WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 516,193 COMMITMENTS 104,540 113,338 175,829 204,763 182,667 485,133 471,834 31,061 44,359 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 11,616) 8,458 3,713 4,709 -3,992 2,937 9,175 11,360 2,441 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 22.0 34.1 39.7 35.4 94.0 91.4 6.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 102 120 133 86 108 270 292 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,457 COMMITMENTS 13,883 260 1,208 10,986 24,290 26,077 25,758 380 699 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -456) -1,627 -144 -58 1,128 -363 -557 -565 101 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.5 1.0 4.6 41.5 91.8 98.6 97.4 1.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 1 3 15 21 23 25 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,242 COMMITMENTS 43,784 70,777 63,371 119,845 92,693 227,000 226,841 21,242 21,401 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -2,821) 1,411 -236 -2,132 -1,562 -1,393 -2,284 -3,762 -537 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 28.5 25.5 48.3 37.3 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 72 58 69 81 79 189 177 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,905,933 COMMITMENTS 207,884 449,746 542,966 912,538 712,759 1663388 1705471 242,545 200,462 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 65,317) 9,075 9,225 34,466 14,238 21,420 57,780 65,111 7,537 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 23.6 28.5 47.9 37.4 87.3 89.5 12.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 779) 153 176 198 378 336 653 608 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,864 COMMITMENTS 2,138 13 321 1,277 3,665 3,736 3,999 2,128 1,865 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 440) 287 -10 34 149 287 470 312 -31 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 0.2 5.5 21.8 62.5 63.7 68.2 36.3 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 16 1 3 5 13 22 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,047,660 COMMITMENTS 128,777 103,641 321,467 518,518 561,252 968,762 986,361 78,898 61,299 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 4,961) -1,277 3,446 1,968 5,641 -651 6,332 4,763 -1,371 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 9.9 30.7 49.5 53.6 92.5 94.1 7.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558) 181 121 203 207 195 489 437 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 525,264 COMMITMENTS 75,864 53,804 145,476 266,586 295,853 487,926 495,133 37,338 30,130 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 6,232) 4,887 -3,788 146 634 9,004 5,667 5,363 564 869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 10.2 27.7 50.8 56.3 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 81 78 110 113 103 265 246 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,109,225 COMMITMENTS 90,161 179,405 69,802 789,083 719,785 949,045 968,992 160,180 140,233 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -144,077) -3,702 -20,650 -109,417 -20,419 -21,264 -133,538 -151,331 -10,539 7,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 16.2 6.3 71.1 64.9 85.6 87.4 14.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 29 26 40 86 86 136 131 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,057,327 COMMITMENTS 97,480 359,978 6,425 800,296 576,775 904,201 943,178 153,126 114,149 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -99,244) -27,360 -16,819 -40,871 -25,763 -46,373 -93,995 -104,064 -5,250 4,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 34.0 0.6 75.7 54.6 85.5 89.2 14.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 9 17 9 75 70 88 92 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 503,208 COMMITMENTS 66,833 89,590 94,738 286,096 286,592 447,668 470,920 55,540 32,288 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 7,748) 2,902 7,965 1,238 3,355 -2,595 7,495 6,608 253 1,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 17.8 18.8 56.9 57.0 89.0 93.6 11.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 69 63 74 111 97 222 205 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,469 COMMITMENTS 3,380 732 2,155 5,933 10,044 11,468 12,931 3,002 1,538 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 913) -315 -18 362 438 271 485 615 428 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.1 14.9 41.0 69.4 79.3 89.4 20.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 26 4 12 18 18 48 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,245,393 COMMITMENTS 475,323 707,081 101,026 1497033 1340438 2073382 2148545 172,011 96,848 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -151,682) -5,923 36,820 -42,450 -67,340 -77,770 -115,714 -83,400 -35,969 -68,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 31.5 4.5 66.7 59.7 92.3 95.7 7.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 59 40 35 160 134 239 189 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,704,481 COMMITMENTS 647,456 731,167 312,917 2335971 2286358 3296344 3330442 408,137 374,039 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -230,156) 22,653 34,401 -101,894 -75,513 -98,739 -154,755 -166,232 -75,401 -63,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 19.7 8.4 63.1 61.7 89.0 89.9 11.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 77 52 77 193 187 302 284 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 905,147 COMMITMENTS 137,112 156,573 17,365 655,021 549,930 809,498 723,868 95,649 181,279 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -101,424) 28,233 -6,130 -11,544 -91,584 -67,503 -74,895 -85,177 -26,529 -16,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 17.3 1.9 72.4 60.8 89.4 80.0 10.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 15 11 9 67 70 84 88 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,678,674 COMMITMENTS 452,398 615,448 223,558 2685497 2539132 3361454 3378139 317,220 300,535 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -397,283) 80,076 73,131 -344,078 -92,340 -73,745 -356,342 -344,692 -40,941 -52,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 16.7 6.1 73.0 69.0 91.4 91.8 8.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 59 38 48 152 168 234 231 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,585,071 COMMITMENTS 624,705 213,293 287,454 647,493 1057523 1559652 1558270 25,419 26,801 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -236,860) -71,645 5,501 -54,794 -106,729 -189,933 -233,168 -239,226 -3,692 2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 13.5 18.1 40.8 66.7 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 19 29 34 58 61 101 100 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 39,464 COMMITMENTS 7,110 15,943 1,016 25,270 13,977 33,396 30,935 6,068 8,529 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 320) 878 2,525 -247 -454 -920 177 1,359 143 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 40.4 2.6 64.0 35.4 84.6 78.4 15.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 27 10 37 22 64 54 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 78,928 COMMITMENTS 14,220 31,885 2,032 50,540 27,953 66,792 61,871 12,136 17,057 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 640) 1,756 5,051 -493 -908 -1,840 355 2,718 286 -2,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 40.4 2.6 64.0 35.4 84.6 78.4 15.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 27 10 37 22 64 54 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 58,395 COMMITMENTS 3,705 1,441 0 52,543 56,110 56,248 57,551 2,147 844 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -3,024) -5 750 0 -2,835 -4,039 -2,840 -3,289 -184 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 2.5 0.0 90.0 96.1 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 0 14 10 17 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 22,643 COMMITMENTS 13,157 21,896 504 8,721 216 22,382 22,616 261 27 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,246) 720 2,893 15 1,472 -661 2,207 2,247 39 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.1 96.7 2.2 38.5 1.0 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 18 3 4 2 20 20 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 85,569 COMMITMENTS 5,756 14,204 53,206 26,587 17,792 85,549 85,202 20 367 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 4,071) 974 588 1,090 2,009 2,393 4,073 4,071 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 16.6 62.2 31.1 20.8 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 6 2 4 8 12 14 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 42,397 COMMITMENTS 16,092 16,085 26,305 0 0 42,397 42,390 0 7 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -893) 0 -7 -893 0 0 -893 -900 0 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 37.9 62.0 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 June 05, 2020