WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,820
COMMITMENTS
99,862 127,864 177,994 192,055 152,094 469,911 457,952 26,909 38,867
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 11,820)
3,290 1,507 9,330 -659 2,873 11,961 13,710 -141 -1,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 25.7 35.8 38.7 30.6 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
108 126 124 96 108 276 292
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 27,449
COMMITMENTS
15,305 18 794 11,135 25,822 27,234 26,634 215 815
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 1,272)
1,436 18 365 -323 960 1,478 1,343 -206 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 0.1 2.9 40.6 94.1 99.2 97.0 0.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 1 5 14 21 22 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 257,653
COMMITMENTS
52,065 84,266 56,593 127,881 96,254 236,539 237,114 21,114 20,539
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 7,654)
6,435 320 1,134 45 5,839 7,615 7,293 39 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 32.7 22.0 49.6 37.4 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
58 62 54 75 77 163 166
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,872,744
COMMITMENTS
246,736 339,954 511,143 907,839 792,621 1665718 1643719 207,027 229,026
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -53,525)
-8,871 -67,834 -36,474 -7,616 46,220 -52,961 -58,089 -563 4,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 18.2 27.3 48.5 42.3 88.9 87.8 11.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
166 141 192 349 339 610 588
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,764
COMMITMENTS
2,309 13 228 875 3,576 3,412 3,817 1,352 947
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 141)
69 6 47 40 51 156 103 -14 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 0.3 4.8 18.4 75.1 71.6 80.1 28.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 2 3 7 12 22 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,001,034
COMMITMENTS
186,644 61,434 299,384 443,806 574,051 929,834 934,868 71,200 66,166
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 51,390)
13,217 -16,961 27,264 8,604 37,180 49,085 47,483 2,305 3,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 6.1 29.9 44.3 57.3 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
214 95 189 210 220 503 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 471,406
COMMITMENTS
80,559 50,670 108,151 246,283 284,483 434,994 443,304 36,412 28,102
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 13,841)
7,596 -9,987 4,328 814 18,278 12,737 12,619 1,103 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.7 22.9 52.2 60.3 92.3 94.0 7.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
90 62 103 98 90 243 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,652
COMMITMENTS
96,880 215,537 81,126 813,860 721,745 991,865 1018408 167,786 141,244
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 24,994)
1,393 -4,552 10,171 21,256 14,996 32,820 20,615 -7,827 4,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 18.6 7.0 70.2 62.2 85.5 87.8 14.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
29 30 44 92 94 146 143
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,057,194
COMMITMENTS
61,597 408,921 2,844 842,199 549,087 906,640 960,852 150,553 96,342
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 16,291)
5,695 3,932 -236 12,796 8,589 18,255 12,285 -1,964 4,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 38.7 0.3 79.7 51.9 85.8 90.9 14.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
11 21 9 81 77 96 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 475,449
COMMITMENTS
75,520 72,635 90,278 260,006 287,118 425,805 450,031 49,644 25,418
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -4,815)
5,255 -24,808 454 -9,680 22,311 -3,970 -2,043 -845 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.3 19.0 54.7 60.4 89.6 94.7 10.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
80 68 82 110 92 235 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,150
COMMITMENTS
3,280 475 1,009 5,146 8,647 9,435 10,130 1,715 1,019
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -5)
257 -25 -49 -119 -50 89 -123 -94 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.3 9.0 46.2 77.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 3 12 17 21 46 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,110,163
COMMITMENTS
412,026 711,530 31,608 1483997 1272453 1927630 2015590 182,533 94,573
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -35,978)
-3,648 -7,439 -13,697 -18,235 -14,353 -35,580 -35,488 -398 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 33.7 1.5 70.3 60.3 91.3 95.5 8.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
59 37 28 151 131 222 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,905,418
COMMITMENTS
778,202 698,790 264,911 2452199 2554932 3495312 3518633 410,106 386,785
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -11,106)
-3,887 -20,793 -11,413 -6,873 10,855 -22,173 -21,351 11,068 10,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 17.9 6.8 62.8 65.4 89.5 90.1 10.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
72 71 83 205 193 321 303
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,672
COMMITMENTS
183,324 159,054 12,664 668,959 613,057 864,947 784,775 108,725 188,897
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 3,306)
2,920 -4,506 -2,613 -6,261 14,540 -5,954 7,421 9,260 -4,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.3 1.3 68.7 63.0 88.8 80.6 11.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
12 9 8 63 71 77 86
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,641,758
COMMITMENTS
482,655 635,631 141,210 2701043 2577726 3324907 3354566 316,850 287,191
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -97,680)
-49,351 -4,394 -28,528 -29,016 -61,364 -106,895 -94,287 9,215 -3,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.5 3.9 74.2 70.8 91.3 92.1 8.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
62 40 53 154 170 241 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,678,801
COMMITMENTS
705,632 395,566 222,873 704,894 1001278 1633399 1619717 45,402 59,084
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -114,432)
-80,910 -18,476 -2,720 -44,998 -117,835 -128,628 -139,031 14,196 24,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 23.6 13.3 42.0 59.6 97.3 96.5 2.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
22 21 33 53 57 96 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,086
COMMITMENTS
7,624 18,550 871 21,227 9,364 29,722 28,784 6,364 7,302
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -1,559)
669 -1,319 -106 -2,004 556 -1,442 -869 -118 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 51.4 2.4 58.8 25.9 82.4 79.8 17.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 10 34 24 57 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,171
COMMITMENTS
15,248 37,099 1,741 42,454 18,728 59,444 57,568 12,727 14,603
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -3,118)
1,337 -2,638 -212 -4,008 1,112 -2,883 -1,738 -235 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 51.4 2.4 58.8 25.9 82.4 79.8 17.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 10 34 24 57 46
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 36,961
COMMITMENTS
4,776 2,095 0 30,237 33,753 35,013 35,848 1,948 1,113
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 590)
210 223 0 397 255 607 478 -17 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.7 0.0 81.8 91.3 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 3 0 16 9 20 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,754
COMMITMENTS
14,376 21,938 486 7,653 302 22,515 22,726 239 28
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: 560)
947 708 0 -369 123 578 831 -18 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 96.4 2.1 33.6 1.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 16 3 4 1 24 17
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,739
COMMITMENTS
11,041 17,299 23,005 36,672 29,695 70,718 69,999 21 740
CHANGES FROM 06/30/20 (CHANGE IN OPEN INTEREST: -121)
-400 721 1,080 -804 -2,067 -124 -266 3 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 24.5 32.5 51.8 42.0 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated July 10, 2020