WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,198
COMMITMENTS
116,056 130,325 107,926 161,659 135,432 385,641 373,683 24,557 36,515
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 7,090)
2,524 2,169 6,412 -1,877 257 7,059 8,838 31 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 31.8 26.3 39.4 33.0 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
103 114 100 84 100 244 263
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,836
COMMITMENTS
15,141 151 380 10,100 24,490 25,621 25,021 215 815
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,149)
1,526 151 150 -321 919 1,355 1,220 -206 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 0.6 1.5 39.1 94.8 99.2 96.8 0.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 3 11 21 18 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,418
COMMITMENTS
55,399 84,401 42,523 122,977 94,043 220,899 220,967 19,519 19,451
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 5,406)
6,633 308 -901 -101 5,552 5,631 4,959 -225 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 35.1 17.7 51.2 39.1 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
60 58 47 70 72 154 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,489,681
COMMITMENTS
256,472 363,711 283,672 786,739 666,433 1326883 1313816 162,798 175,865
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -69,845)
-13,802 -64,007 -43,733 -10,815 35,263 -68,350 -72,477 -1,495 2,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 24.4 19.0 52.8 44.7 89.1 88.2 10.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
136 135 148 289 300 516 511
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,439
COMMITMENTS
2,395 25 52 661 3,442 3,108 3,519 1,331 920
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 147)
84 0 46 31 61 161 107 -14 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 0.6 1.2 14.9 77.5 70.0 79.3 30.0 20.7
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 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,495
COMMITMENTS
218,135 67,626 175,082 386,915 539,334 780,132 782,042 60,363 58,453
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 29,019)
14,579 -13,059 8,340 5,067 30,194 27,986 25,475 1,033 3,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 8.0 20.8 46.0 64.2 92.8 93.0 7.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
185 80 142 190 202 440 379
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 444,042
COMMITMENTS
81,629 54,441 87,287 239,934 274,972 408,850 416,700 35,192 27,342
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 13,450)
7,147 -9,869 3,718 1,501 18,571 12,366 12,420 1,084 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 12.3 19.7 54.0 61.9 92.1 93.8 7.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
82 65 99 97 82 238 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,021,432
COMMITMENTS
108,398 213,522 9,919 746,986 666,852 865,303 890,293 156,129 131,139
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 7,569)
310 -3,493 2,820 13,104 4,320 16,234 3,647 -8,665 3,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 20.9 1.0 73.1 65.3 84.7 87.2 15.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 22 18 78 87 119 122
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,057,183
COMMITMENTS
61,597 408,921 2,844 842,195 549,087 906,636 960,852 150,547 96,331
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 16,294)
5,695 3,932 -236 12,797 8,589 18,256 12,285 -1,962 4,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 38.7 0.3 79.7 51.9 85.8 90.9 14.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
11 21 9 81 77 96 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 433,050
COMMITMENTS
85,104 71,519 61,917 239,391 275,064 386,412 408,500 46,638 24,550
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -8,155)
3,617 -24,742 -715 -10,061 19,902 -7,159 -5,555 -996 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 16.5 14.3 55.3 63.5 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
84 63 69 103 85 225 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,153
COMMITMENTS
3,495 467 381 4,636 8,346 8,512 9,194 1,641 959
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 31)
260 0 -42 -94 -45 124 -87 -93 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 4.6 3.8 45.7 82.2 83.8 90.6 16.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 1 7 15 19 43 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,085,770
COMMITMENTS
418,871 707,983 16,652 1473163 1267810 1908686 1992445 177,084 93,325
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -30,982)
-5,079 -5,483 -10,505 -15,461 -14,488 -31,045 -30,476 63 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 33.9 0.8 70.6 60.8 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 35 19 146 128 212 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,428,085
COMMITMENTS
779,252 736,065 47,547 2208377 2276829 3035176 3060441 392,909 367,644
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -13,039)
-2,539 -14,711 -7,136 -12,533 -732 -22,208 -22,579 9,169 9,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 21.5 1.4 64.4 66.4 88.5 89.3 11.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
70 68 41 170 172 259 262
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,672
COMMITMENTS
183,324 159,054 12,664 668,959 613,057 864,947 784,775 108,725 188,897
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,306)
2,920 -4,506 -2,613 -6,261 14,540 -5,954 7,421 9,260 -4,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 16.3 1.3 68.7 63.0 88.8 80.6 11.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
12 9 8 63 71 77 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,456,610
COMMITMENTS
472,329 650,581 35,567 2637161 2487616 3145057 3173764 311,553 282,846
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -98,804)
-48,171 -1,394 -25,935 -34,244 -67,608 -108,350 -94,937 9,546 -3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 18.8 1.0 76.3 72.0 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
58 37 24 138 162 203 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,678,778
COMMITMENTS
705,632 395,580 222,859 704,885 1001278 1633376 1619717 45,402 59,061
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -114,331)
-80,910 -18,476 -2,720 -44,898 -117,835 -128,528 -139,031 14,197 24,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 23.6 13.3 42.0 59.6 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
22 21 33 53 57 96 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,844
COMMITMENTS
7,605 18,550 800 21,193 9,327 29,597 28,676 6,247 7,168
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,545)
674 -1,319 -103 -1,998 546 -1,426 -876 -119 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 51.8 2.2 59.1 26.0 82.6 80.0 17.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 9 33 24 56 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,687
COMMITMENTS
15,209 37,099 1,599 42,386 18,653 59,194 57,351 12,493 14,336
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,089)
1,348 -2,638 -205 -3,995 1,092 -2,852 -1,751 -237 -1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 51.8 2.2 59.1 26.0 82.6 80.0 17.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 9 33 24 56 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,961
COMMITMENTS
4,776 2,095 0 30,237 33,753 35,013 35,848 1,948 1,113
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 590)
210 223 0 397 255 607 478 -17 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 5.7 0.0 81.8 91.3 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 0 16 9 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,754
COMMITMENTS
14,376 21,938 486 7,653 302 22,515 22,726 239 28
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 560)
947 708 0 -369 123 578 831 -18 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 96.4 2.1 33.6 1.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 16 3 4 1 24 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,739
COMMITMENTS
11,041 17,299 23,005 36,672 29,695 70,718 69,999 21 740
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -121)
-400 721 1,080 -804 -2,067 -124 -266 3 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 24.5 32.5 51.8 42.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated July 10, 2020