1,627 -27,872 -23,047 -15,604 -19,301 4,901 8,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 36.4 0.4 74.7 54.0 87.0 90.8 13.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 16 15 9 75 75 94 96 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 407,406 COMMITMENTS 67,705 50,738 51,433 242,144 278,123 361,282 380,294 46,124 27,112 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,938) -3,632 1,553 5,864 -66 -3,825 2,166 3,592 772 -654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.5 12.6 59.4 68.3 88.7 93.3 11.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 70 51 67 100 84 209 174 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,283 COMMITMENTS 4,329 1,007 576 5,330 9,554 10,235 11,137 2,048 1,146 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -635) 516 -45 -181 -822 -259 -487 -485 -148 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 8.2 4.7 43.4 77.8 83.3 90.7 16.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 25 5 8 17 18 45 28 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,502,580 COMMITMENTS 558,747 801,664 25,235 1748878 1574360 2332860 2401259 169,720 101,321 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -58,939) 6,084 9,643 -2,278 -63,506 -76,550 -59,700 -69,185 761 10,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 32.0 1.0 69.9 62.9 93.2 96.0 6.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 58 48 24 168 140 237 201 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,284,915 COMMITMENTS 583,809 633,233 107,170 2189227 2195538 2880206 2935941 404,709 348,974 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 53,101) 5,072 20,398 25,526 14,884 5,811 45,482 51,735 7,619 1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 19.3 3.3 66.6 66.8 87.7 89.4 12.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 63 64 49 178 167 270 251 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,657 COMMITMENTS 88,519 126,009 8,205 641,550 520,851 738,274 655,065 106,383 189,592 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 54,943) 24,361 18,260 2,436 22,276 23,050 49,073 43,746 5,870 11,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 14.9 1.0 76.0 61.7 87.4 77.6 12.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 16 7 9 63 68 83 80 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,575,588 COMMITMENTS 466,152 679,431 72,586 2702776 2534155 3241514 3286172 334,074 289,416 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -119,319) -62,095 -5,317 24,638 -103,306 -142,111 -140,763 -122,790 21,444 3,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 19.0 2.0 75.6 70.9 90.7 91.9 9.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 51 34 26 137 156 200 204 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,765,852 COMMITMENTS 712,852 227,332 195,157 834,862 1313504 1742871 1735993 22,981 29,859 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 78,264) 131,282 35,874 -2,713 -44,767 47,624 83,802 80,785 -5,538 -2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 12.9 11.1 47.3 74.4 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 25 23 37 62 71 105 113 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 33,751 COMMITMENTS 6,258 12,735 782 21,650 12,029 28,689 25,545 5,062 8,206 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,953) -141 726 540 2,222 1,095 2,621 2,361 333 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 37.7 2.3 64.1 35.6 85.0 75.7 15.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 25 8 38 20 58 49 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 67,502 COMMITMENTS 12,516 25,469 1,563 43,299 24,058 57,378 51,090 10,124 16,412 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,906) -282 1,452 1,080 4,443 2,190 5,241 4,722 665 1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 37.7 2.3 64.1 35.6 85.0 75.7 15.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 25 8 38 20 58 49 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,889 COMMITMENTS 4,692 1,245 0 34,579 40,328 39,271 41,573 2,618 316 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -996) -337 -152 0 -795 -934 -1,132 -1,086 136 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 3.0 0.0 82.5 96.3 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 0 11 12 16 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,691 COMMITMENTS 13,595 17,603 485 5,414 1,568 19,494 19,656 197 35 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 62) 22 86 -28 44 4 38 62 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 89.4 2.5 27.5 8.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 16 3 4 3 22 19
Updated May 01, 2020