WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,512 COMMITMENTS 90,566 114,718 173,994 210,075 171,451 474,635 460,163 29,877 44,350 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 29,973) -2,877 18,799 14,343 16,311 -4,506 27,777 28,637 2,195 1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 22.7 34.5 41.6 34.0 94.1 91.2 5.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 112 111 126 88 109 270 287 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,608 COMMITMENTS 15,717 216 966 9,534 24,661 26,217 25,843 391 765 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 420) 598 216 -22 -156 66 420 260 0 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.1 0.8 3.6 35.8 92.7 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 1 3 13 22 20 25 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,269 COMMITMENTS 40,082 59,753 66,678 116,751 97,174 223,512 223,605 21,758 21,664 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 16,144) -3,717 15,651 8,022 11,300 -7,343 15,605 16,330 539 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 24.4 27.2 47.6 39.6 91.1 91.2 8.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 58 61 63 86 76 179 171 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,834,951 COMMITMENTS 197,121 411,696 519,504 890,744 701,142 1607369 1632343 227,582 202,608 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 20,450) 3,516 29,853 4,126 9,756 -8,678 17,397 25,301 3,053 -4,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 22.4 28.3 48.5 38.2 87.6 89.0 12.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782) 153 173 201 378 337 647 612 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,869 COMMITMENTS 1,516 14 260 1,121 3,119 2,897 3,393 1,972 1,477 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 709) 343 -3 77 -88 221 332 295 377 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 0.3 5.3 23.0 64.0 59.5 69.7 40.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 1 2 7 13 19 15 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,038,765 COMMITMENTS 134,969 95,130 318,616 505,159 564,481 958,744 978,227 80,021 60,538 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,091) -5,648 13,981 6,240 11,465 -5,607 12,057 14,614 1,034 -1,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 9.2 30.7 48.6 54.3 92.3 94.2 7.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570) 193 116 199 214 198 498 437 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,336 COMMITMENTS 69,250 59,823 140,745 267,973 285,225 477,968 485,792 37,368 29,544 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,497) 7,442 -4,580 3,847 -5,560 5,614 5,729 4,880 -1,233 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 11.6 27.3 52.0 55.3 92.7 94.3 7.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 74 75 104 112 96 252 235 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,214,742 COMMITMENTS 100,907 197,786 127,396 829,087 743,367 1057391 1068549 157,351 146,193 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 40,607) 8,431 -8,876 21,775 15,100 26,567 45,305 39,465 -4,699 1,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 16.3 10.5 68.3 61.2 87.0 88.0 13.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 32 29 42 97 94 151 143 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,131,891 COMMITMENTS 126,258 370,253 47,413 807,687 607,295 981,358 1024961 150,533 106,930 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 43,029) -3,078 2,287 23,257 17,409 5,753 37,588 31,297 5,440 11,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 32.7 4.2 71.4 53.7 86.7 90.6 13.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 13 17 16 83 74 105 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 489,652 COMMITMENTS 61,937 72,323 95,832 278,779 290,951 436,548 459,106 53,103 30,546 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 10,086) 3,156 17,261 558 3,019 -9,742 6,732 8,076 3,354 2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 14.8 19.6 56.9 59.4 89.2 93.8 10.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 77 63 79 108 92 229 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,488 COMMITMENTS 3,651 835 1,803 5,775 9,588 11,229 12,225 2,259 1,262 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -20) -198 -29 98 110 -57 10 12 -30 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 6.2 13.4 42.8 71.1 83.2 90.6 16.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 22 5 12 20 19 46 33 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,529,594 COMMITMENTS 526,225 797,442 213,947 1617137 1421006 2357308 2432395 172,285 97,199 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -10,145) 25,035 74,146 4,031 -32,288 -92,322 -3,222 -14,145 -6,924 3,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 31.5 8.5 63.9 56.2 93.2 96.2 6.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 67 41 47 171 147 261 212 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,192,642 COMMITMENTS 636,494 686,220 550,857 2578973 2571611 3766325 3808689 426,318 383,953 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 46,382) 46,327 5,541 23,291 -17,242 9,613 52,375 38,444 -5,993 7,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 16.4 13.1 61.5 61.3 89.8 90.8 10.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 72 70 91 201 194 322 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 956,045 COMMITMENTS 93,398 148,482 18,327 743,689 616,835 855,414 783,644 100,631 172,401 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 47,559) 8,331 345 7,792 27,923 38,046 44,046 46,183 3,513 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 15.5 1.9 77.8 64.5 89.5 82.0 10.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 14 12 11 70 75 89 93 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,989,985 COMMITMENTS 372,931 612,681 498,095 2801947 2582389 3672973 3693164 317,012 296,820 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -65,982) -30,462 -9,755 45,322 -74,726 -100,024 -59,867 -64,457 -6,115 -1,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 15.4 12.5 70.2 64.7 92.1 92.6 7.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 61 45 65 164 175 255 256 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,786,833 COMMITMENTS 694,706 293,803 309,244 757,730 1157736 1761680 1760783 25,152 26,049 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 16,687) 31,766 552 278 -14,408 21,637 17,636 22,467 -949 -5,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 16.4 17.3 42.4 64.8 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 27 23 34 62 66 107 105 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 37,152 COMMITMENTS 5,457 13,393 766 25,085 13,624 31,308 27,784 5,844 9,369 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,077) -797 -1,191 202 2,463 2,017 1,869 1,028 208 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 36.0 2.1 67.5 36.7 84.3 74.8 15.7 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 18 21 10 37 23 59 50 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,304 COMMITMENTS 10,913 26,786 1,532 50,171 27,249 62,616 55,567 11,688 18,737 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,153) -1,594 -2,382 405 4,927 4,033 3,737 2,056 416 2,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 36.0 2.1 67.5 36.7 84.3 74.8 15.7 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 18 21 10 37 23 59 50 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 62,360 COMMITMENTS 3,654 1,350 0 56,375 60,150 60,029 61,500 2,331 860 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 22,893) 152 0 0 22,709 22,903 22,861 22,903 32 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 2.2 0.0 90.4 96.5 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 0 15 11 18 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,278 COMMITMENTS 12,420 18,355 480 7,119 1,380 20,019 20,215 259 63 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 408) 44 452 -50 363 -3 357 399 51 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.2 90.5 2.4 35.1 6.8 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 17 3 4 3 20 20 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 74,198 COMMITMENTS 4,368 8,242 51,241 18,553 14,316 74,162 73,799 36 399 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 11.1 69.1 25.0 19.3 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 6 1 3 8 9 14 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 42,718 COMMITMENTS 14,982 14,982 27,726 0 0 42,708 42,708 10 10 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -431) 800 810 -1,241 0 0 -441 -431 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 35.1 64.9 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 11 6 0 0 13 14
Updated May 22, 2020