WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,108
COMMITMENTS
113,532 128,156 101,514 163,536 135,175 378,582 364,845 24,526 38,263
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -29,763)
-8,995 -9,014 -13,761 -4,381 -4,669 -27,137 -27,444 -2,626 -2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 31.8 25.2 40.6 33.5 93.9 90.5 6.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
97 104 94 82 101 233 255
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 24,687
COMMITMENTS
13,615 0 230 10,421 23,571 24,266 23,801 421 886
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 720)
628 -200 130 92 344 850 274 -130 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 0.0 0.9 42.2 95.5 98.3 96.4 1.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 0 2 12 20 19 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 235,012
COMMITMENTS
48,766 84,093 43,424 123,078 88,491 215,268 216,008 19,744 19,004
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -7,081)
-1,158 -621 -3,167 -1,063 428 -5,388 -3,360 -1,693 -3,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 35.8 18.5 52.4 37.7 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
62 57 49 73 70 158 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,559,526
COMMITMENTS
270,274 427,718 327,405 797,554 631,170 1395233 1386293 164,293 173,233
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -49,997)
12,640 -51,892 -11,136 -20,512 6,805 -19,008 -56,223 -30,989 6,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 27.4 21.0 51.1 40.5 89.5 88.9 10.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
155 135 154 299 287 545 509
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,292
COMMITMENTS
2,311 25 6 630 3,381 2,947 3,412 1,345 880
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -187)
248 -6 0 -298 11 -50 5 -137 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 0.6 0.1 14.7 78.8 68.7 79.5 31.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 1 2 6 10 21 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,476
COMMITMENTS
203,556 80,685 166,742 381,848 509,140 752,146 756,567 59,330 54,909
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -51,320)
8,402 -6,455 -8,113 -44,736 -34,640 -44,447 -49,208 -6,873 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 9.9 20.5 47.1 62.7 92.7 93.2 7.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
174 89 142 177 181 423 364
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 430,592
COMMITMENTS
74,482 64,310 83,569 238,433 256,401 396,484 404,280 34,108 26,312
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -29,658)
2,593 -2,053 -15,733 -16,087 -11,075 -29,227 -28,861 -431 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.9 19.4 55.4 59.5 92.1 93.9 7.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
73 69 92 98 81 229 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,013,863
COMMITMENTS
108,088 217,015 7,099 733,882 662,532 849,069 886,646 164,794 127,217
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -8,889)
-17,854 17,704 -4,774 -1,656 -16,321 -24,284 -3,391 15,395 -5,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 21.4 0.7 72.4 65.3 83.7 87.5 16.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
32 22 15 76 84 112 117
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,889
COMMITMENTS
55,902 404,989 3,080 829,398 540,498 888,380 948,567 152,509 92,322
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 13,228)
-8,194 44,344 -7,087 26,677 -14,559 11,396 22,698 1,832 -9,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 38.9 0.3 79.7 51.9 85.3 91.1 14.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
9 20 9 80 75 93 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 441,205
COMMITMENTS
81,487 96,261 62,632 249,452 255,162 393,571 414,055 47,634 27,150
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -12,395)
-1,528 10,076 -4,618 -3,447 -16,186 -9,593 -10,728 -2,802 -1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 21.8 14.2 56.5 57.8 89.2 93.8 10.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 71 71 109 81 225 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,122
COMMITMENTS
3,235 467 423 4,730 8,391 8,388 9,281 1,734 841
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 71)
24 -151 3 274 182 301 34 -230 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 4.6 4.2 46.7 82.9 82.9 91.7 17.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 1 9 15 17 42 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,116,752
COMMITMENTS
423,950 713,466 27,157 1488624 1282298 1939731 2022921 177,021 93,831
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 14,878)
26,663 12,505 -8,397 -3,881 8,774 14,385 12,882 493 1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 33.7 1.3 70.3 60.6 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
61 31 24 150 126 222 170
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,441,124
COMMITMENTS
781,791 750,776 54,683 2220910 2277561 3057384 3083020 383,740 358,104
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 138,226)
95,027 70,528 -13,534 59,408 82,651 140,901 139,645 -2,675 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 21.8 1.6 64.5 66.2 88.8 89.6 11.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
68 75 39 169 168 256 263
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 970,366
COMMITMENTS
180,404 163,560 15,277 675,220 598,517 870,901 777,354 99,465 193,012
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 14,618)
8,299 12,594 3,733 4,123 -8,277 16,155 8,050 -1,537 6,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.9 1.6 69.6 61.7 89.7 80.1 10.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
13 10 8 63 71 78 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,555,414
COMMITMENTS
520,500 651,975 61,502 2671405 2555224 3253407 3268701 302,007 286,713
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 107,938)
91,479 57,205 -11,795 25,529 67,987 105,213 113,397 2,725 -5,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 18.3 1.7 75.1 71.9 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
64 38 26 138 158 211 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,793,109
COMMITMENTS
786,542 414,056 225,579 749,783 1119113 1761904 1758748 31,205 34,361
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 33,289)
11,677 91,709 -24,499 43,033 -40,057 30,211 27,153 3,078 6,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 23.1 12.6 41.8 62.4 98.3 98.1 1.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
20 23 31 57 61 98 94
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,388
COMMITMENTS
6,931 19,869 902 23,191 8,781 31,023 29,551 6,365 7,837
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 927)
89 -1,321 125 286 1,167 499 -30 428 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 53.1 2.4 62.0 23.5 83.0 79.0 17.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 9 33 23 54 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,776
COMMITMENTS
13,861 39,737 1,804 46,381 17,561 62,046 59,102 12,730 15,674
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 1,854)
178 -2,642 249 571 2,334 998 -59 856 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 53.1 2.4 62.0 23.5 83.0 79.0 17.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 9 33 23 54 44
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,371
COMMITMENTS
4,566 1,872 0 29,840 33,498 34,406 35,370 1,965 1,001
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,326)
375 409 0 4,321 3,587 4,696 3,996 -370 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.1 0.0 82.0 92.1 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 3 0 16 9 19 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,194
COMMITMENTS
13,429 21,230 486 8,022 179 21,937 21,895 257 299
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 314)
231 76 0 71 0 302 76 12 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 95.7 2.2 36.1 0.8 98.8 98.7 1.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 16 3 4 1 23 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/30/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,860
COMMITMENTS
11,441 16,578 21,925 37,476 31,762 70,842 70,265 18 595
CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,536)
600 1,377 470 3,467 2,686 4,537 4,533 -1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 23.4 30.9 52.9 44.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated July 06, 2020