WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,649
COMMITMENTS
117,379 113,824 107,290 138,954 121,238 363,623 342,352 26,026 47,297
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 9,140)
-6,640 3,184 16,965 -1,728 -12,206 8,597 7,943 543 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 29.2 27.5 35.7 31.1 93.3 87.9 6.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
88 124 110 78 96 239 268
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 26,971
COMMITMENTS
13,571 0 0 13,053 25,891 26,624 25,891 347 1,080
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -2,953)
-1,473 -261 -200 -1,377 -2,672 -3,050 -3,133 97 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 0.0 0.0 48.4 96.0 98.7 96.0 1.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 0 0 11 22 18 22
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 263,114
COMMITMENTS
64,445 90,622 50,357 124,769 101,567 239,571 242,546 23,543 20,568
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -8,222)
-3,335 4,292 -5,459 -361 -8,015 -9,155 -9,182 933 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 34.4 19.1 47.4 38.6 91.1 92.2 8.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
71 66 61 78 75 181 178
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,589,059
COMMITMENTS
291,713 441,615 309,179 814,919 657,439 1415811 1408233 173,248 180,826
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -49,858)
-2,501 -1,040 -52,929 7,045 8,135 -48,385 -45,834 -1,473 -4,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 27.8 19.5 51.3 41.4 89.1 88.6 10.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738)
144 146 157 324 304 575 538
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,495
COMMITMENTS
1,967 0 100 1,037 3,493 3,104 3,593 1,391 902
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -98)
-307 0 -23 224 -100 -106 -123 8 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 0.0 2.2 23.1 77.7 69.1 79.9 30.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 0 1 10 8 22 9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,360
COMMITMENTS
177,493 99,204 157,342 448,133 514,975 782,968 771,521 50,392 61,839
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -1,948)
-7,492 6,170 -13,235 18,791 3,954 -1,936 -3,111 -12 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 11.9 18.9 53.8 61.8 94.0 92.6 6.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
152 111 149 175 190 405 394
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 442,474
COMMITMENTS
99,229 43,272 74,581 227,416 297,433 401,226 415,286 41,248 27,188
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 6,711)
309 -1,711 5,806 50 -373 6,165 3,722 546 2,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 9.8 16.9 51.4 67.2 90.7 93.9 9.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
91 50 85 94 84 233 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,844
COMMITMENTS
118,224 270,653 59,559 780,318 659,767 958,101 989,979 166,743 134,865
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 25,531)
3,882 6,692 3,438 25,313 10,846 32,633 20,976 -7,102 4,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 24.1 5.3 69.4 58.7 85.2 88.0 14.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 22 25 84 90 131 125
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,718
COMMITMENTS
82,105 402,550 3,183 817,565 538,089 902,853 943,822 148,865 107,896
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 13,004)
16,803 2,321 -2,100 441 9,057 15,144 9,278 -2,140 3,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 38.3 0.3 77.7 51.2 85.8 89.7 14.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
15 19 11 81 77 100 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 447,208
COMMITMENTS
83,923 76,642 69,466 249,658 274,969 403,047 421,077 44,161 26,131
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 10,629)
2,363 5,763 4,862 557 2,019 7,782 12,644 2,847 -2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.1 15.5 55.8 61.5 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
72 63 70 117 94 229 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,546
COMMITMENTS
2,242 745 180 5,112 7,887 7,534 8,812 2,012 734
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -118)
-207 -2 -27 -39 15 -273 -14 155 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 7.8 1.9 53.6 82.6 78.9 92.3 21.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 8 5 12 16 29 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,167,428
COMMITMENTS
439,751 697,760 14,375 1539461 1358363 1993587 2070498 173,841 96,930
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -42,331)
-49,447 -41,640 1,739 30,701 7,531 -17,007 -32,370 -25,324 -9,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 32.2 0.7 71.0 62.7 92.0 95.5 8.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
68 34 23 150 130 226 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,509,822
COMMITMENTS
744,867 739,367 73,240 2280884 2343731 3098991 3156338 410,831 353,484
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 29,588)
-17,787 68,778 -5,934 43,951 -17,465 20,230 45,379 9,358 -15,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 21.1 2.1 65.0 66.8 88.3 89.9 11.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
58 76 48 200 179 285 276
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,033,440
COMMITMENTS
168,171 175,153 6,353 747,193 665,321 921,717 846,827 111,723 186,613
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 31,317)
5,884 -3,648 1,421 24,498 42,246 31,803 40,019 -486 -8,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 16.9 0.6 72.3 64.4 89.2 81.9 10.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
12 13 9 67 69 82 88
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,449,522
COMMITMENTS
475,227 588,135 82,825 2563511 2492073 3121563 3163033 327,959 286,489
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -62,429)
-56,083 -28,261 15,305 -26,053 -62,663 -66,831 -75,619 4,402 13,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.0 2.4 74.3 72.2 90.5 91.7 9.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
54 41 34 145 164 215 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,500,950
COMMITMENTS
573,426 338,191 203,720 697,836 922,394 1474982 1464305 25,968 36,645
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -48,323)
-42,447 -74,691 -1,881 -3,864 29,798 -48,192 -46,774 -131 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 22.5 13.6 46.5 61.5 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 22 29 51 55 91 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,392
COMMITMENTS
16,800 18,398 236 22,957 21,738 39,992 40,371 7,400 7,021
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,238)
568 -1,031 146 1,262 3,363 1,975 2,478 264 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 38.8 0.5 48.4 45.9 84.4 85.2 15.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 19 8 36 29 62 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,783
COMMITMENTS
33,600 36,795 471 45,913 43,475 79,984 80,741 14,799 14,042
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,476)
1,135 -2,061 291 2,523 6,725 3,949 4,955 527 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 38.8 0.5 48.4 45.9 84.4 85.2 15.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 19 8 36 29 62 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,577
COMMITMENTS
4,287 1,381 0 27,966 32,327 32,253 33,708 2,324 869
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -469)
-126 0 0 -451 -490 -577 -490 108 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 4.0 0.0 80.9 93.5 93.3 97.5 6.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 17 9 22 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,230
COMMITMENTS
14,903 20,134 543 5,592 518 21,038 21,195 192 35
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 15)
190 -108 107 -271 28 26 27 -11 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 94.8 2.6 26.3 2.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 15 3 4 1 24 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 73,600
COMMITMENTS
11,225 20,009 28,116 34,222 25,108 73,563 73,233 37 367
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 872)
-179 10 1,042 0 -161 863 891 9 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 27.2 38.2 46.5 34.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated August 14, 2020