WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,461
COMMITMENTS
123,051 104,245 91,814 135,794 134,133 350,659 330,192 22,802 43,269
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -16,039)
4,438 2,356 -11,350 -8,777 -9,800 -15,689 -18,794 -350 2,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 27.9 24.6 36.4 35.9 93.9 88.4 6.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
95 108 95 76 110 235 260
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 29,562
COMMITMENTS
17,077 420 70 12,240 28,121 29,387 28,611 175 951
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,585)
560 154 -415 1,355 1,560 1,500 1,299 85 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 1.4 0.2 41.4 95.1 99.4 96.8 0.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 1 10 23 17 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,941
COMMITMENTS
65,224 80,924 55,532 120,517 107,806 241,273 244,262 20,668 17,679
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 13,180)
6,208 98 9,789 -3,332 3,340 12,665 13,227 515 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 30.9 21.2 46.0 41.2 92.1 93.3 7.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
71 65 56 77 74 179 169
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,523,220
COMMITMENTS
266,621 365,475 306,902 781,581 669,334 1355104 1341711 168,116 181,509
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 25,477)
6,886 6,051 26,663 -11,250 -9,897 22,299 22,817 3,178 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 24.0 20.1 51.3 43.9 89.0 88.1 11.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
138 155 162 304 308 550 546
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,271
COMMITMENTS
2,029 0 114 744 3,427 2,887 3,541 1,384 730
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -53)
-179 0 0 -6 29 -185 29 132 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 0.0 2.7 17.4 80.2 67.6 82.9 32.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
14 0 2 6 10 20 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 837,841
COMMITMENTS
199,966 78,467 173,708 407,505 525,796 781,179 777,971 56,662 59,870
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 19,074)
851 7,046 3,283 17,343 8,323 21,477 18,652 -2,403 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 9.4 20.7 48.6 62.8 93.2 92.9 6.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
165 94 152 184 207 419 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 444,915
COMMITMENTS
90,770 45,007 81,723 235,239 291,474 407,732 418,204 37,183 26,711
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,614)
16,655 -12,835 -7,721 -4,575 29,024 4,359 8,468 2,255 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 10.1 18.4 52.9 65.5 91.6 94.0 8.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
89 63 94 94 82 239 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,060,693
COMMITMENTS
129,355 224,483 12,109 759,147 694,006 900,611 930,598 160,082 130,095
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 16,280)
14,272 1,102 2,137 3,253 12,082 19,662 15,321 -3,382 959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 21.2 1.1 71.6 65.4 84.9 87.7 15.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
40 21 19 77 88 124 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,036,337
COMMITMENTS
59,107 406,661 4,518 825,432 529,722 889,057 940,901 147,280 95,436
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -5,515)
2,420 -713 147 -8,130 -8,698 -5,563 -9,264 48 3,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 39.2 0.4 79.6 51.1 85.8 90.8 14.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
13 18 10 82 77 98 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 433,462
COMMITMENTS
81,385 74,801 62,149 244,169 270,329 387,703 407,279 45,759 26,183
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 12,880)
3,539 2,940 2,254 5,207 6,528 11,000 11,722 1,880 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.3 14.3 56.3 62.4 89.4 94.0 10.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
73 67 70 116 91 224 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,095
COMMITMENTS
3,251 502 368 4,895 8,259 8,514 9,129 1,581 966
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -280)
-203 -8 -11 -107 -206 -321 -225 41 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 5.0 3.6 48.5 81.8 84.3 90.4 15.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 5 6 15 16 42 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,120,532
COMMITMENTS
464,789 673,547 12,234 1466632 1337355 1943655 2023136 176,877 97,396
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 24,342)
34,872 -30,149 -1,439 -9,454 49,938 23,979 18,350 363 5,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 31.8 0.6 69.2 63.1 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
65 31 19 148 128 219 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,424,335
COMMITMENTS
739,518 710,474 42,567 2228669 2315253 3010754 3068294 413,581 356,041
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 3,760)
-7,797 21,266 -19,755 26,529 2,032 -1,023 3,543 4,783 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.7 1.2 65.1 67.6 87.9 89.6 12.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
66 73 40 174 183 262 274
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 985,350
COMMITMENTS
171,261 163,311 12,077 699,821 611,821 883,159 787,209 102,191 198,141
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 9,426)
-2,878 -2,442 358 16,227 3,622 13,707 1,538 -4,281 7,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.6 1.2 71.0 62.1 89.6 79.9 10.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 10 8 68 73 83 89
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,463,898
COMMITMENTS
551,151 595,974 47,864 2544508 2553927 3143523 3197765 320,375 266,133
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -11,339)
24,741 -25,396 10,314 -53,542 5,955 -18,487 -9,127 7,148 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.2 1.4 73.5 73.7 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
61 38 30 143 168 216 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,690,358
COMMITMENTS
710,563 401,350 203,590 752,201 1049780 1666354 1654720 24,004 35,638
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 7,047)
654 -11,876 -11,678 17,157 29,236 6,133 5,682 914 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 23.7 12.0 44.5 62.1 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
23 20 34 55 57 99 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,745
COMMITMENTS
13,287 17,660 177 19,717 14,210 33,181 32,047 6,565 7,699
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -280)
-883 -202 -160 413 96 -630 -266 350 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 44.4 0.4 49.6 35.8 83.5 80.6 16.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 18 8 32 27 58 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 79,490
COMMITMENTS
26,574 35,320 353 39,434 28,420 66,361 64,093 13,129 15,397
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -559)
-1,766 -404 -319 826 192 -1,259 -531 700 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 44.4 0.4 49.6 35.8 83.5 80.6 16.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 18 8 32 27 58 50
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,847
COMMITMENTS
5,007 1,381 0 27,392 32,686 32,399 34,067 2,448 780
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -1,073)
-303 0 0 -1,113 -818 -1,416 -818 343 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 4.0 0.0 78.6 93.8 93.0 97.8 7.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 8 20 10
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 24,109
COMMITMENTS
15,209 23,145 436 8,199 495 23,844 24,076 265 33
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 732)
800 739 0 -72 0 728 739 4 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 96.0 1.8 34.0 2.1 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 15 2 4 1 24 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/21/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,484
COMMITMENTS
11,120 19,124 25,118 34,222 25,505 70,460 69,747 24 737
CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 838)
0 -101 837 0 87 837 823 1 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 27.1 35.6 48.6 36.2 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 1 3 9 11 13
Updated July 24, 2020