WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 462,819 COMMITMENTS 119,823 93,044 150,108 165,393 173,120 435,324 416,272 27,495 46,547 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -3,821) -7,382 3,969 465 3,184 -8,272 -3,733 -3,838 -88 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 20.1 32.4 35.7 37.4 94.1 89.9 5.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 112 127 128 89 123 291 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 26,321 COMMITMENTS 15,790 200 828 9,499 24,564 26,117 25,592 204 729 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -450) 216 -29 116 -832 -537 -500 -450 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.0 0.8 3.1 36.1 93.3 99.2 97.2 0.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 3 10 25 18 29 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 246,071 COMMITMENTS 67,285 54,376 57,503 101,769 115,575 226,558 227,454 19,514 18,617 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 3,030) -63 -825 7,785 -2,799 -3,872 4,924 3,089 -1,894 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 22.1 23.4 41.4 47.0 92.1 92.4 7.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 69 57 66 86 86 194 177 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,837,646 COMMITMENTS 340,202 186,502 508,271 813,715 904,330 1662188 1599102 175,458 238,544 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 86,531) 21,514 -15,842 43,075 26,294 53,726 90,883 80,959 -4,352 5,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 10.1 27.7 44.3 49.2 90.5 87.0 9.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 817) 199 155 184 341 378 643 623 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,491 COMMITMENTS 1,481 2 310 1,593 4,596 3,384 4,909 2,107 583 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 68) -54 -3 -3 14 78 -44 72 112 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 0.0 5.6 29.0 83.7 61.6 89.4 38.4 10.6 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 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,147,625 COMMITMENTS 271,617 48,618 311,207 489,616 695,451 1072440 1055275 75,186 92,350 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 78,537) 16,576 -3,406 33,926 23,608 37,287 74,111 67,807 4,426 10,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.2 27.1 42.7 60.6 93.4 92.0 6.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693) 226 135 197 223 278 551 525 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 20,999 COMMITMENTS 17,955 1,987 145 8 5,680 18,108 7,812 2,891 13,187 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,534) 2,221 571 53 -1 1,199 2,273 1,823 261 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.5 9.5 0.7 0.0 27.0 86.2 37.2 13.8 62.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 10 3 2 12 9 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 523,398 COMMITMENTS 132,295 18,395 111,603 232,404 364,832 476,302 494,830 47,096 28,568 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 12,460) 13,599 1,788 5,806 -6,171 6,039 13,234 13,633 -773 -1,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 3.5 21.3 44.4 69.7 91.0 94.5 9.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 127 39 87 100 99 264 202 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,337,655 COMMITMENTS 114,339 274,457 110,468 942,111 804,810 1166918 1189735 170,737 147,920 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 28,007) 16,961 6,688 4,052 10,518 24,409 31,530 35,149 -3,524 -7,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 20.5 8.3 70.4 60.2 87.2 88.9 12.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 32 28 37 98 100 150 145 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,007,377 COMMITMENTS 48,345 345,389 19,128 797,582 519,584 865,055 884,101 142,322 123,276 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 10,264) -259 -76 -12,424 17,036 30,347 4,353 17,847 5,911 -7,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 34.3 1.9 79.2 51.6 85.9 87.8 14.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 13 18 11 77 79 95 103 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 510,033 COMMITMENTS 89,454 26,166 123,563 245,052 333,636 458,069 483,365 51,964 26,668 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,161) 3,725 -4,271 -1,117 4,398 15,697 7,006 10,309 1,154 -2,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 5.1 24.2 48.0 65.4 89.8 94.8 10.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 98 47 85 98 93 234 198 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,401 COMMITMENTS 3,380 666 331 4,944 8,813 8,655 9,811 1,745 590 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -405) -226 64 89 63 -473 -74 -320 -332 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 6.4 3.2 47.5 84.7 83.2 94.3 16.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 18 3 2 13 18 32 22 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,995,162 COMMITMENTS 421,884 660,841 45,639 1359855 1201746 1827378 1908226 167,784 86,937 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,705) 31,900 19,018 -13,237 -12,872 4,891 5,790 10,673 -3,086 -7,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 33.1 2.3 68.2 60.2 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 69 25 28 154 126 235 167 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,731,637 COMMITMENTS 621,246 577,648 288,692 2410131 2496046 3320070 3362386 411,568 369,252 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -103,350) -27,970 -23,586 -45,250 -39,890 -5,961 -113,110 -74,798 9,760 -28,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 15.5 7.7 64.6 66.9 89.0 90.1 11.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 75 67 73 204 197 311 305 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 925,176 COMMITMENTS 175,865 89,412 18,141 608,268 629,903 802,274 737,456 122,902 187,720 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -48,347) 4,005 -40,104 -1,086 -55,526 -421 -52,607 -41,611 4,260 -6,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 9.7 2.0 65.7 68.1 86.7 79.7 13.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 14 11 11 65 64 83 82 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,458,422 COMMITMENTS 487,185 730,467 190,759 2427132 2252323 3105076 3173550 353,346 284,873 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 96,553) 56,696 117,584 10,308 16,299 -26,046 83,302 101,845 13,251 -5,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 21.1 5.5 70.2 65.1 89.8 91.8 10.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 62 34 53 144 153 227 219 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,412,213 COMMITMENTS 500,174 300,922 202,527 679,743 877,214 1382444 1380663 29,769 31,550 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -6,610) 8,504 18,285 -16,979 1,278 -7,027 -7,197 -5,721 587 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 21.3 14.3 48.1 62.1 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 25 16 26 53 58 88 90 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 44,357 COMMITMENTS 9,965 17,876 1,425 24,498 19,153 35,887 38,454 8,469 5,903 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 7,364) 499 329 734 5,720 6,320 6,954 7,383 411 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 40.3 3.2 55.2 43.2 80.9 86.7 19.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 26 14 14 32 31 63 55 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 88,713 COMMITMENTS 19,929 35,751 2,850 48,996 38,306 71,775 76,907 16,938 11,806 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 14,729) 998 657 1,469 11,441 12,640 13,907 14,765 822 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 40.3 3.2 55.2 43.2 80.9 86.7 19.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 26 14 14 32 31 63 55 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 42,928 COMMITMENTS 4,503 2,408 692 35,494 39,147 40,689 42,247 2,239 681 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 12,266) 353 1,471 692 11,401 9,957 12,446 12,120 -180 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 5.6 1.6 82.7 91.2 94.8 98.4 5.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 1 21 13 26 17 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 23,584 COMMITMENTS 15,806 20,834 1,598 5,914 1,073 23,318 23,505 266 79 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,119) 238 131 1,157 650 792 2,045 2,080 74 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 88.3 6.8 25.1 4.5 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 16 13 1 4 2 21 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 102,290 COMMITMENTS 12,117 27,685 37,214 52,936 37,121 102,267 102,020 23 270 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 7,343) -72 -8,366 3,348 4,070 12,372 7,346 7,354 -3 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 27.1 36.4 51.8 36.3 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 1 3 10 10 15
Updated September 18, 2020