WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 505,974
COMMITMENTS
108,565 108,966 189,599 179,695 157,139 477,858 455,704 28,116 50,270
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 26,045)
-14,440 2,110 31,067 8,802 -8,030 25,428 25,147 617 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 21.5 37.5 35.5 31.1 94.4 90.1 5.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
98 129 133 91 106 275 293
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 28,367
COMMITMENTS
13,760 0 434 13,825 26,853 28,020 27,287 347 1,080
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -3,235)
-1,659 -187 -258 -1,416 -2,970 -3,332 -3,415 97 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 0.0 1.5 48.7 94.7 98.8 96.2 1.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 0 3 12 23 20 26
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,378
COMMITMENTS
54,487 89,992 71,874 134,742 103,058 261,102 264,923 25,275 21,454
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -7,297)
-3,724 3,994 -4,124 -480 -7,961 -8,328 -8,091 1,031 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 31.4 25.1 47.1 36.0 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
67 71 67 81 81 186 188
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,990,550
COMMITMENTS
289,827 388,034 551,421 940,524 800,070 1781772 1739525 208,778 251,025
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -40,374)
-5,930 -8,273 -41,173 7,121 13,495 -39,982 -35,951 -392 -4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 19.5 27.7 47.2 40.2 89.5 87.4 10.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
185 158 201 375 345 672 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,834
COMMITMENTS
1,824 17 279 1,301 3,579 3,404 3,875 1,430 959
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -76)
-346 2 -3 266 -99 -83 -100 6 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 0.4 5.8 26.9 74.0 70.4 80.2 29.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 1 2 10 9 22 11
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 984,159
COMMITMENTS
141,907 98,554 264,968 520,454 546,566 927,329 910,089 56,830 74,070
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 8,424)
-9,307 8,130 -8,545 26,307 5,882 8,456 5,467 -32 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.0 26.9 52.9 55.5 94.2 92.5 5.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
172 133 187 202 210 471 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 476,630
COMMITMENTS
96,659 42,402 98,670 238,452 307,523 433,781 448,595 42,849 28,035
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 6,551)
657 -2,377 6,610 -1,247 -512 6,021 3,721 531 2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.9 20.7 50.0 64.5 91.0 94.1 9.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
93 53 90 98 93 241 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,301,352
COMMITMENTS
108,047 260,535 139,884 872,263 747,309 1120194 1147728 181,158 153,623
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 59,660)
-1,734 9,890 19,066 49,842 20,762 67,174 49,718 -7,514 9,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 20.0 10.7 67.0 57.4 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 30 40 94 101 146 149
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,051,745
COMMITMENTS
82,105 402,550 3,183 817,571 538,089 902,859 943,822 148,886 107,923
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 13,000)
16,803 2,321 -2,100 447 9,057 15,150 9,278 -2,150 3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 38.3 0.3 77.7 51.2 85.8 89.7 14.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
15 19 11 81 77 100 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 491,275
COMMITMENTS
69,922 79,008 99,730 274,473 285,039 444,125 463,778 47,150 27,498
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 14,858)
959 6,307 7,232 3,598 3,056 11,788 16,595 3,070 -1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.1 20.3 55.9 58.0 90.4 94.4 9.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
69 69 81 121 101 238 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,584
COMMITMENTS
2,294 647 753 5,428 8,382 8,475 9,781 2,109 803
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -81)
-196 29 -4 -29 9 -228 34 147 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 6.1 7.1 51.3 79.2 80.1 92.4 19.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 5 11 16 19 39 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,184,707
COMMITMENTS
436,605 698,206 24,720 1546679 1363824 2008004 2086750 176,703 97,957
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -58,807)
-41,017 -44,185 -9,379 21,411 4,840 -28,985 -48,724 -29,822 -10,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 32.0 1.1 70.8 62.4 91.9 95.5 8.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
70 33 31 154 132 234 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,028,917
COMMITMENTS
743,012 669,628 320,905 2536280 2658164 3600198 3648697 428,719 380,220
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 66,850)
-32,437 59,470 23,033 74,723 -4,534 65,318 77,968 1,532 -11,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.6 8.0 63.0 66.0 89.4 90.6 10.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
73 67 84 218 205 331 316
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,033,440
COMMITMENTS
168,171 175,153 6,353 747,193 665,321 921,717 846,827 111,723 186,613
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 31,317)
5,884 -3,648 1,421 24,498 42,246 31,803 40,019 -486 -8,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 16.9 0.6 72.3 64.4 89.2 81.9 10.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
12 13 9 67 69 82 88
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,608,645
COMMITMENTS
469,734 565,853 182,751 2624313 2568509 3276798 3317113 331,847 291,532
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -106,930)
-71,603 -28,592 8,265 -44,676 -99,608 -108,014 -119,935 1,084 13,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 15.7 5.1 72.7 71.2 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
56 46 51 159 171 244 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,500,976
COMMITMENTS
573,426 338,175 203,736 697,846 922,394 1475008 1464305 25,968 36,671
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -48,323)
-42,447 -74,691 -1,881 -3,864 29,798 -48,192 -46,774 -131 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 22.5 13.6 46.5 61.5 98.3 97.6 1.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 22 29 51 55 91 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,737
COMMITMENTS
16,832 18,398 326 23,042 21,788 40,201 40,512 7,536 7,225
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 2,299)
589 -1,031 146 1,267 3,363 2,001 2,479 297 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 38.5 0.7 48.3 45.6 84.2 84.9 15.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 19 9 37 29 63 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,473
COMMITMENTS
33,664 36,795 653 46,084 43,576 80,401 81,024 15,072 14,450
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 4,597)
1,177 -2,061 292 2,533 6,726 4,002 4,958 595 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 38.5 0.7 48.3 45.6 84.2 84.9 15.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 19 9 37 29 63 55
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,577
COMMITMENTS
4,287 1,381 0 27,966 32,327 32,253 33,708 2,324 869
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: -469)
-126 0 0 -451 -490 -577 -490 108 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.0 0.0 80.9 93.5 93.3 97.5 6.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 17 9 22 11
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,230
COMMITMENTS
14,903 20,134 543 5,592 518 21,038 21,195 192 35
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 15)
190 -108 107 -271 28 26 27 -11 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 94.8 2.6 26.3 2.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 15 3 4 1 24 16
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 73,600
COMMITMENTS
11,225 20,009 28,116 34,222 25,108 73,563 73,233 37 367
CHANGES FROM 08/04/20 (CHANGE IN OPEN INTEREST: 872)
-179 10 1,042 0 -161 863 891 9 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 27.2 38.2 46.5 34.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 3 9 10 13
Updated August 14, 2020