WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,573 COMMITMENTS 120,949 93,475 172,373 171,053 182,188 464,375 448,036 29,198 45,537 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 30,754) 1,126 431 22,265 5,660 9,068 29,051 31,763 1,703 -1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 18.9 34.9 34.7 36.9 94.1 90.8 5.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 123 115 129 90 127 295 297 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 25,295 COMMITMENTS 15,634 212 805 8,495 23,365 24,934 24,382 361 913 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -1,026) -156 12 -23 -1,004 -1,199 -1,183 -1,210 157 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.8 0.8 3.2 33.6 92.4 98.6 96.4 1.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 2 3 11 24 19 28 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,295 COMMITMENTS 69,619 48,871 61,143 98,687 119,275 229,450 229,290 19,845 20,004 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,223) 2,334 -5,504 3,640 -3,081 3,700 2,892 1,836 331 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 19.6 24.5 39.6 47.8 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 71 58 65 83 89 192 180 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,912,306 COMMITMENTS 360,697 162,415 538,147 837,806 957,900 1736650 1658462 175,656 253,844 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 74,660) 20,495 -24,086 29,876 24,091 53,570 74,462 59,360 198 15,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 8.5 28.1 43.8 50.1 90.8 86.7 9.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812) 201 147 186 348 384 647 627 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,753 COMMITMENTS 1,824 18 310 1,417 4,793 3,550 5,120 2,203 633 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 262) 343 15 -1 -176 197 166 212 97 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 0.3 5.4 24.6 83.3 61.7 89.0 38.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 2 3 10 13 25 16 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,218,442 COMMITMENTS 284,698 46,938 356,860 501,593 717,873 1143151 1121672 75,290 96,770 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 70,816) 13,081 -1,680 45,654 11,977 22,423 70,712 66,397 105 4,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 3.9 29.3 41.2 58.9 93.8 92.1 6.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 717) 238 139 207 221 288 557 554 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,267 COMMITMENTS 20,793 1,981 113 2 6,992 20,908 9,086 3,359 15,181 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 3,268) 2,838 -6 -32 -6 1,312 2,800 1,274 468 1,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.7 8.2 0.5 0.0 28.8 86.2 37.4 13.8 62.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 8 3 1 15 8 25 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 528,194 COMMITMENTS 142,842 19,713 114,169 223,920 366,598 480,930 500,480 47,263 27,714 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,795) 10,546 1,318 2,565 -8,484 1,766 4,628 5,649 168 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 3.7 21.6 42.4 69.4 91.1 94.8 8.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 128 38 95 99 97 265 207 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,334,849 COMMITMENTS 112,624 286,028 109,220 942,445 795,670 1164289 1190917 170,560 143,931 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,806) -1,716 11,571 -1,248 335 -9,141 -2,629 1,183 -177 -3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 21.4 8.2 70.6 59.6 87.2 89.2 12.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 34 30 39 101 103 156 151 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 992,108 COMMITMENTS 53,077 335,303 6,888 779,565 531,972 839,530 874,163 152,578 117,945 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -15,269) 4,732 -10,086 -12,240 -18,017 12,388 -25,525 -9,938 10,256 -5,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 33.8 0.7 78.6 53.6 84.6 88.1 15.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 13 18 8 73 77 88 101 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 539,843 COMMITMENTS 110,022 19,438 135,219 244,495 358,408 489,736 513,065 50,108 26,778 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 29,810) 20,568 -6,728 11,656 -557 24,772 31,667 29,700 -1,856 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 3.6 25.0 45.3 66.4 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 108 47 96 105 101 256 214 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,437 COMMITMENTS 3,630 608 324 4,804 8,890 8,758 9,823 1,679 614 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 36) 250 -58 -7 -140 77 103 12 -67 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 5.8 3.1 46.0 85.2 83.9 94.1 16.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 20 2 2 14 17 34 21 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,031,596 COMMITMENTS 456,747 711,823 50,065 1356966 1178340 1863778 1940227 167,818 91,369 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 36,434) 34,863 50,982 4,426 -2,889 -23,406 36,400 32,001 34 4,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 35.0 2.5 66.8 58.0 91.7 95.5 8.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 68 27 28 151 126 232 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,743,475 COMMITMENTS 639,394 533,523 293,931 2394543 2558127 3327868 3385581 415,607 357,894 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 11,837) 18,147 -44,124 5,239 -15,588 62,080 7,798 23,195 4,039 -11,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 14.3 7.9 64.0 68.3 88.9 90.4 11.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 76 68 72 212 200 321 307 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,744 COMMITMENTS 188,303 57,945 10,708 568,573 631,198 767,584 699,851 123,160 190,893 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -34,432) 12,438 -31,467 -7,433 -39,695 1,295 -34,690 -37,605 258 3,173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 6.5 1.2 63.8 70.9 86.2 78.6 13.8 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 14 10 9 67 64 85 79 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,493,014 COMMITMENTS 486,318 702,324 230,454 2427892 2277143 3144664 3209921 348,350 283,093 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 34,592) -866 -28,143 39,694 760 24,820 39,588 36,372 -4,996 -1,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 20.1 6.6 69.5 65.2 90.0 91.9 10.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 65 32 51 147 157 234 218 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,455,763 COMMITMENTS 501,636 305,590 210,987 711,076 904,078 1423699 1420655 32,064 35,108 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 43,550) 1,462 4,668 8,460 31,333 26,864 41,255 39,992 2,295 3,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 21.0 14.5 48.8 62.1 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 26 12 24 54 58 86 88 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 35,035 COMMITMENTS 8,703 17,346 510 17,990 11,058 27,204 28,914 7,831 6,121 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -9,321) -1,261 -530 -914 -6,508 -8,095 -8,683 -9,540 -638 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 49.5 1.5 51.3 31.6 77.6 82.5 22.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 16 7 29 20 52 41 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 70,070 COMMITMENTS 17,407 34,691 1,021 35,981 22,116 54,408 57,828 15,662 12,242 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -18,643) -2,523 -1,060 -1,829 -13,015 -16,190 -17,367 -19,079 -1,276 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 49.5 1.5 51.3 31.6 77.6 82.5 22.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 21 16 7 29 20 52 41 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 34,062 COMMITMENTS 4,012 1,944 0 27,905 31,718 31,917 33,662 2,145 400 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -8,866) -491 -464 -692 -7,589 -7,429 -8,772 -8,585 -94 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 5.7 0.0 81.9 93.1 93.7 98.8 6.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 0 16 11 20 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 21,190 COMMITMENTS 16,976 20,060 38 3,982 1,073 20,996 21,171 194 19 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,394) 1,170 -774 -1,560 -1,932 0 -2,322 -2,334 -72 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 94.7 0.2 18.8 5.1 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 20 10 1 3 2 24 12 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 112,055 COMMITMENTS 12,467 20,535 46,870 52,701 44,382 112,038 111,787 17 268 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 9,765) 350 -7,150 9,656 -235 7,261 9,771 9,767 -6 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 18.3 41.8 47.0 39.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 1 3 10 10 15
Updated September 25, 2020