WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,359 COMMITMENTS 133,924 86,874 141,946 156,378 180,790 432,248 409,610 28,110 50,749 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 24,889) 19,159 -12,653 8,809 -2,992 25,405 24,976 21,561 -87 3,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 18.9 30.8 34.0 39.3 93.9 89.0 6.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 117 118 114 80 125 268 294 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 30,928 COMMITMENTS 16,485 1,063 892 13,417 27,960 30,794 29,915 134 1,013 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 798) 2,881 36 30 -1,574 724 1,336 790 -538 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 3.4 2.9 43.4 90.4 99.6 96.7 0.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 3 2 10 24 18 28 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,042 COMMITMENTS 69,808 60,667 39,834 109,392 122,955 219,034 223,457 22,009 17,586 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -18,321) 6,151 -17,929 -10,953 -12,229 12,478 -17,032 -16,405 -1,290 -1,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 25.2 16.5 45.4 51.0 90.9 92.7 9.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 82 51 60 83 82 192 171 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,722,881 COMMITMENTS 312,416 220,948 454,812 771,224 818,187 1538452 1493947 184,429 228,934 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -7,574) 3,412 -69,717 30,163 -27,429 28,208 6,147 -11,345 -13,720 3,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 12.8 26.4 44.8 47.5 89.3 86.7 10.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783) 175 154 167 336 361 609 593 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,436 COMMITMENTS 1,631 14 266 1,456 4,487 3,353 4,767 2,083 669 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 222) 201 2 -5 -125 202 71 200 151 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 0.3 4.9 26.8 82.5 61.7 87.7 38.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 1 2 10 11 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,033,542 COMMITMENTS 244,959 48,867 268,454 447,678 639,209 961,090 956,530 72,452 77,012 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 67,988) 50,251 -5,973 23,576 -8,530 43,637 65,296 61,239 2,692 6,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.7 26.0 43.3 61.8 93.0 92.5 7.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649) 223 117 182 211 250 530 469 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 16,372 COMMITMENTS 13,768 858 239 16 4,136 14,023 5,233 2,349 11,139 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 84.1 5.2 1.5 0.1 25.3 85.7 32.0 14.3 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 4 2 10 9 17 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 492,985 COMMITMENTS 115,660 18,705 98,463 231,525 347,192 445,648 464,360 47,337 28,625 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 6,612) 7,819 -9,828 3,572 -8,830 15,736 2,561 9,481 4,051 -2,869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 3.8 20.0 47.0 70.4 90.4 94.2 9.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 119 38 87 99 96 259 195 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,275,583 COMMITMENTS 93,783 266,218 97,857 902,648 752,955 1094288 1117029 181,294 158,553 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -39,865) -17,447 8,389 -49,140 24,605 10,490 -41,983 -30,261 2,118 -9,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 20.9 7.7 70.8 59.0 85.8 87.6 14.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 29 29 39 84 93 134 140 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,018,568 COMMITMENTS 41,696 363,673 38,778 796,591 486,828 877,065 889,279 141,503 129,289 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -152,382) -29,997 5,841 -70,246 -26,035 -94,407 -126,278 -158,812 -26,104 6,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 35.7 3.8 78.2 47.8 86.1 87.3 13.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 11 20 13 76 73 94 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 491,520 COMMITMENTS 78,311 41,917 119,423 244,613 301,535 442,347 462,875 49,173 28,644 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 7,797) 6,198 -7,522 13,571 -14,564 1,227 5,205 7,276 2,592 521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 8.5 24.3 49.8 61.3 90.0 94.2 10.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 89 52 93 104 100 240 213 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,614 COMMITMENTS 3,684 586 248 4,786 9,050 8,718 9,883 1,896 730 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 335) 197 -5 -2 53 307 248 300 87 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 5.5 2.3 45.1 85.3 82.1 93.1 17.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 19 3 2 13 18 33 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,050,080 COMMITMENTS 427,257 636,919 66,780 1387611 1252522 1881648 1956221 168,432 93,859 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -83,811) 12,355 -17,843 -5,623 -74,352 -46,662 -67,620 -70,128 -16,192 -13,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 31.1 3.3 67.7 61.1 91.8 95.4 8.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 66 29 29 161 124 241 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,808,388 COMMITMENTS 642,983 637,894 336,129 2436349 2439651 3415461 3413674 392,927 394,715 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -201,944) -5,515 63,867 -65,145 -77,651 -155,280 -148,311 -156,559 -53,633 -45,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 16.7 8.8 64.0 64.1 89.7 89.6 10.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 71 73 80 197 191 313 299 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,000,189 COMMITMENTS 164,403 132,441 31,208 690,894 625,138 886,505 788,787 113,684 211,402 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -87,394) -8,209 -40,064 -698 -62,238 -68,958 -71,145 -109,720 -16,249 22,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 13.2 3.1 69.1 62.5 88.6 78.9 11.4 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 15 9 13 66 68 85 86 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,390,412 COMMITMENTS 462,380 613,442 192,219 2397302 2277634 3051902 3083295 338,510 307,117 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -214,367) -8,871 112,536 -82,388 -97,313 -233,383 -188,573 -203,235 -25,794 -11,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 18.1 5.7 70.7 67.2 90.0 90.9 10.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 59 38 50 143 149 225 214 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,360,929 COMMITMENTS 482,609 269,164 200,951 649,764 857,666 1333324 1327781 27,605 33,148 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -167,688) -88,780 -75,207 1,969 -77,337 -93,138 -164,148 -166,376 -3,540 -1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 19.8 14.8 47.7 63.0 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 22 30 51 55 90 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 41,278 COMMITMENTS 12,134 16,485 1,259 19,487 16,672 32,880 34,416 8,397 6,862 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -1,198) -798 -845 461 -1,031 -956 -1,368 -1,339 170 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 39.9 3.0 47.2 40.4 79.7 83.4 20.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 12 11 32 26 61 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 82,555 COMMITMENTS 24,269 32,970 2,517 38,975 33,344 65,761 68,832 16,794 13,724 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,396) -1,596 -1,689 923 -2,063 -1,912 -2,736 -2,678 340 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 39.9 3.0 47.2 40.4 79.7 83.4 20.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 12 11 32 26 61 47 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 31,334 COMMITMENTS 4,212 1,508 0 24,883 29,035 29,095 30,543 2,239 791 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -2,759) 321 -298 0 -3,532 -2,595 -3,211 -2,893 452 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 4.8 0.0 79.4 92.7 92.9 97.5 7.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 0 17 10 22 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,577 COMMITMENTS 15,922 20,930 55 5,402 518 21,379 21,503 198 74 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 311) 364 273 -10 -55 0 299 263 12 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 97.0 0.3 25.0 2.4 99.1 99.7 0.9 0.3 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 92,820 COMMITMENTS 12,039 36,893 31,144 49,617 24,502 92,800 92,539 20 281 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 16,797) 664 16,862 741 15,395 -766 16,800 16,837 -3 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 39.7 33.6 53.5 26.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 1 3 9 10 14
Updated September 04, 2020