WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,496 COMMITMENTS 104,452 93,749 74,975 146,167 143,055 325,594 311,779 25,902 39,717 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 7,046) -2,591 6,879 3,534 6,805 -3,247 7,748 7,166 -702 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 26.7 21.3 41.6 40.7 92.6 88.7 7.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 101 96 109 72 107 241 260 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,200 COMMITMENTS 15,015 225 650 10,245 24,785 25,910 25,660 290 540 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,847) 570 -25 -750 -1,597 -927 -1,777 -1,702 -70 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.3 0.9 2.5 39.1 94.6 98.9 97.9 1.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 10 21 16 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,014 COMMITMENTS 51,455 43,369 48,157 99,091 107,758 198,703 199,284 19,311 18,730 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -2,991) -1,362 -2,920 -232 -715 1,107 -2,309 -2,045 -682 -946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 19.9 22.1 45.5 49.4 91.1 91.4 8.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 61 50 60 72 83 168 166 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,397,612 COMMITMENTS 213,746 366,836 256,921 749,637 613,914 1220304 1237671 177,308 159,941 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -25,849) -12,574 22,068 -10,641 526 -36,319 -22,689 -24,892 -3,160 -957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 26.2 18.4 53.6 43.9 87.3 88.6 12.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735) 128 158 144 332 299 550 536 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 802,711 COMMITMENTS 173,136 90,353 161,636 402,631 495,604 737,403 747,593 65,308 55,118 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -11,626) 6,458 304 -3,378 -11,732 -7,102 -8,652 -10,176 -2,974 -1,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 11.3 20.1 50.2 61.7 91.9 93.1 8.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521) 160 99 148 188 190 427 381 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 456,440 COMMITMENTS 62,372 64,498 99,621 257,574 262,481 419,567 426,600 36,873 29,840 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -7,602) -1,069 -3,110 -492 -9,646 -4,890 -11,207 -8,492 3,605 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 14.1 21.8 56.4 57.5 91.9 93.5 8.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 71 74 91 108 85 236 217 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 989,523 COMMITMENTS 83,591 192,424 5,612 753,648 653,269 842,851 851,305 146,672 138,218 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 8,423) -9,469 3,799 -1,351 15,311 1,080 4,491 3,528 3,932 4,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 19.4 0.6 76.2 66.0 85.2 86.0 14.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 23 29 20 87 89 123 125 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,049,059 COMMITMENTS 138,234 385,731 2,446 776,039 574,391 916,719 962,568 132,340 86,491 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 15,861) 16,088 9,866 -2,128 3,763 16,592 17,723 24,330 -1,862 -8,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 36.8 0.2 74.0 54.8 87.4 91.8 12.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 13 16 13 79 80 100 101 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 414,481 COMMITMENTS 70,080 53,529 55,436 243,475 278,521 368,991 387,486 45,490 26,995 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 7,075) 2,375 2,791 4,003 1,331 398 7,709 7,192 -634 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 12.9 13.4 58.7 67.2 89.0 93.5 11.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 73 50 70 100 80 211 173 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,073 COMMITMENTS 4,283 882 583 5,088 9,417 9,954 10,882 2,119 1,191 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -210) -46 -125 7 -242 -137 -281 -255 71 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 7.3 4.8 42.1 78.0 82.4 90.1 17.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 5 7 16 17 41 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,406,883 COMMITMENTS 543,378 745,050 50,111 1639166 1514936 2232655 2310097 174,228 96,786 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -95,697) -15,369 -56,614 24,876 -109,712 -59,424 -100,205 -91,162 4,508 -4,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 31.0 2.1 68.1 62.9 92.8 96.0 7.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 57 50 29 167 138 239 202 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,385,230 COMMITMENTS 574,969 717,240 105,574 2295155 2205057 2975698 3027871 409,532 357,359 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 100,315) -8,840 84,007 -1,596 105,928 9,519 95,492 91,930 4,823 8,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 21.2 3.1 67.8 65.1 87.9 89.4 12.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 62 67 53 186 168 283 253 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 870,705 COMMITMENTS 89,485 144,713 8,149 667,702 529,544 765,336 682,406 105,369 188,299 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 26,048) 966 18,704 -56 26,152 8,693 27,062 27,341 -1,014 -1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 16.6 0.9 76.7 60.8 87.9 78.4 12.1 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 15 10 8 67 67 84 83 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,617,662 COMMITMENTS 456,838 696,301 85,033 2757716 2550232 3299587 3331566 318,075 286,096 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 42,074) -9,314 16,870 12,447 54,940 16,077 58,073 45,394 -15,999 -3,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 19.2 2.4 76.2 70.5 91.2 92.1 8.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 54 38 35 139 159 214 211 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,595,563 COMMITMENTS 601,709 215,418 230,515 713,476 1092436 1545700 1538369 49,863 57,194 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -170,289) -111,143 -11,914 35,358 -121,386 -221,068 -197,171 -197,624 26,882 27,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 13.5 14.4 44.7 68.5 96.9 96.4 3.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 21 25 30 56 65 96 101 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 33,234 COMMITMENTS 6,323 14,440 185 21,291 10,393 27,799 25,017 5,435 8,217 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -518) 65 1,705 -597 -359 -1,637 -891 -529 373 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 43.4 0.6 64.1 31.3 83.6 75.3 16.4 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 15 23 6 38 19 56 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 66,467 COMMITMENTS 12,646 28,879 369 42,582 20,785 55,597 50,033 10,870 16,434 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,035) 130 3,410 -1,194 -717 -3,273 -1,781 -1,057 746 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 43.4 0.6 64.1 31.3 83.6 75.3 16.4 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 15 23 6 38 19 56 45 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,991 COMMITMENTS 3,441 1,553 0 34,363 37,971 37,804 39,524 2,187 467 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -1,898) -1,251 308 0 -216 -2,357 -1,467 -2,049 -431 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 3.9 0.0 85.9 94.9 94.5 98.8 5.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 12 12 15 15 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,034 COMMITMENTS 12,422 18,124 490 6,918 1,385 19,830 19,999 204 35 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 343) -1,173 521 5 1,504 -183 336 343 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 90.5 2.4 34.5 6.9 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 08, 2020