WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,888
COMMITMENTS
119,324 101,906 154,566 162,675 159,660 436,564 416,132 26,323 46,756
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -20,592)
1,793 -765 -17,296 -6,471 -2,389 -21,974 -20,450 1,382 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 22.0 33.4 35.1 34.5 94.3 89.9 5.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
107 107 119 87 114 262 280
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 33,015
COMMITMENTS
17,742 0 871 14,202 31,424 32,815 32,295 200 720
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 954)
163 -475 423 343 1,237 929 1,185 25 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 0.0 2.6 43.0 95.2 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 0 3 15 24 23 27
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,210
COMMITMENTS
59,110 80,820 76,075 130,720 112,832 265,905 269,726 22,305 18,484
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,030)
-282 152 809 2,467 2,265 2,994 3,226 35 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 28.0 26.4 45.4 39.1 92.3 93.6 7.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
73 68 63 82 82 188 184
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,950,332
COMMITMENTS
285,024 349,572 559,919 899,447 789,649 1744390 1699140 205,942 251,192
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 44,784)
21,108 17,979 23,908 -4,715 -3,857 40,301 38,030 4,483 6,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.9 28.7 46.1 40.5 89.4 87.1 10.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
156 184 211 362 339 652 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,858
COMMITMENTS
2,135 9 270 933 3,707 3,339 3,986 1,520 872
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 273)
211 -1 -2 -35 168 174 165 100 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 0.2 5.6 19.2 76.3 68.7 82.0 31.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 1 3 6 10 20 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 967,977
COMMITMENTS
167,251 83,244 276,709 463,023 539,970 906,983 899,923 60,995 68,054
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -26,142)
1,133 10,079 -18,301 -5,083 -17,330 -22,251 -25,552 -3,891 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 8.6 28.6 47.8 55.8 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
186 115 189 206 218 476 449
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 460,732
COMMITMENTS
82,913 40,535 101,661 236,848 290,957 421,421 433,153 39,310 27,579
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -20,570)
-5,802 -1,844 -6,418 -8,670 -12,029 -20,891 -20,291 321 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.8 22.1 51.4 63.2 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
85 62 93 100 96 239 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,180,664
COMMITMENTS
114,207 236,461 86,450 795,416 713,293 996,073 1036204 184,591 144,460
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -52,320)
47 12,519 -7,887 -52,967 -60,922 -60,807 -56,290 8,487 3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 20.0 7.3 67.4 60.4 84.4 87.8 15.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 21 36 91 97 141 139
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,040,824
COMMITMENTS
62,791 397,458 5,063 824,371 540,627 892,225 943,148 148,599 97,676
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,465)
3,684 -9,192 534 -1,065 10,905 3,153 2,247 1,312 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 38.2 0.5 79.2 51.9 85.7 90.6 14.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
13 17 11 83 79 100 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 466,434
COMMITMENTS
68,361 65,838 92,535 259,281 279,274 420,177 437,648 46,257 28,786
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -6,970)
272 -9,794 1,193 -6,150 -245 -4,685 -8,847 -2,284 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 14.1 19.8 55.6 59.9 90.1 93.8 9.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
66 72 82 115 95 231 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,166
COMMITMENTS
2,870 572 769 5,633 8,645 9,271 9,986 1,895 1,180
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -266)
-267 50 -309 75 -153 -501 -413 234 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 5.1 6.9 50.4 77.4 83.0 89.4 17.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 10 16 17 39 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,144,391
COMMITMENTS
450,234 687,968 20,599 1492436 1343510 1963270 2052076 181,121 92,315
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -8,674)
-8,173 11,013 -9,333 11,277 -4,204 -6,228 -2,524 -2,446 -6,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 32.1 1.0 69.6 62.7 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
68 33 27 153 130 232 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,875,724
COMMITMENTS
776,611 668,799 195,903 2454998 2629105 3427512 3493807 448,212 381,917
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,199)
30,403 9,598 -52,208 -405 31,434 -22,210 -11,177 20,011 8,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 17.3 5.1 63.3 67.8 88.4 90.1 11.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
71 55 74 208 195 314 289
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 999,605
COMMITMENTS
170,615 175,749 9,610 716,928 616,548 897,153 801,907 102,452 197,698
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 14,255)
-646 12,438 -2,467 17,107 4,727 13,994 14,698 261 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.6 1.0 71.7 61.7 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
13 11 8 67 69 83 85
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,667,916
COMMITMENTS
626,278 577,635 129,044 2584455 2688492 3339778 3395172 328,138 272,744
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 9,783)
60,298 2,906 -23,515 -29,774 29,277 7,009 8,668 2,774 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 15.7 3.5 70.5 73.3 91.1 92.6 8.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
65 36 50 159 175 249 236
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,695,675
COMMITMENTS
706,225 387,987 216,570 749,027 1055929 1671823 1660486 23,852 35,189
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,293)
-4,338 -13,349 12,966 -3,183 6,149 5,445 5,766 -152 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 22.9 12.8 44.2 62.3 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
24 20 32 55 54 99 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,388
COMMITMENTS
13,928 17,065 177 19,920 16,476 34,025 33,718 7,364 7,670
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,409)
609 -595 -67 169 2,239 711 1,577 698 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 41.2 0.4 48.1 39.8 82.2 81.5 17.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 14 7 34 30 57 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,777
COMMITMENTS
27,855 34,130 354 39,840 32,952 68,050 67,436 14,727 15,340
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,817)
1,217 -1,190 -134 338 4,478 1,421 3,154 1,396 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 41.2 0.4 48.1 39.8 82.2 81.5 17.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 14 7 34 30 57 49
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,666
COMMITMENTS
4,851 1,381 0 27,345 32,518 32,196 33,899 2,470 767
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -181)
-156 0 0 -47 -168 -203 -168 22 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 4.0 0.0 78.9 93.8 92.9 97.8 7.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 16 9 20 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,219
COMMITMENTS
14,351 22,285 436 8,225 446 23,012 23,167 207 52
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -890)
-858 -860 0 26 -49 -832 -909 -58 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 96.0 1.9 35.4 1.9 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 15 2 4 1 23 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 70,944
COMMITMENTS
10,920 20,286 25,776 34,222 24,320 70,918 70,382 26 562
CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 460)
-200 1,162 658 0 -1,185 458 635 2 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 28.6 36.3 48.2 34.3 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 1 3 9 11 14
Updated July 31, 2020