WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,295
COMMITMENTS
86,115 59,774 218,696 160,899 171,410 465,710 449,880 29,585 45,414
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -23,996)
757 -22,218 -18,316 -7,382 16,844 -24,941 -23,689 945 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 12.1 44.2 32.5 34.6 94.0 90.8 6.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
102 81 127 90 115 265 268
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 25,189
COMMITMENTS
9,330 300 1,002 14,228 23,672 24,560 24,974 629 215
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 4,263)
2,976 200 131 1,010 4,142 4,116 4,473 147 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 1.2 4.0 56.5 94.0 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 3 15 21 21 24
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 252,977
COMMITMENTS
45,260 51,546 69,206 115,591 110,325 230,057 231,076 22,920 21,901
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -28,490)
-5,232 -14,565 -15,692 -6,438 3,067 -27,363 -27,191 -1,128 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 20.4 27.4 45.7 43.6 90.9 91.3 9.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
65 50 71 86 82 192 170
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,747,679
COMMITMENTS
212,171 291,986 501,861 796,437 743,677 1510469 1537524 237,210 210,156
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -34,094)
-25,539 -6,893 -12,736 13,425 -8,129 -24,850 -27,759 -9,244 -6,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 16.7 28.7 45.6 42.6 86.4 88.0 13.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 726)
135 139 185 372 341 616 569
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 960,687
COMMITMENTS
105,696 81,336 306,016 477,658 509,271 889,369 896,623 71,318 64,064
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -25,117)
-1,513 -27,899 -16,645 -9,382 24,622 -27,540 -19,922 2,422 -5,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.5 31.9 49.7 53.0 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
170 107 207 214 203 480 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 511,224
COMMITMENTS
60,919 51,675 133,293 283,510 298,163 477,723 483,132 33,501 28,092
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -8,778)
-1,587 -73 -10,265 4,834 2,230 -7,018 -8,108 -1,760 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 10.1 26.1 55.5 58.3 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
71 71 111 113 96 258 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,552,441
COMMITMENTS
68,008 114,579 311,157 1016421 987,611 1395585 1413347 156,856 139,094
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -81,252)
-28,558 -33,512 3,930 -38,733 -50,583 -63,361 -80,165 -17,891 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 7.4 20.0 65.5 63.6 89.9 91.0 10.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
28 28 43 104 107 154 156
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,072,372
COMMITMENTS
78,109 334,724 2,133 857,292 635,606 937,533 972,463 134,838 99,909
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -47,967)
5,279 -28,066 -1,959 -39,872 -24,430 -36,552 -54,454 -11,415 6,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 31.2 0.2 79.9 59.3 87.4 90.7 12.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
13 15 10 79 77 97 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 454,698
COMMITMENTS
75,836 25,326 88,320 245,594 315,818 409,750 429,464 44,948 25,234
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,424)
475 -18,342 -5,800 -4,724 19,257 -10,049 -4,885 2,625 -2,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.6 19.4 54.0 69.5 90.1 94.5 9.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
94 39 89 115 100 252 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,314
COMMITMENTS
3,039 914 1,572 6,151 8,670 10,762 11,156 1,552 1,158
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -115)
-347 -1,217 -21 327 1,250 -41 12 -74 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.4 12.8 50.0 70.4 87.4 90.6 12.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 5 12 15 16 42 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,175,138
COMMITMENTS
713,434 818,613 115,881 2156401 2141861 2985716 3076355 189,422 98,783
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -133,331)
-24,427 21,731 -4,203 -103,529 -145,662 -132,159 -128,134 -1,172 -5,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 25.8 3.6 67.9 67.5 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
69 49 39 180 154 271 220
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,196,183
COMMITMENTS
471,496 488,197 1137616 3182680 3218161 4791792 4843974 404,391 352,209
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -243,121)
-39,030 -79,455 -6,266 -165,752 -140,741 -211,049 -226,463 -32,072 -16,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 9.4 21.9 61.3 61.9 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
75 59 91 215 206 329 317
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 813,795
COMMITMENTS
42,330 107,894 5,553 666,794 532,404 714,677 645,851 99,118 167,945
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -48,361)
-10,886 -46,885 -1,697 -24,329 5,076 -36,912 -43,506 -11,449 -4,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.3 0.7 81.9 65.4 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
9 13 11 60 68 74 87
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,021,242
COMMITMENTS
512,417 611,253 730,683 3484527 3290128 4727628 4632065 293,614 389,178
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -272,209)
-40,598 -36,209 43,243 -245,217 -269,766 -242,572 -262,732 -29,637 -9,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.2 14.6 69.4 65.5 94.2 92.2 5.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
54 38 57 158 171 234 244
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,691,570
COMMITMENTS
355,804 96,403 308,927 986,583 1238122 1651314 1643452 40,256 48,118
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -117,788)
-58,058 -6,789 -29,683 -25,215 -84,660 -112,956 -121,131 -4,832 3,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.7 18.3 58.3 73.2 97.6 97.2 2.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
25 23 31 63 66 101 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 25,401
COMMITMENTS
4,268 3,058 599 14,150 16,842 19,017 20,499 6,384 4,902
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -16,633)
-3,070 151 -343 -12,522 -14,806 -15,936 -14,998 -698 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.0 2.4 55.7 66.3 74.9 80.7 25.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 12 8 31 27 54 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 50,802
COMMITMENTS
8,536 6,116 1,197 28,300 33,685 38,034 40,998 12,768 9,804
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -33,267)
-6,141 303 -687 -25,044 -29,613 -31,872 -29,997 -1,395 -3,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.0 2.4 55.7 66.3 74.9 80.7 25.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 12 8 31 27 54 45
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,713
COMMITMENTS
3,671 5,097 0 33,986 33,955 37,657 39,052 2,056 661
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -7,061)
845 1,727 -434 -7,629 -6,507 -7,218 -5,214 157 -1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.8 0.0 85.6 85.5 94.8 98.3 5.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 4 0 12 9 14 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,656
COMMITMENTS
10,050 14,800 125 6,309 1,716 16,484 16,641 172 15
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -2,928)
-2,908 -1,846 0 1,204 532 -1,704 -1,314 -1,224 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 88.9 0.8 37.9 10.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 12 2 4 3 20 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 60,215
COMMITMENTS
6,974 12,617 34,591 18,617 12,290 60,182 59,498 33 717
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -6,346)
279 -1,542 2,394 -9,012 -7,015 -6,339 -6,163 -7 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.0 57.4 30.9 20.4 99.9 98.8 0.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 1 5 10 10 16
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100,000 USD notional principal OPEN INTEREST: 43,850
COMMITMENTS
17,221 17,203 26,629 0 0 43,850 43,832 0 18
CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -738)
1,805 1,804 -2,543 0 0 -738 -739 0 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 39.2 60.7 0.0 0.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 10 5 0 0 12 13
Updated March 27, 2020