WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,554 COMMITMENTS 110,392 105,011 199,888 183,174 168,519 493,454 473,418 29,100 49,136 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 16,580) 1,827 -3,955 10,289 3,479 11,379 15,595 17,714 984 -1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 20.1 38.3 35.1 32.2 94.4 90.6 5.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 110 128 145 93 110 300 303 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 29,627 COMMITMENTS 13,160 333 537 15,458 27,701 29,155 28,571 472 1,056 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,260) -600 333 103 1,632 848 1,135 1,284 125 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 1.1 1.8 52.2 93.5 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 3 3 12 21 19 25 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,508 COMMITMENTS 56,975 81,789 65,911 129,632 107,932 252,518 255,632 22,990 19,877 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -10,869) 2,488 -8,203 -5,963 -5,109 4,874 -8,584 -9,292 -2,285 -1,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 29.7 23.9 47.1 39.2 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 72 60 68 85 83 195 181 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,936,499 COMMITMENTS 307,743 342,963 538,645 885,615 820,104 1732003 1701712 204,496 234,788 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -54,051) 17,917 -45,070 -12,776 -54,909 20,033 -49,769 -37,813 -4,282 -16,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 17.7 27.8 45.7 42.3 89.4 87.9 10.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784) 171 166 187 369 349 650 605 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,044 COMMITMENTS 1,539 14 297 1,373 3,897 3,209 4,209 1,834 835 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 210) -285 -3 18 72 319 -195 334 405 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 0.3 5.9 27.2 77.3 63.6 83.4 36.4 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 1 3 11 11 22 14 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 983,437 COMMITMENTS 191,203 61,994 267,034 460,047 584,068 918,285 913,096 65,152 70,341 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -722) 49,296 -36,561 2,066 -60,407 37,502 -9,044 3,007 8,323 -3,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 6.3 27.2 46.8 59.4 93.4 92.8 6.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 209 118 203 202 233 513 471 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 489,389 COMMITMENTS 99,574 33,984 103,640 243,410 321,143 446,623 458,767 42,766 30,622 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,760) 2,914 -8,418 4,971 4,958 13,620 12,842 10,172 -83 2,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 6.9 21.2 49.7 65.6 91.3 93.7 8.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 97 56 87 100 89 252 194 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,335,609 COMMITMENTS 113,115 258,953 149,718 899,959 780,212 1162792 1188883 172,816 146,726 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 34,257) 5,068 -1,582 9,834 27,696 32,902 42,599 41,154 -8,341 -6,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 19.4 11.2 67.4 58.4 87.1 89.0 12.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 37 26 39 99 100 153 148 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,089,616 COMMITMENTS 82,614 403,945 15,124 840,923 562,109 938,661 981,178 150,956 108,438 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 37,871) 509 1,395 11,941 23,351 24,020 35,801 37,356 2,070 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 37.1 1.4 77.2 51.6 86.1 90.0 13.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 13 20 13 85 80 105 106 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 490,048 COMMITMENTS 76,599 49,003 104,920 260,915 307,040 442,434 460,964 47,614 29,085 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,227) 6,677 -30,005 5,190 -13,558 22,000 -1,691 -2,814 464 1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 10.0 21.4 53.2 62.7 90.3 94.1 9.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 78 61 90 114 102 242 214 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,686 COMMITMENTS 2,577 503 685 5,224 8,723 8,485 9,912 2,201 774 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 102) 282 -143 -68 -204 342 10 130 91 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 4.7 6.4 48.9 81.6 79.4 92.8 20.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 18 6 9 14 19 37 29 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,117,811 COMMITMENTS 402,569 651,153 35,236 1506097 1334700 1943903 2021089 173,908 96,722 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -66,896) -34,036 -47,053 10,516 -40,581 -29,124 -64,101 -65,661 -2,795 -1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 30.7 1.7 71.1 63.0 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 66 36 30 156 126 235 179 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,100,601 COMMITMENTS 733,108 612,354 384,687 2566880 2740166 3684676 3737207 415,926 363,394 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 71,685) -9,905 -57,274 63,782 30,600 82,002 84,478 88,510 -12,793 -16,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 14.9 9.4 62.6 66.8 89.9 91.1 10.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413) 87 65 83 224 202 348 313 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,041,668 COMMITMENTS 163,572 172,837 5,688 755,393 670,615 924,653 849,140 117,015 192,528 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 8,228) -4,599 -2,316 -665 8,200 5,294 2,936 2,313 5,292 5,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 16.6 0.5 72.5 64.4 88.8 81.5 11.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 11 12 8 67 69 81 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,643,838 COMMITMENTS 474,799 529,396 208,296 2628187 2614943 3311282 3352635 332,556 291,203 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 35,193) 5,065 -36,456 25,545 3,874 46,433 34,484 35,522 709 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 14.5 5.7 72.1 71.8 90.9 92.0 9.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 66 36 53 154 164 239 234 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,507,804 COMMITMENTS 574,375 334,067 199,302 705,871 939,709 1479548 1473078 28,256 34,726 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 6,828) 949 -4,108 -4,434 8,025 17,315 4,540 8,773 2,288 -1,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 22.2 13.2 46.8 62.3 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 24 19 28 54 56 93 89 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 46,571 COMMITMENTS 15,976 17,547 630 22,036 21,691 38,642 39,867 7,929 6,704 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,166) -856 -851 304 -1,006 -98 -1,558 -645 392 -521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 37.7 1.4 47.3 46.6 83.0 85.6 17.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 18 9 33 31 63 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 93,142 COMMITMENTS 31,952 35,093 1,260 44,073 43,381 77,284 79,734 15,857 13,408 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -2,332) -1,712 -1,702 607 -2,012 -195 -3,117 -1,290 785 -1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 37.7 1.4 47.3 46.6 83.0 85.6 17.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 18 9 33 31 63 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,604 COMMITMENTS 3,609 1,752 0 29,247 32,180 32,856 33,932 1,748 672 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 27) -678 371 0 1,281 -147 603 224 -576 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 5.1 0.0 84.5 93.0 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 17 9 20 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,993 COMMITMENTS 14,900 20,053 293 5,460 518 20,653 20,864 340 129 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -237) -3 -81 -250 -132 0 -385 -331 148 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 95.5 1.4 26.0 2.5 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 12 1 4 1 23 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 74,705 COMMITMENTS 11,225 20,126 29,226 34,222 25,012 74,673 74,364 32 341 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,105) 0 117 1,110 0 -96 1,110 1,131 -5 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 26.9 39.1 45.8 33.5 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 1 3 9 10 14
Updated August 21, 2020