WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,904
COMMITMENTS
151,636 107,694 107,338 163,632 192,956 422,606 407,988 35,298 49,916
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 13,223)
2,593 5,188 788 7,089 7,666 10,470 13,642 2,753 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 23.5 23.4 35.7 42.1 92.3 89.1 7.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
129 115 106 82 125 271 294
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 23,068
COMMITMENTS
13,518 553 1,138 7,893 20,618 22,549 22,309 519 759
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,171)
-566 318 121 1,573 760 1,128 1,199 43 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 2.4 4.9 34.2 89.4 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 2 3 11 24 19 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,147
COMMITMENTS
81,717 38,745 46,047 97,515 139,317 225,279 224,109 18,868 20,038
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,105)
2,224 -390 687 2,363 3,000 5,274 3,297 -1,169 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 15.9 18.9 39.9 57.1 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
85 50 62 71 90 187 178
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,682,271
COMMITMENTS
517,427 106,414 277,445 748,154 1104017 1543026 1487876 139,245 194,395
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 60,041)
47,034 -34,071 14,162 -5,545 80,820 55,651 60,911 4,390 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 6.3 16.5 44.5 65.6 91.7 88.4 8.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 828)
217 112 159 284 398 578 610
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,801
COMMITMENTS
2,506 192 21 1,298 4,702 3,825 4,915 1,976 886
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 312)
182 -22 3 169 278 354 259 -42 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 3.3 0.4 22.4 81.1 65.9 84.7 34.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 1 1 10 12 26 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 969,014
COMMITMENTS
323,798 42,934 150,346 433,405 702,388 907,549 895,668 61,465 73,346
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -67,250)
6,386 -14,606 -9,839 -57,821 -39,844 -61,274 -64,289 -5,976 -2,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 4.4 15.5 44.7 72.5 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671)
219 106 157 217 277 503 499
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 471,061
COMMITMENTS
137,999 18,233 86,326 203,931 342,449 428,256 447,008 42,805 24,053
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,800)
8,603 -393 224 -5,472 6,938 3,355 6,769 2,445 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 3.9 18.3 43.3 72.7 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
133 38 79 94 83 255 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,225,546
COMMITMENTS
114,708 374,661 21,302 925,720 682,776 1061730 1078739 163,816 146,807
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 13,008)
13,437 36,754 -19,329 14,461 -2,028 8,569 15,397 4,439 -2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 30.6 1.7 75.5 55.7 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
26 30 26 89 86 128 129
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,001,329
COMMITMENTS
67,119 314,796 4,490 790,273 566,649 861,882 885,935 139,447 115,394
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 17,940)
11,702 3,633 -141 8,658 16,745 20,219 20,237 -2,279 -2,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 31.4 0.4 78.9 56.6 86.1 88.5 13.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
14 18 13 82 82 101 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 445,305
COMMITMENTS
129,350 21,357 51,849 215,730 347,587 396,929 420,793 48,376 24,512
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 8,484)
4,580 -3,221 3,774 1,338 9,532 9,692 10,085 -1,208 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 4.8 11.6 48.4 78.1 89.1 94.5 10.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
118 36 63 98 92 239 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,647
COMMITMENTS
3,585 772 3 4,671 8,289 8,259 9,064 1,388 583
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -366)
-95 -18 -119 -81 -169 -295 -306 -71 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 8.0 0.0 48.4 85.9 85.6 94.0 14.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 5 1 12 17 29 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,994,239
COMMITMENTS
420,131 660,396 19,044 1391609 1217134 1830784 1896574 163,455 97,665
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 31,127)
17,688 16,103 3,903 6,397 12,711 27,988 32,717 3,139 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 33.1 1.0 69.8 61.0 91.8 95.1 8.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
67 29 18 143 116 215 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,153,365
COMMITMENTS
544,854 528,642 64,547 2179517 2165583 2788918 2758772 364,447 394,593
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -53,509)
-17,476 -10,692 -2,573 -18,142 -85,082 -38,191 -98,347 -15,318 44,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.8 2.0 69.1 68.7 88.4 87.5 11.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
69 74 42 173 159 262 255
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,513
COMMITMENTS
215,184 41,695 16,214 586,605 702,360 818,003 760,269 129,510 187,244
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 33,260)
15,504 -1,965 -2,416 18,190 28,835 31,278 24,454 1,982 8,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 4.4 1.7 61.9 74.1 86.3 80.2 13.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 8 9 71 71 90 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,094,189
COMMITMENTS
408,488 766,163 74,566 2289944 1971138 2772998 2811867 321,191 282,322
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -11,461)
15,418 6,855 2,446 -21,648 -20,993 -3,784 -11,692 -7,677 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 24.8 2.4 74.0 63.7 89.6 90.9 10.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
50 37 28 139 145 200 199
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,337,402
COMMITMENTS
467,056 242,536 185,750 659,279 879,990 1312085 1308276 25,317 29,126
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -7,444)
8,365 2,115 -14,074 -3,159 2,728 -8,868 -9,231 1,424 1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 18.1 13.9 49.3 65.8 98.1 97.8 1.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
23 15 27 59 61 92 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,635
COMMITMENTS
18,786 17,498 549 20,085 25,032 39,419 43,078 9,216 5,557
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,071)
-1,913 -37 275 1,587 525 -51 763 1,121 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 36.0 1.1 41.3 51.5 81.1 88.6 18.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 16 9 30 27 61 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,270
COMMITMENTS
37,572 34,995 1,097 40,169 50,064 78,838 86,156 18,432 11,114
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,141)
-3,825 -74 550 3,174 1,049 -101 1,525 2,242 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 36.0 1.1 41.3 51.5 81.1 88.6 18.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 16 9 30 27 61 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,740
COMMITMENTS
3,860 431 0 28,526 33,880 32,386 34,311 2,354 429
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -306)
-21 0 0 -544 124 -565 124 259 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 1.2 0.0 82.1 97.5 93.2 98.8 6.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 11 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,550
COMMITMENTS
15,973 19,225 23 4,340 1,248 20,336 20,496 214 54
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 9)
30 9 -1 -3 0 26 8 -17 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 93.6 0.1 21.1 6.1 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
20 10 1 3 2 23 13
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/27/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 138,802
COMMITMENTS
14,279 8,357 73,899 50,614 56,385 138,792 138,641 10 161
CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 3,479)
201 -1,873 4,185 -900 1,166 3,486 3,478 -7 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 6.0 53.2 36.5 40.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 1 3 10 12 14
Updated October 30, 2020