WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 413,421 COMMITMENTS 122,549 120,573 110,290 155,580 141,319 388,419 372,182 25,002 41,239 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 32,893) 2,570 1,755 22,065 11,421 8,197 36,056 32,017 -3,163 876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 29.2 26.7 37.6 34.2 94.0 90.0 6.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 104 106 122 77 96 254 271 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 23,758 COMMITMENTS 13,453 630 0 9,695 22,518 23,148 23,148 610 610 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -129) -320 230 -260 480 -99 -100 -129 -29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 2.7 0.0 40.8 94.8 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 0 12 22 18 24 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,612 COMMITMENTS 46,734 75,647 46,112 119,090 88,287 211,936 210,046 20,676 22,566 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,807) 1,069 9,127 -1,677 8,993 492 8,385 7,942 -578 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 32.5 19.8 51.2 38.0 91.1 90.3 8.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 62 63 66 75 67 175 166 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,583,800 COMMITMENTS 243,291 457,949 345,872 797,514 617,400 1386677 1421221 197,123 162,579 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 49,267) 7,164 -13,191 45,661 -2,525 14,921 50,300 47,391 -1,033 1,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 28.9 21.8 50.4 39.0 87.6 89.7 12.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738) 144 161 176 337 298 597 547 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,557 COMMITMENTS 1,905 148 33 943 3,186 2,881 3,367 1,676 1,190 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -438) -200 58 -110 130 39 -180 -13 -258 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 3.2 0.7 20.7 69.9 63.2 73.9 36.8 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 1 2 7 10 19 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 887,070 COMMITMENTS 187,495 97,293 180,073 449,322 551,510 816,890 828,876 70,180 58,194 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 15,314) 208 -5,885 -3,881 16,330 24,499 12,657 14,733 2,657 581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 11.0 20.3 50.7 62.2 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525) 162 101 162 184 180 434 393 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 463,665 COMMITMENTS 69,834 66,765 100,779 256,736 267,051 427,349 434,595 36,316 29,070 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -9,850) -3,290 -1,665 -3,528 -3,084 -7,023 -9,902 -12,216 52 2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 14.4 21.7 55.4 57.6 92.2 93.7 7.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 74 74 98 105 90 239 224 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 991,507 COMMITMENTS 111,376 183,631 9,936 719,201 662,192 840,513 855,759 150,994 135,748 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,993) 12,508 5,207 -642 -5,423 31,485 6,443 36,050 550 -29,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 18.5 1.0 72.5 66.8 84.8 86.3 15.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 34 18 16 80 82 120 110 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,266 COMMITMENTS 76,589 374,022 7,584 809,208 558,540 893,381 940,146 145,885 99,120 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -23,644) -20,762 -14,005 5,168 -4,904 660 -20,498 -8,177 -3,146 -15,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 36.0 0.7 77.9 53.7 86.0 90.5 14.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 10 20 9 78 72 93 96 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 448,936 COMMITMENTS 82,525 87,080 59,140 252,378 271,523 394,043 417,743 54,893 31,193 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,200) -1,321 -4,790 4,229 359 3,460 3,267 2,899 -67 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 19.4 13.2 56.2 60.5 87.8 93.1 12.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 74 56 69 107 87 215 188 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,144 COMMITMENTS 2,987 664 187 4,734 8,429 7,908 9,280 2,236 864 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,635) -713 -160 -392 -182 -924 -1,287 -1,476 -348 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 6.5 1.8 46.7 83.1 78.0 91.5 22.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 22 4 10 14 18 39 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,140,324 COMMITMENTS 415,047 696,045 40,134 1506429 1310160 1961610 2046339 178,714 93,985 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 17,809) -12,308 26,325 -7,510 33,224 39,047 13,406 57,862 4,403 -40,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 32.5 1.9 70.4 61.2 91.7 95.6 8.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 55 33 23 154 125 222 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,266,592 COMMITMENTS 668,881 679,766 60,516 2153474 2170200 2882871 2910482 383,721 356,110 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -39,459) -32,665 -19,526 -12,610 -6,472 2,953 -51,747 -29,183 12,288 -10,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 20.8 1.9 65.9 66.4 88.3 89.1 11.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 75 59 37 165 173 256 253 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 962,229 COMMITMENTS 159,800 154,188 14,887 685,201 602,165 859,888 771,240 102,341 190,989 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -10,035) -13,463 -10,720 -2,670 3,047 5,245 -13,086 -8,145 3,051 -1,890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 16.0 1.5 71.2 62.6 89.4 80.2 10.6 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 13 9 7 63 68 78 82 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,438,389 COMMITMENTS 451,216 606,520 54,595 2628241 2499982 3134052 3161097 304,337 277,292 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -28,120) 49,989 -512 -30,416 -55,206 69,664 -35,633 38,736 7,513 -66,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 17.6 1.6 76.4 72.7 91.1 91.9 8.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 65 33 23 136 161 212 206 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,714,080 COMMITMENTS 763,322 295,827 255,254 668,240 1135393 1686816 1686474 27,264 27,606 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 122,234) 40,712 58,808 18,096 60,683 41,544 119,491 118,448 2,743 3,786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 17.3 14.9 39.0 66.2 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 22 22 33 58 59 99 95 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,180 COMMITMENTS 6,398 20,774 2,314 30,808 15,660 39,520 38,747 6,661 7,433 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,457) -1,708 5,574 1,488 6,800 91 6,580 7,153 -123 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 45.0 5.0 66.7 33.9 85.6 83.9 14.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 18 14 39 30 61 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,360 COMMITMENTS 12,796 41,548 4,627 61,616 31,319 79,039 77,494 13,321 14,866 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 12,914) -3,416 11,148 2,976 13,600 181 13,160 14,305 -246 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 45.0 5.0 66.7 33.9 85.6 83.9 14.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 18 14 39 30 61 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 64,810 COMMITMENTS 4,002 1,908 0 58,017 61,645 62,019 63,553 2,791 1,257 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 9,280) -553 1,454 0 11,797 7,446 11,244 8,900 -1,964 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.9 0.0 89.5 95.1 95.7 98.1 4.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 0 21 14 24 17 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 28,663 COMMITMENTS 13,526 25,798 2,641 12,235 179 28,402 28,618 261 45 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,501) 56 -816 2,155 -665 153 1,546 1,492 -45 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 90.0 9.2 42.7 0.6 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 18 6 5 1 26 19
Updated June 19, 2020