WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,604 COMMITMENTS 114,409 93,010 232,739 168,736 172,529 515,883 498,278 30,721 48,325 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 13,309) 925 -697 11,776 1,787 5,238 14,488 16,317 -1,179 -3,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 17.0 42.6 30.9 31.6 94.4 91.2 5.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 116 104 146 96 122 294 306 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 20,255 COMMITMENTS 6,392 0 576 12,906 18,885 19,873 19,460 382 795 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,749) -2,336 0 -273 -2,073 -4,816 -4,681 -5,089 -68 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 0.0 2.8 63.7 93.2 98.1 96.1 1.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 0 3 10 16 16 19 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,084 COMMITMENTS 60,275 76,586 88,145 117,399 104,426 265,819 269,158 25,265 21,926 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 20,408) -3,939 7,064 17,518 6,188 -4,879 19,767 19,703 641 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 26.3 30.3 40.3 35.9 91.3 92.5 8.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 81 56 77 90 86 210 187 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,753,106 COMMITMENTS 284,026 303,591 489,641 711,621 749,343 1485289 1542575 267,817 210,531 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,420) -836 -21,461 7,471 -10,982 838 -4,347 -13,152 -7,073 1,733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 17.3 27.9 40.6 42.7 84.7 88.0 15.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 150 163 196 350 351 614 606 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,914 COMMITMENTS 1,403 335 163 1,932 3,403 3,498 3,900 1,417 1,014 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -144) -166 -148 18 140 -32 -8 -162 -135 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 6.8 3.3 39.3 69.2 71.2 79.4 28.8 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 2 11 12 17 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,756 COMMITMENTS 124,656 120,725 294,372 465,811 474,124 884,839 889,220 71,917 67,536 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 35,832) -4,670 -16,013 25,524 16,853 24,362 37,708 33,873 -1,876 1,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 12.6 30.8 48.7 49.6 92.5 92.9 7.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 173 141 214 199 195 480 459 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 504,736 COMMITMENTS 78,973 55,911 131,955 261,025 282,126 471,953 469,992 32,783 34,744 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 6,132) -2,416 4,657 -432 12,348 2,323 9,500 6,549 -3,368 -416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 11.1 26.1 51.7 55.9 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 80 76 107 109 89 255 226 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,731,997 COMMITMENTS 128,668 171,972 341,949 1083411 1061642 1554028 1575562 177,968 156,434 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 132,272) -13,786 6,947 76,626 76,895 46,569 139,734 130,141 -7,462 2,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 9.9 19.7 62.6 61.3 89.7 91.0 10.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 37 37 52 110 109 173 172 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,855 COMMITMENTS 57,906 383,900 6,649 916,194 666,188 980,749 1056737 159,106 83,118 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -35,715) -4,840 -75,981 -16,759 -7,741 66,258 -29,341 -26,482 -6,374 -9,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 33.7 0.6 80.4 58.4 86.0 92.7 14.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 16 22 14 84 78 107 107 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 485,172 COMMITMENTS 77,993 61,580 110,494 255,250 286,501 443,737 458,576 41,434 26,596 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 3,629) -781 -16,300 11,821 -339 13,029 10,702 8,551 -7,073 -4,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 12.7 22.8 52.6 59.1 91.5 94.5 8.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 80 69 110 117 100 271 228 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,219 COMMITMENTS 4,086 2,278 1,515 6,050 7,529 11,652 11,323 1,567 1,896 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,276) -2,117 103 465 783 -1,558 -870 -990 -406 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 17.2 11.5 45.8 57.0 88.1 85.7 11.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 22 9 11 13 15 37 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,439,499 COMMITMENTS 764,812 809,638 144,812 2329993 2393405 3239618 3347855 199,881 91,644 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 91,135) -55,506 -59,472 33,578 114,181 130,850 92,253 104,955 -1,118 -13,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 23.5 4.2 67.7 69.6 94.2 97.3 5.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 76 48 48 193 157 287 235 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,736,552 COMMITMENTS 644,053 665,299 1296779 3334978 3339356 5275810 5301434 460,742 435,118 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 318,502) -80,256 -35,288 226,170 194,113 143,701 340,026 334,583 -21,524 -16,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 11.6 22.6 58.1 58.2 92.0 92.4 8.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438) 77 77 100 242 225 371 350 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 887,766 COMMITMENTS 46,934 152,283 7,384 697,885 552,072 752,203 711,739 135,563 176,027 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,857) -3,430 4,614 -3,834 -6,071 -4,933 -13,335 -4,153 4,478 -4,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 17.2 0.8 78.6 62.2 84.7 80.2 15.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 8 12 12 60 70 74 88 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,580,720 COMMITMENTS 668,126 602,743 950,600 3618930 3737885 5237656 5291228 343,064 289,492 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 364,099) -58,795 -188,905 452,562 -26,994 119,792 366,773 383,449 -2,674 -19,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 10.8 17.0 64.8 67.0 93.9 94.8 6.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 72 34 59 165 174 254 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,921,326 COMMITMENTS 532,122 189,202 339,519 1011984 1338811 1883625 1867532 37,701 53,794 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 185,268) 7,919 -46,489 90,522 85,340 139,035 183,781 183,068 1,487 2,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 9.8 17.7 52.7 69.7 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 27 26 37 65 71 113 115 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 43,309 COMMITMENTS 11,475 3,600 1,846 22,655 31,901 35,976 37,347 7,333 5,961 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,084) -964 -1,708 -450 -336 260 -1,750 -1,899 -334 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 8.3 4.3 52.3 73.7 83.1 86.2 16.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 10 9 34 29 63 45 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 86,617 COMMITMENTS 22,950 7,201 3,692 45,310 63,802 71,952 74,695 14,665 11,923 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,169) -1,928 -3,416 -900 -673 519 -3,501 -3,797 -668 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 8.3 4.3 52.3 73.7 83.1 86.2 16.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 10 9 34 29 63 45 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 40,211 COMMITMENTS 3,205 2,851 0 34,592 36,239 37,797 39,090 2,414 1,121 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,389) -108 0 0 -902 -1,239 -1,010 -1,239 -379 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 7.1 0.0 86.0 90.1 94.0 97.2 6.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 14 10 17 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,769 COMMITMENTS 10,539 15,408 2,482 6,487 1,793 19,508 19,683 261 86 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 188) -1,376 -2,876 1,694 -147 1,417 171 235 17 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 77.9 12.6 32.8 9.1 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 23 13 4 4 3 30 17 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 111,345 COMMITMENTS 20,502 7,170 59,785 31,053 43,465 111,340 110,420 5 925 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 8,024) -8,845 -1,439 10,776 6,095 -766 8,026 8,571 -2 -547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.4 53.7 27.9 39.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 5 4 5 13 14 20 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 47,625 COMMITMENTS 15,416 15,391 32,209 0 0 47,625 47,600 0 25 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 723) 190 -312 1,038 0 0 1,228 726 -505 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 32.3 67.6 0.0 0.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 12 5 0 0 10 15
Updated March 13, 2020