WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,469
COMMITMENTS
114,765 99,527 133,137 159,370 155,384 407,272 388,049 28,197 47,420
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -87,084)
4,373 -5,484 -66,751 -23,804 -13,134 -86,181 -85,369 -903 -1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 22.9 30.6 36.6 35.7 93.5 89.1 6.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
98 117 119 85 112 264 282
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Metric Tons OPEN INTEREST: 30,130
COMMITMENTS
13,605 1,026 862 14,991 27,237 29,458 29,125 672 1,005
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 503)
444 693 325 -466 -464 303 554 200 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 3.4 2.9 49.8 90.4 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 3 2 11 22 18 25
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 259,364
COMMITMENTS
63,657 78,596 50,787 121,621 110,478 236,065 239,862 23,299 19,502
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -16,145)
6,682 -3,193 -15,124 -8,012 2,546 -16,453 -15,770 309 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 30.3 19.6 46.9 42.6 91.0 92.5 9.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
77 60 65 88 84 199 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,730,455
COMMITMENTS
309,004 290,665 424,649 798,653 789,979 1532305 1505293 198,150 225,162
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -206,044)
1,260 -52,299 -113,996 -86,962 -30,125 -199,698 -196,419 -6,346 -9,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.8 24.5 46.2 45.7 88.5 87.0 11.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
188 150 176 359 357 643 597
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,214
COMMITMENTS
1,430 13 271 1,581 4,284 3,282 4,568 1,932 646
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 170)
-109 -2 -27 208 387 72 359 98 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 0.2 5.2 30.3 82.2 62.9 87.6 37.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 1 2 11 11 21 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 965,554
COMMITMENTS
194,708 54,840 244,878 456,208 595,572 895,794 895,291 69,760 70,263
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -17,883)
3,504 -7,154 -22,156 -3,839 11,505 -22,491 -17,805 4,608 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.7 25.4 47.2 61.7 92.8 92.7 7.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
192 124 190 208 236 505 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 486,373
COMMITMENTS
107,841 28,533 94,891 240,355 331,455 443,087 454,879 43,286 31,494
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -3,016)
8,267 -5,451 -8,749 -3,055 10,312 -3,536 -3,888 520 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.9 19.5 49.4 68.1 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
101 51 90 99 91 253 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,315,447
COMMITMENTS
111,231 257,829 146,997 878,043 742,465 1136271 1147291 179,176 168,157
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -20,161)
-1,884 -1,124 -2,721 -21,916 -37,747 -26,521 -41,592 6,360 21,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 19.6 11.2 66.7 56.4 86.4 87.2 13.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
34 24 40 83 87 135 135
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,170,950
COMMITMENTS
71,693 357,832 109,024 822,626 581,235 1003343 1048091 167,607 122,859
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 81,333)
-10,921 -46,113 93,900 -18,297 19,126 64,682 66,913 16,651 14,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 30.6 9.3 70.3 49.6 85.7 89.5 14.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
15 19 18 82 76 108 102
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 483,723
COMMITMENTS
72,112 49,439 105,852 259,177 300,308 437,142 455,599 46,582 28,124
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -6,325)
-4,487 435 932 -1,737 -6,731 -5,292 -5,364 -1,033 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 10.2 21.9 53.6 62.1 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
82 52 87 113 102 238 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,279
COMMITMENTS
3,488 591 250 4,732 8,743 8,470 9,584 1,809 695
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -407)
911 87 -435 -492 19 -16 -328 -392 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 5.7 2.4 46.0 85.1 82.4 93.2 17.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 3 3 12 19 31 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,133,891
COMMITMENTS
414,902 654,762 72,403 1461963 1299183 1949268 2026349 184,623 107,542
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 16,080)
12,332 3,609 37,167 -44,134 -35,516 5,365 5,260 10,715 10,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 30.7 3.4 68.5 60.9 91.3 95.0 8.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
69 32 32 159 131 243 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,010,333
COMMITMENTS
648,498 574,028 401,274 2514000 2594931 3563772 3570232 446,560 440,100
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -90,269)
-84,610 -38,326 16,587 -52,880 -145,235 -120,903 -166,975 30,635 76,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.3 10.0 62.7 64.7 88.9 89.0 11.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
72 63 78 198 187 310 289
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,087,583
COMMITMENTS
172,612 172,505 31,906 753,132 694,096 957,650 898,507 129,933 189,076
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 45,915)
9,040 -332 26,218 -2,261 23,481 32,997 49,367 12,918 -3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.9 2.9 69.2 63.8 88.1 82.6 11.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
12 14 11 65 72 82 92
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,604,779
COMMITMENTS
471,252 500,906 274,608 2494615 2511017 3240475 3286531 364,304 318,248
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -39,059)
-3,547 -28,490 66,312 -133,572 -103,926 -70,807 -66,104 31,748 27,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.9 7.6 69.2 69.7 89.9 91.2 10.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
59 30 45 139 150 212 211
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,528,617
COMMITMENTS
571,389 344,371 198,982 727,101 950,804 1497472 1494157 31,145 34,460
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 20,813)
-2,986 10,304 -320 21,230 11,095 17,924 21,079 2,889 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 22.5 13.0 47.6 62.2 98.0 97.7 2.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
21 21 28 54 58 92 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,476
COMMITMENTS
12,932 17,330 797 20,519 17,628 34,248 35,755 8,227 6,721
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -4,095)
-3,044 -217 167 -1,518 -4,062 -4,394 -4,112 299 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 40.8 1.9 48.3 41.5 80.6 84.2 19.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 15 12 32 26 61 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,951
COMMITMENTS
25,865 34,659 1,594 41,037 35,257 68,497 71,510 16,455 13,441
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -8,190)
-6,087 -434 335 -3,035 -8,125 -8,788 -8,224 597 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 40.8 1.9 48.3 41.5 80.6 84.2 19.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 15 12 32 26 61 51
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,093
COMMITMENTS
3,891 1,806 0 28,415 31,630 32,306 33,436 1,787 657
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -511)
282 54 0 -832 -550 -550 -496 39 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.3 0.0 83.3 92.8 94.8 98.1 5.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 0 18 9 22 12
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,266
COMMITMENTS
15,558 20,657 65 5,457 518 21,080 21,240 186 26
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 273)
658 604 -228 -3 0 427 376 -154 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 97.1 0.3 25.7 2.4 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
20 12 2 4 1 25 14
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 76,023
COMMITMENTS
11,375 20,031 30,403 34,222 25,268 76,000 75,702 23 321
CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,318)
150 -95 1,177 0 256 1,327 1,338 -9 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 26.3 40.0 45.0 33.2 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 1 3 9 10 14
Updated August 28, 2020