WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,978 COMMITMENTS 117,864 112,789 114,478 143,701 129,638 376,043 356,905 26,935 46,073 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 13,329) 485 -1,035 7,188 4,747 8,400 12,420 14,553 909 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 28.0 28.4 35.7 32.2 93.3 88.6 6.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 98 122 120 81 100 263 275 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 28,278 COMMITMENTS 13,071 348 92 14,643 26,782 27,806 27,222 472 1,056 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,307) -500 348 92 1,590 891 1,182 1,331 125 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 1.2 0.3 51.8 94.7 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 1 10 21 17 23 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,318 COMMITMENTS 64,987 82,737 46,047 121,831 106,381 232,865 235,165 21,453 19,153 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -8,796) 542 -7,885 -4,310 -2,938 4,814 -6,706 -7,381 -2,090 -1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 32.5 18.1 47.9 41.8 91.6 92.5 8.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 76 56 63 78 78 187 172 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,525,023 COMMITMENTS 313,321 390,487 282,155 760,618 673,527 1356094 1346169 168,929 178,854 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -64,036) 21,608 -51,128 -27,024 -54,301 16,088 -59,717 -62,064 -4,319 -1,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 25.6 18.5 49.9 44.2 88.9 88.3 11.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706) 142 143 143 309 305 543 516 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,710 COMMITMENTS 1,648 0 136 1,148 3,810 2,932 3,946 1,778 764 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 215) -319 0 36 111 317 -172 353 387 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 0.0 2.9 24.4 80.9 62.3 83.8 37.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 0 2 11 11 22 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,582 COMMITMENTS 205,688 67,108 166,548 411,392 545,421 783,628 779,077 55,954 60,505 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 6,222) 28,195 -32,096 9,206 -36,741 30,446 660 7,556 5,562 -1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 8.0 19.8 49.0 65.0 93.3 92.8 6.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 186 98 162 176 210 446 413 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,009 COMMITMENTS 103,695 32,746 76,832 227,295 309,749 407,822 419,327 41,187 29,682 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 6,535) 4,466 -10,526 2,251 -121 12,316 6,596 4,041 -61 2,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 7.3 17.1 50.6 69.0 90.8 93.4 9.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 100 50 83 95 81 245 182 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,164,571 COMMITMENTS 120,968 265,683 69,381 810,996 695,578 1001345 1030642 163,226 133,929 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 39,727) 2,744 -4,970 9,822 30,678 35,811 43,244 40,663 -3,517 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 22.8 6.0 69.6 59.7 86.0 88.5 14.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 37 22 23 88 90 135 125 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,089,590 COMMITMENTS 82,614 403,944 15,124 840,916 562,109 938,654 981,177 150,936 108,413 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 37,872) 509 1,394 11,941 23,351 24,020 35,801 37,355 2,071 517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 37.1 1.4 77.2 51.6 86.1 90.1 13.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 13 20 13 85 80 105 106 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 447,479 COMMITMENTS 86,898 46,811 76,006 240,010 296,788 402,914 419,605 44,565 27,874 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 271) 2,975 -29,831 6,540 -9,648 21,819 -133 -1,472 404 1,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.5 17.0 53.6 66.3 90.0 93.8 10.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 78 57 76 108 93 229 196 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,830 COMMITMENTS 2,480 719 152 5,086 8,228 7,718 9,099 2,112 731 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 284) 238 -26 -28 -26 341 184 287 100 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 7.3 1.5 51.7 83.7 78.5 92.6 21.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 8 4 10 18 27 27 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,102,067 COMMITMENTS 403,638 654,391 25,148 1501215 1326264 1930001 2005803 172,066 96,264 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -65,361) -36,113 -43,369 10,773 -38,246 -32,099 -63,586 -64,695 -1,775 -666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 31.1 1.2 71.4 63.1 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 64 37 25 152 125 228 175 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,510,493 COMMITMENTS 720,076 633,072 111,511 2282383 2423037 3113970 3167620 396,523 342,873 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 671) -24,791 -106,295 38,271 1,499 79,306 14,979 11,282 -14,308 -10,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 18.0 3.2 65.0 69.0 88.7 90.2 11.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 79 67 49 203 178 304 272 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,041,668 COMMITMENTS 163,572 172,837 5,688 755,393 670,615 924,653 849,140 117,015 192,528 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 8,228) -4,599 -2,316 -665 8,200 5,294 2,936 2,313 5,292 5,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 16.6 0.5 72.5 64.4 88.8 81.5 11.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 11 12 8 67 69 81 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,478,482 COMMITMENTS 475,335 556,287 108,689 2566505 2526920 3150529 3191896 327,953 286,586 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 28,960) 108 -31,848 25,864 2,994 34,847 28,966 28,863 -6 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 16.0 3.1 73.8 72.6 90.6 91.8 9.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 58 39 37 142 158 216 218 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,507,779 COMMITMENTS 574,375 334,082 199,287 705,861 939,709 1479523 1473078 28,256 34,701 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 6,829) 949 -4,109 -4,433 8,025 17,315 4,541 8,773 2,288 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 22.2 13.2 46.8 62.3 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 24 19 28 54 56 93 89 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,229 COMMITMENTS 15,939 17,549 537 21,906 21,582 38,382 39,668 7,847 6,561 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,163) -861 -849 302 -1,051 -156 -1,611 -703 448 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 38.0 1.2 47.4 46.7 83.0 85.8 17.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 26 19 9 32 30 62 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 92,457 COMMITMENTS 31,878 35,098 1,074 43,811 43,163 76,763 79,335 15,694 13,122 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -2,326) -1,722 -1,697 603 -2,102 -312 -3,221 -1,406 895 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 38.0 1.2 47.4 46.7 83.0 85.8 17.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 26 19 9 32 30 62 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,604 COMMITMENTS 3,609 1,752 0 29,247 32,180 32,856 33,932 1,748 672 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 27) -678 371 0 1,281 -147 603 224 -576 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 5.1 0.0 84.5 93.0 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 17 9 20 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,993 COMMITMENTS 14,900 20,053 293 5,460 518 20,653 20,864 340 129 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -237) -3 -81 -250 -132 0 -385 -331 148 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.0 95.5 1.4 26.0 2.5 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 12 1 4 1 23 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 74,705 COMMITMENTS 11,225 20,126 29,226 34,222 25,012 74,673 74,364 32 341 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,105) 0 117 1,110 0 -96 1,110 1,131 -5 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 26.9 39.1 45.8 33.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 1 3 9 10 14
Updated August 21, 2020