WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 520,547 COMMITMENTS 127,693 81,261 185,910 173,667 201,957 487,271 469,128 33,276 51,419 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 56,031) 13,743 -8,897 33,033 4,738 26,179 51,514 50,316 4,517 5,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 15.6 35.7 33.4 38.8 93.6 90.1 6.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 131 104 124 94 134 292 301 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 21,300 COMMITMENTS 14,235 191 650 5,818 19,286 20,703 20,127 597 1,173 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -4,177) -794 31 -188 -3,240 -4,325 -4,222 -4,482 45 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.8 0.9 3.1 27.3 90.5 97.2 94.5 2.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 3 9 23 17 26 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 263,344 COMMITMENTS 73,257 42,764 66,867 101,791 132,574 241,915 242,205 21,429 21,138 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 24,336) 4,368 -8,627 14,499 3,935 18,790 22,802 24,663 1,534 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 16.2 25.4 38.7 50.3 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 82 53 65 84 95 201 184 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,974,057 COMMITMENTS 385,104 132,200 555,912 850,569 1038851 1791585 1726963 182,472 247,094 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 94,215) 25,816 -17,900 41,953 11,842 70,263 79,612 94,317 14,603 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 6.7 28.2 43.1 52.6 90.8 87.5 9.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 830) 203 147 190 351 399 657 644 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,683 COMMITMENTS 1,998 22 238 1,340 4,550 3,576 4,811 2,107 872 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -10) 157 18 -52 -265 -118 -161 -152 151 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 0.4 4.2 23.6 80.1 62.9 84.7 37.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 14 1 3 8 9 23 12 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,273,728 COMMITMENTS 313,210 42,275 350,232 529,593 788,524 1193035 1181032 80,693 92,697 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 83,303) 15,755 -3,653 28,259 29,784 64,328 73,799 88,934 9,504 -5,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 3.3 27.5 41.6 61.9 93.7 92.7 6.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707) 249 124 210 228 283 566 547 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 1,000 Bushels) OPEN INTEREST: 26,967 COMMITMENTS 23,102 1,765 226 22 7,357 23,350 9,348 3,617 17,619 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,179) 1,207 267 84 4 677 1,295 1,028 884 1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.7 6.5 0.8 0.1 27.3 86.6 34.7 13.4 65.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 8 3 5 16 11 26 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 525,540 COMMITMENTS 121,610 19,998 128,420 237,496 352,305 487,526 500,724 38,015 24,817 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 8,049) -13,143 1,494 10,482 13,634 -2,647 10,973 9,329 -2,923 -1,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 3.8 24.4 45.2 67.0 92.8 95.3 7.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 115 46 99 97 93 261 205 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,349,248 COMMITMENTS 98,238 332,386 105,428 976,489 739,554 1180155 1177369 169,093 171,879 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 59,977) -8,764 15,067 30,377 50,879 -11,847 72,492 33,596 -12,515 26,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 24.6 7.8 72.4 54.8 87.5 87.3 12.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 31 29 40 96 100 150 146 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 979,708 COMMITMENTS 55,332 321,673 3,645 777,016 531,303 835,993 856,621 143,715 123,087 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -12,409) 3,132 -19,698 1,064 -4,041 84 155 -18,550 -12,564 6,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 32.8 0.4 79.3 54.2 85.3 87.4 14.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 13 18 11 78 80 95 105 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 526,287 COMMITMENTS 121,640 15,214 121,720 228,336 359,592 471,697 496,525 54,591 29,762 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 27,253) 9,306 -2,301 8,530 6,273 20,724 24,109 26,953 3,144 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 2.9 23.1 43.4 68.3 89.6 94.3 10.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 116 32 78 101 103 246 191 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,535 COMMITMENTS 3,601 678 359 4,497 8,857 8,457 9,894 2,078 641 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 369) 48 61 96 -131 292 13 448 356 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 6.4 3.4 42.7 84.1 80.3 93.9 19.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 19 3 3 16 18 36 24 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,994,176 COMMITMENTS 458,279 697,886 22,128 1343873 1178154 1824280 1898168 169,896 96,008 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -25,588) 4,747 37,818 -18,826 -18,339 -52,048 -32,418 -33,056 6,830 7,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 35.0 1.1 67.4 59.1 91.5 95.2 8.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 67 30 24 150 122 225 168 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,802,758 COMMITMENTS 642,605 537,503 287,457 2460605 2587447 3390667 3412408 412,091 390,350 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 56,701) -30,599 18,154 42,239 50,403 -33,920 62,043 26,473 -5,342 30,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 14.1 7.6 64.7 68.0 89.2 89.7 10.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 79 71 80 198 186 320 294 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,902 COMMITMENTS 167,036 46,628 18,044 588,112 644,789 773,192 709,461 125,710 189,441 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,807) -1,216 3,278 75 -1,113 -2,682 -2,254 671 447 -2,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 5.2 2.0 65.4 71.7 86.0 78.9 14.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 12 11 10 70 64 87 80 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,297,259 COMMITMENTS 386,533 809,245 146,332 2440159 2055026 2973023 3010603 324,235 286,656 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -139,367) -109,175 49,908 -10,435 -7,727 -164,707 -127,337 -125,234 -12,030 -14,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 24.5 4.4 74.0 62.3 90.2 91.3 9.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 53 40 48 148 152 220 221 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,331,637 COMMITMENTS 433,699 278,330 222,736 650,770 800,600 1307205 1301666 24,432 29,971 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -167,714) -72,363 -30,299 -2,425 -86,736 -132,343 -161,525 -165,067 -6,189 -2,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 20.9 16.7 48.9 60.1 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 21 20 28 56 59 91 93 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 43,041 COMMITMENTS 16,704 17,359 501 18,528 19,556 35,733 37,416 7,308 5,625 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,851) 4,882 -11 -137 1,386 5,931 6,131 5,782 -280 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 40.3 1.2 43.0 45.4 83.0 86.9 17.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 20 11 31 26 64 52 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 86,082 COMMITMENTS 33,409 34,717 1,003 37,055 39,112 71,467 74,832 14,615 11,250 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 11,702) 9,764 -22 -274 2,772 11,861 12,262 11,565 -560 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 40.3 1.2 43.0 45.4 83.0 86.9 17.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 28 20 11 31 26 64 52 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 35,887 COMMITMENTS 4,531 1,936 0 29,282 32,913 33,813 34,849 2,074 1,038 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 338) 691 -342 0 -321 282 370 -60 -32 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 5.4 0.0 81.6 91.7 94.2 97.1 5.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 0 16 10 19 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,586 COMMITMENTS 15,791 19,113 164 4,416 1,276 20,371 20,553 215 33 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 154) -481 887 102 538 -857 159 132 -5 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.7 92.8 0.8 21.5 6.2 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 12 2 3 2 22 15 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 131,243 COMMITMENTS 13,305 9,851 63,810 54,111 57,421 131,226 131,082 17 161 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 8,893) 838 -1,866 7,235 830 3,631 8,903 9,000 -10 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 7.5 48.6 41.2 43.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 1 3 10 11 15
Updated October 09, 2020