WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 504,578 COMMITMENTS 96,082 109,624 171,120 208,755 179,730 475,958 460,475 28,620 44,103 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 65) 5,516 -5,093 -2,874 -1,320 8,279 1,323 312 -1,257 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 21.7 33.9 41.4 35.6 94.3 91.3 5.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 112 101 123 87 110 268 277 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,913 COMMITMENTS 15,510 404 1,266 9,858 24,654 26,634 26,323 279 590 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 305) -207 187 300 325 -7 417 480 -112 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 1.5 4.7 36.6 91.6 99.0 97.8 1.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 3 15 22 22 26 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 251,063 COMMITMENTS 42,374 71,014 65,503 121,407 94,086 229,283 230,603 21,780 20,460 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 5,794) 2,292 11,261 -1,175 4,656 -3,088 5,772 6,997 22 -1,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 28.3 26.1 48.4 37.5 91.3 91.9 8.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 58 64 64 84 77 178 174 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,840,617 COMMITMENTS 198,809 440,520 508,500 898,300 691,339 1605608 1640360 235,008 200,257 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 5,666) 1,688 28,824 -11,004 7,556 -9,803 -1,761 8,017 7,426 -2,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 23.9 27.6 48.8 37.6 87.2 89.1 12.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774) 157 166 196 376 336 643 606 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,425 COMMITMENTS 1,851 23 286 1,128 3,378 3,266 3,687 2,159 1,738 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 555) 335 9 26 8 259 369 294 187 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 0.4 5.3 20.8 62.3 60.2 68.0 39.8 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 1 2 6 13 19 15 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,042,699 COMMITMENTS 130,054 100,196 319,498 512,878 561,903 962,430 981,597 80,269 61,101 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 3,934) -4,915 5,066 882 7,719 -2,578 3,686 3,371 248 563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 9.6 30.6 49.2 53.9 92.3 94.1 7.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 189 103 195 215 196 490 427 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 519,032 COMMITMENTS 70,978 57,591 145,330 265,952 286,850 482,259 489,771 36,773 29,262 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 3,696) 1,728 -2,231 4,585 -2,022 1,625 4,291 3,978 -595 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.1 28.0 51.2 55.3 92.9 94.4 7.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 82 74 106 114 98 259 241 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,253,302 COMMITMENTS 93,863 200,055 179,219 809,501 741,048 1082583 1120322 170,719 132,980 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 38,560) -7,044 2,269 51,823 -19,586 -2,318 25,193 51,773 13,368 -13,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 16.0 14.3 64.6 59.1 86.4 89.4 13.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 24 27 37 89 88 135 131 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,156,572 COMMITMENTS 124,840 376,797 47,296 826,059 623,149 998,196 1047242 158,376 109,330 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 24,681) -1,418 6,544 -117 18,372 15,854 16,838 22,281 7,843 2,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 32.6 4.1 71.4 53.9 86.3 90.5 13.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 11 18 16 81 72 103 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 495,460 COMMITMENTS 63,931 81,624 93,501 282,742 289,187 440,173 464,312 55,287 31,148 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 5,808) 1,994 9,302 -2,332 3,962 -1,764 3,625 5,206 2,184 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 16.5 18.9 57.1 58.4 88.8 93.7 11.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 77 63 79 110 92 231 201 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,557 COMMITMENTS 3,695 750 1,793 5,494 9,773 10,983 12,316 2,574 1,241 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 69) 44 -85 -9 -281 185 -246 91 315 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 5.5 13.2 40.5 72.1 81.0 90.8 19.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 25 4 12 19 18 46 32 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,397,075 COMMITMENTS 481,246 670,261 143,476 1564373 1418207 2189095 2231944 207,980 165,131 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -132,519) -44,979 -127,181 -70,471 -52,764 -2,798 -168,213 -200,450 35,695 67,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 28.0 6.0 65.3 59.2 91.3 93.1 8.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 61 36 42 171 137 253 194 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,934,637 COMMITMENTS 624,803 696,766 414,811 2411485 2385097 3451099 3496674 483,539 437,963 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -258,005) -11,691 10,546 -136,047 -167,488 -186,514 -315,226 -312,015 57,221 54,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 17.7 10.5 61.3 60.6 87.7 88.9 12.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 65 61 80 190 174 299 272 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,006,571 COMMITMENTS 108,879 162,703 28,909 746,605 617,433 884,393 809,045 122,178 197,526 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 50,526) 15,481 14,221 10,582 2,916 598 28,979 25,401 21,547 25,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 16.2 2.9 74.2 61.3 87.9 80.4 12.1 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 14 11 9 69 75 86 92 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,075,956 COMMITMENTS 372,323 542,317 567,636 2777837 2612877 3717796 3722831 358,161 353,126 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 85,972) -609 -70,363 69,541 -24,110 30,488 44,823 29,666 41,149 56,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 13.3 13.9 68.2 64.1 91.2 91.3 8.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 57 41 56 156 167 240 237 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,821,932 COMMITMENTS 696,350 207,792 342,248 754,222 1247456 1792820 1797496 29,111 24,435 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 35,099) 1,644 -86,011 33,004 -3,508 89,720 31,140 36,713 3,959 -1,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 11.4 18.8 41.4 68.5 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 26 23 35 61 67 105 107 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 39,144 COMMITMENTS 6,232 13,417 1,263 25,724 14,897 33,219 29,577 5,925 9,567 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,992) 775 24 497 639 1,272 1,911 1,793 81 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 34.3 3.2 65.7 38.1 84.9 75.6 15.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 19 23 11 38 26 63 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 78,288 COMMITMENTS 12,463 26,834 2,525 51,448 29,793 66,437 59,153 11,850 19,134 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 3,983) 1,550 48 994 1,278 2,544 3,821 3,586 162 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 34.3 3.2 65.7 38.1 84.9 75.6 15.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 19 23 11 38 26 63 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 61,419 COMMITMENTS 3,710 691 0 55,378 60,149 59,088 60,840 2,331 579 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -941) 56 -659 0 -997 -1 -941 -660 0 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.1 0.0 90.2 97.9 96.2 99.1 3.8 0.9 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 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,397 COMMITMENTS 12,437 19,003 489 7,249 877 20,175 20,369 222 28 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 119) 17 648 9 130 -503 156 154 -37 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.0 93.2 2.4 35.5 4.3 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 18 3 4 3 20 21 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 81,498 COMMITMENTS 4,782 13,616 52,116 24,578 15,399 81,476 81,131 22 367 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 7,300) 414 5,374 875 6,025 1,083 7,314 7,332 -14 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 16.7 63.9 30.2 18.9 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 2 4 8 11 14 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 43,290 COMMITMENTS 16,092 16,092 27,198 0 0 43,290 43,290 0 0 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 572) 1,110 1,110 -528 0 0 582 582 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 37.2 62.8 0.0 0.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 10 5 0 0 13 13
Updated May 29, 2020