WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,640 COMMITMENTS 127,204 89,075 149,643 162,209 181,392 439,057 420,110 27,583 46,529 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 6,281) -6,720 2,201 7,697 5,831 603 6,808 10,500 -528 -4,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 19.1 32.1 34.8 38.9 94.1 90.0 5.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 116 124 122 90 127 284 306 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,772 COMMITMENTS 15,574 229 712 10,331 25,101 26,618 26,043 154 729 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,156) -911 -833 -180 -3,086 -2,859 -4,176 -3,872 20 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.2 0.9 2.7 38.6 93.8 99.4 97.3 0.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 2 2 8 27 16 30 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,041 COMMITMENTS 67,348 55,200 49,718 104,568 119,447 221,634 224,366 21,407 18,675 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,999) -2,460 -5,467 9,884 -4,824 -3,508 2,600 909 -602 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 22.7 20.5 43.0 49.1 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 74 52 64 83 84 189 172 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,751,115 COMMITMENTS 318,688 202,343 465,196 787,421 850,604 1571305 1518143 179,810 232,972 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 28,233) 6,273 -18,605 10,384 16,197 32,417 32,853 24,196 -4,619 4,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 11.6 26.6 45.0 48.6 89.7 86.7 10.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 795) 182 154 178 338 367 621 607 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,424 COMMITMENTS 1,535 5 313 1,580 4,518 3,428 4,837 1,995 587 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12) -96 -10 47 124 31 75 69 -88 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 0.1 5.8 29.1 83.3 63.2 89.2 36.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 1 2 10 11 21 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,069,089 COMMITMENTS 255,041 52,024 277,280 466,008 658,163 998,329 987,468 70,760 81,621 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 35,547) 10,082 3,157 8,827 18,330 18,954 37,239 30,938 -1,692 4,609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 4.9 25.9 43.6 61.6 93.4 92.4 6.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654) 218 120 186 210 254 525 482 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 18,465 COMMITMENTS 15,734 1,416 92 9 4,481 15,835 5,989 2,630 12,476 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,093) 1,966 558 -147 -7 345 1,812 756 281 1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.2 7.7 0.5 0.0 24.3 85.8 32.4 14.2 67.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 7 3 2 9 9 18 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,938 COMMITMENTS 118,696 16,607 105,798 238,575 358,793 463,069 481,198 47,869 29,740 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 17,953) 3,036 -2,099 7,335 7,050 11,601 17,421 16,838 532 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 3.3 20.7 46.7 70.2 90.6 94.2 9.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 117 40 87 101 96 258 198 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,309,648 COMMITMENTS 97,378 267,769 106,416 931,593 780,402 1135387 1154586 174,261 155,062 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 34,065) 3,595 1,551 8,559 28,945 27,447 41,099 37,557 -7,034 -3,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 20.4 8.1 71.1 59.6 86.7 88.2 13.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 29 29 37 90 95 140 140 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,114 COMMITMENTS 48,604 345,465 31,552 780,546 489,237 860,702 866,254 136,412 130,860 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -21,454) 6,908 -18,208 -7,226 -16,045 2,409 -16,363 -23,025 -5,091 1,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 34.6 3.2 78.3 49.1 86.3 86.9 13.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 12 18 11 77 74 94 98 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 501,873 COMMITMENTS 85,729 30,437 124,680 240,654 317,939 451,063 473,056 50,809 28,816 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 10,353) 7,418 -11,480 5,257 -3,959 16,404 8,717 10,181 1,636 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 6.1 24.8 48.0 63.4 89.9 94.3 10.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 94 43 84 103 95 233 200 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,806 COMMITMENTS 3,606 602 242 4,881 9,287 8,729 10,131 2,077 676 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 193) -79 16 -6 95 237 11 248 182 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 5.6 2.2 45.2 85.9 80.8 93.7 19.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 20 2 2 13 19 33 23 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,992,458 COMMITMENTS 389,984 641,823 58,876 1372727 1196854 1821588 1897553 170,870 94,904 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -57,622) -37,273 4,903 -7,904 -14,884 -55,668 -60,061 -58,668 2,438 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 32.2 3.0 68.9 60.1 91.4 95.2 8.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 63 30 28 155 123 233 166 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,834,988 COMMITMENTS 649,216 601,234 333,942 2450021 2502007 3433180 3437183 401,808 397,805 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 26,599) 6,233 -36,661 -2,187 13,672 62,357 17,718 23,509 8,881 3,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 15.7 8.7 63.9 65.2 89.5 89.6 10.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 66 68 75 202 194 310 295 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 973,523 COMMITMENTS 171,860 129,516 19,227 663,794 630,324 854,881 779,067 118,642 194,456 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -26,666) 7,457 -2,925 -11,981 -27,100 5,186 -31,624 -9,720 4,958 -16,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 13.3 2.0 68.2 64.7 87.8 80.0 12.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 14 10 12 67 66 85 84 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,361,870 COMMITMENTS 430,489 612,883 180,452 2410833 2278369 3021774 3071705 340,095 290,165 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -28,543) -31,891 -559 -11,767 13,531 735 -30,127 -11,591 1,585 -16,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 18.2 5.4 71.7 67.8 89.9 91.4 10.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 61 31 50 141 152 221 214 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,418,824 COMMITMENTS 491,670 282,637 219,506 678,465 884,241 1389642 1386384 29,182 32,440 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 57,895) 9,061 13,473 18,555 28,702 26,575 56,318 58,603 1,577 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 19.9 15.5 47.8 62.3 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 29 15 30 54 57 93 92 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 36,992 COMMITMENTS 9,466 17,547 690 18,777 12,833 28,934 31,071 8,058 5,921 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,285) -2,669 1,062 -568 -710 -3,839 -3,947 -3,345 -339 -941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 47.4 1.9 50.8 34.7 78.2 84.0 21.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 15 8 34 25 56 47 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 73,984 COMMITMENTS 18,932 35,094 1,381 37,555 25,667 57,867 62,142 16,117 11,842 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,571) -5,337 2,124 -1,136 -1,420 -7,678 -7,893 -6,690 -678 -1,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 47.4 1.9 50.8 34.7 78.2 84.0 21.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 15 8 34 25 56 47 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 30,662 COMMITMENTS 4,150 937 0 24,093 29,190 28,243 30,127 2,419 535 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -672) -62 -571 0 -790 155 -852 -416 180 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 3.1 0.0 78.6 95.2 92.1 98.3 7.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 0 17 10 21 12 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,465 COMMITMENTS 15,568 20,703 441 5,264 281 21,273 21,425 192 40 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -112) -354 -227 386 -138 -237 -106 -78 -6 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.5 96.5 2.1 24.5 1.3 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 12 2 4 1 24 13 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 94,947 COMMITMENTS 12,189 36,051 33,866 48,866 24,749 94,921 94,666 26 281 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,127) 150 -842 2,722 -751 247 2,121 2,127 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 38.0 35.7 51.5 26.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 5 1 3 9 10 14
Updated September 11, 2020