WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,448
COMMITMENTS
111,982 100,844 178,675 174,624 167,268 465,281 446,787 25,167 43,661
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -6,372)
12,120 -27,021 682 -17,431 15,173 -4,630 -11,166 -1,742 4,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.6 36.4 35.6 34.1 94.9 91.1 5.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
103 118 123 92 120 274 291
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 30,365
COMMITMENTS
16,818 79 1,123 12,334 28,498 30,275 29,700 90 665
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,916)
1,513 60 329 1,199 2,677 3,041 3,066 -125 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 0.3 3.7 40.6 93.9 99.7 97.8 0.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 1 4 15 23 24 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,513
COMMITMENTS
54,722 80,617 62,548 130,475 107,501 247,745 250,666 21,768 18,847
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 11,860)
2,657 -3,649 5,954 2,594 11,247 11,205 13,552 654 -1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 29.9 23.2 48.4 39.9 91.9 93.0 8.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
65 62 58 74 81 169 173
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,876,486
COMMITMENTS
256,234 326,141 508,318 911,103 802,464 1675655 1636923 200,830 239,563
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 3,741)
9,499 -13,812 -2,826 3,265 9,843 9,937 -6,795 -6,196 10,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.4 27.1 48.6 42.8 89.3 87.2 10.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763)
160 157 197 364 348 635 607
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,645
COMMITMENTS
2,084 12 282 994 3,504 3,361 3,798 1,284 846
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -119)
-225 -1 54 119 -72 -52 -19 -68 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.3 6.1 21.4 75.4 72.4 81.8 27.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 1 3 7 12 21 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 975,293
COMMITMENTS
156,861 68,273 293,008 457,927 546,292 907,796 907,572 67,497 67,721
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -25,741)
-29,783 6,838 -6,376 14,121 -27,759 -22,038 -27,296 -3,703 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 7.0 30.0 47.0 56.0 93.1 93.1 6.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
186 114 187 214 226 497 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,484
COMMITMENTS
71,874 56,300 110,663 248,652 271,359 431,189 438,322 36,295 29,162
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -3,921)
-8,685 5,630 2,512 2,368 -13,124 -3,804 -4,982 -117 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.0 23.7 53.2 58.0 92.2 93.8 7.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
81 71 100 99 86 241 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,210,739
COMMITMENTS
100,792 225,781 92,565 839,495 753,456 1032852 1071802 177,886 138,936
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 51,087)
3,912 10,243 11,440 25,635 31,711 40,987 53,394 10,100 -2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 18.6 7.6 69.3 62.2 85.3 88.5 14.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
35 26 45 97 101 151 153
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,041,864
COMMITMENTS
56,687 407,374 4,371 833,565 538,420 894,623 950,165 147,240 91,699
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -15,330)
-4,910 -1,547 1,527 -8,634 -10,667 -12,017 -10,687 -3,313 -4,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 39.1 0.4 80.0 51.7 85.9 91.2 14.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
14 19 12 83 79 101 106
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,141
COMMITMENTS
65,776 72,524 90,589 260,111 274,240 416,476 437,353 46,666 25,788
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -12,308)
-9,745 -111 311 105 -12,878 -9,329 -12,678 -2,979 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 15.7 19.6 56.2 59.2 89.9 94.4 10.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
73 67 77 116 96 228 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,562
COMMITMENTS
3,383 529 988 5,577 8,963 9,948 10,481 1,614 1,081
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 412)
103 54 -20 430 317 513 350 -101 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 4.6 8.5 48.2 77.5 86.0 90.7 14.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 6 13 18 20 48 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,118,730
COMMITMENTS
423,772 707,890 26,974 1485581 1291262 1936327 2026126 182,403 92,604
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 8,567)
11,746 -3,640 -4,634 1,584 18,809 8,697 10,536 -130 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 33.4 1.3 70.1 60.9 91.4 95.6 8.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
60 35 28 153 129 224 181
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,890,371
COMMITMENTS
753,860 640,067 276,533 2434315 2600404 3464709 3517004 425,662 373,367
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -15,048)
-24,342 -58,723 11,622 -17,883 45,472 -30,603 -1,629 15,556 -13,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.5 7.1 62.6 66.8 89.1 90.4 10.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
78 64 80 204 196 314 308
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 975,924
COMMITMENTS
174,139 165,753 11,719 683,594 608,199 869,452 785,671 106,472 190,253
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,252)
-9,185 6,699 -945 14,635 -4,858 4,505 896 -2,253 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 17.0 1.2 70.0 62.3 89.1 80.5 10.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
11 11 8 65 72 79 88
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,665,162
COMMITMENTS
542,790 609,837 138,625 2664525 2642514 3345940 3390976 319,222 274,186
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 23,404)
60,134 -25,794 -2,584 -36,518 64,788 21,032 36,409 2,372 -13,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 16.6 3.8 72.7 72.1 91.3 92.5 8.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
66 36 54 155 175 245 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,683,334
COMMITMENTS
709,909 413,212 215,282 735,053 1020544 1660244 1649038 23,090 34,296
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 4,533)
4,277 17,646 -7,591 30,159 19,266 26,845 29,321 -22,312 -24,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 24.5 12.8 43.7 60.6 98.6 98.0 1.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
23 20 33 54 58 97 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,300
COMMITMENTS
14,209 17,862 408 19,345 14,162 33,962 32,432 6,338 7,868
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 4,214)
6,585 -688 -463 -1,882 4,798 4,240 3,647 -26 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 44.3 1.0 48.0 35.1 84.3 80.5 15.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 19 8 36 29 62 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,600
COMMITMENTS
28,419 35,724 816 38,690 28,324 67,924 64,863 12,676 15,736
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 8,428)
13,170 -1,375 -925 -3,765 9,595 8,480 7,295 -52 1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 44.3 1.0 48.0 35.1 84.3 80.5 15.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 19 8 36 29 62 54
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 35,920
COMMITMENTS
5,310 1,381 0 28,505 33,504 33,815 34,885 2,105 1,035
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,041)
534 -714 0 -1,732 -249 -1,198 -963 157 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.8 0.0 79.4 93.3 94.1 97.1 5.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 8 20 10
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,377
COMMITMENTS
14,409 22,406 436 8,271 495 23,116 23,337 261 40
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 623)
33 468 -50 618 193 601 611 22 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 95.8 1.9 35.4 2.1 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 14 2 4 1 23 15
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 69,646
COMMITMENTS
11,120 19,225 24,281 34,222 25,418 69,623 68,924 23 722
CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,093)
79 1,926 1,276 -2,450 -4,277 -1,095 -1,075 2 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 27.6 34.9 49.1 36.5 100.0 99.0 0.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 1 3 9 11 13
Updated July 17, 2020