WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,802 COMMITMENTS 103,281 86,897 143,334 178,186 180,303 424,802 410,534 29,000 43,268 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -50,313) -922 10,781 -44,504 -2,194 -13,087 -47,621 -46,810 -2,692 -3,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 19.1 31.6 39.3 39.7 93.6 90.5 6.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 103 96 120 89 115 268 272 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 29,499 COMMITMENTS 14,706 0 1,706 12,727 27,108 29,139 28,814 360 685 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 415) 795 0 -154 -119 369 521 215 -106 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 0.0 5.8 43.1 91.9 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 4 13 22 22 26 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,891 COMMITMENTS 49,609 46,204 63,861 105,897 109,508 219,367 219,573 21,524 21,319 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -21,212) -2,972 2,684 -15,866 -988 -6,650 -19,826 -19,833 -1,386 -1,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 19.2 26.5 44.0 45.5 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 58 52 65 87 86 190 168 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,789,803 COMMITMENTS 208,095 341,922 490,068 870,329 747,065 1568492 1579055 221,312 210,748 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -119,164) 2,614 6,822 -61,223 -54,739 -55,936 -113,349 -110,338 -5,815 -8,826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 19.1 27.4 48.6 41.7 87.6 88.2 12.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768) 133 181 187 369 343 614 617 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 975,705 COMMITMENTS 118,988 87,491 297,246 482,817 527,179 899,051 911,916 76,654 63,789 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -83,410) 3,764 -8,819 -37,395 -48,169 -30,835 -81,799 -77,049 -1,611 -6,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 9.0 30.5 49.5 54.0 92.1 93.5 7.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 180 114 187 213 201 483 434 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 506,840 COMMITMENTS 62,702 63,431 131,023 278,769 283,135 472,493 477,589 34,346 29,251 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -13,527) 3,931 863 -11,464 -6,641 -2,194 -14,174 -12,796 647 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 12.5 25.9 55.0 55.9 93.2 94.2 6.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 82 71 105 118 103 263 245 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,119,026 COMMITMENTS 90,508 184,171 85,145 785,628 705,672 961,281 974,987 157,745 144,038 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -150,057) 7,169 13,555 -96,111 -54,663 -77,914 -143,605 -160,470 -6,453 10,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 16.5 7.6 70.2 63.1 85.9 87.1 14.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 25 32 36 97 98 143 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,033,229 COMMITMENTS 122,142 375,877 4,590 772,288 557,799 899,020 938,266 134,208 94,963 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -10,765) 10,660 2,113 1,620 -27,879 -23,047 -15,599 -19,313 4,834 8,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 36.4 0.4 74.7 54.0 87.0 90.8 13.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 15 17 10 75 75 94 98 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 449,720 COMMITMENTS 53,951 52,296 81,769 264,315 287,565 400,035 421,630 49,685 28,090 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -4,740) -1,821 2,081 -1,568 -1,336 -4,199 -4,725 -3,686 -15 -1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 11.6 18.2 58.8 63.9 89.0 93.8 11.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 62 61 73 108 91 220 185 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,394 COMMITMENTS 4,110 910 1,356 5,820 9,922 11,286 12,188 2,108 1,206 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,604) 423 -70 -606 -1,257 -731 -1,441 -1,407 -163 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 6.8 10.1 43.5 74.1 84.3 91.0 15.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 25 6 13 18 18 48 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,601,584 COMMITMENTS 531,499 775,257 124,716 1774841 1599552 2431055 2499524 170,529 102,060 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -61,576) 6,707 14,132 -14,162 -55,313 -72,237 -62,767 -72,266 1,191 10,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 29.8 4.8 68.2 61.5 93.4 96.1 6.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 64 45 38 175 146 257 211 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,936,754 COMMITMENTS 573,517 568,003 466,993 2470290 2530010 3510801 3565007 425,952 371,747 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -383,415) -291 48,286 -231,432 -160,629 -205,065 -392,352 -388,211 8,938 4,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 14.4 11.9 62.7 64.3 89.2 90.6 10.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 71 60 83 203 188 311 294 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,662 COMMITMENTS 88,516 126,009 8,208 641,555 520,851 738,279 655,068 106,383 189,595 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 54,939) 24,358 18,251 2,439 22,272 23,050 49,069 43,739 5,870 11,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 14.9 1.0 76.0 61.7 87.4 77.6 12.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 16 7 10 63 68 83 81 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,955,199 COMMITMENTS 452,757 658,299 315,463 2842894 2685708 3611114 3659470 344,085 295,729 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -290,384) -51,910 -4,061 -97,868 -166,375 -193,311 -316,153 -295,240 25,769 4,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 16.6 8.0 71.9 67.9 91.3 92.5 8.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 54 33 53 152 163 228 227 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,770,891 COMMITMENTS 711,887 227,771 196,901 839,120 1316360 1747907 1741032 22,983 29,859 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 78,326) 130,492 35,068 -1,874 -44,753 47,654 83,864 80,848 -5,538 -2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 12.9 11.1 47.4 74.3 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 24 24 37 62 71 105 113 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 34,021 COMMITMENTS 6,213 12,734 898 21,770 12,093 28,881 25,725 5,140 8,296 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,948) -126 726 531 2,224 1,099 2,630 2,357 318 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 37.4 2.6 64.0 35.5 84.9 75.6 15.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 25 10 39 20 60 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 68,042 COMMITMENTS 12,426 25,468 1,796 43,541 24,186 57,763 51,450 10,279 16,592 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,896) -252 1,452 1,062 4,448 2,199 5,259 4,713 637 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 37.4 2.6 64.0 35.5 84.9 75.6 15.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 25 10 39 20 60 50 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,889 COMMITMENTS 4,692 1,245 0 34,579 40,328 39,271 41,573 2,618 316 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -996) -337 -152 0 -795 -934 -1,132 -1,086 136 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 3.0 0.0 82.5 96.3 93.8 99.2 6.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 0 11 12 16 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 19,691 COMMITMENTS 13,595 17,603 485 5,414 1,568 19,494 19,656 197 35 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 62) 22 86 -28 44 4 38 62 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 89.4 2.5 27.5 8.0 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 16 3 4 3 22 19
Updated May 01, 2020