WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,516 COMMITMENTS 113,951 90,157 152,877 168,929 175,778 435,757 418,812 28,759 45,704 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -29,057) -6,998 -3,317 -19,496 -2,124 -6,411 -28,618 -29,224 -439 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 19.4 32.9 36.4 37.8 93.8 90.2 6.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 104 116 116 89 124 272 286 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 25,477 COMMITMENTS 15,029 160 838 9,058 23,611 24,925 24,609 552 868 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 182) -605 -52 33 563 247 -9 227 191 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 0.6 3.3 35.6 92.7 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 1 4 13 26 22 30 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 239,008 COMMITMENTS 68,889 51,391 52,368 97,855 113,784 219,113 217,543 19,895 21,465 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -10,287) -730 2,519 -8,775 -832 -5,491 -10,337 -11,747 50 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 21.5 21.9 40.9 47.6 91.7 91.0 8.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 74 53 59 83 88 187 175 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,879,842 COMMITMENTS 359,287 150,100 513,959 838,726 968,588 1711973 1632647 167,869 247,195 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -32,464) -1,410 -12,316 -24,188 921 10,688 -24,677 -25,816 -7,787 -6,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 8.0 27.3 44.6 51.5 91.1 86.9 8.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808) 195 149 185 345 382 645 623 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,693 COMMITMENTS 1,841 4 291 1,605 4,668 3,737 4,962 1,956 731 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -60) 18 -14 -19 188 -125 188 -158 -248 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.1 5.1 28.2 82.0 65.6 87.2 34.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 2 3 9 10 23 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,190,425 COMMITMENTS 297,455 45,928 321,973 499,809 724,196 1119237 1092098 71,189 98,328 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -28,016) 12,756 -1,010 -34,887 -1,784 6,323 -23,915 -29,574 -4,102 1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 3.9 27.0 42.0 60.8 94.0 91.7 6.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682) 232 123 200 225 275 547 527 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 24,788 COMMITMENTS 21,895 1,498 142 18 6,680 22,055 8,320 2,733 16,468 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 521) 1,102 -483 29 16 -312 1,147 -766 -626 1,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.3 6.0 0.6 0.1 26.9 89.0 33.6 11.0 66.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 4 4 15 10 24 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,491 COMMITMENTS 134,754 18,505 117,938 223,862 354,952 476,553 491,395 40,938 26,096 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -10,703) -8,088 -1,208 3,769 -58 -11,645 -4,377 -9,085 -6,326 -1,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 3.6 22.8 43.3 68.6 92.1 95.0 7.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 121 44 102 93 93 258 208 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,289,270 COMMITMENTS 107,002 317,320 75,051 925,610 751,402 1107663 1143773 181,608 145,498 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -45,578) -5,622 31,292 -34,169 -16,835 -44,268 -56,626 -47,145 11,047 1,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 24.6 5.8 71.8 58.3 85.9 88.7 14.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 32 27 35 97 97 146 142 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 992,118 COMMITMENTS 52,200 341,371 2,581 781,057 531,219 835,838 875,171 156,280 116,947 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 10) -877 6,068 -4,307 1,492 -753 -3,692 1,008 3,702 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 34.4 0.3 78.7 53.5 84.2 88.2 15.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 12 17 9 75 78 90 101 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 499,034 COMMITMENTS 112,335 17,515 113,190 222,063 338,868 447,588 469,573 51,446 29,461 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -40,809) 2,313 -1,923 -22,029 -22,432 -19,540 -42,148 -43,492 1,339 2,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 3.5 22.7 44.5 67.9 89.7 94.1 10.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 111 35 80 97 99 236 192 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,166 COMMITMENTS 3,553 617 263 4,628 8,565 8,444 9,445 1,723 721 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -271) -77 9 -61 -177 -325 -315 -377 44 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 6.1 2.6 45.5 84.3 83.1 92.9 16.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 19 2 2 14 16 33 20 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,019,765 COMMITMENTS 453,532 660,068 40,954 1362212 1230202 1856698 1931224 163,067 88,540 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -11,832) -3,216 -51,755 -9,110 5,246 51,862 -7,080 -9,003 -4,752 -2,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 32.7 2.0 67.4 60.9 91.9 95.6 8.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 65 32 24 150 126 228 169 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,746,057 COMMITMENTS 673,204 519,349 245,218 2410202 2621367 3328624 3385935 417,433 360,122 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,582) 33,811 -14,174 -48,713 15,659 63,241 756 354 1,826 2,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 13.9 6.5 64.3 70.0 88.9 90.4 11.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 80 59 71 197 192 308 291 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,709 COMMITMENTS 168,252 43,350 17,969 589,225 647,471 775,446 708,790 125,263 191,919 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,965) -20,051 -14,595 7,261 20,652 16,273 7,862 8,939 2,103 1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 4.8 2.0 65.4 71.9 86.1 78.7 13.9 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 12 9 9 68 62 84 76 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,436,626 COMMITMENTS 495,708 759,338 156,767 2447886 2219733 3100360 3135837 336,265 300,789 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -56,389) 9,389 57,013 -73,687 19,994 -57,411 -44,304 -74,084 -12,085 17,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 22.1 4.6 71.2 64.6 90.2 91.2 9.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 64 32 47 152 156 236 215 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,499,350 COMMITMENTS 506,062 308,629 225,161 737,506 932,943 1468729 1466733 30,621 32,617 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 43,587) 4,426 3,039 14,174 26,430 28,865 45,030 46,078 -1,443 -2,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 20.6 15.0 49.2 62.2 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 23 14 23 55 58 86 87 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 37,190 COMMITMENTS 11,822 17,370 639 17,141 13,626 29,602 31,634 7,588 5,556 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,155) 3,119 24 128 -849 2,567 2,398 2,720 -243 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 46.7 1.7 46.1 36.6 79.6 85.1 20.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 16 11 26 20 53 44 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 74,379 COMMITMENTS 23,645 34,739 1,277 34,283 27,251 59,204 63,267 15,175 11,112 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,309) 6,238 48 256 -1,698 5,135 4,796 5,439 -487 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 46.7 1.7 46.1 36.6 79.6 85.1 20.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 24 16 11 26 20 53 44 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 35,549 COMMITMENTS 3,840 2,278 0 29,603 32,631 33,443 34,909 2,106 640 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,487) -172 334 0 1,698 913 1,526 1,247 -39 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 6.4 0.0 83.3 91.8 94.1 98.2 5.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 16 11 19 14 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,432 COMMITMENTS 16,272 18,226 62 3,878 2,133 20,212 20,421 220 11 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -758) -704 -1,834 24 -104 1,060 -784 -750 26 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.6 89.2 0.3 19.0 10.4 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 21 11 2 3 2 25 14 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 122,350 COMMITMENTS 12,467 11,717 56,575 53,281 53,790 122,323 122,082 27 268 CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 10,295) 0 -8,818 9,705 580 9,408 10,285 10,295 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 9.6 46.2 43.5 44.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 1 3 10 10 15
Updated October 02, 2020